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🐛 Occbin smoother: set periods to the smpl size 

Prevents crash if periods was too small
covariance-quadratic-approximation
Marco Ratto 2023-07-19 09:12:54 +02:00 committed by Johannes Pfeifer
parent cf7be44257
commit ee5faf0783
1 changed files with 1 additions and 0 deletions
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matlab/+occbin/DSGE_smoother.m
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@ -139,6 +139,7 @@ opts_simul.SHOCKS = [etahat(:,1:end)'; zeros(1,M_.exo_nbr)];
opts_simul.exo_pos = 1:M_.exo_nbr;
opts_simul.endo_init = alphahat0(oo_.dr.inv_order_var,1);
opts_simul.init_regime=regime_history; % use realtime regime for guess, to avoid multiple solution issues!
opts_simul.periods = size(opts_simul.SHOCKS,1);
options_.occbin.simul=opts_simul;
options_.noprint = true;
[~, out, ss] = occbin.solver(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state);