Michel Juillard e4c803d0db fixed issues with estimation of non-stationary models. Option lik_init=2 ... is contradictory with diffuse_filter or unit_root_variables declaration. Models with non-stationary variables, but only stationary observed variables need diffuse_filter option and make a useless call to kalman_filter_d (this seems better than trying to distinguish these rare cases)		2011-11-21 12:39:02 +01:00
..
kalman_filter.m	Fixed texinfo header (Z was missing in the description).	2011-10-25 12:34:05 +02:00
kalman_filter_d.m	fixed issues with estimation of non-stationary models. Option lik_init=2	2011-11-21 12:39:02 +01:00
kalman_filter_ss.m	Cosmetic changes.	2011-10-25 12:34:05 +02:00
missing_observations_kalman_filter.m	Changed kalman filter routines to allow for arbitrary initial conditions (needed for the introduction of breaks on the estimated	2011-09-19 17:01:24 +02:00
missing_observations_kalman_filter_d.m	Changed kalman filter routines to allow for arbitrary initial conditions (needed for the introduction of breaks on the estimated	2011-09-19 17:01:24 +02:00
univariate_kalman_filter.m	fixing bug related to measurement errors	2011-11-02 11:10:58 +01:00
univariate_kalman_filter_d.m	fixing bug related to measurement errors	2011-11-02 11:10:58 +01:00
univariate_kalman_filter_ss.m	fixing bug related to measurement errors	2011-11-02 11:10:58 +01:00