Dev July 2018

dev@dynare.org

3 participants
58 discussions

Status of testsuite on master branch (MATLAB)
by Dynare Robot 26 Jul '18

26 Jul '18

7087534baeea5a2f09888dea4acca63d20742cb3 Fixed typo. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 943 | PASS: 934 | FAIL: 0 | XFAIL: 9 | XPASS: 0 | | LIST OF 10 SLOWEST TESTS: | * estimation/tune_mh_jscale/fs2000.mod - 1299.108183 | * shock_decomposition/ls2003_plot.mod - 420.564869 | * gsa/ls2003.mod - 347.388524 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 304.697778 | * TeX/fs2000_corr_ME.mod - 303.772789 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 274.210214 | * optimizers/fs2000_6.mod - 267.694853 | * estimation/TaRB/fs2000_tarb.mod - 260.642861 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod - 247.765557 | * observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod - 246.149430 A full log can be found at http://www.dynare.org/testsuite/master//matlab Run on Matlab R2016b by dynbot, Linux sedna 4.9.0-7-amd64 #1 SMP Debian 4.9.110-1 (2018-07-05) x86_64 GNU/Linux

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Status of testsuite on 4.5 branch (MATLAB)
by Dynare Robot 26 Jul '18

26 Jul '18

1909a8ab9a621d86bf67fa2b344adb2b4586de2a Fixed typo. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 727 | PASS: 718 | FAIL: 0 | XFAIL: 9 | XPASS: 0 | | LIST OF 10 SLOWEST TESTS: | * shock_decomposition/ls2003_plot.mod - 421.071760 | * gsa/ls2003.mod - 351.567965 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 306.370735 | * TeX/fs2000_corr_ME.mod - 298.518505 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 274.646884 | * optimizers/fs2000_6.mod - 266.227060 | * estimation/TaRB/fs2000_tarb.mod - 265.947806 | * observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod - 253.120245 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod - 245.133557 | * estimation/slice/fs2000_slice.mod - 242.572526 A full log can be found at http://www.dynare.org/testsuite/stable/matlab Run on Matlab R2016b by dynbot, Linux sedna 4.9.0-7-amd64 #1 SMP Debian 4.9.110-1 (2018-07-05) x86_64 GNU/Linux

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Status of testsuite on master branch (Octave)
by Dynare Robot 26 Jul '18

26 Jul '18

0da4aefd99bdff86a21a9ba1e854c924f1dd1f40 Update preprocessor submodule with macroprocessor refactoring ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 894 | PASS: 834 | FAIL: 51 | XFAIL: 9 | XPASS: 0 | LIST OF FAILED TESTS: | * TeX/fs2000_corr_ME.mod | * estimation/fs2000_model_comparison.mod | * estimation/tune_mh_jscale/fs2000.mod | * gsa/ls2003.mod | * example1_use_dll.mod | * example2long.mod | * example2long_use_dll.mod | * optimal_policy/nk_ramsey_expectation_a.mod | * optimal_policy/Ramsey/ramsey_ex.mod | * optimal_policy/Ramsey/ramsey_ex_aux.mod | * optimal_policy/Ramsey/ramsey_histval.mod | * discretionary_policy/dennis_1.mod | * discretionary_policy/Gali_discretion.mod | * k_order_perturbation/fs2000k2_use_dll.mod | * k_order_perturbation/fs2000k_1_use_dll.mod | * k_order_perturbation/fs2000k3_use_dll.mod | * k_order_perturbation/fs2000k2_m.mod | * k_order_perturbation/fs2000k_1_m.mod | * k_order_perturbation/fs2000k3_m.mod | * AIM/fs2000x10L9_L_AIM.mod | * AIM/fs2000x10_L9_L_AIM.mod | * AIM/fs2000_b1L1L_AIM.mod | * AIM/ls2003_2L0L_AIM.mod | * AIM/ls2003_2L2L_AIM.mod | * identification/correlated_errors/fs2000_corr.mod | * conditional_forecasts/5/fs2000_cal.mod | * kalman_filter_smoother/algo2.mod | * kalman_filter_smoother/algo4.mod | * kalman_filter_smoother/algoH2.mod | * second_order/ds2.mod | * deterministic_simulations/rbc_det_exo_lag_2b.mod | * deterministic_simulations/rbc_det_exo_lag_2c.mod | * deterministic_simulations/multiple_lead_lags/sim_exo_lead_lag_aux_vars.mod | * deterministic_simulations/multiple_lead_lags/sim_exo_lead_lag.mod | * deterministic_simulations/multiple_lead_lags/sim_endo_lead_lag_aux_vars.mod | * deterministic_simulations/multiple_lead_lags/sim_endo_lead_lag.mod | * deterministic_simulations/multiple_lead_lags/sim_lead_lag_aux_vars.mod | * deterministic_simulations/multiple_lead_lags/sim_lead_lag.mod | * deterministic_simulations/multiple_lead_lags/ramst_augmented_histval.mod | * deterministic_simulations/rbc_det_stack_solve_algo_7.mod | * deterministic_simulations/rbc_det_stack_solve_algo_7_exo_lag.mod | * deterministic_simulations/rbc_det_stack_solve_algo_7_exo_lead.mod | * lmmcp/sw_newton.mod | * loglinear/example4_loglinear_lagged_exogenous_a.mod | * dynare-command-options/ramst.mod | * run_block_byte_tests_octave.m | * run_reporting_test_octave.m | * ../matlab/load_m_file_data_legacy.m#1 | * ../matlab/modules/dseries/src/(a)x13/clean.m#1 | * ../matlab/modules/dseries/src/(a)x13/print.m#1 | * ../matlab/modules/dseries/src/utilities/x13/printspan.m#3 | | LIST OF 10 SLOWEST TESTS: | * estimation/tune_mh_jscale/fs2000.mod - 5553.536507 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 3937.834280 | * shock_decomposition/ls2003_plot.mod - 2184.256007 | * optimizers/fs2000_6.mod - 2159.176715 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 2105.809484 | * observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod - 1932.417304 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod - 1925.031899 | * estimation/TaRB/fs2000_tarb.mod - 1889.008918 | * estimation/slice/fs2000_slice.mod - 1871.767021 | * optimizers/fs2000_9.mod - 1868.515722 A full log can be found at http://www.dynare.org/testsuite/master-octave//octave Run on Octave GNU Octave, version 4.4.0 by dynbot, Linux sedna 4.9.0-7-amd64 #1 SMP Debian 4.9.110-1 (2018-07-05) x86_64 GNU/Linux

