October 2010 - Dev - dynare.org

Re: [DynareDev] [Trac] #21: Add partial information
by Sébastien Villemot 20 Oct '10

20 Oct '10

Hi George, George Perendia <george(a)perendia.orangehome.co.uk> writes: > we explored alternative paths and it looks like we need to add a > complex QZ on lines of the Matlab to Octave. If I understand correctly, you need a complex QZ decomposition at line 156 of partial_information/PI_gensys.m, where you call the qz() primitive (and only there). Note for other developers: the qz() primitive under Octave delivers only the *real* generalized Schur decomposition. > C Sims' site provides such wrapper for octave version of gensys.m > based on Lapack zgges.f: > http://sims.princeton.edu/yftp/gensys/Octave/ > > but that is using Octave specific mkoctfile compilation and octave specific .c interface. > > Considering we are not using mkoctfile, and it may not be acceptable > within Dynare, would it be ok if we take up an alternative path to > rewrite mjdgges.c as an additional qzzges.c (laving mjdgges as is of > course) that returns complex on the same lines as Matalb qz() does, > and add it to the e.g. qz subdirectory where mjdgges currenlty resides > (though the zdgges.f still needs to be tested if it does the right > trick but this would be the way to test it too)? I think that the easiest way to go is to incorporate Sims' qzcomplex oct-file into Dynare, provided that Sims agrees on putting it under the GPL (which should probably not be a problem). The fact that this uses mkoctfile is not a problem: it is possible to emulate this command with the build system as we did for the mex command. The fact that it uses Octave specific Oct-interface is not a problem: we can build this DLL only for Octave (and therefore with a ".oct" extension), since it is useless under MATLAB. And of course we would put it under mex/octave. I agree with you that this will force users to have compiled DLLs in order to use your code, but there are already many other features of Dynare in that case (k-order, bytecode...). If you agree with that line of work, I will contact Sims to ask for permission of including his code under the GPL into Dynare, and then I will make the necessary changes to the build system. Best, -- Sébastien Villemot CEPREMAP — http://www.cepremap.ens.fr Dynare project — http://www.dynare.org Phone: +33 1 40 77 49 90 PGP Key: 0xA6C029B9D06B2913D71C105EBE37E801FB6EFF8B (http://pgp.mit.edu/)

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[Trac] #131: histval is broken in models with lag > 1
by Trac Dynare 20 Oct '10

20 Oct '10

#131: histval is broken in models with lag > 1 --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: bug | Status: new Priority: critical | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- initialization doesn't take auxiliary variables into account initial matrix has wrong dimension -- Ticket URL: <https://www.dynare.org/trac/ticket/131> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #21: Add partial information
by Trac Dynare 20 Oct '10

20 Oct '10

#21: Add partial information ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: george Type: feature | Status: accepted Priority: major | Milestone: 4.2 Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Comment(by george): Replying to [comment:5 george]: > > The problem with the difference seem to stem from the difference in QZ calculation b/w Octave and matlab. I will follow this up! modified PI_gensys to use C.Sims' Lapack zgges based qzcomplex() qz decomposition routine under Octave which gives nearly identical complex results to Matlab QZ (except for the transpose of q matrix and few sign changes in the output matrices) -- Ticket URL: <https://www.dynare.org/trac/ticket/21#comment:7> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #19: Add tool to automatically write a stationary version of the model, given trends supplied by user
by Trac Dynare 18 Oct '10

18 Oct '10

#19: Add tool to automatically write a stationary version of the model, given trends supplied by user ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: houtanb Type: feature | Status: closed Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: fixed | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien): * status: accepted => closed * resolution: => fixed Comment: See http://www.dynare.org/DynareWiki/RemovingTrends Implemented in 894155be8834724a6999af502b124ed215b8d661 -- Ticket URL: <https://www.dynare.org/trac/ticket/19#comment:4> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #21: Add partial information
by Trac Dynare 15 Oct '10

15 Oct '10

#21: Add partial information ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: george Type: feature | Status: accepted Priority: major | Milestone: 4.2 Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Comment(by sebastien): Replying to [comment:3 sebastien]: > Two minor issues to be solved (among others): > * the file matlab/disclyap_fast.m has no copyright: this should be clarified Done in a5b88195189eb694b2c8fd2cae65ed29818ee673 > * the files matlab/partial_information/{qzswitch,qzdiv}.m are redundant with the versions in matlab/qz. These files should be deleted once the PI code relies on mjdgges. Files removed in 44b268ec6742f0500b6627c029f7653b0a572e13. As of a5b88195189eb694b2c8fd2cae65ed29818ee673, the code does not give the same results under Octave and MATLAB. -- Ticket URL: <https://www.dynare.org/trac/ticket/21#comment:4> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #21: Add partial information
by Trac Dynare 15 Oct '10

15 Oct '10

#21: Add partial information ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: george Type: feature | Status: accepted Priority: major | Milestone: 4.2 Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Comment(by sebastien): Documentation in reference manual needs to be added, based on the wiki page: http://www.dynare.org/DynareWiki/PartialInformation -- Ticket URL: <https://www.dynare.org/trac/ticket/21#comment:6> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #21: Add partial information
by Trac Dynare 14 Oct '10

14 Oct '10

#21: Add partial information ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: george Type: feature | Status: accepted Priority: major | Milestone: 4.2 Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Comment(by george): The problem with the difference seem to stem from the difference in QZ calculation b/w Octave and matlab. I will follow this up! -- Ticket URL: <https://www.dynare.org/trac/ticket/21#comment:5> Dynare <http://www.dynare.org> The Dynare project

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Release of Dynare 4.1.3
by Sébastien Villemot 14 Oct '10

14 Oct '10

I have just released Dynare 4.1.3, see the announcement at : http://www.dynare.org/news/release-of-dynare-4.1.3 This is probably the latest release in the 4.1 series. -- Sébastien Villemot CEPREMAP — http://www.cepremap.ens.fr Dynare project — http://www.dynare.org Phone: +33 1 40 77 49 90 PGP Key: 0xA6C029B9D06B2913D71C105EBE37E801FB6EFF8B (http://pgp.mit.edu/)

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[Trac] #129: Give more explicit error messages for purely backward/forward models
by Trac Dynare 13 Oct '10

13 Oct '10

#129: Give more explicit error messages for purely backward/forward models --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: 4.1.2 Keywords: | --------------------------+------------------------------------------------- See for example: http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2769 -- Ticket URL: <https://www.dynare.org/trac/ticket/129> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #11: Allow for the possibility of using the bytecode representation of the model for any task
by Trac Dynare 12 Oct '10

12 Oct '10

#11: Allow for the possibility of using the bytecode representation of the model for any task ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: ferhat Type: enhancement | Status: reopened Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien): * status: closed => reopened * resolution: fixed => Comment: - As of 5f0dac24bf0e7b65fdc43e21a5dc7eeb1ae92776, the test file block_bytecode/ls2003.mod crashes under Octave - We should probably swap values 5 and 8 for solve_algo, for consistency with Dynare 4.1 - The new values for stack_solve_algo and solve_algo (in combination with block/bytecode) need to be documented on the wiki and in the reference manual (on the wiki, we should keep separate sections on Dynare 4.1 and Dynare 4.2) -- Ticket URL: <https://www.dynare.org/trac/ticket/11#comment:5> Dynare <http://www.dynare.org> The Dynare project

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