stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add more information to singularity warning

time-shift
Johannes Pfeifer 2016-11-04 12:28:01 +01:00
parent 4532d13fd3
commit 2e79d5ccac
1 changed files with 5 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

9
matlab/initial_estimation_checks.m
View File

@ -136,10 +136,11 @@ if ~isequal(DynareOptions.mode_compute,11) || ...
DynareOptions.use_univariate_filters_if_singularity_is_detected=0;
[fval,info] = feval(objective_function,xparam1,DynareDataset,DatasetInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,BoundsInfo,DynareResults);
if info(1)==50
fprintf('\ninitial_estimation_checks:: The forecast error variance in the multivariate Kalman filter became singular.\n')
fprintf('initial_estimation_checks:: This is often a sign of stochastic singularity, but can also sometimes happen by chance\n')
fprintf('initial_estimation_checks:: for a particular combination of parameters and data realizations.\n')
error('initial_estimation_checks:: The forecast error variance in the multivariate Kalman filter became singular.')
fprintf('\ninitial_estimation_checks:: The forecast error variance in the multivariate Kalman filter became singular.\n')
fprintf('initial_estimation_checks:: This is often a sign of stochastic singularity, but can also sometimes happen by chance\n')
fprintf('initial_estimation_checks:: for a particular combination of parameters and data realizations.\n')
fprintf('initial_estimation_checks:: If you think the latter is the case, you should try with different initial values for the estimated parameters.\n')
error('initial_estimation_checks:: The forecast error variance in the multivariate Kalman filter became singular.')
end
%reset options
DynareOptions.use_univariate_filters_if_singularity_is_detected=use_univariate_filters_if_singularity_is_detected_old;