Commit da0ad673 authored by Johannes Pfeifer 's avatar Johannes Pfeifer Committed by Stéphane Adjemian

initial_estimation_checks.m: Allow for calibrated measurement error

parent 4c95e8fd
Pipeline #1748 passed with stages
in 118 minutes and 17 seconds
...@@ -45,11 +45,13 @@ if DynareOptions.order>1 && any(any(isnan(DynareDataset.data))) ...@@ -45,11 +45,13 @@ if DynareOptions.order>1 && any(any(isnan(DynareDataset.data)))
error('initial_estimation_checks:: particle filtering does not support missing observations') error('initial_estimation_checks:: particle filtering does not support missing observations')
end end
if maximum_number_non_missing_observations>Model.exo_nbr+EstimatedParameters.nvn non_zero_ME=length(EstimatedParameters.H_entries_to_check_for_positive_definiteness);
if maximum_number_non_missing_observations>Model.exo_nbr+non_zero_ME
error(['initial_estimation_checks:: Estimation can''t take place because there are less declared shocks than observed variables!']) error(['initial_estimation_checks:: Estimation can''t take place because there are less declared shocks than observed variables!'])
end end
if maximum_number_non_missing_observations>length(find(diag(Model.Sigma_e)))+EstimatedParameters.nvn if maximum_number_non_missing_observations>length(find(diag(Model.Sigma_e)))+non_zero_ME
error(['initial_estimation_checks:: Estimation can''t take place because too many shocks have been calibrated with a zero variance!']) error(['initial_estimation_checks:: Estimation can''t take place because too many shocks have been calibrated with a zero variance!'])
end end
......
Markdown is supported
0% or
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment