Commit Graph

2 Commits (a336799b96bf40c0c2d4054d115b2b50e48814cd)

Author SHA1 Message Date
Michel Juillard 1db24b3107 bug correction for diffuse smoother 2011-01-18 19:04:20 +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