diff --git a/matlab/compute_Pinf_Pstar.m b/matlab/compute_Pinf_Pstar.m index 9a05188a5..aa56b39e6 100644 --- a/matlab/compute_Pinf_Pstar.m +++ b/matlab/compute_Pinf_Pstar.m @@ -1,5 +1,5 @@ function [Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_columns) -% function [Z,ST,QT,R1,Pstar,Pinf] = schur_statespace_transformation(mf,T,R,Q,qz_criterium, restrict_columns) +% function [Z,ST,QT,R1,Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_columns) % Kitagawa transformation of state space system with a quasi-triangular % transition matrix with unit roots at the top, but excluding zero columns of the transition matrix. % Computation of Pstar and Pinf for Durbin and Koopman Diffuse filter @@ -30,7 +30,7 @@ function [Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_colum % SPECIAL REQUIREMENTS % None -% Copyright © 2006-2018 Dynare Team +% Copyright © 2006-2022 Dynare Team % % This file is part of Dynare. %