Hi Marco, it seems your recent commits broke the dsge_likelihood routine. Almost all unit tests crash in the Kalman filter routines due to non-conformable matrices. Unfortunately, I could not trace the origin of the problem. Best, Johannes -- Johannes Pfeifer Friesenwall 104 50672 Köln Tel.: +49-221-29873852 Mobil.: +49-170-6936820 Germany
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA512 Hi Johannes, Can you send the output of the testsuite (the txt file returned after make check-matlab) ? I didn't observe any problem today. I have just checked that estimation/fs2000.mod runs without any problem. Best, Stéphane. On 14/10/2015 19:41, Johannes Pfeifer wrote:
Hi Marco,
it seems your recent commits broke the dsge_likelihood routine. Almost all unit tests crash in the Kalman filter routines due to non-conformable matrices. Unfortunately, I could not trace the origin of the problem.
Best,
Johannes
--
Johannes Pfeifer
Friesenwall 104
50672 Köln
Tel.: +49-221-29873852
Mobil.: +49-170-6936820
Germany
_______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
-----BEGIN PGP SIGNATURE----- iQQcBAEBCgAGBQJWHqxpAAoJEKbUTLnGTOd7Ldof/Ahc0+AxH7YPLfyxHplHf7Gc HNubucVGyki+IPxVbCtqPE6UF5C3KLI3mid0x85G+gU0YSK5QmiNIgVZh+rrl8ga RycL7gS0z9OI8tXiofX88H3DXRDueUMpkOdDZhUCqxz6hK5hWmPFVuLgBpEb+Jss smXIbXFzEu9bHZUz8S4gNr1ZQjEazpFZ8Co02bit1Erln9/N1sT1+zpCCuf1b8ko OBJiTIu4OoyEMLt2vbv5MqtcwAry7iqTidVRTL4+SUhjroksR5eaizXpWj9FLyxq Jr26gARY92RdFxqyWDWX0l1jhTVpw/hOr4IKHacp+g/C/Sih7d6KIhLkpWZojUj6 GuwfAYsTBfpZRi+RA1jSVkCgKnI4h3L8vk17NyGcrLbXn5yQcjm3QwS1qOgKQncw ZkitoHdqhFaCLNaoR9OqidtkYHcYoKmOsLLYs60JTncO7gy2medixaqztLg4icGt Kj0E2C7TFa7gT1rLecUyEhUbs5xX/6GcyPu7KRovmp/Sf4OAGtdETemIOo1o0aHs nSUb+8NX1huUP/BOGEsm+s5xE7o2BWKEHKLdGHUtq8SgVh6VM7GTNWAhpZuXh6nA iFcqpipOsznpB3bkPCwJjp6PaMJZRCf5EgP1lEZdKUDfFFWYl6Xh//V9dyknwt6J Zpn41iMLE0J9pGzJak3n0Dd38uOl5PMYZ3dzJ3So0x041Lt96vfArWcl9pdgRGcU vqnlr9qiqzpcbHlI2R/eQWSy6qJ2qpEy8SMnfa67ox9Ak2AcmS8Po49pnm5i2lrW rghS0mzdJPHwOqmIuxqDiQ8qWVm1mxVO8MbOg3lGLYlub6H34gMh+QYjWbJzqLW1 Er7/LNSU84EtTzvxi8pDodk2dwJiedrxJYqsCsLQqBUJmUnGMpLeEbbp7F5+JKDR hQ1M5pSk0opDC6Ejy8PGGsOjdAwR4w3NoE/eDvYGsDQ6fzCKTO2vVj4evLSNZW9N S5mGTVRjm8A5ssr3RtuuUKmP171+9Vxirark/8ARiP43CLy54iXNllQOWHdq4W32 o6TtV0diw82pYOxL0NgzMMSpH2TlP0NRGbYrhm1221wX2DIsEdN5f7W1R7DWN1Ew m2baBlMyut5T3fZrBdoab0NE2aVA4aCLRk3dCyUEVMffSeQtxWVFcrDbZPI7fw5q Gz3uttBVqVBkc4vtlWajAeruOtWgVKHKrnt6rtHtsiHC1YI52Vg0xqzKqSD3avWB MY7eubOGBNeMBLG1eH4ZLUf8Ox8mvxMCGvvb6Q2h5NCR5IZDSNe0EaiHpDHM8RW8 30rA/voa+oIaL1N9kWVCmRSCjZg2J9Yn6L8p7lUMITfOYY6G+TgE6ZTrNOuwSBc= =45dU -----END PGP SIGNATURE-----
Try TeX/fs2000_corr_ME.mod I selectively ran some of the failed tests from today's mail to the dev list, not the whole suite
Am 14.10.2015 um 21:26 schrieb Stéphane Adjemian <stepan@dynare.org>:
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA512
Hi Johannes,
Can you send the output of the testsuite (the txt file returned after make check-matlab) ? I didn't observe any problem today. I have just checked that estimation/fs2000.mod runs without any problem.
