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discretionary policy: made returned info values compatible with Dynare

time-shift
Michel Juillard 2011-04-05 13:46:58 +02:00
parent abf9a0eefd
commit e91f0776f2
2 changed files with 15 additions and 6 deletions
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10
matlab/discretionary_policy_engine.m
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@ -95,24 +95,24 @@ while 1
H10=H1; H10=H1;
F10=F1; F10=F1;
end end
retcode=rcode-1;
switch retcode retcode = 0;
switch rcode
case 3 % nan case 3 % nan
retcode=3; retcode=63;
retcode(2)=10000; retcode(2)=10000;
if verbose if verbose
disp([mfilename,':: NAN elements in the solution']) disp([mfilename,':: NAN elements in the solution'])
end end
case 2% maxiter case 2% maxiter
retcode = 1 retcode = 61
if verbose if verbose
disp([mfilename,':: Maximum Number of Iterations reached']) disp([mfilename,':: Maximum Number of Iterations reached'])
end end
case 1 case 1
BadEig=max(abs(eig(H1)))>qz_criterium; BadEig=max(abs(eig(H1)))>qz_criterium;
if BadEig if BadEig
retcode=3; retcode=62;
retcode(2)=100*max(abs(eig(H1))); retcode(2)=100*max(abs(eig(H1)));
if verbose if verbose
disp([mfilename,':: Some eigenvalues greater than qz_criterium, Model potentially unstable']) disp([mfilename,':: Some eigenvalues greater than qz_criterium, Model potentially unstable'])

11
matlab/print_info.m
View File

@ -68,7 +68,16 @@ if ~noprint
error('You are estimating a DSGE-VAR model, but the value of the dsge prior weight is too low!') error('You are estimating a DSGE-VAR model, but the value of the dsge prior weight is too low!')
case 52 %DsgeVarLikelihood case 52 %DsgeVarLikelihood
error(''); error('');
case 61 %Discretionary policy
error(['Discretionary policy: maximum number of iterations has ' ...
'been reached. Procedure failed. ']);
case 62
error(['Discretionary policy: some eigenvalues greater than ' ...
'options_.qz_criterium. Model potentially unstable.']);
case 63
error(['Discretionary policy: NaN elements are present in the ' ...
'solution. Procedure failed.']);
% Aim Code Conversions by convertAimCodeToInfo.m % Aim Code Conversions by convertAimCodeToInfo.m
case 102 case 102
error('Aim: roots not correctly computed by real_schur.'); error('Aim: roots not correctly computed by real_schur.');