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Status of testsuite on 4.5 branch (Octave)
by Dynare Robot 26 Jul '18

26 Jul '18

07da98ef422281db53b123057fc98b859d7b9f7d Updated NEWS (4.5.6 release). ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 721 | PASS: 708 | FAIL: 4 | XFAIL: 9 | XPASS: 0 | LIST OF FAILED TESTS: | * gsa/ls2003.mod | * partial_information/PItest3aHc0PCLsimModPiYrVarobsAll.mod | * partial_information/PItest3aHc0PCLsimModPiYrVarobsCNR.mod | * identification/correlated_errors/fs2000_corr.mod | | LIST OF 10 SLOWEST TESTS: | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 3843.796290 | * TeX/fs2000_corr_ME.mod - 2281.381868 | * shock_decomposition/ls2003_plot.mod - 2092.948839 | * optimizers/fs2000_6.mod - 2090.260603 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 2089.134113 | * observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod - 1912.379962 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod - 1906.212078 | * estimation/slice/fs2000_slice.mod - 1867.550116 | * estimation/TaRB/fs2000_tarb.mod - 1846.548647 | * optimizers/fs2000_9.mod - 1822.377541 A full log can be found at http://www.dynare.org/testsuite/4.5-octave//octave Run on Octave GNU Octave, version 4.4.0 by dynbot, Linux sedna 4.9.0-7-amd64 #1 SMP Debian 4.9.110-1 (2018-07-05) x86_64 GNU/Linux

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Status of testsuite on master branch (MATLAB)
by Dynare Robot 25 Jul '18

25 Jul '18

0da4aefd99bdff86a21a9ba1e854c924f1dd1f40 Update preprocessor submodule with macroprocessor refactoring ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 943 | PASS: 934 | FAIL: 0 | XFAIL: 9 | XPASS: 0 | | LIST OF 10 SLOWEST TESTS: | * estimation/tune_mh_jscale/fs2000.mod - 1293.398894 | * shock_decomposition/ls2003_plot.mod - 423.907123 | * gsa/ls2003.mod - 352.479516 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 307.449835 | * TeX/fs2000_corr_ME.mod - 304.461963 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 277.480436 | * optimizers/fs2000_6.mod - 269.438312 | * estimation/TaRB/fs2000_tarb.mod - 265.760845 | * observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod - 245.861680 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod - 245.220408 A full log can be found at http://www.dynare.org/testsuite/master//matlab Run on Matlab R2016b by dynbot, Linux sedna 4.9.0-7-amd64 #1 SMP Debian 4.9.110-1 (2018-07-05) x86_64 GNU/Linux

