- Dev - dynare.org

Status of testsuite in master branch
by sebastien＠dynare.org 21 Aug '13

21 Aug '13

53ade8fc662ff7f29da92b9b2c19048afb5863a4 Merge pull request #463 from JohannesPfeifer/Suggestion_purely_forward_backward ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 203 | PASS: 202 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 201 | PASS: 200 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-1gfTxpc2kN.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 20 Aug '13

20 Aug '13

53ade8fc662ff7f29da92b9b2c19048afb5863a4 Merge pull request #463 from JohannesPfeifer/Suggestion_purely_forward_backward ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 203 | PASS: 202 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 201 | PASS: 200 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-bCiA84x04J.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 19 Aug '13

19 Aug '13

53ade8fc662ff7f29da92b9b2c19048afb5863a4 Merge pull request #463 from JohannesPfeifer/Suggestion_purely_forward_backward ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 203 | PASS: 202 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 201 | PASS: 200 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-sVgJb355zF.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 18 Aug '13

18 Aug '13

53ade8fc662ff7f29da92b9b2c19048afb5863a4 Merge pull request #463 from JohannesPfeifer/Suggestion_purely_forward_backward ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 203 | PASS: 202 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 201 | PASS: 200 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-pPc51Nvjvs.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 17 Aug '13

17 Aug '13

53ade8fc662ff7f29da92b9b2c19048afb5863a4 Merge pull request #463 from JohannesPfeifer/Suggestion_purely_forward_backward ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 203 | PASS: 202 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 201 | PASS: 200 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-0ejWChynEW.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 16 Aug '13

16 Aug '13

53ade8fc662ff7f29da92b9b2c19048afb5863a4 Merge pull request #463 from JohannesPfeifer/Suggestion_purely_forward_backward ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 203 | PASS: 202 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 201 | PASS: 200 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-pL3hrXP1mm.log'.

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 16 Aug '13

16 Aug '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-53ade8fc662ff7f29da92b9b2c… http://www.dynare.org/stepan/dynare/tests/report-53ade8fc662ff7f29da92b9b2c… Last commit 53ade8fc662ff7f29da92b9b2c19048afb5863a4 by Sébastien Villemot, 12 hours ago -> Merge pull request #463 from JohannesPfeifer/Suggestion_purely_forward_backward =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 15 Aug '13

15 Aug '13

30033df22cbd55e496b704317b31ce98a553cbb1 Deactivate 2nd and 3rd order approximation of purely forward models ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 203 | PASS: 202 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 201 | PASS: 200 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-xi4D5t2mve.log'.

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 15 Aug '13

15 Aug '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-30033df22cbd55e496b704317b… http://www.dynare.org/stepan/dynare/tests/report-30033df22cbd55e496b704317b… Last commit 30033df22cbd55e496b704317b31ce98a553cbb1 by Sébastien Villemot, 12 hours ago -> Deactivate 2nd and 3rd order approximation of purely forward models =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 14 Aug '13

14 Aug '13

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 14 Aug '13

14 Aug '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-a75d8d318ec5384a5d143cfdaa… http://www.dynare.org/stepan/dynare/tests/report-a75d8d318ec5384a5d143cfdaa… Last commit a75d8d318ec5384a5d143cfdaa463eb56efa97a3 by Houtan Bastani, 6 hours ago -> stoch_simul: add loglinear option #431 =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Re: [DynareDev] Fwd: Re: Julia
by Sébastien Villemot 14 Aug '13

14 Aug '13

(moving the discussion back to the Dynare list) Le mardi 06 août 2013 à 10:26 -0400, Jesus Fernandez-Villaverde a écrit : > Sebeastien: how do you compute the analytic derivatives in Julia (or are > you just computing numerical ones?) I compute analytic derivatives using the possibility given by Julia of manipulating the syntax tree of mathematical expressions. Note that my code is compatible with Julia 0.1, but probably not with the development branch since it changed the way of manipulating expressions; I will update my code for Julia 0.2 when it is out. Concerning Julia, I am indeed very enthusiastic about it. I did an experiment with a sovereign default model that I had previously coded in C++ (the solution method is a variant of VFI), and it turns out that the Julia code for the same model is both shorter and faster. I therefore think that Julia may be the next big thing in scientific computing, though it is too early to be sure. Concerning the relationship between Dynare and Julia, my view is a mix of possibilities 1 and 3 given by Michel. That is, I think we should strive towards developing a library of Julia code for manipulating and solving models, and then provide a frontend which would use that library and which would be able to parse MOD files (at least the non-MATLAB part of them). I don't believe much in a MATLAB/Julia hybrid software, it would still have the limitations of MATLAB while increasing the complexity of the whole thing. For that reason, I think that Dynare as it exists today under MATLAB/Octave will continue to exist for quite some time. Next to that, we can create a distinct Julia-based software following the principles that I outline above. My code on Github is a first step in that direction, and I intend to continue that effort in the coming academic year. Best, -- Sébastien Villemot Researcher in Economics Dynare developer http://www.dynare.org/sebastien

3 2

Status of testsuite in master branch
by sebastien＠dynare.org 13 Aug '13

13 Aug '13

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 13 Aug '13

13 Aug '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-201239dbf7cc3d47ec6aefcb8c… http://www.dynare.org/stepan/dynare/tests/report-201239dbf7cc3d47ec6aefcb8c… Last commit 201239dbf7cc3d47ec6aefcb8cad0fc418a70885 by Houtan Bastani, 4 hours ago -> introduce verbatim block closes #437 =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 12 Aug '13

12 Aug '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-85667336a18ea1a03bdb2d4071… http://www.dynare.org/stepan/dynare/tests/report-85667336a18ea1a03bdb2d4071… Last commit 85667336a18ea1a03bdb2d4071bcd93edc07094f by Houtan Bastani, 36 minutes ago -> macroprocessor: add length command. closes #436 =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 12 Aug '13

12 Aug '13

b4f8532bea4aa5312c676969f0ee01606e2e7055 Merge pull request #441 from JohannesPfeifer/mode_check 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 '/tmp/dynare-master-check-XCxbUyXIAp.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 11 Aug '13

11 Aug '13

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 11 Aug '13

11 Aug '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-3c7caedafaecbbe32bc854808a… http://www.dynare.org/stepan/dynare/tests/report-3c7caedafaecbbe32bc854808a… Last commit 3c7caedafaecbbe32bc854808a9ad07547c3f2c2 by Houtan Bastani, 16 hours ago -> ms-sbvar: submodule update =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 10 Aug '13

