June 2012 - Dev - dynare.org

[Trac] #239: Add the possibility of having intermediate files elsewhere than in current directory
by Trac Dynare 30 Oct '12

30 Oct '12

#239: Add the possibility of having intermediate files elsewhere than in current directory -------------------------+-------------------------------------------------- Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: major | Milestone: 5.0 Component: General | Version: Keywords: | -------------------------+-------------------------------------------------- Currently Dynare creates all its intermediate files (dynamic, static, ...) in the current directory. It would be useful to have the possibility of choosing the directory where intermediate files are created. Requested by Derek Anderson from IMF Modeling Unit. -- Ticket URL: <https://www.dynare.org/trac/ticket/239> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #230: Parallelize the testsuite
by Trac Dynare 12 Oct '12

12 Oct '12

#230: Parallelize the testsuite --------------------------------------+------------------------------------- Reporter: sebastien | Owner: sebastien Type: enhancement | Status: new Priority: major | Milestone: Component: Build system / Packaging | Version: Keywords: | --------------------------------------+------------------------------------- Currently the testsuite only uses one processor. We should paralellize it, probably using the -j option of make. Some tests have to be run in sequential order (the 2nd test depends on the result of the 1st): those should probably lie in a separate list of tests which will not be (fully) parallelized. Need to think about a way to aggregate the tests results into one report. -- Ticket URL: <https://www.dynare.org/trac/ticket/230> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #222: Crash in estimation
by Trac Dynare 08 Oct '12

08 Oct '12

#222: Crash in estimation ---------------------------------+------------------------------------------ Reporter: sebastien | Owner: ferhat Type: bug | Status: new Priority: major | Milestone: Component: Block decomposition | Version: 4.2.2 Keywords: | ---------------------------------+------------------------------------------ I attach the MOD file and data. Reported on the forum: http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3402 -- Ticket URL: <https://www.dynare.org/trac/ticket/222> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #237: Document sbvar command
by Trac Dynare 26 Sep '12

26 Sep '12

#237: Document sbvar command ---------------------------+------------------------------------------------ Reporter: houtanb | Owner: michel Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ -- Ticket URL: <https://www.dynare.org/trac/ticket/237> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #268: In Dynare++, use libmatio instead of home-made routines for MAT files
by Trac Dynare 11 Sep '12

11 Sep '12

#268: In Dynare++, use libmatio instead of home-made routines for MAT files -------------------------+-------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: enhancement | Status: new Priority: major | Milestone: 5.0 Component: Dynare++ | Version: Keywords: | -------------------------+-------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/268> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #248: Add tests for the parallelization engine
by Trac Dynare 11 Sep '12

11 Sep '12

#248: Add tests for the parallelization engine ---------------------------------+------------------------------------------ Reporter: sebastien | Owner: ferhat Type: enhancement | Status: new Priority: major | Milestone: Component: Block decomposition | Version: Keywords: | ---------------------------------+------------------------------------------ -- Ticket URL: <https://www.dynare.org/trac/ticket/248> Dynare <http://www.dynare.org> The Dynare project

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# operator
by Johannes Pfeifer 13 Aug '12

13 Aug '12

Dear all, as shown by the mod-file in <http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3870> http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3870, we don't check whether expressions defined with the pound operator are complex or not. This may lead to cryptic error messages. What do you think about adding such a check to the preprocessor. In this regard, checking for NaN might also be a good idea. While there is an explicit check for division by 0, i.e. "/0" it is still possible to define #temp=0; #SIGMABAR=1/temp; Best, Johannes

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Complex Parameters
by Johannes Pfeifer 31 Jul '12

31 Jul '12

Dear all, erroneously defining a complex parameter like sigma=(-0.007)^0.5 as in the attached mod-file crashes dynare_m.exe in Windows. Sometimes it displays This application has requested the Runtime to terminate it in an unusual way. Please contact the application's support team for more information. Assertion failed! Program: C:\Dynare\4.3.0\matlab\dynare_m.exe File: NumericalConstants.cc, Line 47 Expression: val >= 0 || isnan(val) Best, Johannes

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[Trac] #35: Putting "shocks" before "endval" leads to wrong results
by Trac Dynare 30 Jul '12

30 Jul '12

#35: Putting "shocks" before "endval" leads to wrong results --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: 4.0.4 Keywords: | --------------------------+------------------------------------------------- In a deterministic setup with both temporary and permanent shocks, the order of the {{{shocks}}} and {{{endval}}} blocks matter. Actually, putting {{{shocks}}} before {{{endval}}} leads to wrong results. {{{shocks}}} uses {{{set_shocks.m}}}, which fills in {{{oo_.exo_simul}}}; the point is that, if {{{endval}}} has not been used, this structure is empty, so {{{set_shocks}}} fills it, at date of shocks, for ''all'' the exogenous, and using the ''initial'' steady state value. When {{{simul}}} is finally called, it completes {{{oo_.exo_simul}}} with the ''final'' exogenous steady state, but only for those periods which have no temporary shocks. So at the dates with temporary shocks, the value of exogenous which are permanently shocked is wrong. A quick fix is to forbid the use of {{{shocks}}} before {{{endval}}}. A cleaner fix is to modify {{{set_shocks.m}}} so that it only sets values for the exogenous which are temporarily shocked, and leaves {{{NaN}}} for other exogenous. It would be {{{simul}}}'s job to fill in the holes. -- Ticket URL: <https://www.dynare.org/trac/ticket/35> Dynare <http://www.dynare.org> The Dynare project

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Unit check for missing observations
by Johannes Pfeifer 06 Jul '12

06 Jul '12

I would suggest to add the attached files as a unit test for missing observations in the estimation procedure to test the missing observations Kalman Filter.

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