December 2011 - Dev - dynare.org

[Trac] #198: update set_dynare_seed.m to use new function rng
by Trac Dynare 20 Apr '12

20 Apr '12

#198: update set_dynare_seed.m to use new function rng --------------------------+------------------------------------------------- Reporter: houtanb | Owner: houtanb Type: bug | Status: new Priority: minor | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- NB: rng() introduced in Matlab R2011a -- Ticket URL: <https://www.dynare.org/trac/ticket/198> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #190: expectation operator conflicts with ramsey policy
by Trac Dynare 20 Apr '12

20 Apr '12

#190: expectation operator conflicts with ramsey policy --------------------------+------------------------------------------------- Reporter: michel | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- ramsey_policy does not provide the same results with expectation operator or if one adds the auxiliary variable/equation by hand I suspect that the auxiliary variables and the Lagrange mutlipliers are not entered in the right order or Ramsey policy fails if other auxiliary variables are already present in the model -- Ticket URL: <https://www.dynare.org/trac/ticket/190> Dynare <http://www.dynare.org> The Dynare project

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[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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Re: [DynareDev] nograph in dynare 4.2.4
by Michel Juillard 13 Jan '12

13 Jan '12

My suggestion is - nograph should not compute the graph - nodisplay should build and save the graph but not show it - the necessary rewrite of the graph routines should factorize common code - we should only save graphs in one format (other on option) I suggest EPS, but would agree to PDF Best Michel On 12/14/2011 03:20 PM, marco.ratto(a)jrc.ec.europa.eu wrote: > Dear Sebastien, Stephane, > > I am a bit confused about the nograph option in estimation. > While is stoch_simul the logic of this option is clearly to skip any > plot in loops, the practice for estimation has been more to avoid > having a lot of plots opened after estimation and or MH, but the plots > are done (more a nodisplay than a nograph). > > In recent commits, it happens that smoothed shocks and historical and > smoothed variables are made behind the scene as "visible off", however > the saved fig files are not visible when opened later on and, during > the dynare session, such figures keep being opened behind the scene > (no close command). So, "close all" needs to be typed to close all > invisible plots. > > At the same time, in dynare_estimation_init, priors are not plotted > when nograph=1 even if plot_priors=1. > > My question is: if the logic of nograph in estimation is to do the > plots 'behind the scene', then priors should be plotted as well (so > nograph is in fact a nodisplay option: I always found this is a useful > feature since for non-trivial models the number of plots produced can > be very large and it is good to have them saved without having a lot > of figures opened in matlab). In this case, I would push on my > personal repository the fix to the problem of saving fig's as visible > without seeing any new plot popping up during computations. > > If nograph should imply that no graph is ever produced in estimation > as for in stoch_simul, then also plots for smoothed shocks and > historical variables should be skipped when nograph=1. > > How should I proceed? > Thanks for your advice, > > best, > Marco >

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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] #231: DsgeLikelihood_hh.m was removed when DsgeLikelihood.m was replaced by dsge_likelihood.m
by Trac Dynare 04 Jan '12

04 Jan '12

#231: DsgeLikelihood_hh.m was removed when DsgeLikelihood.m was replaced by dsge_likelihood.m ------------------------+--------------------------------------------------- Reporter: michel | Owner: stepan Type: bug | Status: new Priority: critical | Milestone: 4.3 Component: Estimation | Version: Keywords: | ------------------------+--------------------------------------------------- DsgeLikelihood_hh.m needs to be replaced by dsge_likelihood_hh.m that is needed by newrat.m and tests/fs2000/fs2000d.mod All the Kalman filter routines needs also to return llik, the vector of loglikelihood per observation. -- Ticket URL: <https://www.dynare.org/trac/ticket/231> 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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