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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1597 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
assia 2008-01-17 11:05:49 +00:00
parent 3fd9206783
commit ccfa202227
1 changed files with 2 additions and 2 deletions
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4
matlab/recursive_moments.m
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@ -1,4 +1,6 @@
function [mu,sigma,offset] = recursive_moments(m0,s0,data,offset)
% function [mu,sigma,offset] = recursive_moments(m0,s0,data,offset)
% Recursive estimation of order one and two moments (expectation and
% covariance matrix).
%
@ -8,7 +10,6 @@ function [mu,sigma,offset] = recursive_moments(m0,s0,data,offset)
% o data [double] (T*n) matrix.
% o offset [integer] scalar, number of observation previously
% used to compute m0 and s0.
%
% OUTPUTS
% o mu [double] (n*1) vector, the posterior expectation.
% o sigma [double] (n*n) matrix, the posterior covariance matrix.
@ -20,7 +21,6 @@ function [mu,sigma,offset] = recursive_moments(m0,s0,data,offset)
% SPECIAL REQUIREMENTS
% None.
%
%
% part of DYNARE, copyright dynare Team (2006-2008)
% Gnu Public License.