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v4: added provision for calibrated measurement errors; 

correction of bugs in smoother;
there are still problems in diffuse initialization of univariate smoother
this applies to previous revisions

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1186 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2007-02-11 13:04:17 +00:00
parent 18bd0d8eaf
commit c19e59857f
1 changed files with 1 additions and 1 deletions
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2
matlab/DiffuseKalmanSmootherH3.m
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@ -260,4 +260,4 @@ else
end
epsilonhat = Y-alphahat(mf,:)-trend;
a=a(:,1:end-1);
a=a(:,1:end-1);