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Merge pull request #492 from JohannesPfeifer/sim_debug_and_NaN 

Take care of NaN or Inf in residuals or endogenous values
time-shift
Sébastien Villemot 2013-10-07 06:54:17 -07:00
parent c737f35ca7 878ce60f51
commit 40f4399222
1 changed files with 34 additions and 19 deletions
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53
matlab/sim1.m
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@ -70,9 +70,7 @@ i_upd = ny+(1:periods*ny);
Y = endo_simul(:);
disp (['-----------------------------------------------------']) ;
disp (['MODEL SIMULATION :']) ;
fprintf('\n') ;
fprintf('MODEL SIMULATION:\n');
model_dynamic = str2func([M_.fname,'_dynamic']);
z = Y(find(lead_lag_incidence'));
@ -115,18 +113,15 @@ for iter = 1:options_.maxit_
end
err = max(abs(res));
if options_.debug
fprintf('\nLargest absolute residual at iteration %d: %10.3f\n',iter,err);
if any(isnan(res)) || any(isinf(res)) || any(isnan(Y)) || any(isinf(Y))
fprintf('\nWARNING: NaN or Inf detected in the residuals or endogenous variables.\n');
end
skipline()
end
if err < options_.dynatol.f
stop = 1 ;
fprintf('\n') ;
disp([' Total time of simulation :' num2str(etime(clock,h1))]) ;
fprintf('\n') ;
disp([' Convergency obtained.']) ;
fprintf('\n') ;
oo_.deterministic_simulation.status = 1;% Convergency obtained.
oo_.deterministic_simulation.error = err;
oo_.deterministic_simulation.iterations = iter;
oo_.endo_simul = reshape(Y,ny,periods+2);
break
end
@ -137,16 +132,36 @@ for iter = 1:options_.maxit_
end
if ~stop
fprintf('\n') ;
disp([' Total time of simulation :' num2str(etime(clock,h1))]) ;
fprintf('\n') ;
disp(['WARNING : maximum number of iterations is reached (modify options_.maxit_).']) ;
fprintf('\n') ;
if stop
if any(isnan(res)) || any(isinf(res)) || any(isnan(Y)) || any(isinf(Y))
oo_.deterministic_simulation.status = 0;% NaN or Inf occurred
oo_.deterministic_simulation.error = err;
oo_.deterministic_simulation.iterations = iter;
oo_.endo_simul = reshape(Y,ny,periods+2);
skipline();
fprintf('\nSimulation terminated after %d iterations.\n',iter);
fprintf('Total time of simulation : %10.3f\n',etime(clock,h1));
error('Simulation terminated with NaN or Inf in the residuals or endogenous variables. There is most likely something wrong with your model.');
else
skipline();
fprintf('\nSimulation concluded successfully after %d iterations.\n',iter);
fprintf('Total time of simulation : %10.3f\n',etime(clock,h1));
fprintf('Convergency obtained.\n');
oo_.deterministic_simulation.status = 1;% Convergency obtained.
oo_.deterministic_simulation.error = err;
oo_.deterministic_simulation.iterations = iter;
oo_.endo_simul = reshape(Y,ny,periods+2);
end
elseif ~stop
skipline();
fprintf('\nSimulation terminated after %d iterations.\n',iter);
fprintf('Total time of simulation : %10.3f\n',etime(clock,h1));
fprintf('WARNING : maximum number of iterations is reached (modify options_.maxit_).\n') ;
oo_.deterministic_simulation.status = 0;% more iterations are needed.
oo_.deterministic_simulation.error = err;
%oo_.deterministic_simulation.errors = c/abs(err)
oo_.deterministic_simulation.iterations = options_.maxit_;
end
disp (['-----------------------------------------------------']) ;
skipline();