Best, Stéphane.
On 14/10/2015 19:41, Johannes Pfeifer wrote: Hi Marco,
it seems your recent commits broke the dsge_likelihood routine. Almost all unit tests crash in the Kalman filter routines due to non-conformable matrices. Unfortunately, I could not trace the origin of the problem.
Best,
Johannes
--
Johannes Pfeifer
Friesenwall 104
50672 Köln
Tel.: +49-221-29873852
Mobil.: +49-170-6936820
Germany
_______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
-----BEGIN PGP SIGNATURE-----
iQQcBAEBCgAGBQJWHqxpAAoJEKbUTLnGTOd7Ldof/Ahc0+AxH7YPLfyxHplHf7Gc HNubucVGyki+IPxVbCtqPE6UF5C3KLI3mid0x85G+gU0YSK5QmiNIgVZh+rrl8ga RycL7gS0z9OI8tXiofX88H3DXRDueUMpkOdDZhUCqxz6hK5hWmPFVuLgBpEb+Jss smXIbXFzEu9bHZUz8S4gNr1ZQjEazpFZ8Co02bit1Erln9/N1sT1+zpCCuf1b8ko OBJiTIu4OoyEMLt2vbv5MqtcwAry7iqTidVRTL4+SUhjroksR5eaizXpWj9FLyxq Jr26gARY92RdFxqyWDWX0l1jhTVpw/hOr4IKHacp+g/C/Sih7d6KIhLkpWZojUj6 GuwfAYsTBfpZRi+RA1jSVkCgKnI4h3L8vk17NyGcrLbXn5yQcjm3QwS1qOgKQncw ZkitoHdqhFaCLNaoR9OqidtkYHcYoKmOsLLYs60JTncO7gy2medixaqztLg4icGt Kj0E2C7TFa7gT1rLecUyEhUbs5xX/6GcyPu7KRovmp/Sf4OAGtdETemIOo1o0aHs nSUb+8NX1huUP/BOGEsm+s5xE7o2BWKEHKLdGHUtq8SgVh6VM7GTNWAhpZuXh6nA iFcqpipOsznpB3bkPCwJjp6PaMJZRCf5EgP1lEZdKUDfFFWYl6Xh//V9dyknwt6J Zpn41iMLE0J9pGzJak3n0Dd38uOl5PMYZ3dzJ3So0x041Lt96vfArWcl9pdgRGcU vqnlr9qiqzpcbHlI2R/eQWSy6qJ2qpEy8SMnfa67ox9Ak2AcmS8Po49pnm5i2lrW rghS0mzdJPHwOqmIuxqDiQ8qWVm1mxVO8MbOg3lGLYlub6H34gMh+QYjWbJzqLW1 Er7/LNSU84EtTzvxi8pDodk2dwJiedrxJYqsCsLQqBUJmUnGMpLeEbbp7F5+JKDR hQ1M5pSk0opDC6Ejy8PGGsOjdAwR4w3NoE/eDvYGsDQ6fzCKTO2vVj4evLSNZW9N S5mGTVRjm8A5ssr3RtuuUKmP171+9Vxirark/8ARiP43CLy54iXNllQOWHdq4W32 o6TtV0diw82pYOxL0NgzMMSpH2TlP0NRGbYrhm1221wX2DIsEdN5f7W1R7DWN1Ew m2baBlMyut5T3fZrBdoab0NE2aVA4aCLRk3dCyUEVMffSeQtxWVFcrDbZPI7fw5q Gz3uttBVqVBkc4vtlWajAeruOtWgVKHKrnt6rtHtsiHC1YI52Vg0xqzKqSD3avWB MY7eubOGBNeMBLG1eH4ZLUf8Ox8mvxMCGvvb6Q2h5NCR5IZDSNe0EaiHpDHM8RW8 30rA/voa+oIaL1N9kWVCmRSCjZg2J9Yn6L8p7lUMITfOYY6G+TgE6ZTrNOuwSBc= =45dU -----END PGP SIGNATURE----- _______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
