Merge branch 'no_print' into 'master'

Fix bugs related to print_info.m and noprint

Closes #1714

See merge request !1721

matlab/cli/prior.m

@@ -143,7 +143,7 @@ if ismember('moments', varargin) % Prior simulations (2nd order moments).
     end
     if info
         skipline()
-        message = get_error_message(info);
+        message = get_error_message(info,options_);
         fprintf('Cannot solve the model on the prior mode (info = %d, %s)\n', info(1), message);
         skipline()
         return

matlab/dynare_identification.m

@@ -461,7 +461,7 @@ if iload <=0
         identification_analysis(params, indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, 1); %the 1 at the end implies initialization of persistent variables
     if info(1)~=0
         % there are errors in the solution algorithm
-        message = get_error_message(info,0,options_);
+        message = get_error_message(info,options_);
         fprintf('-----------\n');
         fprintf('The model does not solve for %s (info = %d: %s)\n', parameters, info(1), message);
         fprintf('-----------\n');

matlab/fjaco.m

@@ -59,7 +59,7 @@ function disp_info_error_identification_perturbation(info,j)
     % there are errors in the solution algorithm
     probl_par = get_the_name(j,varargin{5}.TeX,varargin{3},varargin{2},varargin{5});
     skipline()
-    message = get_error_message(info,0,varargin{5});
+    message = get_error_message(info,varargin{5});
     fprintf('Parameter error in numerical two-sided difference method:\n')
     fprintf('Cannot solve the model for %s (info = %d, %s)\n', probl_par, info(1), message);
     fprintf('Possible solutions:\n')

matlab/get_error_message.m

-function message = get_error_message(info, noprint, DynareOptions)
+function message = get_error_message(info, DynareOptions)
 % Returns error messages
 %
 % INPUTS
 %   info              [double]     vector returned by resol.m
-%   noprint           [integer]    equal to 0 if the error message has to be printed.
 %   DynareOptions     [structure]  --> options_
 % OUTPUTS
 %    message          [string]     corresponding error message
@@ -11,7 +10,7 @@ function message = get_error_message(info, noprint, DynareOptions)
 % SPECIAL REQUIREMENTS
 %    none
 
