wrap ekf call in try catch

tholden · Apr 3, 2019 · fdc0d0a · fdc0d0a
1 parent 68d74b7
commit fdc0d0a
Showing 1 changed file with 21 additions and 6 deletions.
diff --git a/matlab/dsge_likelihood.m b/matlab/dsge_likelihood.m
@@ -1037,13 +1037,28 @@
     if DynareOptions.pruning
         a = [ a; a_pruned1 ];
     end
+
+    try
 
-    [LIK,lik,a,Pstar,rootPstar] = extended_kalman_filter(DatasetInfo.missing.aindex,DatasetInfo.missing.number_of_observations,DatasetInfo.missing.no_more_missing_observations,Y,diffuse_periods+1,size(Y,2), ...
-                                                   a, rootPstar, ...
-                                                   kalman_tol, DynareOptions.riccati_tol, ...
-                                                   DynareOptions.rescale_prediction_error_covariance, ...
-                                                   DynareOptions.presample, ...
-                                                   EKFStateSelect,Constant,Jacobian0,Hessian,Q,H,Z,mm,pp,rr,Zflag,diffuse_periods);
+        [LIK,lik,a,Pstar,rootPstar] = extended_kalman_filter(DatasetInfo.missing.aindex,DatasetInfo.missing.number_of_observations,DatasetInfo.missing.no_more_missing_observations,Y,diffuse_periods+1,size(Y,2), ...
+                                                       a, rootPstar, ...
+                                                       kalman_tol, DynareOptions.riccati_tol, ...
+                                                       DynareOptions.rescale_prediction_error_covariance, ...
+                                                       DynareOptions.presample, ...
+                                                       EKFStateSelect,Constant,Jacobian0,Hessian,Q,H,Z,mm,pp,rr,Zflag,diffuse_periods);
+
+    catch Error
+
+        disp( 'Error in Extended Kalman Filter:' );
+        disp( Error.message );
+
+        fval = Inf;
+        info(1) = 5116;
+        info(4) = 0.1;
+        exit_flag = 0;
+        return
+
+    end
 
 else