Some test cases never ran. For example: | * kalman/likelihood_from_dynare/fs2000_corr_ME.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME_missing.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod The fixing is not trivial and on my todo list. I don't know if it corresponds to what Johannes just observed. Best Michel Johannes Pfeifer writes:
Try TeX/fs2000_corr_ME.mod I selectively ran some of the failed tests from today's mail to the dev list, not the whole suite
Am 14.10.2015 um 21:26 schrieb Stéphane Adjemian <stepan@dynare.org>:
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA512
Hi Johannes,
Can you send the output of the testsuite (the txt file returned after make check-matlab) ? I didn't observe any problem today. I have just checked that estimation/fs2000.mod runs without any problem.
Best, Stéphane.
On 14/10/2015 19:41, Johannes Pfeifer wrote: Hi Marco,
it seems your recent commits broke the dsge_likelihood routine. Almost all unit tests crash in the Kalman filter routines due to non-conformable matrices. Unfortunately, I could not trace the origin of the problem.
Best,
Johannes
--
Johannes Pfeifer
Friesenwall 104
50672 Köln
Tel.: +49-221-29873852
Mobil.: +49-170-6936820
Germany
_______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
-----BEGIN PGP SIGNATURE-----
iQQcBAEBCgAGBQJWHqxpAAoJEKbUTLnGTOd7Ldof/Ahc0+AxH7YPLfyxHplHf7Gc HNubucVGyki+IPxVbCtqPE6UF5C3KLI3mid0x85G+gU0YSK5QmiNIgVZh+rrl8ga RycL7gS0z9OI8tXiofX88H3DXRDueUMpkOdDZhUCqxz6hK5hWmPFVuLgBpEb+Jss smXIbXFzEu9bHZUz8S4gNr1ZQjEazpFZ8Co02bit1Erln9/N1sT1+zpCCuf1b8ko OBJiTIu4OoyEMLt2vbv5MqtcwAry7iqTidVRTL4+SUhjroksR5eaizXpWj9FLyxq Jr26gARY92RdFxqyWDWX0l1jhTVpw/hOr4IKHacp+g/C/Sih7d6KIhLkpWZojUj6 GuwfAYsTBfpZRi+RA1jSVkCgKnI4h3L8vk17NyGcrLbXn5yQcjm3QwS1qOgKQncw ZkitoHdqhFaCLNaoR9OqidtkYHcYoKmOsLLYs60JTncO7gy2medixaqztLg4icGt Kj0E2C7TFa7gT1rLecUyEhUbs5xX/6GcyPu7KRovmp/Sf4OAGtdETemIOo1o0aHs nSUb+8NX1huUP/BOGEsm+s5xE7o2BWKEHKLdGHUtq8SgVh6VM7GTNWAhpZuXh6nA iFcqpipOsznpB3bkPCwJjp6PaMJZRCf5EgP1lEZdKUDfFFWYl6Xh//V9dyknwt6J Zpn41iMLE0J9pGzJak3n0Dd38uOl5PMYZ3dzJ3So0x041Lt96vfArWcl9pdgRGcU