From db847c468d112f85241c180e4a9dcd3794e868a2 Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@jrc.ec.europa.eu>
Date: Mon, 2 Jul 2012 10:55:02 +0200
Subject: [PATCH] - Added trap to avoid infinite loops when type is not
'prior'; - Recover value of nosaddle from _core routine (bug fix when type is
'prior'); (cherry picked from commit
99c35e22f16b52650ec33efb1178aeafc2b0b367)
---
matlab/PosteriorIRF.m | 7 +++++--
matlab/PosteriorIRF_core1.m | 12 +++++++++---
2 files changed, 14 insertions(+), 5 deletions(-)
diff --git a/matlab/PosteriorIRF.m b/matlab/PosteriorIRF.m
index 13543e3c05..c78733e383 100644
--- a/matlab/PosteriorIRF.m
+++ b/matlab/PosteriorIRF.m
@@ -162,7 +162,6 @@ end
% function.
b = 0;
-nosaddle = 0;
localVars=[];
@@ -171,7 +170,6 @@ localVars=[];
localVars.IRUN = IRUN;
localVars.irun = irun;
localVars.irun2=irun2;
-localVars.nosaddle=nosaddle;
localVars.npar = npar;
localVars.type=type;
@@ -208,6 +206,7 @@ localVars.MhDirectoryName=MhDirectoryName;
% Like sequential execution!
if isnumeric(options_.parallel),
[fout] = PosteriorIRF_core1(localVars,1,B,0);
+ nosaddle = fout.nosaddle;
else
% Parallel execution!
[nCPU, totCPU, nBlockPerCPU] = distributeJobs(options_.parallel, 1, B);
@@ -241,6 +240,10 @@ else
NamFileInput(length(NamFileInput)+1,:)={'',[M_.fname '_steadystate.m']};
end
[fout] = masterParallel(options_.parallel, 1, B,NamFileInput,'PosteriorIRF_core1', localVars, globalVars, options_.parallel_info);
+ nosaddle=0;
+ for j=1:length(fout),
+ nosaddle = nosaddle + fout(j).nosaddle;
+ end
end
diff --git a/matlab/PosteriorIRF_core1.m b/matlab/PosteriorIRF_core1.m
index fa89722f35..115327fa8a 100644
--- a/matlab/PosteriorIRF_core1.m
+++ b/matlab/PosteriorIRF_core1.m
@@ -52,7 +52,6 @@ end
IRUN = myinputs.IRUN;
irun =myinputs.irun;
irun2=myinputs.irun2;
-nosaddle=myinputs.nosaddle;
npar=myinputs.npar;
type=myinputs.type;
if ~strcmpi(type,'prior'),
@@ -124,6 +123,7 @@ OutputFileName_param = {};
fpar = fpar-1;
fpar0=fpar;
+nosaddle=0;
if whoiam
ifil2=ifil2(whoiam);
@@ -163,8 +163,12 @@ while fpar<B
elseif info(1) == 5
errordef = 'Rank condition is not satisfied';
end
- disp(['PosteriorIRF :: Dynare is unable to solve the model (' errordef ')'])
- continue
+ if strcmpi(type,'prior'),
+ disp(['PosteriorIRF :: Dynare is unable to solve the model (' errordef ')'])
+ continue
+ else
+ error(['PosteriorIRF :: Dynare is unable to solve the model (' errordef ') with sample ' type])
+ end
end
SS(M_.exo_names_orig_ord,M_.exo_names_orig_ord) = M_.Sigma_e+1e-14*eye(M_.exo_nbr);
SS = transpose(chol(SS));
@@ -305,6 +309,8 @@ end
myoutput.OutputFileName = [OutputFileName_dsge;
OutputFileName_param;
OutputFileName_bvardsge];
+
+myoutput.nosaddle = nosaddle;
--
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