From 9a0c35a4b2a600753256a3886b11c2f474ad7f45 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Wed, 27 Nov 2024 11:54:51 +0100
Subject: [PATCH] occbin.DSGE_smoother.m: replace try-catch statement by error
code
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/2226#note_20318
---
matlab/+occbin/DSGE_smoother.m | 15 +++------------
matlab/kalman/DsgeSmoother.m | 5 +++--
2 files changed, 6 insertions(+), 14 deletions(-)
diff --git a/matlab/+occbin/DSGE_smoother.m b/matlab/+occbin/DSGE_smoother.m
index 76460bb07f..ebe3f36aa8 100644
--- a/matlab/+occbin/DSGE_smoother.m
+++ b/matlab/+occbin/DSGE_smoother.m
@@ -123,20 +123,11 @@ occbin_options.opts_simul = opts_simul; % this builds the opts_simul options fie
occbin_options.opts_regime.binding_indicator = options_.occbin.smoother.init_binding_indicator;
occbin_options.opts_regime.regime_history=options_.occbin.smoother.init_regime_history;
-error_indicator=false;
options_.noprint = true;
-try
- %blanket try-catch should be replaced be proper error handling, see https://git.dynare.org/Dynare/dynare/-/merge_requests/2226#note_20318
- [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T0,R0,P,PK,decomp,Trend,state_uncertainty,oo_,bayestopt_,alphahat0,state_uncertainty0] = DsgeSmoother(xparam1,gend,Y,data_index,missing_value,M_,oo_,options_,bayestopt_,estim_params_,occbin_options);% T1=TT;
-catch ME
- error_indicator=true;
- disp(ME.message)
- for iter = 1:numel(ME.stack)
- ME.stack(iter)
- end
- end
-if error_indicator || isempty(alphahat0)
+[alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T0,R0,P,PK,decomp,Trend,state_uncertainty,oo_,bayestopt_,alphahat0,state_uncertainty0,~,error_indicator] = DsgeSmoother(xparam1,gend,Y,data_index,missing_value,M_,oo_,options_,bayestopt_,estim_params_,occbin_options);% T1=TT;
+
+if error_indicator(1) || isempty(alphahat0)
if ~options_.occbin.smoother.linear_smoother || nargin~=12 %make sure linear smoother results are set before using them
options_.occbin.smoother.status=false;
[~,etahat,~,~,~,~,~,~,~,~,~,~,~,~,~,~,alphahat0] = ...
diff --git a/matlab/kalman/DsgeSmoother.m b/matlab/kalman/DsgeSmoother.m
index c8a8b8b2f7..364a80dfe9 100644
--- a/matlab/kalman/DsgeSmoother.m
+++ b/matlab/kalman/DsgeSmoother.m
@@ -1,5 +1,5 @@
-function [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T,R,P,PK,decomp,trend_addition,state_uncertainty,oo_,bayestopt_,alphahat0,state_uncertainty0,d] = DsgeSmoother(xparam1,gend,Y,data_index,missing_value,M_,oo_,options_,bayestopt_,estim_params_,varargin)
-% [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T,R,P,PK,decomp,trend_addition,state_uncertainty,oo_,bayestopt_,alphahat0,state_uncertainty0,d] = DsgeSmoother(xparam1,gend,Y,data_index,missing_value,M_,oo_,options_,bayestopt_,estim_params_,varargin)
+function [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T,R,P,PK,decomp,trend_addition,state_uncertainty,oo_,bayestopt_,alphahat0,state_uncertainty0,d,info] = DsgeSmoother(xparam1,gend,Y,data_index,missing_value,M_,oo_,options_,bayestopt_,estim_params_,varargin)
+% [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T,R,P,PK,decomp,trend_addition,state_uncertainty,oo_,bayestopt_,alphahat0,state_uncertainty0,d,info] = DsgeSmoother(xparam1,gend,Y,data_index,missing_value,M_,oo_,options_,bayestopt_,estim_params_,varargin)
% Estimation of the smoothed variables and innovations.
%
% INPUTS
@@ -41,6 +41,7 @@ function [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T,R,P,PK,de
% the smoothed state for the initial
% period from the PKF
% o d [integer] number of diffuse periods
+% o info [1 by 4 double] error code and penalty
% Notes:
% m: number of endogenous variables (M_.endo_nbr)
--
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