Dev April 2009

dev@dynare.org

7 participants
16 discussions

Re: [DynareDev] Bounds in Dynare (version 4)
by Michel Juillard 09 Apr '09

09 Apr '09

Hi Gianni, I changed prior_bounds.m so that if, in estimation, you set option prior_trunc=0, the boundaries are set to what is natural given the prior shape. I prefer that you set prior_trunc=0, than changing the default in Dynare. All the best, Michel giovanni.lombardo(a)ecb.int wrote: > > Hi Michel, > > some time ago you mentioned that the automatic correction of the > parameters bounds in estimation in Dynare was a controversial issue. > It is still giving me big problems in estimating the NAWM-FIN. (it > crashes even if the initial value is the mode!!) > > At every distribution update I have to replace dynare_estimation.m > with my version where I comment out your replacement of the bounds. > And I have to do so to all installations of Dynare (e.g. of my > co-authors etc.) > > Would it be possible for you in the next update to set it as an > optional thing (e.g. options_.correct_bounds)? > > Thanks and best regards > > Gianni > > PS: I have already an entry in the forum for this issue. > > > > > Any e-mail message from the European Central Bank (ECB) is sent in > good faith but shall neither be binding nor construed as constituting > a commitment by the ECB except where provided for in a written > agreement. This e-mail is intended only for the use of the > recipient(s) named above. Any unauthorised disclosure, use or > dissemination, either in whole or in part, is prohibited. If you have > received this e-mail in error, please notify the sender immediately > via e-mail and delete this e-mail from your system. > > >

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Re: [DynareDev] Sparse Hessian
by G. Perendia 08 Apr '09

08 Apr '09

PS: The below sparse Hessian issue occurs when one uses the use_dll option - i.e. the hessian from compiled <mod>_dynamic.dll is not sparse but the one from the matlab version <mod>_dynamic.m is. However, the solution I suggested below works in both cases Best regards George ----- Original Message ----- From: "G. Perendia" <george(a)perendia.orangehome.co.uk> To: "List for Dynare developers" <dev(a)dynare.org> Sent: Tuesday, April 07, 2009 11:00 AM Subject: Re: [DynareDev] Sparse Hessian- poss solution > > I added a new line 546: > > hessian = sparse(hessian); > > to my dr1.m and that seems to work fine. > > Shall I commit it? > > Best regards > George > ----- Original Message ----- > From: "G. Perendia" <george(a)perendia.orangehome.co.uk> > To: "List for Dynare developers" <dev(a)dynare.org> > Sent: Tuesday, April 07, 2009 10:49 AM > Subject: [DynareDev] Sparse Hessian > > > > Sorry, I forgot to change the title > > > > PS: When I pass a sparsed hessian, the product works fine but I have the > > same error /problem if I run with 4.0.3 matlab set. > > > > ----- Original Message ----- > > From: "G. Perendia" <george(a)perendia.orangehome.co.uk> > > To: "List for Dynare developers" <dev(a)dynare.org> > > Sent: Tuesday, April 07, 2009 10:36 AM > > Subject: Re: [DynareDev] theoretical moments of non stationary variables > > > > > > > Hi > > > > > > When I try to run Dynare (stoch_simul) using binaries from 4.0.3 (and > > 4.0.2 > > > too) in combination with the latest matlab code and the latest dr1.m, I > > get > > > the following error on line 547 > > > > > > rhs = -sparse_hessian_times_B_kronecker_C(hessian,zx); > > > > > > ??? First input must be a sparse (dynare) hessian matrix. > > > > > > as it seems because the hessian is not sparse but flat 2D. > > > > > > Do I just need to rebuild the latest binaries (which I have few separate > > > problems with) or is there something else that needs to be done? > > > > > > Best regards > > > > > > George > > > > > > > > > > > > _______________________________________________ > > > Dev mailing list > > > Dev(a)dynare.org > > > http://www.dynare.org/cgi-bin/mailman/listinfo/dev > > > > > > > > _______________________________________________ > > Dev mailing list > > Dev(a)dynare.org > > http://www.dynare.org/cgi-bin/mailman/listinfo/dev >

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Re: [DynareDev] some news on monfispol
by Michel Juillard 08 Apr '09

08 Apr '09

Marco, take also a look at http://www.dynare.org/DynareWiki/UsingMultithreadedDlls Best Michel Marco Ratto wrote: > Dear Michel, > > we have drafted two documents for the state-of-the-art report. We > kept them rather short, with the idea to just place MONFISPOL in the > literature, avoiding a full dissertation on the topics which would > make the report extremely long. Please have a look if they look OK to > you. > > We also have coded a generic MATLAB engine for parallelizing MATLAB > loops. I would like to begin committing it in official dynare. I > would like to know if you agree in committing those routines and > where should I commit them: in trunk\matlab? in trunk\matlab\threads. > > Concerning the new trunk\matlab\threads folder, I have a question: in > our generic engine we have to code checks (error traps) for the number > of processors actually present in the computer and so on. Do you have > already coded them or we proceed autonomously on that? > > Please let us know, > All the best > Marco >

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theoretical moments of non stationary variables
by Stéphane Adjemian 07 Apr '09

07 Apr '09

Hi Michel, A question related to the last post by bigbigben on the forum. Why don't we report infinite second order moments for non stationary endogenous variables? Dynare crashes when all the endogenous variables listed after the stoch_simul command are non stationary. Best, Stéphane.

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saved copy of bayestopt_
by Stéphane Adjemian 06 Apr '09

06 Apr '09

Hi Michel, Why is bayestopt_ saved in <MOD_FILE_NAME>_mode ? If we change the priors but load <MOD_FILE_NAME>_mode to initialize the optimization routine, the changes in the declared priors are not effective. I spent 20 minutes finding out that my problem was caused by this recent change ;-) I don't know where you need an old bayestopt_ but we could load only xparam1 and hh in dynare_estimation_1... Do you agree? Best, Stéphane.

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mjdgges on karaba
by Stéphane Adjemian 06 Apr '09

06 Apr '09

Hi Michel, I tried to recompile the mex files on karaba and I obtained the following warning messages for mjdgges: mjdgges/mjdgges.c: In function 'mjdgges': mjdgges/mjdgges.c:62: warning: passing argument 4 of 'dgges_' from incompatible pointer type mjdgges/mjdgges.c:62: warning: passing argument 5 of 'dgges_' from incompatible pointer type mjdgges/mjdgges.c:62: warning: passing argument 7 of 'dgges_' from incompatible pointer type mjdgges/mjdgges.c:62: warning: passing argument 9 of 'dgges_' from incompatible pointer type mjdgges/mjdgges.c:62: warning: passing argument 10 of 'dgges_' from incompatible pointer type mjdgges/mjdgges.c:62: warning: passing argument 15 of 'dgges_' from incompatible pointer type mjdgges/mjdgges.c:62: warning: passing argument 17 of 'dgges_' from incompatible pointer type mjdgges/mjdgges.c:62: warning: passing argument 19 of 'dgges_' from incompatible pointer type mjdgges/mjdgges.c:62: warning: passing argument 20 of 'dgges_' from incompatible pointer type mjdgges/mjdgges.c:62: warning: passing argument 21 of 'dgges_' from incompatible pointer type Is this normal ? I used matlab 2008b. Best, Stéphane.

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Dev April 2009