10 Aug '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 09 Aug '13

09 Aug '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 08 Aug '13

08 Aug '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 07 Aug '13

07 Aug '13

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 07 Aug '13

07 Aug '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-0c40ba042013bab39da03e42dc… http://www.dynare.org/stepan/dynare/tests/report-0c40ba042013bab39da03e42dc… Last commit 0c40ba042013bab39da03e42dc1d24203dc57351 by Michel Juillard, 9 hours ago -> making dynare++ code compatible with Bison 2.7. Fixes #461 =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 06 Aug '13

06 Aug '13

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 06 Aug '13

06 Aug '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-c9edb8d215458132f5a033598c… http://www.dynare.org/stepan/dynare/tests/report-c9edb8d215458132f5a033598c… Last commit c9edb8d215458132f5a033598c0c6afd9c17748d by Houtan Bastani, 2 hours ago -> fix typo =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Forum offline
by Johannes Pfeifer 06 Aug '13

06 Aug '13

Hi, does anyone know why the forum is offline with a SQL error? Best, Johannes -------- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil: +49-(0)170-6936820 jpfeifer(a)gmx.de

2 1

Re: [DynareDev] Julia
by Michel Juillard 06 Aug '13

06 Aug '13

Hi Jesus, thanks for the feedback. I know that Sébastien and a few others have looked into Julia and by and large like it. The main question is what could be Julia's role in a project like Dynare. Should we think about - a replacement for Matlab, users running Dynare models from within Julia? - keep Matlab as the main user interface but using Julia as a way to develop computing intensive parts of code that is more efficient than Matlab but easier to develop than C++? Then, can we call Julia easily from within Matlab? - make a separate Julia library of tools for DSGE modeling? Something like Dynare-julia for advanced users who don't mind switching from Matlab to Julia? By the way, I'm currently working on an extension of the Dynare preprocessor to provide a C++ versions of the functions describing a given model, a C++ equivalent to <modfile>.m, <modfile>_dynamic.m and <modfile>_static.m. I need it for a project using Cuda and another one on Markow-Switching models with Dan and Tao. I will make sure that these C++ objects load easily in Julia. I will let you know progress on this front. All the best, Michel Jesus Fernandez-Villaverde writes: > Hi Michel > > I have kept working this summer in Julia. > > I am actually quite happy with it. > > For example, for a basic RBC model computed with VFI, I get a 400% speed > up w.r.t my Matlab code (and that without trying to be "aggressive: in > taking advantage of Julia features, it is really a nearly-literal > translation of my Matlab code). > > I do not know what you guys at the Dynare group are thinking about this, > but I would be happy to talk more about the whole issue as a potential > avenue of future development. > > Please feel free to pass this email along > > Jesus -- Michel Juillard

4 3

Status of testsuite in master branch
by sebastien＠dynare.org 05 Aug '13

05 Aug '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 04 Aug '13

04 Aug '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 03 Aug '13

03 Aug '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 02 Aug '13

02 Aug '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 01 Aug '13

01 Aug '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 31 Jul '13

31 Jul '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 29 Jul '13

29 Jul '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 28 Jul '13

28 Jul '13

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 28 Jul '13

28 Jul '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-c1def96019864c2e597c918dd7… http://www.dynare.org/stepan/dynare/tests/report-c1def96019864c2e597c918dd7… Last commit c1def96019864c2e597c918dd7720e44aa3e039e by Sébastien Villemot, 9 hours ago -> Merge pull request #458 from JohannesPfeifer/stoch_solver_debug =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 27 Jul '13

27 Jul '13

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 27 Jul '13

27 Jul '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-9837523943a9c3aaa093609dea… http://www.dynare.org/stepan/dynare/tests/report-9837523943a9c3aaa093609dea… Last commit 9837523943a9c3aaa093609deabd0c1632197d40 by Sébastien Villemot, 5 hours ago -> Merge pull request #451 from JohannesPfeifer/simul_debug_info =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 26 Jul '13

26 Jul '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 25 Jul '13

25 Jul '13

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 25 Jul '13

25 Jul '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-f3695921d568a4bea15d656b81… http://www.dynare.org/stepan/dynare/tests/report-f3695921d568a4bea15d656b81… Last commit f3695921d568a4bea15d656b817621f84ca6c4e5 by Houtan Bastani, 7 hours ago -> ms-sbvar: submodule update =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 24 Jul '13

24 Jul '13

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 24 Jul '13

24 Jul '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-5515a8a64afe35f3ea498d34d3… http://www.dynare.org/stepan/dynare/tests/report-5515a8a64afe35f3ea498d34d3… Last commit 5515a8a64afe35f3ea498d34d3e3ac92deb6eda7 by Houtan Bastani, 7 hours ago -> reporting: @series: add zerotol option =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 23 Jul '13

23 Jul '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 22 Jul '13

22 Jul '13

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 22 Jul '13

22 Jul '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-82e45f67aa9f71eebe9da3a97c… http://www.dynare.org/stepan/dynare/tests/report-82e45f67aa9f71eebe9da3a97c… Last commit 82e45f67aa9f71eebe9da3a97c04dc561f0fe840 by Houtan Bastani, 5 hours ago -> reporting: @graph: new option xTickLabels =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 21 Jul '13

21 Jul '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 20 Jul '13

20 Jul '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 19 Jul '13

19 Jul '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 18 Jul '13

18 Jul '13

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 18 Jul '13

18 Jul '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-29552327805c739e237b0593ab… http://www.dynare.org/stepan/dynare/tests/report-29552327805c739e237b0593ab… Last commit 29552327805c739e237b0593abe4fe2db1dd19a2 by Houtan Bastani, 3 hours ago -> dynSeries: add scalar addition =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 17 Jul '13

17 Jul '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 16 Jul '13

16 Jul '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 15 Jul '13

15 Jul '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 14 Jul '13

14 Jul '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 13 Jul '13

13 Jul '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 12 Jul '13

12 Jul '13

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 12 Jul '13

12 Jul '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-5b6e3bdb7a11612c8bd8d6c6d1… http://www.dynare.org/stepan/dynare/tests/report-5b6e3bdb7a11612c8bd8d6c6d1… Last commit 5b6e3bdb7a11612c8bd8d6c6d198a2eac94e2766 by Sébastien Villemot, 27 hours ago -> Fix bug in simul with stack_solve_algo=0 and exogenous with lags > 1 =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 11 Jul '13

11 Jul '13

1 0

Bug in preprocessor for simul with exo_lags>1?
by Johannes Pfeifer 11 Jul '13

11 Jul '13

Dear all, can anyone tell me what is wrong with this mod-file? The error message in sim1 is: Attempted to access x(0,1); index must be a positive integer or logical. Error in model_joe_dynamic (line 65) rhs =y(15)*(1-params(12))*(1-x(it_-1, 2))*(1-x(it_-2, 1))*y(8)/T153; It seems as if for simul the preprocessor is not correctly transforming the model to have just one lead or lag as we are accessing x(it_ - 2). Using stoch_simul in contrast works. Best, Johannes -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany

2 1

Status of testsuite in master branch
by sebastien＠dynare.org 10 Jul '13

10 Jul '13

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 10 Jul '13

10 Jul '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-4052d4ccaffcdb161b1346b27f… http://www.dynare.org/stepan/dynare/tests/report-4052d4ccaffcdb161b1346b27f… Last commit 4052d4ccaffcdb161b1346b27f17cb48fc243811 by Stéphane Adjemian (Charybdis), 7 hours ago -> Cosmetic changes. Use skipline() instead of disp(' '). =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 09 Jul '13

09 Jul '13

0dfd7fc8eb716858de82f9910562ac6ac9c5fb8d Merge pull request #445 from JohannesPfeifer/simplex_fix ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 200 | PASS: 199 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 198 | PASS: 197 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-S7mpLtp5iL.log'.

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 09 Jul '13

09 Jul '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-0dfd7fc8eb716858de82f99105… http://www.dynare.org/stepan/dynare/tests/report-0dfd7fc8eb716858de82f99105… Last commit 0dfd7fc8eb716858de82f9910562ac6ac9c5fb8d by Stéphane Adjemian, 11 hours ago -> Merge pull request #445 from JohannesPfeifer/simplex_fix =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 08 Jul '13

08 Jul '13

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 08 Jul '13

08 Jul '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at: http://www.dynare.org/stepan/dynare/tests/report-e0ce89ec8c0402d4d7a3a956f1… http://www.dynare.org/stepan/dynare/tests/report-e0ce89ec8c0402d4d7a3a956f1… Last commit e0ce89ec8c0402d4d7a3a956f157b5507058cafc by Stéphane Adjemian (Charybdis), 6 hours ago -> Fixed bug (print_info wrong calling sequence). =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 07 Jul '13

07 Jul '13

44961e340892e2e373e545c0a64eb31a94afe376 Cosmetic change. Display the cell report in the log file. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 200 | PASS: 199 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 198 | PASS: 197 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-9hpf6zW68W.log'.

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 07 Jul '13

07 Jul '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at http://www.dynare.org/stepan/dynare/tests/report-44961e340892e2e373e545c0a6… http://www.dynare.org/stepan/dynare/tests/report-44961e340892e2e373e545c0a6… Last commit 44961e340892e2e373e545c0a64eb31a94afe376 by Stéphane Adjemian (Charybdis), 2 days ago -> Cosmetic change. Display the cell report in the log file. =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 141 | PASS: 139 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 06 Jul '13

06 Jul '13

44961e340892e2e373e545c0a64eb31a94afe376 Cosmetic change. Display the cell report in the log file. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 200 | PASS: 199 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 198 | PASS: 197 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-rCjD2tjQZU.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 05 Jul '13

05 Jul '13

44961e340892e2e373e545c0a64eb31a94afe376 Cosmetic change. Display the cell report in the log file. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 200 | PASS: 199 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 198 | PASS: 197 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-ZyV7bTrMR2.log'.

1 0

Dynare/Matlab unitary tests
by stepan＠dynare.org 05 Jul '13

05 Jul '13

Hi, This is a summary report for the unitary tests in Dynare. Full report can be found at http://www.dynare.org/stepan/dynare/tests/report-dc57706b557d231ec58658f62e… Last commit dc57706b557d231ec58658f62e7cb30c8006a5ea by Stéphane Adjemian (Charybdis), 27 seconds ago -> Cosmetic change. =========================== DYNARE/MATLAB UNITARY TESTS =========================== | TOTAL: 140 | PASS: 138 | FAIL: 2 | | LIST OF FAILED TESTS: | * ../matlab/(a)dynSeries/set_names.m (test #1{4}) | * ../matlab/(a)dynSeries/set_names.m (test #2{1})

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 04 Jul '13

04 Jul '13

02820b7151762ff47bbfd9f41c5c3dd8091873c3 Merge pull request #440 from JohannesPfeifer/shock_decomp ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 200 | PASS: 199 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 198 | PASS: 197 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-JYszZW5VtV.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 03 Jul '13

03 Jul '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 02 Jul '13

02 Jul '13

1 0

Re: [DynareDev] csminwel
by Houtan Bastani 01 Jul '13

01 Jul '13

Hi Johannes, Thanks for pointing this out. This is actually Tao's code, so it'd be better to talk to him before changing it. Michel, would you like to ask Tao about this? Best, Houtan On 28 Jun 2013, at 5:44 PM, Johannes Pfeifer wrote: > Dear Houtan, > > in csminwel.m of \contrib\ms-sbvar\TZcode\MatlabFiles in line 183 > after > > gcliff=((f2-f1)/((norm(x2-x1))^2))*(x2-x1); > > thee following line is missing: > > if(size(x0,2)>1), gcliff=gcliff'; end > > Otherwise the code crashes due to non-conformable matrix multiplication. This line is actually contained in our csminwel1. > > Best, > > Johannes > > > -- > Johannes Pfeifer > Haußerstr. 29 > 72076 Tübingen > Tel.: +49-(0)7071-6396184 > Mobil.: +49-(0)170-6936820 > Germany >

2 1

Status of testsuite in master branch
by sebastien＠dynare.org 30 Jun '13

30 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 28 Jun '13

28 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 27 Jun '13

27 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 26 Jun '13

26 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 25 Jun '13

25 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 24 Jun '13

24 Jun '13

1 0

Question regarding ordering of exogenous variables
by Johannes Pfeifer 24 Jun '13

