September 2009 - Dev

Re: [DynareDev] [Trac] #29: bug with varexo_det
by Trac Dynare 21 Sep '09

21 Sep '09

#29: bug with varexo_det ---------------------------+------------------------------------------------ Reporter: michel | Owner: michel Type: bug | Status: accepted Priority: major | Milestone: 4.1 Component: Core M-files | Version: 4.0.4 Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien): * milestone: => 4.1 -- Ticket URL: <https://www.dynare.org/trac/ticket/29#comment:4> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #10: Integrate build system of DLLs with autoconf
by Trac Dynare 21 Sep '09

21 Sep '09

#10: Integrate build system of DLLs with autoconf ---------------------------------------+------------------------------------ Reporter: sebastien | Owner: sebastien Type: enhancement | Status: closed Priority: major | Milestone: 4.1 Component: Build system / Packaging | Version: Resolution: fixed | Keywords: ---------------------------------------+------------------------------------ Changes (by sebastien): * status: accepted => closed * resolution: => fixed Comment: See: http://www.dynare.org/DynareWiki/BuildingDynareFromSource -- Ticket URL: <https://www.dynare.org/trac/ticket/10#comment:3> Dynare <http://www.dynare.org> The Dynare project

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Proposed specification for estimation functions
by G. Perendia 21 Sep '09

21 Sep '09

Hi I would like to start implementing period-dependent likelihood calculation within the new C++ DsgeLikelihood but that will add a bit of time. 1) I suggest that parameters description is defined by Start (or StartPeriod) and End (or EndPeriod) instead of a.. Period1 (beginning of sub-period) a.. Period2 (end of sub-period) respectively because we may have more than 2 periods and using terms Period1 and 2 as delimiters for other periods can bee a bit confusing in the context (as it did confuse me for a start) . 2) What is data_filtering (for period 1) step as opposed to Kalman filter - is it Kalman smoother? We have no working C++ implementation for smoother as yet. 3) Would it be right to say that the new period divided likelihood estimation requires overlapping variables Y(-/+n) for n>0 among the sub-period blocks? 4) What is parameters update? Is it param likelihood, hill climbing optimisation (or MCMC step) for each sub-period block separately (conditional on the previous period block?)? We do not have working optimiser in C++ yet. 4) Would the interim period-blocks' Kalman inputs be a(t|t-1) and P(t|t-1) as well as overlapping variables Y(-/+n) for n>0 from previous block Kalman output? Best regards George

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mode check + diffuse filter
by Marco Ratto 18 Sep '09

18 Sep '09

Dear All, when running mode check it can happen that, for some parameter values, the model reaches some unit root boundary for which no sufficient information in the data is available. This implies an error message from the DKF routine which and the execution breaks. Shall I put a try-catch trap in mode_check to fix this ? best wishes Marco -- Marco Ratto, Euro-area Economy Modelling Centre (http://eemc.jrc.ec.europa.eu) Joint Research Centre The European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 5639 Fax: +39 0332 78 5733 marco.ratto(a)jrc.ec.europa.eu

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Re: [DynareDev] [Trac] #7: Test for the presence of economics bibtex styles in the configure script
by Trac Dynare 18 Sep '09

18 Sep '09

#7: Test for the presence of economics bibtex styles in the configure script ---------------------------------------+------------------------------------ Reporter: sebastien | Owner: sebastien Type: bug | Status: closed Priority: minor | Milestone: 4.1 Component: Build system / Packaging | Version: Resolution: fixed | Keywords: ---------------------------------------+------------------------------------ Changes (by sebastien): * status: accepted => closed * resolution: => fixed Comment: Fixed in r2948. -- Ticket URL: <https://www.dynare.org/trac/ticket/7#comment:2> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] Dynare++ build system
by ondra.kamenik＠gmail.com 11 Sep '09

11 Sep '09

Amazing! Ondra K. ------Original Message------ From: Sébastien Villemot To: dev(a)dynare.org Cc: Ondra Kamenik Sent: Sep 11, 2009 19:43 Subject: Dynare++ build system As you can see, I have committed a new build system for Dynare++. It will build dynare++ only if the configure script finds ctangle and a suitable version of blas and lapack. For example on Linux systems il will find Atlas if installed. It is probably possible to compile with MKL using the --with-blas and --with-lapack options of configure script. It will also build PDF documentation of dynare++ with "make pdf", provided you have pdflatex, pdftex and cweave. It will run the various test programs of dynare++ with "make check". Best, -- Sébastien Villemot Sent from my BlackBerry® wireless device

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Dynare++ build system
by Sébastien Villemot 11 Sep '09

11 Sep '09

As you can see, I have committed a new build system for Dynare++. It will build dynare++ only if the configure script finds ctangle and a suitable version of blas and lapack. For example on Linux systems il will find Atlas if installed. It is probably possible to compile with MKL using the --with-blas and --with-lapack options of configure script. It will also build PDF documentation of dynare++ with "make pdf", provided you have pdflatex, pdftex and cweave. It will run the various test programs of dynare++ with "make check". Best, -- Sébastien Villemot

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M files documentation
by Michel Juillard 11 Sep '09

11 Sep '09

I have started a documentation of the M files of Dynare on the wiki. http://www.dynare.org/DynareWiki/DynareToolbox Among other things there is m2html documentation of the /matlab directory and subdirectories. I have build cron files on karaba and kirikou to automatize their update dayly, but it isn't working yet. Don't hesitate to add to it. The exercise was interesting, because it revealed that we were missing smoother routines for several cases. In the "verbal" description, I use a lot of hyperlinks. Could somebody volunteer to install a robot to check that links are alive on the wiki and more generally on the Dynare web site? Thanks in advance. All the best, Michel

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Change in the build system
by Sébastien Villemot 09 Sep '09

09 Sep '09

Hi, In order to simplify the creation of the new build system (in particular for dynare++), I have decided to move to automake (which greatly simplifies the work of creating makefiles). I also decided to remove from SVN all files generated by any autotool (autoconf, automake). So the configure script is no longer in the SVN. To get it back, you need to: * install "autoconf" and "automake" on your machine * run "autoreconf -i" from the top-level (you can add the "-s" switch if you want symbolic links for automake utilities instead of plain copies) Then you can go on with the business of the configure script and so on. Best, -- Sébastien Villemot

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[Trac] #34: Fix the dimension of oo_.mean.
by Trac Dynare 09 Sep '09

09 Sep '09

#34: Fix the dimension of oo_.mean. --------------------------+------------------------------------------------- Reporter: stepan | Owner: stepan Type: bug | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: 4.0.4 Keywords: | --------------------------+------------------------------------------------- Depending on the situation (simulated moments or theoretical moments) oo_.mean is a column or a row vector. -- Ticket URL: <https://www.dynare.org/trac/ticket/34> Dynare <http://www.dynare.org> The Dynare project

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