From 7683175e8eda77ca27f9b3c7407c1ec64147c988 Mon Sep 17 00:00:00 2001 From: Marco Ratto Date: Tue, 21 Aug 2012 15:45:25 +0200 Subject: [PATCH] Bug fix in terms for outer product gradient with analytic derivatives --- matlab/kalman/likelihood/univariate_kalman_filter.m | 2 +- matlab/kalman/likelihood/univariate_kalman_filter_ss.m | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/matlab/kalman/likelihood/univariate_kalman_filter.m b/matlab/kalman/likelihood/univariate_kalman_filter.m index acc3fec81..850119460 100644 --- a/matlab/kalman/likelihood/univariate_kalman_filter.m +++ b/matlab/kalman/likelihood/univariate_kalman_filter.m @@ -191,7 +191,7 @@ while notsteady && t<=last Hess = Hess + Hesst; end end - dlik(s,:)=DLIKt; + dlik(s,:)=dlik(s,:)+DLIKt'; end a = a + Ki*prediction_error; P = P - PZ*Ki'; diff --git a/matlab/kalman/likelihood/univariate_kalman_filter_ss.m b/matlab/kalman/likelihood/univariate_kalman_filter_ss.m index 9b48bcef3..f5aef05af 100644 --- a/matlab/kalman/likelihood/univariate_kalman_filter_ss.m +++ b/matlab/kalman/likelihood/univariate_kalman_filter_ss.m @@ -142,7 +142,7 @@ while t<=last if analytic_derivation==2 || asy_hess, Hess = Hess + Hesst; end - dlikk(s,:)=DLIKt; + dlikk(s,:)=dlikk(s,:)+DLIKt'; end end end