Dev February 2014

dev@dynare.org

6 participants
36 discussions

Trust-region nonlinear solver
by Sébastien Villemot 10 Mar '14

10 Mar '14

Hi, I just added a new nonlinear solver for the steady command: it is a trust-region solver, available under solve_algo=4 (it replaces the old value of that option, which was a Newton without the correction for singular Jacobian; I had added that variant a long time ago, and it was neither really useful nor theoretically grounded). The implementation of the solver is essentially the fsolve.m from Octave, that I have adapted for MATLAB compatibility and that I have also slightly simplified. I am wondering whether we may want to use this new solver as the default, since trust-region algorithms are nowadays considered to be the state of the art for solving systems of nonlinear equations. Said otherwise, should we modify the default to be solve_algo=4 instead of solve_algo=2 ? Since I have not thoroughly tested the new solver, a first step would probably to test it on various relevant examples. Best, -- Sébastien Villemot Researcher in Economics Dynare developer http://www.dynare.org/sebastien

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Status of testsuite in 4.4 branch
by sebastien＠dynare.org 27 Feb '14

27 Feb '14

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 27 Feb '14

27 Feb '14

1 0

Status of testsuite in 4.4 branch
by sebastien＠dynare.org 26 Feb '14

26 Feb '14

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 26 Feb '14

26 Feb '14

99ca97919019345aab3eec5282ee92ad11b8fdfe build: texi2dvi on os x is too old, modify build instructions accordingly ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 433 | PASS: 431 | FAIL: 0 | XFAIL: 2 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 431 | PASS: 429 | FAIL: 0 | XFAIL: 2 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-pGqKCf2orS.log'.

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Status of testsuite in master branch
by sebastien＠dynare.org 25 Feb '14

25 Feb '14

858a1b9b2a277765a116b9127cd6a3db08a11a61 Add a warning if some endogenous is not present in steady_state_model block. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 433 | PASS: 427 | FAIL: 4 | XFAIL: 2 | XPASS: 0 | LIST OF FAILED TESTS: | * external_function/example1_1st_and_2nd_deriv_functions_provided.mod | * external_function/example1_1st_and_2nd_deriv_functions_provided_dll.mod | * external_function/example1_1st_deriv_function_provided.mod | * external_function/example1_1st_deriv_function_provided_dll.mod Dynare failed to compile or Octave testsuite failed to run A full log can be found on karaba in '/tmp/dynare-master-check-L5fOfPUR5y.log'.

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Status of testsuite in 4.4 branch
by sebastien＠dynare.org 25 Feb '14

25 Feb '14

eef446a6b327cff483403c4e69c98c31a555ccca Fix capitalization error in dynare_estimation_1.m that leads to crashes if reached (cherry picked from commit 221660dfeac30f44bfbd312dc1a4d9037f6640b3) ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 423 | PASS: 421 | FAIL: 0 | XFAIL: 2 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 421 | PASS: 419 | FAIL: 0 | XFAIL: 2 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-4.4-check-0rHlwUGmqa.log'.

1 0

Preparing for the release of 4.4.2
by Sébastien Villemot 24 Feb '14

24 Feb '14

Hi, I think we have accumulated several important bugfixes on the 4.4 branch, so I'm thinking about making a 4.4.2 release. If you have some bug that you would like to see fixed in that release, please let me know soon. Best, -- Sébastien Villemot Researcher in Economics Dynare developer http://www.dynare.org/sebastien

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 24 Feb '14

24 Feb '14

daf6189e9c181c62a228f9f9c9b694d4588e5902 reporting: add option 'ALL' to xTickLabels ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 432 | PASS: 430 | FAIL: 0 | XFAIL: 2 | XPASS: 0 Dynare failed to compile or Octave testsuite failed to run A full log can be found on karaba in '/tmp/dynare-master-check-hLZ2A4muQQ.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 24 Feb '14

24 Feb '14

c09d45c44d825d4cab19b25936b49accd45c8574 New smoother2histval function. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 432 | PASS: 430 | FAIL: 0 | XFAIL: 2 | XPASS: 0 Dynare failed to compile or Octave testsuite failed to run A full log can be found on karaba in '/tmp/dynare-master-check-Av4q8OIyL6.log'.

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Dev February 2014