-% Copyright (C) 2005-2019 Dynare Team
+% Copyright (C) 2005-2020 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -28,147 +27,145 @@ function message = get_error_message(info, noprint, DynareOptions)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-if ~noprint
-    switch info(1)
-        case 0
-            message = '';
-        case 1
-            message = 'The model doesn''t determine the current variable uniquely.';
-        case 2
-            message = sprintf('The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function dgges: info=%d, n=%d. You can also run model_diagnostics to get more information on what may cause this problem.', info(2), info(3));
-        case 3
-            message = 'Blanchard & Kahn conditions are not satisfied: no stable equilibrium.';
-        case 4
-            message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy.';
-        case 5
-            message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy due to rank failure.';
-        case 6
-            message = 'The Jacobian matrix evaluated at the steady state contains elements that are not real or are infinite.';
-        case 7
-            message = sprintf('One of the eigenvalues is close to 0/0 (the absolute value of numerator and denominator is smaller than %5.4f!\n If you believe that the model has a unique solution you can try to reduce the value of qz_zero_threshold.',DynareOptions.qz_zero_threshold);
-        case 8
-            if size(info,2)>=2
-                global M_;
-                disp_string = M_.param_names{info(2)};
-                for ii=1:length(info)-2
-                    disp_string = [disp_string, ', ', M_.param_names{info(2+ii)}];
-                end
-                message = ['The Jacobian contains NaNs because the following parameters are NaN: ' disp_string];
-            else
-                message = 'The Jacobian contains NaNs. For more information, use options_.debug.';
+switch info(1)
+    case 0
+        message = '';
+    case 1
+        message = 'The model doesn''t determine the current variable uniquely.';
+    case 2
+        message = sprintf('The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function dgges: info=%d, n=%d. You can also run model_diagnostics to get more information on what may cause this problem.', info(2), info(3));
+    case 3
+        message = 'Blanchard & Kahn conditions are not satisfied: no stable equilibrium.';
+    case 4
+        message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy.';
+    case 5
+        message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy due to rank failure.';
+    case 6
+        message = 'The Jacobian matrix evaluated at the steady state contains elements that are not real or are infinite.';
+    case 7
+        message = sprintf('One of the eigenvalues is close to 0/0 (the absolute value of numerator and denominator is smaller than %5.4f!\n If you believe that the model has a unique solution you can try to reduce the value of qz_zero_threshold.',DynareOptions.qz_zero_threshold);
+    case 8
+        if size(info,2)>=2
+            global M_;
+            disp_string = M_.param_names{info(2)};
+            for ii=1:length(info)-2
+                disp_string = [disp_string, ', ', M_.param_names{info(2+ii)}];
             end
-        case 9
-            message = 'k_order_pert was unable to compute the solution';
-        case 10
-            message = 'The Jacobian of the dynamic model contains Inf. For more information, use options_.debug.';
-        case 11
-            message = 'The Hessian of the dynamic model used for second order solutions must not contain Inf';
-        case 12
-            message = 'The Hessian of the dynamic model used for second order solutions must not contain NaN';
-        case 19
-            message = 'The steadystate file did not compute the steady state';
-        case 20
-            if DynareOptions.linear
-                message = sprintf('Impossible to find the steady state (the sum of square residuals of the static equations is %5.4f). Either the model doesn''t have a steady state or there are an infinity of steady states Check whether your model is truly linear or whether there is a mistake in linearization.', info(2));
-            else
-                message = sprintf('Impossible to find the steady state (the sum of square residuals of the static equations is %5.4f). Either the model doesn''t have a steady state, there are an infinity of steady states, or the guess values are too far from the solution', info(2));
-            end
-        case 21
-            message = sprintf('The steady state is complex (the sum of square residuals of imaginary parts of the steady state is %5.4f)', info(2));
-        case 22
-            message = 'The steady state has NaNs or Inf.';
-        case 23
-            message = 'Parameters have been updated in the steadystate routine and some have complex values.';
-        case 24
-            message = 'Parameters have been updated in the steadystate routine and some are NaNs or Inf.';
-        case 25
-            message = 'The solution to the static equations is not a steady state of the dynamic model: verify that the equations tagged by [static] and [dynamic] are consistent';
-        case 26
-            message = 'The loglinearization of the model cannot be performed, because the steady state is not strictly positive.';
-        case 30
-            message = 'Ergodic variance can''t be computed.';
-        case 41
-            message = 'one (many) parameter(s) do(es) not satisfy the lower bound';
-        case 42
-            message = 'one (many) parameter(s) do(es) not satisfy the upper bound';
-        case 43
-            message = 'Covariance matrix of structural shocks is not positive definite';
-        case 44 %DsgeLikelihood_hh / dsge_likelihood
-            message = 'The covariance matrix of the measurement errors is not positive definite.';
