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A last argument (the number of observed variables which are not state variables) is needed in block_kalman_filter

time-shift
Ferhat Mihoubi 2011-10-28 22:36:40 +02:00
parent d16caeebf0
commit af65943f6f
1 changed files with 1 additions and 1 deletions
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2
matlab/DsgeLikelihood.m
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@ -481,7 +481,7 @@ singularity_flag = 0;
if ((kalman_algo==1) || (kalman_algo==3))% Multivariate Kalman Filter
if no_missing_data_flag
if DynareOptions.block == 1
[err, LIK] = block_kalman_filter(T,R,Q,H,Pstar,Y,start,Z,kalman_tol,riccati_tol, Model.nz_state_var, Model.n_diag);
[err, LIK] = block_kalman_filter(T,R,Q,H,Pstar,Y,start,Z,kalman_tol,riccati_tol, Model.nz_state_var, Model.n_diag, Model.nobs_non_statevar);
mexErrCheck('block_kalman_filter', err);
else
LIK = kalman_filter(Y,diffuse_periods+1,size(Y,2), ...