Merge pull request #513 from JohannesPfeifer/improved_messages
Add more explicit information in case of singularity problemtime-shift
commit
b79f7e5559
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@ -646,7 +646,7 @@ if ~options_.mh_posterior_mode_estimation && options_.cova_compute
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disp('POSTERIOR KERNEL OPTIMIZATION PROBLEM!')
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disp(' (minus) the hessian matrix at the "mode" is not positive definite!')
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disp('=> posterior variance of the estimated parameters are not positive.')
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disp('You should try to change the initial values of the parameters using')
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disp('You should try to change the initial values of the parameters using')
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disp('the estimated_params_init block, or use another optimization routine.')
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params_at_bound=find(xparam1==ub | xparam1==lb);
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if ~isempty(params_at_bound)
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@ -85,6 +85,7 @@ end
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%
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% singular Jacobian of static model
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%
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singularity_problem = 0;
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if ~isfield(M,'block_structure_stat')
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nb = 1;
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else
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@ -107,6 +108,7 @@ for b=1:nb
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end
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rank_jacob = rank(jacob);
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if rank_jacob < size(jacob,1)
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singularity_problem = 1;
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disp(['model_diagnostic: the Jacobian of the static model is ' ...
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'singular'])
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disp(['there is ' num2str(endo_nbr-rank_jacob) ...
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@ -143,4 +145,9 @@ for b=1:nb
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end
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end
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end
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if singularity_problem
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fprint('The presence of a singularity problem typically indicates that there is one\n')
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fprint('redundant equation entered in the model block, while another non-redundant equation\n')
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fprint('is missing. The problem often derives from Walras Law.\n')
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end
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@ -36,7 +36,8 @@ if ~noprint
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case 2
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error(['The generalized Schur (QZ) decomposition failed. ' ...
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'For more information, see the documentation for Lapack function dgges: info=' ...
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int2str(info(2)) ', n=' int2str(info(3))])
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int2str(info(2)) ', n=' int2str(info(3)) ...
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'. You can also run model_diagnostics to get more information on what may cause this problem.'])
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case 3
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error(['Blanchard Kahn conditions are not satisfied: no stable' ...
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' equilibrium'])
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