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Merge branch 'occbin_debug' into 'master' 

missing_observations_kalman_filter.m: provide debugging information on PKF problems

See merge request Dynare/dynare!2122
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Sébastien Villemot 2023-01-23 10:39:17 +00:00
parent cfaf5a685d 4307711c60
commit 538f38d269
1 changed files with 3 additions and 0 deletions
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3
matlab/kalman/likelihood/missing_observations_kalman_filter.m
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@ -234,6 +234,9 @@ while notsteady && t<=last
occbin_options.opts_simul.waitbar=0;
[ax, a1x, Px, P1x, vx, Tx, Rx, Cx, regimes_(t:t+2), info, M_, likx] = occbin.kalman_update_algo_1(a0(:,t-1),a1(:,t-1:t),P0(:,:,t-1),P1(:,:,t-1:t),data_index(t-1:t),Z,vv(:,t-1:t),Y(:,t-1:t),H,Qt,T0,R0,TT(:,:,t-1:t),RR(:,:,t-1:t),CC(:,t-1:t),regimes_(t:t+1),M_,oo_,options_,occbin_options);
if info
if options_.debug
fprintf('\nmissing_observations_kalman_filter:PKF failed with: %s\n', get_error_message(info,options_));
end
return
end
if options_.occbin.likelihood.use_updated_regime