March 2009 - Dev - dynare.org

model derivatives with respect to parameters
by Michel Juillard 19 Aug '09

19 Aug '09

Dear Nikolay, we have started to work on producing the derivatives with respect to parameters. We are planing to create a new function, that will return a 3-dimensional array, by equation, variable and parameter. You could then select one parameter and squeeze the array in the parameter dimension to obtain a matrix of Jacobian derivatives with respect to a given parameter. Do you see any problem with this implementation? We should be able to provide in about two weeks. All the best, Michel

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dlls for Matlab 7.8
by Michel Juillard 30 Mar '09

30 Mar '09

I fixed build_matlab.m and mjdgges.c for compatibility issue with Matlab 7.8 When we start releasing binaries for Windows 64bit, we will need to rethink the architecture of directories and distribution mode of the DLLs Best Michel

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forum dynare v4
by Stéphane Adjemian 28 Mar '09

28 Mar '09

Hi Michel, How can we access to the (closed) forum of Dynare version 4? à+ Stéphane.

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Matlab r2009a mexfiles BLAS LAPACK
by Michel Juillard 28 Mar '09

28 Mar '09

There is indeed a change in arguments to calls to Blas or Lapack functions on 64 bit platforms. See http://www.mathworks.com/access/helpdesk/help/techdoc/index.html?/access/he… "MEX-Files Calling BLAS or LAPACK Functions Must Be Updated On 64-Bit Platforms" I will change the mex sources expanding the mechanism we put in place for the pointers across different Matlab versions. Hopefully over the week-end. Best Michel

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r2009a
by Michel Juillard 28 Mar '09

28 Mar '09

I have installed Matlab r2009a on my Linux Debian and the old DLLs work with it. I ran build_matlab.m and I don't have the link problem reported on the forum, but there are warnings on at the compilation of mjdgges.c and the DLL doesn't work. I will investigate the issue and let you know. Best Michel

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Re: [DynareDev] AIM in Matlab (and DYNARE question)
by Michel Juillard 27 Mar '09

