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v4.1:: Added an error message when minus the hessian matrix at the posterior 

"mode" is not positive definite.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2416 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
stepan 2009-02-12 17:40:26 +00:00
parent 9ee2a23a5d
commit e75b7f97ab
1 changed files with 12 additions and 0 deletions
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12
matlab/dynare_estimation_1.m
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@ -536,6 +536,18 @@ if options_.mode_compute > 0 & options_.posterior_mode_estimation
end
end
try
chol(hh);
catch
disp(' ')
disp('POSTERIOR KERNEL OPTIMIZATION PROBLEM!')
disp(' (minus) the hessian matrix at the "mode" is not positive definite!')
disp('=> posterior variance of the estimated parameters are not positive.')
disp('You should try to change the initial values of the parameters using')
disp('the estimated_params_init block, or use another optimization routine.')
error('I cannot go further!');
end
if options_.mode_check == 1 & options_.posterior_mode_estimation
mode_check(xparam1,0,hh,gend,data,lb,ub,data_index,number_of_observations,no_more_missing_observations);
end