Dev December 2009

dev@dynare.org

9 participants
56 discussions

expectational operators
by G. Perendia 04 Dec '09

04 Dec '09

Hi Can anyone let me know what is the status of implementation of the expectational operators (in particular E_t,t ) and when will they be ready for use in our dev version as they are needed for full implementation of Partial Information? Also, is their syntax going to follow closely what is on the wiki page NewOperators? Best regards George

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SWZ
by Michel Juillard 03 Dec '09

03 Dec '09

I have updated SWZ in SVN to include changes that were already present in what I presented last week. I have added to the wiki a detailed description of the interface for SVAR exclusion restriction in http://www.dynare.org/DynareWiki/SvarExclusionInterface the Qi and Ri matrices should be implemented by Houtan in the preprocessor. Karl and Stephane have just to write a small identification/exclusions.m and identification/lower_cholesky.m All the best, Michel

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k_order_perturbation under Windows
by Michel Juillard 03 Dec '09

03 Dec '09

Configuring my Matlab compiler as LCC doesn't work. I can't load fs2000k2_dynamic.mexw32 even directly from Matlab. George, Sebastien, You should first verify that the DLLs createed with use_dll work indeed with Matlab before attemping to debug k_order_perturbation.cpp Even if it isn't that, the problem is most likely with the calling of Dynamic DLL. This is the only part that is different under Windows and Linux. Best Michel

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Re: [DynareDev] Fw: [Trac] #60: Fix memory leaks in k_order_perturbation DLL
by Sébastien Villemot 03 Dec '09

03 Dec '09

Le lundi 30 novembre 2009 à 17:50 +0000, G. Perendia a écrit : > Is there any more info on this issue? Please see my comment associated to the #60 issue on the trac system. Please answer there if you want to continue the discussion. -- Sébastien Villemot

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Re: [DynareDev] C++ DsgeLikelihood and estimation issues
by G. Perendia 02 Dec '09

02 Dec '09

Hi Sebastien I now have a pretty stable working prototype of C++ DsgeLikelihood suitable for initial indicative performance tests. Unfortunately, during the lengthy debugging process, I realised I had to take out some performance improvers built as overloads for the GeneralMatrix copy() method, originally for improving the Kalman Filter performance, since they were breaking (now integrated) K-order-perturbation and hence I will need to devise and develop some alternative performance booster methods. However, some very rough performance comparison tests with fs2000 model even with such degraded KF indicate to be pretty promising and worth of the further effort: whilst 1000 loop calling Matlab DsgeLikelihood.m (all with same parameters) takes randomly somewhere between 40 and 50 sec, calling the equivalent CalcLikelihood method from within parent C++ mexFunction (together with constructing its parent class once as it would be done by the C++ estimation) takes approx. 10 sec (thus, less than 1/4th of time). This was run on an old and slower machine but the relative advantage is pretty portable. That, (together with some additional performance boosting) may result in a rather substantial time saving for whole MLE/MCMC estimation! Best regards George

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[Trac] #61: error message for histval syntax
by Trac Dynare 01 Dec '09

01 Dec '09

#61: error message for histval syntax --------------------------+------------------------------------------------- Reporter: michel | Owner: sebastien Type: bug | Status: new Priority: minor | Milestone: 4.1 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- if one writes wrongly histval; y = 1; end; instead of histval; y,1; end; there is no error message with the line number where the error occurs -- Ticket URL: <https://www.dynare.org/trac/ticket/61> Dynare <http://www.dynare.org> The Dynare project

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Dev December 2009