- Dev - dynare.org

global + varargin !!
by Michel Juillard 05 Aug '12

05 Aug '12

I just fixed the metropolis code (random_walk_metropolis_hastings.m, random_walk_metropolis_hastings_core.m and metropolis_hastings_initialization. m) We were using both varargin and global so M_, options_, bayestopt_, estim_params_, oo_ we once passed using varargin and and accessed using global. In particular, changes made to bayestopt_.penalty was not passed to called functions. It is obviously very dangerous and confusing. We have to get rid of globals, but, in the mean time, we should never, never use global and varargin in the same function. Best Michel

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Status of testsuite in master branch
by sebastien.villemot＠ens.fr 05 Aug '12

05 Aug '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 189 tests run *************************************** List of 2 tests FAILED: * fs2000/fs2000_analytic_derivation.mod * dsge-var/dsgevar_forward_estimated_lambda.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 187 tests run *************************************** List of 2 tests FAILED: * fs2000/fs2000_analytic_derivation.mod * dsge-var/dsgevar_forward_estimated_lambda.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-DXsH29wYLf.log'.

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Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 05 Aug '12

05 Aug '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 187 tests run *************************************** List of 1 tests FAILED: * fs2000/fs2000_analytic_derivation.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 185 tests run *************************************** List of 1 tests FAILED: * fs2000/fs2000_analytic_derivation.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-LezC8ZZbab.log'.

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Status of testsuite in master branch
by sebastien.villemot＠ens.fr 04 Aug '12

04 Aug '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 189 tests run *************************************** List of 2 tests FAILED: * fs2000/fs2000_analytic_derivation.mod * dsge-var/dsgevar_forward_calibrated_lambda.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 187 tests run *************************************** List of 1 tests FAILED: * fs2000/fs2000_analytic_derivation.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-VVRT2XBYpG.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 04 Aug '12

04 Aug '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 187 tests run *************************************** List of 1 tests FAILED: * fs2000/fs2000_analytic_derivation.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 185 tests run *************************************** List of 1 tests FAILED: * fs2000/fs2000_analytic_derivation.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-CakZ6gGMRX.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 03 Aug '12

03 Aug '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 189 tests run *************************************** List of 1 tests FAILED: * fs2000/fs2000_analytic_derivation.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 187 tests run *************************************** List of 1 tests FAILED: * fs2000/fs2000_analytic_derivation.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-5u1gP30Axh.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 03 Aug '12

03 Aug '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 187 tests run *************************************** List of 1 tests FAILED: * fs2000/fs2000_analytic_derivation.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 185 tests run *************************************** List of 1 tests FAILED: * fs2000/fs2000_analytic_derivation.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-mWOmM6TO4P.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 02 Aug '12

02 Aug '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-8uumKZMxY8.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 02 Aug '12

02 Aug '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 189 tests PASSED out of 189 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 187 tests PASSED out of 187 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-U2ya4AIG0b.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 01 Aug '12

01 Aug '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-oARtw2Uva5.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 01 Aug '12

01 Aug '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 189 tests run *************************************** List of 1 tests FAILED: * k_order_perturbation/fs2000k3_p.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 187 tests run *************************************** List of 1 tests FAILED: * k_order_perturbation/fs2000k3_p.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-4VZjWXO3gx.log'.

1 0

Complex Parameters
by Johannes Pfeifer 31 Jul '12

31 Jul '12

Dear all, erroneously defining a complex parameter like sigma=(-0.007)^0.5 as in the attached mod-file crashes dynare_m.exe in Windows. Sometimes it displays This application has requested the Runtime to terminate it in an unusual way. Please contact the application's support team for more information. Assertion failed! Program: C:\Dynare\4.3.0\matlab\dynare_m.exe File: NumericalConstants.cc, Line 47 Expression: val >= 0 || isnan(val) Best, Johannes

2 9

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 31 Jul '12

31 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 188 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 186 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-6E3iyztwH2.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 31 Jul '12

31 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-iCkYOPkYJ4.log'.

1 0

Slides from Octave Conference 2012
by Sébastien Villemot 30 Jul '12

30 Jul '12

Hi, FYI, the slides from Octave Conference 2012 are available online: http://jordi.inversethought.com/blog/octconf-2012-report/ -- Sébastien Villemot Researcher in Economics http://www.dynare.org/sebastien Phone: +33-1-40-77-84-04

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setting seed in Dynare
by Michel Juillard 30 Jul '12

30 Jul '12

I was asked why, while setting the seed, the shocks were not the same in a simulation based on 1st order or on 3rd order. It took me a while to realize that condest() that is used in dyn_first_order_solver.m is calling rand() I think that we need to change the way we control the random generator. I suggest that set_dynare_seed only set the value of options_.dynare_seed and that before each function where users can expect to control a random sequence we use options_.dynare_seed to reseed the random generator. We could use keyword 'time' for dynare_seed so that we reseed with system time What do you think? Best Michel

3 6

Uninitialized Parameters and stochastic_solvers
by Johannes Pfeifer 30 Jul '12

30 Jul '12

Dear Michel, Is there a reason we only check for imaginary elements of the Jacobian in stochastic_solvers, i.e. if ~isreal(jacobia_) if max(max(abs(imag(jacobia_)))) < 1e-15 jacobia_ = real(jacobia_); else info(1) = 6; info(2) = sum(sum(imag(jacobia_).^2)); return end end I would prefer to also check for NaNs, because in the forum people frequently have problems with messages like The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function dgges: info=17, n=17 see e.g. http://www.dynare.org/phpBB3/viewtopic.php?f=1 <http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3949&p=9515#p9515> &t=3949&p=9515#p9515 The issue always is that some parameters are not correctly initialized, but the error message is too cryptic to associate the error with the warnings of the preprocessor before. Couldnt we also test for NaN in the Jacobian and if there are some, check the parameters and print in the error message which of them were not initialized? If you think this might be worthwhile, I would be willing to implement it. Best, Johannes -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany

2 1

Prior bounds
by Johannes Pfeifer 30 Jul '12

30 Jul '12

Dear all, I pushed a change to my repository making the error message when initial values are outside the prior bounds more explicit. Could someone push it? Best, Johannes -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany

5 4

[Trac] #35: Putting "shocks" before "endval" leads to wrong results
by Trac Dynare 30 Jul '12

30 Jul '12

#35: Putting "shocks" before "endval" leads to wrong results --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: 4.0.4 Keywords: | --------------------------+------------------------------------------------- In a deterministic setup with both temporary and permanent shocks, the order of the {{{shocks}}} and {{{endval}}} blocks matter. Actually, putting {{{shocks}}} before {{{endval}}} leads to wrong results. {{{shocks}}} uses {{{set_shocks.m}}}, which fills in {{{oo_.exo_simul}}}; the point is that, if {{{endval}}} has not been used, this structure is empty, so {{{set_shocks}}} fills it, at date of shocks, for ''all'' the exogenous, and using the ''initial'' steady state value. When {{{simul}}} is finally called, it completes {{{oo_.exo_simul}}} with the ''final'' exogenous steady state, but only for those periods which have no temporary shocks. So at the dates with temporary shocks, the value of exogenous which are permanently shocked is wrong. A quick fix is to forbid the use of {{{shocks}}} before {{{endval}}}. A cleaner fix is to modify {{{set_shocks.m}}} so that it only sets values for the exogenous which are temporarily shocked, and leaves {{{NaN}}} for other exogenous. It would be {{{simul}}}'s job to fill in the holes. -- Ticket URL: <https://www.dynare.org/trac/ticket/35> Dynare <http://www.dynare.org> The Dynare project

1 3

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 30 Jul '12

30 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-7C19w7ox7H.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 30 Jul '12

30 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 188 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 186 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-LfpHU6hd3s.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 29 Jul '12

29 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 188 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 186 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-YeKgp2gFXD.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 29 Jul '12

29 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-FoOxH2OgoV.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 28 Jul '12

28 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-5UOHFjEapO.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 28 Jul '12

28 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 188 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 186 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-BSgnaYbMXn.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 27 Jul '12

27 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-PPzq2jfY91.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 27 Jul '12

27 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 188 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 186 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-AOhpBFWqv5.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 26 Jul '12

26 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-hdZhIZZ8hw.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 26 Jul '12

26 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 188 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 186 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-Z6StgxQwmv.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 25 Jul '12

25 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-FOsgx6USU4.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 25 Jul '12

25 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 188 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 186 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-J01WF0LAY0.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 24 Jul '12

24 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 188 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 186 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-mdwfAoZaN9.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 24 Jul '12

24 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-bIqvCqZxwe.log'.

1 0

[Trac] #271: correct initialization of simulation variables
by Trac Dynare 23 Jul '12

23 Jul '12

#271: correct initialization of simulation variables --------------------------+-------------------- Reporter: michel | Owner: michel Type: enhancement | Status: new Priority: major | Milestone: 5.0 Component: Preprocessor | Version: Keywords: | --------------------------+-------------------- 1) the current implementation process on the fly the initialization information provided by initval, endval and shocks, creating along the way oo_.endo_simul, oo_.exo_simul and oo_.exo_det_simul (information provided by histval is now correctly stored in M_ before processing) 2) this implementation is prone to errors and forces users to respect a strict order of declaration. Simple checks of compliance with this order prevents users some legitimate usage such as macro loops 3) the solution is to record the initialization information in fields of M_ and to create/initialized oo_.endo_simul, oo_.exo_simul and oo_.exo_det_simul just before they are used. 4) set_shocks, make_y and make_ex should be rewritten and, for the last two, their name changed. -- Ticket URL: <https://www.dynare.org/trac/ticket/271> Dynare <http://www.dynare.org> The Dynare project

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 23 Jul '12

23 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-EiI8EnMUFK.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 23 Jul '12

23 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 188 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 186 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-gHKbcUjUmz.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 22 Jul '12

22 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 188 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 186 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-OoawcvngMC.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 22 Jul '12

22 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-Et8qnvIjgk.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 21 Jul '12

21 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-8FUsmc4rFE.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 21 Jul '12

21 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 188 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 186 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-HAw7j2oXvB.log'.

1 0

Uninitialized Parameters and stochastic_solvers 2
by Johannes Pfeifer 20 Jul '12

20 Jul '12

What I forgot: This check should only be run of task==1, i.e. if we check the model for uniqueness and stability, but not when e.g. estimating it. -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany Von: dev-bounces(a)dynare.org [mailto:dev-bounces@dynare.org] Im Auftrag von Johannes Pfeifer Gesendet: Freitag, 20. Juli 2012 09:14 An: 'List for Dynare developers' Betreff: [DynareDev] Uninitialized Parameters and stochastic_solvers Dear Michel, Is there a reason we only check for imaginary elements of the Jacobian in stochastic_solvers, i.e. if ~isreal(jacobia_) if max(max(abs(imag(jacobia_)))) < 1e-15 jacobia_ = real(jacobia_); else info(1) = 6; info(2) = sum(sum(imag(jacobia_).^2)); return end end I would prefer to also check for NaNs, because in the forum people frequently have problems with messages like The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function dgges: info=17, n=17 see e.g. http://www.dynare.org/phpBB3/viewtopic.php?f=1 <http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3949&p=9515#p9515> &t=3949&p=9515#p9515 The issue always is that some parameters are not correctly initialized, but the error message is too cryptic to associate the error with the warnings of the preprocessor before. Couldnt we also test for NaN in the Jacobian and if there are some, check the parameters and print in the error message which of them were not initialized? If you think this might be worthwhile, I would be willing to implement it. Best, Johannes -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 20 Jul '12

20 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 188 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 186 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-CLmlMylK2v.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 20 Jul '12

20 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-PwWXHqWJ1B.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 19 Jul '12

19 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 188 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 186 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-113CMFtf8h.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 19 Jul '12

19 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-zfC7TPjdPY.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 18 Jul '12

18 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 188 tests PASSED out of 188 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 186 tests PASSED out of 186 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-BJOIg7DGTC.log'.

