Dev August 2012

dev@dynare.org

6 participants
92 discussions

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

31 Aug '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-7N3DPzHODL.log'.

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

31 Aug '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 189 tests PASSED out of 189 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 187 tests PASSED out of 187 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-o3zbgmN370.log'.

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Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 30 Aug '12

30 Aug '12

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 30 Aug '12

30 Aug '12

1 0

Random generator in Dynare
by Michel Juillard 29 Aug '12

29 Aug '12

We have two problems with random generators: 1) catched by Marco: we used the same seed for the random numbers of each Metropolis chain (easy to fix) 2) the calls to rand('state',...) in various part of the code, inadvertently forces back the random generator of Matlab to the oldest random generator mechanims: legacy random stream (current global stream) RAND algorithm: V5 (Subtract-with-Borrow), RANDN algorithm: V5 (Ziggurat) I will write functions get_dynare_random_generator_state() and set_dynare_random_generator_state() that controls for the random generator algorithm as in set_dynare_seed() and use them wherever there is currently rand('state',...) I think that we should consider the current state as a bug and port back the changes in 4.3. Tell me if you disagree. Older versions of Matlab kept a different number generator for uniform numbers and for normally distributed numbers. Now there is a single generator of uniform numbers and all other generators are based on it. For the older versions, it will be necessary to keep two separate states. Best Michel

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Re: [DynareDev] [Dynare Git] Dynare branch, master, updated. fe98a0875dae6edb78973aa759a3fe1bc2ad4ccc
by Sébastien Villemot 29 Aug '12

29 Aug '12

Stéphane: why did you make the following change? According to the DynareOctave wiki page, the EPS extension is not automatically added by Octave. Did you test it under Octave? > commit 69efc894c6dc9ac1250bd7450bd57443f088c242 > Author: Stéphane Adjemian (Charybdis) <stephane.adjemian(a)univ-lemans.fr> > Date: Fri Aug 24 14:56:44 2012 +0200 > > Fixed bug. Removed extension declaration for Encapsulated PostScript graphics file format. > > diff --git a/matlab/dyn_saveas.m b/matlab/dyn_saveas.m > index 2a53cb7..7585568 100644 > --- a/matlab/dyn_saveas.m > +++ b/matlab/dyn_saveas.m > @@ -31,7 +31,7 @@ function dyn_saveas(h,fname,DynareOptions) > % along with Dynare. If not, see <http://www.gnu.org/licenses/>. > > if (strcmp('eps',DynareOptions.graph_format)) > - eval(['print -depsc2 ' fname '.eps']); > + eval(['print -depsc2 ' fname]);% '.eps']); > end > if (strcmp('pdf',DynareOptions.graph_format)) > eval(['print -dpdf ' fname]); > > ----------------------------------------------------------------------- > > Summary of changes: > matlab/dyn_saveas.m | 2 +- > matlab/graph_decomp.m | 16 +++++++++------- > matlab/shock_decomposition.m | 2 +- > 3 files changed, 11 insertions(+), 9 deletions(-) > > > hooks/post-receive -- Sébastien Villemot Researcher in Economics http://www.dynare.org/sebastien Phone: +33-1-40-77-84-04

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random seeds in metropolis
by Marco Ratto 29 Aug '12

29 Aug '12

Dear All, I am doing some work with metropolis and I noted that the seeds for parallel chains are initialized at the same status, so that the chains only differ by the first point, but the random sequences are the same: this implies that sequences for each parameter from different chains are correlated (just compare the values from different blocks stored in files _mhxx_blck1.mat _mhxx_blck2.mat). I am wandering if this is on purpose or this behavior is not desirable. best Marco -- Marco Ratto, Joint Research Centre The European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 9217 Fax: +39 0332 78 5733 marco.ratto(a)jrc.ec.europa.eu

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Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 29 Aug '12

29 Aug '12

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 29 Aug '12

29 Aug '12

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 28 Aug '12

28 Aug '12

1 0

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Dev August 2012