From ae50f25c76b680ea248002ccf04a0008090cb96e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Fri, 12 May 2017 18:55:15 +0200 Subject: [PATCH] Fixed detection of stochastic trends orthogonal to the observed variables. --- matlab/compute_Pinf_Pstar.m | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/matlab/compute_Pinf_Pstar.m b/matlab/compute_Pinf_Pstar.m index 2fbae5b33..03db4b972 100644 --- a/matlab/compute_Pinf_Pstar.m +++ b/matlab/compute_Pinf_Pstar.m @@ -105,7 +105,7 @@ end Pinf = zeros(np,np); Pinf(1:nk,1:nk) = eye(nk); for k = 1:nk - if norm(QT(mf,k)) < 1e-8 + if norm(QT(mf,:)*ST(:,k)) < 1e-8 Pinf(k,k) = 0; end end