vqnlr9qiqzpcbHlI2R/eQWSy6qJ2qpEy8SMnfa67ox9Ak2AcmS8Po49pnm5i2lrW rghS0mzdJPHwOqmIuxqDiQ8qWVm1mxVO8MbOg3lGLYlub6H34gMh+QYjWbJzqLW1 Er7/LNSU84EtTzvxi8pDodk2dwJiedrxJYqsCsLQqBUJmUnGMpLeEbbp7F5+JKDR hQ1M5pSk0opDC6Ejy8PGGsOjdAwR4w3NoE/eDvYGsDQ6fzCKTO2vVj4evLSNZW9N S5mGTVRjm8A5ssr3RtuuUKmP171+9Vxirark/8ARiP43CLy54iXNllQOWHdq4W32 o6TtV0diw82pYOxL0NgzMMSpH2TlP0NRGbYrhm1221wX2DIsEdN5f7W1R7DWN1Ew m2baBlMyut5T3fZrBdoab0NE2aVA4aCLRk3dCyUEVMffSeQtxWVFcrDbZPI7fw5q Gz3uttBVqVBkc4vtlWajAeruOtWgVKHKrnt6rtHtsiHC1YI52Vg0xqzKqSD3avWB MY7eubOGBNeMBLG1eH4ZLUf8Ox8mvxMCGvvb6Q2h5NCR5IZDSNe0EaiHpDHM8RW8 30rA/voa+oIaL1N9kWVCmRSCjZg2J9Yn6L8p7lUMITfOYY6G+TgE6ZTrNOuwSBc= =45dU -----END PGP SIGNATURE----- _______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
-- Michel Juillard
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA512 These tests fail since weeks... Hence orthogonal to the recent commits by Marco. I will try TeX/fs2000_corr_ME.mod. Best, Stéphane On 14/10/2015 21:58, Michel Juillard wrote:
Some test cases never ran. For example: | * kalman/likelihood_from_dynare/fs2000_corr_ME.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME_missing.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod
The fixing is not trivial and on my todo list. I don't know if it corresponds to what Johannes just observed.
Best
Michel
Johannes Pfeifer writes:
Try TeX/fs2000_corr_ME.mod I selectively ran some of the failed tests from today's mail to the dev list, not the whole suite
Am 14.10.2015 um 21:26 schrieb Stéphane Adjemian <stepan@dynare.org>:
Hi Johannes,
Can you send the output of the testsuite (the txt file returned after make check-matlab) ? I didn't observe any problem today. I have just checked that estimation/fs2000.mod runs without any problem.
Best, Stéphane.
On 14/10/2015 19:41, Johannes Pfeifer wrote: Hi Marco,
it seems your recent commits broke the dsge_likelihood routine. Almost all unit tests crash in the Kalman filter routines due to non-conformable matrices. Unfortunately, I could not trace the origin of the problem.
