December 2011 - Dev - dynare.org

[Trac] #159: gamrnd.m (in matlab/missing/stats): implement selection of alternative methods (3rd argument)
by Trac Dynare 06 Jun '12

06 Jun '12

#159: gamrnd.m (in matlab/missing/stats): implement selection of alternative methods (3rd argument) --------------------------+------------------------------------------------- Reporter: sebastien | Owner: stepan Type: enhancement | Status: new Priority: minor | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/159> Dynare <http://www.dynare.org> The Dynare project

1 2

[Trac] #174: Remove options_.planner_discount from preprocessor and .m files
by Trac Dynare 06 Jun '12

06 Jun '12

#174: Remove options_.planner_discount from preprocessor and .m files --------------------------+------------------------------------------------- Reporter: houtanb | Owner: Type: bug | Status: new Priority: minor | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- This is no longer necessary and can be cleaned out of the code. -- Ticket URL: <https://www.dynare.org/trac/ticket/174> Dynare <http://www.dynare.org> The Dynare project

1 4

[Trac] #218: Remove set_stationary_variables_list.m
by Trac Dynare 06 Jun '12

06 Jun '12

#218: Remove set_stationary_variables_list.m -------------------------+-------------------------------------------------- Reporter: sebastien | Owner: stepan Type: enhancement | Status: new Priority: minor | Milestone: 4.3 Component: Estimation | Version: Keywords: | -------------------------+-------------------------------------------------- This function is basically useless now that unit_root_vars has been removed. It is however still called from several places. -- Ticket URL: <https://www.dynare.org/trac/ticket/218> 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

[Trac] #112: Metropolis: add the possibility for the user to give an arbitrary matrix for the variance of the jump proposal
by Trac Dynare 06 Jun '12

06 Jun '12

#112: Metropolis: add the possibility for the user to give an arbitrary matrix for the variance of the jump proposal --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Feature suggested by Fabio Canova at the Dynare Conference 2010. -- Ticket URL: <https://www.dynare.org/trac/ticket/112> Dynare <http://www.dynare.org> The Dynare project

1 4

[Trac] #164: consider using bvar provided by Zha and Waggoner instead of our own
by Trac Dynare 05 Jun '12

05 Jun '12

#164: consider using bvar provided by Zha and Waggoner instead of our own --------------------------+------------------------------------------------- Reporter: houtanb | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Their code provides a superset of ours. -- Ticket URL: <https://www.dynare.org/trac/ticket/164> Dynare <http://www.dynare.org> The Dynare project

1 2

[Trac] #184: Auxiliary variables for leads.
by Trac Dynare 05 Jun '12

05 Jun '12

#184: Auxiliary variables for leads. --------------------------+------------------------------------------------- Reporter: stepan | Owner: houtanb Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- The last loop in add_auxiliary_variables is highly inefficient. The the residuals of the static model are evaluated (many times) to compute the the steady state levels of the auxiliary variables. But in the preprocessing stage, the expressions of the auxiliary variables (in terms of the endogenous variables) are known. The preprocessor should write a routine defining the auxiliary variables as a function of the endogenous variables. Depending on the current options, this routine may be a matlab function, a mex or bytecode. With such a function we won't need to infer the steady state of the auxiliaries from the residuals of the static model... -- Ticket URL: <https://www.dynare.org/trac/ticket/184> Dynare <http://www.dynare.org> The Dynare project

1 2

[Trac] #181: Display a summary of warnings at the end of Dynare run
by Trac Dynare 05 Jun '12

05 Jun '12

#181: Display a summary of warnings at the end of Dynare run --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: minor | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- At the end of a run, display a message if a warning was emitted (either by the preprocessor, or by MATLAB/Octave code). Some harmless warnings should probably be filtered out. -- Ticket URL: <https://www.dynare.org/trac/ticket/181> Dynare <http://www.dynare.org> The Dynare project

1 3

[Trac] #229: update markov_switching statement
by Trac Dynare 05 Jun '12

05 Jun '12

#229: update markov_switching statement ------------------------------------+--------------------------------------- Reporter: houtanb | Owner: houtanb Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Markov-Switching SBVAR | Version: Keywords: | ------------------------------------+--------------------------------------- * remove the regime option * replace number_of_states with number_of_regimes * add restrictions option * allow duration to accept a vector of length number_of_regimes * remove the passing of INF_CONSTANT to duration See http://www.dynare.org/DynareWiki/MarkovSwitchingInterface -- Ticket URL: <https://www.dynare.org/trac/ticket/229> Dynare <http://www.dynare.org> The Dynare project

1 4