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check_model.m: add check for negative variances to prevent cryptic message about correlations

kalman-mex
Johannes Pfeifer 2023-10-08 10:30:48 +02:00 committed by Sébastien Villemot
parent 94207ab851
commit d5f8d3fffe
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1 changed files with 14 additions and 6 deletions
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20
matlab/check_model.m
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@ -1,6 +1,8 @@
function check_model(DynareModel)
function check_model(M_)
% check_model(M_)
% Performs various consistency checks on the model
% Copyright © 2005-2013 Dynare Team
% Copyright (C) 2005-2033 Dynare Team
%
% This file is part of Dynare.
%
@ -17,15 +19,21 @@ function check_model(DynareModel)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
if ~all(DynareModel.lead_lag_incidence(DynareModel.maximum_lag+1,:) > 0)
if ~all(M_.lead_lag_incidence(M_.maximum_lag+1,:) > 0)
warning('Problem in the model specification: some variables don''t appear as current. Check whether this is desired.');
end
if ~check_consistency_covariances(DynareModel.Sigma_e)
if any(diag(M_.Sigma_e)<0)
error('You have specified negative shock variances. That is not allowed.')
end
if ~check_consistency_covariances(M_.Sigma_e)
error('The specified covariances for the structural errors are not consistent with the variances as they imply a correlation larger than +-1')
end
if ~isequal(DynareModel.H,0)
if ~check_consistency_covariances(DynareModel.H)
if any(diag(M_.H)<0)
error('You have specified negative measurement error variances. That is not allowed.')
end
if ~isequal(M_.H,0)
if ~check_consistency_covariances(M_.H)
error('The specified covariances for the measurement errors are not consistent with the variances as they imply a correlation larger than +-1')
end
end