Dev April 2014

dev@dynare.org

3 participants
20 discussions

Change in deterministic shocks
by Sébastien Villemot 09 Apr '14

09 Apr '14

Hi, Since commit 82b311569, temporary deterministic shocks are now initialized differently. Their value is now set in make_ex_.m, while previously their value was directly set into oo_.exo_simul by the preprocessor. Also, make_ex_.m now unconditionally recreates oo_.exo_simul. Previously it was only recreating it if the variable was nonexistent. This change should fix various ugly problems and bugs that we had with temporary shocks. Please however check that it does not break anything. In particular, the change potentially affects all routines which call make_ex_.m; this includes deterministic forecast and extended path. -- 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 08 Apr '14

08 Apr '14

a03bc44d4508780474fdbfb9aa6289f208d58984 Remove workaround preventing the use of "shocks" before "endval". ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 442 | PASS: 440 | FAIL: 0 | XFAIL: 2 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 440 | PASS: 438 | FAIL: 0 | XFAIL: 2 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-VBOcltGzlS.log'.

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Status of testsuite in 4.4 branch
by sebastien＠dynare.org 08 Apr '14

08 Apr '14

a0abcccd1f895658781672c05dcc0e8022a8646c fix bug when there is no parameter declared in the model ================================ 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-i34QtwWxJF.log'.

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

08 Apr '14

e396b4d86d8457b72da23c2ac5ba0889ffa269a6 smoother2histval/test: change datafile to avoid non-posdef matrix under MATLAB. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 442 | PASS: 440 | FAIL: 0 | XFAIL: 2 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 440 | PASS: 438 | FAIL: 0 | XFAIL: 2 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-5CbNFJQSR6.log'.

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markov_chain statement
by Michel Juillard 06 Apr '14

06 Apr '14

Now that we are introducing the multinomial statement that refers to a particular statistical process, I would add 'markov_chain' as an alias for the 'markov_switching' statement, because 'markov_switching' simply defines the Markov Chain process. I would also add an option for a probability matrix and the possibility to calibrate it. Please, tell me what you tink. -- Michel Juillard

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

04 Apr '14

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 03 Apr '14

03 Apr '14

1 0

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

02 Apr '14

1 0

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

02 Apr '14

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mh_, mcmc_, or drop them both
by Houtan Bastani 01 Apr '14

01 Apr '14

Hi all, Following a discussion regarding option names that we had here on Friday and then again by mail on Monday, we wanted to open it to further input as there was disagreement between the few of us that are at Chevaleret. On Friday, we discussed renaming the options that begin with mh_ to begin with mcmc_. Basically, we want to deprecate the mh_ options all the while supporting them for backwards compatibility. We are all in agreement about this and hence opened ticket #644. On Monday, I had the idea to simply drop mcmc_ completely. In other words, mcmc_replic and mcmc_drop would become, more simply, replic and drop. In the preprocessor we would create rules that would store these in an options_.mcmc substructure, such as options_.mcmc.replic and options_.mcmc.drop. I spoke with Sebastien about this and his preference is not to make this change, the argument being that 1) by keeping the mcmc_ prefix, it’s more clear to the user what the options mean and 2) that in Dynare, currently, options are global and hence this changes the default behavior as the “replic” option in stoch_simul would not be global with the “replic” option in estimation (i.e., there are two different rules in the preprocessor that match “replic”, depending on which command it is passed to). With regards to 1), my view was that the options are understood within the context of the command they’re passed to and though the mcmc_ prefix makes it explicit, it’s not ultimately necessary as people get option names and their meanings from the manual. Further, with respect to 2), it seems that Dynare is in the process of transitioning towards non-global options; this has already happened with ms-sbvar, and is happening with estimation, so this change would be along the lines of making that transition. Via email on Monday, Stephane agreed with my point of view. Hence, Sebastien wanted to open the discussion to more input so we can come to a final decision about this. Best, Houtan

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Dev April 2014