dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2019-06-19T15:38:12Zhttps://git.dynare.org/Dynare/dynare/-/issues/543Acceptance Rates2019-06-19T15:38:12ZStéphane Adjemianstepan@adjemian.euAcceptance Rates*Created by: MichaelSpece*
Suggested labels: documentation, estimation, enhancement
Document acceptance rate behavior as output and saved by dynare in estimation (e.g. see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5051). Someth...*Created by: MichaelSpece*
Suggested labels: documentation, estimation, enhancement
Document acceptance rate behavior as output and saved by dynare in estimation (e.g. see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5051). Something like, “If mh_replic > 0 and load_mh_file is specified, only the new draws are used in updating the acceptance rate.”
As an enhancement, I suggest changing all uses of “acceptation” to “acceptance.” (Acceptation is non-standard usage in the context of Monte Carlo, and does not make sense given the narrow connotations of acceptation.)
4.4Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/537Metropolis file created with Dynare 4.3.3 can't be loaded by 4.42019-06-19T15:38:14ZMichelJuillardMetropolis file created with Dynare 4.3.3 can't be loaded by 4.4If I'm not mistaken
commit 6390830b4d924df9dba14b3620a77a10409a1880 adds a new field to <fname>_mh_history.mat (record variable): LastLogPost that was not present in version 4.3.3
This breaks compatibility with older <fname>_mh_history.m...If I'm not mistaken
commit 6390830b4d924df9dba14b3620a77a10409a1880 adds a new field to <fname>_mh_history.mat (record variable): LastLogPost that was not present in version 4.3.3
This breaks compatibility with older <fname>_mh_history.mat
I would rather have the new field set to NaN if it is missing in the original file, if it is possible.
4.4Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/519mode_compute consistency check2019-06-19T15:38:16ZMichelJuillardmode_compute consistency checkIn unstable, we have added a check that reports an error if the parameters contained in a previously computed mode don't match the list of currently estimated ones.
Some users (Christiano, Motto, Rostagno, 2013, public code for Risk Shoc...In unstable, we have added a check that reports an error if the parameters contained in a previously computed mode don't match the list of currently estimated ones.
Some users (Christiano, Motto, Rostagno, 2013, public code for Risk Shocks, AER) rely on the behavior of version 4.3.2 that didn't perform this check.
I suggest to transform the error in warning and use the prior mean to initialize estimated parameters that are missing in the previously computed mode.
4.4Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/495Remove dynDate class2019-06-19T15:38:16ZStéphane Adjemianstepan@adjemian.euRemove dynDate classWe do not really need to have both `dynDate` and `dynDates` classes. Need to import some of the methods of `dynDate` class into `dynDates` class.
We do not really need to have both `dynDate` and `dynDates` classes. Need to import some of the methods of `dynDate` class into `dynDates` class.
4.4Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/493bug in @dynSeries/subsasgn.m2019-06-19T15:38:16ZMichelJuillardbug in @dynSeries/subsasgn.mUpdating a subsample of a time series results in duplication of the variables:
Example:
z = dynSeries((1:5)',dynDate('1990Q1'),'Z');
d = dynDate('1990Q2'):dynDate('1990Q4');
z(d) = z(d) + 10
This is obviously related to merge_dynSeries...Updating a subsample of a time series results in duplication of the variables:
Example:
z = dynSeries((1:5)',dynDate('1990Q1'),'Z');
d = dynDate('1990Q2'):dynDate('1990Q4');
z(d) = z(d) + 10
This is obviously related to merge_dynSeries_objects = 1; at the beginning of subsasgn.m that triggers merge() at the end of the function and which shouldn't happen in this case. I'm not sure how to fix it without breaking something else.
4.4Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/361Document the fact that MCMC is deterministic and what are the possible conseq...2013-12-04T09:12:12ZSébastien VillemotDocument the fact that MCMC is deterministic and what are the possible consequences of thatSee the discussion in #85
See the discussion in #85
4.4Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/346Overload numel function in dynSeries and dynDates classes2013-03-28T11:31:43ZStéphane Adjemianstepan@adjemian.euOverload numel function in dynSeries and dynDates classesIf ts is a dynSeries object then numel(ts) should return the number of variables (ts.vobs). If dd is a dynDates object then numel(dd) should return the number of dates (dd.ndat).
If ts is a dynSeries object then numel(ts) should return the number of variables (ts.vobs). If dd is a dynDates object then numel(dd) should return the number of dates (dd.ndat).
4.4Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/333Add regular expressions in @dynSeries/subsagn2013-03-28T11:31:43ZStéphane Adjemianstepan@adjemian.euAdd regular expressions in @dynSeries/subsagnWe already have the possibility to use regular expressions in @dynSeries/subsref. The code should be factorized and reused in @dynSeries/subsagn. This would allow syntax like:
ts{GROWTH_GDP_@US,JP,FR,GB@} = ts{GDP_@US,JP,FR,GB@}.ygrowth...We already have the possibility to use regular expressions in @dynSeries/subsref. The code should be factorized and reused in @dynSeries/subsagn. This would allow syntax like:
ts{GROWTH_GDP_@US,JP,FR,GB@} = ts{GDP_@US,JP,FR,GB@}.ygrowth
where ts is a dynSeries object.
4.4Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/290Estimation+moments_varendo does not always deliver autocorrelation function2013-03-27T13:12:56ZSébastien VillemotEstimation+moments_varendo does not always deliver autocorrelation functionEven when option ar > 1, oo_.PosteriorTheoreticalMoments.mean.var1.var2 seems to be a scalar.
Even when option ar > 1, oo_.PosteriorTheoreticalMoments.mean.var1.var2 seems to be a scalar.
4.4Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/182Document DSGE-VAR in the ref manual2013-12-04T14:23:30ZSébastien VillemotDocument DSGE-VAR in the ref manual4.4Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/152Stochastic Extended path2013-06-10T12:35:45ZSébastien VillemotStochastic Extended pathSome code already exists, it is mainly a matter of creating an interface.
Some code already exists, it is mainly a matter of creating an interface.
4.4Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.eu