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compute_variance_decomposition.m: only print warning if absolute difference is meaningful 

Prevents warnings if relative difference involves division by almost 0
dprior
Johannes Pfeifer 2024-01-07 10:24:13 +01:00
parent 346ee01107
commit 6ff924550c
1 changed files with 1 additions and 1 deletions
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2
matlab/moments/compute_variance_decomposition.m
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@ -56,7 +56,7 @@ else
var_decomp(stationary_vars,i) = vx2;
variance_sum_loop = variance_sum_loop +vx2; %track overall variance over shocks
end
if ~options_.pruning && max(abs(variance_sum_loop-var_stationary)./var_stationary) > 1e-4
if ~options_.pruning && max(abs(variance_sum_loop-var_stationary)./var_stationary) > 1e-4 && max(abs(variance_sum_loop-var_stationary))>1e-7
warning(['Aggregate variance and sum of variances by shocks ' ...
'differ by more than 0.01 %'])
end