March 2012 - Dev - dynare.org

Status of testsuite in master branch
by Sébastien Villemot 08 Mar '12

08 Mar '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 169 tests PASSED out of 169 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 167 tests PASSED out of 167 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-Ldn3p0nCZb.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 08 Mar '12

08 Mar '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 86 tests PASSED out of 148 tests run *************************************** List of 62 tests FAILED: * recursive/ls2003.mod * recursive/ls2003_bayesian.mod * kalman_filter_smoother/gen_data.mod * kalman_filter_smoother/algo1.mod * kalman_filter_smoother/algo2.mod * kalman_filter_smoother/algo3.mod * kalman_filter_smoother/algo4.mod * kalman_filter_smoother/algo4a.mod * kalman_filter_smoother/algo4b.mod * kalman_filter_smoother/algoH1.mod * kalman_filter_smoother/algoH2.mod * kalman_filter_smoother/algoH3.mod * kalman_filter_smoother/fs2000.mod * kalman_filter_smoother/fs2000_1.mod * kalman_filter_smoother/fs2000_2.mod * kalman_filter_smoother/fs2000a.mod * second_order/burnside_1.mod * second_order/ds1.mod * second_order/ds2.mod * block_bytecode/run_ls2003.m(0, 0, 0, 0) * block_bytecode/run_ls2003.m(0, 0, 1, 0) * block_bytecode/run_ls2003.m(0, 0, 2, 0) * block_bytecode/run_ls2003.m(0, 0, 3, 0) * block_bytecode/run_ls2003.m(0, 0, 4, 0) * block_bytecode/run_ls2003.m(0, 0, 0, 0) * block_bytecode/run_ls2003.m(0, 1, 0, 0) * block_bytecode/run_ls2003.m(0, 1, 1, 0) * block_bytecode/run_ls2003.m(0, 1, 2, 0) * block_bytecode/run_ls2003.m(0, 1, 3, 0) * block_bytecode/run_ls2003.m(0, 1, 4, 0) * block_bytecode/run_ls2003.m(0, 1, 5, 0) * block_bytecode/run_ls2003.m(0, 1, 6, 0) * block_bytecode/run_ls2003.m(0, 1, 8, 0) * block_bytecode/run_ls2003.m(0, 1, 0, 0) * block_bytecode/run_ls2003.m(0, 1, 1, 0) * block_bytecode/run_ls2003.m(0, 1, 2, 0) * block_bytecode/run_ls2003.m(0, 1, 3, 0) * block_bytecode/run_ls2003.m(0, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 0, 8, 0) * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 8, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.2-check-VS1Fp46E3v.log'.

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Release of 4.2.5 + Windows package for Dynare/Octave
by Sébastien Villemot 07 Mar '12

07 Mar '12

Hi, I intend to release Dynare 4.2.5 by the end of the week. This release will in particular incorporate bugfixes to sensitivity and identification, so that Marco can use it in its upcoming workshop. The 4.2.5 release will probably be the last in the 4.2 branch, since we aim at releasing 4.3.0 in June. Please backport to the 4.2 branch any bugfix that you made in master and that is relevant for 4.2. Your window of opportunity is only of a few days :) Also, I would like to get your feedback concerning the Windows package of Dynare, in relation to Octave. As you may know, Octave 3.6.1 has been released recently, and two Windows packages have been created for it (see [1]): - one compiled with Microsoft Visual C++ (MSVC), which comes with a neat installer and an experimental preview of the Octave GUI. The problem is that it is impossible to fully cross-compile Dynare for Octave/MSVC from GNU/Linux: I seem to be possible to do it for MEX files, but it is clearly impossible for Oct files (which are "ordschur" and "qzcomplex"). - one compiled with MinGW: no problem for cross-compiling Dynare for Octave/MinGW from GNU/Linux. But at this time there is no automated installer of Octave/MinGW: it comes only in the form of ZIP files that one has to uncompress manually. We have to decide which Windows version of Octave we support (supporting both seems an unnecessary burden). I see the following possible solutions: 1) Support the MinGW version. Cross-compile everything from GNU/Linux. Bundle Octave/MinGW in the Dynare installer (leaving the choice to our user of installing it or not). The big advantage is that the Dynare installer will be totally self-contained. The drawback is that it makes the installer bigger: it would go from 20Mb to about 200Mb. 2) Support the MinGW version. Cross-compile everything from GNU/Linux. Ask our users to manually download and unzip Octave/MinGW. 3) Support the MSVC version. Cross-compile the MEX files from GNU/Linux (seems possible). For the Oct files, compile them manually from time to time in a Windows Virtual Machine, and smuggle them in the nightly cross-compiled snapshot. Ask our users to use the Octave/MSVC installer (also note that before installing Octave/MSVC, they have to download and install the MSVC runtime from Microsoft website). My ranking is 1 > 2 > 3. If you have any opinion on this, please raise your voice. Otherwhise I’ll implement solution 1 for the 4.2.5 package. [1] http://www.octave.org/wiki/index.php?title=Octave_for_Windows -- Sébastien Villemot Researcher in Economics & Debian Maintainer http://www.dynare.org/sebastien Phone: +33-1-40-77-84-04 - GPG Key: 4096R/381A7594

