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This repository has been archived by the owner on Jul 14, 2019. It is now read-only.
In the bookdown document you have that Q* = RQR', with R being m x q and Q being q x q. This is consistent with Durbin and Koopman. But Stan defines quad_form as B' * A * B, rather than B * A * B'.
Pretty minor stuff but thought I'd point it out.
Really great work here. Thanks!
The text was updated successfully, but these errors were encountered:
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In the bookdown document you have that Q* = RQR', with R being m x q and Q being q x q. This is consistent with Durbin and Koopman. But Stan defines
quad_form
as B' * A * B, rather than B * A * B'.Pretty minor stuff but thought I'd point it out.
Really great work here. Thanks!
The text was updated successfully, but these errors were encountered: