header updated

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1594 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-16 15:54:47 +00:00 · 2008-01-16 15:54:47 +00:00 · c970dff266
parent b453d8c630
commit c970dff266
1 changed files with 14 additions and 13 deletions
--- a/matlab/DiffuseKalmanSmootherH3.m
+++ b/matlab/DiffuseKalmanSmootherH3.m
@ -19,6 +19,7 @@ function [alphahat,epsilonhat,etahat,a1, aK] = DiffuseKalmanSmootherH3(T,R,Q,H,P
 %             
 % OUTPUTS
 %    alphahat:  smoothed state variables
+%    epsilonhat:smoothed measurement error
 %    etahat:    smoothed shocks
 %    a1:        matrix of one step ahead filtered state variables
 %    aK:        3D array of k step ahead filtered state variables