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Status of testsuite on 4.5 branch (MATLAB)
by Dynare Robot 25 Jul '18

25 Jul '18

07da98ef422281db53b123057fc98b859d7b9f7d Updated NEWS (4.5.6 release). ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 727 | PASS: 718 | FAIL: 0 | XFAIL: 9 | XPASS: 0 | | LIST OF 10 SLOWEST TESTS: | * shock_decomposition/ls2003_plot.mod - 420.280985 | * gsa/ls2003.mod - 349.745018 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 308.150407 | * TeX/fs2000_corr_ME.mod - 298.490958 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 276.964594 | * optimizers/fs2000_6.mod - 263.628413 | * estimation/TaRB/fs2000_tarb.mod - 261.806676 | * observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod - 249.181026 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod - 246.011828 | * estimation/slice/fs2000_slice.mod - 242.047103 A full log can be found at http://www.dynare.org/testsuite/stable/matlab Run on Matlab R2016b by dynbot, Linux sedna 4.9.0-7-amd64 #1 SMP Debian 4.9.110-1 (2018-07-05) x86_64 GNU/Linux

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Sets in Dynare
by Stéphane Adjemian 25 Jul '18

25 Jul '18

Dear all, This summer we plan to add the possibility to use sets in the Dynare macro language. This would allow to write some codes in a more elegant manner, avoiding the use of more or less complex nested loops. To initiate the discussion here are some first (unordered) ideas for the new features and interface to be implemented. Suppose one wants to write something like: GDP_US = ... GDP_FR = ... GDP_EU = ... CPI_US = ... CPI_FR = ... CPI_EU = ... With the current implementation of the macroprocessor, this has to be done with two nested loops. If instead we could define sets and tuples in the macro language we could do it with one loop using a Cartesian product of sets for the variables (GDP and CPI) and the coluntries (US, FR, EU). We may declare sets using the following syntax: @#define VARIABLE={"GDP", "CPI"} @#define COUNTRY={"US", "FR", "EU"} @#define TOTO={1, 2, 3} @#define TITI={"A", 3, "C"} @#define TUTU={(1,1), (1,2), (2,1), (2,2)} @#define ZERO={} A set, defined by using opening and closing curly braces, can be composed of strings (VARIABLE and COUNTRY), integers (TOTO), or tuples (TUTU). A set can be empty (ZERO), and can contain objects of different types (not as the arrays). A tuple defined by opening and closing parenthesis can also contain objects of different types. I am not sure that we need to create an interface to define tuples. We need to define operations on these sets [1] @{VARIABLE}+@{COUNTRY} could be the union of two sets [2] @{TITI}-@{TOTO} could be the set difference [3] We could add something for the intersection, but this can be emulated with the set difference and union: the intersection of sets A and B is equal to (A+B)-((B-A)+(A-B)). [4] @{VARIABLE}*@{COUNTRY} could be the Cartesian product of two sets. This operation returns a set of tuples: @{VARIABLE}*@{COUNTRY} = {("GDP", "US"), ("GDP", "FR"), ("GDP", "EU"), ("CPI", "FR"), ...} We should also define calculus rules for these operations (for instance precedence rules). And finally, it should be possible to iterate on tuples in a for loop (to avoid the nested loops). Something like: @#for (v,c) in TUTU @{v}_@{c} = ... @endif Best, Stéphane.

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Status of testsuite on master branch (Octave)
by Dynare Robot 25 Jul '18

