DsgeSmoother: add warning if there is stochastic singularity
parent
acdca03e43
commit
1cc29d765b
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@ -233,8 +233,10 @@ if kalman_algo == 1 || kalman_algo == 3
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options_.nk,kalman_tol,diffuse_kalman_tol,options_.filter_decomposition,options_.smoothed_state_uncertainty);
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options_.nk,kalman_tol,diffuse_kalman_tol,options_.filter_decomposition,options_.smoothed_state_uncertainty);
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if isinf(alphahat)
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if isinf(alphahat)
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if kalman_algo == 1
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if kalman_algo == 1
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fprintf('\nDsgeSmoother: Switching to univariate filter. This may be a sign of stochastic singularity.\n')
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kalman_algo = 2;
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kalman_algo = 2;
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elseif kalman_algo == 3
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elseif kalman_algo == 3
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fprintf('\nDsgeSmoother: Switching to univariate filter. This may be a sign of stochastic singularity.\n')
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kalman_algo = 4;
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kalman_algo = 4;
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else
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else
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error('This case shouldn''t happen')
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error('This case shouldn''t happen')
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