27 Mar '09

1) I can't either create pages on DynareWiki. The software was recently updated and this must have created the problem. 2) It makes good sense that problems with the solution method will trash estimation results. However, I prefer to test with stoch_simul, because the result is simpler and is supposed to be reproducible rather than with estimation that is a much longer chain of operations besides solution and may depend of random draws in the optimization step. Thanks again for your help on that. Best Michel G. Perendia wrote: > Dear Michel > > 1) I do not seem to be able to edit/create new Wiki page: when I add a new > title to my page (e.g MatlabEigsBug) and then click link to it after saving > my page, I get an unfamiliar page saying: > > This page does not exist yet. You can create a new empty page, or use one of > the page templates. > Action(edit,Create new empty page) > > Or choose a page template to create an already-formatted page: > Before creating the page, please check if a similar page already > exists. Here are some existing pages with similar names: > > EditTemplates > LikePages((none)) > > > > > but clicking on any of the given options makes no effect. > > > 2) Running estimation was useful after all: The eigs() problem was causing > very many AIM errors of type 4 - too few big roots.- to be reported during > the ML and MCMC estimation (see the ..AIM_truncated_run log I sent this > morning) but none of type 4 when I rerun the same estimation after the > change - only 2 of type 3 - too many big roots. Also, it affected the > results of the estimation : the likelihood was rather lower before than > that after the modification and the estimated parameters different. See new > log enclosed. > > Best regards > > George > Mob. +44(0)7951415480 > artilogica(a)btconnect.com > > ----- Original Message ----- > From: "Michel Juillard" <michel.juillard(a)ens.fr> > To: "G. Perendia" <george(a)perendia.orangehome.co.uk> > Sent: Thursday, March 26, 2009 8:03 PM > Subject: Re: [DynareDev] AIM in Matlab (and DYNARE question) > > > >> Thank you very much George. I can't access the bug report, but it's OK. >> >> Could you please add a page to DynareWiki describing the problem a) in >> Matlab b) its consequence for AIM >> >> For the other test cases that you prepare, could you please remove the >> estimation part and do the same comparison as I did with and without >> AIM? I'm curious whether the bug is frequent or if we found a crazy case >> by chance. >> >> All the best, >> >> Michel >> >> >> G. Perendia wrote: >> >>> Hi Michel >>> >>> FYI: Mathworks eigs() bug report record (though I'm not sure if you can >>> access it this way): >>> >>> >>> > http://www.mathworks.com/support/service_requests/Service_Request_Detail.do… > >>> Best regards >>> >>> George >>> ----- Original Message ----- >>> From: "Michel Juillard" <michel.juillard(a)ens.fr> >>> To: <Gary.Anderson(a)frb.gov>; "List for Dynare developers" >>> > <dev(a)dynare.org> > >>> Sent: Thursday, March 26, 2009 5:27 PM >>> Subject: Re: [DynareDev] AIM in Matlab (and DYNARE question) >>> >>> >>> >>> >>>> Hi Gary, >>>> >>>> I will keep you posted on Mathworks answer concerning eigs(). >>>> >>>> Cocnerning the tests, I have been accumulating a series of tests over >>>> the years, that I'm planing to commit to SVN in the coming weeks. >>>> Why don't you start by seeing what I already have and then we discuss a >>>> strategy to be more systematic. >>>> >>>> All the best, >>>> >>>> Michel >>>> >>>> Gary.Anderson(a)frb.gov wrote: >>>> >>>> >>>>> michel, >>>>> that is odd. when i run eigs, i get one of two sets of 10 >>>>> > eigenvalues. > >>> i >>> >>> >>>>> didn't investigate the invariant space vectors. >>>>> >>>>> >>>>> sometime ago i was supposed to develop a suite of tests for dynare. >>>>> >>>>> >>> since >>> >>> >>>>> it has been so long i thought i should touch base with you >>>>> to see if you think it would still be useful, and if so, what areas i >>>>> >>>>> >>> might >>> >>> >>>>> focus my energies on. >>>>> >>>>> >>>>> gary >>>>> >>>>> >>>>> >>>>> >>>>> >>>>> Michel Juillard >>>>> <michel.juillard@ >>>>> ens.fr> >>>>> >>>>> >>> To >>> >>> >>>>> Gary.Anderson(a)frb.gov, "G. >>>>> 03/26/2009 12:29 Perendia" >>>>> PM >>>>> >>>>> >>> <george(a)perendia.orangehome.co.uk>, >>> >>> >>>>> giovanni.lombardo(a)ecb.int, >>>>> Daniela.Bragoli(a)ecb.int >>>>> >>>>> >>>>> >>> cc >>> >>> >>> Subject >>> >>> >>>>> AIM in Matlab >>>>> >>>>> >>>>> >>>>> >>>>> >>>>> >>>>> >>>>> >>>>> >>>>> >>>>> Hi Gary, >>>>> >>>>> in experimenting with AIM inside Dynare, George came accross this very >>>>> weir behaviour of Matlab eigs() function. >>>>> >>>>> For a rather large matrix (101x101) >>>>> >>>>> [w,d]=eigs(a',10,'LM',opts);sort(diag(10)) >>>>> with opts containing disp:0, >>>>> >>>>> returns different eigenvalues when called repeatedly without changing >>>>> anything. >>>>> >>>>> I'm attaching a.mat that contains the a matrix (and opts, among other >>>>> things) >>>>> >>>>> For now, we are disabling the using of eigs() in Dynare and forcing >>>>> > the > >>>>> use of eig() >>>>> >>>>> We are going also to report the problem to Matlab. >>>>> >>>>> All the best, >>>>> >>>>> Michel >>>>> >>>>> (See attached file: a.mat) >>>>> >>>>> >>>> _______________________________________________ >>>> Dev mailing list >>>> Dev(a)dynare.org >>>> http://www.dynare.org/cgi-bin/mailman/listinfo/dev >>>> >>>> >>> >>> >>> >> > > > >

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Re: [DynareDev] AIM in Matlab (and DYNARE question)
by Michel Juillard 26 Mar '09

26 Mar '09

Hi Gary, I will keep you posted on Mathworks answer concerning eigs(). Cocnerning the tests, I have been accumulating a series of tests over the years, that I'm planing to commit to SVN in the coming weeks. Why don't you start by seeing what I already have and then we discuss a strategy to be more systematic. All the best, Michel Gary.Anderson(a)frb.gov wrote: > michel, > that is odd. when i run eigs, i get one of two sets of 10 eigenvalues. i > didn't investigate the invariant space vectors. > > > sometime ago i was supposed to develop a suite of tests for dynare. since > it has been so long i thought i should touch base with you > to see if you think it would still be useful, and if so, what areas i might > focus my energies on. > > > gary > > > > > > Michel Juillard > <michel.juillard@ > ens.fr> To > Gary.Anderson(a)frb.gov, "G. > 03/26/2009 12:29 Perendia" > PM <george(a)perendia.orangehome.co.uk>, > giovanni.lombardo(a)ecb.int, > Daniela.Bragoli(a)ecb.int > cc > > Subject > AIM in Matlab > > > > > > > > > > > Hi Gary, > > in experimenting with AIM inside Dynare, George came accross this very > weir behaviour of Matlab eigs() function. > > For a rather large matrix (101x101) > > [w,d]=eigs(a',10,'LM',opts);sort(diag(10)) > with opts containing disp:0, > > returns different eigenvalues when called repeatedly without changing > anything. > > I'm attaching a.mat that contains the a matrix (and opts, among other > things) > > For now, we are disabling the using of eigs() in Dynare and forcing the > use of eig() > > We are going also to report the problem to Matlab. > > All the best, > > Michel > > (See attached file: a.mat)

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Dynare 4.0.3
by Sébastien Villemot 25 Mar '09

25 Mar '09

Yesterday we released Dynare 4.0.3, which is a bug fixing release. The Windows and Linux packages are available as usual. Michel: it seems that you forgot to upload the source package. Best, Sébastien

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Kirikou
by Sébastien Villemot 25 Mar '09

25 Mar '09

Hi all, Today I migrated our server "kirikou" to the latest Debian stable (codename "Lenny"). Everything went smoothly. The trickiest part was for the wikis: I had to upgrade the data for every wiki from version 1.5 to version 1.7 of Moinmoin. Please let me know if something appears to be broken. Best, Sébastien

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linux mex files for dynare version 3
by Stéphane Adjemian 25 Mar '09

25 Mar '09

Hi Michel, I need to debug something on dynare version 3 (a recent post by glucke on the forum). Unfortunatly the mexglx files are not working on my linux... Where can I find the sources of the mex files? There is nothing on subversion (branches/3.xx). Stéphane.

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Re: [DynareDev] AIM solver
by Michel Juillard 25 Mar '09

25 Mar '09

Hi George, 1) on which page of the Wiki is the faulty mexopt.bat? Chances are that I put it there, but at the moment I don't remember where it is. 2) What is the fix for spaces in the pathname? Where should be added quotes? Single quotes or double quotes? Thanks for you help Michel G. Perendia wrote: > Dear Michel > > I spent the afternoon trying to build the new release pre-processor and mex > files using build_matlab. but have to admit, without success. I will have to > use the pre-processor and dlls from the latest release 4..0.2 to test AIM > and I will deal with the build at some point later if that is OK. > > For start, MSVC would not work with .cc files and MinGW gcc fails in my > environment on Windows XP because paths with placements and spaces specified > in mexopt.bat from DynareWiki are not resolved properly, e.g > > gcc: C:DOCUME~1SculptorLOCALS~1Tempisopenmp.obj: No such file or directory > > In meantime, I resolved the issues with the spaces, i.e. > > gcc: C:\Program: No such file or directory > gcc: Files\MATLAB_SV71\extern\lib\win32\microsoft\libmex.lib: No such file > or directory > gcc: C:\Program: No such file or directory > > due to missing quotations but can not enclose modified mexopt.bat as is but > had to rename it as my server provider is refusing to accept a .bat file in > > Best regards > > George > Mob. +44(0)7951415480 > artilogica(a)btconnect.com > > ----- Original Message ----- > From: "G. Perendia" <george(a)perendia.orangehome.co.uk> > To: "Michel Juillard" <michel.juillard(a)ens.fr> > Sent: Tuesday, March 24, 2009 1:45 PM > Subject: Re: AIM solver > > > >> Hi Michel >> >> Thanks for fixing the problem with that elegant flipud/cumsum construct >> > and, > >> yes, I will test it . >> >> Best regards >> >> George >> artilogica(a)btconnect.com >> >> ----- Original Message ----- >> From: "Michel Juillard" <michel.juillard(a)ens.fr> >> To: "G. Perendia" <george(a)perendia.orangehome.co.uk>; "Sébastien Villemot" >> <sebastien.villemot(a)ens.fr> >> Sent: Tuesday, March 24, 2009 1:29 PM >> Subject: AIM solver >> >> >> >>> Hi George, >>> >>> as you saw I fixed a problem in the implementation of AIM solver when >>> some variabls have zero coefficients. The column in bb_ord is then >>> empty, but Dynare expect a column there. >>> Concerning AIM, could you please build 5 test cases: >>> 1) model with leads and lags on one period >>> 2) model with leads and lags on several periods >>> 3) model with leads and lags on several periods, but with holes: a >>> variable is present at t-1 and t-3, but not at t-2 >>> 4) model with only leads >>> 5) model with only lags >>> >>> One set of *.mod files should solve it with mjdgges, another set should >>> use AIM. Add please at the end of those a comparison for dr.ghx and >>> dr.ghu between the AIM solution and the mjdgges version. Please, create >>> a directory AIM in trunk/tests and upload these files. >>> >>> Thanks in advance and all the best, >>> >>> Michel >>> >>>

