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Finalised init
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fipelle committed Nov 19, 2023
1 parent 4064e55 commit 76f792b
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1 change: 1 addition & 0 deletions src/initialisation.jl
Original file line number Diff line number Diff line change
Expand Up @@ -456,6 +456,7 @@ function initial_detrending(Y_untrimmed::Union{FloatMatrix, JMatrix{Float64}}, e
sspace = KalmanSettings(Y_trimmed, B, R, C, D, Q, X0, P0, compute_loglik=true);

# Update `params_0`
# The variance for the cycles is re-calibrated more aggressively given that in the warm start there are no common cycles
params_lb = vcat(1e+2*ones(1+n_trimmed), params_0[2+n_trimmed:end]/10);
params_ub = vcat(1e+6*ones(1+n_trimmed), params_0[2+n_trimmed:end]*10);

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