Properly initialize var_yf in forcst.m

2014-10-30 20:08:56 +01:00 · 2014-10-30 20:08:56 +01:00 · 704f8650af
parent 3f68450d51
commit 704f8650af
1 changed files with 1 additions and 0 deletions
--- a/matlab/forcst.m
+++ b/matlab/forcst.m
@ -67,6 +67,7 @@ sigma_u = B*M_.Sigma_e*B';
 sigma_u1 = ghu1*M_.Sigma_e*ghu1';
 sigma_y = 0;

+var_yf=NaN(horizon,nvar); %initialize
 for i=1:horizon
    sigma_y1 = ghx1*sigma_y*ghx1'+sigma_u1;
    var_yf(i,:) = diag(sigma_y1)';