diff --git a/matlab/dsge_likelihood_hh.m b/matlab/dsge_likelihood_hh.m index ff8c6d383..77bd1a505 100644 --- a/matlab/dsge_likelihood_hh.m +++ b/matlab/dsge_likelihood_hh.m @@ -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