Dev October 2016

dev@dynare.org

8 participants
34 discussions

macOS
by Johannes Pfeifer 30 Oct '16

30 Oct '16

Hi, is there a particular reason the mac snapshots stopped in September: http://www.dynare.org/snapshot/macosx/ Best, Johannes ------ Johannes Pfeifer Department of Economics University of Mannheim L7, 3-5, Room 242 68131 Mannheim Germany +49 (0)621 181-3430

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Status of testsuite on master branch
by Dynare Robot 28 Oct '16

28 Oct '16

08617bb7405580e6b3ded549d8d33569a007019e fix typo ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 704 | PASS: 698 | FAIL: 0 | XFAIL: 6 | XPASS: 0 | | LIST OF 10 SLOWEST TESTS: | * optimizers/fs2000_6.mod - 788.600000 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 476.460000 | * gsa/ls2003.mod - 463.320000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod - 460.920000 | * estimation/TaRB/fs2000_tarb.mod - 405.640000 | * observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod - 400.470000 | * ep/rbc_mc.mod - 396.240000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 387.950000 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod - 379.120000 | * estimation/slice/fs2000_slice.mod - 373.960000 A full log can be found at http://www.dynare.org/testsuite/R2016b/master/matlab Run on Matlab R2016b, Linux sedna 3.16.0-4-amd64 #1 SMP Debian 3.16.36-1+deb8u2 (2016-10-19) x86_64 GNU/Linux

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Status of testsuite on master branch
by Dynare Robot 27 Oct '16

27 Oct '16

0a2f3f0f1080300fd1996a8efac66bc6a507f823 Merge pull request #1322 from JohannesPfeifer/cosmetic ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 703 | PASS: 697 | FAIL: 0 | XFAIL: 6 | XPASS: 0 | | LIST OF 10 SLOWEST TESTS: | * optimizers/fs2000_6.mod - 807.860000 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 466.160000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod - 459.320000 | * gsa/ls2003.mod - 443.320000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 416.050000 | * observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod - 412.440000 | * estimation/TaRB/fs2000_tarb.mod - 408.560000 | * ep/rbc_mc.mod - 404.590000 | * observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod - 367.660000 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod - 363.100000 A full log can be found at http://www.dynare.org/testsuite/R2016b/master/matlab Run on Matlab R2016b, Linux sedna 3.16.0-4-amd64 #1 SMP Debian 3.16.36-1+deb8u2 (2016-10-19) x86_64 GNU/Linux

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Problem with lyapunov_symm.m
by Johannes Pfeifer 27 Oct '16

27 Oct '16

Hi, I have a problem with the mod-file at http://www.dynare.org/phpBB3/viewtopic.php?f=1 <http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=10760> &t=10760 I narrowed the problem down to a problem with lyapunov_symm.m When you try the code load workspace_dsge_simulated_theoretical_correlation tmp = th_autocovariances(dr,ivar,M_,options_,nodecomposition); tmp{5,1} with the attached mat-file, you will see that the covariance matrix at lag 5 is complex, causing the subsequent crash the user reports. The reason is that [vx, u] = lyapunov_symm(A,B*M_.Sigma_e*B',options_.lyapunov_fixed_point_tol,options_.q z_criterium,options_.lyapunov_complex_threshold,[],[],options_.debug); returns an vx matrix with a big negative eigenvalue, which should never happen. However, that matrix actually solves the Lyapunov equation. It simply is not a valid covariance matrix. How should we deal with an issue like this? Best, Johannes

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Status of testsuite on master branch
by Dynare Robot 26 Oct '16

26 Oct '16

f38f9b0268de22efce6a2a0f1feed741aa44d058 submodule update: dseries ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 703 | PASS: 697 | FAIL: 0 | XFAIL: 6 | XPASS: 0 | | LIST OF 10 SLOWEST TESTS: | * optimizers/fs2000_6.mod - 814.180000 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 470.000000 | * gsa/ls2003.mod - 461.950000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod - 450.990000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 419.960000 | * observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod - 404.610000 | * ep/rbc_mc.mod - 393.290000 | * estimation/TaRB/fs2000_tarb.mod - 385.880000 | * observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod - 376.010000 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod - 371.070000 A full log can be found at http://www.dynare.org/testsuite/R2016b/master/matlab Run on Matlab R2016b, Linux sedna 3.16.0-4-amd64 #1 SMP Debian 3.16.36-1+deb8u2 (2016-10-19) x86_64 GNU/Linux

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Status of testsuite on master branch
by Dynare Robot 25 Oct '16

