My colleagues and I have a great interest in the details of the metropolis, DsgeSmoother, and DiffuseKalman routines. Though we have successfully documented many aspects of these programs, the purpose and functioning of resol.m still confuses us. At line 1656 of metropolis we see:
“% FIFTH, I update variable dr_
dr_ = resol(ys_,0);”
At first, we thought that resol.m updates dr_ given the steady-state output of DsgeSmoother, ys. Now, we know that ys_ for us is always empty or zero and not equal to ys. How and why do resol.m and dr1.m update dr_.
Kieran and Krishna