From 5c8250ba2bd063d1ae02eba2b5d10388541cd27b Mon Sep 17 00:00:00 2001
From: Michel Juillard <michel.juillard@mjui.fr>
Date: Fri, 18 Nov 2011 22:12:36 +0100
Subject: [PATCH] introducing new test for 0/0 case in mjdgges (cherry-picked
by hand from 1cd827b5adc78669b6525fed57cfa383e6ffd5fb)
---
matlab/DsgeLikelihood.m | 4 ++--
matlab/dr1.m | 9 +++++++--
matlab/print_info.m | 4 ++--
mex/sources/mjdgges/mjdgges.c | 10 +++++++++-
4 files changed, 20 insertions(+), 7 deletions(-)
diff --git a/matlab/DsgeLikelihood.m b/matlab/DsgeLikelihood.m
index e20a13f3b..c0ecd0bb3 100644
--- a/matlab/DsgeLikelihood.m
+++ b/matlab/DsgeLikelihood.m
@@ -126,7 +126,7 @@ M_.H = H;
%------------------------------------------------------------------------------
[T,R,SteadyState,info] = dynare_resolve('restrict');
-if info(1) == 1 || info(1) == 2 || info(1) == 5
+if info(1) == 1 || info(1) == 2 || info(1) == 7 || info(1) == 5
fval = bayestopt_.penalty+1;
cost_flag = 0;
return
@@ -271,4 +271,4 @@ end
% ------------------------------------------------------------------------------
lnprior = priordens(xparam1,bayestopt_.pshape,bayestopt_.p6,bayestopt_.p7,bayestopt_.p3,bayestopt_.p4);
fval = (likelihood-lnprior);
-options_.kalman_algo = kalman_algo;
\ No newline at end of file
+options_.kalman_algo = kalman_algo;
diff --git a/matlab/dr1.m b/matlab/dr1.m
index 562ef7e90..b1c006dfb 100644
--- a/matlab/dr1.m
+++ b/matlab/dr1.m
@@ -352,8 +352,13 @@ else % use original Dynare solver
mexErrCheck('mjdgges', err);
if info1
- info(1) = 2;
- info(2) = info1;
+ if info1 == -30
+ info(1) = 7;
+ else
+ info(1) = 2;
+ info(2) = info1;
+ info(3) = size(e,2);
+ end
return
end
diff --git a/matlab/print_info.m b/matlab/print_info.m
index a1e22d1bd..40c1d7ee9 100644
--- a/matlab/print_info.m
+++ b/matlab/print_info.m
@@ -48,8 +48,8 @@ if ~noprint
error(['The Jacobian matrix evaluated at the steady state contains elements ' ...
'that are not real or are infinite'])
case 7
- error(['One of the eigenvalues is is close to 0/0 (the absolute ' ...
- 'value of numerator and denominator is smaller than 1e-6).'])
+ error(['One of the eigenvalues is close to 0/0 (the absolute ' ...
+ 'value of numerator and denominator is smaller than 1e-6)'])
case 19
error('The steadystate file did not compute the steady state (inconsistent deep parameters).')
case 20
diff --git a/mex/sources/mjdgges/mjdgges.c b/mex/sources/mjdgges/mjdgges.c
index e42b8234c..bbd91a40c 100644
--- a/mex/sources/mjdgges/mjdgges.c
+++ b/mex/sources/mjdgges/mjdgges.c
@@ -60,7 +60,15 @@ mjdgges(double *a, double *b, double *z, double *n, double *sdim, double *eval_r
pei = eval_i;
for (per = eval_r; per <= &eval_r[i_n-1]; ++per)
{
- *per = *par / *pb;
+ if ((fabs(*par) > 1e-6) || (fabs(*pb) > 1e-6))
+ *per = *par / *pb;
+ else
+ {
+ /* the ratio is too close to 0/0;
+ returns specific error number only if no other error */
+ if (i_info == 0)
+ *info = -30;
+ }
if (*pai == 0.0 && *pb == 0.0)
*pei = 0.0;
else
--
GitLab