From bf69bac1406dabb66ff96fa9529c9baccae9171c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Mon, 26 Dec 2011 17:44:04 +0100 Subject: [PATCH] Fixed typo in comments. --- matlab/dsge_likelihood.m | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/matlab/dsge_likelihood.m b/matlab/dsge_likelihood.m index 531097279..bd4cc2626 100644 --- a/matlab/dsge_likelihood.m +++ b/matlab/dsge_likelihood.m @@ -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