Eliminated double counting in constant: now result is identical to univariate algorithm.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2858 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-14 09:29:09 +00:00 · 2009-08-14 09:29:09 +00:00 · bb271bb8ac
parent d2b3beb3e7
commit bb271bb8ac
1 changed files with 1 additions and 1 deletions
--- a/matlab/kalman/likelihood/diffuse_kalman_filter.m
+++ b/matlab/kalman/likelihood/diffuse_kalman_filter.m
@ -49,7 +49,7 @@ function [LIK, lik] = diffuse_kalman_filter(T,R,Q,H,Pinf,Pstar,Y,start,Z,kalman_
  oldK = 0;
  lik  = zeros(smpl,1);
  LIK  = Inf;
-  lik(smpl+1) = smpl*pp*log(2*pi);
+%   lik(smpl+1) = smpl*pp*log(2*pi);
  notsteady   = 1;
  reste       = 0;