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Filter out more pathological cases in osr1.m

time-shift
Johannes Pfeifer 2014-03-19 21:43:23 +01:00
parent acf688c178
commit a8c04e3ed5
1 changed files with 17 additions and 1 deletions
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18
matlab/osr1.m
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@ -51,7 +51,15 @@ if ~ M_.lead_lag_incidence(M_.maximum_lag+1,:) > 0
end
if M_.maximum_lead == 0
error ('Backward or static model: no point in using OSR') ;
error ('OSR: Backward or static model: no point in using OSR') ;
end
if any(any(isinf(weights)))
error ('OSR: At least one of the optim_weights is infinite.') ;
end
if any(isnan(M_.params(i_params)))
error ('OSR: At least one of the initial parameter values for osr_params is NaN') ;
end
exe =zeros(M_.exo_nbr,1);
@ -61,6 +69,8 @@ oo_.dr = set_state_space(oo_.dr,M_,options_);
np = size(i_params,1);
t0 = M_.params(i_params);
inv_order_var = oo_.dr.inv_order_var;
H0 = 1e-4*eye(np);
@ -75,6 +85,12 @@ if info~=0
else
fprintf('\nOSR: Initial value of the objective function: %g \n\n',loss);
end
if isinf(loss)
fprintf('\nOSR: The initial value of the objective function is infinite.\n');
fprintf('\nOSR: Check whether the unconditional variance of a target variable is infinite\n');
fprintf('\nOSR: due to the presence of a unit root.\n');
error('OSR: Initial likelihood is infinite')
end
%%do actual optimization
[f,p]=csminwel1('osr_obj',t0,H0,[],crit,nit,options_.gradient_method,options_.gradient_epsilon,i_params,...