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[Trac] #126: Include Dynare++'s "dynare_simul.m" in the Dynare package
by Trac Dynare 20 Jan '11

20 Jan '11

#126: Include Dynare++'s "dynare_simul.m" in the Dynare package --------------------------------------+------------------------------------- Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: minor | Milestone: Component: Build system / Packaging | Version: 4.1.2 Keywords: | --------------------------------------+------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/126> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #145: when cross-compiling, the host prefix is not added to "ar"
by Trac Dynare 20 Jan '11

20 Jan '11

#145: when cross-compiling, the host prefix is not added to "ar" --------------------------------------+------------------------------------- Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: trivial | Milestone: Component: Build system / Packaging | Version: 4.1.3 Keywords: | --------------------------------------+------------------------------------- When building a static library (as in preprocessor/macro), the build system will always use "ar" (instead of "i686-w64-mingw32-ar" for example). In most cases this is not a problem. The problem can happen if one has only the cross-compiling binutils, but not the native binutils, as for example in a Cygwin install where only the packages listed on the wiki page are installed. -- Ticket URL: <https://www.dynare.org/trac/ticket/145> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #11: Allow for the possibility of using the bytecode representation of the model for any task
by Trac Dynare 18 Jan '11

18 Jan '11

#11: Allow for the possibility of using the bytecode representation of the model for any task ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: ferhat Type: enhancement | Status: reopened Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Comment(by sebastien): The previous comment should read: Testsuite crashes '''fixed''' as of ce072236284481de7b3cfff55f55507c6ebb605e. Wiki still needs updating. -- Ticket URL: <https://www.dynare.org/trac/ticket/11#comment:10> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #11: Allow for the possibility of using the bytecode representation of the model for any task
by Trac Dynare 18 Jan '11

18 Jan '11

#11: Allow for the possibility of using the bytecode representation of the model for any task ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: ferhat Type: enhancement | Status: reopened Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Comment(by sebastien): Testsuite crashes as of ce072236284481de7b3cfff55f55507c6ebb605e. Wiki still needs updating. -- Ticket URL: <https://www.dynare.org/trac/ticket/11#comment:9> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #128: Fix derivatives of STEADY_STATE operator w.r.t. parameters in dynamic model
by Trac Dynare 14 Jan '11

14 Jan '11

#128: Fix derivatives of STEADY_STATE operator w.r.t. parameters in dynamic model --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- The fix is to add a new input argument to the params_deriv file, which would contain the derivatives of the steady state w.r.t. parameters (it is the responsibility of the caller to provide them). -- Ticket URL: <https://www.dynare.org/trac/ticket/128> Dynare <http://www.dynare.org> The Dynare project

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modifications to the smoother
by Michel Juillard 13 Jan '11

13 Jan '11

I just uploaded to unstable an important modification to the code for the Kalman smoother. Re-factoring existing code, correcting some bugs for the diffuse smoother (nonstationary models), and eliminating specialization of the code meant to improve efficiency. In the future, we will expand the existing DLL for likelihood for the smoother and dealing with special cases. Please, report any problem that you could encounter with the new code. Best, Michel

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Fwd: Re: Dynare Snapshot 12/19/2010
by Sébastien Villemot 12 Jan '11

12 Jan '11

Hi all, I attach a mail that I received from Johannes Pfeifer, which raises 3 problems and makes 2 suggestions. I pushed a fix for problem #2 (varlist_indices.m) and I can’t reproduce problem #3 (related to USE_DLL) even under Windows. Concerning problem #1 (empirical autocorrelations), Johannes is right in the sense that - with the current code - one can get an autocorrelation that is not within [-1,1], because the covariance on the numerator does not span the same sample than the variances on the denominator; the fix that he suggests would fix this. On the other hand, estimators of the autocorrelation coefficients are known to be biased in finite samples (and there is no easy way of fixing this), so applying Johannes’ change would just consist in moving from a biased estimator to another biased estimator (and I don’t know how the bias is changed). These estimators are only asymptotically consistent, and getting a weird value is the indication that the sample is too small and that more simulations should be done. What is your opinion about this issue, and about the two suggestions (options for no IRF files, and NaN/Inf treatment in estimation) ? Best, -- Sébastien Villemot CEPREMAP - Paris School of Economics Homepage: http://www.dynare.org/sebastien Phone: +33 1 40 77 49 90 PGP Key: 0xA6C029B9D06B2913D71C105EBE37E801FB6EFF8B (http://pgp.mit.edu/)

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[Trac] #75: Fix command "calib" or remove it
by Trac Dynare 04 Jan '11

04 Jan '11

#75: Fix command "calib" or remove it --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: minor | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- The "calib" command (and its associated command "calib_var") are recognized by the preprocessor, but are probably not working, and are not documented in the reference manual. This should be fixed, or the commands be removed. -- Ticket URL: <https://www.dynare.org/trac/ticket/75> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #95: the "simul" option of "stoch_simul" simulates on more periods than required
by Trac Dynare 02 Jan '11

02 Jan '11

#95: the "simul" option of "stoch_simul" simulates on more periods than required --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: trivial | Milestone: Component: Core M-files | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- The point is that the oo_.exo_simul vector has length options_.periods+M_.maximum_lag+M_.maximum_lead (see make_ex_.m). This makes sense in a deterministic context, but in a stochastic context there it should only be of length options_.periods. This makes the oo_.endo_simul of length 2*M_.maximum_lag+options_.periods+M_.maximum_lead (because it adds initial conditions), while it should be of length M_.maximum_lag+options_.periods. This is not a big issue since one can just truncate the extra periods, but this confuses some users. -- Ticket URL: <https://www.dynare.org/trac/ticket/95> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #78: Problem with derivatives of power function at point zero
by Trac Dynare 17 Dec '10

17 Dec '10

#78: Problem with derivatives of power function at point zero --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: major | Milestone: Component: Preprocessor | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- There is currently a problem with the derivatives of the power function f(x)=x^p^ at the point x=0. The power function f(x)=x^p^ well defined for x>0 and for any p, since f(x)=e^p*ln(x)^. The domain of definition of this function can be extended to x=0 with the following rules when p>0: * f(0)=0 * f is differentiable k times at x=0, where k is the integer part of p, and f'^k^=0 And when p is an strictly positive integer, the function is differentiable at any order, and its derivative at zero is zero. When p is a constant, the preprocessor computes the right value of the derivatives at x=0, using simplifications rules. But when p is a parameter, the preprocessor will not give the right value for integer values of p. Currently the derivation rule is applied by the preprocessor, the k-th derivative of f(x) is equal to: p*(p-1)*...*(p-k+1)*x^p-k^ So when p is an integer, the (p+1)-th derivative computed at x=0 will give a NaN (0 times infinity), while it ought to be zero. This problem typically arises in models with adjustment costs where the curvature (the exponent) of the cost is a integer parameter, and the cost is zero at steady state. The solution is probably to create, in the preprocessor, a new operator called "derivative of power function at order k". This operator would output a code like that in the M-file: {{{ dxp=deriv(x,p,k) % The k-th derivative of x^p if (p > 0) && (abs(p - round(p)) < 1e-12 && k >= p dxp = 0; else dxp = x^(p-k); for i=1:k-1 dxp = dxp*p; p = p-1; end end }}} -- Ticket URL: <https://www.dynare.org/trac/ticket/78> Dynare <http://www.dynare.org> The Dynare project

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