Fixed typo in comments.

time-shift
Stéphane Adjemian (Charybdis) 2011-12-26 17:44:04 +01:00
parent 41c8faf176
commit bf69bac140
1 changed files with 1 additions and 1 deletions

View File

@ -229,7 +229,7 @@ if EstimatedParameters.ncn
% Try to compute the cholesky decomposition of H (possible iff H is positive definite)
[CholH,testH] = chol(H);
if testH
% The variance-covariance matrix of the structural innovations is not definite positive. We have to compute the eigenvalues of this matrix in order to build the endogenous penalty.
% The variance-covariance matrix of the measurement errors is not definite positive. We have to compute the eigenvalues of this matrix in order to build the endogenous penalty.
a = diag(eig(H));
k = find(a < 0);
if k > 0