From bb271bb8ac0ca812568a0c753f9bb3406702761a Mon Sep 17 00:00:00 2001 From: ratto Date: Fri, 14 Aug 2009 09:29:09 +0000 Subject: [PATCH] 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 --- matlab/kalman/likelihood/diffuse_kalman_filter.m | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/matlab/kalman/likelihood/diffuse_kalman_filter.m b/matlab/kalman/likelihood/diffuse_kalman_filter.m index 2298e2c14..1b27edc76 100644 --- 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;