Account for negative steady state in case of log-linearization.
parent
21fa1ec86a
commit
be61de1367
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@ -103,6 +103,9 @@ if ismember('simulate', varargin) % Prior simulations (BK).
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disp(['mjdgges crash share = ' num2str(results.dll.problem_share)])
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disp(['Steady state problem share = ' num2str(results.ss.problem_share)])
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disp(['Complex steady state share = ' num2str(results.ss.complex_share)])
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if options_.loglinear
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disp(['Nonpositive steady state share = ' num2str(results.ss.nonpositive_share)])
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end
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disp(['Analytical steady state problem share = ' num2str(results.ass.problem_share)])
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skipline(2)
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donesomething = true;
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@ -49,6 +49,7 @@ count_complex_steadystate = 0;
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count_nan_steadystate = 0;
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count_nan_params = 0;
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count_complex_params = 0;
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count_nonpositive_steadystate = 0;
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count_unknown_problem = 0;
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NumberOfSimulations = options_.prior_mc;
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NumberOfParameters = length(bayestopt_.p1);
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@ -135,6 +136,8 @@ while iteration < NumberOfSimulations
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count_complex_params = count_complex_params + 1 ;
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case 24
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count_nan_params = count_nan_params + 1 ;
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case 26
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count_nonpositive_steadystate = count_nonpositive_steadystate + 1;
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otherwise
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count_unknown_problem = count_unknown_problem + 1 ;
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end
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@ -162,6 +165,7 @@ results.dll.problem_share = count_dll_problem/loop_indx;
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results.ss.problem_share = count_no_steadystate/loop_indx;
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results.ss.complex_share = count_complex_steadystate/loop_indx;
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results.ass.problem_share = count_steadystate_file_exit/loop_indx;
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results.ss.nonpositive_share = count_nonpositive_steadystate/loop_indx;
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results.jacobian.problem_share = count_complex_jacobian/loop_indx;
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results.garbage_share = ...
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results.bk.indeterminacy_share + ...
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@ -170,6 +174,8 @@ results.garbage_share = ...
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results.dll.problem_share + ...
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results.ss.problem_share + ...
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results.ass.problem_share + ...
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results.ss.complex_share + ...
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results.ss.nonpositive_share + ...
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results.jacobian.problem_share + ...
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count_unknown_problem/loop_indx ;
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results.prior.mean = sampled_prior_expectation;
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