From 3f2e29f7bf8cd44d7904d8bc24e8f1ab9d98c4c9 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien.villemot@ens.fr>
Date: Fri, 23 Sep 2011 18:21:04 +0200
Subject: [PATCH] Adapt block_kalman_filter to Dynare's way of handling errors
in MEX files
---
matlab/DsgeLikelihood.m | 3 ++-
.../block_kalman_filter.cc | 19 +++++++++++--------
2 files changed, 13 insertions(+), 9 deletions(-)
diff --git a/matlab/DsgeLikelihood.m b/matlab/DsgeLikelihood.m
index c07dede8fd..967723ad93 100644
--- a/matlab/DsgeLikelihood.m
+++ b/matlab/DsgeLikelihood.m
@@ -465,7 +465,8 @@ singularity_flag = 0;
if ((kalman_algo==1) || (kalman_algo==3))% Multivariate Kalman Filter
if no_missing_data_flag
if options_.block == 1
- LIK = block_kalman_filter(T,R,Q,H,Pstar,Y,start,mf,kalman_tol,riccati_tol, M_.nz_state_var, M_.n_diag);
+ [err, LIK] = block_kalman_filter(T,R,Q,H,Pstar,Y,start,mf,kalman_tol,riccati_tol, M_.nz_state_var, M_.n_diag);
+ mexErrCheck('block_kalman_filter', err);
else
LIK = kalman_filter(Y,diffuse_periods+1,size(Y,2), ...
a,Pstar, ...
diff --git a/mex/sources/block_kalman_filter/block_kalman_filter.cc b/mex/sources/block_kalman_filter/block_kalman_filter.cc
index e43f51d919..5f9557ae6e 100644
--- a/mex/sources/block_kalman_filter/block_kalman_filter.cc
+++ b/mex/sources/block_kalman_filter/block_kalman_filter.cc
@@ -213,8 +213,8 @@ det(double* F, int dim)
void
mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
- if (nlhs > 2)
- DYN_MEX_FUNC_ERR_MSG_TXT("kalman_filter provides at most 2 output argument.");
+ if (nlhs > 3)
+ DYN_MEX_FUNC_ERR_MSG_TXT("kalman_filter provides at most 3 output argument.");
if (nrhs != 12)
DYN_MEX_FUNC_ERR_MSG_TXT("kalman_filter requires exactly 12 input arguments.");
//(T,R,Q,H,P,Y,start,mf,kalman_tol,riccati_tol, block)
@@ -792,16 +792,19 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
t++;
}
}
-
- if (nlhs >= 1)
+
+ // info = 0
+ plhs[0] = mxCreateDoubleScalar(0);
+
+ if (nlhs >= 2)
{
- plhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL);
- double* pind = mxGetPr(plhs[0]);
+ plhs[1] = mxCreateDoubleMatrix(1, 1, mxREAL);
+ double* pind = mxGetPr(plhs[1]);
pind[0] = LIK;
}
- if (nlhs == 2)
- plhs[1] = plik;
+ if (nlhs == 3)
+ plhs[2] = plik;
mxFree(w);
#ifdef DIRECT
/*mxDestroyArray(nze);
--
GitLab