-        case 45 %DsgeLikelihood_hh / dsge_likelihood
-            message = 'Likelihood is not a number (NaN) or a complex number';
-        case 46 %DsgeLikelihood_hh / dsge_likelihood
-            message = 'Likelihood is a complex number';
-        case 47 %DsgeLikelihood_hh / dsge_likelihood
-            message = 'Prior density is not a number (NaN)';
-        case 48 %DsgeLikelihood_hh / dsge_likelihood
-            message = 'Prior density is a complex number';
-        case 49
-            message = 'The model violates one (many) endogenous prior restriction(s)';
-        case 50
-            message = 'Likelihood is Inf';
-        case 51
-            message = sprintf('\n The dsge_prior_weight is dsge_var=%5.4f, but must be at least %5.4f for the prior to be proper.\n You are estimating a DSGE-VAR model, but the value of the dsge prior weight is too low!', info(2), info(3));
-        case 52 %dsge_var_likelihood
-            message = 'You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on artificial and actual sample is not positive definite!';
-        case 53 %dsge_var_likelihood
-            message = 'You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on the artificial sample, is not positive definite!';
-        case 55
-            message = 'Fast Kalman filter only works with stationary models [lik_init=1] or stationary observables for non-stationary models [lik_init=3]';
-        case 61 %Discretionary policy
-            message = 'Discretionary policy: maximum number of iterations has been reached. Procedure failed.';
-        case 62
-            message = 'Discretionary policy: some eigenvalues greater than options_.qz_criterium. Model potentially unstable.';
-        case 63
-            message = 'Discretionary policy: NaN elements are present in the solution. Procedure failed.';
-        case 64
-            message = 'discretionary_policy: the derivatives of the objective function contain NaN.';   
-        case 65
-            message = 'discretionary_policy: the model must be written in deviation form and not have constant terms.';   
-        case 66
-            message = 'discretionary_policy: the objective function must have zero first order derivatives.';
-        case 71
-            message = 'Calibrated covariance of the structural errors implies correlation larger than +-1.';
-        case 72
-            message = 'Calibrated covariance of the measurement errors implies correlation larger than +-1.';
-            % Aim Code Conversions by convertAimCodeToInfo.m
-        case 81
-            message = ['Ramsey: The solution to the static first order conditions for optimal policy could not be found. Either the model' ...
-                ' doesn''t have a steady state, there are an infinity of steady states, ' ...
-                ' or the guess values are too far from the solution'];
-        case 82
-            message = 'Ramsey: The steady state computation resulted in NaN in the static first order conditions for optimal policy';
-        case 83
-            message = 'Ramsey: The steady state computation resulted in NaN in the auxiliary equations for optimal policy';
-        case 84
-            message = 'Ramsey: The steady state file computation for the Ramsey problem resulted in NaNs at the initial values of the instruments';
-        case 85
-            message = 'Ramsey: The steady state file does not solve the static first order conditions conditional on the instruments.';
-        case 86
-            message = 'Ramsey: The steady state file provides complex numbers conditional on the instruments.';
-        case 87
-            message = 'Ramsey: The maximum number of iterations has been reached. Try increasing maxit.';
-        case 102
-            message = 'Aim: roots not correctly computed by real_schur';
-        case 103
-            message = 'Aim: too many explosive roots: no stable equilibrium';
-        case 135
-            message = 'Aim: too many explosive roots, and q(:,right) is singular';
-        case 104
-            message = 'Aim: too few explosive roots: indeterminacy';
-        case 145
-            message = 'Aim: too few explosive roots, and q(:,right) is singular';
-        case 105
-            message = 'Aim: q(:,right) is singular';
-        case 161
-            message = 'Aim: too many exact shiftrights';
-        case 162
-            message = 'Aim: too many numeric shiftrights';
-        case 163
-            message = 'Aim: A is NAN or INF.';
-        case 164
-            message = 'Aim: Problem in SPEIG.';
-        otherwise
-            message = 'This case shouldn''t happen. Contact the authors of Dynare';
-    end
+            message = ['The Jacobian contains NaNs because the following parameters are NaN: ' disp_string];
+        else
+            message = 'The Jacobian contains NaNs. For more information, use options_.debug.';
+        end
+    case 9
+        message = 'k_order_pert was unable to compute the solution';
+    case 10
+        message = 'The Jacobian of the dynamic model contains Inf. For more information, use options_.debug.';
+    case 11
+        message = 'The Hessian of the dynamic model used for second order solutions must not contain Inf';
+    case 12
+        message = 'The Hessian of the dynamic model used for second order solutions must not contain NaN';
+    case 19
+        message = 'The steadystate file did not compute the steady state';
+    case 20
+        if DynareOptions.linear
+            message = sprintf('Impossible to find the steady state (the sum of square residuals of the static equations is %5.4f). Either the model doesn''t have a steady state or there are an infinity of steady states Check whether your model is truly linear or whether there is a mistake in linearization.', info(2));
+        else
