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Verified Commit 695a5573 authored by Johannes Pfeifer's avatar Johannes Pfeifer Committed by Sébastien Villemot
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compute_variance_decomposition.m: only print warning if absolute difference is meaningful

Prevents warnings if relative difference involves division by almost 0

(cherry picked from commit 6ff92455)
parent df49b9f5
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......@@ -56,7 +56,7 @@ else
var_decomp(stationary_vars,i) = vx2;
variance_sum_loop = variance_sum_loop +vx2; %track overall variance over shocks
end
if ~options_.pruning && max(abs(variance_sum_loop-var_stationary)./var_stationary) > 1e-4
if ~options_.pruning && max(abs(variance_sum_loop-var_stationary)./var_stationary) > 1e-4 && max(abs(variance_sum_loop-var_stationary))>1e-7
warning(['Aggregate variance and sum of variances by shocks ' ...
'differ by more than 0.01 %'])
end
......
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