Add debugging info to Kalman filter routines
parent
b9741548b0
commit
b933a440bf
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@ -166,6 +166,7 @@ while newRank && (t<=last)
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end
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end
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if oldRank ~= newRank
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if oldRank ~= newRank
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disp('univariate_diffuse_kalman_filter:: T does influence the rank of Pinf!')
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disp('univariate_diffuse_kalman_filter:: T does influence the rank of Pinf!')
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disp('This may happen for models with order of integration >1.')
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end
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end
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t = t+1;
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t = t+1;
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end
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end
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@ -184,6 +184,7 @@ while newRank && t < smpl
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end
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end
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if oldRank ~= newRank
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if oldRank ~= newRank
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disp('univariate_diffuse_kalman_filter:: T does influence the rank of Pinf!')
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disp('univariate_diffuse_kalman_filter:: T does influence the rank of Pinf!')
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disp('This may happen for models with order of integration >1.')
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end
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end
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end
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end
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