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function options_=select_qz_criterium_value(options_)
% function options_=select_qz_criterium_value(options_)
% set the value of options_.qz_criterium depending on the Kalman filter used
%
% INPUTS
% options_: Dynare options structure
%
% OUTPUTS
% options_: Dynare options structure
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2016-2017 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/>.
% If options_.lik_init == 1
% set by default options_.qz_criterium to 1-1e-6
% and check options_.qz_criterium < 1-eps if options_.lik_init == 1
% Else
% set by default options_.qz_criterium to 1+1e-6
stack = dbstack;
if options_.particle.status
% Non linear filter
if isequal(options_.particle.initialization, 3)
if isempty(options_.qz_criterium)
options_.qz_criterium = 1+1e-6;
else
if options_.qz_criterium <= 1
fprintf('\n%s:: You set nonlinear_filter_initialization equal to 3, it is assumed that you try to estimate a non stationary model. Resetting it to 1+1e-6.\n', stack(2).file)
options_.qz_criterium = 1+1e-6;
end
end
else
if isempty(options_.qz_criterium)
options_.qz_criterium = 1-1e-6;
end
end
else
% Linear filter
if isequal(options_.lik_init,1)
if isempty(options_.qz_criterium)
options_.qz_criterium = 1-1e-6;
elseif options_.qz_criterium > 1-eps
error([stack(2).file ': option qz_criterium is too large for estimating/smoothing ' ...
'a stationary model. If your model contains unit roots, use ' ...
'option diffuse_filter'])
end
else
if isempty(options_.qz_criterium)
options_.qz_criterium = 1+1e-6;
else
if options_.qz_criterium <= 1
fprintf('\n%s:: diffuse filter is incompatible with a qz_criterium<=1. Resetting it to 1+1e-6.\n',stack(2).file)
options_.qz_criterium = 1+1e-6;
end
end
end
end
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