Commit 716b1898 authored by Dóra Kocsis's avatar Dóra Kocsis

Factorize interpret_resol_info into print_info. Closes: Dynare/dynare#1308

parent 553615ef
......@@ -11,7 +11,7 @@ function varargout = prior(varargin)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2015-2018 Dynare Team
% Copyright (C) 2015-2019 Dynare Team
%
% This file is part of Dynare.
%
......@@ -143,7 +143,8 @@ if ismember('moments', varargin) % Prior simulations (2nd order moments).
end
if info
skipline()
fprintf('Cannot solve the model on the prior mode (info = %s, %s)\n', num2str(info(1)), interpret_resol_info(info));
message = get_error_message(info);
fprintf('Cannot solve the model on the prior mode (info = %d, %s)\n', info(1), message);
skipline()
return
end
......
function message = get_error_message(info, noprint, DynareOptions)
% Returns error messages
%
% INPUTS
% info [double] vector returned by resol.m
% noprint [integer] equal to 0 if the error message has to be printed.
% DynareOptions [structure] --> options_
% OUTPUTS
% message [string] corresponding error message
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2005-2019 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if ~noprint
switch info(1)
case 0
message = '';
case 1
message = 'The model doesn''t determine the current variable uniquely.';
case 2
message = sprintf('The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function dgges: info=%d, n=%d. You can also run model_diagnostics to get more information on what may cause this problem.', info(2), info(3));
case 3
message = 'Blanchard & Kahn conditions are not satisfied: no stable equilibrium.';
case 4
message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy.';
case 5
message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy due to rank failure.';
case 6
message = 'The Jacobian matrix evaluated at the steady state contains elements that are not real or are infinite.';
case 7
message = sprintf('One of the eigenvalues is close to 0/0 (the absolute value of numerator and denominator is smaller than %5.4f!\n If you believe that the model has a unique solution you can try to reduce the value of qz_zero_threshold.',DynareOptions.qz_zero_threshold);
case 8
if size(info,2)>=2
global M_;
disp_string = M_.param_names{info(2)};
for ii=1:length(info)-2
disp_string = [disp_string, ', ', M_.param_names{info(2+ii)}];
end
message = ['The Jacobian contains NaNs because the following parameters are NaN: ' disp_string];
else
message = 'The Jacobian contains NaNs. For more information, use options_.debug.';
end
case 9
message = 'k_order_pert was unable to compute the solution';
case 10
message = 'The Jacobian of the dynamic model contains Inf. For more information, use options_.debug.';
case 11
message = 'The Hessian of the dynamic model used for second order solutions must not contain Inf';
case 12
message = 'The Hessian of the dynamic model used for second order solutions must not contain NaN';
case 19
message = 'The steadystate file did not compute the steady state';
case 20
if DynareOptions.linear
message = sprintf('Impossible to find the steady state (the sum of square residuals of the static equations is %5.4f). Either the model doesn''t have a steady state or there are an infinity of steady states Check whether your model is truly linear or whether there is a mistake in linearization.', info(2));
else
message = sprintf('Impossible to find the steady state (the sum of square residuals of the static equations is %5.4f). Either the model doesn''t have a steady state, there are an infinity of steady states, or the guess values are too far from the solution', info(2));
end
case 21
message = sprintf('The steady state is complex (the sum of square residuals of imaginary parts of the steady state is %5.4f)', info(2));
case 22
message = 'The steady state has NaNs or Inf.';
case 23
message = 'Parameters have been updated in the steadystate routine and some have complex values.';
case 24
message = 'Parameters have been updated in the steadystate routine and some are NaNs or Inf.';
case 25
message = 'The solution to the static equations is not a steady state of the dynamic model: verify that the equations tagged by [static] and [dynamic] are consistent';
case 26
message = 'The loglinearization of the model cannot be performed, because the steady state is not strictly positive.';
case 30
message = 'Ergodic variance can''t be computed.';
case 41
message = 'one (many) parameter(s) do(es) not satisfy the lower bound';
case 42
message = 'one (many) parameter(s) do(es) not satisfy the upper bound';
case 43
message = 'Covariance matrix of structural shocks is not positive definite';
case 44 %DsgeLikelihood_hh / dsge_likelihood
message = 'The covariance matrix of the measurement errors is not positive definite.';
case 45 %DsgeLikelihood_hh / dsge_likelihood
message = 'Likelihood is not a number (NaN) or a complex number';
case 46 %DsgeLikelihood_hh / dsge_likelihood
message = 'Likelihood is a complex number';
case 47 %DsgeLikelihood_hh / dsge_likelihood
message = 'Prior density is not a number (NaN)';
case 48 %DsgeLikelihood_hh / dsge_likelihood
message = 'Prior density is a complex number';
case 49
message = 'The model violates one (many) endogenous prior restriction(s)';
case 50
message = 'Likelihood is Inf';
case 51
message = sprintf('\n The dsge_prior_weight is dsge_var=%5.4f, but must be at least %5.4f for the prior to be proper.\n You are estimating a DSGE-VAR model, but the value of the dsge prior weight is too low!', info(2), info(3));
case 52 %dsge_var_likelihood
message = 'You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on artificial and actual sample is not positive definite!';
case 53 %dsge_var_likelihood
message = 'You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on the artificial sample, is not positive definite!';
case 55
message = 'Fast Kalman filter only works with stationary models [lik_init=1] or stationary observables for non-stationary models [lik_init=3]';
case 61 %Discretionary policy
message = 'Discretionary policy: maximum number of iterations has been reached. Procedure failed.';
case 62
message = 'Discretionary policy: some eigenvalues greater than options_.qz_criterium. Model potentially unstable.';
case 63
message = 'Discretionary policy: NaN elements are present in the solution. Procedure failed.';
case 71
message = 'Calibrated covariance of the structural errors implies correlation larger than +-1.';
case 72
message = 'Calibrated covariance of the measurement errors implies correlation larger than +-1.';
% Aim Code Conversions by convertAimCodeToInfo.m
case 81
message = ['Ramsey: The solution to the static first order conditions for optimal policy could not be found. Either the model' ...
