Fix typo
parent
39e55cad62
commit
9adc972945
|
@ -144,7 +144,7 @@ if EstimatedParameters.ncn
|
||||||
% Try to compute the cholesky decomposition of H (possible iff H is positive definite)
|
% Try to compute the cholesky decomposition of H (possible iff H is positive definite)
|
||||||
[CholH,testH] = chol(H);
|
[CholH,testH] = chol(H);
|
||||||
if testH
|
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));
|
a = diag(eig(H));
|
||||||
k = find(a < 0);
|
k = find(a < 0);
|
||||||
if k > 0
|
if k > 0
|
||||||
|
|
Loading…
Reference in New Issue