fixed bug in kalman.py

QuantEcon · Apr 3, 2015 · 1b0ea88 · 1b0ea88
1 parent 2a2c53c
commit 1b0ea88
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/quantecon/kalman.py b/quantecon/kalman.py
@@ -240,4 +240,4 @@ def stationary_innovation_covar(self):
         # == Make sure that Sigma_infinity has been computed == #
         if Sigma_infinity is None: 
             Sigma_infinity, K = self.stationary_values()            
-        return dot(G dot(Sigma_infinity, G.T)) + R
+        return dot(G, dot(Sigma_infinity, G.T)) + R