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trap errors also in univariate update step for occbin

unit-tests
Marco Ratto 2022-10-19 18:14:34 +02:00
parent ce21248e97
commit eb41618614
1 changed files with 18 additions and 1 deletions
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19
matlab/+occbin/kalman_update_algo_3.m
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@ -69,12 +69,21 @@ function [a, a1, P, P1, v, Fi, Ki, T, R, C, regimes_, error_flag, M_, alphahat,
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
warning off
options_.noprint = true;
T=[];
R=[];
C=[];
regimes_ = struct();
if isempty(nk)
nk=1;
end
nk=max(nk,1);
opts_simul = occbin_options.opts_regime;base_regime = struct();
opts_simul = occbin_options.opts_regime;
base_regime = struct();
if M_.occbin.constraint_nbr==1
base_regime.regime = 0;
base_regime.regimestart = 1;
@ -121,6 +130,10 @@ end
options_.occbin.simul=opts_simul;
[~, out, ss] = occbin.solver(M_,oo_,options_);
if out.error_flag
error_flag = out.error_flag;
return;
end
regimes_ = out.regime_history;
if M_.occbin.constraint_nbr==1
@ -210,6 +223,10 @@ if any(myregime) || ~isequal(regimes_(1),regimes0(1))
opts_simul.periods = max(opts_simul.periods,max(myregimestart));
options_.occbin.simul=opts_simul;
[~, out, ss] = occbin.solver(M_,oo_,options_);
if out.error_flag
error_flag = out.error_flag;
return;
end
regimes0=regimes_;
regimes_ = out.regime_history;
if niter>1