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Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 18 Jul '12

18 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-cCTbJI1fbs.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 17 Jul '12

17 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-SuZAVeOZbm.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 17 Jul '12

17 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 70 tests PASSED out of 188 tests run *************************************** List of 118 tests FAILED: * example1.mod * example2.mod * example1_use_dll.mod * example1_irf_shocks.mod * example1_abs_sign.mod * example1_macroif.mod * t_sgu_ex1.mod * osr_example.mod * optimal_policy/ramsey.mod * optimal_policy/nk_ramsey.mod * optimal_policy/nk_ramsey_expectation.mod * optimal_policy/nk_ramsey_expectation_a.mod * optimal_policy/mult_elimination_test.mod * example1_varexo_det.mod * fs2000_ssfile.mod * comments.mod * histval_sto.mod * expectations/expectation.mod * expectations/expectation_ss.mod * expectations/expectation_ss_old.mod * expectations/expectation_nested.mod * steady_state/multi_leads.mod * k_order_perturbation/fs2000k2a.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 * fs2000/fs2000.mod * fs2000/fs2000a.mod * fs2000/fs2000d.mod * fs2000/fs2000_cmaes.mod * fs2000/fs2000_calib.mod * fs2000/fs2000_analytic_derivation.mod * fs2000/fs2000_particle.mod * fs2000/fs2000_missing_data.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * AIM/fs2000_b1L1L.mod * AIM/fs2000_b1L1L_AIM.mod * AIM/ls2003_2L0L.mod * AIM/ls2003_2L0L_AIM.mod * AIM/ls2003_2L2L.mod * AIM/ls2003_2L2L_AIM.mod * conditional_variance_decomposition/example1.mod * dsge-var/simul_hybrid.mod * dsge-var/dsgevar_forward_calibrated_lambda.mod * dsge-var/dsgevar_forward_estimated_lambda.mod * external_function/example1_1st_and_2nd_deriv_functions_provided.mod * external_function/example1_1st_and_2nd_deriv_functions_provided_dll.mod * external_function/example1_1st_deriv_function_provided.mod * external_function/example1_1st_deriv_function_provided_dll.mod * external_function/example1_no_deriv_functions_provided.mod * external_function/example1_no_deriv_functions_provided_dll.mod * seeds.mod * gsa/ls2003.mod * identification/as2007/as2007.mod * simul/example1.mod * conditional_forecasts/fs2000_cal.mod * conditional_forecasts/fs2000_est.mod * recursive/ls2003.mod * recursive/ls2003_bayesian.mod * kalman_filter_smoother/fs2000.mod * kalman_filter_smoother/fs2000_1.mod * kalman_filter_smoother/fs2000_2.mod * kalman_filter_smoother/fs2000a.mod * second_order/burnside_1.mod * fs2000/fs2000_sd.mod * walsh.mod * block_bytecode/run_ls2003.m(0, 0, 1, 0) * block_bytecode/run_ls2003.m(0, 0, 2, 0) * block_bytecode/run_ls2003.m(0, 0, 3, 0) * block_bytecode/run_ls2003.m(0, 0, 4, 0) * block_bytecode/run_ls2003.m(0, 0, 1, 0) * block_bytecode/run_ls2003.m(0, 0, 2, 0) * block_bytecode/run_ls2003.m(0, 1, 1, 0) * block_bytecode/run_ls2003.m(0, 1, 2, 0) * block_bytecode/run_ls2003.m(0, 1, 3, 0) * block_bytecode/run_ls2003.m(0, 1, 4, 0) * block_bytecode/run_ls2003.m(0, 1, 5, 0) * block_bytecode/run_ls2003.m(0, 1, 6, 0) * block_bytecode/run_ls2003.m(0, 1, 7, 0) * block_bytecode/run_ls2003.m(0, 1, 8, 0) * block_bytecode/run_ls2003.m(0, 1, 1, 0) * block_bytecode/run_ls2003.m(0, 1, 2, 0) * block_bytecode/run_ls2003.m(0, 1, 3, 0) * block_bytecode/run_ls2003.m(0, 1, 4, 0) * block_bytecode/run_ls2003.m(0, 1, 5, 0) * block_bytecode/run_ls2003.m(0, 1, 6, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 0, 7, 0) * block_bytecode/run_ls2003.m(1, 0, 8, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 7, 0) * block_bytecode/run_ls2003.m(1, 1, 8, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 70 tests PASSED out of 186 tests run *************************************** List of 116 tests FAILED: * example1.mod * example2.mod * example1_use_dll.mod * example1_irf_shocks.mod * example1_abs_sign.mod * example1_macroif.mod * t_sgu_ex1.mod * osr_example.mod * optimal_policy/ramsey.mod * optimal_policy/nk_ramsey.mod * optimal_policy/nk_ramsey_expectation.mod * optimal_policy/nk_ramsey_expectation_a.mod * optimal_policy/mult_elimination_test.mod * example1_varexo_det.mod * fs2000_ssfile.mod * comments.mod * histval_sto.mod * expectations/expectation.mod * expectations/expectation_ss.mod * expectations/expectation_ss_old.mod * expectations/expectation_nested.mod * steady_state/multi_leads.mod * k_order_perturbation/fs2000k2a.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 * fs2000/fs2000.mod * fs2000/fs2000a.mod * fs2000/fs2000d.mod * fs2000/fs2000_cmaes.mod * fs2000/fs2000_calib.mod * fs2000/fs2000_analytic_derivation.mod * fs2000/fs2000_particle.mod * fs2000/fs2000_missing_data.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * AIM/fs2000_b1L1L.mod * AIM/fs2000_b1L1L_AIM.mod * AIM/ls2003_2L0L.mod * AIM/ls2003_2L0L_AIM.mod * AIM/ls2003_2L2L.mod * AIM/ls2003_2L2L_AIM.mod * conditional_variance_decomposition/example1.mod * dsge-var/simul_hybrid.mod * dsge-var/dsgevar_forward_calibrated_lambda.mod * dsge-var/dsgevar_forward_estimated_lambda.mod * external_function/example1_1st_and_2nd_deriv_functions_provided.mod * external_function/example1_1st_and_2nd_deriv_functions_provided_dll.mod * external_function/example1_1st_deriv_function_provided.mod * external_function/example1_1st_deriv_function_provided_dll.mod * external_function/example1_no_deriv_functions_provided.mod * external_function/example1_no_deriv_functions_provided_dll.mod * seeds.mod * gsa/ls2003.mod * identification/as2007/as2007.mod * simul/example1.mod * conditional_forecasts/fs2000_cal.mod * conditional_forecasts/fs2000_est.mod * recursive/ls2003.mod * recursive/ls2003_bayesian.mod * kalman_filter_smoother/fs2000.mod * kalman_filter_smoother/fs2000_1.mod * kalman_filter_smoother/fs2000_2.mod * kalman_filter_smoother/fs2000a.mod * second_order/burnside_1.mod * fs2000/fs2000_sd.mod * walsh.mod * block_bytecode/run_ls2003.m(0, 0, 0, 0) * block_bytecode/run_ls2003.m(0, 0, 1, 0) * block_bytecode/run_ls2003.m(0, 0, 2, 0) * block_bytecode/run_ls2003.m(0, 0, 3, 0) * block_bytecode/run_ls2003.m(0, 0, 4, 0) * block_bytecode/run_ls2003.m(0, 0, 0, 0) * block_bytecode/run_ls2003.m(0, 0, 1, 0) * block_bytecode/run_ls2003.m(0, 1, 0, 0) * block_bytecode/run_ls2003.m(0, 1, 1, 0) * block_bytecode/run_ls2003.m(0, 1, 2, 0) * block_bytecode/run_ls2003.m(0, 1, 3, 0) * block_bytecode/run_ls2003.m(0, 1, 4, 0) * block_bytecode/run_ls2003.m(0, 1, 5, 0) * block_bytecode/run_ls2003.m(0, 1, 6, 0) * block_bytecode/run_ls2003.m(0, 1, 8, 0) * block_bytecode/run_ls2003.m(0, 1, 0, 0) * block_bytecode/run_ls2003.m(0, 1, 1, 0) * block_bytecode/run_ls2003.m(0, 1, 2, 0) * block_bytecode/run_ls2003.m(0, 1, 3, 0) * block_bytecode/run_ls2003.m(0, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 0, 8, 0) * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 8, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-Hd84o5PGrV.log'.

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Status of testsuite in master branch
by sebastien.villemot＠ens.fr 16 Jul '12

16 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 180 tests PASSED out of 188 tests run *************************************** List of 8 tests FAILED: * example1_varexo_det.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 178 tests PASSED out of 186 tests run *************************************** List of 8 tests FAILED: * example1_varexo_det.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-fgrKRLbpiN.log'.

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Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 16 Jul '12

16 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-zG0dy43Uta.log'.

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Status of testsuite in master branch
by sebastien.villemot＠ens.fr 15 Jul '12

15 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 180 tests PASSED out of 188 tests run *************************************** List of 8 tests FAILED: * example1_varexo_det.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 178 tests PASSED out of 186 tests run *************************************** List of 8 tests FAILED: * example1_varexo_det.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-MypraWhvyZ.log'.

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Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 15 Jul '12

15 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 185 tests run *************************************** List of 1 tests FAILED: * identification/as2007/as2007.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-TVx8xfx2rH.log'.

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Re: [DynareDev] Rank condition differnce in 4.2.5 versus current snapshot
by Michel Juillard 14 Jul '12

14 Jul '12

Thanks Johannes. I have fixed the bug in master. It appeared on July 11th only and concerns only the computation of the rank when using check. The fix will appear in Sunday morning's snapshot. All the best, Michel On 07/13/2012 02:11 PM, Johannes Pfeifer wrote: > > Here are the two files. As its work in progress they still look very > messy. > > *Von:*dev-bounces@dynare.org [mailto:dev-bounces@dynare.org] *Im > Auftrag von *Michel Juillard > *Gesendet:* Freitag, 13. Juli 2012 13:52 > *An:* List for Dynare developers > *Betreff:* Re: [DynareDev] Rank condition differnce in 4.2.5 versus > current snapshot > > That looks like a bug in 4.3 and snapshot Can you send the example, > please? > > Michel Juillard > > > On Jul 13, 2012, at 13:03, "Johannes Pfeifer " <jpfeifer(a)gmx.de > <mailto:jpfeifer@gmx.de>> wrote: > > Dear Michel, > > I am working on a model where both Dynare 4.2.5 and the most > recent snapshot tell me the BK conditions are verified. However, > 4.2.5 says the rank condition is satisfied, while the most recent > snapshot says it is not satisfied. > > The reason it that the matrix > > w(1:nyf,nd-nyf+1:end) > > in dyn_first_order_solver.m contains two rows of 0 that were not > there in dr1.m in 4.2.5. Is there any explanation for this > difference and which version should I trust? The IRFs are the same > in both versions and model_diagnostics does not report any problems. > > Best, > > Johannes > > _______________________________________________ > Dev mailing list > Dev(a)dynare.org <mailto:Dev@dynare.org> > https://www.dynare.org/cgi-bin/mailman/listinfo/dev >

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Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 14 Jul '12

14 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-gFl2PpZypG.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 14 Jul '12

14 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 180 tests PASSED out of 188 tests run *************************************** List of 8 tests FAILED: * example1_varexo_det.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 178 tests PASSED out of 186 tests run *************************************** List of 8 tests FAILED: * example1_varexo_det.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-KRXVuHI8Uu.log'.

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Rank condition differnce in 4.2.5 versus current snapshot
by Johannes Pfeifer 13 Jul '12

13 Jul '12

Dear Michel, I am working on a model where both Dynare 4.2.5 and the most recent snapshot tell me the BK conditions are verified. However, 4.2.5 says the rank condition is satisfied, while the most recent snapshot says it is not satisfied. The reason it that the matrix w(1:nyf,nd-nyf+1:end) in dyn_first_order_solver.m contains two rows of 0 that were not there in dr1.m in 4.2.5. Is there any explanation for this difference and which version should I trust? The IRFs are the same in both versions and model_diagnostics does not report any problems. Best, Johannes

2 1

Ramsey Policy + Manual
by Johannes Pfeifer 13 Jul '12

13 Jul '12

Hi, could someone have a look at this post: <http://www.dynare.org/phpBB3/viewtopic.php?f=2&p=9387#p9387> http://www.dynare.org/phpBB3/viewtopic.php?f=2&p=9387#p9387 He/she wants to know whether the Ramsey objective function is conditional or unconditional. The manual is contradictory in this regard. In the description of osr() the expectations operator of the quadratic form E(y'Wy) is unconditional while the constraint uses a conditional expectation. Moreover, there are some typos in the Optimal policy section that could be fixed: "Steay state" should "Steady state" "A element" should be "An element" "Typical example is choosing inflation or nominal interest rate as an instrument." should be "A typical example is choosing inflation or nominal interest rate as an instrument." Sorry for not fixing the typos myself, but in Windows I am not able to compile the.

