Dev January 2010

dev@dynare.org

4 participants
42 discussions

[Trac] #56: Faster smoother for large models
by Trac Dynare 31 Jan '11

31 Jan '11

#56: Faster smoother for large models --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/56> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #37: Automatic generation of _steadystate.m file from initval block
by Trac Dynare 26 Jan '11

26 Jan '11

#37: Automatic generation of _steadystate.m file from initval block --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- The idea is that the preprocessor would create a _steadystate.m file, using the (symbolic) initializations given in the initval block. This would be particularly useful for estimating models for which the analytical form of the steady state is known. -- Ticket URL: <https://www.dynare.org/trac/ticket/37> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #75: Fix command "calib" or remove it
by Trac Dynare 04 Jan '11

04 Jan '11

#75: Fix command "calib" or remove it --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: minor | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- The "calib" command (and its associated command "calib_var") are recognized by the preprocessor, but are probably not working, and are not documented in the reference manual. This should be fixed, or the commands be removed. -- Ticket URL: <https://www.dynare.org/trac/ticket/75> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #78: Problem with derivatives of power function at point zero
by Trac Dynare 17 Dec '10

17 Dec '10

#78: Problem with derivatives of power function at point zero --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: major | Milestone: Component: Preprocessor | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- There is currently a problem with the derivatives of the power function f(x)=x^p^ at the point x=0. The power function f(x)=x^p^ well defined for x>0 and for any p, since f(x)=e^p*ln(x)^. The domain of definition of this function can be extended to x=0 with the following rules when p>0: * f(0)=0 * f is differentiable k times at x=0, where k is the integer part of p, and f'^k^=0 And when p is an strictly positive integer, the function is differentiable at any order, and its derivative at zero is zero. When p is a constant, the preprocessor computes the right value of the derivatives at x=0, using simplifications rules. But when p is a parameter, the preprocessor will not give the right value for integer values of p. Currently the derivation rule is applied by the preprocessor, the k-th derivative of f(x) is equal to: p*(p-1)*...*(p-k+1)*x^p-k^ So when p is an integer, the (p+1)-th derivative computed at x=0 will give a NaN (0 times infinity), while it ought to be zero. This problem typically arises in models with adjustment costs where the curvature (the exponent) of the cost is a integer parameter, and the cost is zero at steady state. The solution is probably to create, in the preprocessor, a new operator called "derivative of power function at order k". This operator would output a code like that in the M-file: {{{ dxp=deriv(x,p,k) % The k-th derivative of x^p if (p > 0) && (abs(p - round(p)) < 1e-12 && k >= p dxp = 0; else dxp = x^(p-k); for i=1:k-1 dxp = dxp*p; p = p-1; end end }}} -- Ticket URL: <https://www.dynare.org/trac/ticket/78> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #73: The macroprocessor fails when the file ends with @#endif or @#endfor without a new line at the EOF
by Trac Dynare 06 Dec '10

06 Dec '10

#73: The macroprocessor fails when the file ends with @#endif or @#endfor without a new line at the EOF --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: minor | Milestone: Component: Preprocessor | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/73> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #53: Clean up and speed up simult_.m
by Trac Dynare 18 Nov '10

18 Nov '10

#53: Clean up and speed up simult_.m --------------------------+------------------------------------------------- Reporter: stepan | Owner: stepan Type: enhancement | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/53> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #40: Test M_.params at the top of the main functions.
by Trac Dynare 17 Nov '10

17 Nov '10

#40: Test M_.params at the top of the main functions. --------------------------+------------------------------------------------- Reporter: stepan | Owner: Type: enhancement | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- simul, stoch_simul, steady, ... should display a warning when some of the parameters are not initialized (that is when some of the elements of M_.params are NaN). -- Ticket URL: <https://www.dynare.org/trac/ticket/40> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #55: Finalize the generic parallelization system
by Trac Dynare 03 Nov '10

03 Nov '10

#55: Finalize the generic parallelization system --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- See http://www.dynare.org/DynareWiki/ParallelDynare for the remain subtasks. -- Ticket URL: <https://www.dynare.org/trac/ticket/55> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #69: Update or remove code for multithreaded DLL using OpenMP
by Trac Dynare 27 Sep '10

27 Sep '10

#69: Update or remove code for multithreaded DLL using OpenMP --------------------------+------------------------------------------------- Reporter: sebastien | Owner: stepan Type: bug | Status: new Priority: minor | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Concerns directories: mex/sources/threads matlab/threads and files: matlab/dynare_config.m mex/sources/build_matlab_multithread.m Removed from 4.1 branch in r3259 -- Ticket URL: <https://www.dynare.org/trac/ticket/69> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #45: Implement resid() with "block" option without "bytecode"
by Trac Dynare 17 Sep '10

17 Sep '10

#45: Implement resid() with "block" option without "bytecode" --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: major | Milestone: Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/45> Dynare <http://www.dynare.org> The Dynare project

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Dev January 2010