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Merge branch 'det_cond_forecast' into 'master' 

det_cond_forecast.m: cosmetic changes to error messages

See merge request Dynare/dynare!2154
kalman-mex
Stéphane Adjemian 2023-08-29 10:42:30 +00:00
parent b4f260aa01 0729ee72af
commit 4024ad7e99
1 changed files with 8 additions and 8 deletions
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16
matlab/perfect-foresight-models/det_cond_forecast.m
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@ -89,18 +89,18 @@ else
if length(varargin) >= 2 if length(varargin) >= 2
dset = varargin{2}; dset = varargin{2};
if ~isa(dset,'dseries') if ~isa(dset,'dseries')
error('the second argmuent should be a dseries'); error('det_cond_forecast: The second argument should be a dseries');
end end
if length(varargin) >= 3 if length(varargin) >= 3
range = varargin{3}; range = varargin{3};
if ~isa(range,'dates') if ~isa(range,'dates')
error('the third argmuent should be a dates'); error('det_cond_forecast: The third argument should be a dates object');
end end
%if (range(range.ndat) > dset.time(dset.nobs) ) %if (range(range.ndat) > dset.time(dset.nobs) )
if (range(range.ndat) > dset.dates(dset.nobs)+1 ) if (range(range.ndat) > dset.dates(dset.nobs)+1 )
s1 = strings(dset.dates(dset.nobs)); s1 = strings(dset.dates(dset.nobs));
s2 = strings(range(range.ndat)); s2 = strings(range(range.ndat));
error(['the dseries ' inputname(2) ' finish at time ' s1{1} ' before the last period of forecast ' s2{1}]); error(['det_cond_forecast: The dseries ' inputname(2) ' finishes at time ' s1{1} ' before the last period of forecast ' s2{1}]);
end end
sym_dset = dset(dates(-range(1)):dates(range(range.ndat))); sym_dset = dset(dates(-range(1)):dates(range(range.ndat)));
@ -137,7 +137,7 @@ else
oo_.endo_simul(M_.aux_vars(i).endo_index, 1:sym_dset.nobs) = dset(dates(range(1) + (M_.aux_vars(i).orig_lead_lag - 1))).data(:,iy); oo_.endo_simul(M_.aux_vars(i).endo_index, 1:sym_dset.nobs) = dset(dates(range(1) + (M_.aux_vars(i).orig_lead_lag - 1))).data(:,iy);
initial_conditions(M_.aux_vars(i).endo_index) = dset(dates(range(1) + (M_.aux_vars(i).orig_lead_lag - 1))).data(:,iy); initial_conditions(M_.aux_vars(i).endo_index) = dset(dates(range(1) + (M_.aux_vars(i).orig_lead_lag - 1))).data(:,iy);
else else
warning(['The variable auxiliary ' M_.endo_names{M_.aux_vars(i).endo_index} ' associated to the variable ' M_.endo_names{M_.aux_vars(i).orig_index} ' do not appear in the dataset']); warning(['det_cond_forecast: The variable auxiliary ' M_.endo_names{M_.aux_vars(i).endo_index} ' associated with the variable ' M_.endo_names{M_.aux_vars(i).orig_index} ' does not appear in the dataset']);
end end
else else
oo_.endo_simul(M_.aux_vars(i).endo_index, 1:sym_dset.nobs) = repmat(oo_.steady_state(M_.aux_vars(i).endo_index), 1, range.ndat + 1); oo_.endo_simul(M_.aux_vars(i).endo_index, 1:sym_dset.nobs) = repmat(oo_.steady_state(M_.aux_vars(i).endo_index), 1, range.ndat + 1);
@ -212,7 +212,7 @@ else
return return
end end
else else
error('impossible case'); error('det_cond_forecast: unaccounted case, please contact the developers');
end end
else else
@ -347,7 +347,7 @@ if isfield(options_cond_fcst,'controlled_varexo')
error(['det_cond_forecast: the number of exogenous controlled variables (' int2str(n_control_exo) ') has to be equal to the number of constrained endogenous variabes (' int2str(n_endo_constrained) ')']) error(['det_cond_forecast: the number of exogenous controlled variables (' int2str(n_control_exo) ') has to be equal to the number of constrained endogenous variabes (' int2str(n_endo_constrained) ')'])
end end
else else
error('det_cond_forecast: to run a deterministic conditional forecast you have to specified the exogenous variables controlled using the option controlled_varexo in forecast command'); error('det_cond_forecast: to run a deterministic conditional forecast you have to specify the controlled exogenous variables using the option controlled_varexo in forecast command');
end end
% if n_endo_constrained == 0 % if n_endo_constrained == 0
@ -450,7 +450,7 @@ if pf && ~surprise
oo_.exo_simul(time_index_constraint,j) = (old_exo(:,j) + alpha * D_exo(col_count: (col_count + constrained_periods - 1))); oo_.exo_simul(time_index_constraint,j) = (old_exo(:,j) + alpha * D_exo(col_count: (col_count + constrained_periods - 1)));
col_count = col_count + constrained_periods; col_count = col_count + constrained_periods;
end end
disp(['Divergence in Newton: reducing the path length alpha=' num2str(alpha)]); disp(['Divergence in Newton algorithm: reducing the path length alpha=' num2str(alpha)]);
oo_.endo_simul = repmat(oo_.steady_state, 1, options_cond_fcst.periods + 2); oo_.endo_simul = repmat(oo_.steady_state, 1, options_cond_fcst.periods + 2);
else else
not_achieved = 0; not_achieved = 0;
@ -696,7 +696,7 @@ else
col_count = col_count + 1; col_count = col_count + 1;
end end
end end
disp(['Divergence in Newton: reducing the path length alpha=' num2str(alpha) ' result=' num2str(result) ' sum(sum)=' num2str(sum(sum(isfinite(oo_.endo_simul(:,time_index_constraint))))) ' ny * length(time_index_constraint)=' num2str(ny * length(time_index_constraint)) ' oo_.deterministic_simulation.status=' num2str(oo_.deterministic_simulation.status)]); disp(['Divergence in Newton algorithm: reducing the path length alpha=' num2str(alpha) ' result=' num2str(result) ' sum(sum)=' num2str(sum(sum(isfinite(oo_.endo_simul(:,time_index_constraint))))) ' ny * length(time_index_constraint)=' num2str(ny * length(time_index_constraint)) ' oo_.deterministic_simulation.status=' num2str(oo_.deterministic_simulation.status)]);
oo_.endo_simul = [initial_conditions repmat(oo_.steady_state, 1, options_cond_fcst.periods + 1)]; oo_.endo_simul = [initial_conditions repmat(oo_.steady_state, 1, options_cond_fcst.periods + 1)];
else else
not_achieved = 0; not_achieved = 0;