March 2015 - Dev - dynare.org

Status of testsuite in master branch
by Dynare Robot 06 Mar '15

06 Mar '15

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Observation trends and prefiltering
by Johannes Pfeifer 04 Mar '15

04 Mar '15

Dear all, I finally pushed the commits fixing the host of bugs related to trends, prefiltering, first_obs, and loglinear to https://github.com/DynareTeam/dynare/pull/852. Could you please have a look at them and provide feedback. I would be grateful if this pull request could be merged before any further large changes to the estimation interface. Integreting this was a hassle and I already had to change the code twice before due to larger updates. Thus, I would like to avoid merge conflicts as is the case for many open pull requests. Given the by now rather large difference between the unstable and 4.4 branch, I would be very reluctant to port these fixes to 4.4. What is the plan for the next releases? Additional points: @Michel and @Stephane:Could you please check whether the saving of results conducted in write_smoother_results.m is as desired and discussed in http://www.dynare.org/DynareWiki/OutputVariables. The most controversial issue from my point of view is that when using the loglinear option, the results of the smoother are saved for the logged variables, i.e. I opted not to invert the logging. The reason for this is that I did not envision cases where someone actually want to estimate a model in percentage deviations but wants to compare the results to unlogged data. If you think this should be different, I can easily change it. I will also provide documentation for the changes once we have agreed the design choices are OK. @Marco: I haven't touched any of the identification routines, but the option to estimate trend coefficients most probably has consequences for that part of the code, too. Best, Johannes

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Status of testsuite in master branch
by Dynare Robot 03 Mar '15

03 Mar '15

1 0

Status of testsuite in master branch
by Dynare Robot 02 Mar '15

02 Mar '15

219b4fe5479f35b8608e5beac5a42a7d596eebfa Merge pull request #813 from JohannesPfeifer/model_diag ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 512 | PASS: 506 | FAIL: 3 | XFAIL: 3 | XPASS: 0 | LIST OF FAILED TESTS: | * analytic_derivatives/fs2000_analytic_derivation.mod | * simul/simul_ZLB_purely_forward_no_solution.mod | * kalman_filter_smoother/fs2000_smoother_only.mod ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 506 | PASS: 495 | FAIL: 8 | XFAIL: 3 | XPASS: 0 | LIST OF FAILED TESTS: | * optimal_policy/OSR/osr_obj_corr_algo_1.mod | * optimal_policy/OSR/osr_obj_corr_algo_7.mod | * analytic_derivatives/fs2000_analytic_derivation.mod | * simul/simul_ZLB_purely_forward_no_solution.mod | * kalman_filter_smoother/fs2000_smoother_only.mod | * run_reporting_test_octave.m | * ../matlab/lyapunov_symm.m#1 | * ../matlab/utilities/general/name2tex.m#4 A full log can be found on karaba in '/tmp/dynare-master-check-zRqmIKT2Au.log'.

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