Skip to content

Provide error handling to piece-wise linear Kalman filter

For example, kalman_update_algo_1 contains

[~, out, ss] = occbin.solver(M_,oo_,options_);
if isequal(out.regime_history(1),regimes_(1))
    error_flag=0;
    break
end

There are two issues:

  1. options_.noprint is not set locally so that any problem in occbin.solver will trigger a hard-error
  2. Even if one suppresses the error, the required fields will not be set. kalman_update_algo_1 always expects a solution.