Dynare 4.5.6 ReleasedPosted on 26 July 2018
We are pleased to announce the release of Dynare 4.5.6.
This is a bugfix release.
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
montecarlooption in Gaussian Filter and Nonlinear Kalman Filter.
- Added back a flag to deal with errors on Cholesky decomposition in the Conditional Particle Filter.
length()operator was returning
1when 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.