July 2010 - Dev - dynare.org

[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

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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] #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

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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] #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

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[Trac] #111: Add the possibility to solve underdetermined models
by Trac Dynare 12 Nov '10

12 Nov '10

#111: Add the possibility to solve underdetermined models --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- When the Blanchard-Kahn conditions are not satisfied because the model is underdetermined, it is possible to select a solution among the infinity of solutions, provided we impose more restrictions. We can implement the solution of Lubik and Schorfheide, “Testing for Indeterminacy:An Application to U.S. Monetary Policy” (AER, 2004), see http://ideas.repec.org/p/jhu/papers/480.html -- Ticket URL: <https://www.dynare.org/trac/ticket/111> 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] #93: Replace functions deprecated in MATLAB 7.10 (R2010a)
by Trac Dynare 27 Sep '10

27 Sep '10

#93: Replace functions deprecated in MATLAB 7.10 (R2010a) --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Among others, the following functions are deprecated in MATLAB 7.10 (R2010a), but still work: {{{isstr, setstr, str2mat, strread, strvcat, textread}}} Every occurrence of these functions should be replaced in the M-files and in the preprocessor, for compatibility with future versions of MATLAB. See http://www.mathworks.com/access/helpdesk/help/techdoc/rn/br_bpq8-1.html#bsd… for their replacements. -- Ticket URL: <https://www.dynare.org/trac/ticket/93> Dynare <http://www.dynare.org> The Dynare project

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