From e953ba562c8f52375ecadbf7decab568085749a2 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Tue, 26 Jan 2021 09:15:43 +0100 Subject: [PATCH] solve_model_for_online_filter.m: correct dimension of H matrix --- matlab/nonlinear-filters/src/solve_model_for_online_filter.m | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/matlab/nonlinear-filters/src/solve_model_for_online_filter.m b/matlab/nonlinear-filters/src/solve_model_for_online_filter.m index 7f046ace1..5afff5584 100644 --- a/matlab/nonlinear-filters/src/solve_model_for_online_filter.m +++ b/matlab/nonlinear-filters/src/solve_model_for_online_filter.m @@ -71,7 +71,7 @@ if EstimatedParameters.nvn end offset = offset+EstimatedParameters.nvn; else - H = zeros(size(DynareDataset.data, 1)); + H = zeros(size(DynareDataset.data, 2)); end % Get the off-diagonal elements of the covariance matrix for the structural innovations. Test if Q is positive definite.