Commit 39e7c392 authored by Johannes Pfeifer 's avatar Johannes Pfeifer Committed by Stéphane Adjemian
Browse files

Filter out infinite likelihoods

parent 818befd4
......@@ -660,7 +660,7 @@ end
%------------------------------------------------------------------------------
singularity_has_been_detected = false;
% First test multivariate filter if specified; potentially abort and use univariate filter instead
if ((kalman_algo==1) || (kalman_algo==3))% Multivariate Kalman Filter
if no_missing_data_flag
if DynareOptions.block
......@@ -824,6 +824,14 @@ if imag(LIK)~=0
return
end
if isinf(LIK)~=0
fval = Inf;
info(1) = 50;
info(4) = 0.1;
exit_flag = 0;
return
end
likelihood = LIK;
% ------------------------------------------------------------------------------
......
......@@ -308,6 +308,14 @@ if imag(fval)~=0
return
end
if isinf(fval)~=0
fval = Inf;
info(1) = 50;
info(4) = 0.1;
exit_flag = 0;
return
end
if (nargout >= 10)
if isinf(dsge_prior_weight)
iXX = iGXX;
......
......@@ -367,3 +367,12 @@ if imag(fval)~=0
exit_flag = 0;
return
end
if isinf(LIK)~=0
fval = Inf;
info(1) = 50;
info(4) = 0.1;
exit_flag = 0;
return
end
......@@ -116,6 +116,8 @@ if ~noprint
error('Prior density is a complex number');
case 49
error('The model violates one (many) endogenous prior restriction(s)')
case 50
error('Likelihood is Inf')
case 51
fprintf('\n The dsge_prior_weight is dsge_var=%5.4f, but must be at least %5.4f for the prior to be proper.\n',info(2),info(3));
error('You are estimating a DSGE-VAR model, but the value of the dsge prior weight is too low!')
......
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