Best,
Johannes
--
Johannes Pfeifer
Friesenwall 104
50672 Köln
Tel.: +49-221-29873852
Mobil.: +49-170-6936820
Germany
_______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
_______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev _______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
-----BEGIN PGP SIGNATURE----- iQQcBAEBCgAGBQJWHrb6AAoJEKbUTLnGTOd7qRIf/39+WkK+n2a9AczmS4yByvZQ 6Ap37nwOx5k728cTUC59qRSA2QMviQKJMi/c1EMNjKr33422kc9SIbZ+2v4MXorW noTp6G8nInIIvdNOaAwqkNnjg7/u98YCbIZtAo1JMJRQkhI01pm9qvjdti446Ggg qmJJBzLrWvDTVZ3ITH3oePyWdzKaNxuh/nkVTCNEkHye8M8OHWUs/DIGs11eyDIu hrKaSSHhfpYLDNqGWsDb4q3H/wK16toqEzPw1Ef4GHu0xg9tgd5Ktl4SaDIf1jWD aQagYVI3Caa+MRiaEGEK7cN3Vu2zjWasndZ5gSWfaC+7t2IwdQv26vLhudUAiS3M gm+6v77t5ghLnEc5roLvRkK/F/NS3xaeURF5WLV2Jq4UZ8cIlyZVLhx6H/jfkwyR CaGn1WaOMtRxkib1lotGw7c5wRturqHTOSGqmHXFEaQXOaCK11LHaXYy08m0hV1V C6Qmy642egEn0x+o5meZQI3BolXu0Q5oqYg9dYlzihZzGBO/UYMPiFW/jd2+UYP4 dJAaOItsoNOjIbKfk04SGBmf22BhJry8i2zc/1sMgwQLMWBex4b+3aHuEcMhETyz jw0khHsuKXj1WYYJcLAWF7DCeGDb+8tTjpjsgwVRaUfkdeGvgjv6KcBJ26jfzv4X shWvUjnP6Zw+VekvsEQo8sqZJaDsvnpQd9NgB/Vo1/DuaDtMLspbZX6RQ1VEZDiQ SMXKJpiN1Ptp7qApcPnsQoaE5WnekupV3W56WoCUh9PELLDbyyltwceFJPOcQI7A /oZsFgr+LY2BQt+IwEp16NNLFL4BVYfwvhu7EvXLtRQ/njK0w5WC+5+eIZsUbQOU ZtIuEU8snADSqUOAbWsAzLz2ZRK57+5y2qHxVAKynXo532PZOiaLaYKn9+9Nv3ZH 3AXDgSgbndKR5PKXMTJ4QeIMTYDz3wDQ2QV4EwTN5H2PVzNjzxn+q9jscdkqbeNl jTZ4pratnZmSh761UUUbqX5AE8ub9R97cYFIWBPEkdSqWsZ/I/dlYtLpjEUiPygv pjGR0pIBTpveZDj91XIG0i94YU+iRTvrJt1RNyT2mncpCgT6pEuHgfoOTWBkC+x5 fM9O8j0hnybnXG3e6AfLWFaycNYJ2gunlRwYlGW4+keaATijFQNRdNT9PEHj4/Yg sRzso6WsjECgBgkh3XhdNZJ1fcUWz6yB7XaoCuvex/EniWqEMbIPWGu70x5BPNXt YMCDtxXpi7SPU9xHrHQjAvRK1kWvQ+lfizIObecJ01fCP2jeXmlsGFSpaKImu+Dr ocyBUSVgdPPaOyLZ5VVZa3ckn2iEl5e4My0vEu3HhXc50/UZYibTRss70X3HnNk= =3TRp -----END PGP SIGNATURE-----
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA512 In TeX/fs2000_corr_ME a singularity is detected and Dynare goes to the univariate Kalman filter. Unfortunately, in this situation (with correlated measurement errors) the state vector does not have the correct dimension. If we force Dynare not to use the univariate filter in case of singularity (setting use_univariate_filters_if_singularity_is_detected equal to zero) the estimation goes smoothly. Obviously this is not a solution for this test (though I always use this option). I fixed the problem by adding a flag called singularity_has_been_detected in dsge_likelihood (at the beginning of section 4) equal to false by default and resetting this variable to true when isinf(LIK) and DynareOptions.use_univariate_filters_if_singularity_is_detected are true. When the flag is true I augment the size of the state vector (a) when needed (if the model has correlated measurement errors). I need to do more testing with other mod files... I think that this is a long standing bug. Before the last commits by Marco the singularity was not detected (and we never reached this case). The bugs in kalman/likelihood_from_dynare/*.mod are not related to this one. Best, Stéphane. On 14/10/2015 21:58, Michel Juillard wrote:
Some test cases never ran. For example: | * kalman/likelihood_from_dynare/fs2000_corr_ME.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME_missing.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod
The fixing is not trivial and on my todo list. I don't know if it corresponds to what Johannes just observed.
