Dev August 2011

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72 discussions

[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] #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] #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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[Trac] #94: Remove obsolete code dealing with more than one lead and/or one lag
by Trac Dynare 26 Nov '11

26 Nov '11

#94: Remove obsolete code dealing with more than one lead and/or one lag --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: minor | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- In the resolution of stochastic models, this code is no longer necessary since the preprocessor removes any lead and lag of more than one. But this code should be kept in the deterministic case, since the preprocessor doesn't do the transformation. -- Ticket URL: <https://www.dynare.org/trac/ticket/94> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #196: investigate bug creating eps files in octave
by Trac Dynare 25 Nov '11

25 Nov '11

#196: investigate bug creating eps files in octave --------------------------+------------------------------------------------- Reporter: houtanb | Owner: Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- As reported here: http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3268 eps files created by Octave 3.2.4 do not open (checked in Windows virtualbox and Karaba for Dynare 4.2.1 and origin/master using fs2000.mod). Pro -- Ticket URL: <https://www.dynare.org/trac/ticket/196> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #167: modify unit_root_vars in the manual
by Trac Dynare 14 Oct '11

14 Oct '11

#167: modify unit_root_vars in the manual ---------------------------+------------------------------------------------ Reporter: michel | Owner: michel Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Documentation | Version: 4.2.0 Keywords: | ---------------------------+------------------------------------------------ unit_root_vars should be made obsolete -- Ticket URL: <https://www.dynare.org/trac/ticket/167> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #200: update normalizeEquation() to deal with abs & sign
by Trac Dynare 12 Oct '11

12 Oct '11

#200: update normalizeEquation() to deal with abs & sign --------------------------+------------------------------------------------- Reporter: houtanb | Owner: ferhat Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/200> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #122: Lower and upper bounds on priors used for two purposes
by Trac Dynare 30 Sep '11

30 Sep '11

#122: Lower and upper bounds on priors used for two purposes --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: minor | Milestone: 4.2 Component: Core M-files | Version: 4.1.2 Keywords: | --------------------------+------------------------------------------------- The p3 and p4 parameters of estimated_params are currently used for two distinct purposes: - specifying the domain of definition of the prior (uniform, generalized beta and gamma) - restricting the optimization for the posterior mode on a sub-domain of the definition of the prior This double usage of the same values is confusing, and makes some cases impossible to describe in a MOD file (example: restricting the optimization on a subdomain of the interval of a uniform). The fix is probably to distinguish these two usages in the MOD file by introducing a new syntax for restricting the optimization, and reflecting that change in the M code. -- Ticket URL: <https://www.dynare.org/trac/ticket/122> Dynare <http://www.dynare.org> The Dynare project

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Dev August 2011