March 2014 - Dev - dynare.org

Status of testsuite in 4.4 branch
by sebastien＠dynare.org 29 Mar '14

29 Mar '14

db46be077b89403ed3fa5ee7f878d413899252c1 Fix exception handling under MATLAB in unitary test infrastructure. ================================ 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-f0x7VeM0nK.log'.

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Status of testsuite in master branch
by sebastien＠dynare.org 29 Mar '14

29 Mar '14

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 28 Mar '14

28 Mar '14

d5da4065449645f25bce0e0e17a3e3ebb8831914 Fixed bug in dseries constructor introduced in 4e1c26db. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 440 | PASS: 438 | FAIL: 0 | XFAIL: 2 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 438 | PASS: 436 | FAIL: 0 | XFAIL: 2 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-5WneOKwANd.log'.

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

27 Mar '14

1 0

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

26 Mar '14

c69ca1b56b72f694c7b6e234c5bbb8e72c2405fa Fix doc for oo_.{Smoothed,Updated,Filtered}Variables and oo_.SmoothedShocks. ================================ 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-8sNlFMhjwF.log'.

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

26 Mar '14

1 0

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

25 Mar '14

1 0

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

25 Mar '14

8783122c39074fd8bf40e7d5acd6dfa97e637f92 Merge pull request #639 from JohannesPfeifer/Geweke ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 440 | PASS: 438 | FAIL: 0 | XFAIL: 2 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 438 | PASS: 436 | FAIL: 0 | XFAIL: 2 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-BnUWHjYZpA.log'.

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Status of testsuite in master branch
by sebastien＠dynare.org 22 Mar '14

22 Mar '14

1 0

Status of testsuite in 4.4 branch
by sebastien＠dynare.org 22 Mar '14

22 Mar '14

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 22 Mar '14

22 Mar '14

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 21 Mar '14

21 Mar '14

1 0

Status of testsuite in 4.4 branch
by sebastien＠dynare.org 19 Mar '14

19 Mar '14

c4220258cbf80c1dcd5fc3cad367136290075192 ms-sbvar: add missing 's' flag to rmdir (cherry picked from commit fd4c71a2a4f20854c91309444e8c80e040282aed) ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 423 | PASS: 418 | FAIL: 3 | XFAIL: 2 | XPASS: 0 | LIST OF FAILED TESTS: | * k_order_perturbation/fs2000k2_use_dll.mod | * k_order_perturbation/fs2000k_1_use_dll.mod | * k_order_perturbation/fs2000k3_use_dll.mod ================================ 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-7Ho39c0lCz.log'.

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Status of testsuite in master branch
by sebastien＠dynare.org 19 Mar '14

19 Mar '14

1 0

Status of testsuite in 4.4 branch
by sebastien＠dynare.org 18 Mar '14

18 Mar '14

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 18 Mar '14

18 Mar '14

632fd01836ae82aa43261231cfa3a04d0739a7c8 Allow ranges in lags/periods specification of {irf,moment}_calibration. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 435 | PASS: 433 | FAIL: 0 | XFAIL: 2 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 433 | PASS: 431 | FAIL: 0 | XFAIL: 2 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-lOEp9kKlL9.log'.

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Status of testsuite in 4.4 branch
by sebastien＠dynare.org 15 Mar '14

15 Mar '14

dfb8f786158cbb8c4e818357f2222924dd44e7b7 doc: sbvar_identification stub, #237 (cherry picked from commit 37d18f6b690640f38c39936e146420e33c703d8b) ================================ 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-8PjkRtQazV.log'.

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Status of testsuite in master branch
by sebastien＠dynare.org 15 Mar '14

15 Mar '14

1 0

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

14 Mar '14

979caee3e743dac7b64a0f6ce9b3d13e20bd5bb9 Fix crash when the model contains 1st or 2nd ext fcn deriv nodes. ================================ 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-4nsjI3D29r.log'.

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

14 Mar '14

2495359919b2ecbfa7b36d07ad507eca4bc1ce96 Fix crash when the model contains 1st or 2nd ext fcn deriv nodes. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 435 | PASS: 433 | FAIL: 0 | XFAIL: 2 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 433 | PASS: 431 | FAIL: 0 | XFAIL: 2 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-cCMYc6uSrT.log'.

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Status of testsuite in 4.4 branch
by sebastien＠dynare.org 12 Mar '14

12 Mar '14

99fca41c676f9cd5c760c80dbb2601ebc884a463 Implement cloneDynamic() for {First,Second}DerivExternalFunction. ================================ 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-zbOS6EZtvX.log'.

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Status of testsuite in master branch
by sebastien＠dynare.org 12 Mar '14

12 Mar '14

da615507f486cb25eb539cbbbe71dc9f7d34fe67 Cosmetic renaming for consistency between DataTree method names. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 435 | PASS: 433 | FAIL: 0 | XFAIL: 2 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 433 | PASS: 431 | FAIL: 0 | XFAIL: 2 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-frnUzGVdJh.log'.

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Status of testsuite in 4.4 branch
by sebastien＠dynare.org 11 Mar '14

11 Mar '14

e9a52c3244a9255e179a4e9f6c0d8f8020d9891a Ensure that -lpthread is statically linked under MinGW. ================================ 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-QVQvCjcmXO.log'.

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Status of testsuite in master branch
by sebastien＠dynare.org 11 Mar '14

11 Mar '14

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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 master branch
by sebastien＠dynare.org 10 Mar '14

10 Mar '14

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 08 Mar '14

08 Mar '14

f58a72c54df3219151fb15cac2ee4b6cc83fb5da Merge pull request #629 from JohannesPfeifer/mh_conf_sig ================================ 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-iiYhQjbNuF.log'.

