fixing bug diffuse filter

DynareJulia · Jan 3, 2023 · 75b54dd · 75b54dd
1 parent 2f30b27
commit 75b54dd
Show file tree

Hide file tree

Showing 2 changed files with 3 additions and 3 deletions.
diff --git a/src/kalman_filter.jl b/src/kalman_filter.jl
@@ -375,8 +375,8 @@ function diffuse_kalman_filter_init!(Y::AbstractArray{X},
         # Finf = Z*Pinf*Z'
         get_F!(vFinf, vZPinf, vZsmall, vPinf)
         info = get_cholF!(vcholF, vFinf)
-        if info > 0
-            if norm(vFinf) < tol || rcond(vFinf) < ws.kalman_tol
+        if info > 0 || rcond(vFinf) < ws.kalman_tol
+            if norm(vFinf) < tol
                 get_updated_Finfnull2!(vatt,
                                        vPinftt,
                                        vPstartt,
@@ -402,6 +402,7 @@ function diffuse_kalman_filter_init!(Y::AbstractArray{X},
                     cholHset = true
                 end
                 ws.lik[t] += ndata*l2pi + univariate_step(vatt, va1, vPinftt, vPinf1, vPstartt, vPstar1, Y, t, vc, vZsmall, vvH, vd, vT, ws.QQ, va, vPinf, vPstar, diffuse_kalman_tol, kalman_tol, ws, pattern)
+                t += 1
                 continue
             end
         else

diff --git a/src/kalman_likelihood.jl b/src/kalman_likelihood.jl
@@ -611,7 +611,6 @@ function diffuse_kalman_likelihood_init!(Y::Matrix{U},
                 # iFv = inv(F)*v
                 get_iFv!(ws.iFv, ws.cholF, ws.v)
                 ws.lik[t] = ny*log(2*pi) + log(det_from_cholesky(ws.cholF)) + LinearAlgebra.dot(ws.v, ws.iFv)
-                continue
             else
                 ws.lik[t] += univariate_step(Y, t, Z, H, T, QQ, a, Pinf, Pstar, diffuse_kalman_tol, kalman_tol, ws)
             end