From 16fa6efc8dba48b4f30bdd921c6fcfc3388b3f6c Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@jrc.ec.europa.eu>
Date: Wed, 26 Sep 2012 16:00:18 +0200
Subject: [PATCH] Replace NaN with numeric penalty when diffuse filter does not
kill unit roots.
---
matlab/dsge_likelihood.m | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/matlab/dsge_likelihood.m b/matlab/dsge_likelihood.m
index 647c17ecb..f126a002e 100644
--- a/matlab/dsge_likelihood.m
+++ b/matlab/dsge_likelihood.m
@@ -428,8 +428,8 @@ switch DynareOptions.lik_init
diffuse_periods = length(dlik);
end
if isnan(dLIK),
- fval=dLIK;
info = 45;
+ fval = objective_function_penalty_base + 100;
exit_flag = 0;
return
end
--
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