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Display source of non-positive definite Hessian if parameters at prior bound

time-shift
Johannes Pfeifer 2013-07-06 00:23:09 +02:00
parent d9579418fd
commit 41f6c2ff66
1 changed files with 18 additions and 0 deletions
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18
matlab/dynare_estimation_1.m
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@ -491,6 +491,24 @@ if ~options_.mh_posterior_mode_estimation && options_.cova_compute
disp('=> posterior variance of the estimated parameters are not positive.')
disp('You should try to change the initial values of the parameters using')
disp('the estimated_params_init block, or use another optimization routine.')
params_at_bound=find(xparam1==ub | xparam1==lb);
if ~isempty(params_at_bound)
for ii=1:length(params_at_bound)
params_at_bound_name{ii,1}=get_the_name(ii,0,M_,estim_params_,options_);
end
disp_string=[params_at_bound_name{1,:}];
for ii=2:size(params_at_bound_name,1)
disp_string=[disp_string,', ',params_at_bound_name{ii,:}];
end
fprintf('\nThe following parameters are at the prior bound: %s\n', disp_string)
fprintf('Some potential solutions are:\n')
fprintf(' - Check your model for mistakes.\n')
fprintf(' - Check whether model and data are consistent (correct observation equation).\n')
fprintf(' - Shut off prior_trunc.\n')
fprintf(' - Use a different mode_compute like 6 or 9.\n')
fprintf(' - Check whether the parameters estimated are identified.\n')
fprintf(' - Increase the informativeness of the prior.\n')
end
warning('The results below are most likely wrong!');
end
end