2023-10-08 10:30:48 +02:00
|
|
|
function check_model(M_)
|
|
|
|
% check_model(M_)
|
|
|
|
% Performs various consistency checks on the model
|
2009-12-16 18:17:34 +01:00
|
|
|
|
2023-12-08 10:06:00 +01:00
|
|
|
% Copyright (C) 2005-2023 Dynare Team
|
2009-12-16 18:17:34 +01:00
|
|
|
%
|
|
|
|
% This file is part of Dynare.
|
|
|
|
%
|
|
|
|
% Dynare is free software: you can redistribute it and/or modify
|
|
|
|
% it under the terms of the GNU General Public License as published by
|
|
|
|
% the Free Software Foundation, either version 3 of the License, or
|
|
|
|
% (at your option) any later version.
|
|
|
|
%
|
|
|
|
% Dynare is distributed in the hope that it will be useful,
|
|
|
|
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
|
|
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
|
|
% GNU General Public License for more details.
|
|
|
|
%
|
|
|
|
% You should have received a copy of the GNU General Public License
|
2021-06-09 17:33:48 +02:00
|
|
|
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
|
2009-12-16 18:17:34 +01:00
|
|
|
|
2023-10-08 10:30:48 +02:00
|
|
|
if ~all(M_.lead_lag_incidence(M_.maximum_lag+1,:) > 0)
|
2021-07-22 09:22:10 +02:00
|
|
|
warning('Problem in the model specification: some variables don''t appear as current. Check whether this is desired.');
|
2013-11-04 21:53:44 +01:00
|
|
|
end
|
|
|
|
|
2023-10-08 10:30:48 +02:00
|
|
|
if any(diag(M_.Sigma_e)<0)
|
|
|
|
error('You have specified negative shock variances. That is not allowed.')
|
|
|
|
end
|
|
|
|
if ~check_consistency_covariances(M_.Sigma_e)
|
2013-11-04 21:53:44 +01:00
|
|
|
error('The specified covariances for the structural errors are not consistent with the variances as they imply a correlation larger than +-1')
|
|
|
|
end
|
2023-10-08 10:30:48 +02:00
|
|
|
if any(diag(M_.H)<0)
|
|
|
|
error('You have specified negative measurement error variances. That is not allowed.')
|
|
|
|
end
|
|
|
|
if ~isequal(M_.H,0)
|
|
|
|
if ~check_consistency_covariances(M_.H)
|
2013-11-04 21:53:44 +01:00
|
|
|
error('The specified covariances for the measurement errors are not consistent with the variances as they imply a correlation larger than +-1')
|
|
|
|
end
|
2012-06-28 18:05:24 +02:00
|
|
|
end
|