From 5220ec2a1a70654c16255e327cd7b8a7e6e94235 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Fri, 24 Jul 2015 12:57:17 +0200 Subject: [PATCH] Reflect new input argument of lyapunov_symm.m of Dynare Related to https://github.com/DynareTeam/dynare/pull/983 --- src/solve_model_for_online_filter.m | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/src/solve_model_for_online_filter.m b/src/solve_model_for_online_filter.m index 0d8f191c1..7ef12bbe9 100644 --- a/src/solve_model_for_online_filter.m +++ b/src/solve_model_for_online_filter.m @@ -329,7 +329,7 @@ if observation_number==1 switch DynareOptions.particle.initialization case 1% Initial state vector covariance is the ergodic variance associated to the first order Taylor-approximation of the model. StateVectorMean = ReducedForm.constant(mf0); - StateVectorVariance = lyapunov_symm(ReducedForm.ghx(mf0,:),ReducedForm.ghu(mf0,:)*ReducedForm.Q*ReducedForm.ghu(mf0,:)',1e-12,1e-12); + StateVectorVariance = lyapunov_symm(ReducedForm.ghx(mf0,:),ReducedForm.ghu(mf0,:)*ReducedForm.Q*ReducedForm.ghu(mf0,:)',DynareOptions.lyapunov_fixed_point_tol,DynareOptions.qz_criterium,DynareOptions.lyapunov_complex_threshold); case 2% Initial state vector covariance is a monte-carlo based estimate of the ergodic variance (consistent with a k-order Taylor-approximation of the model). StateVectorMean = ReducedForm.constant(mf0); old_DynareOptionsperiods = DynareOptions.periods;