Dear Dynare users and friends, We are pleased to announce the release of Dynare 4.5.6. This is a bugfix release. The Windows packages are already available for download at: http://www.dynare.org/download/dynare-stable The Mac and GNU/Linux packages (for Debian and Ubuntu LTS) should follow soon. This release is compatible with MATLAB versions 7.5 (R2007b) to 9.3 (R2018a) and with GNU Octave versions 4.4. Here is a list of the problems identified in version 4.5.5 and that have been fixed in version 4.5.6: - TaRB sampler: incorrect last posterior was returned if the last draw was rejected. - Fixed online particle filter by drawing initial conditions in the prior distribution. - Fixed evaluation of the likelihood in non linear / particle filters. - Added missing documented `montecarlo` option in Gaussian Filter and Nonlinear Kalman Filter. - Added back a flag to deal with errors on Cholesky decomposition in the Conditional Particle Filter. - Macroprocessor `length()` operator was returning 1 when applied to a string. Macroprocessor now raises an error when `length()` operator is called on an integer and return the number of characters when applied to a string. - `mode_compute=8`: the error code during mode-finding was not correctly handled, resulting in crashes. - Identification was not correctly displaying a message for collinear parameters if there was no unidentified parameter present. On behalf of the Dynare Team, Stéphane.
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Stéphane Adjemian