25 Oct '16

2499a13e5a93a87b0017ec024717c716aca84f7e test suite: add stats directory for stats tests so that those functions are called instead of the built in octave functions ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 703 | PASS: 695 | FAIL: 2 | XFAIL: 6 | XPASS: 0 | LIST OF FAILED TESTS: | * ../matlab/modules/dseries/src/(a)dseries/firstobservedperiod.m#1 | * ../matlab/modules/dseries/src/(a)dseries/firstobservedperiod.m#2 | | LIST OF 10 SLOWEST TESTS: | * optimizers/fs2000_6.mod - 789.680000 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 474.120000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod - 465.010000 | * gsa/ls2003.mod - 441.120000 | * observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod - 401.340000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 397.830000 | * estimation/TaRB/fs2000_tarb.mod - 395.320000 | * ep/rbc_mc.mod - 394.870000 | * observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod - 383.270000 | * observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod - 368.620000 A full log can be found at http://www.dynare.org/testsuite/R2016b/master/matlab Run on Matlab R2016b, Linux sedna 3.16.0-4-amd64 #1 SMP Debian 3.16.36-1+deb8u2 (2016-10-19) x86_64 GNU/Linux

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Status of testsuite in master branch
by Dynare Robot 25 Oct '16

25 Oct '16

2499a13e5a93a87b0017ec024717c716aca84f7e test suite: add stats directory for stats tests so that those functions are called instead of the built in octave functions ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 703 | PASS: 693 | FAIL: 4 | XFAIL: 6 | XPASS: 0 | LIST OF FAILED TESTS: | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod | * observation_trends_and_prefiltering/ML/Trend_loglinear_prefilter.mod | * ../matlab/modules/dseries/src/(a)dseries/firstobservedperiod.m#1 | * ../matlab/modules/dseries/src/(a)dseries/firstobservedperiod.m#2 | | LIST OF 10 SLOWEST TESTS: | * walsh.mod - 961.860000 | * optimizers/fs2000_6.mod - 893.520000 | * moments/example1_hp_test.mod - 871.660000 | * lmmcp/rbcii.mod - 817.790000 | * ep/rbc_mc.mod - 520.710000 | * estimation/TaRB/fs2000_tarb.mod - 430.220000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod - 426.750000 | * observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod - 417.690000 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 415.850000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 415.180000 A full log can be found at http://www.dynare.org/testsuite/master/matlab

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Status of testsuite in master branch
by Dynare Robot 24 Oct '16

24 Oct '16

bc8a7f1b096e0634aef0507d78d12a9d4ab45a56 build system: change min os x version to build mex with libstdc++ ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 701 | PASS: 692 | FAIL: 3 | XFAIL: 6 | XPASS: 0 | LIST OF FAILED TESTS: | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod | * ../matlab/modules/dseries/src/(a)dseries/firstobservedperiod.m#1 | * ../matlab/modules/dseries/src/(a)dseries/firstobservedperiod.m#2 | | LIST OF 10 SLOWEST TESTS: | * optimizers/fs2000_6.mod - 879.310000 | * moments/example1_hp_test.mod - 868.990000 | * lmmcp/rbcii.mod - 815.990000 | * walsh.mod - 805.690000 | * ep/rbc_mc.mod - 524.440000 | * estimation/TaRB/fs2000_tarb.mod - 429.650000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod - 427.320000 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 420.020000 | * observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod - 418.650000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 414.580000 A full log can be found at http://www.dynare.org/testsuite/master/matlab

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Status of testsuite on master branch
by Dynare Robot 24 Oct '16

24 Oct '16

bc8a7f1b096e0634aef0507d78d12a9d4ab45a56 build system: change min os x version to build mex with libstdc++ ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 701 | PASS: 693 | FAIL: 2 | XFAIL: 6 | XPASS: 0 | LIST OF FAILED TESTS: | * ../matlab/modules/dseries/src/(a)dseries/firstobservedperiod.m#1 | * ../matlab/modules/dseries/src/(a)dseries/firstobservedperiod.m#2 | | LIST OF 10 SLOWEST TESTS: | * optimizers/fs2000_6.mod - 802.340000 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 468.880000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod - 463.040000 | * gsa/ls2003.mod - 448.260000 | * observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod - 404.210000 | * estimation/TaRB/fs2000_tarb.mod - 404.170000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 392.310000 | * ep/rbc_mc.mod - 392.310000 | * estimation/slice/fs2000_slice.mod - 386.760000 | * observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod - 375.220000 A full log can be found at http://www.dynare.org/testsuite/R2016b/master/matlab Run on Matlab R2016b, Linux sedna 3.16.0-4-amd64 #1 SMP Debian 3.16.36-1+deb8u1 (2016-09-03) x86_64 GNU/Linux

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Status of testsuite in master branch
by Dynare Robot 22 Oct '16

22 Oct '16

46cdaf8e0ab83492c5a77e2e91a0f2f08c5c4d1b fiminsearch only has two output args under Octave ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 380 | PASS: 373 | FAIL: 1 | XFAIL: 6 | XPASS: 0 | LIST OF FAILED TESTS: | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod | | LIST OF 10 SLOWEST TESTS: | * walsh.mod - 1828.740000 | * optimizers/fs2000_6.mod - 912.950000 | * lmmcp/rbcii.mod - 820.560000 | * moments/example1_hp_test.mod - 808.540000 | * ep/rbc_mc.mod - 535.300000 | * estimation/TaRB/fs2000_tarb.mod - 426.490000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod - 422.300000 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 419.710000 | * observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod - 417.340000 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 413.370000 A full log can be found at http://www.dynare.org/testsuite/master/matlab

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Dev October 2016