24 Jun '13

Dear all, I have a short question. In stoch_simul, we use M_.exo_names_orig_ord. In which cases does it actually happen that this ordering is not just a vector starting at 1 and increasing exo_nbr, i.e. (1:M_.exo_nbr)? It seems to me, this variable does not serve a purpose (anymore), but I might be missing something. Best, Johannes -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany

2 1

Status of testsuite in master branch
by sebastien＠dynare.org 23 Jun '13

23 Jun '13

0eca453519a65b2cc5f3cbb252ed960eb811bafd Merge pull request #427 from JohannesPfeifer/dynare_solve ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 199 | PASS: 198 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 197 | PASS: 196 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-MVIBPgRnNR.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 22 Jun '13

22 Jun '13

0eca453519a65b2cc5f3cbb252ed960eb811bafd Merge pull request #427 from JohannesPfeifer/dynare_solve ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 199 | PASS: 198 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 197 | PASS: 196 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-YVqw1OyMJe.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 21 Jun '13

21 Jun '13

0eca453519a65b2cc5f3cbb252ed960eb811bafd Merge pull request #427 from JohannesPfeifer/dynare_solve ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 199 | PASS: 198 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 197 | PASS: 196 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-wYbWimMISy.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 20 Jun '13

20 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 19 Jun '13

19 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 18 Jun '13

18 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 17 Jun '13

17 Jun '13

ff48ac617d6f711e27f473c9ba16c00ef9b95293 Reverted Ferhat's commit 23e583f95c0a5631c943c44f9116f20b91c0fb0a. The names of the dynSeries variables are stored in a column cell array. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 199 | PASS: 198 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 197 | PASS: 196 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-26SKk0q79p.log'.

1 0

Change in the schedule for Dynare 4.4
by Sébastien Villemot 17 Jun '13

17 Jun '13

Hi, Finally it has been decided to postpone the release of Dynare 4.4. The main reason is that there are several important changes that need to be incorporated in order to be used during the GPM workshop that CEPREMAP organizes in two weeks. It would have been impossible to incorporate these changes at the last minute while at the same time delivering a stable and well-test release. We have therefore decided to create a 4.4-beta1 version for use during the Dynare Summer School. This beta version will essentially be a snapshot of the master branch as of Thursday June 20. We may create a 4.4-beta2 for the GPM workshop one week later. These two beta releases won't be advertised on the website, and will only be used in the workshops. The 4.4.0 version will therefore be released in late August / early September. This gives us enough time for proper testing, instead of rushing at the last minute. Best, -- Sébastien Villemot Researcher in Economics Dynare developer http://www.dynare.org/sebastien

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 16 Jun '13

16 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 15 Jun '13

15 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 14 Jun '13

14 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 13 Jun '13

13 Jun '13

c08c34223dcd7cc12068ba70ad01b854ea470d5f Fixed typo and bug in MCMC diagnostics. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 199 | PASS: 198 | FAIL: 0 | XFAIL: 1 | XPASS: 0 Dynare failed to compile or Octave testsuite failed to run A full log can be found on karaba in '/tmp/dynare-master-check-uEcBfIrjlv.log'.

1 0

Re: [DynareDev] Brooks/Gelman
by stepan＠dynare.org 13 Jun '13

13 Jun '13

Hi, This is very old... I was not able to follow the link on the forum. *The short answer* It's not a bug, it's a feature! *The Long answer* The multivariate test in Dynare *is not* the one proposed by Brooks/Gelman. In the first releases of the estimation module of Dynare, we implemented exactly what is described by Brooks/Gelman but it was (at that time) very slow. Then we switched to another aggregation of the univariate mcmc draws using the value of the posterior kernel (which is a function from the space of the parameters to the real line) instead of the largest eigenvalue of a covariance matrix. The advantage is that it is much faster and (at least for me) intuitive (because in the end we are interested in the whole shape of the likelihood not only some moments of the parameters). The disadvantage is that we loose the nice property of the Brooks/Gelman index: our multivariate diagnostic is not an upper bound of the univariate diagnostics. I did not check seriously, but I think that the manual says nothing about these diagnostics. The user guide gives some informations about the multivariate diagnostic that are clearly wrong... We should complete the manual in this regard. Even if it is a feature (not a bug) we should add the Brooks and Gelman multivariate diagnostic and take this as an opportunity to add other diagnostics. Best, Stéphane. Michel Juillard <michel.juillard(a)mjui.fr> writes: > Hi Johannes, > > I don't remember this code. Looking at Git history, it was written 10 > years ago, when we were still under CVS. I don't have that history handy. I don't understand either the multivariate formula. I would > have expected to see the largest eigenvalue to be used. > > If Stéphane and Marco, who have also worked on the code, agree, I would > mark it as a bug and work on it again. In any case, there is a default > in Dynare implementation: it doesn't show the size of the ratio which is > the real statistic of the test. It may also be the opportunity to add > other diagnostic tests. > > Best > > Michel > > Johannes Pfeifer writes: > >> Please find it attached. >> >> >> -- >> Johannes Pfeifer >> Haußerstr. 29 >> 72076 Tübingen >> Tel.: +49-(0)7071-6396184 >> Mobil.: +49-(0)170-6936820 >> Germany >> >> -----Ursprüngliche Nachricht----- >> Von: Michel Juillard [mailto:michel.juillard@mjui.fr] >> Gesendet: Dienstag, 11. Juni 2013 15:12 >> An: Johannes Pfeifer >> Betreff: Re: Brooks/Gelman >> >> Hi Johannes, >> >> I don't know where is my copy of Brooks/Gelman, do you have an electronic version? >> >> Thanks >> >> Michel >> >> Johannes Pfeifer writes: >> >>> Hi Michel, >>> >>> >>> >>> some time ago I asked you about the Brooks/Gelman multivariate >>> convergence diagnostic used in Dynare, but apparently, the mail got >>> lost. Now someone in the forum has exactly the same question: >>> >>> http://www.dynare.org/phpBB3/viewtopic.php?f=1 >>> <http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4731&start=0> >>> &t=4731&start=0 >>> >>> >>> >>> What should we say? >>> >>> >>> >>> Best, >>> >>> >>> >>> Johannes >>> >>> -- >>> >>> Johannes Pfeifer >>> >>> Haußerstr. 29 >>> >>> 72076 Tübingen >>> >>> Tel.: +49-(0)7071-6396184 >>> >>> Mobil.: +49-(0)170-6936820 >>> >>> Germany >>> >>> >> >> >> -- >> Michel Juillard -- Stéphane Adjemian Université du Maine, Gains Tel(Gains): +33(0)2 43 83 31 35 Tel(Cepremap): +33(0)1 40 77 84 16

