December 2011 - Dev - dynare.org

Status of testsuite in 4.2 branch
by Sébastien Villemot 15 Dec '11

15 Dec '11

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 148 tests PASSED out of 148 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.2-check-xeKd4xecmW.log'.

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Function PosteriorFilterSmootherAndForecast
by Sébastien Villemot 14 Dec '11

14 Dec '11

Hi, Marco suggests to remove the PosteriorFilterSmootherAndForecast.m function, which seems isolated. Do you confirm that it is indeed obsolete and that we can proceed with the removal? Or is it still used in some specific contexts? 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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Status of testsuite in master branch
by Sébastien Villemot 14 Dec '11

14 Dec '11

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 165 tests PASSED out of 166 tests run *************************************** List of 1 tests FAILED: * example1_varexo_det.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 162 tests PASSED out of 164 tests run *************************************** List of 2 tests FAILED: * example1_varexo_det.mod * ep/rbc.mod *************************************** A full log can be found on karaba in '/tmp/dynare-master-check-Lfipoo1tv1.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 14 Dec '11

14 Dec '11

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 148 tests PASSED out of 148 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.2-check-L1wEVFP2Mw.log'.

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Status of testsuite in master branch
by Sébastien Villemot 13 Dec '11

13 Dec '11

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 165 tests PASSED out of 166 tests run *************************************** List of 1 tests FAILED: * example1_varexo_det.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 162 tests PASSED out of 164 tests run *************************************** List of 2 tests FAILED: * example1_varexo_det.mod * ep/rbc.mod *************************************** A full log can be found on karaba in '/tmp/dynare-master-check-FfyEEnDSFv.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 13 Dec '11

13 Dec '11

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 148 tests PASSED out of 148 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.2-check-bx0B3vz1I3.log'.

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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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Status of testsuite in master branch
by Sébastien Villemot 12 Dec '11

12 Dec '11

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 164 tests PASSED out of 165 tests run *************************************** List of 1 tests FAILED: * example1_varexo_det.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 162 tests PASSED out of 163 tests run *************************************** List of 1 tests FAILED: * example1_varexo_det.mod *************************************** A full log can be found on karaba in '/tmp/dynare-master-check-RhPVBuMXLF.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 12 Dec '11

12 Dec '11

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 148 tests PASSED out of 148 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.2-check-ZS9NnmFrgd.log'.

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Re: [DynareDev] [GPM Maintainers] Fwd: Release of Dynare 4.2.4
by Tanyeri, Kadir 11 Dec '11

11 Dec '11

Hi Sebastien, Michel, It looks like there are still some things wrong in the new version. When we calculate the RMSEs (using FilteredVariablesKStepAhead), there are huge differences in some variables between 4.2.4 and an older version (1 quarter ahead RMSE for BLT_EU comes out to be 400 instead of 14). Could you please check? Thank you and Best, Kadir -----Original Message----- From: gpm-maintainers-bounces(a)cepremap.org [mailto:gpm-maintainers-bounces@cepremap.org] On Behalf Of Sébastien Villemot Sent: Friday, December 02, 2011 10:31 AM To: GPM Maintainers Subject: [GPM Maintainers] Fwd: [DynareDev] Release of Dynare 4.2.4 Hi, We made a new release of Dynare which fixes a critical bug in 2nd order approximation, and a few other minor things. You should really not use 4.2.3, so we strongly encourage you to upgrade to 4.2.4. For estimating GPM6, you may still encounter issues with inverse gamma distribution priors with small variances. Previously Dynare was sometimes reporting wrong results in these cases: it is the new behavior which is correct. If you get an error, you should either increase the prior variance or calibrate the parameter. Best,

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