October 2010 - Dev - dynare.org

[Trac] #128: Fix derivatives of STEADY_STATE operator w.r.t. parameters in dynamic model
by Trac Dynare 14 Jan '11

14 Jan '11

#128: Fix derivatives of STEADY_STATE operator w.r.t. parameters in dynamic model --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- The fix is to add a new input argument to the params_deriv file, which would contain the derivatives of the steady state w.r.t. parameters (it is the responsibility of the caller to provide them). -- Ticket URL: <https://www.dynare.org/trac/ticket/128> Dynare <http://www.dynare.org> The Dynare project

3 4

[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

1 2

[Trac] #95: the "simul" option of "stoch_simul" simulates on more periods than required
by Trac Dynare 02 Jan '11

02 Jan '11

#95: the "simul" option of "stoch_simul" simulates on more periods than required --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: trivial | Milestone: Component: Core M-files | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- The point is that the oo_.exo_simul vector has length options_.periods+M_.maximum_lag+M_.maximum_lead (see make_ex_.m). This makes sense in a deterministic context, but in a stochastic context there it should only be of length options_.periods. This makes the oo_.endo_simul of length 2*M_.maximum_lag+options_.periods+M_.maximum_lead (because it adds initial conditions), while it should be of length M_.maximum_lag+options_.periods. This is not a big issue since one can just truncate the extra periods, but this confuses some users. -- Ticket URL: <https://www.dynare.org/trac/ticket/95> Dynare <http://www.dynare.org> The Dynare project

1 2

[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

1 7

[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

1 2

[Trac] #99: too many graphs crash Matlab
by Trac Dynare 03 Dec '10

03 Dec '10

#99: too many graphs crash Matlab --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- A large number of busy graphs (34 in my example) crash Matlab r2010a under Linux 64-bit I still need to upload the example to test it in different versions of Matlab -- Ticket URL: <https://www.dynare.org/trac/ticket/99> Dynare <http://www.dynare.org> The Dynare project

1 1

[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

1 2

[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

1 3

[Trac] #103: bug in dealing with <fname>_steadystate.m functions that modify parameters
by Trac Dynare 15 Nov '10

15 Nov '10

#103: bug in dealing with <fname>_steadystate.m functions that modify parameters --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- The changes to M_.params introduced in <fname>_steadystate.m functions are not taken into accounts by calling functions that obtain M_ as argument and not as global variable. Need to add M_.params = evalin('base','M_.params'); after each call to <fname>_steadystate.m function -- Ticket URL: <https://www.dynare.org/trac/ticket/103> Dynare <http://www.dynare.org> The Dynare project

1 1

[Trac] #140: set_dynare_threads function fails on MATLAB < 7.2
by Trac Dynare 15 Nov '10

15 Nov '10

#140: set_dynare_threads function fails on MATLAB < 7.2 --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: critical | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- This is because setenv() was introduced in MATLAB 7.2. We need to find a workaround for older versions. Currently Dynare crashes on these versions for that reason. -- Ticket URL: <https://www.dynare.org/trac/ticket/140> Dynare <http://www.dynare.org> The Dynare project

1 2