+            message = sprintf('Impossible to find the steady state (the sum of square residuals of the static equations is %5.4f). Either the model doesn''t have a steady state, there are an infinity of steady states, or the guess values are too far from the solution', info(2));
+        end
+    case 21
+        message = sprintf('The steady state is complex (the sum of square residuals of imaginary parts of the steady state is %5.4f)', info(2));
+    case 22
+        message = 'The steady state has NaNs or Inf.';
+    case 23
+        message = 'Parameters have been updated in the steadystate routine and some have complex values.';
+    case 24
+        message = 'Parameters have been updated in the steadystate routine and some are NaNs or Inf.';
+    case 25
+        message = 'The solution to the static equations is not a steady state of the dynamic model: verify that the equations tagged by [static] and [dynamic] are consistent';
+    case 26
+        message = 'The loglinearization of the model cannot be performed, because the steady state is not strictly positive.';
+    case 30
+        message = 'Ergodic variance can''t be computed.';
+    case 41
+        message = 'one (many) parameter(s) do(es) not satisfy the lower bound';
+    case 42
+        message = 'one (many) parameter(s) do(es) not satisfy the upper bound';
+    case 43
+        message = 'Covariance matrix of structural shocks is not positive definite';
+    case 44 %DsgeLikelihood_hh / dsge_likelihood
+        message = 'The covariance matrix of the measurement errors is not positive definite.';
+    case 45 %DsgeLikelihood_hh / dsge_likelihood
+        message = 'Likelihood is not a number (NaN) or a complex number';
+    case 46 %DsgeLikelihood_hh / dsge_likelihood
+        message = 'Likelihood is a complex number';
+    case 47 %DsgeLikelihood_hh / dsge_likelihood
+        message = 'Prior density is not a number (NaN)';
+    case 48 %DsgeLikelihood_hh / dsge_likelihood
+        message = 'Prior density is a complex number';
+    case 49
+        message = 'The model violates one (many) endogenous prior restriction(s)';
+    case 50
+        message = 'Likelihood is Inf';
+    case 51
+        message = sprintf('\n The dsge_prior_weight is dsge_var=%5.4f, but must be at least %5.4f for the prior to be proper.\n You are estimating a DSGE-VAR model, but the value of the dsge prior weight is too low!', info(2), info(3));
+    case 52 %dsge_var_likelihood
+        message = 'You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on artificial and actual sample is not positive definite!';
+    case 53 %dsge_var_likelihood
+        message = 'You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on the artificial sample, is not positive definite!';
+    case 55
+        message = 'Fast Kalman filter only works with stationary models [lik_init=1] or stationary observables for non-stationary models [lik_init=3]';
+    case 61 %Discretionary policy
+        message = 'Discretionary policy: maximum number of iterations has been reached. Procedure failed.';
+    case 62
+        message = 'Discretionary policy: some eigenvalues greater than options_.qz_criterium. Model potentially unstable.';
+    case 63
+        message = 'Discretionary policy: NaN elements are present in the solution. Procedure failed.';
+    case 64
+        message = 'discretionary_policy: the derivatives of the objective function contain NaN.';
+    case 65
+        message = 'discretionary_policy: the model must be written in deviation form and not have constant terms.';
+    case 66
+        message = 'discretionary_policy: the objective function must have zero first order derivatives.';
+    case 71
+        message = 'Calibrated covariance of the structural errors implies correlation larger than +-1.';
+    case 72
+        message = 'Calibrated covariance of the measurement errors implies correlation larger than +-1.';
+        % Aim Code Conversions by convertAimCodeToInfo.m
+    case 81
+        message = ['Ramsey: The solution to the static first order conditions for optimal policy could not be found. Either the model' ...
+            ' doesn''t have a steady state, there are an infinity of steady states, ' ...
+            ' or the guess values are too far from the solution'];
+    case 82
+        message = 'Ramsey: The steady state computation resulted in NaN in the static first order conditions for optimal policy';
+    case 83
+        message = 'Ramsey: The steady state computation resulted in NaN in the auxiliary equations for optimal policy';
+    case 84
+        message = 'Ramsey: The steady state file computation for the Ramsey problem resulted in NaNs at the initial values of the instruments';
+    case 85
+        message = 'Ramsey: The steady state file does not solve the static first order conditions conditional on the instruments.';
+    case 86
+        message = 'Ramsey: The steady state file provides complex numbers conditional on the instruments.';
+    case 87
+        message = 'Ramsey: The maximum number of iterations has been reached. Try increasing maxit.';
+    case 102
+        message = 'Aim: roots not correctly computed by real_schur';
+    case 103
+        message = 'Aim: too many explosive roots: no stable equilibrium';
+    case 135
+        message = 'Aim: too many explosive roots, and q(:,right) is singular';
+    case 104
+        message = 'Aim: too few explosive roots: indeterminacy';
+    case 145
+        message = 'Aim: too few explosive roots, and q(:,right) is singular';
+    case 105
+        message = 'Aim: q(:,right) is singular';
+    case 161
+        message = 'Aim: too many exact shiftrights';
+    case 162
+        message = 'Aim: too many numeric shiftrights';
+    case 163
+        message = 'Aim: A is NAN or INF.';
+    case 164
+        message = 'Aim: Problem in SPEIG.';
+    otherwise
+        message = 'This case shouldn''t happen. Contact the authors of Dynare';
 end
\ No newline at end of file

