May 2012 - Dev - dynare.org

[Trac] #251: SMM: create preprocessor interface, make it compatible with Octave
by Trac Dynare 04 Jun '12

04 Jun '12

#251: SMM: create preprocessor interface, make it compatible with Octave -------------------------+-------------------------------------------------- Reporter: sebastien | Owner: stepan Type: enhancement | Status: new Priority: major | Milestone: Component: Estimation | Version: Keywords: | -------------------------+-------------------------------------------------- In particular, the current code is not compatible with Octave since it uses RandStream at several places. -- Ticket URL: <https://www.dynare.org/trac/ticket/251> Dynare <http://www.dynare.org> The Dynare project

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Status of testsuite in 4.2 branch
by Sébastien Villemot 31 May '12

31 May '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-hcMCaHbwG7.log'.

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Status of testsuite in master branch
by Sébastien Villemot 31 May '12

31 May '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 133 tests PASSED out of 179 tests run *************************************** List of 46 tests FAILED: * fs2000_calib.mod * steady_state_operator/bytecode_test.mod * block_bytecode/ireland.mod * block_bytecode/ramst_normcdf_and_friends.mod * k_order_perturbation/fs2000k2_use_dll.mod * k_order_perturbation/fs2000k_1_use_dll.mod * k_order_perturbation/fs2000k3_use_dll.mod * k_order_perturbation/fs2000k2_m.mod * k_order_perturbation/fs2000k_1_m.mod * k_order_perturbation/fs2000k3_m.mod * gsa/ls2003.mod * ms-sbvar/test_ms_variances.mod * ms-sbvar/test_ms_variances_repeated_runs.mod * deterministic_simulations/rbc_det1.mod * deterministic_simulations/rbc_det2.mod * deterministic_simulations/rbc_det3.mod * deterministic_simulations/rbc_det4.mod * deterministic_simulations/rbc_det5.mod * 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, 7, 0) * block_bytecode/run_ls2003.m(0, 1, 8, 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(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, 7, 0) * block_bytecode/run_ls2003.m(1, 1, 8, 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) *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 79 tests PASSED out of 177 tests run *************************************** List of 98 tests FAILED: * example1_use_dll.mod * example1_irf_shocks.mod * t_sgu_ex1.mod * osr_example.mod * optimal_policy/nk_ramsey_expectation.mod * optimal_policy/nk_ramsey_expectation_a.mod * optimal_policy/mult_elimination_test.mod * ramst_initval_file.mod * example1_varexo_det.mod * fs2000_ssfile.mod * fs2000_calib.mod * comments.mod * histval_sto.mod * expectations/expectation.mod * expectations/expectation_ss.mod * expectations/expectation_ss_old.mod * expectations/expectation_nested.mod * steady_state/multi_leads.mod * steady_state_operator/bytecode_test.mod * block_bytecode/ireland.mod * block_bytecode/ramst_normcdf_and_friends.mod * k_order_perturbation/fs2000k2_use_dll.mod * k_order_perturbation/fs2000k_1_use_dll.mod * k_order_perturbation/fs2000k3_use_dll.mod * k_order_perturbation/fs2000k2_m.mod * k_order_perturbation/fs2000k_1_m.mod * k_order_perturbation/fs2000k3_m.mod * partial_information/PItest3aHc0PCLsimModPiYrVarobsAll.mod * partial_information/PItest3aHc0PCLsimModPiYrVarobsCNR.mod * arima/mod1b.mod * arima/mod2a.mod * arima/mod2b.mod * fs2000/fs2000.mod * fs2000/fs2000a.mod * fs2000/fs2000c.mod * fs2000/fs2000d.mod * fs2000/fs2000_cmaes.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * AIM/fs2000_b1L1L.mod * AIM/fs2000_b1L1L_AIM.mod * AIM/ls2003_2L0L.mod * AIM/ls2003_2L0L_AIM.mod * AIM/ls2003_2L2L.mod * AIM/ls2003_2L2L_AIM.mod * dsge-var/simul_hybrid.mod * dsge-var/dsgevar_forward_calibrated_lambda.mod * dsge-var/dsgevar_forward_estimated_lambda.mod * external_function/example1_1st_and_2nd_deriv_functions_provided_dll.mod * external_function/example1_no_deriv_functions_provided_dll.mod * seeds.mod * gsa/ls2003.mod * identification/kim/kim2.mod * identification/as2007/as2007.mod * conditional_forecasts/fs2000_cal.mod * conditional_forecasts/fs2000_est.mod * recursive/ls2003.mod * recursive/ls2003_bayesian.mod * ms-sbvar/test_ms_variances.mod * ms-sbvar/test_ms_variances_repeated_runs.mod * kalman_filter_smoother/algo3.mod * kalman_filter_smoother/algo4.mod * kalman_filter_smoother/algo4a.mod * kalman_filter_smoother/algo4b.mod * kalman_filter_smoother/algoH3.mod * kalman_filter_smoother/fs2000a.mod * second_order/burnside_1.mod * deterministic_simulations/rbc_det1.mod * deterministic_simulations/rbc_det2.mod * deterministic_simulations/rbc_det3.mod * deterministic_simulations/rbc_det4.mod * deterministic_simulations/rbc_det5.mod * 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, 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-master-check-B2Uc6rcV2K.log'.

