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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
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matlab/initial_estimation_checks.m
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@ -139,6 +139,7 @@ if ~isequal(DynareOptions.mode_compute,11) || ...
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