November 2011 - Dev - dynare.org

[Trac] #161: Under Octave, gamma priors fail when variance is too small
by Trac Dynare 20 Apr '12

20 Apr '12

#161: Under Octave, gamma priors fail when variance is too small --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: 4.1.3 Keywords: | --------------------------+------------------------------------------------- This is reproducible on file RBC_Est.mod distributed with the user guide, which has two gamma priors. The problem is related to a bug in Octave: http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=493869 It may also affect beta priors which rely on gaminv() function. A minimal solution would be to give a sensible error message to the user, so that he knows he has to increase the variance. A better solution would be to reimplement gaminv. -- Ticket URL: <https://www.dynare.org/trac/ticket/161> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #177: mode_compute = 5 and dsge-var
by Trac Dynare 02 Apr '12

02 Apr '12

#177: mode_compute = 5 and dsge-var --------------------------+------------------------------------------------- Reporter: michel | Owner: Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Paul McNelis reports that mode_compute=5 doesn't work with dsge-var estimation -- Ticket URL: <https://www.dynare.org/trac/ticket/177> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #221: add support for Excel files in Octave
by Trac Dynare 26 Mar '12

26 Mar '12

#221: add support for Excel files in Octave ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Estimation | Version: Keywords: | ------------------------+--------------------------------------------------- The xlsread function is in the octave-io Forge package. The package seems to need octave-java in turn. -- Ticket URL: <https://www.dynare.org/trac/ticket/221> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #206: MS-SBVAR: update irf, forecast and variance decomposition mex
by Trac Dynare 09 Mar '12

09 Mar '12

#206: MS-SBVAR: update irf, forecast and variance decomposition mex --------------------------+------------------------------------------------- Reporter: houtanb | Owner: Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/206> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #173: fix license problems in GSA
by Trac Dynare 09 Jan '12

09 Jan '12

#173: fix license problems in GSA --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: critical | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Some files in the {{{matlab/gsa}}} subdirectory have copyright status incompatible with inclusion in Dynare. At least: {{{ fdjac.m LPTAU.m optget.m Sampling_Function_2.m }}} Other files do not have any copyright notice, their status should be checked. The copyright status of the GSA manual is not explicited. Once these issues are fixed, the license.txt file should be updated accordingly. -- Ticket URL: <https://www.dynare.org/trac/ticket/173> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #223: add @#ifdef functionality to macroprocessor
by Trac Dynare 03 Jan '12

03 Jan '12

#223: add @#ifdef functionality to macroprocessor --------------------------+------------------------------------------------- Reporter: houtanb | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Currently, we only support @#if, meaning that every macro variable must be predefined. For large mod files with many clauses where you may want to include/exclude portions easily, this becomes cumbersome because it requires you to define all macro used anywhere to be equal to zero at the beginning of the modfile. It is also cumbersome when certain macro variables are only defined based on the existence of others, making the definition at the beginning of the mod file all that much longer. See GPM6.mod to get the general idea. -- Ticket URL: <https://www.dynare.org/trac/ticket/223> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #157: histval + stoch_simul(periods=...) + forecast gives wrong result
by Trac Dynare 28 Dec '11

28 Dec '11

#157: histval + stoch_simul(periods=...) + forecast gives wrong result --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: 4.1.3 Keywords: | --------------------------+------------------------------------------------- If there is a histval block, followed by stoch_simul using empirical simulations ("periods" option), then the information provided by histval is lost (the "oo_.endo_simul" structure, which contains the histval information, is completely rewritten). A subsequent forecast command wrong results, since it will not use histval as starting point. -- Ticket URL: <https://www.dynare.org/trac/ticket/157> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #195: histval+stoch_simul
by Trac Dynare 21 Dec '11

21 Dec '11

#195: histval+stoch_simul --------------------------+------------------------------------------------- Reporter: stepan | Owner: houtanb Type: bug | Status: new Priority: critical | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Contrary to what is explained in the documentation, the stochastic simulations are systematically initialized at the deterministic steady state. The histval block does not affect the way the simulations are initialized, and, worse, the preprocessor crashes if option periods is used (with an error message). The error message should be removed and the preprocessor should define a flag (options_.histval=1) whenever the block histval is used. -- Ticket URL: <https://www.dynare.org/trac/ticket/195> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] Code question
by Sébastien Villemot 12 Dec '11

12 Dec '11

Dear Samik, Samik Raychaudhuri <samikr(a)gmail.com> writes: > I was doing some research on generalized Cholesky decomposition (from > the Schnabel and Eskow paper), and stumbled across your GPL'd code of > Dynare at: https://www.dynare.org/trac/browser/matlab/ > generalized_cholesky2.m While testing the code, it seemed that the > code does not decompose properly for any symmetric positive definite > matrix greater than 3X3. Are you aware of this problem, or am I > missing something here? Thanks for your feedback. We are not aware of any problem in our code, but of course we cannot rule out a bug. It would be very useful for us if you could provide us with an example to replicate the problem: which input matrix you used, which output you got and which output you were expecting. Best, -- Sébastien Villemot Researcher in Economics & Debian Maintainer http://www.dynare.org/sebastien Phone: +33-1-40-77-49-90 - GPG Key: 4096R/381A7594

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Re: [DynareDev] [GPM Maintainers] Fwd: Release of Dynare 4.2.3
by Sébastien Villemot 01 Dec '11

01 Dec '11

Hi Kadir, I forward this to the Dynare developers' list, since I’m not familiar with this part of the code. Best, "Tanyeri, Kadir" <KTanyeri(a)imf.org> writes: > Sebastien, > > Thank you very much for the much anticipated version! > > There seems to be small typo in the following file around line 100, I think it should be as the second line below: > > ..\4.2.3\matlab\kalman\likelihood\univariate_kalman_filter_ss.m > > %Ki = (PP*Z(i,:))'/Fi; > Ki = (PP*Z(i,:)')/Fi; > > Could you please check? > > Best, > Kadir > > > -----Original Message----- > From: gpm-maintainers-bounces(a)cepremap.org [mailto:gpm-maintainers-bounces@cepremap.org] On Behalf Of Sébastien Villemot > Sent: Wednesday, November 30, 2011 12:16 PM > To: GPM Maintainers > Subject: [GPM Maintainers] Fwd: [DynareDev] Release of Dynare 4.2.3 > > Hi, > > We made a new Dynare release, which hopefully should fix the issues you recently encountered. We were able to estimate GPM6 with this new version. > > Please tell us if you still encounter any problem. > > Best, > -- Sébastien Villemot Researcher in Economics & Debian Maintainer http://www.dynare.org/sebastien Phone: +33-1-40-77-49-90 - GPG Key: 4096R/381A7594

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