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Avoid infinite loop in pac.estimation.iterative_ols().

time-shift
Stéphane Adjemian (Charybdis) 2019-03-05 07:20:25 +01:00
parent 59ab4f4b34
commit 4798c07ced
Signed by untrusted user who does not match committer: stepan
GPG Key ID: A6D44CB9C64CE77B
2 changed files with 11 additions and 3 deletions
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9
matlab/+pac/+estimate/iterative_ols.m
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@ -39,7 +39,7 @@ function iterative_ols(eqname, params, data, range)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ oo_
global M_ oo_ options_
debug = false; % If true, prints the value of SSR for the initial guess.
@ -328,7 +328,12 @@ while noconvergence
params0__ = beta(2:end);
end
% Force the share of optimizing agents to be in [0,1].
share_of_optimizing_agents = max(min(share_of_optimizing_agents, 1.0), 0.0);
share_of_optimizing_agents = max(min(share_of_optimizing_agents, options_.pac.estimation.ols.share_of_optimizing_agents.ub), ...
options_.pac.estimation.ols.share_of_optimizing_agents.lb);
% Issue an error if the share is nor strictly positive
if share_of_optimizing_agents<eps()
error('On iteration %u the share of optimizing agents is found to be zero. Please increase the default lower bound for this parameter.', counter)
end
M_.params(ipnames_(params_id_0)) = share_of_optimizing_agents;
if is_exogenous_variables && is_any_estimated_parameter_x
M_.params(ipnames_(params_id_3)) = params0__;

5
matlab/default_option_values.m
View File

@ -12,7 +12,7 @@ function options_ = default_option_values(M_)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2018 Dynare Team
% Copyright (C) 2018-2019 Dynare Team
%
% This file is part of Dynare.
%
@ -732,4 +732,7 @@ options_.figures.textwidth=0.8;
options_.varobs_id=[]; %initialize field
options_.pac.estimation.ols.share_of_optimizing_agents.lb = 0.0;
options_.pac.estimation.ols.share_of_optimizing_agents.ub = 1.0;
end