3 3

Status of testsuite in master branch
by sebastien＠dynare.org 12 Jun '13

12 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 11 Jun '13

11 Jun '13

1 0

mjdgges and 0/0 generalized eigenvalues
by stepan＠dynare.org 11 Jun '13

11 Jun '13

Hi Michel, I have a problem with your commit b58eaa8e2b869f894b480c371ba60e14cf6ede7e where you added (two years ago) a test for 0/0 generalized eigenvalues. If I remember correctly, in this case any complex number is a generalized eigenvalue so the model has no unique solution. If the numerator and the denominator are less that 1e-6, then mjdgges issues an error message with info equal to -30. My problem is related to the hard coded threshold. In this RBC model: https://gist.github.com/stepan-a/5757263 the technology is characterized by a Constant Elasticity of Substitution production function. If psi is less than -1, that is if the elasticity of substitution is less than one half, Dynare fails because of the condition introduced in your commit. The problem is that I am almost certain that the model admits a solution for smaller values of psi. It is well known that there exists a closed form solution for the (continuous time) Ramsey model with Harrod-Domar technology (psi->\infty). Also, I am able to simulate this model with the (stochastic) extended path approach for much smaller values of psi. I know that with this model, because of the almost kinked production function, the perturbation solution in such case would most likely deliver a very crude approximation but it would be nice to have something (and not an error message). Are you okay if I add an option for this threshold? Do you have a rational for the hard coded value? I will try to push a branch tomorrow... Best, Stéphane. -- Stéphane Adjemian Université du Maine, Gains Tel(Gains): +33(0)2 43 83 31 35 Tel(Cepremap): +33(0)1 40 77 84 16

2 1

Status of testsuite in master branch
by sebastien＠dynare.org 10 Jun '13

10 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 09 Jun '13

09 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 08 Jun '13

08 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 07 Jun '13

07 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 06 Jun '13

06 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 05 Jun '13

05 Jun '13

1 0

DYNARE Course on Identification and Sensitivity analysis 2013
by Marco Ratto 05 Jun '13

05 Jun '13

Dear Dynare friends, The Course on Identification and Sensitivity Analysis for DSGE models 2013 will take place from September 16 to September 18, 2013 in Ispra, Italy. INFO http://ipsc.jrc.ec.europa.eu/events.php?idx=92 GOALS OF THE COURSE Scope of the course is to give a general introduction to methods of identification and global sensitivity analysis, their DYNARE implementation (identification toolbox and global sensitivity analysis toolbox) and their application to Dynamic Stochastic General Equilibrium (DSGE) macroeconomic models. Michel Juillard (Banque de France) and Sebastien Villemot (CEPREMAP) will be the guest speakers. This course is aimed at beginners as well as at more experienced researchers. PhD students are encouraged to participate. REGISTRATION Interested people should apply online. Follow the info at: http://ipsc.jrc.ec.europa.eu/events.php?idx=92 We strongly encourage to register *before July 31, 2013*. REGISTRATION FEE No fee is due WORKSHOP VENUE Joint Research Centre - European Commission 21027 Ispra (VA) Italy http://ec.europa.eu/dgs/jrc/ WORKSHOP ORGANIZATION This is a "portable only" workshop. Each participant is required to come with his/her portable computer with MATLAB version 7.0 or above installed. We will provide WiFi access, but participants shouldn't rely on it to access a MATLAB license server at their own institution. As an alternative to MATLAB, it is possible to use GNU Octave (free software, compatible with MATLAB syntax; seehttp://www.dynare.org/download/octave for details on GNU Octave installation). WORKSHOP ANIMATORS - Marco Ratto (Joint Research Centre, European Commission) - Christophe Planas (Joint Research Centre, European Commission) - Alessandro Rossi (Joint Research Centre, European Commission) - Michel Juillard (Banque de France) - Sébastien Villemot (CEPREMAP) -- Marco Ratto, Joint Research Centre The European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 9217 Fax: +39 0332 78 5733 marco.ratto(a)jrc.ec.europa.eu

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 05 Jun '13

05 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 03 Jun '13

03 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 02 Jun '13

02 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 01 Jun '13

01 Jun '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 31 May '13

31 May '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 30 May '13

30 May '13

11bea492ac7c3cb11d76aacfd2a91607453be6dd preprocessor: config file: if creating windows node from unix machine, check to see if the password or remoteDrive are empty ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 199 | PASS: 195 | FAIL: 3 | XFAIL: 1 | XPASS: 0 | LIST OF FAILED TESTS: | * block_bytecode/run_ls2003.m(0,1,8,0) | * block_bytecode/run_ls2003.m(0,1,2,3) | * block_bytecode/run_ls2003.m(1,0,2,3) ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 197 | PASS: 195 | FAIL: 1 | XFAIL: 1 | XPASS: 0 | LIST OF FAILED TESTS: | * block_bytecode/run_ls2003.m(1,0,2,3) A full log can be found on karaba in '/tmp/dynare-master-check-j5RYiN9d3o.log'.

1 0

Last days before the 4.4 freeze
by Sébastien Villemot 30 May '13

30 May '13

Hi, We are in the last days before the Dynare 4.4 feature freeze. If you have some time, please help fixing the remaining issues: https://github.com/DynareTeam/dynare/issues?milestone=1&state=open In particular, please have a look at issues that are assigned to you personally. And don’t hesitate to take responsibility for those issues that are assigned to nobody. Note that issues about bugs or about documentation will still be allowed in after the freeze (by cherry-picking from the master branch to the newly created 4.4 branch). Other issues (enhancements and new features) won't be allowed in, so please postpone them to 4.5 milestone if you think they won't be achieved within one week. Before the freeze, we will also give feedback about all pending pull requests, and try to merge as many as possible. Cheers, -- Sébastien Villemot Researcher in Economics Dynare developer http://www.dynare.org/sebastien

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 29 May '13

29 May '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 29 May '13

29 May '13

2822fcd979069fefd6e49b8a08885b5fa7ebe277 Fix bug introduced in 767dce0a 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 '/tmp/dynare-master-check-snBiUip8K2.log'.

