From 93ae4849b732de6f177341c9defc3ae835e6226f Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Wed, 25 May 2022 12:54:35 +0200 Subject: [PATCH] missing_observations_kalman_filter.m: remove unused output whose dimensions grow over time --- matlab/kalman/likelihood/missing_observations_kalman_filter.m | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/matlab/kalman/likelihood/missing_observations_kalman_filter.m b/matlab/kalman/likelihood/missing_observations_kalman_filter.m index 9f6f9143b..9bdbb6f0d 100644 --- a/matlab/kalman/likelihood/missing_observations_kalman_filter.m +++ b/matlab/kalman/likelihood/missing_observations_kalman_filter.m @@ -232,7 +232,7 @@ while notsteady && t<=last Qt = Qvec(:,:,t-1:t+1); end occbin_options.opts_simul.waitbar=0; - [ax, a1x, Px, P1x, vx, Tx, Rx, Cx, regimes_(t:t+2), info, M_, likx, etax(t,:)] = occbin.kalman_update_algo_1(a0(:,t-1),a1(:,t-1:t),P0(:,:,t-1),P1(:,:,t-1:t),data_index(t-1:t),Z,vv(:,t-1:t),Y(:,t-1:t),H,Qt,T0,R0,TT(:,:,t-1:t),RR(:,:,t-1:t),CC(:,t-1:t),regimes_(t:t+1),M_,oo_,options_,occbin_options); + [ax, a1x, Px, P1x, vx, Tx, Rx, Cx, regimes_(t:t+2), info, M_, likx] = occbin.kalman_update_algo_1(a0(:,t-1),a1(:,t-1:t),P0(:,:,t-1),P1(:,:,t-1:t),data_index(t-1:t),Z,vv(:,t-1:t),Y(:,t-1:t),H,Qt,T0,R0,TT(:,:,t-1:t),RR(:,:,t-1:t),CC(:,t-1:t),regimes_(t:t+1),M_,oo_,options_,occbin_options); if info return end