From af65943f6f5037bdc5a95d1a6b4fc1b3da5dc19e Mon Sep 17 00:00:00 2001 From: Ferhat Mihoubi Date: Fri, 28 Oct 2011 22:36:40 +0200 Subject: [PATCH] A last argument (the number of observed variables which are not state variables) is needed in block_kalman_filter --- matlab/DsgeLikelihood.m | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/matlab/DsgeLikelihood.m b/matlab/DsgeLikelihood.m index 8c97a4927..406a265cf 100644 --- a/matlab/DsgeLikelihood.m +++ b/matlab/DsgeLikelihood.m @@ -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), ...