use_dll: k_order_perturbation Caught Kord exception

[jpfeifer]

Hi,

does anyone know what the error message

??? Error using ==> k_order_perturbation
Caught Kord exception: NaN or Inf asserted in first order derivatives in FirstOrder::solve

Error in ==> k_order_pert at 21
[g_0, g_1, g_2, g_3] = k_order_perturbation(dr,0,M,options, oo , ['.' ...

Error in ==> dr1 at 56
[dr,info] = k_order_pert(dr,M_,options_,oo_);

Error in ==> resol at 128
[dr,info,M_,options_,oo_] = dr1(dr,check_flag,M_,options_,oo_);

Error in ==> stoch_simul at 42
[oo_.dr, info] = resol(oo_.steady_state,0);

means. I am running a model on Dynare 4.1.2 using

Code: Select all

model(use_dll)

and

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stoch_simul(order=3,irf=50,nocorr,nofunctions,nomoments)

The second order approximation runs without problems, so I am wondering where the problem with the first order derivatives derives from.

[MichelJuillard]

I would need to try this *.mod file on my own machine.

Best

Michel

[SébastienVillemot]

Hi,

This bug has been fixed in the unstable version of Dynare.

The bugfix will also be included in the 4.1.3 release, which should arrive very soon.

Best

[T.Siemsen]

Hi,

I know this thread is a little old, but I'm currently encountering the very same problem running Dynare 4.4.2.
Second order is fine, but third order I get the error

dynare:k_order_perturbation: Caught Kord exception: NaN or Inf asserted in first order derivatives in FirstOrder::solve
Error using print_info (line 68)
k_order_pert was unable to compute the solution

using

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stoch_simul(irf=20,order=3,periods=50000,pruning,replic=100,nograph);

I do not really know what to make out of this. Any help would be appreciated.

Thanks,

Thomas

[MichelJuillard]

Without the *.mod file it is very difficult to say where the problem may come from

Best

Michel