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Status of testsuite in master branch
by Sébastien Villemot 07 Mar '12

07 Mar '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 169 tests PASSED out of 169 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 167 tests PASSED out of 167 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-BO1hwPWmxq.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 07 Mar '12

07 Mar '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 86 tests PASSED out of 148 tests run *************************************** List of 62 tests FAILED: * recursive/ls2003.mod * recursive/ls2003_bayesian.mod * kalman_filter_smoother/gen_data.mod * kalman_filter_smoother/algo1.mod * kalman_filter_smoother/algo2.mod * kalman_filter_smoother/algo3.mod * kalman_filter_smoother/algo4.mod * kalman_filter_smoother/algo4a.mod * kalman_filter_smoother/algo4b.mod * kalman_filter_smoother/algoH1.mod * kalman_filter_smoother/algoH2.mod * kalman_filter_smoother/algoH3.mod * kalman_filter_smoother/fs2000.mod * kalman_filter_smoother/fs2000_1.mod * kalman_filter_smoother/fs2000_2.mod * kalman_filter_smoother/fs2000a.mod * second_order/burnside_1.mod * second_order/ds1.mod * second_order/ds2.mod * block_bytecode/run_ls2003.m(0, 0, 0, 0) * block_bytecode/run_ls2003.m(0, 0, 1, 0) * block_bytecode/run_ls2003.m(0, 0, 2, 0) * block_bytecode/run_ls2003.m(0, 0, 3, 0) * block_bytecode/run_ls2003.m(0, 0, 4, 0) * block_bytecode/run_ls2003.m(0, 0, 0, 0) * block_bytecode/run_ls2003.m(0, 1, 0, 0) * block_bytecode/run_ls2003.m(0, 1, 1, 0) * block_bytecode/run_ls2003.m(0, 1, 2, 0) * block_bytecode/run_ls2003.m(0, 1, 3, 0) * block_bytecode/run_ls2003.m(0, 1, 4, 0) * block_bytecode/run_ls2003.m(0, 1, 5, 0) * block_bytecode/run_ls2003.m(0, 1, 6, 0) * block_bytecode/run_ls2003.m(0, 1, 8, 0) * block_bytecode/run_ls2003.m(0, 1, 0, 0) * block_bytecode/run_ls2003.m(0, 1, 1, 0) * block_bytecode/run_ls2003.m(0, 1, 2, 0) * block_bytecode/run_ls2003.m(0, 1, 3, 0) * block_bytecode/run_ls2003.m(0, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 0, 8, 0) * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 8, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.2-check-VSChHKMW3D.log'.

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Status of testsuite in master branch
by Sébastien Villemot 06 Mar '12

06 Mar '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 169 tests PASSED out of 169 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 167 tests PASSED out of 167 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-YPXS5yoRPH.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 06 Mar '12

06 Mar '12

*************************************** * 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 '/var/tmp/dynare-4.2-check-J8AcxAS86F.log'.

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CMAES in dynare
by Stéphane Adjemian 05 Mar '12

05 Mar '12

Dear all, Just to warn you (because it is hidden in a bunch of commits) that I have just pushed the commit by Johannes related to the CMAES optimization routine. Best, Stéphane. -- Stéphane Adjemian Université du Maine, Gains et Cepremap Tel(Gains): +33(0)2 43 83 31 35 Tel(Cepremap): +33(0)1 40 77 84 19

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[Trac] #245: Add CMA Evolution Strategy algorithm for mode optimization
by Trac Dynare 05 Mar '12

05 Mar '12

#245: Add CMA Evolution Strategy algorithm for mode optimization ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Estimation | Version: Keywords: | ------------------------+--------------------------------------------------- MATLAB/Octave code is already available there: http://www.lri.fr/~hansen/cmaesintro.html It is just about asking permission for inclusion under the GPL (which we will likely given) and add the necessary plumbing in mode_compute. -- Ticket URL: <https://www.dynare.org/trac/ticket/245> Dynare <http://www.dynare.org> The Dynare project

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master testsuite: estimation bugs.
by Stéphane Adjemian 05 Mar '12

05 Mar '12

Hi Sébatien, The commits I pushed last night broke the estimation in dynare master. I hope the commit #59d3d30c90124965b10218205a8dc070842b198e, I have just pushed, fixes all these issues. The testsuite is still running (without errors) on my laptop... The non linear filters routines are not compatible with octave... I'll fix this as soon as possible. Best, Stéphane.

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