2 1

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 13 Jul '12

13 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-kswpZyBIoP.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 13 Jul '12

13 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 154 tests PASSED out of 188 tests run *************************************** List of 34 tests FAILED: * discretionary_policy/dennis_1.mod * example1_varexo_det.mod * k_order_perturbation/fs2000k2_use_dll.mod * k_order_perturbation/fs2000k_1_use_dll.mod * k_order_perturbation/fs2000k2_m.mod * k_order_perturbation/fs2000k_1_m.mod * arima/mod1.mod * arima/mod1a.mod * arima/mod1b.mod * arima/mod1c.mod * arima/mod2.mod * arima/mod2a.mod * arima/mod2b.mod * arima/mod2c.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * AIM/fs2000_b1L1L_AIM.mod * AIM/ls2003_2L0L_AIM.mod * AIM/ls2003_2L2L_AIM.mod * kalman_filter_smoother/gen_data.mod * kalman_filter_smoother/algo1.mod * kalman_filter_smoother/algo2.mod * kalman_filter_smoother/algo3.mod * kalman_filter_smoother/algo4.mod * kalman_filter_smoother/algo4a.mod * kalman_filter_smoother/algo4b.mod * kalman_filter_smoother/algoH1.mod * kalman_filter_smoother/algoH2.mod * kalman_filter_smoother/algoH3.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 152 tests PASSED out of 186 tests run *************************************** List of 34 tests FAILED: * discretionary_policy/dennis_1.mod * example1_varexo_det.mod * k_order_perturbation/fs2000k2_use_dll.mod * k_order_perturbation/fs2000k_1_use_dll.mod * k_order_perturbation/fs2000k2_m.mod * k_order_perturbation/fs2000k_1_m.mod * arima/mod1.mod * arima/mod1a.mod * arima/mod1b.mod * arima/mod1c.mod * arima/mod2.mod * arima/mod2a.mod * arima/mod2b.mod * arima/mod2c.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * AIM/fs2000_b1L1L_AIM.mod * AIM/ls2003_2L0L_AIM.mod * AIM/ls2003_2L2L_AIM.mod * kalman_filter_smoother/gen_data.mod * kalman_filter_smoother/algo1.mod * kalman_filter_smoother/algo2.mod * kalman_filter_smoother/algo3.mod * kalman_filter_smoother/algo4.mod * kalman_filter_smoother/algo4a.mod * kalman_filter_smoother/algo4b.mod * kalman_filter_smoother/algoH1.mod * kalman_filter_smoother/algoH2.mod * kalman_filter_smoother/algoH3.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-WMwywKtbcz.log'.

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[Trac] #270: Determinant computation in marginal_density.m looks sub-optimal
by Trac Dynare 12 Jul '12

12 Jul '12

#270: Determinant computation in marginal_density.m looks sub-optimal ------------------------+-------------------- Reporter: sebastien | Owner: stepan Type: bug | Status: new Priority: major | Milestone: Component: Estimation | Version: 4.3.0 Keywords: | ------------------------+-------------------- In marginal_density.m, the determinant is computed (at three places) using the det() function. This function is known to be less precise than a Cholesky-based determinant computation when the determinant is close to zero. Stéphane thinks that the Cholesky was used before, so we need to understand why this has changed, and therefore whether we can go back to the Cholesky. Issue reported by Gilles Bélanger (Ministère des Finances du Québec) -- Ticket URL: <https://www.dynare.org/trac/ticket/270> Dynare <http://www.dynare.org> The Dynare project

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Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 12 Jul '12

12 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-gWN1KW1qUS.log'.

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Status of testsuite in master branch
by sebastien.villemot＠ens.fr 12 Jul '12

12 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 147 tests PASSED out of 188 tests run *************************************** List of 41 tests FAILED: * discretionary_policy/dennis_1.mod * example1_varexo_det.mod * fs2000_nonstationary.mod * steady_state/multi_leads.mod * k_order_perturbation/fs2000k2_use_dll.mod * k_order_perturbation/fs2000k_1_use_dll.mod * k_order_perturbation/fs2000k2_m.mod * k_order_perturbation/fs2000k_1_m.mod * arima/mod1.mod * arima/mod1a.mod * arima/mod1b.mod * arima/mod1c.mod * arima/mod2.mod * arima/mod2a.mod * arima/mod2b.mod * arima/mod2c.mod * fs2000/fs2000c.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * AIM/fs2000_b1L1L_AIM.mod * AIM/ls2003_2L0L_AIM.mod * AIM/ls2003_2L2L_AIM.mod * dsge-var/simul_hybrid.mod * dsge-var/dsgevar_forward_calibrated_lambda.mod * dsge-var/dsgevar_forward_estimated_lambda.mod * conditional_forecasts/fs2000_cal.mod * kalman_filter_smoother/gen_data.mod * kalman_filter_smoother/algo1.mod * kalman_filter_smoother/algo2.mod * kalman_filter_smoother/algo3.mod * kalman_filter_smoother/algo4.mod * kalman_filter_smoother/algo4a.mod * kalman_filter_smoother/algo4b.mod * kalman_filter_smoother/algoH1.mod * kalman_filter_smoother/algoH2.mod * kalman_filter_smoother/algoH3.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 145 tests PASSED out of 186 tests run *************************************** List of 41 tests FAILED: * discretionary_policy/dennis_1.mod * example1_varexo_det.mod * fs2000_nonstationary.mod * steady_state/multi_leads.mod * k_order_perturbation/fs2000k2_use_dll.mod * k_order_perturbation/fs2000k_1_use_dll.mod * k_order_perturbation/fs2000k2_m.mod * k_order_perturbation/fs2000k_1_m.mod * arima/mod1.mod * arima/mod1a.mod * arima/mod1b.mod * arima/mod1c.mod * arima/mod2.mod * arima/mod2a.mod * arima/mod2b.mod * arima/mod2c.mod * fs2000/fs2000c.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * AIM/fs2000_b1L1L_AIM.mod * AIM/ls2003_2L0L_AIM.mod * AIM/ls2003_2L2L_AIM.mod * dsge-var/simul_hybrid.mod * dsge-var/dsgevar_forward_calibrated_lambda.mod * dsge-var/dsgevar_forward_estimated_lambda.mod * conditional_forecasts/fs2000_cal.mod * kalman_filter_smoother/gen_data.mod * kalman_filter_smoother/algo1.mod * kalman_filter_smoother/algo2.mod * kalman_filter_smoother/algo3.mod * kalman_filter_smoother/algo4.mod * kalman_filter_smoother/algo4a.mod * kalman_filter_smoother/algo4b.mod * kalman_filter_smoother/algoH1.mod * kalman_filter_smoother/algoH2.mod * kalman_filter_smoother/algoH3.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-o0FCvBRHnf.log'.

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Status of testsuite in master branch
by sebastien.villemot＠ens.fr 11 Jul '12

11 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-JEf6ydDsgF.log'.

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Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 11 Jul '12

11 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-g4kv0Zs7Gm.log'.

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Status of testsuite in master branch
by sebastien.villemot＠ens.fr 10 Jul '12

10 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-W611h7lVPB.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 10 Jul '12

10 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-11ZDYAoNuh.log'.

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Status of testsuite in master branch
by Sébastien Villemot 09 Jul '12

09 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-ccLYhsVdP9.log'.

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Status of testsuite in 4.3 branch
by Sébastien Villemot 09 Jul '12

09 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-GcUeAsp91R.log'.

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Status of testsuite in 4.3 branch
by Sébastien Villemot 08 Jul '12

08 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-5nan9CVC4E.log'.

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Status of testsuite in master branch
by Sébastien Villemot 08 Jul '12

08 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-9nBY59tBnl.log'.

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Status of testsuite in master branch
by Sébastien Villemot 07 Jul '12

07 Jul '12

Dynare failed to compile or MATLAB testsuite failed to run Dynare failed to compile or Octave testsuite failed to run A full log can be found on karaba in '/var/tmp/dynare-master-check-v7BlCqTr5P.log'.

2 2

Status of testsuite in 4.3 branch
by Sébastien Villemot 07 Jul '12

07 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-V8YOKaX79g.log'.

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linear option in stoch_simul
by Michel Juillard 06 Jul '12

06 Jul '12

Fujiwara, Ghironi and Bilbiie sent me a message saying that stoch_simul(linear) doesn't report the same results in 4.3 as in the previous version. But they use it with a nonlinear model! I check the manual and we say explicitly that LINEAR declares that the model is linear not to use a linear approximation. I guess that before version 4.3.0, we forced order=1 when the linear option was used in stoch_simul. But, as it is both contrary to the manual and confusing, I would be tempted of forbidding LINEAR as an option of stoch_simul, but this will break existing *.mod files. Or we can be nice to users, and keep interpreting LINEAR as identical to order=1, but we must correct the manual. What do you think? We may need to check older documentation to understand how the confusion got about. Best Michel

3 5

Unit check for missing observations
by Johannes Pfeifer 06 Jul '12

06 Jul '12

I would suggest to add the attached files as a unit test for missing observations in the estimation procedure to test the missing observations Kalman Filter.

2 1

Status of testsuite in 4.3 branch
by Sébastien Villemot 06 Jul '12

06 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 184 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-WICvBwEOiq.log'.

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Status of testsuite in master branch
by Sébastien Villemot 06 Jul '12

06 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 186 tests run *************************************** List of 36 tests FAILED: * arima/mod1a.mod * arima/mod1b.mod * arima/mod1c.mod * arima/mod2a.mod * arima/mod2b.mod * arima/mod2c.mod * fs2000/fs2000.mod * fs2000/fs2000a.mod * fs2000/fs2000d.mod * fs2000/fs2000_cmaes.mod * fs2000/fs2000_calib.mod * fs2000/fs2000_analytic_derivation.mod * fs2000/fs2000_particle.mod * bvar_a_la_sims/bvar_and_dsge.mod * dsge-var/dsgevar_forward_calibrated_lambda.mod * dsge-var/dsgevar_forward_estimated_lambda.mod * gsa/ls2003.mod * identification/kim/kim2.mod * identification/as2007/as2007.mod * conditional_forecasts/fs2000_est.mod * recursive/ls2003.mod * recursive/ls2003_bayesian.mod * kalman_filter_smoother/algo1.mod * kalman_filter_smoother/algo2.mod * kalman_filter_smoother/algo3.mod * kalman_filter_smoother/algo4.mod * kalman_filter_smoother/algo4a.mod * kalman_filter_smoother/algo4b.mod * kalman_filter_smoother/algoH1.mod * kalman_filter_smoother/algoH2.mod * kalman_filter_smoother/algoH3.mod * kalman_filter_smoother/fs2000.mod * kalman_filter_smoother/fs2000_1.mod * kalman_filter_smoother/fs2000_2.mod * kalman_filter_smoother/fs2000a.mod * fs2000/fs2000_sd.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 148 tests PASSED out of 184 tests run *************************************** List of 36 tests FAILED: * arima/mod1a.mod * arima/mod1b.mod * arima/mod1c.mod * arima/mod2a.mod * arima/mod2b.mod * arima/mod2c.mod * fs2000/fs2000.mod * fs2000/fs2000a.mod * fs2000/fs2000d.mod * fs2000/fs2000_cmaes.mod * fs2000/fs2000_calib.mod * fs2000/fs2000_analytic_derivation.mod * fs2000/fs2000_particle.mod * bvar_a_la_sims/bvar_and_dsge.mod * dsge-var/dsgevar_forward_calibrated_lambda.mod * dsge-var/dsgevar_forward_estimated_lambda.mod * gsa/ls2003.mod * identification/kim/kim2.mod * identification/as2007/as2007.mod * conditional_forecasts/fs2000_est.mod * recursive/ls2003.mod * recursive/ls2003_bayesian.mod * kalman_filter_smoother/algo1.mod * kalman_filter_smoother/algo2.mod * kalman_filter_smoother/algo3.mod * kalman_filter_smoother/algo4.mod * kalman_filter_smoother/algo4a.mod * kalman_filter_smoother/algo4b.mod * kalman_filter_smoother/algoH1.mod * kalman_filter_smoother/algoH2.mod * kalman_filter_smoother/algoH3.mod * kalman_filter_smoother/fs2000.mod * kalman_filter_smoother/fs2000_1.mod * kalman_filter_smoother/fs2000_2.mod * kalman_filter_smoother/fs2000a.mod * fs2000/fs2000_sd.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-9U3ovyNyMs.log'.