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branches/4.0
by Michel Juillard 20 Mar '09

20 Mar '09

I have fixed the problems with dynare_estimation_1, but running various tests, I'm still finding bugs we may not have seen before. I will let you know when I'm done. Best Michel

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Dynare 4.0.3 release candidate
by Sébastien Villemot 20 Mar '09

20 Mar '09

Hi all, We are about to release version 4.0.3, which fixes a lot of bugs present in 4.0.2. Please update your subversion repository, and test the code for the 4.0 branch, which is stored in the "branches/4.0" subdirectory. If nobody objects, we should release it next monday. All the best Sébastien

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Re: [DynareDev] sensitivity toolbox
by Michel Juillard 19 Mar '09

19 Mar '09

Hi Marco, s sorry about that. This is an example of bad coordination of Dynare changes that we need to be more careful about in the future. 1) We are going to release (next week ?) version 4.0.3 that will be a bug fixing release of version 4.0.2 (Oct 2008) 2) We are going to release 4.1 in one or two months with new features and that will include everything that is now in the trunk of the SVN archive. So ideally, you should provide quickly a fix for version 4.0.2/3 as soon as possible and prepare a version working with current SVN in the coming weeks. I'm planing to incorporate the changes that you made in the last months to your functions on SVN to version 4.0.3, probably tomorrow. So maybe, you should wait that I have done it to work on your toolbox for version 4.0.3 What will become version 4.0.3 is kept in SVN as dynare/branches/4.0 What are the main changes in SVN trunk that broke your toolbox? Best Michel Marco Ratto wrote: > Dear Michel, > > sorry for tempesting you today ... > > I sometimes have bugs/questions related to my toolbox. > I noted most people downloads the dynare v4 installation of October > 2008 and uses this without any update. To comply with this version, > I have a couple of corrections to my routines. > > Moreover, to comply with the latest SVN version of dynare v4, I need > much more modification to the toolbox. > > So, I have two questions: > 1) shall I suggest user to update the latest SVN version, and only > care about the latest modifications and do a full update of my toolbox? > 2) shall I care of keeping my toolbox working with October 2008 > version and current version of dynare? > > Many thanks for your help > best wishes > Marco >

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Dynare subversion server: migration complete
by Sébastien Villemot 19 Mar '09

19 Mar '09

Hi everybody, The migration of the Dynare subversion server is complete. Dynare subversion is now accessible at: https://www.dynare.org/svn/dynare We migrated the server to a secure connection (it is HTTPS and not HTTP !!); there should be no security warning, since we have bought an official digital certificate from Comodo. For committing changes, the user accounts and passwords are unchanged; however, for increased security, we should change every individual password in the future. We will do this in due time, when we find a way to securely exchange passwords. The new layout of the repository is the following: - trunk/: contains the version under development (formerly known as dynare_v4/) - branches/: containes the 3.x and 4.0 stable branches - tags/: contains official dynare releases You have to download a fresh working copy of the repository (for several technical reasons it is impossible to convert your already existing working copies; sorry for the inconvenience). With command-line subversion, you should issue the following command: svn checkout https://www.dynare.org/svn/dynare Please also note that Dynare++ is now in a separate repository, at address: https://www.dynare.org/svn/dynare++ The same remarks apply. Ondra: you can contact me if you want me to setup mail announcements for each changeset, as for the Dynare repository. Please also feel free to reorganize the layout of the Dynare++ repository, since for the moment it only contains a single dynare++ subdirectory. For the moment there is only a very rough web SVN browser, accessible at the same address than the repositories (type https://www.dynare.org/svn/dynare in your web browser). I will try to setup a more friendly web browser soon. All the best Sébastien

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