Could someone have a look at the lines for setting the priors for correlation in set_prior.m (occurring in at least two places):

    ub = [ub; max(min(estim_params_.corrx(:,5),1),-1)];

    lb = [lb; max(min(estim_params_.corrx(:,4),1),-1)];

In case estim_params_.corrx(:,4) is NaN, the lower bound defaults to +1 instead of -1. My conjecture is it should be

    lb = [lb; max(min(estim_params_.corrx(:,4),-1),-1)];

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Johannes Pfeifer

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