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Status of testsuite in 4.3 branch
by Sébastien Villemot 05 Jul '12

05 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 184 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-z23KrZq91D.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 05 Jul '12

05 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 184 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-v0gOfKfkXL.log'.

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Status of testsuite in master branch
by Sébastien Villemot 04 Jul '12

04 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 184 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-pVDLFBTCdT.log'.

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 04 Jul '12

04 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 184 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-jEUOfAiriw.log'.

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Status of testsuite in master branch
by Sébastien Villemot 03 Jul '12

03 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 184 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-zdF7aZuHdl.log'.

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 03 Jul '12

03 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 184 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-LWUJQ7vuL2.log'.

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 02 Jul '12

02 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** Dynare failed to compile or Octave testsuite failed to run A full log can be found on karaba in '/var/tmp/dynare-4.3-check-f5QJILQ30z.log'.

3 5

Status of testsuite in 4.3 branch
by Sébastien Villemot 02 Jul '12

02 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 184 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-YUq5Mvp2BQ.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 02 Jul '12

02 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 186 tests run *************************************** List of 1 tests FAILED: * optimal_policy/mult_elimination_test.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 184 tests run *************************************** List of 1 tests FAILED: * optimal_policy/mult_elimination_test.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-neLG9z7Fzy.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 01 Jul '12

01 Jul '12

Dynare failed to compile or MATLAB testsuite failed to run Dynare failed to compile or Octave testsuite failed to run A full log can be found on karaba in '/var/tmp/dynare-master-check-Ud6aBSBQ14.log'.

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Status of testsuite in 4.3 branch
by Sébastien Villemot 01 Jul '12

01 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 184 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-iLQXxEcCh9.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 01 Jul '12

01 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 184 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-5AwqUEQQAR.log'.

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 30 Jun '12

30 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 184 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-4P7jcmnrhP.log'.

1 0

dynare_estimation_init
by Johannes Pfeifer 29 Jun '12

29 Jun '12

The first part of the following passage of dynare_estimation_init.m seems to be partly redundant due to the subsequent if-clause. Or at least some results seem to be subsequently overwritten. Is this on purpose? % Define union of observed and state variables k2 = union(var_obs_index,[dr.nstatic+1:dr.nstatic+dr.npred]', 'rows'); % Set restrict_state to postion of observed + state variables in expanded state vector. oo_.dr.restrict_var_list = k2; bayestopt_.restrict_var_list = k2; % set mf0 to positions of state variables in restricted state vector for likelihood computation. [junk,bayestopt_.mf0] = ismember([dr.nstatic+1:dr.nstatic+dr.npred]',k2); % Set mf1 to positions of observed variables in restricted state vector for likelihood computation. [junk,bayestopt_.mf1] = ismember(var_obs_index,k2); % Set mf2 to positions of observed variables in expanded state vector for filtering and smoothing. bayestopt_.mf2 = var_obs_index; bayestopt_.mfys = k1; [junk,ic] = intersect(k2,nstatic+(1:npred)'); oo_.dr.restrict_columns = [ic; length(k2)+(1:nspred-npred)']; k3 = []; k3p = []; if options_.selected_variables_only for i=1:size(var_list_,1) k3 = [k3; strmatch(var_list_(i,:),M_.endo_names(dr.order_var,:), ... 'exact')]; k3p = [k3; strmatch(var_list_(i,:),M_.endo_names, ... 'exact')]; end else k3 = (1:M_.endo_nbr)'; k3p = (1:M_.endo_nbr)'; end % Define union of observed and state variables if options_.block == 1 k1 = k1'; [k2, i_posA, i_posB] = union(k1', M_.state_var', 'rows'); % Set restrict_state to postion of observed + state variables in expanded state vector. oo_.dr.restrict_var_list = [k1(i_posA) M_.state_var(sort(i_posB))]; % set mf0 to positions of state variables in restricted state vector for likelihood computation. [junk,bayestopt_.mf0] = ismember(M_.state_var',oo_.dr.restrict_var_list); % Set mf1 to positions of observed variables in restricted state vector for likelihood computation. [junk,bayestopt_.mf1] = ismember(k1,oo_.dr.restrict_var_list); % Set mf2 to positions of observed variables in expanded state vector for filtering and smoothing. bayestopt_.mf2 = var_obs_index; bayestopt_.mfys = k1; oo_.dr.restrict_columns = [size(i_posA,1)+(1:size(M_.state_var,2))]; [k2, i_posA, i_posB] = union(k3p, M_.state_var', 'rows'); bayestopt_.smoother_var_list = [k3p(i_posA); M_.state_var(sort(i_posB))']; [junk,junk,bayestopt_.smoother_saved_var_list] = intersect(k3p,bayestopt_.smoother_var_list(:)); [junk,ic] = intersect(bayestopt_.smoother_var_list,M_.state_var); bayestopt_.smoother_restrict_columns = ic; [junk,bayestopt_.smoother_mf] = ismember(k1, ... bayestopt_.smoother_var_list); else k2 = union(var_obs_index,[dr.nstatic+1:dr.nstatic+dr.npred]', 'rows'); % Set restrict_state to postion of observed + state variables in expanded state vector. oo_.dr.restrict_var_list = k2; % set mf0 to positions of state variables in restricted state vector for likelihood computation. [junk,bayestopt_.mf0] = ismember([dr.nstatic+1:dr.nstatic+dr.npred]',k2); % Set mf1 to positions of observed variables in restricted state vector for likelihood computation. [junk,bayestopt_.mf1] = ismember(var_obs_index,k2); % Set mf2 to positions of observed variables in expanded state vector for filtering and smoothing. bayestopt_.mf2 = var_obs_index; bayestopt_.mfys = k1; [junk,ic] = intersect(k2,nstatic+(1:npred)'); oo_.dr.restrict_columns = [ic; length(k2)+(1:nspred-npred)']; bayestopt_.smoother_var_list = union(k2,k3); [junk,junk,bayestopt_.smoother_saved_var_list] = intersect(k3,bayestopt_.smoother_var_list(:)); [junk,ic] = intersect(bayestopt_.smoother_var_list,nstatic+(1:npred)'); bayestopt_.smoother_restrict_columns = ic; [junk,bayestopt_.smoother_mf] = ismember(var_obs_index, ... bayestopt_.smoother_var_list); end;

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Status of testsuite in master branch
by Sébastien Villemot 29 Jun '12

29 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 184 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-6R0X8cUEJt.log'.

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 28 Jun '12

28 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 184 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-xtuNPF2rEp.log'.

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Status of testsuite in master branch
by Sébastien Villemot 28 Jun '12

28 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 184 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-Mg4NY8rUqJ.log'.

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Status of testsuite in master branch
by Sébastien Villemot 27 Jun '12

27 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 153 tests PASSED out of 186 tests run *************************************** List of 33 tests FAILED: * steady_state/walsh1_ssm_block.mod * block_bytecode/ireland.mod * deterministic_simulations/rbc_det1.mod * deterministic_simulations/rbc_det2.mod * deterministic_simulations/rbc_det3.mod * deterministic_simulations/rbc_det4.mod * deterministic_simulations/rbc_det5.mod * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 0, 7, 0) * block_bytecode/run_ls2003.m(1, 0, 8, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 7, 0) * block_bytecode/run_ls2003.m(1, 1, 8, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 153 tests PASSED out of 184 tests run *************************************** List of 31 tests FAILED: * steady_state/walsh1_ssm_block.mod * block_bytecode/ireland.mod * deterministic_simulations/rbc_det1.mod * deterministic_simulations/rbc_det2.mod * deterministic_simulations/rbc_det3.mod * deterministic_simulations/rbc_det4.mod * deterministic_simulations/rbc_det5.mod * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 0, 8, 0) * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 8, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-d8eqEjYY91.log'.

1 1

Status of testsuite in 4.3 branch
by Sébastien Villemot 27 Jun '12

27 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 153 tests PASSED out of 186 tests run *************************************** List of 33 tests FAILED: * steady_state/walsh1_ssm_block.mod * block_bytecode/ireland.mod * deterministic_simulations/rbc_det1.mod * deterministic_simulations/rbc_det2.mod * deterministic_simulations/rbc_det3.mod * deterministic_simulations/rbc_det4.mod * deterministic_simulations/rbc_det5.mod * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 0, 7, 0) * block_bytecode/run_ls2003.m(1, 0, 8, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 7, 0) * block_bytecode/run_ls2003.m(1, 1, 8, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 153 tests PASSED out of 184 tests run *************************************** List of 31 tests FAILED: * steady_state/walsh1_ssm_block.mod * block_bytecode/ireland.mod * deterministic_simulations/rbc_det1.mod * deterministic_simulations/rbc_det2.mod * deterministic_simulations/rbc_det3.mod * deterministic_simulations/rbc_det4.mod * deterministic_simulations/rbc_det5.mod * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 0, 8, 0) * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 8, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-CpqOiKglrP.log'.

1 0

Help needed
by Johannes Pfeifer 26 Jun '12

26 Jun '12

Dear all, can anyone tell me what is going in simult.m when replic>0? The different replications are written into a file fname = [M_.fname,'_simul']; but this file has no valid file ending and is - as far as I can tell - never called or used later on. Moreover, I cannot identify how the moments are computed across replications. After the last run for i=1:replic if ~isempty(M_.Sigma_e) oo_.exo_simul(:,i_exo_var) = randn(options_.periods,nxs)*chol_S; end y_ = simult_(y0,dr,oo_.exo_simul,order); % elimninating initial value y_ = y_(:,2:end); if replic > 1 fwrite(fh,y_,'float64'); end end the last simulation result y_ is saved into oo_.endo_simul which is then used by disp_moments.m to display the simulated moments. Hence, it looks to me as if only the last replication is used. What am I missing? Best, Johannes

4 5

Bug in preprocessor
by Johannes Pfeifer 26 Jun '12

26 Jun '12

Dear all, There is a bug in the preprocessor as the option "simul_replic" is translated to "replic_simul". Line 2200 should read o_simul_replic : SIMUL_REPLIC EQUAL INT_NUMBER { driver.option_num("simul_replic", $3); }; instead of o_simul_replic : SIMUL_REPLIC EQUAL INT_NUMBER { driver.option_num("replic_simul", $3); }; Best, Johannes

2 1

[Trac] #265: add @#ifndef to macroprocessor
by Trac Dynare 26 Jun '12

26 Jun '12

#265: add @#ifndef to macroprocessor --------------------------+------------------------------------------------- Reporter: houtanb | Owner: sebastien Type: enhancement | Status: new Priority: major | Milestone: 5.0 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- for gpm -- Ticket URL: <https://www.dynare.org/trac/ticket/265> Dynare <http://www.dynare.org> The Dynare project

1 2

Status of testsuite in master branch
by Sébastien Villemot 26 Jun '12

26 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 185 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-ST7Xsy4kv0.log'.

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 26 Jun '12

26 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 185 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-czg4ioHHFZ.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 25 Jun '12

25 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 185 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-0Mk3qlvqC1.log'.

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 25 Jun '12

25 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 185 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-nk8OpJcajL.log'.

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 24 Jun '12

24 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 185 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-0Q71etU8vf.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 24 Jun '12

24 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 185 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-zXCwcFpJKj.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 23 Jun '12

23 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 185 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-aKvIAm5ywX.log'.

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 23 Jun '12

23 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 185 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-MNkL2D3Nat.log'.

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 22 Jun '12

22 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 185 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-l9ZIaGNFPE.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 22 Jun '12

22 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 185 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-tG2wBOC3UE.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 21 Jun '12

21 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 185 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-5xU4inyYM1.log'.

