From b886de92dc99098cce4b3d388650839cbb6b2365 Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@ec.europa.eu>
Date: Fri, 3 Feb 2023 14:25:32 +0100
Subject: [PATCH] trap case when simulation does not converge within smoother
---
matlab/+occbin/DSGE_smoother.m | 10 ++++++++++
1 file changed, 10 insertions(+)
diff --git a/matlab/+occbin/DSGE_smoother.m b/matlab/+occbin/DSGE_smoother.m
index 3ed80498ca..59175ccf13 100644
--- a/matlab/+occbin/DSGE_smoother.m
+++ b/matlab/+occbin/DSGE_smoother.m
@@ -144,6 +144,11 @@ opts_simul.init_regime=regime_history; % use realtime regime for guess, to avoid
options_.occbin.simul=opts_simul;
options_.noprint = true;
[~, out, ss] = occbin.solver(M_,oo_,options_);
+if out.error_flag
+ fprintf('Occbin smoother:: simulation within smoother did not converge.\n')
+ print_info(error_flag, false, options_)
+ return;
+end
regime_history = out.regime_history;
if options_.smoother_redux
occbin_options.opts_simul.restrict_state_space =1;
@@ -204,6 +209,11 @@ while is_changed && maxiter>iter && ~is_periodic
opts_simul.endo_init = alphahat0(oo_.dr.inv_order_var,1);
options_.occbin.simul=opts_simul;
[~, out, ss] = occbin.solver(M_,oo_,options_);
+ if out.error_flag
+ fprintf('Occbin smoother:: simulation within smoother did not converge.\n')
+ print_info(error_flag, false, options_)
+ return;
+ end
regime_history = out.regime_history;
TT = ss.T(oo_.dr.order_var,oo_.dr.order_var,:);
RR = ss.R(oo_.dr.order_var,:,:);
--
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