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Merge branch 'kalman_algo_3' into 'master' 

kalman_update_algo_3.m: correct options name

See merge request Dynare/dynare!2090
bgp-dev
Sébastien Villemot 2022-10-10 15:36:03 +00:00
parent 0cf1d172e9 95a15815a8
commit e8444c16a7
1 changed files with 1 additions and 1 deletions
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matlab/+occbin/kalman_update_algo_3.m
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@ -290,7 +290,7 @@ if error_flag==0 && niter>options_.occbin.likelihood.max_number_of_iterations &&
CC(:,2) = CCx(:,end);
[a, a1, P, P1, v, Fi, Ki, alphahat, etahat] = occbin_kalman_update(a,a1,P,P1,data_index,Z,v,Y,H,QQQ,TT,RR,CC,Ki,Fi,mm,kalman_tol);
opts_simul.SHOCKS(1,:) = etahat(:,2)';
if occbin_options.opts_algo.restrict_state_space
if opts_simul.restrict_state_space
tmp=zeros(M_.endo_nbr,1);
tmp(oo_.dr.restrict_var_list,1)=alphahat(:,1);
opts_simul.endo_init = tmp(oo_.dr.inv_order_var,1);