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 21 Jun '12

21 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 185 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-LvJfB5rZ7i.log'.

1 0

[Trac] #264: add checksum to download section of web site
by Trac Dynare 20 Jun '12

20 Jun '12

#264: add checksum to download section of web site --------------------------------------+------------------------------------- Reporter: michel | Owner: sebastian Type: enhancement | Status: new Priority: critical | Milestone: 5.0 Component: Build system / Packaging | Version: Keywords: | --------------------------------------+------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/264> Dynare <http://www.dynare.org> The Dynare project

1 1

Status of testsuite in 4.3 branch
by Sébastien Villemot 20 Jun '12

20 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 185 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-itfXGwCu9T.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 20 Jun '12

20 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 185 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 182 tests PASSED out of 183 tests run *************************************** List of 1 tests FAILED: * gsa/ls2003.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-j8krh33hHl.log'.

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 19 Jun '12

19 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 184 tests PASSED out of 185 tests run *************************************** List of 1 tests FAILED: * gsa/ls2003.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-uxPEdsTQOS.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 19 Jun '12

19 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 184 tests PASSED out of 185 tests run *************************************** List of 1 tests FAILED: * gsa/ls2003.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-10C9T1TZa7.log'.

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 18 Jun '12

18 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 184 tests PASSED out of 184 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 182 tests PASSED out of 182 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-YqgLXktkjt.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 18 Jun '12

18 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 183 tests PASSED out of 184 tests run *************************************** List of 1 tests FAILED: * gsa/ls2003.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 181 tests PASSED out of 182 tests run *************************************** List of 1 tests FAILED: * gsa/ls2003.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-3lR5OgCNMZ.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 17 Jun '12

17 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 183 tests PASSED out of 184 tests run *************************************** List of 1 tests FAILED: * gsa/ls2003.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 181 tests PASSED out of 182 tests run *************************************** List of 1 tests FAILED: * gsa/ls2003.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-nYs09w3MqD.log'.

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 17 Jun '12

17 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 183 tests PASSED out of 184 tests run *************************************** List of 1 tests FAILED: * gsa/ls2003.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 182 tests PASSED out of 182 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-RqWL9Dtxx7.log'.

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Release of Dynare 4.3.0
by Sébastien Villemot 15 Jun '12

15 Jun '12

Dear Dynare friends, We are pleased to announce the release of Dynare 4.3.0. This major release adds new features and fixes various bugs. The Windows and Mac packages are already available for download at: http://www.dynare.org/download/dynare-4.3 The GNU/Linux packages should follow soon. All users are strongly encouraged to upgrade. The new release is compatible with MATLAB versions ranging from 7.0 (R14) to 7.14 (R2012a) and with GNU Octave versions ranging from 3.2 to 3.6. Here is the list of the main user-visible changes: * New major algorithms: - Nonlinear estimation with a particle filter based on a second order approximation of the model, as in Fernández-Villaverde and Rubio-Ramírez (2005); this is triggered by setting `order=2' in the `estimation' command - Extended path solution method as in Fair and Taylor (1983); see the `extended_path' command - Support for Markov-Switching Structural Bayesian VARs (MS-SBVAR) along the lines of Sims, Waggoner and Zha (2008) (see the dedicated section in the reference manual) - Optimal policy under discretion along the lines of Dennis (2007); see the `discretionary_policy' command - Identification analysis along the lines of Iskrev (2010); see the `identification' command - The Global Sensitivity Analysis toolbox (Ratto, 2008) is now part of the official Dynare distribution * Other algorithmic improvements: - Stochastic simulation and estimation can benefit from block decomposition (with the `block' option of `model'; only at 1st order) - Possibility of running smoother and filter on a calibrated model; see the `calib_smoother' command - Possibility of doing conditional forecast on a calibrated model; see the `parameter_set=calibration' option of the `conditional_forecast' command - The default algorithm for deterministic simulations has changed and is now based on sparse matrices; the historical algorithm (Laffargue, Boucekkine and Juillard) is still available under the `stack_solve_algo=6'option of the `simul' command - Possibility of using an analytic gradient for the estimation; see the `analytic_derivation' option of the `estimation' command - Implementation of the Nelder-Mead simplex based optimization routine for computing the posterior mode; available under the `mode_compute=8' option of the `estimation' command - Implementation of the CMA Evolution Strategy algorithm for computing the posterior mode; available under the `mode_compute=9' option of the `estimation' command - New solvers for Lyapunov equations which can accelerate the estimation of large models; see the `lyapunov' option of the `estimation' command - New solvers for Sylvester equations which can accelerate the resolution of large models with block decomposition; see the `sylvester' option of the `stoch_simul' and `estimation' commands - The `ramsey_policy' command now displays the planner objective value function under Ramsey policy and stores it in `oo_.planner_objective_value' - Theoretical autocovariances are now computed when the `block' option is present - The `linear' option is now compatible with the `block' and `bytecode' options - The `loglinear' option now works with purely backward or forward models at first order * New features in the user interface: - New mathematical primitives allowed in model block: `abs()', `sign()' - The behavior with respect to graphs has changed: + By default, Dynare now displays graphs and saves them to disk in EPS format only + The format can be changed to PDF or FIG with the new `graph_format' option + It is possible to save graphs to disk without displaying them with the new `nodisplay' option - New `nocheck' option to the `steady' command: tells not to check the steady state and accept values given by the user (useful for models with unit roots) - A series of deterministic shocks can be passed as a pre-defined vector in the `values' statement of a `shocks' block - New option `sub_draws' in the `estimation' command for controlling the number of draws used in computing the posterior distributions of various objects - New macroprocessor command `@#ifdef' for testing if a macro-variable is defined - New option `irf_shocks' of the `stoch_simul' command, to allow IRFs to be created only for certain exogenous variables - In the parallel engine, possibility of assigning different weights to nodes in the cluster and of creating clusters comprised of nodes with different operating systems (see the relevant section in the reference manual) - It is now possible to redefine a parameter in the `steady_state_model' block (use with caution) - New option `maxit' in the `simul' and `steady' commands to determine the maximum number of iterations of the nonlinear solver - New option `homotopy_force_continue' in the `steady' command to control the behavior when a homotopy fails - Possibility of globally altering the defaults of options by providing a file in the `GlobalInitFile' field of the configuration file (use with caution) - New option `nolog' to the `dynare' command line to avoid creating a logfile - New option `-D' to the `dynare' command line with for defining macro-variables * Miscellaneous changes: - The `use_dll' option of `model' now creates a MEX file for the static model in addition to that for the dynamic model - The `unit_root_vars' command is now obsolete; use the `diffuse_filter' option of the `estimation' command instead - New option `--burn' to Dynare++ to discard initial simulation points - New top-level MATLAB/Octave command `internals' for internal documentation and unitary tests * Bugs and problems identified in version 4.2.5 and that have been fixed in version 4.3.0: - Backward models with the `loglinear' option were incorrectly handled - Solving for hyperparameters of inverse gamma priors was sometimes crashing - The deterministic solver for purely forward models was broken - When running `estimation' or `identification' on models with non-diagonal structural error covariance matrices, while not simultaneously estimating the correlation between shocks (i.e. calibrating the correlation), the off-diagonal elements were incorrectly handled or crashes were occuring - When using the `prefilter' option, smoother plots were omitting the smoothed observables - In the rare case of entering and expression x as x^(alpha-1) with x being 0 in steady state and alpha being a parameter equal to 2, the Jacobian was evaluating to 0 instead of 1 - Setting the prior for shock correlations was failing if a lower bound was not explicitly specified * References: - Dennis, Richard (2007): “Optimal Policy In Rational Expectations Models: New Solution Algorithms,” Macroeconomic Dynamics, 11(1), 31–55 - Fair, Ray and John Taylor (1983): “Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectation Models,” Econometrica, 51, 1169–1185 - Fernández-Villaverde, Jesús and Juan Rubio-Ramírez (2005): “Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood,” Journal of Applied Econometrics, 20, 891–910 - Iskrev, Nikolay (2010): “Local identification in DSGE models,” Journal of Monetary Economics, 57(2), 189–202 - Ratto, Marco (2008): “Analysing DSGE models with global sensitivity analysis'', Computational Economics, 31, 115–139 - Sims, Christopher A., Daniel F. Waggoner and Tao Zha (2008): “Methods for inference in large multiple-equation Markov-switching models,” Journal of Econometrics, 146, 255–274 -- Sébastien Villemot Researcher in Economics & Debian Maintainer http://www.dynare.org/sebastien Phone: +33-1-40-77-84-04 - GPG Key: 4096R/381A7594

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[Trac] #102: forecast graphs in manual
by Trac Dynare 15 Jun '12

15 Jun '12

#102: forecast graphs in manual ---------------------------+------------------------------------------------ Reporter: michel | Owner: michel Type: bug | Status: new Priority: minor | Milestone: Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ The graphs of forecasts with uncertainty about the parameters have changed but we didn't modify the user manual and the user guide -- Ticket URL: <https://www.dynare.org/trac/ticket/102> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #149: Block decomposed version of Kalman filter
by Trac Dynare 15 Jun '12

15 Jun '12

#149: Block decomposed version of Kalman filter --------------------------+------------------------------------------------- Reporter: sebastien | Owner: ferhat Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/149> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #163: Finish first version of internal documentation
by Trac Dynare 15 Jun '12

15 Jun '12

#163: Finish first version of internal documentation ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ See doc/internals/dynare-internals.org for the first draft. For the IMF. -- Ticket URL: <https://www.dynare.org/trac/ticket/163> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #133: datafile option in simul
by Trac Dynare 15 Jun '12

15 Jun '12

#133: datafile option in simul --------------------------+------------------------------------------------- Reporter: michel | Owner: ferhat Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- this option is very similar to initval_file but it requires two different files for endogenous and exogenous variables. The entry in the manual doesn't describe the required files. It may be interesting to use it for loading only trajectories for the exogenous variables. -- Ticket URL: <https://www.dynare.org/trac/ticket/133> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #106: Document prior distributions
by Trac Dynare 15 Jun '12

15 Jun '12

#106: Document prior distributions ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: stepan Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ The document from Stéphane is probably the one to use. It should be added to the doc/ subdirectory, then to the build-system and to the packaging. -- Ticket URL: <https://www.dynare.org/trac/ticket/106> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #259: Shock decomposition on calibrated models fails
by Trac Dynare 15 Jun '12

15 Jun '12

#259: Shock decomposition on calibrated models fails -----------------------+---------------------------------------------------- Reporter: sebastien | Owner: michel Type: bug | Status: new Priority: major | Milestone: 4.3 Component: General | Version: Keywords: | -----------------------+---------------------------------------------------- The bayestopt_ structure is uninitialized. -- Ticket URL: <https://www.dynare.org/trac/ticket/259> Dynare <http://www.dynare.org> The Dynare project

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Status of testsuite in master branch
by Sébastien Villemot 15 Jun '12

15 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 184 tests PASSED out of 184 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 182 tests PASSED out of 182 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-rnZt8INskl.log'.

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Status of testsuite in 4.3 branch
by Sébastien Villemot 15 Jun '12

15 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 184 tests PASSED out of 184 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 181 tests PASSED out of 182 tests run *************************************** List of 1 tests FAILED: * gsa/ls2003.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-LbMJR5anvQ.log'.

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[Trac] #59: add errors to print_info.m
by Trac Dynare 14 Jun '12

14 Jun '12

#59: add errors to print_info.m --------------------------+------------------------------------------------- Reporter: michel | Owner: Type: bug | Status: new Priority: critical | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- info(1) == 43 (covariance matrix of shocks is not positive definite) should be added to print_info.m We need to check that all error numbers that can be present in info(1) are taken care of. We need to check with grep info *.m -- Ticket URL: <https://www.dynare.org/trac/ticket/59> Dynare <http://www.dynare.org> The Dynare project

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Identification tests broken
by Sébastien Villemot 14 Jun '12

14 Jun '12

Hi Marco, The following two tests are currently broken in master and 4.3 (only under Octave): * identification/kim/kim2.mod * identification/as2007/as2007.mod I tracked down the problem to commit 3ff832ddccd085426eaa79fd0f29ae3e9400eac5 (using bisection). I fail to understand how this commit can break the tests. Also note that gsa/ls2003.mod randomly fails on both MATLAB and Octave. This is probably of lesser priority. Best, -- Sébastien Villemot Researcher in Economics & Debian Maintainer http://www.dynare.org/sebastien Phone: +33-1-40-77-84-04 - GPG Key: 4096R/381A7594

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Status of testsuite in 4.3 branch
by Sébastien Villemot 14 Jun '12

14 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 183 tests PASSED out of 184 tests run *************************************** List of 1 tests FAILED: * gsa/ls2003.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 180 tests PASSED out of 182 tests run *************************************** List of 2 tests FAILED: * identification/kim/kim2.mod * identification/as2007/as2007.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-aafEpVoebC.log'.

