January 2010 - Dev - dynare.org

[Trac] #46: Update examples on the website
by Trac Dynare 28 Apr '10

28 Apr '10

#46: Update examples on the website ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: bug | Status: new Priority: minor | Milestone: Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ Most MOD files examples distributed on the website don't work with Dynare 4. They were designed for Dynare 3. We regularly get posts on the forum by newcomers to Dynare who don't understand why these examples fail. We should update them to Dynare 4. -- Ticket URL: <https://www.dynare.org/trac/ticket/46> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #74: Variance decomposition gives dummy results in the presence of non-stationary vars
by Trac Dynare 03 Apr '10

03 Apr '10

#74: Variance decomposition gives dummy results in the presence of non- stationary vars --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- In the attached MOD file, the variance decomposition is clearly bogus: some lines don't sum to 100% (some percentages are even negative). The problem does not occur with Dynare 4.0.4. This is probably related to the fact that this model contains a non-stationary variable. The file {{{th_autocovariances.m}}} has changed between versions 4.0.4 and 4.1.0 with respect to the treatment of stationary variables. Also note that the problem does not come from the fact that some shocks are switched off (with a zero variance) in the attached MOD file. Activating all the shocks still gives dummy results. -- Ticket URL: <https://www.dynare.org/trac/ticket/74> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #65: Second derivatives w.r.t. parameters
by Trac Dynare 15 Mar '10

15 Mar '10

#65: Second derivatives w.r.t. parameters --------------------------+------------------------------------------------- Reporter: ratto | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 4.2-alpha2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- In identification analysis, for the computation of the Jacobian of typical optimization problems like moment matching (limited information). -- Ticket URL: <https://www.dynare.org/trac/ticket/65> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #32: Report MATLAB crashes on Linux/64 to Mathworks
by Trac Dynare 10 Mar '10

10 Mar '10

#32: Report MATLAB crashes on Linux/64 to Mathworks --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- On Linux, the 64-bits version of MATLAB crashes on some models with Dynare. The crash seems to occur with rather big models. It is reproducible, in the sense that the same code will always trigger the bug; but a small change in the code can sometimes make the crash disappear. Note that the crash is only triggered by M-files (no MEX). See the attached "plouf.m" and "plouf_static.m". They are derived from preprocessor-generated files with the EAGLE model. The script "plouf.m" calls the function "plouf_static.m". Attached is the crash dump of MATLAB. The crash is reproducible on MATLAB Linux/64, versions 7.5, 7.6 and 7.8. But it does not occur on MATLAB for Linux/32, Windows/32 and Windows/64. As can be seen from the displayed marks which I have inserted, MATLAB crashes around line 131 of "plouf_static.m". More precisely, it seems to crash just after having computed the expression there. I can't understand exactly what's going on. We need to report this to Mathworks. -- Ticket URL: <https://www.dynare.org/trac/ticket/32> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #60: Fix memory leaks in k_order_perturbation DLL
by Trac Dynare 09 Mar '10

09 Mar '10

#60: Fix memory leaks in k_order_perturbation DLL -------------------------+-------------------------------------------------- Reporter: sebastien | Owner: george Type: bug | Status: new Priority: minor | Milestone: Component: K-order DLL | Version: Keywords: | -------------------------+-------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/60> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #62: error message from histval syntax
by Trac Dynare 23 Feb '10

23 Feb '10

#62: error message from histval syntax --------------------------+------------------------------------------------- Reporter: michel | Owner: sebastien Type: bug | Status: new Priority: minor | Milestone: Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- if one writes wrongly histval; y = 1; end; instead of histval; y(0)=1; end; there is no error message with the line number where the error occurs Note also that the reference manual is missleading because the (lag) doesn't appear in the syntax -- Ticket URL: <https://www.dynare.org/trac/ticket/62> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #81: bicgstab function does not exist in Octave 3.0
by Trac Dynare 17 Feb '10

17 Feb '10

#81: bicgstab function does not exist in Octave 3.0 --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: minor | Milestone: Component: Core M-files | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- bicgstab function exists in both MATLAB and Octave 3.2, but not in Octave 3.0. This break option stack_solve_algo=3 under Octave 3.0. The fix is probably to backport the function from Octave 3.2 to Octave 3.0, and add in the matlab/missing/ subdir. -- Ticket URL: <https://www.dynare.org/trac/ticket/81> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #76: Under Octave/Windows, with USE_DLL, Dynare should not require "cygwin" or "msvc" option
by Trac Dynare 17 Feb '10

17 Feb '10

#76: Under Octave/Windows, with USE_DLL, Dynare should not require "cygwin" or "msvc" option --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: minor | Milestone: Component: Preprocessor | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- The fix is easy: in ModFile.cc, use MATLAB's error() command instead of exiting the preprocessor when neither "cygwin" nor "msvc" is specified under MATLAB/Windows. -- Ticket URL: <https://www.dynare.org/trac/ticket/76> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #54: Add hp_filter
by Trac Dynare 10 Feb '10

10 Feb '10

#54: Add hp_filter --------------------------+------------------------------------------------- Reporter: stepan | Owner: stepan Type: feature | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Only theoretical hp filterd moments are available in the current version. We need to add a general function for hp filtering time series and call this new function when displaying simulated moements (with option hp filter). -- Ticket URL: <https://www.dynare.org/trac/ticket/54> Dynare <http://www.dynare.org> The Dynare project

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Migration to Git complete
by Sébastien Villemot 01 Feb '10

01 Feb '10

Hi, The migration to Git is complete, the wiki page has been updated with installation instructions: http://www.dynare.org/DynareWiki/GitMigration The procedure has been tested on both Linux and Windows and works smoothly (though it is possible that the documentation still needs some clarifications). You need to send me an SSH key (as described on the page) to get write access to your personal public repository. As you have seen, a new mailing list has been created for receiving information about changes merged in the central repository. Have a nice week-end, -- Sébastien Villemot

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