From 76f792b5451a20478ec85d54abf89607e21435ce Mon Sep 17 00:00:00 2001 From: fipelle <6272230+fipelle@users.noreply.github.com> Date: Sun, 19 Nov 2023 15:38:09 +0000 Subject: [PATCH] Finalised init --- src/initialisation.jl | 1 + 1 file changed, 1 insertion(+) diff --git a/src/initialisation.jl b/src/initialisation.jl index c52e87e..5a2c83a 100644 --- a/src/initialisation.jl +++ b/src/initialisation.jl @@ -456,6 +456,7 @@ function initial_detrending(Y_untrimmed::Union{FloatMatrix, JMatrix{Float64}}, e sspace = KalmanSettings(Y_trimmed, B, R, C, D, Q, X0, P0, compute_loglik=true); # Update `params_0` + # The variance for the cycles is re-calibrated more aggressively given that in the warm start there are no common cycles params_lb = vcat(1e+2*ones(1+n_trimmed), params_0[2+n_trimmed:end]/10); params_ub = vcat(1e+6*ones(1+n_trimmed), params_0[2+n_trimmed:end]*10);