25 Jul '18

433a68169d3a1576992bdf523c3265d17679f23f TaRB: fix bug where incorrect last posterior was returned if last draw was rejected ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 894 | PASS: 835 | FAIL: 50 | XFAIL: 9 | XPASS: 0 | LIST OF FAILED TESTS: | * TeX/fs2000_corr_ME.mod | * estimation/fs2000_model_comparison.mod | * estimation/tune_mh_jscale/fs2000.mod | * gsa/ls2003.mod | * example1_use_dll.mod | * example2long.mod | * example2long_use_dll.mod | * optimal_policy/nk_ramsey_expectation_a.mod | * optimal_policy/Ramsey/ramsey_ex.mod | * optimal_policy/Ramsey/ramsey_ex_aux.mod | * optimal_policy/Ramsey/ramsey_histval.mod | * discretionary_policy/dennis_1.mod | * discretionary_policy/Gali_discretion.mod | * k_order_perturbation/fs2000k2_use_dll.mod | * k_order_perturbation/fs2000k_1_use_dll.mod | * k_order_perturbation/fs2000k3_use_dll.mod | * k_order_perturbation/fs2000k2_m.mod | * k_order_perturbation/fs2000k_1_m.mod | * k_order_perturbation/fs2000k3_m.mod | * AIM/fs2000x10L9_L_AIM.mod | * AIM/fs2000x10_L9_L_AIM.mod | * AIM/fs2000_b1L1L_AIM.mod | * AIM/ls2003_2L0L_AIM.mod | * AIM/ls2003_2L2L_AIM.mod | * identification/correlated_errors/fs2000_corr.mod | * conditional_forecasts/5/fs2000_cal.mod | * kalman_filter_smoother/algo2.mod | * kalman_filter_smoother/algo4.mod | * kalman_filter_smoother/algoH2.mod | * second_order/ds2.mod | * deterministic_simulations/rbc_det_exo_lag_2b.mod | * deterministic_simulations/rbc_det_exo_lag_2c.mod | * deterministic_simulations/multiple_lead_lags/sim_exo_lead_lag_aux_vars.mod | * deterministic_simulations/multiple_lead_lags/sim_exo_lead_lag.mod | * deterministic_simulations/multiple_lead_lags/sim_endo_lead_lag_aux_vars.mod | * deterministic_simulations/multiple_lead_lags/sim_endo_lead_lag.mod | * deterministic_simulations/multiple_lead_lags/sim_lead_lag_aux_vars.mod | * deterministic_simulations/multiple_lead_lags/sim_lead_lag.mod | * deterministic_simulations/multiple_lead_lags/ramst_augmented_histval.mod | * deterministic_simulations/rbc_det_stack_solve_algo_7.mod | * deterministic_simulations/rbc_det_stack_solve_algo_7_exo_lag.mod | * deterministic_simulations/rbc_det_stack_solve_algo_7_exo_lead.mod | * lmmcp/sw_newton.mod | * loglinear/example4_loglinear_lagged_exogenous_a.mod | * dynare-command-options/ramst.mod | * run_block_byte_tests_octave.m | * run_reporting_test_octave.m | * ../matlab/load_m_file_data_legacy.m#1 | * ../matlab/modules/dseries/src/(a)x13/print.m#1 | * ../matlab/modules/dseries/src/utilities/x13/printspan.m#3 | | LIST OF 10 SLOWEST TESTS: | * estimation/tune_mh_jscale/fs2000.mod - 5529.528656 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 3952.747920 | * shock_decomposition/ls2003_plot.mod - 2181.037099 | * optimizers/fs2000_6.mod - 2142.020511 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 2107.572304 | * observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod - 1936.999168 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod - 1929.619543 | * estimation/TaRB/fs2000_tarb.mod - 1907.691362 | * estimation/slice/fs2000_slice.mod - 1859.786122 | * optimizers/fs2000_9.mod - 1845.690353 A full log can be found at http://www.dynare.org/testsuite/master-octave//octave Run on Octave GNU Octave, version 4.4.0 by dynbot, Linux sedna 4.9.0-7-amd64 #1 SMP Debian 4.9.110-1 (2018-07-05) x86_64 GNU/Linux

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Status of testsuite on 4.5 branch (Octave)
by Dynare Robot 25 Jul '18

25 Jul '18

d2900b14b1974627a3a7e720abf4dd86364779d0 TaRB: fix bug where incorrect last posterior was returned if last draw was rejected ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 721 | PASS: 707 | FAIL: 5 | XFAIL: 9 | XPASS: 0 | LIST OF FAILED TESTS: | * gsa/ls2003.mod | * partial_information/PItest3aHc0PCLsimModPiYrVarobsAll.mod | * partial_information/PItest3aHc0PCLsimModPiYrVarobsCNR.mod | * identification/correlated_errors/fs2000_corr.mod | * ../matlab/lyapunov_solver.m#1 | | LIST OF 10 SLOWEST TESTS: | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 3839.765533 | * TeX/fs2000_corr_ME.mod - 2276.785033 | * optimizers/fs2000_6.mod - 2092.059070 | * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 2090.354180 | * shock_decomposition/ls2003_plot.mod - 2079.469852 | * observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod - 1918.445467 | * observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod - 1903.008711 | * estimation/TaRB/fs2000_tarb.mod - 1851.239564 | * optimizers/fs2000_9.mod - 1846.132938 | * estimation/slice/fs2000_slice.mod - 1821.189041 A full log can be found at http://www.dynare.org/testsuite/4.5-octave//octave Run on Octave GNU Octave, version 4.4.0 by dynbot, Linux sedna 4.9.0-7-amd64 #1 SMP Debian 4.9.110-1 (2018-07-05) x86_64 GNU/Linux

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Status of testsuite on master branch (MATLAB)
by Dynare Robot 24 Jul '18

24 Jul '18

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