From 4307711c601bbdae93b55de85c76130502a5d993 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Sun, 15 Jan 2023 19:00:04 +0100 Subject: [PATCH] missing_observations_kalman_filter.m: provide debugging information on PKF problems --- matlab/kalman/likelihood/missing_observations_kalman_filter.m | 3 +++ 1 file changed, 3 insertions(+) diff --git a/matlab/kalman/likelihood/missing_observations_kalman_filter.m b/matlab/kalman/likelihood/missing_observations_kalman_filter.m index 9bdbb6f0d..ba5145fad 100644 --- a/matlab/kalman/likelihood/missing_observations_kalman_filter.m +++ b/matlab/kalman/likelihood/missing_observations_kalman_filter.m @@ -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