June 2012 - Dev - dynare.org

Re: [DynareDev] [Trac] #26: Nonlinear estimation
by Trac Dynare 07 Jun '12

07 Jun '12

#26: Nonlinear estimation -------------------------+-------------------------------------------------- Reporter: sebastien | Owner: stepan Type: feature | Status: closed Priority: major | Milestone: 5.0 Component: Estimation | Version: Resolution: fixed | Keywords: -------------------------+-------------------------------------------------- Changes (by sebastien): * status: new => closed * resolution: => fixed -- Ticket URL: <https://www.dynare.org/trac/ticket/26#comment:3> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #136: complete implementation of "shock_decomposition"
by Trac Dynare 07 Jun '12

07 Jun '12

#136: complete implementation of "shock_decomposition" --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- add options for grouping shocks together and for choosing the set of parameters to be used -- Ticket URL: <https://www.dynare.org/trac/ticket/136> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #166: fix computation of the planner objective under Ramsey policy
by Trac Dynare 07 Jun '12

07 Jun '12

#166: fix computation of the planner objective under Ramsey policy --------------------------+------------------------------------------------- Reporter: sebastien | Owner: michel Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: 4.2.0 Keywords: | --------------------------+------------------------------------------------- The call to "evaluate_planner_objective" was commented out in f36247ceedb73ebab6be0bbc736fc6f5ce3f3bb1. -- Ticket URL: <https://www.dynare.org/trac/ticket/166> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #58: Implement constrained parameters for osr
by Trac Dynare 07 Jun '12

07 Jun '12

#58: Implement constrained parameters for osr --------------------------+------------------------------------------------- Reporter: sebastien | Owner: michel Type: feature | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/58> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #257: Broken estimation of models with non-diagonal covariance matrix for shocks and calibrated correlation
by Trac Dynare 07 Jun '12

07 Jun '12

#257: Broken estimation of models with non-diagonal covariance matrix for shocks and calibrated correlation ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: stepan Type: bug | Status: new Priority: critical | Milestone: 4.3 Component: Estimation | Version: 4.2.5 Keywords: | ------------------------+--------------------------------------------------- See this thread: http://www.dynare.org/pipermail/dev/2012-May/002015.html -- Ticket URL: <https://www.dynare.org/trac/ticket/257> Dynare <http://www.dynare.org> The Dynare project

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

07 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 181 tests PASSED out of 183 tests run *************************************** List of 2 tests FAILED: * fs2000/fs2000_analytic_derivation.mod * ep/rbcii.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 154 tests PASSED out of 181 tests run *************************************** List of 27 tests FAILED: * block_bytecode/ireland.mod * fs2000/fs2000_analytic_derivation.mod * ep/rbcii.mod * 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-master-check-APhOxeB19q.log'.

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

07 Jun '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-XTwV9Yl0L2.log'.

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Particle Filter
by Johannes Pfeifer 06 Jun '12

06 Jun '12

I find it undesirable that Dynare now by default uses a second order approximation with particle filtering. dynare_estimation_1 used to set order=1 by default. With the particle filter that is no longer the case. Estimation of legacy mod-files now always crashes with the error that Error using dynare_estimation_1 (line 43) For estimating the model with a second order approximation using a non linear filter, one should have options_.particle.status=1; if order=1 is not explicitly specified in the estimation command. The reason is that Dynare by default initializes order=2. Hence, many legacy mod-files will crash. I would suggest we either set the baseline order in dynare_estimation_1 to 1 as before unless order is set explicitly to 2 in estimation (or options_.particle.status=1 is defined) or we have to make the error message more explicit. -------- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil: +49-(0)170-6936820 jpfeifer(a)gmx.de

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Re: [DynareDev] [Trac] #18: Clean-up, streamline and documente filter/smoother routines
by Trac Dynare 06 Jun '12

06 Jun '12

#18: Clean-up, streamline and documente filter/smoother routines --------------------------+------------------------------------------------- Reporter: sebastien | Owner: michel Type: enhancement | Status: closed Priority: minor | Milestone: 4.3 Component: Estimation | Version: Resolution: fixed | Keywords: --------------------------+------------------------------------------------- Changes (by sebastien): * status: accepted => closed * resolution: => fixed Comment: Internal doc is the topic of #163, hence closing -- Ticket URL: <https://www.dynare.org/trac/ticket/18#comment:5> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #77: provide all solve_algo for all representations of the model
by Trac Dynare 06 Jun '12

06 Jun '12

#77: provide all solve_algo for all representations of the model --------------------------+------------------------------------------------- Reporter: ferhat | Owner: ferhat Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- For the moment, only some combinations of block, bytecode and stack_solve_algo are available. Allow for the possibility to use all the algorithms for all model representation. -- Ticket URL: <https://www.dynare.org/trac/ticket/77> Dynare <http://www.dynare.org> The Dynare project

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