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Merge pull request #1329 from JohannesPfeifer/singularity_warning 

Add more information to singularity warning
time-shift
Stéphane Adjemian 2016-11-04 15:12:07 +01:00 committed by GitHub
parent fa8028f79a 2e79d5ccac
commit 7733903661
1 changed files with 5 additions and 4 deletions
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9
matlab/initial_estimation_checks.m
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@ -136,10 +136,11 @@ if ~isequal(DynareOptions.mode_compute,11) || ...
DynareOptions.use_univariate_filters_if_singularity_is_detected=0;
[fval,info] = feval(objective_function,xparam1,DynareDataset,DatasetInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,BoundsInfo,DynareResults);
if info(1)==50
fprintf('\ninitial_estimation_checks:: The forecast error variance in the multivariate Kalman filter became singular.\n')
fprintf('initial_estimation_checks:: This is often a sign of stochastic singularity, but can also sometimes happen by chance\n')
fprintf('initial_estimation_checks:: for a particular combination of parameters and data realizations.\n')
error('initial_estimation_checks:: The forecast error variance in the multivariate Kalman filter became singular.')
fprintf('\ninitial_estimation_checks:: The forecast error variance in the multivariate Kalman filter became singular.\n')
fprintf('initial_estimation_checks:: This is often a sign of stochastic singularity, but can also sometimes happen by chance\n')
fprintf('initial_estimation_checks:: for a particular combination of parameters and data realizations.\n')
fprintf('initial_estimation_checks:: If you think the latter is the case, you should try with different initial values for the estimated parameters.\n')
error('initial_estimation_checks:: The forecast error variance in the multivariate Kalman filter became singular.')
end
%reset options
DynareOptions.use_univariate_filters_if_singularity_is_detected=use_univariate_filters_if_singularity_is_detected_old;