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Condition check for stochastic singularity on maximum of non-missing observations 

closes #1071
time-shift
Johannes Pfeifer 2015-10-11 10:49:15 +02:00
parent a8580258a1
commit 33aa22a80f
1 changed files with 6 additions and 2 deletions
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8
matlab/initial_estimation_checks.m
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@ -36,11 +36,15 @@ function DynareResults = initial_estimation_checks(objective_function,xparam1,Dy
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if DynareDataset.vobs>Model.exo_nbr+EstimatedParameters.nvn
%get maximum number of simultaneously observed variables for stochastic
%singularity check
maximum_number_non_missing_observations=max(sum(~isnan(DynareDataset.data),2));
if maximum_number_non_missing_observations>Model.exo_nbr+EstimatedParameters.nvn
error(['initial_estimation_checks:: Estimation can''t take place because there are less declared shocks than observed variables!'])
end
if DynareDataset.vobs>length(find(diag(Model.Sigma_e)))+EstimatedParameters.nvn
if maximum_number_non_missing_observations>length(find(diag(Model.Sigma_e)))+EstimatedParameters.nvn
error(['initial_estimation_checks:: Estimation can''t take place because too many shocks have been calibrated with a zero variance!'])
end