Best
Michel
Johannes Pfeifer writes:
Try TeX/fs2000_corr_ME.mod I selectively ran some of the failed tests from today's mail to the dev list, not the whole suite
Am 14.10.2015 um 21:26 schrieb Stéphane Adjemian <stepan@dynare.org>:
Hi Johannes,
Can you send the output of the testsuite (the txt file returned after make check-matlab) ? I didn't observe any problem today. I have just checked that estimation/fs2000.mod runs without any problem.
Best, Stéphane.
On 14/10/2015 19:41, Johannes Pfeifer wrote: Hi Marco,
it seems your recent commits broke the dsge_likelihood routine. Almost all unit tests crash in the Kalman filter routines due to non-conformable matrices. Unfortunately, I could not trace the origin of the problem.
Best,
Johannes
--
Johannes Pfeifer
Friesenwall 104
50672 Köln
Tel.: +49-221-29873852
Mobil.: +49-170-6936820
Germany
_______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
_______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev _______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
-----BEGIN PGP SIGNATURE----- iQQcBAEBCgAGBQJWHsswAAoJEKbUTLnGTOd7jwkf/1HT3LW9bGx6Py2urRTabPxY dThqu43KDZJtW1ee2dP5LsDBZthDukbUwTEu/05KA6Eq/ZjB145U/zZE1Jw1w24H +qnJ9dUzJ/+I/XGunX1dUEmmVJ+voC1FgyinvVmeEDir5R0ilTcSp2nQpZFIl8f1 k4asszSbkG1Xeb8juyX3rjJHWYLTmsYPAjKCPbO8sd5b9kGv0TlaJKIueRep/6EC jj2169xipRTTDiFzle2xpq5PW/8ewwx0ev9VrjHuCDmPriA2yFGrowWreo1OzXWA bWET7d0U8MeQemQ0E2Pt8DZtu5L+KwUJg1bcnK+ZpBr7nVP7H6OdK6jg2DzaGfAM PnHG8uW44ZrcgMMBxlghEM6iad/gYi+woCq7qDNmCa9SYpRcCAHsjk6/EaCdDfb2 uJ0CdnjyNwcqoqZe9DFbHjSdrhzXBEOdDDxPYoNjkUFEXkGBqIC/50hil4SmP8RA PeO5QETQ/M/QfwCeoGq2pB5g9/bovc7SmA4Y+UErhTfqfHy+NMGcDziH7DbO2mJx lnweo50PQsP9J1qS9tCoio5k0XzaCt7m5nEXBSU4MmbHQneE5oPYC6xeqizf7vP0 PP2LTZXz6r08Z38UTCfSybD4uOlQ+1aA+FpoEcqPhzSf4QHTR7JKaJ6Oq0BGFVAW g4L893tej+2Um1nnVbK7o8A0nNM0GFBtlkefPj017YjwMqgCmLDaNJYV/l02jZDE C4TfyNgJaBt+n71u8NGIKYqLmqh/fc63z0QYRVuTOuD2Ca92cSDrWJ209MtIymJa pOrwSy/6KMa3Ghh4hVOjFDZoDrjfdrvrSpUHUmp5y3K6ASbBwTKOnCCDMdBJXpc8 69uWInSDZxLjDk0j/kkgeYSoOlsofklJMijPJd6Wo3mNJirjTZM8FdjBax10Tw0D I+LsZugdXFFwoHzoKPnHdZQgSIVWGQmEuq1eOCokD8B0okcT58iZa50MTWyIVOeP LyP2u4yHhVspBfAWYxYaBXUYuyrguCGMFdUWRdZ2FnZHInFv9ukusFtFww+3Hfrd OEXVO3LVwONhsB1USZCGUzDWyZpEgvxuYzwUiuoE3N35KVjAPq9jSc0h//QeYIYC An/u/nReIR0DYfEE4f2fwvLOnuYZIF3xeZxbzxgM2UXY+L+pxrqnUuznmaOds+EN 4O4HFFCp91zi8zbDL952WPgZ4AInIZeWsqbREdO9mCx6T0YVGKwpQIYFEJaXgjNl aYtpdl5xzRWLi+jD5QM7gFxnsF3CW8FOyv722lj7H6pJ59xgR0V/8A49ZijJFot6 fWrpkqrfHQ3aj3OxUVFQeMJzLD2doJxN1CQ3qMWnrmJBvoyASdxtCn4Culvp1fU= =3wcy -----END PGP SIGNATURE-----
