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gsa: add proper check for correctness of qz_criterium with unit roots 

Critical for stability mapping
dprior
Johannes Pfeifer 2024-01-22 12:03:54 +01:00 committed by Sébastien Villemot
parent b2f603091a
commit b1cb309a73
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1 changed files with 7 additions and 2 deletions
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9
matlab/+gsa/run.m
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@ -13,7 +13,7 @@ function x0=run(M_,oo_,options_,bayestopt_,estim_params_,options_gsa)
% M. Ratto (2008), Analysing DSGE Models with Global Sensitivity Analysis,
% Computational Economics (2008), 31, pp. 115–139
% Copyright © 2008-2023 Dynare Team
% Copyright © 2008-2024 Dynare Team
%
% This file is part of Dynare.
%
@ -150,6 +150,11 @@ end
[~,~,~,~,oo_.dr,M_.params] = dynare_resolve(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state);
if isfield(oo_.dr,'eigval') && any(abs(oo_.dr.eigval-1)<abs(1-options_.qz_criterium)) && options_.qz_criterium<1
fprintf('\ngsa: The model features a unit root, but qz_criterium<1. Check whether that is intended.')
fprintf('\ngsa: If not, use the diffuse_filter option.\n')
end
options_gsa = set_default_option(options_gsa,'identification',0);
if options_gsa.identification
options_gsa.redform=0;
@ -522,4 +527,4 @@ if options_gsa.glue
save([OutputDirectoryName,'/',fname_,'_glue_mc.mat'], 'Out', 'Sam', 'Lik', 'Obs', 'Rem','Info', 'Exo')
end
end
end
end