1 0

Learning
by Johannes Pfeifer 29 May '13

29 May '13

Hi, there are two questions whether Dynare is able to handle learning models as promised in the manual: http://www.dynare.org/phpBB3/viewtopic.php?f=2 <http://www.dynare.org/phpBB3/viewtopic.php?f=2&t=1864> &t=1864 http://www.dynare.org/phpBB3/viewtopic.php?f=1 <http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4705> &t=4705 Does anyone know what the curent status is? And whether there already exists a mod-file demonstrating the capabilities? The manual only mentions learning once in the introduction. Best, Johannes -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany

2 1

Techila
by Michel Juillard 28 May '13

28 May '13

Dear Friends and Dynare developers, last week, when visiting Bank of Finland, I met with two representative from the firm Techila (http://www.techila.fi), Reiner Wehkamp, managing director, et Teppo Tammisto, R&D director. They sell a middleware to facilitate parallel computing, mostly embarassingly parallelizable tasks, on an heteregenous infrastructure or on the cloud. They provide an API for Matlab among several other languages. This API is different from Matlab's parallel toolbox and specific macros need to be specified in the *.m files. Their solution is much less expensive than Matlab Distributed Computing Server. Their previous contacts with Bank of Finland made them interested in using Dynare on their middleware. They modified master_parallel.m as well as numgrad2.m and hessian.m. They are interested in a collaboration with the Dynare project. Technically, it wouldn't be very difficult. It could be as simple as they maintain a directory under ./contrib with the few *.m files that they need to modify and we check for a "techila" option when setting the path in dynare_config.m Financially, it is a bit more complicated but they seem to be willing to support somehow the Dynare project if using Dynare with Techila helps them penetrate the central bank market. The next step for them is to work on a proof of concept with Bank of Finland. As it is the first time, that the Dynare project has been approached by a commercial firm for possible collaboration, I wanted to inform you of this development and am curious for your comments. As an aside, during the demo, I have been impressed by the facility to deploy applications on the cloud (for example Amazon cloud) and the very low cost of mobilizing very large parallel infrastructures. I expect this type of resources to become increasingly popular within the academic community at least for those institutions that don't have access to a supercomputer or a large cluster. We should think on how to make it easy to use Dynare/Octave on such clouds (Matlab licencing makes it probably difficult and/or expensive). We could also use it for testing parallel features. The CEF pre-conference workshop on GPU computing in Vancouver will use Amazon cloud with the participants. I will let you know how this works out. All the best, Michel

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 27 May '13

27 May '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 26 May '13

26 May '13

eb8ba88ea9add333290037676e7a54ff5d7d1092 Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 199 | PASS: 194 | FAIL: 4 | XFAIL: 1 | XPASS: 0 | LIST OF FAILED TESTS: | * conditional_forecasts/fs2000_cal.mod | * block_bytecode/run_ls2003.m(0,1,8,0) | * block_bytecode/run_ls2003.m(0,1,2,3) | * block_bytecode/run_ls2003.m(1,0,2,3) ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 197 | PASS: 194 | FAIL: 2 | XFAIL: 1 | XPASS: 0 | LIST OF FAILED TESTS: | * conditional_forecasts/fs2000_cal.mod | * block_bytecode/run_ls2003.m(1,0,2,3) A full log can be found on karaba in '/tmp/dynare-master-check-y1pQT2KHQ7.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 25 May '13

25 May '13

eb8ba88ea9add333290037676e7a54ff5d7d1092 Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 199 | PASS: 194 | FAIL: 4 | XFAIL: 1 | XPASS: 0 | LIST OF FAILED TESTS: | * conditional_forecasts/fs2000_cal.mod | * block_bytecode/run_ls2003.m(0,1,8,0) | * block_bytecode/run_ls2003.m(0,1,2,3) | * block_bytecode/run_ls2003.m(1,0,2,3) ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 197 | PASS: 194 | FAIL: 2 | XFAIL: 1 | XPASS: 0 | LIST OF FAILED TESTS: | * conditional_forecasts/fs2000_cal.mod | * block_bytecode/run_ls2003.m(1,0,2,3) A full log can be found on karaba in '/tmp/dynare-master-check-s39Qb6spjJ.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 24 May '13

24 May '13

eb8ba88ea9add333290037676e7a54ff5d7d1092 Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 199 | PASS: 194 | FAIL: 4 | XFAIL: 1 | XPASS: 0 | LIST OF FAILED TESTS: | * conditional_forecasts/fs2000_cal.mod | * block_bytecode/run_ls2003.m(0,1,8,0) | * block_bytecode/run_ls2003.m(0,1,2,3) | * block_bytecode/run_ls2003.m(1,0,2,3) ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 197 | PASS: 194 | FAIL: 2 | XFAIL: 1 | XPASS: 0 | LIST OF FAILED TESTS: | * conditional_forecasts/fs2000_cal.mod | * block_bytecode/run_ls2003.m(1,0,2,3) A full log can be found on karaba in '/tmp/dynare-master-check-EzjwxqN4gs.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 24 May '13

24 May '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 23 May '13

23 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 23 May '13

23 May '13

4f280d5179225a55e82dfd6ab2e0b2ba71820247 doc: fix typo (cherry picked from commit 710fb9e225c6e9be1a2982071c6d653c2ee2eda4) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-k3iD7Gom6c.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 23 May '13

23 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 22 May '13

22 May '13

4f280d5179225a55e82dfd6ab2e0b2ba71820247 doc: fix typo (cherry picked from commit 710fb9e225c6e9be1a2982071c6d653c2ee2eda4) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-gtYP0XK8Z6.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 22 May '13

22 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 21 May '13

21 May '13

4f280d5179225a55e82dfd6ab2e0b2ba71820247 doc: fix typo (cherry picked from commit 710fb9e225c6e9be1a2982071c6d653c2ee2eda4) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-iIyp2T4Dtr.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 21 May '13

21 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 20 May '13

20 May '13

4f280d5179225a55e82dfd6ab2e0b2ba71820247 doc: fix typo (cherry picked from commit 710fb9e225c6e9be1a2982071c6d653c2ee2eda4) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-dgTDnNOWCx.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 20 May '13

20 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 19 May '13

19 May '13

4f280d5179225a55e82dfd6ab2e0b2ba71820247 doc: fix typo (cherry picked from commit 710fb9e225c6e9be1a2982071c6d653c2ee2eda4) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-qYuB2WfzLj.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 19 May '13

