July 2012 - Dev - dynare.org

option cova_compute
by Johannes Pfeifer 13 Aug '12

13 Aug '12

Dear all, is there a particular design choice for storing the covariance matrix of the parameters at the posterior mode only to the harddisk and not into the oo_-structure, see <http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3912> http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3912? If yes, we should at least document that it is saved to the disk. Best, Johannes

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[Trac] #273: improve the implementation of linsolve for Octave
by Trac Dynare 06 Aug '12

06 Aug '12

#273: improve the implementation of linsolve for Octave -------------------------+----------------- Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: major | Milestone: 5.0 Component: General | Version: Keywords: | -------------------------+----------------- Commit d32e076b77e4e8ad01d88b94b71a7c1a5763d7cd introduced a minimal implementation of linsolve for Octave. We should probably provide a better one (maybe through an Oct-file). -- Ticket URL: <https://www.dynare.org/trac/ticket/273> Dynare <http://www.dynare.org> The Dynare project

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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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Status of testsuite in master branch
by sebastien.villemot＠ens.fr 31 Jul '12

31 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 188 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 186 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-6E3iyztwH2.log'.

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Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 31 Jul '12

31 Jul '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 '/var/tmp/dynare-4.3-check-iCkYOPkYJ4.log'.

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Slides from Octave Conference 2012
by Sébastien Villemot 30 Jul '12

30 Jul '12

Hi, FYI, the slides from Octave Conference 2012 are available online: http://jordi.inversethought.com/blog/octconf-2012-report/ -- Sébastien Villemot Researcher in Economics http://www.dynare.org/sebastien Phone: +33-1-40-77-84-04

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setting seed in Dynare
by Michel Juillard 30 Jul '12

30 Jul '12

I was asked why, while setting the seed, the shocks were not the same in a simulation based on 1st order or on 3rd order. It took me a while to realize that condest() that is used in dyn_first_order_solver.m is calling rand() I think that we need to change the way we control the random generator. I suggest that set_dynare_seed only set the value of options_.dynare_seed and that before each function where users can expect to control a random sequence we use options_.dynare_seed to reseed the random generator. We could use keyword 'time' for dynare_seed so that we reseed with system time What do you think? Best Michel

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Uninitialized Parameters and stochastic_solvers
by Johannes Pfeifer 30 Jul '12

30 Jul '12

Dear Michel, Is there a reason we only check for imaginary elements of the Jacobian in stochastic_solvers, i.e. if ~isreal(jacobia_) if max(max(abs(imag(jacobia_)))) < 1e-15 jacobia_ = real(jacobia_); else info(1) = 6; info(2) = sum(sum(imag(jacobia_).^2)); return end end I would prefer to also check for NaNs, because in the forum people frequently have problems with messages like The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function dgges: info=17, n=17 see e.g. http://www.dynare.org/phpBB3/viewtopic.php?f=1 <http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3949&p=9515#p9515> &t=3949&p=9515#p9515 The issue always is that some parameters are not correctly initialized, but the error message is too cryptic to associate the error with the warnings of the preprocessor before. Couldnt we also test for NaN in the Jacobian and if there are some, check the parameters and print in the error message which of them were not initialized? If you think this might be worthwhile, I would be willing to implement it. Best, Johannes -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany

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Prior bounds
by Johannes Pfeifer 30 Jul '12

30 Jul '12

Dear all, I pushed a change to my repository making the error message when initial values are outside the prior bounds more explicit. Could someone push it? Best, Johannes -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany

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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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