Squash presample removal bugs

FRBNY-DSGE · May 22, 2018 · 1fd8e4e · 1fd8e4e
1 parent 1dc32ed
commit 1fd8e4e
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Showing 2 changed files with 6 additions and 9 deletions.
diff --git a/src/filters/kalman_filter.jl b/src/filters/kalman_filter.jl
@@ -355,19 +355,16 @@ function remove_presample!(Nt0::Int, loglh::Vector{S},
                            s_filt::Matrix{S}, P_filt::Array{S, 3};
                            outputs::Vector{Symbol} = [:loglh, :pred, :filt]) where {S<:AbstractFloat}
     if Nt0 > 0
-        Nt = length(loglh)
-        insample = (Nt0+1):Nt
-
         if :loglh in outputs
-            loglh  = loglh[insample]
+            loglh  = loglh[(Nt0+1):end]
         end
         if :pred in outputs
-            s_pred = s_pred[:,    insample]
-            P_pred = P_pred[:, :, insample]
+            s_pred = s_pred[:,    (Nt0+1):end]
+            P_pred = P_pred[:, :, (Nt0+1):end]
         end
         if :filt in outputs
-            s_filt = s_filt[:,    insample]
-            P_filt = P_filt[:, :, insample]
+            s_filt = s_filt[:,    (Nt0+1):end]
+            P_filt = P_filt[:, :, (Nt0+1):end]
         end
     end
     return loglh, s_pred, P_pred, s_filt, P_filt

diff --git a/src/smoothers/hamilton_smoother.jl b/src/smoothers/hamilton_smoother.jl
@@ -106,7 +106,7 @@ function hamilton_smoother(regime_indices::Vector{Range{Int}}, y::Matrix{S},
 
     # Trim the presample if needed
     if Nt0 > 0
-        insample = Nt0+1:T
+        insample = Nt0+1:Nt
         s_smth = s_smth[:, insample]
         ϵ_smth = ϵ_smth[:, insample]
     end