#87: fix order of integration in univariate filter/smoother --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+-------------------------------------------------
#87: fix order of integration in univariate filter/smoother ---------------------------+------------------------------------------------ Reporter: michel | Owner: michel Type: bug | Status: new Priority: minor | Milestone: Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by michel):
* priority: major => minor
Comment:
The quantity returned by the univariate filter/smoother is not the integration order Integration order is difficult to compute in case of missing observations. We should not attempt to report integration order
oo_.smoother.integration_order has been removed. (4.1) d has been removed from output arguments of DsgeSmoother (4.1) Some smoother routines still compute 'd'. This will be corrected when we rewrite these functions.
#87: fix order of integration in univariate filter/smoother ---------------------------+------------------------------------------------ Reporter: michel | Owner: michel Type: bug | Status: new Priority: minor | Milestone: 4.2 Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien):
* milestone: => 4.2
#87: fix order of integration in univariate filter/smoother ---------------------------+------------------------------------------------ Reporter: michel | Owner: michel Type: bug | Status: closed Priority: minor | Milestone: 4.2 Component: Core M-files | Version: Resolution: fixed | Keywords: ---------------------------+------------------------------------------------ Changes (by michel):
* status: new => closed * resolution: => fixed
Comment:
d has been removed from missing_DiffuseKalmanSmootherH3_Z