#169: recent change to oo_.steady_state breaks estimation --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: critical | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- The commit 9f7cfaec007f0d4aa805047823c3fb4ce020d6b9 has broken estimation, in particular of fs2000.mod.
The mode optimization fails: {{{ POSTERIOR KERNEL OPTIMIZATION PROBLEM! (minus) the hessian matrix at the "mode" is not positive definite! => posterior variance of the estimated parameters are not positive. You should try to change the initial values of the parameters using the estimated_params_init block, or use another optimization routine. warning: The results below are most likely wrong! }}}
Commenting out line 123 of resol.m fixes the problem: {{{ oo_.steady_state = steady_state; }}}