October 2012 - Dev - dynare.org

[Trac] #274: On Windows, nan and inf are incorrectly translated in <filename>.m
by Trac Dynare 01 Oct '12

01 Oct '12

#274: On Windows, nan and inf are incorrectly translated in <filename>.m --------------------------+----------------------- Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: major | Milestone: Component: Preprocessor | Version: 4.3.0 Keywords: | --------------------------+----------------------- Under Windows 7 (and possibly Windows XP, need to check), the nan and inf values are respectively printed as 1.#IND and 1.#INF in the M-files generated by the preprocessor. This obviously leads to a crash. -- Ticket URL: <https://www.dynare.org/trac/ticket/274> Dynare <http://www.dynare.org> The Dynare project

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Crashes of the preprocessor on Windows 7
by Sébastien Villemot 01 Oct '12

01 Oct '12

Johannes: I have just pushed a fix (dd0190b) which I think should fix the preprocessor crashes that you were experiencing sometimes. Could you test with tomorrow's snapshot to see if the problem is indeed fixed by that commit? Thanks, -- Sébastien Villemot Researcher in Economics http://www.dynare.org/sebastien Phone: +33-1-40-77-84-04

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Fwd: [Dynare Git] Dynare branch, master, updated. fcceec896aee61c050052155ec16e0a4604ea42c
by Michel Juillard 01 Oct '12

01 Oct '12

Hi Marco, I don't understand the change below. If the penalty is very steep, as with 1e8, you create a cliff for Newton-type optimizers. objective_function_penalty_base contains the best value of the objective function so far, so a small increase to this value should be sufficient to make sure that the point is never chosen by the optimizer. If you have an example where is doesn't work with a relative penalty of 100, then we should investigate. Maybe objective_function_penalty_base is not set properly somewhere. Best Michel -------- Original Message -------- Subject: [Dynare Git] Dynare branch, master, updated. fcceec896aee61c050052155ec16e0a4604ea42c Date: Mon, 1 Oct 2012 12:04:44 +0200 (CEST) From: sebastien(a)cepremap.org (Sébastien Villemot) To: commit(a)dynare.org This is an automated email from the git hooks/post-receive script. It was generated because a ref change was pushed to the repository containing the project "Dynare". The branch, master has been updated via fcceec896aee61c050052155ec16e0a4604ea42c (commit) via 560771bedc10089f306cc11b9fa9b8c33f43e751 (commit) via 285e40eb2c248e140bffc351e6bcdd55c1bbc4e5 (commit) from e81f9d48ac5b5dab724ec48195301d139cef85ef (commit) Those revisions listed above that are new to this repository have not appeared on any other notification email; so we list those revisions in full, below. - Log ----------------------------------------------------------------- commit fcceec896aee61c050052155ec16e0a4604ea42c Author: Marco Ratto<marco.ratto(a)jrc.ec.europa.eu> Date: Mon Oct 1 08:53:50 2012 +0200 reset penalty to 1.e8. diff --git a/matlab/dsge_likelihood.m b/matlab/dsge_likelihood.m index 04599ca..d022b6e 100644 --- a/matlab/dsge_likelihood.m +++ b/matlab/dsge_likelihood.m @@ -429,7 +429,7 @@ switch DynareOptions.lik_init end if isnan(dLIK), info = 45; - fval = objective_function_penalty_base + 100; + fval = objective_function_penalty_base + 1.e8; exit_flag = 0; return end commit 560771bedc10089f306cc11b9fa9b8c33f43e751 Author: Marco Ratto<marco.ratto(a)jrc.ec.europa.eu> Date: Mon Oct 1 08:50:47 2012 +0200 Trap the case when second output of objective function is empty. diff --git a/matlab/mr_hessian.m b/matlab/mr_hessian.m index 0b059d9..9fe04dd 100644 --- a/matlab/mr_hessian.m +++ b/matlab/mr_hessian.m @@ -133,7 +133,7 @@ while i<n end f1(:,i)=fx; if outer_product_gradient, - if any(isnan(ffx)) + if any(isnan(ffx)) || isempty(ffx), ff1=ones(size(ff0)).*fx/length(ff0); else ff1=ffx; @@ -143,7 +143,7 @@ while i<n [fx, ffx]=feval(func,xh1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults); f_1(:,i)=fx; if outer_product_gradient, - if any(isnan(ffx)) + if any(isnan(ffx)) || isempty(ffx), ff_1=ones(size(ff0)).*fx/length(ff0); else ff_1=ffx; commit 285e40eb2c248e140bffc351e6bcdd55c1bbc4e5 Author: Marco Ratto<marco.ratto(a)jrc.ec.europa.eu> Date: Mon Oct 1 08:49:58 2012 +0200 Pass new options nodisplay and graph_format to options_ diff --git a/matlab/dynare_sensitivity.m b/matlab/dynare_sensitivity.m index d688725..c5c16cd 100644 --- a/matlab/dynare_sensitivity.m +++ b/matlab/dynare_sensitivity.m @@ -34,6 +34,12 @@ options_gsa = set_default_option(options_gsa,'datafile',[]); if isfield(options_gsa,'nograph'), options_.nograph=options_gsa.nograph; end +if isfield(options_gsa,'nodisplay'), + options_.nodisplay=options_gsa.nodisplay; +end +if isfield(options_gsa,'graph_format'), + options_.graph_format=options_gsa.graph_format; +end if isfield(options_gsa,'mode_file'), options_.mode_file=options_gsa.mode_file; end ----------------------------------------------------------------------- Summary of changes: matlab/dsge_likelihood.m | 2 +- matlab/dynare_sensitivity.m | 6 ++++++ matlab/mr_hessian.m | 4 ++-- 3 files changed, 9 insertions(+), 3 deletions(-) hooks/post-receive -- Dynare _______________________________________________ Commit mailing list Commit(a)dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/commit

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Status of testsuite in 4.3 branch
by sebastien＠dynare.org 01 Oct '12

01 Oct '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-KghEIU8PQm.log'.

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Status of testsuite in master branch
by sebastien＠dynare.org 01 Oct '12

01 Oct '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 189 tests PASSED out of 189 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 187 tests PASSED out of 187 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-master-check-A3lEzhRmq9.log'.

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