Then it might be that my modified tolerance make things worse [I thought to decrease singularity issues in multivariate filters ...]. I'll check as well Marco -- Marco Ratto, Financial and Economic Analysis Joint Research Centre European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 3794 Fax: +39 0332 78 5752, marco.ratto@jrc.ec.europa.eu http://www.macfinrobods.eu/ On 10/14/2015 11:37 PM, Stéphane Adjemian wrote:
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA512
In TeX/fs2000_corr_ME a singularity is detected and Dynare goes to the univariate Kalman filter. Unfortunately, in this situation (with correlated measurement errors) the state vector does not have the correct dimension.
If we force Dynare not to use the univariate filter in case of singularity (setting use_univariate_filters_if_singularity_is_detected equal to zero) the estimation goes smoothly. Obviously this is not a solution for this test (though I always use this option).
I fixed the problem by adding a flag called singularity_has_been_detected in dsge_likelihood (at the beginning of section 4) equal to false by default and resetting this variable to true when isinf(LIK) and DynareOptions.use_univariate_filters_if_singularity_is_detected are true. When the flag is true I augment the size of the state vector (a) when needed (if the model has correlated measurement errors). I need to do more testing with other mod files...
I think that this is a long standing bug. Before the last commits by Marco the singularity was not detected (and we never reached this case).
The bugs in kalman/likelihood_from_dynare/*.mod are not related to this one.
Best, Stéphane.
On 14/10/2015 21:58, Michel Juillard wrote:
Some test cases never ran. For example: | * kalman/likelihood_from_dynare/fs2000_corr_ME.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME_missing.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod
The fixing is not trivial and on my todo list. I don't know if it corresponds to what Johannes just observed.
Best
Michel
Johannes Pfeifer writes:
Try TeX/fs2000_corr_ME.mod I selectively ran some of the failed tests from today's mail to the dev list, not the whole suite
Am 14.10.2015 um 21:26 schrieb Stéphane Adjemian <stepan@dynare.org>:
Hi Johannes,
Can you send the output of the testsuite (the txt file returned after make check-matlab) ? I didn't observe any problem today. I have just checked that estimation/fs2000.mod runs without any problem.
Best, Stéphane.
On 14/10/2015 19:41, Johannes Pfeifer wrote: Hi Marco,
it seems your recent commits broke the dsge_likelihood routine. Almost all unit tests crash in the Kalman filter routines due to non-conformable matrices. Unfortunately, I could not trace the origin of the problem.
