diff --git a/src/MacroModelling.jl b/src/MacroModelling.jl index 763c23f1..3819501d 100644 --- a/src/MacroModelling.jl +++ b/src/MacroModelling.jl @@ -6002,7 +6002,7 @@ end -function calculate_kalman_filter_loglikelihood(𝓂::ℳ, data::AbstractArray{Float64}, observables::Vector{Symbol}; parameters::Vector{U} = nothing, verbose::Bool = false, tol::AbstractFloat = eps()) where U <: Number +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 <: Number @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."