stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Bug fix (pruning at second order in estimation). 

Closes #1853.
fix-tolerance-parameters
Stéphane Adjemian (Ryûk) 2022-05-13 11:39:49 +02:00
parent c17728da83
commit f7204e6ec8
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
1 changed files with 1 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
mex/sources/local_state_space_iterations/local_state_space_iteration_2.cc
View File

@ -115,7 +115,7 @@ ss2Iteration_pruning(double *y2, double *y1, const double *yhat2, const double *
// +ghxu·ŷ₁⊗ε
for (int v = particle__, i = 0; v < particle__+n; v++)
for (int s = particle___; s < particle___+q; s++, i += m)
y2[variable_] += ghxu[variable+i]*epsilon[s]*yhat2[v];
y2[variable_] += ghxu[variable+i]*epsilon[s]*yhat1[v];
#ifndef USE_BLAS_AT_FIRST_ORDER
for (int column = 0, column_ = 0; column < q; column++, column_ += m)
{