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CMAES in dynare
by Stéphane Adjemian 05 Mar '12

05 Mar '12

Dear all, Just to warn you (because it is hidden in a bunch of commits) that I have just pushed the commit by Johannes related to the CMAES optimization routine. Best, Stéphane. -- Stéphane Adjemian Université du Maine, Gains et Cepremap Tel(Gains): +33(0)2 43 83 31 35 Tel(Cepremap): +33(0)1 40 77 84 19

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[Trac] #245: Add CMA Evolution Strategy algorithm for mode optimization
by Trac Dynare 05 Mar '12

05 Mar '12

#245: Add CMA Evolution Strategy algorithm for mode optimization ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Estimation | Version: Keywords: | ------------------------+--------------------------------------------------- MATLAB/Octave code is already available there: http://www.lri.fr/~hansen/cmaesintro.html It is just about asking permission for inclusion under the GPL (which we will likely given) and add the necessary plumbing in mode_compute. -- Ticket URL: <https://www.dynare.org/trac/ticket/245> Dynare <http://www.dynare.org> The Dynare project

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master testsuite: estimation bugs.
by Stéphane Adjemian 05 Mar '12

05 Mar '12

Hi Sébatien, The commits I pushed last night broke the estimation in dynare master. I hope the commit #59d3d30c90124965b10218205a8dc070842b198e, I have just pushed, fixes all these issues. The testsuite is still running (without errors) on my laptop... The non linear filters routines are not compatible with octave... I'll fix this as soon as possible. Best, Stéphane.

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

05 Mar '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 140 tests PASSED out of 168 tests run *************************************** List of 28 tests FAILED: * arima/mod1a.mod * arima/mod1b.mod * arima/mod1c.mod * arima/mod2a.mod * arima/mod2b.mod * arima/mod2c.mod * fs2000/fs2000.mod * fs2000/fs2000a.mod * fs2000/fs2000d.mod * bvar_a_la_sims/bvar_and_dsge.mod * gsa/ls2003.mod * conditional_forecasts/fs2000_est.mod * recursive/ls2003_bayesian.mod * kalman_filter_smoother/algo1.mod * kalman_filter_smoother/algo2.mod * kalman_filter_smoother/algo3.mod * kalman_filter_smoother/algo4.mod * kalman_filter_smoother/algo4a.mod * kalman_filter_smoother/algo4b.mod * kalman_filter_smoother/algoH1.mod * kalman_filter_smoother/algoH2.mod * kalman_filter_smoother/algoH3.mod * kalman_filter_smoother/fs2000.mod * kalman_filter_smoother/fs2000_1.mod * kalman_filter_smoother/fs2000_2.mod * kalman_filter_smoother/fs2000a.mod * ep/rbc.mod * ep/linear.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 137 tests PASSED out of 166 tests run *************************************** List of 29 tests FAILED: * arima/mod1a.mod * arima/mod1b.mod * arima/mod1c.mod * arima/mod2a.mod * arima/mod2b.mod * arima/mod2c.mod * fs2000/fs2000.mod * fs2000/fs2000a.mod * fs2000/fs2000d.mod * bvar_a_la_sims/bvar_and_dsge.mod * gsa/ls2003.mod * conditional_forecasts/fs2000_est.mod * recursive/ls2003.mod * recursive/ls2003_bayesian.mod * kalman_filter_smoother/algo1.mod * kalman_filter_smoother/algo2.mod * kalman_filter_smoother/algo3.mod * kalman_filter_smoother/algo4.mod * kalman_filter_smoother/algo4a.mod * kalman_filter_smoother/algo4b.mod * kalman_filter_smoother/algoH1.mod * kalman_filter_smoother/algoH2.mod * kalman_filter_smoother/algoH3.mod * kalman_filter_smoother/fs2000.mod * kalman_filter_smoother/fs2000_1.mod * kalman_filter_smoother/fs2000_2.mod * kalman_filter_smoother/fs2000a.mod * ep/rbc.mod * ep/linear.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-YMwz1OJ71N.log'.

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

05 Mar '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-B7OxOfHtF2.log'.

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

04 Mar '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 166 tests PASSED out of 168 tests run *************************************** List of 2 tests FAILED: * ep/rbc.mod * ep/linear.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 164 tests PASSED out of 166 tests run *************************************** List of 2 tests FAILED: * ep/rbc.mod * ep/linear.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-vpHRSOgmxC.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 04 Mar '12

04 Mar '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-6Ins4M2pUu.log'.

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

03 Mar '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 166 tests PASSED out of 168 tests run *************************************** List of 2 tests FAILED: * ep/rbc.mod * ep/linear.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 164 tests PASSED out of 166 tests run *************************************** List of 2 tests FAILED: * ep/rbc.mod * ep/linear.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-b17lmHF5Gm.log'.

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Status of testsuite in 4.2 branch
by Sébastien Villemot 03 Mar '12

03 Mar '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-uoTaMgsBRI.log'.

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[Trac] #244: Improve on the Dynare FAQ
by Trac Dynare 02 Mar '12

02 Mar '12

#244: Improve on the Dynare FAQ ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: major | Milestone: Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ There is already a FAQ on www.dynare.org, but it is outdated and incomplete. Johannes Pfeifer has expressed interest in making a better FAQ. It should probably become a wiki page, referenced to by a sticky post on the forum. -- Ticket URL: <https://www.dynare.org/trac/ticket/244> Dynare <http://www.dynare.org> The Dynare project

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