' doesn''t have a steady state, there are an infinity of steady states, ' ...
' or the guess values are too far from the solution'];
case 82
message = 'Ramsey: The steady state computation resulted in NaN in the static first order conditions for optimal policy';
case 83
message = 'Ramsey: The steady state computation resulted in NaN in the auxiliary equations for optimal policy';
case 84
message = 'Ramsey: The steady state file computation for the Ramsey problem resulted in NaNs at the initial values of the instruments';
case 85
message = 'Ramsey: The steady state file does not solve the static first order conditions conditional on the instruments.';
case 86
message = 'Ramsey: The steady state file provides complex numbers conditional on the instruments.';
case 87
message = 'Ramsey: The maximum number of iterations has been reached. Try increasing maxit.';
case 102
message = 'Aim: roots not correctly computed by real_schur';
case 103
message = 'Aim: too many explosive roots: no stable equilibrium';
case 135
message = 'Aim: too many explosive roots, and q(:,right) is singular';
case 104
message = 'Aim: too few explosive roots: indeterminacy';
case 145
message = 'Aim: too few explosive roots, and q(:,right) is singular';
case 105
message = 'Aim: q(:,right) is singular';
case 161
message = 'Aim: too many exact shiftrights';
case 162
message = 'Aim: too many numeric shiftrights';
case 163
message = 'Aim: A is NAN or INF.';
case 164
message = 'Aim: Problem in SPEIG.';
otherwise
message = 'This case shouldn''t happen. Contact the authors of Dynare';
end
end
\ No newline at end of file
function message = interpret_resol_info(info)
% Returns a message describing problem encountered during the resolution of
% a model.
%
% INPUTS
% - info [struct] Second output argument return by the resol routine
%
% OUTPUTS
% - message [string] Description of the issue preventing model's resolution.
% Copyright (C) 2001-2017 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
switch info(1)
case 0
message = '';
case 1
message = 'The model doesn''t determine the current variable uniquely.';
case 2
message = 'MJDGGES (Generalized Schur decomposition) returned an error code.';
case 3
message = 'Blanchard & Kahn conditions are not satisfied: no stable equilibrium.';
case 4
message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy.';
case 5
message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy due to rank failure.';
case 6
message = 'The jacobian evaluated at the deterministic steady state is complex.';
case 19
message = 'The steadystate routine has thrown an exception (inconsistent deep parameters).';
case 20
message = sprintf('Cannot find the steady state (the sum of square residuals of the static equations is %s)', num2str(info(2)));
case 21
message = sprintf('The steady state is complex (the sum of square residuals of imaginary parts of the steady state is %s)', num2str(info(2)));
case 22
message = 'The steady state has NaNs.';
case 23
message = 'Parameters have been updated in the steadystate routine and some have complex values.';
case 24
message = 'Parameters have been updated in the steadystate routine and some are NaNs.';
case 30
message = 'Ergodic variance can''t be computed.';
otherwise
message = 'Unknown issue!';
end
\ No newline at end of file
......@@ -28,147 +28,5 @@ function print_info(info, noprint, DynareOptions)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if ~noprint
switch info(1)
case 1
error('The model doesn''t determine the current variables uniquely')
case 2
error(['The generalized Schur (QZ) decomposition failed. ' ...
'For more information, see the documentation for Lapack function dgges: info=' ...
int2str(info(2)) ', n=' int2str(info(3)) ...
'. You can also run model_diagnostics to get more information on what may cause this problem.'])
case 3
error('Blanchard Kahn conditions are not satisfied: no stable equilibrium')
case 4
error('Blanchard Kahn conditions are not satisfied: indeterminacy')
case 5
error('Blanchard Kahn conditions are not satisfied: indeterminacy due to rank failure')
case 6
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 close to 0/0 (the absolute value of numerator and denominator is smaller than %s!\n If you believe that the model has a unique solution you can try to reduce the value of qz_zero_threshold.',num2str(DynareOptions.qz_zero_threshold))
case 8
if size(info,2)>=2
global M_;
disp_string = M_.param_names{info(2)};
for ii=1:length(info)-2
disp_string = [disp_string, ', ', M_.param_names{info(2+ii)}];
end
error(['The Jacobian contains NaNs because the following parameters are NaN: ' disp_string])
else
error('The Jacobian contains NaNs. For more information, use options_.debug.')
end
case 9
error('k_order_pert was unable to compute the solution')
case 10
error('The Jacobian of the dynamic model contains Inf. For more information, use options_.debug.')
case 11
error('The Hessian of the dynamic model used for second order solutions must not contain Inf')
case 12
error('The Hessian of the dynamic model used for second order solutions must not contain NaN')
case 19
error('The steadystate file did not compute the steady state')
case 20
if DynareOptions.linear
error(['Impossible to find the steady state. Either the model' ...
