From 831f4a33549e8d4c01faa2af9092e011c23e66b2 Mon Sep 17 00:00:00 2001 From: rht Date: Fri, 1 Jan 2021 06:29:30 -0500 Subject: [PATCH] [BUGFIX] kalman: Always initialize self.Sigma and self.x_hat --- quantecon/kalman.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/quantecon/kalman.py b/quantecon/kalman.py index 88930bf90..1fccf2190 100644 --- a/quantecon/kalman.py +++ b/quantecon/kalman.py @@ -70,11 +70,11 @@ def __init__(self, ss, x_hat=None, Sigma=None): def set_state(self, x_hat, Sigma): if Sigma is None: - Sigma = np.identity(self.ss.n) + self.Sigma = np.identity(self.ss.n) else: self.Sigma = np.atleast_2d(Sigma) if x_hat is None: - x_hat = np.zeros((self.ss.n, 1)) + self.x_hat = np.zeros((self.ss.n, 1)) else: self.x_hat = np.atleast_2d(x_hat) self.x_hat.shape = self.ss.n, 1