Commit Graph

3 Commits (25121bca4f9c97fed28599e9f9adeba2028e5bd0)

Author SHA1 Message Date
Marco Ratto e97e5c3407 Exclude zero columns of T from Kitagawa transformation, since ordschur is extremely noisy for multiple zero eigenvalues.
This can make a lot of difference for large models that have hundreds of definitions.
2015-04-03 18:02:03 +02:00
Sébastien Villemot 757a9067c0 Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
Michel Juillard e2a1d77f6e - added schur_statespace_transformation.m to factor it out of DsgeLikelihood.m and DsgeSmoother.m
and corrected a bug in the code
- added missing functions missing_DiffuseKalmanSmootherH1_Z.m (multivariate version) and
                          missing_DiffuseKalmanSmootherH3_Z.m (univariate version)
- use only these two versions of the Kalman smoother in DsgeSmoother.m
2011-01-13 21:50:26 +01:00