Fix loop in identification
In identification_analysis.m
we have
indJJ = (find(max(abs(JJ'),[],1)>1.e-8));
...
while length(indJJ)<nparam && nlags<10,
disp('The number of moments with non-zero derivative is smaller than the number of parameters')
disp(['Try increasing ar = ', int2str(nlags+1)])
nlags=nlags+1;
[JJ, H, gam, gp, dA, dOm, dYss] = getJJ(A, B, M_,oo0,options_,kron_flag,indx,indexo,bayestopt_.mf2,nlags,useautocorr);
derivatives_info.DT=dA;
derivatives_info.DOm=dOm;
derivatives_info.DYss=dYss;
evalin('caller',['options_ident.ar=',int2str(nlags),';']);
end
As far as I can see, the condition on indJJ
is not updated in the loop. This looks wrong to me.