dynare/matlab/kalman
Marco Ratto 5297836577 Harmonize criteria for exiting diffuse steps in likelihood with the smoother.
Since initial Pinf is well scaled to unity, crit1= 1.e-6 is used for smoother and should also apply to likelihood evaluations.
2015-04-03 18:02:03 +02:00
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likelihood Harmonize criteria for exiting diffuse steps in likelihood with the smoother. 2015-04-03 18:02:03 +02:00
build_selection_matrix.m Updated copyright notices 2011-02-04 17:27:33 +01:00
steady_state_kalman_gain.m Updated copyright notices 2011-02-04 17:27:33 +01:00