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Status of testsuite in master branch
by Sébastien Villemot 14 Jun '12

14 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 184 tests PASSED out of 184 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 179 tests PASSED out of 182 tests run *************************************** List of 3 tests FAILED: * gsa/ls2003.mod * identification/kim/kim2.mod * identification/as2007/as2007.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-kxc4RMDGyF.log'.

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Priors
by Johannes Pfeifer 13 Jun '12

13 Jun '12

1. When using a beta prior with mean 0.2 and variance 0.5 as in the attached mod-file Dynare warns that the prior has two modes. Nevertheless it continues but then is unable to compute the prior distribution (everything is NaN). Shouldnt we abort with an error message in this case? 2. The preprocessor warns that Prior distribution for parameter e_R,e_g has two modes! Would it be possible to add corr before e_R,e_g? -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany

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set_prior.m
by Johannes Pfeifer 13 Jun '12

13 Jun '12

Could someone have a look at the lines for setting the priors for correlation in set_prior.m (occurring in at least two places): ub = [ub; max(min(estim_params_.corrx(:,5),1),-1)]; lb = [lb; max(min(estim_params_.corrx(:,4),1),-1)]; In case estim_params_.corrx(:,4) is NaN, the lower bound defaults to +1 instead of -1. My conjecture is it should be lb = [lb; max(min(estim_params_.corrx(:,4),-1),-1)]; -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany

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estimation with analytic scores and hessian
by Marco Ratto 13 Jun '12

13 Jun '12

Dear Friends, I just completed the first tests with estimation of DYNARE with analytic scores and hessian and everything seems to work. I have implemented it so far for stationary models both for univariate and multivariate KF. Before committing the changes, I would like to anticipate you some decisions I took: I particular I had to change the list of output of dsge_likelihood (and similarly for consistency of dsgevar_likelihood). We had discussed this a bit some time ago and I envisaged the possibility to keep the current list simply changing the type of output LIK = scalar for numerical derivs LIK= cell = {LIK, GRAD, HESS} Stephan in particular supported this last option. However, the standard form of objective functions in matlab is [fval, grad, hess] = func( ... ) and this form would allow, for example, a direct use of mode_compute=1 or 3. This means I have adapted all fval calls, e.g. in csminwel1, so that now the exit_flag is 4th output of dsge_likelihood. This will also allow to use Sims optimizer with analytic derivatives The same for mode_compute=5. By the way, this will also allow to eliminate the annoying dsge_likelihood_hh. I have also thought of a way to adapt mode_compute=5 for dsge-var as well. what do you think? best Marco -- Marco Ratto, Joint Research Centre The European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 5639 Fax: +39 0332 78 5733 marco.ratto(a)jrc.ec.europa.eu

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Status of testsuite in 4.3 branch
by Sébastien Villemot 13 Jun '12

13 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 184 tests PASSED out of 184 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 182 tests PASSED out of 182 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-FzVjFV5pxf.log'.

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Status of testsuite in master branch
by Sébastien Villemot 13 Jun '12

13 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 183 tests PASSED out of 184 tests run *************************************** List of 1 tests FAILED: * gsa/ls2003.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 182 tests PASSED out of 182 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-ogcdV9Fs5o.log'.

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Status of testsuite in master branch
by Sébastien Villemot 12 Jun '12

12 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 184 tests PASSED out of 184 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 182 tests PASSED out of 182 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-bVrouLpLxh.log'.

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Status of testsuite in master branch
by Sébastien Villemot 12 Jun '12

12 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 148 tests PASSED out of 148 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-O2B1TlZ7j0.log'.

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Dynare 4.3.0 Release Candidate 1
by Sébastien Villemot 11 Jun '12

11 Jun '12

Hi, I created the first Release Candidate for Dynare 4.3.0. It is available in source form at: http://www.dynare.org/sebastien/dynare-4.3.0-rc1.tar.xz A Windows package is available at: http://www.dynare.org/sebastien/dynare-4.3.0-rc1-win.exe Please download and install this release candidate, and test it against everything you can think of (especially things which are not in the testsuite, like big or private models). Also, don't forget to test against Octave if you can. For GNU/Linux and Mac users: I’d like you to download and compile the source tarball instead of using git, in order to ensure that no file is missing in the tarball and that everybody is testing the same version. This testing phase is very important if we want to make a quality release. In the past, we have not always met that goal, so it is a good opportunity to change our bad habits :) My objective is to make the final release by the end of the week. I may create new release candidates meanwhile if many bugs are discovered (and fixed!). Best, -- Sébastien Villemot Researcher in Economics & Debian Maintainer http://www.dynare.org/sebastien Phone: +33-1-40-77-84-04 - GPG Key: 4096R/381A7594

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4.3 branch created
by Sébastien Villemot 11 Jun '12

11 Jun '12

Hi, I have created the new 4.3 branch (alias stable branch). From now on, please resume the old good habit of backporting relevant bugfixes from master to the 4.3 branch. Conversely, you should refrain yourself from adding new features or making organizational changes to the 4.3 branch (exceptions are possible but need to be discussed before). If you have trouble creating a local copy of the 4.3 branch, drop me a message. Best, -- Sébastien Villemot Researcher in Economics & Debian Maintainer http://www.dynare.org/sebastien Phone: +33-1-40-77-84-04 - GPG Key: 4096R/381A7594

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[Trac] #228: document functions for which we have changed the calling sequence in unstable
by Trac Dynare 11 Jun '12

11 Jun '12

#228: document functions for which we have changed the calling sequence in unstable ---------------------------+------------------------------------------------ Reporter: michel | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ The changes that we have made to several functions in unstable will break the code of people who are calling these functions directly. This will make a big mess when we release 4.3 We need to document those changes on the wiki -- Ticket URL: <https://www.dynare.org/trac/ticket/228> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #247: add a new option for replications in the computation of IRFs
by Trac Dynare 11 Jun '12

11 Jun '12

#247: add a new option for replications in the computation of IRFs ---------------------+------------------------------------------------------ Reporter: michel | Owner: michel Type: feature | Status: new Priority: major | Milestone: 4.3 Component: General | Version: Keywords: | ---------------------+------------------------------------------------------ Currently options_.replic controls both the replications for IRF and for simulations. The needs are different and the defaults should be different. When fixing this ticket attention must be paid to possible use in sensitivity toolbox. Documentation must be clarified -- Ticket URL: <https://www.dynare.org/trac/ticket/247> Dynare <http://www.dynare.org> The Dynare project

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Status of testsuite in master branch
by Sébastien Villemot 11 Jun '12

11 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 184 tests PASSED out of 184 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 182 tests PASSED out of 182 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-J3e4vRDMuc.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 11 Jun '12

11 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 148 tests PASSED out of 148 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.2-check-CmWpga0Lin.log'.

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Status of testsuite in master branch
by Sébastien Villemot 10 Jun '12

10 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 184 tests PASSED out of 184 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 182 tests PASSED out of 182 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-EFabnpkN8w.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 10 Jun '12

10 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 148 tests PASSED out of 148 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.2-check-udj0wcW5Ru.log'.

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Status of testsuite in master branch
by Sébastien Villemot 09 Jun '12

09 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 178 tests PASSED out of 184 tests run *************************************** List of 6 tests FAILED: * external_function/example1_1st_and_2nd_deriv_functions_provided.mod * external_function/example1_1st_and_2nd_deriv_functions_provided_dll.mod * external_function/example1_1st_deriv_function_provided.mod * external_function/example1_1st_deriv_function_provided_dll.mod * external_function/example1_no_deriv_functions_provided.mod * external_function/example1_no_deriv_functions_provided_dll.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 176 tests PASSED out of 182 tests run *************************************** List of 6 tests FAILED: * external_function/example1_1st_and_2nd_deriv_functions_provided.mod * external_function/example1_1st_and_2nd_deriv_functions_provided_dll.mod * external_function/example1_1st_deriv_function_provided.mod * external_function/example1_1st_deriv_function_provided_dll.mod * external_function/example1_no_deriv_functions_provided.mod * external_function/example1_no_deriv_functions_provided_dll.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-XRc2fmm2XY.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 09 Jun '12

09 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 148 tests PASSED out of 148 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.2-check-AyVVgOvBwl.log'.

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[Trac] #254: UnivariateSpectralDensity.m must be implemented to preprocessor and documented.
by Trac Dynare 08 Jun '12

08 Jun '12

#254: UnivariateSpectralDensity.m must be implemented to preprocessor and documented. -------------------------+-------------------------------------------------- Reporter: jpfeifer | Owner: Type: enhancement | Status: new Priority: minor | Milestone: 4.3 Component: General | Version: Keywords: | -------------------------+-------------------------------------------------- The SpectralDensity option of stoch_simul is neither documented nor implemented in the preprocessor. It could be implemented as an option of stoch_simul(). Alternatively, we could use a preprocessor command along the lines spectral_density_decomposition(plot=integer,cutoff=number,step_length= number); which translates into options_.SpectralDensity.trigger = 1; options_.SpectralDensity.plot = integer; options_.SpectralDensity.cutoff = number; options_.SpectralDensity.sdl = number; -- Ticket URL: <https://www.dynare.org/trac/ticket/254> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #152: Extended path solution method
by Trac Dynare 08 Jun '12

08 Jun '12

#152: Extended path solution method --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Some code already exists, it is mainly a matter of creating an interface. -- Ticket URL: <https://www.dynare.org/trac/ticket/152> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #238: Add interface for convergence tolerance criterions (and maybe rename internal options)
by Trac Dynare 08 Jun '12

08 Jun '12

#238: Add interface for convergence tolerance criterions (and maybe rename internal options) -------------------------+-------------------------------------------------- Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: General | Version: Keywords: | -------------------------+-------------------------------------------------- Currently we have 4 options for convergence criterions: - options_.dynatol.f - options_.dynatol.x - options_.solve_tolf - options_.solve_tolx The first two are for the deterministic solution, the last two for the steady state. We should add a preprocessor interface to these options. Also, it would make sense to rename them for more homogeneity. I suggest the following renaming scheme: - options_.dynatol.f => options_.simul_tolf - options_.dynatol.x => options_.simul_tolx - options_.solve_tolf => options_.steady_tolf - options_.solve_tolx => options_.steady_tolx -- Ticket URL: <https://www.dynare.org/trac/ticket/238> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #148: Block decomposed version of decision rules
by Trac Dynare 08 Jun '12

08 Jun '12

#148: Block decomposed version of decision rules --------------------------+------------------------------------------------- Reporter: sebastien | Owner: ferhat Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/148> Dynare <http://www.dynare.org> The Dynare project

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Status of testsuite in master branch
by Sébastien Villemot 08 Jun '12

08 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 175 tests PASSED out of 183 tests run *************************************** List of 8 tests FAILED: * fs2000/fs2000_analytic_derivation.mod * external_function/example1_1st_and_2nd_deriv_functions_provided.mod * external_function/example1_1st_and_2nd_deriv_functions_provided_dll.mod * external_function/example1_1st_deriv_function_provided.mod * external_function/example1_1st_deriv_function_provided_dll.mod * external_function/example1_no_deriv_functions_provided.mod * external_function/example1_no_deriv_functions_provided_dll.mod * ep/rbcii.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 173 tests PASSED out of 181 tests run *************************************** List of 8 tests FAILED: * fs2000/fs2000_analytic_derivation.mod * external_function/example1_1st_and_2nd_deriv_functions_provided.mod * external_function/example1_1st_and_2nd_deriv_functions_provided_dll.mod * external_function/example1_1st_deriv_function_provided.mod * external_function/example1_1st_deriv_function_provided_dll.mod * external_function/example1_no_deriv_functions_provided.mod * external_function/example1_no_deriv_functions_provided_dll.mod * ep/rbcii.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-6MAK93qJGP.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 08 Jun '12

08 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 148 tests PASSED out of 148 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.2-check-NIGcjAv3xG.log'.

