stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fix typo

time-shift
Johannes Pfeifer 2012-04-20 22:47:03 +02:00 committed by Sébastien Villemot
parent 39e55cad62
commit 9adc972945
1 changed files with 1 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
matlab/dsge_likelihood_hh.m
View File

@ -144,7 +144,7 @@ if EstimatedParameters.ncn
% Try to compute the cholesky decomposition of H (possible iff H is positive definite)
[CholH,testH] = chol(H);
if testH
% The variance-covariance matrix of the structural innovations is not definite positive. We have to compute the eigenvalues of this matrix in order to build the endogenous penalty.
% The variance-covariance matrix of the measurement errors is not definite positive. We have to compute the eigenvalues of this matrix in order to build the endogenous penalty.
a = diag(eig(H));
k = find(a < 0);
if k > 0