Merge pull request #923 from rattoma/diffuse_filter_and_smoother
diffuse_kalman_tol was not properly triggeredtime-shift
commit
93d5fc96fc
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@ -328,7 +328,7 @@ mm = length(T);
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pp = DynareDataset.vobs;
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rr = length(Q);
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kalman_tol = DynareOptions.kalman_tol;
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diffuse_kalman_tol = DynareOptions.kalman_tol;
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diffuse_kalman_tol = DynareOptions.diffuse_kalman_tol;
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riccati_tol = DynareOptions.riccati_tol;
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Y = transpose(DynareDataset.data)-trend;
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