Commit Graph

1 Commits (e6f1a53e6059afc5bc501768c34bac13903070e2)

Author SHA1 Message Date
adjemian f58cdcf676 v4.1: Files related to kalman filter (likelihood evaluation of a state space model with or without missing observations).
* Added a new tolerance parameter specific to the iteration on the riccati equation.
 * Added a kalman filter routine allowing for missing observations.
 * I do not distinguish anymore models with and without measurement errors (the same m file is used for both models to evaluate the likelihood). For a model without measurement errors H hat to be set to 0 scalar.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2148 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-13 18:54:42 +00:00