header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1597 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
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function [mu,sigma,offset] = recursive_moments(m0,s0,data,offset)
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function [mu,sigma,offset] = recursive_moments(m0,s0,data,offset)
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% function [mu,sigma,offset] = recursive_moments(m0,s0,data,offset)
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% Recursive estimation of order one and two moments (expectation and
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% Recursive estimation of order one and two moments (expectation and
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% covariance matrix).
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% covariance matrix).
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%
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%
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@ -8,7 +10,6 @@ function [mu,sigma,offset] = recursive_moments(m0,s0,data,offset)
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% o data [double] (T*n) matrix.
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% o data [double] (T*n) matrix.
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% o offset [integer] scalar, number of observation previously
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% o offset [integer] scalar, number of observation previously
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% used to compute m0 and s0.
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% used to compute m0 and s0.
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%
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% OUTPUTS
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% OUTPUTS
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% o mu [double] (n*1) vector, the posterior expectation.
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% o mu [double] (n*1) vector, the posterior expectation.
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% o sigma [double] (n*n) matrix, the posterior covariance matrix.
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% o sigma [double] (n*n) matrix, the posterior covariance matrix.
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@ -20,7 +21,6 @@ function [mu,sigma,offset] = recursive_moments(m0,s0,data,offset)
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% SPECIAL REQUIREMENTS
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% SPECIAL REQUIREMENTS
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% None.
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% None.
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%
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%
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%
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% part of DYNARE, copyright dynare Team (2006-2008)
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% part of DYNARE, copyright dynare Team (2006-2008)
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% Gnu Public License.
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% Gnu Public License.
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