December 2010 - Dev - dynare.org

[Trac] #58: Implement constrained parameters for osr
by Trac Dynare 07 Jun '12

07 Jun '12

#58: Implement constrained parameters for osr --------------------------+------------------------------------------------- Reporter: sebastien | Owner: michel Type: feature | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/58> Dynare <http://www.dynare.org> The Dynare project

1 4

[Trac] #77: provide all solve_algo for all representations of the model
by Trac Dynare 06 Jun '12

06 Jun '12

#77: provide all solve_algo for all representations of the model --------------------------+------------------------------------------------- Reporter: ferhat | Owner: ferhat Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- For the moment, only some combinations of block, bytecode and stack_solve_algo are available. Allow for the possibility to use all the algorithms for all model representation. -- Ticket URL: <https://www.dynare.org/trac/ticket/77> Dynare <http://www.dynare.org> The Dynare project

1 3

[Trac] #85: Estimation is not deterministic: a seed should be explictly given to random number generator
by Trac Dynare 06 Jun '12

06 Jun '12

#85: Estimation is not deterministic: a seed should be explictly given to random number generator --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- Currently MOD files doing estimation are not deterministic: different runs of the same MOD files don't give the same results, since the seed for random number generator is not the same accross runs. The easy way to fix that is to set the seed in dynare.m. There would be a default value for the seed, or it could be changed through an option/command. A more subtle way would be to have a seed reset at the top of every major function (estimation, stoch_simul). We need to decide which way is the best. -- Ticket URL: <https://www.dynare.org/trac/ticket/85> Dynare <http://www.dynare.org> The Dynare project

5 15

[Trac] #134: Reorganize M-structures used for storing block decomposition information
by Trac Dynare 06 Jun '12

06 Jun '12

#134: Reorganize M-structures used for storing block decomposition information --------------------------+------------------------------------------------- Reporter: sebastien | Owner: ferhat Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- See the following page for the current state: http://www.dynare.org/DynareWiki/GlobalVariableBD -- Ticket URL: <https://www.dynare.org/trac/ticket/134> Dynare <http://www.dynare.org> The Dynare project

1 3

[Trac] #150: Optimal policy: discretionary equilibrium
by Trac Dynare 06 Jun '12

06 Jun '12

#150: Optimal policy: discretionary equilibrium --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sumudu Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/150> Dynare <http://www.dynare.org> The Dynare project

3 5

[Trac] #38: Create an entry point in bytecode interpreter for use by k-order DLL
by Trac Dynare 06 Jun '12

06 Jun '12

#38: Create an entry point in bytecode interpreter for use by k-order DLL --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- First, support for k-order derivatives computation needs to be added to the preprocessor. Second, a storage mechanism for these needs to be added in the bytecode generation. Third, the bytecode interpreter should provide two C functions: * one for retrieving the number of non-zero elements (NNZE) in the k-order derivative (accross all equations) * one which would pass on the derivatives to the caller. Its arguments would be: * the order of derivation (k) * a (double*) vector, allocated by the caller, of length the NNZE * a (int*) matrix, of size NNZE times (k+1): the first column is the equation number, the others are the variables indices (ordered in non- decreasing order: the symmetric elements are not duplicated) -- Ticket URL: <https://www.dynare.org/trac/ticket/38> Dynare <http://www.dynare.org> The Dynare project

1 5

[Trac] #79: Some Dynare++ tests fail
by Trac Dynare 06 Jun '12

06 Jun '12

#79: Some Dynare++ tests fail -----------------------+---------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: minor | Milestone: Component: Dynare++ | Version: 4.1.0 Keywords: | -----------------------+---------------------------------------------------- Some unit tests of Dynare++ fail: * in the integ library * in the kord library Moreover, the kord tests take a VERY long time. We need to check with Ondra how to fix these tests. -- Ticket URL: <https://www.dynare.org/trac/ticket/79> Dynare <http://www.dynare.org> The Dynare project

1 2

[Trac] #135: Improve display of decision rules with EXPECTATION operator
by Trac Dynare 06 Jun '12

06 Jun '12

#135: Improve display of decision rules with EXPECTATION operator --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: enhancement | Status: new Priority: minor | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Currently, if the user inputs EXPECTATION(-1)(some_expr) in her model, then a new aux variable is created, and this var is a state var, which appears in the decision rules as EXPECTATION(-1)(...) (with the dots instead of the expression). This is not very informative. Displaying the full expression would require to add a new writeOutput method in the preprocessor. And for something like EXPECTATION(-2)(some_expr), it is even worse, because there are 2 aux vars: one for the operator, and the second one which appears when removing lags of 2. It is the latter which appears in stoch_simul. Fixing this requires to fix the orig_endo field of M_.aux_vars in that case. -- Ticket URL: <https://www.dynare.org/trac/ticket/135> Dynare <http://www.dynare.org> The Dynare project

1 1

[Trac] #86: check matrix power used in forecast
by Trac Dynare 06 Jun '12

06 Jun '12

#86: check matrix power used in forecast --------------------------+------------------------------------------------- Reporter: michel | Owner: Type: enhancement | Status: new Priority: minor | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- taking large matrix power in forecast step of the Kalman smoother routines is expensive, but probably more accurate than recursive multiplications. - investigate more accuracy issue - factorise matrix decomposition for matrix power -- Ticket URL: <https://www.dynare.org/trac/ticket/86> Dynare <http://www.dynare.org> The Dynare project

1 4

[Trac] #83: persistent variables must be cleared at the beginning of a Dynare run
by Trac Dynare 06 Jun '12

06 Jun '12

#83: persistent variables must be cleared at the beginning of a Dynare run --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: bug | Status: new Priority: minor | Milestone: Component: Core M-files | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- persistent variables in *.m files trigger hard to understand errors if the user run successively two different *.mod files with 'noclearall' option. Whenever a function uses persistent variables, there should be an explicit initialize option and not rely on empty persistent variables as, for example, priordens.m currently does. -- Ticket URL: <https://www.dynare.org/trac/ticket/83> Dynare <http://www.dynare.org> The Dynare project

1 7