Bug fix for the case of perfectly orthogonal pairs

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2994 ac1d8469-bf42-47a9-8791-bf33cf982152

matlab/cosn.m

@@ -31,7 +31,11 @@ X = H(:,2:end);
 % X = H(:,2:end);
 
 yhat =  X*(X\y);
-co = y'*yhat/sqrt((y'*y)*(yhat'*yhat));
+if rank(yhat),
+  co = y'*yhat/sqrt((y'*y)*(yhat'*yhat));
+else
+  co=0;
+end