Small error in DsgeSmoother

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Small error in DsgeSmoother

Postby nul0m » Tue Jul 15, 2008 9:36 am

There is an error in the line 223 of DsgeSmoother.m when calling DiffuseKalmanSmoother1_Z function. Some output arguments are not on the proper places.
Code: Select all
[alphahat,etahat,ahat,P,aK,PK,d,decomp] = DiffuseKalmanSmoother1_Z(ST, ...
                                                  Z,R1,Q,Pinf,Pstar,data1,nobs,np,smpl);


Just swap aK and P. Either in 223rd line of DsgeSmoother or (to make it similar to DiffuseKalmanSmoother3_Z) in the 1st line of DiffuseKalmanSmoother1_Z if it isn't called somewhere else.
nul0m
 
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