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[Trac] #51: Add new command to create dynamic model file with given options, when there is no simul/stoch_simul...
by Trac Dynare 30 May '12

30 May '12

#51: Add new command to create dynamic model file with given options, when there is no simul/stoch_simul... --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/51> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #233: Smoother on calibrated models
by Trac Dynare 30 May '12

30 May '12

#233: Smoother on calibrated models -----------------------+---------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: General | Version: Keywords: | -----------------------+---------------------------------------------------- Add the possibility of running the smoother on a calibrated model. It may be already possible to do so, by giving no estimated_params and then running estimation with mode_compute=0. If this indeed works, we need to add an interface by creating a new MOD-file command that would output the right call to estimation. -- Ticket URL: <https://www.dynare.org/trac/ticket/233> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #194: Clarify Slicot licensing terms
by Trac Dynare 30 May '12

30 May '12

#194: Clarify Slicot licensing terms ----------------------------+----------------------------------------------- Reporter: sebastien | Owner: george Type: bug | Status: new Priority: critical | Milestone: Component: Estimation DLL | Version: Keywords: | ----------------------------+----------------------------------------------- Currently Dynare (unstable) distributes its own copy of libslicot (www.slicot.org) It is used in the Kalman Steady State DLL (at least). As of July 15, 2011, it is no longer possible to download libslicot from its website. It says that the library is currently undergoing a relicensing. We need to clarify this with Slicot authors to see if we can continue distributing it with Dynare. -- Ticket URL: <https://www.dynare.org/trac/ticket/194> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #260: implement trust-region method for non-linear solver
by Trac Dynare 30 May '12

30 May '12

#260: implement trust-region method for non-linear solver -------------------------+-------------------------------------------------- Reporter: michel | Owner: michel Type: enhancement | Status: new Priority: major | Milestone: 5.0 Component: General | Version: Keywords: | -------------------------+-------------------------------------------------- The code in solve1.m to deal with the case where the Jacobian is near singular is unsatisfactory. We need to implement a trust region method as discussed in Nocedal and Wright (2006. This could also be done for the non-linear solver of bytecode -- Ticket URL: <https://www.dynare.org/trac/ticket/260> Dynare <http://www.dynare.org> The Dynare project

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Status of testsuite in master branch
by Sébastien Villemot 30 May '12

30 May '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 178 tests PASSED out of 178 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 176 tests PASSED out of 176 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-9o8t9KOC0q.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 30 May '12

30 May '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-lO4hPoSqBv.log'.

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Re: [DynareDev] [Trac] #22: Expand specification of priors (i.e. priors on relative variances between 2 shocks)
by Trac Dynare 29 May '12

29 May '12

#22: Expand specification of priors (i.e. priors on relative variances between 2 shocks) ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: michel Type: feature | Status: assigned Priority: major | Milestone: 5.0 Component: Estimation | Version: Keywords: | ------------------------+--------------------------------------------------- Changes (by michel): * milestone: 4.3 => 5.0 -- Ticket URL: <https://www.dynare.org/trac/ticket/22#comment:5> Dynare <http://www.dynare.org> The Dynare project

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