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Re: [DynareDev] [Trac] #21: Add partial information
by Trac Dynare 24 Mar '10

24 Mar '10

#21: Add partial information ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: george Type: feature | Status: accepted Priority: major | Milestone: 4.2 Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien): * milestone: => 4.2 Comment: As of 2010-03-24, part of the work has been done. Two minor issues to be solved (among others): * the file matlab/disclyap_fast.m has no copyright: this should be clarified * the files matlab/partial_information/{qzswitch,qzdiv}.m are redundant with the versions in matlab/qz. These files should be deleted once the PI code relies on mjdgges. -- Ticket URL: <https://www.dynare.org/trac/ticket/21#comment:3> Dynare <http://www.dynare.org> The Dynare project

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options_.partial_information
by George Perendia 19 Mar '10

19 Mar '10

Hi Michel and Sebastien (et al) The partial information is now failing in estimation_1.m (on line 1096) since there is no PI Kalman smother available yet. As an interim solution we suggest to bypass that whole if ... diagnostics block by adding an additional clause & options_.partial_information == 0 to its if test on lines 1086-1088 , i.e. if (~((any(bayestopt_.pshape > 0) & options_.mh_replic) | (any(bayestopt_.pshape ... > 0) & options_.load_mh_file)) ... | ~options_.smoother ) & M_.endo_nbr^2*gend < 1e7 ... & options_.partial_information == 0 % to be fixed . Would that be ok? -- Best regards George

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[Trac] #82: prior_analysis and posterior_analysis commands broken
by Trac Dynare 18 Mar '10

18 Mar '10

#82: prior_analysis and posterior_analysis commands broken --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: major | Milestone: Component: Preprocessor | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- The prior_analysis and posterior_analysis commands are broken: the calling sequence generated by the preprocessor doesn't match the calling sequence of the MATLAB function... Their documentation in the ref. manual also needs updating. -- Ticket URL: <https://www.dynare.org/trac/ticket/82> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #65: Second derivatives w.r.t. parameters
by Trac Dynare 15 Mar '10

15 Mar '10

#65: Second derivatives w.r.t. parameters --------------------------+------------------------------------------------- Reporter: ratto | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 4.2-alpha2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- In identification analysis, for the computation of the Jacobian of typical optimization problems like moment matching (limited information). -- Ticket URL: <https://www.dynare.org/trac/ticket/65> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #19: Add tool to automatically write a stationary version of the model, given trends supplied by user
by Trac Dynare 12 Mar '10

12 Mar '10

#19: Add tool to automatically write a stationary version of the model, given trends supplied by user ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: houtanb Type: feature | Status: accepted Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by houtanb): * owner: sebastien => houtanb * status: new => accepted -- Ticket URL: <https://www.dynare.org/trac/ticket/19#comment:3> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] Estimation DLL design
by George Perendia 12 Mar '10

12 Mar '10

Hi If nspred is number of predetermined variables in the state vector defined in set_state_space.m as dr.nspred = sum(kstate(:,2) <= M_.maximum_endo_lag+1); Can nspred then be larger than npred, i.e. the total number of predetermined variables (=nboth + only predetermined)? , i.e.in dynare_estimation_1.m we have: bayestopt_.restrict_columns = [ic; length(k2)+(1:nspred-npred)']; but the differnce ia then not supposed to be larger than 0 and the second term in the square brackets should then never yield anything other than zero length vector so it appears redundant - or am I missing something. -- Best regards George

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[Trac] #32: Report MATLAB crashes on Linux/64 to Mathworks
by Trac Dynare 10 Mar '10

10 Mar '10

#32: Report MATLAB crashes on Linux/64 to Mathworks --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- On Linux, the 64-bits version of MATLAB crashes on some models with Dynare. The crash seems to occur with rather big models. It is reproducible, in the sense that the same code will always trigger the bug; but a small change in the code can sometimes make the crash disappear. Note that the crash is only triggered by M-files (no MEX). See the attached "plouf.m" and "plouf_static.m". They are derived from preprocessor-generated files with the EAGLE model. The script "plouf.m" calls the function "plouf_static.m". Attached is the crash dump of MATLAB. The crash is reproducible on MATLAB Linux/64, versions 7.5, 7.6 and 7.8. But it does not occur on MATLAB for Linux/32, Windows/32 and Windows/64. As can be seen from the displayed marks which I have inserted, MATLAB crashes around line 131 of "plouf_static.m". More precisely, it seems to crash just after having computed the expression there. I can't understand exactly what's going on. We need to report this to Mathworks. -- Ticket URL: <https://www.dynare.org/trac/ticket/32> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #60: Fix memory leaks in k_order_perturbation DLL
by Trac Dynare 09 Mar '10

09 Mar '10

#60: Fix memory leaks in k_order_perturbation DLL -------------------------+-------------------------------------------------- Reporter: sebastien | Owner: george Type: bug | Status: new Priority: minor | Milestone: Component: K-order DLL | Version: Keywords: | -------------------------+-------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/60> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #9: Add derivatives of external functions in the model
by Trac Dynare 09 Mar '10

09 Mar '10

#9: Add derivatives of external functions in the model ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: houtanb Type: feature | Status: closed Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: fixed | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien): * status: assigned => closed * resolution: => fixed Comment: Maximum sharing implemented in 4f6a3669c6b86375a31adedc3338db33aa973836 Temporary terms implemented in 30ea396a08adcad6ea3ca42082611b3e977f3e51 Documentation in ref. manual in 9451c56d3d26fc90267ba07ea3c7528eaba25bd8 -- Ticket URL: <https://www.dynare.org/trac/ticket/9#comment:7> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #9: Add derivatives of external functions in the model
by Trac Dynare 23 Feb '10

23 Feb '10

#9: Add derivatives of external functions in the model ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: houtanb Type: feature | Status: assigned Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Comment(by sebastien): First version of this feature implemented in commit 12c4a52ebc5e95af537a7b7163bde2d34de2e46f. Still need to add: * inside DataTree, a table for maximum sharing between nodes associated to external functions * computation of temporary terms, in particular a way to optimize calls to jacobian and hessian functions -- Ticket URL: <https://www.dynare.org/trac/ticket/9#comment:6> Dynare <http://www.dynare.org> The Dynare project

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