Dev September 2013

dev@dynare.org

5 participants
56 discussions

filter_step_ahead
by Johannes Pfeifer 25 Sep '13

25 Sep '13

Dear all, could it be that there is a mistake in the manual? It currently says: filter_step_ahead = [INTEGER1:INTEGER2] Triggers the computation k-step ahead filtered values. Stores results in oo_.FilteredVariablesKStepAhead and oo_.FilteredVariablesKStepAheadVariances. But this seems to be only true for %% ML estimation, or posterior mode without metropolis-hastings or metropolis without bayesian smooth variable as the comment in dynare_estimation_1 before the call to DsgeSmoother says. Instead, for Bayesian estimation, the respective field seems to be oo_.filtered_variables. Best, Johannes -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany

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Status of testsuite in master branch
by sebastien＠dynare.org 24 Sep '13

24 Sep '13

db485235b54ff4638891f72ed8ac12f1acd726d1 data, name and tex of the dynSeries class are also private members that cannot be overwritten. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 205 | PASS: 204 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 203 | PASS: 202 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-1veqCWI2oa.log'.

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Dynare/Matlab unitary tests
by stepan＠dynare.org 24 Sep '13

24 Sep '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-db485235b54ff4638891f72ed8… http://www.dynare.org/stepan/dynare/tests/report-db485235b54ff4638891f72ed8… Last commit db485235b54ff4638891f72ed8ac12f1acd726d1 by Stéphane Adjemian (Charybdis), 7 hours ago -> data, name and tex of the dynSeries class are also private members that cannot be overwritten. =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 161 | PASS: 160 | FAIL: 1 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynDates/unique.m (test #1{1})

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Status of testsuite in master branch
by sebastien＠dynare.org 23 Sep '13

23 Sep '13

a4246ef2c8183e01db89380cbcf834edbd2aa1c8 Merge pull request #473 from JohannesPfeifer/affiliation ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 205 | PASS: 204 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 203 | PASS: 202 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-gBP7lan4AB.log'.

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estimated parameter interface
by Michel Juillard 23 Sep '13

23 Sep '13

Following on my visit to JRC/Ispra, I started looking at the possibility to use Dynare as a front end for DMM http://http://ipsc.jrc.ec.europa.eu/fileadmin/repository/sfa/finepro/softwa… A program for Bayesian estimation of dynamic mixture models developped by G. Fiorentini, C. Planas and A. Rossi. Doing so, I found some difficulties with the new estimation interface that we had discussed and implemented recently. I don't know how much freedom do we have still to modify elements of this interface. 1) regime is an attribute of a parameter that doesn't belong to its prior: a parameter can be calibrated with different values in different regimes 2) I suggest to introduce instead a regime() keyword at the same logical level as prior() as well as a value() keyword. So as to have alpha.prior(......).regime(1) alpha.prior(......).regime(2) or, for calibrated paramters beta.value(0).regime(1) beta.value(1.5).regime(2) 3) of course, it would be odd, to list calibrated parameters in the estimated_params block, but, maybe handy, to authorize it to help people who alternate between calibrating and estimating a given parameter in the model construction phase. I suggest to put the dot syntax for parameter specification in a parameters block that would be an alternative to the parameters line. 4) replacing the estimated_params block by a parameter block. All parameters with prior specification would be estimated. We need a keyword equivalent to prior() for maximum likelhood, maybe maxlik() with sub-options for initial values and possible bounds. 5) We should allow for chained dot expressions as above or several line with different elements specified on different lines as long as it is not ambiguous or contradictory with a previous specification. 6) When a parameter has been specified with a regime keyword, it should always be referred to with a regime() keyword except if the new specification can be valid for all keywords. I think that such changes would be also useful for MS-dsge models. Is it still possible to introduce them at low cost? If that the case, I would work on a more developed specification on a Wiki page. Best -- Michel Juillard

4 4

Status of testsuite in master branch
by sebastien＠dynare.org 22 Sep '13

22 Sep '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 21 Sep '13

21 Sep '13

0cdfe4d6c7d773059e6346bc75f80c5ae179267d Added new routines for computing gradients (options 13 and 15). ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 205 | PASS: 204 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 203 | PASS: 202 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-cP91TeNCIf.log'.

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 21 Sep '13

21 Sep '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-a4246ef2c8183e01db89380cbc… http://www.dynare.org/stepan/dynare/tests/report-a4246ef2c8183e01db89380cbc… Last commit a4246ef2c8183e01db89380cbcf834edbd2aa1c8 by Sébastien Villemot, 88 minutes ago -> Merge pull request #473 from JohannesPfeifer/affiliation =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 159 | PASS: 158 | FAIL: 1 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynDates/unique.m (test #1{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 20 Sep '13

20 Sep '13

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 20 Sep '13

20 Sep '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-0cdfe4d6c7d773059e6346bc75… http://www.dynare.org/stepan/dynare/tests/report-0cdfe4d6c7d773059e6346bc75… Last commit 0cdfe4d6c7d773059e6346bc75f80c5ae179267d by Stéphane Adjemian (Charybdis), 45 minutes ago -> Added new routines for computing gradients (options 13 and 15). =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 159 | PASS: 158 | FAIL: 1 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynDates/unique.m (test #1{1})

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Dev September 2013