From 33aa22a80f203e6e1d61c5f17b0a35d8b0ed32b2 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Sun, 11 Oct 2015 10:49:15 +0200
Subject: [PATCH] Condition check for stochastic singularity on maximum of
non-missing observations closes #1071
---
matlab/initial_estimation_checks.m | 8 ++++++--
1 file changed, 6 insertions(+), 2 deletions(-)
diff --git a/matlab/initial_estimation_checks.m b/matlab/initial_estimation_checks.m
index 642023e0ad..dff2d4dfec 100644
--- a/matlab/initial_estimation_checks.m
+++ b/matlab/initial_estimation_checks.m
@@ -36,11 +36,15 @@ function DynareResults = initial_estimation_checks(objective_function,xparam1,Dy
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-if DynareDataset.vobs>Model.exo_nbr+EstimatedParameters.nvn
+%get maximum number of simultaneously observed variables for stochastic
+%singularity check
+maximum_number_non_missing_observations=max(sum(~isnan(DynareDataset.data),2));
+
+if maximum_number_non_missing_observations>Model.exo_nbr+EstimatedParameters.nvn
error(['initial_estimation_checks:: Estimation can''t take place because there are less declared shocks than observed variables!'])
end
-if DynareDataset.vobs>length(find(diag(Model.Sigma_e)))+EstimatedParameters.nvn
+if maximum_number_non_missing_observations>length(find(diag(Model.Sigma_e)))+EstimatedParameters.nvn
error(['initial_estimation_checks:: Estimation can''t take place because too many shocks have been calibrated with a zero variance!'])
end
--
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