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Re: [DynareDev] [DynareWiki] Update of "DeterministicSimulationBlocks" by JohannesPfeifer
by Sébastien Villemot 07 Mar '14

07 Mar '14

Le lundi 03 mars 2014 à 13:30 +0000, DynareWiki a écrit : > The "DeterministicSimulationBlocks" page has been changed by JohannesPfeifer: Thanks Johannes for the analysis of the problems with the current interface. I think this is very useful. If we want to tackle this issue, the biggest challenge of course is to maintain backward compatibility. For that reason, I think it is not possible to change the semantics of existing blocks. I think the most realistic plan would therefore consist in introducing new syntaxes that would co-exist with the old ones. Then we would recommend the use of the new syntaxes, and deprecate the old ones by issuing warnings when they are used. And finally, after a few major releases, we could drop the old syntaxes. If everyone agrees with this approach, the next step would therefore to suggest some new syntaxes and precisely describe their semantics. -- Sébastien Villemot Researcher in Economics Dynare developer http://www.dynare.org/sebastien

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OSR
by Johannes Pfeifer 07 Mar '14

07 Mar '14

Dear all, is there a particular reason for not saving the results of osr (stored in osr_res during the run of osr.m) into oo_? If not, I would suggest to add a subfield osr to oo_ in order to store oo_.osr.optim_params and oo_.osr.objective_function My current reading is that those values are printed, but are not easily accessible. Best, Johannes

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metropolis_draw
by Johannes Pfeifer 06 Mar '14

06 Mar '14

Dear Stephane, could you please take a look at metropolis_draw.m It contains a check options_.sub_draws>NumberOfDraws that I think is wrong. NumberOfDraws relates only to the draws within each block (the maximum index allowed for each chain). But sub_draws are the draws across all chains. My hunch is that the check should be something like options_.sub_draws>NumberOfDraws*mh_nblck Best, Johannes -------- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil: +49-(0)170-6936820 jpfeifer(a)gmx.de

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Status of testsuite in 4.4 branch
by sebastien＠dynare.org 05 Mar '14

05 Mar '14

47045a53c0507cae4bdc7095f515b3c585500b7d Make error message for insufficient simulation length more informative. (cherry picked from commit 13df4979d81ac456b7de61a8d6fd10a95b7eb7c4) ================================ 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-s9C2OFgnN3.log'.

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Status of testsuite in master branch
by sebastien＠dynare.org 05 Mar '14

05 Mar '14

658aa7c7fa2ad38fd074d93ce3f0d46433f56248 Fix release announcement, #598 is not yet fixed. ================================ 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-tLmfuiP5N0.log'.

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Release of Dynare 4.4.2
by Sébastien Villemot 04 Mar '14

04 Mar '14

Dear Dynare friends, We are pleased to announce the release of Dynare 4.4.2. This is a bugfix release. The Windows packages are already available for download at: http://www.dynare.org/download/dynare-stable The Mac and GNU/Linux packages (for Debian and Ubuntu LTS) should follow soon. This release is compatible with MATLAB versions 7.3 (R2006b) to 8.2 (R2013b) and with GNU Octave versions 3.6 to 3.8. Here is a list of the problems identified in version 4.4.1 and that have been fixed in version 4.4.2: - Geweke convergence diagnostics was computed on the wrong sample if `mh_drop' was not equal to the default of 0.5. - The confidence level for computations in `estimation' (`conf_sig') could not be changed and was fixed at 0.9. - The `loglinear' option of `stoch_simul' was displaying the steady state of the original values, not the logged ones, and was producing incorrect simulations and simulated moments. Theoretical moments were unaffected. - The `optim' option of `estimation (for setting options to `mode_compute') was only working with at least MATLAB 8.1 (R2013a) or Octave 3.8. - For unit root models, theoretical HP filtered moments were sometimes erroneously displayed as NaN. - Specifying an endogenous variable twice after the `estimation' command would lead to a crash in the computation of moments. - Deterministic simulations were crashing on some models with more than one lead or one lag on exogenous variables. - Homotopy in stochastic extended path with order greater than 0 was not working correctly (during the homotopy steps the perfect foresight model solver was called instead of the stochastic perfect foresight model solver). - MCMC convergence diagnostics were not computed if `mh_replic' was less than 2000; the test now relies on the total number of iterations (this only makes a difference if option `load_mh_file' is used). On behalf of the Dynare Team, -- Sébastien Villemot Researcher in Economics Dynare developer http://www.dynare.org/sebastien

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Status of testsuite in master branch
by sebastien＠dynare.org 04 Mar '14

04 Mar '14

230041922651ccf15d22ffeffbfcfdb5a02fc79d Upgrade macros AX_{BLAS,LAPACK,COMPARE_VERSION,PTHREAD}. ================================ 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-VU8ZcnwHQb.log'.

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Status of testsuite in 4.4 branch
by sebastien＠dynare.org 02 Mar '14

02 Mar '14

8a43d2df6179296f53fe1ec0484df314b0b9dcc0 Fixed bug introduced in commit bb18c9386d41c365cedbb6784f854c53638541c0. ================================ 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-IYtxNcs03J.log'.

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Status of testsuite in master branch
by sebastien＠dynare.org 02 Mar '14

02 Mar '14

78a015a7d2d9ba0c2b666f9c0dea66dcd82131d2 Fixed bug introduced in commit bb18c9386d41c365cedbb6784f854c53638541c0. ================================ 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-heeBZqr6N6.log'.

1 0

Status of testsuite in 4.4 branch
by sebastien＠dynare.org 01 Mar '14

01 Mar '14

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 01 Mar '14

01 Mar '14

1 0

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Dev March 2014