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Observations must be kept constant: new matrix, not alias
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MichelJuillard committed Jun 23, 2024
1 parent 47193d5 commit ad5586f
Showing 1 changed file with 1 addition and 2 deletions.
3 changes: 1 addition & 2 deletions src/estimation/estimation.jl
Original file line number Diff line number Diff line change
Expand Up @@ -390,7 +390,7 @@ struct SSWs{D<:AbstractFloat,I<:Integer}
ns = length(state_ids)
ny = length(varobs)
nobs = size(observations, 2)
Y = observations
Y = similar(observations)
Z = zeros(D, (ny, ns))
H = zeros(D, (ny, ny))
T = zeros(D, (ns, ns))
Expand Down Expand Up @@ -630,7 +630,6 @@ function loglikelihood(
context.work.observed_variables,
dim = 1
)
ssws.Y
ns = length(ssws.state_ids)
np = model.exogenous_nbr
ny, nobs = size(ssws.Y)
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