From c94011eeb83d77ad46c5dc0ec5a422c6e3acd8d8 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Sat, 29 Oct 2016 11:53:05 +0200
Subject: [PATCH] missing_DiffuseKalmanSmootherH1_Z.m: fix crash when Pinf is
 singular for more than 1 period

iFstar was accessed as three-dimensional array with t along third dimension, but it is only two-dimensional
---
 matlab/missing_DiffuseKalmanSmootherH1_Z.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/missing_DiffuseKalmanSmootherH1_Z.m b/matlab/missing_DiffuseKalmanSmootherH1_Z.m
index d5f5cde9f..1fcc31c74 100644
--- a/matlab/missing_DiffuseKalmanSmootherH1_Z.m
+++ b/matlab/missing_DiffuseKalmanSmootherH1_Z.m
@@ -132,7 +132,7 @@ while rank(Pinf(:,:,t+1),diffuse_kalman_tol) && t<smpl
                     end
                 else
                     iFstar = inv(Fstar(:,:,t));
-                    Kstar(:,:,t)  = Pstar(:,:,t)*ZZ'*iFstar(:,:,t);         %(5.15) of DK (2012) with Kstar=T^{-1}*K^(0)
+                    Kstar(:,:,t)  = Pstar(:,:,t)*ZZ'*iFstar;                %(5.15) of DK (2012) with Kstar=T^{-1}*K^(0)
                     Pinf(:,:,t+1)   = T*Pinf(:,:,t)*transpose(T);           % DK (2012), 5.16
                     Pstar(:,:,t+1)  = T*(Pstar(:,:,t)-Pstar(:,:,t)*ZZ'*Kstar(:,:,t)')*T'+QQ;    % (5.17) DK (2012) with L_0 plugged in
                     a(:,t+1)        = T*(a(:,t)+Kstar(:,:,t)*v(:,t));       % (5.13) DK (2012)