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[Trac] #216: Behaviour of "nograph" option is not consistent
by Trac Dynare 07 Jun '12

07 Jun '12

#216: Behaviour of "nograph" option is not consistent --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- The reference manual says that with the "nograph" options, Dynare "doesn't do the graphs". This options indeed prevents Dynare from displaying graphs, but it still creates PDF/EPS files in some parts of the code (but not). For example, stoch_simul+nograph won't create PDF/EPS files for IRFs, but estimation+nograph will still create some PDF/EPS files. This is inconsistent. Moreover, some users would like to have the possibility of not saving the graphs (http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3362) I think we should either decide that "nograph" means "do not display nor save graphs", or create a new option like "nographsave" which would allow full flexibility with regard to displaying/saving graphs. -- Ticket URL: <https://www.dynare.org/trac/ticket/216> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #199: the output of option forecast in estimation is incorrect in the Reference Manual
by Trac Dynare 07 Jun '12

07 Jun '12

#199: the output of option forecast in estimation is incorrect in the Reference Manual ---------------------------+------------------------------------------------ Reporter: michel | Owner: Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ If the forecast takes place after computing the posterior mode, the output is indeed saved in oo_.forecast (as correctly described in the manual) But, if the forecast takes place after Metropolis iteration and is really the posterior distribution of forecasts, the output is saved in oo_.MeanForecast and oo_.PointForecast -- Ticket URL: <https://www.dynare.org/trac/ticket/199> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #26: Nonlinear estimation
by Trac Dynare 07 Jun '12

07 Jun '12

#26: Nonlinear estimation -------------------------+-------------------------------------------------- Reporter: sebastien | Owner: stepan Type: feature | Status: closed Priority: major | Milestone: 5.0 Component: Estimation | Version: Resolution: fixed | Keywords: -------------------------+-------------------------------------------------- Changes (by sebastien): * status: new => closed * resolution: => fixed -- Ticket URL: <https://www.dynare.org/trac/ticket/26#comment:3> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #136: complete implementation of "shock_decomposition"
by Trac Dynare 07 Jun '12

07 Jun '12

#136: complete implementation of "shock_decomposition" --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- add options for grouping shocks together and for choosing the set of parameters to be used -- Ticket URL: <https://www.dynare.org/trac/ticket/136> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #166: fix computation of the planner objective under Ramsey policy
by Trac Dynare 07 Jun '12

07 Jun '12

#166: fix computation of the planner objective under Ramsey policy --------------------------+------------------------------------------------- Reporter: sebastien | Owner: michel Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: 4.2.0 Keywords: | --------------------------+------------------------------------------------- The call to "evaluate_planner_objective" was commented out in f36247ceedb73ebab6be0bbc736fc6f5ce3f3bb1. -- Ticket URL: <https://www.dynare.org/trac/ticket/166> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #58: Implement constrained parameters for osr
by Trac Dynare 07 Jun '12

07 Jun '12

#58: Implement constrained parameters for osr --------------------------+------------------------------------------------- Reporter: sebastien | Owner: michel Type: feature | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/58> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #257: Broken estimation of models with non-diagonal covariance matrix for shocks and calibrated correlation
by Trac Dynare 07 Jun '12

07 Jun '12

#257: Broken estimation of models with non-diagonal covariance matrix for shocks and calibrated correlation ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: stepan Type: bug | Status: new Priority: critical | Milestone: 4.3 Component: Estimation | Version: 4.2.5 Keywords: | ------------------------+--------------------------------------------------- See this thread: http://www.dynare.org/pipermail/dev/2012-May/002015.html -- Ticket URL: <https://www.dynare.org/trac/ticket/257> Dynare <http://www.dynare.org> The Dynare project

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Status of testsuite in master branch
by Sébastien Villemot 07 Jun '12

07 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 181 tests PASSED out of 183 tests run *************************************** List of 2 tests FAILED: * fs2000/fs2000_analytic_derivation.mod * ep/rbcii.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 154 tests PASSED out of 181 tests run *************************************** List of 27 tests FAILED: * block_bytecode/ireland.mod * fs2000/fs2000_analytic_derivation.mod * ep/rbcii.mod * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 0, 8, 0) * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 8, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-APhOxeB19q.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 07 Jun '12

07 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 148 tests PASSED out of 148 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.2-check-XTwV9Yl0L2.log'.

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Particle Filter
by Johannes Pfeifer 06 Jun '12

06 Jun '12

I find it undesirable that Dynare now by default uses a second order approximation with particle filtering. dynare_estimation_1 used to set order=1 by default. With the particle filter that is no longer the case. Estimation of legacy mod-files now always crashes with the error that Error using dynare_estimation_1 (line 43) For estimating the model with a second order approximation using a non linear filter, one should have options_.particle.status=1; if order=1 is not explicitly specified in the estimation command. The reason is that Dynare by default initializes order=2. Hence, many legacy mod-files will crash. I would suggest we either set the baseline order in dynare_estimation_1 to 1 as before unless order is set explicitly to 2 in estimation (or options_.particle.status=1 is defined) or we have to make the error message more explicit. -------- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil: +49-(0)170-6936820 jpfeifer(a)gmx.de

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Re: [DynareDev] [Trac] #18: Clean-up, streamline and documente filter/smoother routines
by Trac Dynare 06 Jun '12

06 Jun '12

#18: Clean-up, streamline and documente filter/smoother routines --------------------------+------------------------------------------------- Reporter: sebastien | Owner: michel Type: enhancement | Status: closed Priority: minor | Milestone: 4.3 Component: Estimation | Version: Resolution: fixed | Keywords: --------------------------+------------------------------------------------- Changes (by sebastien): * status: accepted => closed * resolution: => fixed Comment: Internal doc is the topic of #163, hence closing -- Ticket URL: <https://www.dynare.org/trac/ticket/18#comment:5> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #77: provide all solve_algo for all representations of the model
by Trac Dynare 06 Jun '12

06 Jun '12

#77: provide all solve_algo for all representations of the model --------------------------+------------------------------------------------- Reporter: ferhat | Owner: ferhat Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- For the moment, only some combinations of block, bytecode and stack_solve_algo are available. Allow for the possibility to use all the algorithms for all model representation. -- Ticket URL: <https://www.dynare.org/trac/ticket/77> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #250: add steady option to stoch_simul options
by Trac Dynare 06 Jun '12

06 Jun '12

#250: add steady option to stoch_simul options ---------------------------------+------------------------------------------ Reporter: michel | Owner: michel Type: bug | Status: new Priority: major | Milestone: Component: Block decomposition | Version: Keywords: | ---------------------------------+------------------------------------------ solve_tolf doesn't seem to be recognized by preprocessor when used in ramsey_policy -- Ticket URL: <https://www.dynare.org/trac/ticket/250> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #220: add a homotopy mode for simul() and for steady with endval
by Trac Dynare 06 Jun '12

06 Jun '12

#220: add a homotopy mode for simul() and for steady with endval -----------------------+---------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: General | Version: Keywords: | -----------------------+---------------------------------------------------- Currently homotopy only exist for steady with initval. These features would be useful for GIMF at the IMF. -- Ticket URL: <https://www.dynare.org/trac/ticket/220> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #85: Estimation is not deterministic: a seed should be explictly given to random number generator
by Trac Dynare 06 Jun '12

06 Jun '12

#85: Estimation is not deterministic: a seed should be explictly given to random number generator --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- Currently MOD files doing estimation are not deterministic: different runs of the same MOD files don't give the same results, since the seed for random number generator is not the same accross runs. The easy way to fix that is to set the seed in dynare.m. There would be a default value for the seed, or it could be changed through an option/command. A more subtle way would be to have a seed reset at the top of every major function (estimation, stoch_simul). We need to decide which way is the best. -- Ticket URL: <https://www.dynare.org/trac/ticket/85> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #256: allow for non-parallel related configuration items in conffile
by Trac Dynare 06 Jun '12

06 Jun '12

#256: allow for non-parallel related configuration items in conffile --------------------------+------------------------------------------------- Reporter: houtanb | Owner: sebastien Type: enhancement | Status: new Priority: minor | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Modify preprocessor/ConfigFile.cc to accept non-parallel-related configuration commands. Add a new section, e.g. [hooks] with, for the moment only one, option: global_initialization. i.e., something like: [hooks] global_initialization_file = path/to/file.m Write /path/to/file.m to var in modfile.m then execute it at the end of global_initialization.m if the var is not empty. Then, revert change 41def7caaaabc70b659ea528a315122ec53366ae -- Ticket URL: <https://www.dynare.org/trac/ticket/256> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #202: conditional_variance_decomposition option fails with estimation
by Trac Dynare 06 Jun '12

06 Jun '12

#202: conditional_variance_decomposition option fails with estimation --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: 4.2.1 Keywords: | --------------------------+------------------------------------------------- It looks for the M_.sigma_e_is_diagonal flag, which is only added by the preprocessor if the "shocks" block is present, based on the contents of that block. In an estimation context, this field is therefore not necessarily present. Maybe the fix is to generate the flag in the preprocessor using the contents of estimated_params. Comments please. -- Ticket URL: <https://www.dynare.org/trac/ticket/202> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #134: Reorganize M-structures used for storing block decomposition information
by Trac Dynare 06 Jun '12

06 Jun '12

#134: Reorganize M-structures used for storing block decomposition information --------------------------+------------------------------------------------- Reporter: sebastien | Owner: ferhat Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- See the following page for the current state: http://www.dynare.org/DynareWiki/GlobalVariableBD -- Ticket URL: <https://www.dynare.org/trac/ticket/134> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #150: Optimal policy: discretionary equilibrium
by Trac Dynare 06 Jun '12

06 Jun '12

#150: Optimal policy: discretionary equilibrium --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sumudu Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/150> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #38: Create an entry point in bytecode interpreter for use by k-order DLL
by Trac Dynare 06 Jun '12

06 Jun '12

#38: Create an entry point in bytecode interpreter for use by k-order DLL --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- First, support for k-order derivatives computation needs to be added to the preprocessor. Second, a storage mechanism for these needs to be added in the bytecode generation. Third, the bytecode interpreter should provide two C functions: * one for retrieving the number of non-zero elements (NNZE) in the k-order derivative (accross all equations) * one which would pass on the derivatives to the caller. Its arguments would be: * the order of derivation (k) * a (double*) vector, allocated by the caller, of length the NNZE * a (int*) matrix, of size NNZE times (k+1): the first column is the equation number, the others are the variables indices (ordered in non- decreasing order: the symmetric elements are not duplicated) -- Ticket URL: <https://www.dynare.org/trac/ticket/38> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #79: Some Dynare++ tests fail
by Trac Dynare 06 Jun '12

06 Jun '12

#79: Some Dynare++ tests fail -----------------------+---------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: minor | Milestone: Component: Dynare++ | Version: 4.1.0 Keywords: | -----------------------+---------------------------------------------------- Some unit tests of Dynare++ fail: * in the integ library * in the kord library Moreover, the kord tests take a VERY long time. We need to check with Ondra how to fix these tests. -- Ticket URL: <https://www.dynare.org/trac/ticket/79> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #135: Improve display of decision rules with EXPECTATION operator
by Trac Dynare 06 Jun '12

06 Jun '12

#135: Improve display of decision rules with EXPECTATION operator --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: enhancement | Status: new Priority: minor | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Currently, if the user inputs EXPECTATION(-1)(some_expr) in her model, then a new aux variable is created, and this var is a state var, which appears in the decision rules as EXPECTATION(-1)(...) (with the dots instead of the expression). This is not very informative. Displaying the full expression would require to add a new writeOutput method in the preprocessor. And for something like EXPECTATION(-2)(some_expr), it is even worse, because there are 2 aux vars: one for the operator, and the second one which appears when removing lags of 2. It is the latter which appears in stoch_simul. Fixing this requires to fix the orig_endo field of M_.aux_vars in that case. -- Ticket URL: <https://www.dynare.org/trac/ticket/135> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #159: gamrnd.m (in matlab/missing/stats): implement selection of alternative methods (3rd argument)
by Trac Dynare 06 Jun '12

