mom: gracefully exit if unobserved moments are matched.

pac-components
Johannes Pfeifer 2021-12-08 09:38:41 +01:00
parent 1638374b46
commit d5a2015ded
1 changed files with 6 additions and 0 deletions

View File

@ -454,6 +454,12 @@ options_mom_.mom.mom_nbr = size(M_.matched_moments,1);
% Get maximum lag number for autocovariances/autocorrelations
options_mom_.ar = max(cellfun(@max,M_.matched_moments(:,2))) - min(cellfun(@min,M_.matched_moments(:,2)));
%check that only observed variables are involved in moments
not_observed_variables=setdiff(oo_.dr.inv_order_var([M_.matched_moments{:,1}]),oo_.dr.obs_var);
if ~isempty(not_observed_variables)
error('\nmethod_of_moments: You specified moments involving %s, but it is not a varobs.',M_.endo_names{oo_.dr.order_var(not_observed_variables)})
end
% -------------------------------------------------------------------------
% Step 3: Checks and transformations for estimated parameters, priors, and bounds
% -------------------------------------------------------------------------