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model_diagnostics.m: provide warning that check of dynamic model is not supported for block option instead of crashing

time-shift
Johannes Pfeifer 2016-12-09 20:17:19 +01:00 committed by Stéphane Adjemian (Lupi)
parent 1a8382adfb
commit 33d0f44c40
1 changed files with 47 additions and 41 deletions
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88
matlab/model_diagnostics.m
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@ -201,50 +201,56 @@ iyr0 = find(iyv) ;
it_ = M.maximum_lag + 1;
z = repmat(dr.ys,1,klen);
if options.order == 1
if (options.bytecode)
[chck, junk, loc_dr] = bytecode('dynamic','evaluate', z,exo_simul, ...
M.params, dr.ys, 1);
jacobia_ = [loc_dr.g1 loc_dr.g1_x loc_dr.g1_xd];
else
[junk,jacobia_] = feval([M.fname '_dynamic'],z(iyr0),exo_simul, ...
M.params, dr.ys, it_);
end;
elseif options.order >= 2
if (options.bytecode)
[chck, junk, loc_dr] = bytecode('dynamic','evaluate', z,exo_simul, ...
M.params, dr.ys, 1);
jacobia_ = [loc_dr.g1 loc_dr.g1_x];
else
[junk,jacobia_,hessian1] = feval([M.fname '_dynamic'],z(iyr0),...
exo_simul, ...
M.params, dr.ys, it_);
end;
if options.use_dll
% In USE_DLL mode, the hessian is in the 3-column sparse representation
hessian1 = sparse(hessian1(:,1), hessian1(:,2), hessian1(:,3), ...
size(jacobia_, 1), size(jacobia_, 2)*size(jacobia_, 2));
if ~options.block
if options.order == 1
if (options.bytecode)
[chck, junk, loc_dr] = bytecode('dynamic','evaluate', z,exo_simul, ...
M.params, dr.ys, 1);
jacobia_ = [loc_dr.g1 loc_dr.g1_x loc_dr.g1_xd];
else
[junk,jacobia_] = feval([M.fname '_dynamic'],z(iyr0),exo_simul, ...
M.params, dr.ys, it_);
end;
elseif options.order >= 2
if (options.bytecode)
[chck, junk, loc_dr] = bytecode('dynamic','evaluate', z,exo_simul, ...
M.params, dr.ys, 1);
jacobia_ = [loc_dr.g1 loc_dr.g1_x];
else
[junk,jacobia_,hessian1] = feval([M.fname '_dynamic'],z(iyr0),...
exo_simul, ...
M.params, dr.ys, it_);
end;
if options.use_dll
% In USE_DLL mode, the hessian is in the 3-column sparse representation
hessian1 = sparse(hessian1(:,1), hessian1(:,2), hessian1(:,3), ...
size(jacobia_, 1), size(jacobia_, 2)*size(jacobia_, 2));
end
end
if any(any(isinf(jacobia_) | isnan(jacobia_)))
problem_dummy=1;
[infrow,infcol]=find(isinf(jacobia_) | isnan(jacobia_));
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the dynamic model contains Inf or NaN. The problem arises from: \n\n')
display_problematic_vars_Jacobian(infrow,infcol,M,dr.ys,'dynamic','MODEL_DIAGNOSTICS: ')
end
if any(any(~isreal(jacobia_)))
problem_dummy=1;
[imagrow,imagcol]=find(abs(imag(jacobia_))>1e-15);
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the dynamic model contains imaginary parts. The problem arises from: \n\n')
display_problematic_vars_Jacobian(imagrow,imagcol,M,dr.ys,'dynamic','MODEL_DIAGNOSTICS: ')
end
if exist('hessian1','var')
if any(any(isinf(hessian1) | isnan(hessian1)))
problem_dummy=1;
fprintf('\nMODEL_DIAGNOSTICS: The Hessian of the dynamic model contains Inf or NaN.\n')
end
end
else
fprintf('\nMODEL_DIAGNOSTICS: This command currently does not support the block option for checking.\n')
fprintf('\nMODEL_DIAGNOSTICS: the dynamic model. You may want to disable it for doing model_diagnostics. Skipping this part.\n')
end
if any(any(isinf(jacobia_) | isnan(jacobia_)))
problem_dummy=1;
[infrow,infcol]=find(isinf(jacobia_) | isnan(jacobia_));
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the dynamic model contains Inf or NaN. The problem arises from: \n\n')
display_problematic_vars_Jacobian(infrow,infcol,M,dr.ys,'dynamic','MODEL_DIAGNOSTICS: ')
end
if any(any(~isreal(jacobia_)))
problem_dummy=1;
[imagrow,imagcol]=find(abs(imag(jacobia_))>1e-15);
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the dynamic model contains imaginary parts. The problem arises from: \n\n')
display_problematic_vars_Jacobian(imagrow,imagcol,M,dr.ys,'dynamic','MODEL_DIAGNOSTICS: ')
end
if exist('hessian1','var')
if any(any(isinf(hessian1) | isnan(hessian1)))
problem_dummy=1;
fprintf('\nMODEL_DIAGNOSTICS: The Hessian of the dynamic model contains Inf or NaN.\n')
end
end
if problem_dummy==0
fprintf('MODEL_DIAGNOSTICS: No obvious problems with this mod-file were detected.\n')
end