19 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 18 May '13

18 May '13

4f280d5179225a55e82dfd6ab2e0b2ba71820247 doc: fix typo (cherry picked from commit 710fb9e225c6e9be1a2982071c6d653c2ee2eda4) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-twYSNrlyNK.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 18 May '13

18 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 17 May '13

17 May '13

4f280d5179225a55e82dfd6ab2e0b2ba71820247 doc: fix typo (cherry picked from commit 710fb9e225c6e9be1a2982071c6d653c2ee2eda4) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-OTiTf5onMS.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 17 May '13

17 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 16 May '13

16 May '13

4f280d5179225a55e82dfd6ab2e0b2ba71820247 doc: fix typo (cherry picked from commit 710fb9e225c6e9be1a2982071c6d653c2ee2eda4) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-iVvLD4bZO1.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 16 May '13

16 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 15 May '13

15 May '13

4f280d5179225a55e82dfd6ab2e0b2ba71820247 doc: fix typo (cherry picked from commit 710fb9e225c6e9be1a2982071c6d653c2ee2eda4) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-Vk4Ontdf8V.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 14 May '13

14 May '13

1 0

Preparing for the release of Dynare 4.4
by Sébastien Villemot 14 May '13

14 May '13

Hi, As for the previous year, we want to have a new major release of Dynare before the Summer School. I target a release during the week before the Summer School, let’s say on June 17. In order to have sufficient time for testing and debugging, this means that we must enter a feature-freeze a bit earlier, let’s say on May 31. Past that date, only bug fixes will be accepted in Dynare 4.4. As a consequence, if you have any feature that you want to be incorporated into Dynare 4.4, please make sure to merge it soon in the master branch. If you are unsure about your ability to meet the deadline but still feel that the feature you’re working on must be in Dynare 4.4, please contact me directly. Best, -- Sébastien Villemot Researcher in Economics Dynare developer http://www.dynare.org/sebastien

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 14 May '13

14 May '13

a97ec9d15b27cfa49d36b98ad68d0d7256683a91 doc: update octaverc info for os x (cherry picked from commit a5194b4f5e7ebba2dc17eff976d8fa4bc9b774fc) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-YT56BFB50Q.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 13 May '13

13 May '13

9a401db62cc54cbac004896f8c6d7f0613127d9a Merge pull request #383 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-BwHad95YrI.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 13 May '13

13 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 12 May '13

12 May '13

9a401db62cc54cbac004896f8c6d7f0613127d9a Merge pull request #383 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-vc4S1ASJ42.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 12 May '13

12 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 11 May '13

11 May '13

9a401db62cc54cbac004896f8c6d7f0613127d9a Merge pull request #383 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-wFVrcJTCtB.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 11 May '13

11 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 10 May '13

10 May '13

9a401db62cc54cbac004896f8c6d7f0613127d9a Merge pull request #383 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-f3AHyH1lGc.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 10 May '13

10 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 09 May '13

09 May '13

9a401db62cc54cbac004896f8c6d7f0613127d9a Merge pull request #383 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-QqNAvNSUak.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 09 May '13

09 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 08 May '13

08 May '13

9a401db62cc54cbac004896f8c6d7f0613127d9a Merge pull request #383 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-pRzf3d9KQr.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 08 May '13

08 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 07 May '13

07 May '13

9a401db62cc54cbac004896f8c6d7f0613127d9a Merge pull request #383 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-JCWIQBhQXJ.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 07 May '13

07 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 06 May '13

06 May '13

9a401db62cc54cbac004896f8c6d7f0613127d9a Merge pull request #383 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-57Ys4Z3YeW.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 06 May '13

06 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 05 May '13

05 May '13

9a401db62cc54cbac004896f8c6d7f0613127d9a Merge pull request #383 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-Ps9fQJFmqz.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 05 May '13

05 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 04 May '13

04 May '13

9a401db62cc54cbac004896f8c6d7f0613127d9a Merge pull request #383 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-Tkmw9cFeFP.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 04 May '13

04 May '13

1 0

Dynare for Julia
by Sébastien Villemot 03 May '13

03 May '13

Hi, Just for your information, I have started a Dynare package for Julia. Note that this is not a binding to the MATLAB/Octave code, but rather a (very preliminary and incomplete) rewrite from scratch. https://github.com/DynareTeam/Dynare.jl For the moment, this is only thought as a prototype for exploratory purposes. It only does steady state computation and first order decision rules. One interesting point is that it is 100% pure Julia code: I could write the equivalent of the preprocessor (symbolic derivatives) and of mjdgges (MEX for QZ decomposition) entirely in Julia code, without the need for C/C++. Also note that the code is very small (less than 800 lines, including newlines). -- Sébastien Villemot Researcher in Economics Dynare developer http://www.dynare.org/sebastien

1 0

info(2) usage
by Michel Juillard 03 May '13

03 May '13

We need to decide if we want to reserve the usage of info(2) for penalty. When we use a Newton type numerical optimizer to find the mode of the posterior or of the likelihood or when we are searching for optimal parameters in OSR, using stiff penalties creates "cliffs" that the optimizer has difficulties to overcome. To alleviate the problem, we have tried, whenever possible, to compute penalties commensurate with the violation (sum of square residuals when one can't find the steady state, norm of eigenvalues on the "wrong" side of one for BK violations, ...). These endogenous penalties have been put in info(2). Of course, it is not always possible to compute a commensurate penalty and we still have a few cliffs. However, we have also used info(2), in a few cases (info(1)==8) to provide additional details about the nature of the error. I think that we should refrain from using info(2) that way and probably change the handling of the cases that do that, because it leads to confusions. But, I would like to have your advice on that. It may be the occasion of having a more general discussion on the handling of errors in Dynare. If I remember correclty, some of you would prefer using exceptions. We could also decide that we want to redesign the handling of errors in Dynare. Please, tell me what you think. Best -- Michel Juillard

2 1

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 03 May '13

03 May '13

9a401db62cc54cbac004896f8c6d7f0613127d9a Merge pull request #383 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-unBLEcgCgU.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 03 May '13

03 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 02 May '13

02 May '13

9a401db62cc54cbac004896f8c6d7f0613127d9a Merge pull request #383 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-3YhLnOqY7C.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 02 May '13

02 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 01 May '13

01 May '13

9a401db62cc54cbac004896f8c6d7f0613127d9a Merge pull request #383 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-jroDPcmNqf.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 01 May '13

