From b933a440bf07241aff56275e2af60270ddddcb42 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Wed, 22 Nov 2017 15:55:36 +0100 Subject: [PATCH] Add debugging info to Kalman filter routines --- matlab/kalman/likelihood/univariate_kalman_filter_d.m | 1 + matlab/missing_DiffuseKalmanSmootherH3_Z.m | 1 + 2 files changed, 2 insertions(+) diff --git a/matlab/kalman/likelihood/univariate_kalman_filter_d.m b/matlab/kalman/likelihood/univariate_kalman_filter_d.m index 6abe6b9a7..b3038a312 100644 --- a/matlab/kalman/likelihood/univariate_kalman_filter_d.m +++ b/matlab/kalman/likelihood/univariate_kalman_filter_d.m @@ -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 diff --git a/matlab/missing_DiffuseKalmanSmootherH3_Z.m b/matlab/missing_DiffuseKalmanSmootherH3_Z.m index de40741fc..08658db51 100644 --- a/matlab/missing_DiffuseKalmanSmootherH3_Z.m +++ b/matlab/missing_DiffuseKalmanSmootherH3_Z.m @@ -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