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fix kalman test
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thorek1 committed Dec 21, 2023
1 parent a74d0f8 commit 5892c60
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2 changes: 1 addition & 1 deletion src/MacroModelling.jl
Original file line number Diff line number Diff line change
Expand Up @@ -6002,7 +6002,7 @@ end



function calculate_kalman_filter_loglikelihood(𝓂::ℳ, data::AbstractArray{Float64}, observables::Vector{Symbol}; parameters::Vector{U} = Float64[], verbose::Bool = false, tol::AbstractFloat = eps()) where U
function calculate_kalman_filter_loglikelihood(𝓂::ℳ, data::AbstractArray{Float64}, observables::Vector{Symbol}; parameters::Union{Nothing,Vector{U}} = nothing, verbose::Bool = false, tol::AbstractFloat = eps()) where U
@assert length(observables) == size(data)[1] "Data columns and number of observables are not identical. Make sure the data contains only the selected observables."
@assert length(observables) <= 𝓂.timings.nExo "Cannot estimate model with more observables than exogenous shocks. Have at least as many shocks as observable variables."

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