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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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