Best,
Johannes
--
Johannes Pfeifer
Friesenwall 104
50672 Köln
Tel.: +49-221-29873852
Mobil.: +49-170-6936820
Germany
_______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
_______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev _______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev -----BEGIN PGP SIGNATURE-----
iQQcBAEBCgAGBQJWHsswAAoJEKbUTLnGTOd7jwkf/1HT3LW9bGx6Py2urRTabPxY dThqu43KDZJtW1ee2dP5LsDBZthDukbUwTEu/05KA6Eq/ZjB145U/zZE1Jw1w24H +qnJ9dUzJ/+I/XGunX1dUEmmVJ+voC1FgyinvVmeEDir5R0ilTcSp2nQpZFIl8f1 k4asszSbkG1Xeb8juyX3rjJHWYLTmsYPAjKCPbO8sd5b9kGv0TlaJKIueRep/6EC jj2169xipRTTDiFzle2xpq5PW/8ewwx0ev9VrjHuCDmPriA2yFGrowWreo1OzXWA bWET7d0U8MeQemQ0E2Pt8DZtu5L+KwUJg1bcnK+ZpBr7nVP7H6OdK6jg2DzaGfAM PnHG8uW44ZrcgMMBxlghEM6iad/gYi+woCq7qDNmCa9SYpRcCAHsjk6/EaCdDfb2 uJ0CdnjyNwcqoqZe9DFbHjSdrhzXBEOdDDxPYoNjkUFEXkGBqIC/50hil4SmP8RA PeO5QETQ/M/QfwCeoGq2pB5g9/bovc7SmA4Y+UErhTfqfHy+NMGcDziH7DbO2mJx lnweo50PQsP9J1qS9tCoio5k0XzaCt7m5nEXBSU4MmbHQneE5oPYC6xeqizf7vP0 PP2LTZXz6r08Z38UTCfSybD4uOlQ+1aA+FpoEcqPhzSf4QHTR7JKaJ6Oq0BGFVAW g4L893tej+2Um1nnVbK7o8A0nNM0GFBtlkefPj017YjwMqgCmLDaNJYV/l02jZDE C4TfyNgJaBt+n71u8NGIKYqLmqh/fc63z0QYRVuTOuD2Ca92cSDrWJ209MtIymJa pOrwSy/6KMa3Ghh4hVOjFDZoDrjfdrvrSpUHUmp5y3K6ASbBwTKOnCCDMdBJXpc8 69uWInSDZxLjDk0j/kkgeYSoOlsofklJMijPJd6Wo3mNJirjTZM8FdjBax10Tw0D I+LsZugdXFFwoHzoKPnHdZQgSIVWGQmEuq1eOCokD8B0okcT58iZa50MTWyIVOeP LyP2u4yHhVspBfAWYxYaBXUYuyrguCGMFdUWRdZ2FnZHInFv9ukusFtFww+3Hfrd OEXVO3LVwONhsB1USZCGUzDWyZpEgvxuYzwUiuoE3N35KVjAPq9jSc0h//QeYIYC An/u/nReIR0DYfEE4f2fwvLOnuYZIF3xeZxbzxgM2UXY+L+pxrqnUuznmaOds+EN 4O4HFFCp91zi8zbDL952WPgZ4AInIZeWsqbREdO9mCx6T0YVGKwpQIYFEJaXgjNl aYtpdl5xzRWLi+jD5QM7gFxnsF3CW8FOyv722lj7H6pJ59xgR0V/8A49ZijJFot6 fWrpkqrfHQ3aj3OxUVFQeMJzLD2doJxN1CQ3qMWnrmJBvoyASdxtCn4Culvp1fU= =3wcy -----END PGP SIGNATURE----- _______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
Dears, I checked with TeX/fs2000_corr_ME In fact the filter does the right thing, since the prior to measurement error correlation allows +/- 1, and we also get a warning: Warning: Your prior allows for correlations between measurement errors larger than +-1 and will not integrate to 1 due to truncation. Please change your prior When the multivariate filter stops, the correlation matrix implied by F is indeed [1 -1; -1 1] F is also not positive definite at that point, log(det(F)) would be a complex number, etc ... So, I think this behavior is correct and traps properly the issue around F. cheers M -- Marco Ratto, Financial and Economic Analysis Joint Research Centre European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 3794 Fax: +39 0332 78 5752, marco.ratto@jrc.ec.europa.eu http://www.macfinrobods.eu/ On 10/15/2015 8:30 AM, Marco Ratto wrote:
Then it might be that my modified tolerance make things worse [I thought to decrease singularity issues in multivariate filters ...]. I'll check as well Marco
participants (4)
-
Johannes Pfeifer -
Marco Ratto -
Michel Juillard -
Stéphane Adjemian