A last argument (the number of observed variables which are not state variables) is needed in block_kalman_filter
parent
d16caeebf0
commit
af65943f6f
|
@ -481,7 +481,7 @@ singularity_flag = 0;
|
||||||
if ((kalman_algo==1) || (kalman_algo==3))% Multivariate Kalman Filter
|
if ((kalman_algo==1) || (kalman_algo==3))% Multivariate Kalman Filter
|
||||||
if no_missing_data_flag
|
if no_missing_data_flag
|
||||||
if DynareOptions.block == 1
|
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);
|
mexErrCheck('block_kalman_filter', err);
|
||||||
else
|
else
|
||||||
LIK = kalman_filter(Y,diffuse_periods+1,size(Y,2), ...
|
LIK = kalman_filter(Y,diffuse_periods+1,size(Y,2), ...
|
||||||
|
|
Loading…
Reference in New Issue