06 Jun '12

#159: gamrnd.m (in matlab/missing/stats): implement selection of alternative methods (3rd argument) --------------------------+------------------------------------------------- Reporter: sebastien | Owner: stepan Type: enhancement | Status: new Priority: minor | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/159> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #174: Remove options_.planner_discount from preprocessor and .m files
by Trac Dynare 06 Jun '12

06 Jun '12

#174: Remove options_.planner_discount from preprocessor and .m files --------------------------+------------------------------------------------- Reporter: houtanb | Owner: Type: bug | Status: new Priority: minor | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- This is no longer necessary and can be cleaned out of the code. -- Ticket URL: <https://www.dynare.org/trac/ticket/174> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #236: Add a user friendly frontend to simult_
by Trac Dynare 06 Jun '12

06 Jun '12

#236: Add a user friendly frontend to simult_ -----------------------+---------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: General | Version: Keywords: | -----------------------+---------------------------------------------------- The idea is to give an user-friendly way to perform simulations of a model using custom series of shocks; this is a recurring request. -- Ticket URL: <https://www.dynare.org/trac/ticket/236> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #218: Remove set_stationary_variables_list.m
by Trac Dynare 06 Jun '12

06 Jun '12

#218: Remove set_stationary_variables_list.m -------------------------+-------------------------------------------------- Reporter: sebastien | Owner: stepan Type: enhancement | Status: new Priority: minor | Milestone: 4.3 Component: Estimation | Version: Keywords: | -------------------------+-------------------------------------------------- This function is basically useless now that unit_root_vars has been removed. It is however still called from several places. -- Ticket URL: <https://www.dynare.org/trac/ticket/218> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #255: Check for consistent use of dataset_.descriptive.mean vs. bayestopt_.mean_varobs in smoother and estimation
by Trac Dynare 06 Jun '12

06 Jun '12

#255: Check for consistent use of dataset_.descriptive.mean vs. bayestopt_.mean_varobs in smoother and estimation -------------------------+-------------------------------------------------- Reporter: jpfeifer | Owner: stepan Type: enhancement | Status: new Priority: trivial | Milestone: 4.3 Component: Estimation | Version: Keywords: | -------------------------+-------------------------------------------------- Currently, both structures are still present. prior_posterior_statistics.m sets bayestopt_.mean_varobs = dataset.descriptive.mean'; to have both. Thus, use should be made consistent and storage be confined to one structure. As the mean of the data belongs to the dataset and not the estimation, the dataset_ structure is better suited than bayestopt_. -- Ticket URL: <https://www.dynare.org/trac/ticket/255> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #86: check matrix power used in forecast
by Trac Dynare 06 Jun '12

06 Jun '12

#86: check matrix power used in forecast --------------------------+------------------------------------------------- Reporter: michel | Owner: Type: enhancement | Status: new Priority: minor | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- taking large matrix power in forecast step of the Kalman smoother routines is expensive, but probably more accurate than recursive multiplications. - investigate more accuracy issue - factorise matrix decomposition for matrix power -- Ticket URL: <https://www.dynare.org/trac/ticket/86> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #83: persistent variables must be cleared at the beginning of a Dynare run
by Trac Dynare 06 Jun '12

06 Jun '12

#83: persistent variables must be cleared at the beginning of a Dynare run --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: bug | Status: new Priority: minor | Milestone: Component: Core M-files | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- persistent variables in *.m files trigger hard to understand errors if the user run successively two different *.mod files with 'noclearall' option. Whenever a function uses persistent variables, there should be an explicit initialize option and not rely on empty persistent variables as, for example, priordens.m currently does. -- Ticket URL: <https://www.dynare.org/trac/ticket/83> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #112: Metropolis: add the possibility for the user to give an arbitrary matrix for the variance of the jump proposal
by Trac Dynare 06 Jun '12

06 Jun '12

#112: Metropolis: add the possibility for the user to give an arbitrary matrix for the variance of the jump proposal --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Feature suggested by Fabio Canova at the Dynare Conference 2010. -- Ticket URL: <https://www.dynare.org/trac/ticket/112> Dynare <http://www.dynare.org> The Dynare project

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Status of testsuite in master branch
by Sébastien Villemot 06 Jun '12

06 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 180 tests PASSED out of 181 tests run *************************************** List of 1 tests FAILED: * ep/rbcii.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 178 tests PASSED out of 179 tests run *************************************** List of 1 tests FAILED: * ep/rbcii.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-G6cif6L0Mt.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 06 Jun '12

06 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 148 tests PASSED out of 148 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.2-check-Ld89FcosEV.log'.

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[Trac] #164: consider using bvar provided by Zha and Waggoner instead of our own
by Trac Dynare 05 Jun '12

05 Jun '12

#164: consider using bvar provided by Zha and Waggoner instead of our own --------------------------+------------------------------------------------- Reporter: houtanb | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Their code provides a superset of ours. -- Ticket URL: <https://www.dynare.org/trac/ticket/164> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #184: Auxiliary variables for leads.
by Trac Dynare 05 Jun '12

05 Jun '12

#184: Auxiliary variables for leads. --------------------------+------------------------------------------------- Reporter: stepan | Owner: houtanb Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- The last loop in add_auxiliary_variables is highly inefficient. The the residuals of the static model are evaluated (many times) to compute the the steady state levels of the auxiliary variables. But in the preprocessing stage, the expressions of the auxiliary variables (in terms of the endogenous variables) are known. The preprocessor should write a routine defining the auxiliary variables as a function of the endogenous variables. Depending on the current options, this routine may be a matlab function, a mex or bytecode. With such a function we won't need to infer the steady state of the auxiliaries from the residuals of the static model... -- Ticket URL: <https://www.dynare.org/trac/ticket/184> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #181: Display a summary of warnings at the end of Dynare run
by Trac Dynare 05 Jun '12

05 Jun '12

#181: Display a summary of warnings at the end of Dynare run --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: minor | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- At the end of a run, display a message if a warning was emitted (either by the preprocessor, or by MATLAB/Octave code). Some harmless warnings should probably be filtered out. -- Ticket URL: <https://www.dynare.org/trac/ticket/181> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #229: update markov_switching statement
by Trac Dynare 05 Jun '12

05 Jun '12

#229: update markov_switching statement ------------------------------------+--------------------------------------- Reporter: houtanb | Owner: houtanb Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Markov-Switching SBVAR | Version: Keywords: | ------------------------------------+--------------------------------------- * remove the regime option * replace number_of_states with number_of_regimes * add restrictions option * allow duration to accept a vector of length number_of_regimes * remove the passing of INF_CONSTANT to duration See http://www.dynare.org/DynareWiki/MarkovSwitchingInterface -- Ticket URL: <https://www.dynare.org/trac/ticket/229> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #172: improve derivation engine for derivatives of STEADY_STATE wrt parameters
by Trac Dynare 05 Jun '12

05 Jun '12

#172: improve derivation engine for derivatives of STEADY_STATE wrt parameters --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Currently the derivatives of STEADY_STATE operator wrt to parameters are not handled in an efficient way, because the preprocessor does not exploit the a priori information for identifying null derivatives. This results in huge files for not so complicated models, which cannot be exploited by identification routines. The proposal is to implement an algorithm in the preprocessor for identifying null derivatives ex ante: - Create a non-directed graph whose nodes are the endogenous variables and the parameters - For each pair of nodes, add an edge between the two if there is an equation in the static model containing both corresponding symbols (endogenous/parameters) - For each endogenous, its derivative wrt a parameter is always zero if there is no path between the node representing the endogenous and the node representing the parameter. -- Ticket URL: <https://www.dynare.org/trac/ticket/172> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #116: IRF: give the possibility to choose the starting point (at least at order 2 and above)
by Trac Dynare 05 Jun '12

05 Jun '12

#116: IRF: give the possibility to choose the starting point (at least at order 2 and above) --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- In particular, give the possibility to start from the stochastic steady state -- Ticket URL: <https://www.dynare.org/trac/ticket/116> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #115: IRF: add the possibility to change the size of the shocks in the computations
by Trac Dynare 05 Jun '12

05 Jun '12

#115: IRF: add the possibility to change the size of the shocks in the computations --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- At order 1, it is equivalent to changing the standard deviation of the shocks and adding the corresponding inverse transformation in the equations. But at orders 2 and above, the equivalence does not hold. -- Ticket URL: <https://www.dynare.org/trac/ticket/115> Dynare <http://www.dynare.org> The Dynare project

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Status of testsuite in master branch
by Sébastien Villemot 05 Jun '12

05 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 166 tests PASSED out of 181 tests run *************************************** List of 15 tests FAILED: * steady_state_operator/block.mod * deterministic_simulations/deterministic_model_purely_forward.mod * deterministic_simulations/deterministic_model_purely_backward.mod * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 0, 7, 0) * block_bytecode/run_ls2003.m(1, 0, 8, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 179 tests PASSED out of 179 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-Q9wlEjg7aU.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 05 Jun '12

05 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 148 tests PASSED out of 148 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.2-check-VwpN0YaN9j.log'.

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Re: [DynareDev] Bug in dynare_estimation_init in 4.2.5
by Johannes Pfeifer 04 Jun '12

04 Jun '12

Actually, the correct solution is if options_.prefilter == 1 if options_.missing_data data=rawdata; bayestopt_.mean_varobs = zeros(n_varobs,1); for variable=1:n_varobs rdx = find(~isnan(rawdata(:,variable))); m = mean(rawdata(rdx,variable)); data(rdx,variable) = rawdata(rdx,variable)-m; bayestopt_.mean_varobs(variable) = m; end else bayestopt_.mean_varobs = mean(rawdata,1)'; data = rawdata-repmat(bayestopt_.mean_varobs',gend,1); end else data=rawdata; end % Transpose the dataset array. data = transpose(data); I pushed the fix to the 4.2 branch. Best, Johannes -------- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil: +49-(0)170-6936820 jpfeifer(a)gmx.de Von: Johannes Pfeifer [mailto:jpfeifer@gmx.de] Gesendet: Freitag, 11. Mai 2012 20:14 An: List for Dynare developers (dev(a)dynare.org) Betreff: Bug in dynare_estimation_init in 4.2.5 Dear all, dynare_estimation_init.m in 4.2.5 currently reads if options_.prefilter == 1 if options_.missing_data bayestopt_.mean_varobs = zeros(n_varobs,1); for variable=1:n_varobs rdx = find(~isnan(rawdata(:,variable))); m = mean(rawdata(rdx,variable)); rawdata(rdx,variable) = rawdata(rdx,variable)-m; bayestopt_.mean_varobs(variable) = m; end else bayestopt_.mean_varobs = mean(rawdata,1)'; rawdata = rawdata-repmat(bayestopt_.mean_varobs',gend,1); end end % Transpose the dataset array. data = transpose(rawdata); Hence, rawdata is overwritten with the demeaned data. This leads to wrong smoother plots. The corresponding part should be: if options_.prefilter == 1 if options_.missing_data data=rawdata; bayestopt_.mean_varobs = zeros(n_varobs,1); for variable=1:n_varobs rdx = find(~isnan(rawdata(:,variable))); m = mean(rawdata(rdx,variable)); data(rdx,variable) = rawdata(rdx,variable)-m; bayestopt_.mean_varobs(variable) = m; end else bayestopt_.mean_varobs = mean(rawdata,1)'; data = rawdata-repmat(bayestopt_.mean_varobs',gend,1); end end % Transpose the dataset array. data = transpose(data); I tried to push a fix for cherrypicking to 4.2 but I am not sure I succeeded. 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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[Trac] #143: adapt sim1.m for purely forward models and remove simk.m
by Trac Dynare 04 Jun '12

04 Jun '12

#143: adapt sim1.m for purely forward models and remove simk.m --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/143> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #226: New estimation
by Trac Dynare 04 Jun '12

04 Jun '12

#226: New estimation --------------------------+------------------------------------------------- Reporter: stepan | Owner: houtanb Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Write the new estimation interface in the preprocessor. A description of what is needed is given on the wiki (http://www.dynare.org/DynareWiki/NewEstimation). -- Ticket URL: <https://www.dynare.org/trac/ticket/226> Dynare <http://www.dynare.org> The Dynare project

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