' doesn''t have a steady state or there are an infinity of steady states.' ...
' Check whether your model is truly linear or whether there is a mistake in linearization.'])
else
error(['Impossible to find the steady state. Either the model' ...
' doesn''t have a steady state, there are an infinity of steady states,' ...
' or the guess values are too far from the solution'])
end
case 21
error('The steady state is complex')
case 22
error('The steady state contains NaN or Inf')
case 23
error('Some updated params are complex')
case 24
error('Some updated params contain NaN or Inf')
case 25
error('The solution to the static equations is not a steady state of the dynamic model: verify that the equations tagged by [static] and [dynamic] are consistent')
case 26
error('The loglinearization of the model cannot be performed, because the steady state is not strictly positive.')
case 30
error('Variance can''t be computed')
case 41
error('one (many) parameter(s) do(es) not satisfy the lower bound');
case 42
error('one (many) parameter(s) do(es) not satisfy the upper bound');
case 43
error('Covariance matrix of structural shocks is not positive definite')
case 44 %DsgeLikelihood_hh / dsge_likelihood
error('The covariance matrix of the measurement errors is not positive definite.');
case 45 %DsgeLikelihood_hh / dsge_likelihood
error('Likelihood is not a number (NaN) or a complex number');
case 46 %DsgeLikelihood_hh / dsge_likelihood
error('Likelihood is a complex number');
case 47 %DsgeLikelihood_hh / dsge_likelihood
error('Prior density is not a number (NaN)');
case 48 %DsgeLikelihood_hh / dsge_likelihood
error('Prior density is a complex number');
case 49
error('The model violates one (many) endogenous prior restriction(s)')
case 50
error('Likelihood is Inf')
case 51
fprintf('\n The dsge_prior_weight is dsge_var=%5.4f, but must be at least %5.4f for the prior to be proper.\n',info(2),info(3));
error('You are estimating a DSGE-VAR model, but the value of the dsge prior weight is too low!')
case 52 %dsge_var_likelihood
error('You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on artificial and actual sample is not positive definite!');
case 53 %dsge_var_likelihood
error('You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on the artificial sample, is not positive definite!');
case 55
error('Fast Kalman filter only works with stationary models [lik_init=1] or stationary observables for non-stationary models [lik_init=3]')
case 61 %Discretionary policy
error('Discretionary policy: maximum number of iterations has been reached. Procedure failed.');
case 62
error('Discretionary policy: some eigenvalues greater than options_.qz_criterium. Model potentially unstable.');
case 63
error('Discretionary policy: NaN elements are present in the solution. Procedure failed.');
case 71
error('Calibrated covariance of the structural errors implies correlation larger than +-1.');
case 72
error('Calibrated covariance of the measurement errors implies correlation larger than +-1.');
% Aim Code Conversions by convertAimCodeToInfo.m
case 81
error(['Ramsey: The solution to the static first order conditions for optimal policy could not be found. Either the model' ...
' doesn''t have a steady state, there are an infinity of steady states, ' ...
' or the guess values are too far from the solution']);
case 82
error('Ramsey: The steady state computation resulted in NaN in the static first order conditions for optimal policy');
case 83
error('Ramsey: The steady state computation resulted in NaN in the auxiliary equations for optimal policy');
case 84
error('Ramsey: The steady state file computation for the Ramsey problem resulted in NaNs at the initial values of the instruments');
case 85
error('Ramsey: The steady state file does not solve the static first order conditions conditional on the instruments.');
case 86
error('Ramsey: The steady state file provides complex numbers conditional on the instruments.');
case 87
error('Ramsey: The maximum number of iterations has been reached. Try increasing maxit.');
case 102
error('Aim: roots not correctly computed by real_schur');
case 103
error('Aim: too many explosive roots: no stable equilibrium');
case 135
error('Aim: too many explosive roots, and q(:,right) is singular');
case 104
error('Aim: too few explosive roots: indeterminacy');
case 145
error('Aim: too few explosive roots, and q(:,right) is singular');
case 105
error('Aim: q(:,right) is singular');
case 161
error('Aim: too many exact shiftrights');
case 162
error('Aim: too many numeric shiftrights');
case 163
error('Aim: A is NAN or INF.')
case 164
error('Aim: Problem in SPEIG.')
otherwise
error('This case shouldn''t happen. Contact the authors of Dynare')
end
end
message = get_error_message(info, noprint, DynareOptions);
error(message);
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