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Add debugging info to Kalman filter routines

time-shift
Johannes Pfeifer 2017-11-22 15:55:36 +01:00 committed by Stéphane Adjemian (Charybdis)
parent b9741548b0
commit b933a440bf
2 changed files with 2 additions and 0 deletions
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1
matlab/kalman/likelihood/univariate_kalman_filter_d.m
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@ -166,6 +166,7 @@ while newRank && (t<=last)
end
if oldRank ~= newRank
disp('univariate_diffuse_kalman_filter:: T does influence the rank of Pinf!')
disp('This may happen for models with order of integration >1.')
end
t = t+1;
end

1
matlab/missing_DiffuseKalmanSmootherH3_Z.m
View File

@ -184,6 +184,7 @@ while newRank && t < smpl
end
if oldRank ~= newRank
disp('univariate_diffuse_kalman_filter:: T does influence the rank of Pinf!')
disp('This may happen for models with order of integration >1.')
end
end