01 May '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 30 Apr '13

30 Apr '13

2776b10cef161b08a7dc6a67344d51ed10e13f1e Merge pull request #381 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 192 tests PASSED out of 193 tests run *************************************** List of 1 tests FAILED: * gsa/ls2003.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 190 tests PASSED out of 191 tests run *************************************** List of 1 tests FAILED: * gsa/ls2003.mod *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-R80gEsMOvW.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 30 Apr '13

30 Apr '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 29 Apr '13

29 Apr '13

b753a73b5f5cfa5062b42ed9ebfb069c1b7be409 fix dynare++ build on OS X (cherry picked from commit e376258025019f4323871a08cb2ec1f0ac6cbda8) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-tF9JaLRZqH.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 29 Apr '13

29 Apr '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 28 Apr '13

28 Apr '13

b753a73b5f5cfa5062b42ed9ebfb069c1b7be409 fix dynare++ build on OS X (cherry picked from commit e376258025019f4323871a08cb2ec1f0ac6cbda8) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-6Qpj4xnb2d.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 28 Apr '13

28 Apr '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 27 Apr '13

27 Apr '13

b753a73b5f5cfa5062b42ed9ebfb069c1b7be409 fix dynare++ build on OS X (cherry picked from commit e376258025019f4323871a08cb2ec1f0ac6cbda8) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-IJ3KhBuRZx.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 27 Apr '13

27 Apr '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 26 Apr '13

26 Apr '13

b753a73b5f5cfa5062b42ed9ebfb069c1b7be409 fix dynare++ build on OS X (cherry picked from commit e376258025019f4323871a08cb2ec1f0ac6cbda8) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-lQUE7BpQK3.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 26 Apr '13

26 Apr '13

1 0

matlabLoadCSV branch
by Bastani Houtan 25 Apr '13

25 Apr '13

Hi, I just pushed a modification to load_csv_file_data.m that should make it work noticeably faster on Matlab. Though I have tested it a bit, in order to avoid breaking anyone's code, I pushed it onto a branch called matlabLoadCSV. If you have a free moment, please test it. Once you've had a chance to test it, I'll merge it onto master (probably on Monday). Best, Houtan

2 1

Re: [DynareDev] CFE conference
by Michel Juillard 25 Apr '13

25 Apr '13

Dear Martin, thank you for the message and the code. Johannes Pfeifer has already implemented your pruning algorithm. It should be released tomorrow in the unstable version. We should definitly look at GMM. All the best, Michel Martin Møller Andreasen writes: > Dear Michel > > Thank you for your interest in our pruning paper and the invitation. Yes, I would be very happy to attend the conference and present the paper on pruning in DSGE models. > > I was actually also planning on sending you an email. In relation to our pruning paper, we have made a small interface for Dynare which will allow the user to implement all the formulas derived in the paper. I have attached the codes - please have a look (see the attachment). I only need to complete the documentation which will do shortly. Of course, these additional codes for pruning in Dynare are a bit of a "hack" has you will see. So therefore, I hope we can talk about how pruning should be done properly within the Dynare package - perhaps with a bit of help from the Dynare team. > > As shown in our paper, GMM estimation is also fairly easy to implement based on our codes, so a natural step would be to also implement this in Dynare. I would love to help out here, but it is also clear to me that I would need a bit of help from the Dynare team to implement it properly - I simply do not know the Dynare package well enough to do the implementation on my own. > > All the best > > Martin > > > > > > -----Original Message----- > From: Michel Juillard [mailto:michel.juillard@mjui.fr] > Sent: 24. april 2013 19:57 > To: Martin Møller Andreasen > Subject: CFE conference > > Dear Martin, > Would you be interested in giving > a presentation on your recent paper on pruning in an organized session at the Conference on Computational and Financial Econometrics that is going to take place at the Senate House in London on December 14-16, 2013? > > All the best, > > -- > Michel Juillard -- Michel Juillard

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 25 Apr '13

25 Apr '13

b753a73b5f5cfa5062b42ed9ebfb069c1b7be409 fix dynare++ build on OS X (cherry picked from commit e376258025019f4323871a08cb2ec1f0ac6cbda8) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-xFDQyaXo6a.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 25 Apr '13

25 Apr '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 24 Apr '13

24 Apr '13

b753a73b5f5cfa5062b42ed9ebfb069c1b7be409 fix dynare++ build on OS X (cherry picked from commit e376258025019f4323871a08cb2ec1f0ac6cbda8) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-jExkN7swl2.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 24 Apr '13

24 Apr '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 23 Apr '13

23 Apr '13

8dd38fbfd817b79d3ff4ad712279314f0986b643 Fix handling of auxiliary variables in endval block (cherry picked from commit a7e29af81c77df2a72a0dc3fa08e4730f08bc891) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-S5YbEluekS.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 23 Apr '13

23 Apr '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 22 Apr '13

22 Apr '13

f72f7dec65497b4f5a897d07c11fe8de3dc38261 Merge pull request #372 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-bxkzfwhfGC.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 22 Apr '13

22 Apr '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 21 Apr '13

21 Apr '13

f72f7dec65497b4f5a897d07c11fe8de3dc38261 Merge pull request #372 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-OeGpHNxdI0.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 21 Apr '13

21 Apr '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 20 Apr '13

20 Apr '13

f72f7dec65497b4f5a897d07c11fe8de3dc38261 Merge pull request #372 from rattoma/4.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-g7jtDKT3Ha.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 20 Apr '13

20 Apr '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 19 Apr '13

19 Apr '13

aa56638497e8830115d998a4701f3bd7d4a5fa2b the last 32bit release of matlab for osx was 7.11 (R2010b) (cherry picked from commit e786fa86270f69b58a76b1fc63c4a1b3c83931f3) *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-MotsYkwDGm.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 19 Apr '13

19 Apr '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 18 Apr '13

18 Apr '13

c8ff64167211bcc4e2c9aa653ed5dcdf74b09b01 Bump version number to 4.3.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-OfetHQ66XP.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 18 Apr '13

18 Apr '13

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 17 Apr '13

17 Apr '13

c8ff64167211bcc4e2c9aa653ed5dcdf74b09b01 Bump version number to 4.3.3 *************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 193 tests PASSED out of 193 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 191 tests PASSED out of 191 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-cBQI6pR2rf.log'.

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 17 Apr '13

17 Apr '13

1 0

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