add try catch blocks in update_llk!

Author: guilhermebodin

src/filters/multivariate_kalman_filter.jl

@@ -187,13 +187,14 @@ function update_P!(
 end
 
 function update_llk!(kalman_state::MultivariateKalmanState{Fl}) where Fl
-    detF = det(kalman_state.F)
-    if detF < 0
-        error("Numerical error, the determinant of F $(kalman_state.F) is negative: $detF")
-    else
-        kalman_state.llk -=
-            HALF_LOG_2_PI + 0.5 * (log(detF) +
+    try 
+        kalman_state.llk -= (
+            HALF_LOG_2_PI + 0.5 * (logdet(kalman_state.F) +
             kalman_state.v' * inv(kalman_state.F) * kalman_state.v)
+        )
+    catch
+        @error("Numerical error in the log-likelihood calculation. F = $(kalman_state.F), v = $(kalman_state.v). det(F) can only be positive.")
+        rethrow()
     end
     return kalman_state
 end

src/filters/regression_kalman_filter.jl

@@ -58,12 +58,14 @@ function regression_update_v!(
 end
 
 function update_llk!(kalman_state::RegressionKalmanState{Fl}) where Fl
-    if kalman_state.F < 0
-        error("Numerical error, F is negative: $(kalman_state.F)")
+    try 
+        kalman_state.llk -= (
+            HALF_LOG_2_PI + 0.5 * (log(kalman_state.F) + kalman_state.v^2 / kalman_state.F)
+        )
+    catch
+        @error("Numerical error in the log-likelihood calculation. F = $(kalman_state.F), v = $(kalman_state.v). F can only be positive.")
+        rethrow()
     end
-    kalman_state.llk -= (
-        HALF_LOG_2_PI + 0.5 * (log(kalman_state.F) + kalman_state.v^2 / kalman_state.F)
-    )
     return kalman_state
 end
 

src/filters/scalar_kalman_filter.jl

@@ -125,12 +125,14 @@ function scalar_update_P!(kalman_state::ScalarKalmanState{Fl}, T::Fl, RQR::Fl) w
 end
 
 function update_llk!(kalman_state::ScalarKalmanState{Fl}) where Fl
-    if kalman_state.F < 0
-        error("Numerical error, F is negative: $(kalman_state.F)")
+    try 
+        kalman_state.llk -= (
+            HALF_LOG_2_PI + 0.5 * (log(kalman_state.F) + kalman_state.v^2 / kalman_state.F)
+        )
+    catch
+        @error("Numerical error in the log-likelihood calculation. F = $(kalman_state.F), v = $(kalman_state.v). F can only be positive.")
+        rethrow()
     end
-    kalman_state.llk -= (
-        HALF_LOG_2_PI + 0.5 * (log(kalman_state.F) + kalman_state.v^2 / kalman_state.F)
-    )
     return kalman_state
 end
 

src/filters/sparse_univariate_kalman_filter.jl

@@ -179,12 +179,14 @@ function update_P!(
 end
 
 function update_llk!(kalman_state::SparseUnivariateKalmanState{Fl}) where Fl
-    if kalman_state.F < 0
-        error("Numerical error, F is negative: $(kalman_state.F)")
+    try 
+        kalman_state.llk -= (
+            HALF_LOG_2_PI + 0.5 * (log(kalman_state.F) + kalman_state.v^2 / kalman_state.F)
+        )
+    catch
+        @error("Numerical error in the log-likelihood calculation. F = $(kalman_state.F), v = $(kalman_state.v). F can only be positive.")
+        rethrow()
     end
-    kalman_state.llk -= (
-        HALF_LOG_2_PI + 0.5 * (log(kalman_state.F) + kalman_state.v^2 / kalman_state.F)
-    )
     return kalman_state
 end
 

src/filters/univariate_kalman_filter.jl

@@ -195,12 +195,14 @@ function update_P!(
 end
 
 function update_llk!(kalman_state::UnivariateKalmanState{Fl}) where Fl
-    if kalman_state.F < 0
-        error("Numerical error, F is negative: $(kalman_state.F)")
+    try 
+        kalman_state.llk -= (
+            HALF_LOG_2_PI + 0.5 * (log(kalman_state.F) + kalman_state.v^2 / kalman_state.F)
+        )
+    catch
+        @error("Numerical error in the log-likelihood calculation. F = $(kalman_state.F), v = $(kalman_state.v). F can only be positive.")
+        rethrow()
     end
-    kalman_state.llk -= (
-        HALF_LOG_2_PI + 0.5 * (log(kalman_state.F) + kalman_state.v^2 / kalman_state.F)
-    )
     return kalman_state
 end