dynare

Commit Graph

Author	SHA1	Message	Date
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

Author

SHA1

Message

Date

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

1 Commits (c5310731d95f4c7f67a35429292e3c71ca408a0e)