From 74fdf8230a6e5caeca20637808b9362f4a9f00de Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Sat, 1 Mar 2025 19:48:34 +0100
Subject: [PATCH] :bug: fix loop in kalman_update_engine.m if regime_start hits
0
Closes #1956
---
matlab/+occbin/kalman_update_engine.m | 17 +++++++++++++----
1 file changed, 13 insertions(+), 4 deletions(-)
diff --git a/matlab/+occbin/kalman_update_engine.m b/matlab/+occbin/kalman_update_engine.m
index 3459a26712..18ea281e74 100644
--- a/matlab/+occbin/kalman_update_engine.m
+++ b/matlab/+occbin/kalman_update_engine.m
@@ -109,6 +109,7 @@ if info==0
newstart = regx(1).regimestart(end);
diffstart = newstart-oldstart;
regname = 'regimestart';
+ reg_string = 'regime';
else
newstart1 = regx(1).regimestart1(end);
newstart2 = regx(1).regimestart2(end);
@@ -118,11 +119,13 @@ if info==0
switch diffregime
case 1
regname = 'regimestart1';
+ reg_string = 'regime1';
case 2
regname = 'regimestart2';
+ reg_string = 'regime2';
+ end
end
end
-end
if options_.occbin.filter.use_relaxation && diffstart>options_.occbin.filter.use_relaxation
guess_regime = [base_regime base_regime];
options_.occbin.filter.guess_regime = true;
@@ -132,9 +135,15 @@ if options_.occbin.filter.use_relaxation && diffstart>options_.occbin.filter.use
% we reduce length until the converged regime does not change
guess_regime(1).(regname)(end) = regx2(1).(regname)(end)-1;
- if guess_regime(1).(regname)(end-1)==guess_regime(1).(regname)(end)
- guess_regime(1).(regname)(end-1) = guess_regime(1).(regname)(end-1)-1;
- end
+ if guess_regime(1).(regname)(end)==1
+ % make sure we enforce base regime
+ guess_regime(1).(regname)=guess_regime(1).(regname)(end);
+ guess_regime(1).(reg_string)=0;
+ else
+ if guess_regime(1).(regname)(end-1)==guess_regime(1).(regname)(end)
+ guess_regime(1).(regname)(end-1) = guess_regime(1).(regname)(end-1)-1;
+ end
+ end
if is_multivariate
[ax2, a1x2, Px2, P1x2, vx2, Tx2, Rx2, Cx2, regx2, info2, M_2, likx2, etahat2, alphahat2, V2] = occbin.kalman_update_algo_1(a0,a1,P0,P1,data_index,Z,vv,Y,H,Qt,T0,R0,TT,RR,CC,guess_regime,M_,dr,endo_steady_state,exo_steady_state,exo_det_steady_state,options_,occbin_options);
else
--
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