September 2009 - Dev

[Trac] #33: Correct bug in imcforecast.
by Trac Dynare 09 Sep '09

09 Sep '09

#33: Correct bug in imcforecast. --------------------------+------------------------------------------------- Reporter: stepan | Owner: stepan Type: bug | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- The call to DsgeSmoother is buggy because of the missing observation new feature. -- Ticket URL: <https://www.dynare.org/trac/ticket/33> Dynare <http://www.dynare.org> The Dynare project

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Dynare++ change
by Sébastien Villemot 08 Sep '09

08 Sep '09

Hi everyone, As agreed by Ondra, Dynare++ has been incorporated as a subdirectory of Dynare SVN. It is therefore now accessible at: https://www.dynare.org/svn/dynare/trunk/dynare++ The old Dynare++ SVN repository (https://www.dynare.org/svn/dynare++) is still accessible, but only for read access. Best, -- Sébastien Villemot

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Re: [DynareDev] [Trac] #4: Add derivatives of model residuals with respect to parameters
by Trac Dynare 08 Sep '09

08 Sep '09

#4: Add derivatives of model residuals with respect to parameters ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: sebastien Type: feature | Status: closed Priority: major | Milestone: 4.1 Component: Preprocessor | Version: Resolution: fixed | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien): * status: accepted => closed * resolution: => fixed Comment: Fixed in r2902 When the {{{identification;}}} command is present in the MOD file, the preprocessor creates a file ''FILENAME''{{{_params_derivs.m}}}, with the following prototype: {{{ function [rp, gp] = FILENAME_params_derivs(y, x, params, it_) }}} * {{{rp}}} is model residuals derivatives w.r. to params: equations in rows, parameters in columns * {{{gp}}} is jacobian derivatives w.r. to params: equations in dim 1, dynamic endogenous in dim 2, params in dim 3 -- Ticket URL: <https://www.dynare.org/trac/ticket/4#comment:3> Dynare <http://www.dynare.org> The Dynare project

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dynare++
by Michel Juillard 04 Sep '09

04 Sep '09

Hi Ondra, 1) I committed a few changes to dynare++ brought about the George's work on package k_order as a DLL for Dynare Matlab - earlier in the Spring I added an option to set qz_criterium in order to the user to be able to put it slightly above 1 if the model contains unit roots (as in Dynare Matlab). It is at that time that I added by mistake the printing of D and E that you removed today. Sorry about that. - today I added a comment concerning dr_centralize and added a function to be able to write a TwoDMatrix to memory is order to be able to pass results back to the calling program 2) In order to facilitate building k_order DLL, we would like to merge dynare++ and dynare, keeping the same directory architecture. Sebastien would then build an autoconf/configure set of files for compiling both standalone dynare++ and k_order DLL and we would produce binaries for standalone dynare++ at the same time as the other binaries of dynare. Would you agree to that? 3) I observed that for leads on more than 1 period, dynare++ and dynare don't provide the same 2nd order approximation. We should investigate the origin of the difference 4) Is your simulate DLL compatible with dr_centralize option? All the best, Michel

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Re: [DynareDev] [Trac] #8: Create a 2009a subdirectory under mex/, for 64-bits platforms
by Trac Dynare 03 Sep '09

03 Sep '09

#8: Create a 2009a subdirectory under mex/, for 64-bits platforms ---------------------------------------+------------------------------------ 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 SVN r2891. -- Ticket URL: <https://www.dynare.org/trac/ticket/8#comment:4> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #28: Define a syntax for bytecode generation and the various Newton solvers (for steady and simul)
by Trac Dynare 03 Sep '09

03 Sep '09

#28: Define a syntax for bytecode generation and the various Newton solvers (for steady and simul) ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: ferhat Type: enhancement | Status: closed Priority: critical | Milestone: 4.1 Component: Preprocessor | Version: Resolution: fixed | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien): * status: accepted => closed * resolution: => fixed Old description: > Some discussion on this point is on: > http://www.dynare.org/DynareWiki/ByteCode New description: -- Comment: See the new documentation on: http://www.dynare.org/DynareWiki/FastDeterministicSimulationAndSteadyStateC… -- Ticket URL: <https://www.dynare.org/trac/ticket/28#comment:2> Dynare <http://www.dynare.org> The Dynare project

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