matlab/print_info.m

@@ -11,7 +11,7 @@ function print_info(info, noprint, DynareOptions)
 % SPECIAL REQUIREMENTS
 %    none
 
-% Copyright (C) 2005-2019 Dynare Team
+% Copyright (C) 2005-2020 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -27,6 +27,7 @@ function print_info(info, noprint, DynareOptions)
 %
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
-
-message = get_error_message(info, noprint, DynareOptions);
-error(message);
+if ~noprint
+    message = get_error_message(info, DynareOptions);
+    error(message);
+end
\ No newline at end of file

tests/Makefile.am

@@ -279,6 +279,7 @@ MODFILES = \
 	ep/rbcii.mod \
 	ep/linearmodel0.mod \
 	ep/linearmodel1.mod \
+	stochastic_simulations/example1_noprint.mod \
 	stochastic-backward-models/solow_cd.mod \
 	stochastic-backward-models/solow_ces.mod \
 	stochastic-backward-models/solow_cd_with_steadystate.mod \

tests/stochastic_simulations/example1_noprint.mod

+/*
+ * Example 1 from F. Collard (2001): "Stochastic simulations with DYNARE:
+ * A practical guide" (see "guide.pdf" in the documentation directory).
+ */
+
+/*
+ * Copyright (C) 2001-2010 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+
+var y, c, k, a, h, b;
+varexo e, u;
+
+parameters beta, rho, alpha, delta, theta, psi, tau;
+
+alpha = -0.36;  // changed "0.36" to "-0.36" to generate an error
+rho   = 0.95;
+tau   = 0.025;
+beta  = 0.99;
+delta = 0.025;
+psi   = 0;
+theta = 2.95;
+
+phi   = 0.1;
+
+model;
+c*theta*h^(1+psi)=(1-alpha)*y;
+k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
+    *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
+y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
+k = exp(b)*(y-c)+(1-delta)*k(-1);
+a = rho*a(-1)+tau*b(-1) + e;
+b = tau*a(-1)+rho*b(-1) + u;
+end;
+
+initval;
+y = 1.08068253095672;
+c = 0.80359242014163;
+h = 0.29175631001732;
+k = 11.08360443260358;
+a = 0;
+b = 0;
+e = 0;
+u = 0;
+end;
+
+shocks;
+var e; stderr 0.009;
+var u; stderr 0.009;
+var e, u = phi*0.009*0.009;
+end;
+
+stoch_simul(noprint);   // added "noprint"