v4: further corrections
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@678 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
parent
e72a1d579c
commit
a8e01d23bf
|
@ -1,4 +1,4 @@
|
||||||
function [alphahat,etahat,a1, aK, a] = DiffuseKalmanSmoother3(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
|
function [alphahat,etahat,a1, aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
|
||||||
%function [a,etahat,a1, aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
|
%function [a,etahat,a1, aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
|
||||||
% Modified by M. Ratto
|
% Modified by M. Ratto
|
||||||
% New output argument aK: 1-step to nk-stpe ahed predictions)
|
% New output argument aK: 1-step to nk-stpe ahed predictions)
|
||||||
|
|
|
@ -82,7 +82,7 @@ function [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK] = DsgeSmoo
|
||||||
if options_.kalman_algo == 1
|
if options_.kalman_algo == 1
|
||||||
[alphahat,etahat,ahat,aK] = DiffuseKalmanSmoother1(T,R,Q,Pinf,Pstar,Y,trend,nobs,np,smpl,mf);
|
[alphahat,etahat,ahat,aK] = DiffuseKalmanSmoother1(T,R,Q,Pinf,Pstar,Y,trend,nobs,np,smpl,mf);
|
||||||
if all(alphahat(:)==0)
|
if all(alphahat(:)==0)
|
||||||
[alphahat,etahat,ahat] = DiffuseKalmanSmoother3(T,R,Q,Pinf,Pstar,Y,trend,nobs,np,smpl,mf);
|
[alphahat,etahat,ahat,aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf,Pstar,Y,trend,nobs,np,smpl,mf);
|
||||||
end
|
end
|
||||||
elseif options_.kalman_algo == 3
|
elseif options_.kalman_algo == 3
|
||||||
[alphahat,etahat,ahat,aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf,Pstar,Y,trend,nobs,np,smpl,mf);
|
[alphahat,etahat,ahat,aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf,Pstar,Y,trend,nobs,np,smpl,mf);
|
||||||
|
|
Loading…
Reference in New Issue