dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2022-12-08T11:12:15Zhttps://git.dynare.org/Dynare/dynare/-/issues/1877Document Windows restrictions on passing quoted strings at command line2022-12-08T11:12:15ZJohannes PfeiferDocument Windows restrictions on passing quoted strings at command lineFor example, under Windows the invocation
```
dynare sw2007nw_dsge -Ddatafile_name='"data94q1.mat"'
```
is cut down to
```
Calling Dynare with arguments: -Ddatafile_name="data94q1.mat"
```
i.e. the second layer of quoted strings is lost....For example, under Windows the invocation
```
dynare sw2007nw_dsge -Ddatafile_name='"data94q1.mat"'
```
is cut down to
```
Calling Dynare with arguments: -Ddatafile_name="data94q1.mat"
```
i.e. the second layer of quoted strings is lost. The most robust workaround is to handle the strings at the mod-file level, e.g.
```
estimation(datafile='@{datafile_name}')
```
instead of trying to have the quote in the `datafile_name`.https://git.dynare.org/Dynare/dynare/-/issues/1876Document behavior of steady_state()-operator with trending variables2022-12-20T16:37:03ZJohannes PfeiferDocument behavior of steady_state()-operator with trending variablesSee https://forum.dynare.org/t/correct-specification-of-fiscal-rules-in-a-non-stationary-environment/21245/4See https://forum.dynare.org/t/correct-specification-of-fiscal-rules-in-a-non-stationary-environment/21245/4Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/1874Document pac_target_nonstationary-operator and auxiliary variable content rel...2024-01-29T20:44:08ZJohannes PfeiferDocument pac_target_nonstationary-operator and auxiliary variable content related to PAC-modelsThe `pac_target_nonstationary`-operator does not appear in the manual. Similarly, the content of `M_.aux_vars.orig_expr` should be documented. For example, `tests/pac/var-5/example1.mod` has an `aux_var` of the form:
```g*pacman_pac_gro...The `pac_target_nonstationary`-operator does not appear in the manual. Similarly, the content of `M_.aux_vars.orig_expr` should be documented. For example, `tests/pac/var-5/example1.mod` has an `aux_var` of the form:
```g*pacman_pac_growth_neutrality_correction+h_pacman_constant+AUX_DIFF_32(-1)*h_pacman_var_AUX_DIFF_32_lag_1+y(-1)*h_pacman_var_y_lag_1+AUX_DIFF_32(-2)*h_pacman_var_AUX_DIFF_32_lag_2+y(-2)*h_pacman_var_y_lag_2```
The structure of such expressions and the meaning of preprocessor-created objects should be explained.
Related to https://forum.dynare.org/t/iterative-ols-for-pac-equation/21379/47.xStéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1857Document data-command or replace it2022-08-10T15:09:00ZJohannes PfeiferDocument data-command or replace itCurrently, to get a `dseries`object loaded into estimation, we use
```
ts = dseries('fsdat_simul.m');
data(series=ts, first_obs=1950Q3, last_obs=2000Q3);
```
(see https://git.dynare.org/Dynare/dynare/-/blob/master/tests/dates/fs2000.mod...Currently, to get a `dseries`object loaded into estimation, we use
```
ts = dseries('fsdat_simul.m');
data(series=ts, first_obs=1950Q3, last_obs=2000Q3);
```
(see https://git.dynare.org/Dynare/dynare/-/blob/master/tests/dates/fs2000.mod). But that `data`-command is not documented as it belongs to the new estimation interface (https://git.dynare.org/Dynare/dynare/-/issues/226). The documentation at https://archives.dynare.org/DynareWiki/NewEstimation seems outdated.Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1844algebra at the beginning of conditional_forecast2022-03-02T17:15:11ZMichelJuillardalgebra at the beginning of conditional_forecastIn the algebraic description of ``conditional_forecast`` in section 4.20 of the manual, lagged uncontrolled endogenous variables are missingIn the algebraic description of ``conditional_forecast`` in section 4.20 of the manual, lagged uncontrolled endogenous variables are missing6.xStéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1816Document VAR and PAC routines2024-01-29T20:46:19ZSébastien VillemotDocument VAR and PAC routines6.xStéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1811Clarify auxiliary variable types2021-09-17T14:39:12ZJohannes PfeiferClarify auxiliary variable types- [x] Move https://archives.dynare.org/DynareWiki/AuxiliaryVariables to new Wiki
- [x] According to https://git.dynare.org/Dynare/dynare/-/blob/master/matlab/isauxiliary.m there are more than the 6 documented types
- [x] Check https://gi...- [x] Move https://archives.dynare.org/DynareWiki/AuxiliaryVariables to new Wiki
- [x] According to https://git.dynare.org/Dynare/dynare/-/blob/master/matlab/isauxiliary.m there are more than the 6 documented types
- [x] Check https://git.dynare.org/Dynare/dynare/-/blob/master/matlab/disp_dr.m for consistency (type 10 is missing)
- [x] Check whether type >8 still actually arises5.xhttps://git.dynare.org/Dynare/dynare/-/issues/1808Update or remove https://archives.dynare.org/DynareWiki/EquationsTags2021-08-17T10:04:38ZJohannes PfeiferUpdate or remove https://archives.dynare.org/DynareWiki/EquationsTagsThe information there seems outdated or redundant, but it is still linked from the manual.The information there seems outdated or redundant, but it is still linked from the manual.5.xhttps://git.dynare.org/Dynare/dynare/-/issues/1807Manual: fix broken references2021-09-20T16:34:02ZJohannes PfeiferManual: fix broken referencesThe manual contains a bunch of broken internal references that seems to occur when referencing something that does not have a natural anchor. For example
```
.. _quote-note:
.. note::
Note on Quotes
```
and
```
...The manual contains a bunch of broken internal references that seems to occur when referencing something that does not have a natural anchor. For example
```
.. _quote-note:
.. note::
Note on Quotes
```
and
```
.. _VarianceDecomposition:
``VarianceDecomposition``
Decomposition of variance (unconditional variance, i.e. at
horizon infinity). [#f5]_
``VarianceDecompositionME``
Same as `VarianceDecomposition`_, but contains
```
do not work5.xhttps://git.dynare.org/Dynare/dynare/-/issues/1806Manual: use proper bibliography management2023-10-02T15:46:14ZJohannes PfeiferManual: use proper bibliography managementWe may want to transition to e.g. https://pypi.org/project/sphinxcontrib-bibtex/We may want to transition to e.g. https://pypi.org/project/sphinxcontrib-bibtex/https://git.dynare.org/Dynare/dynare/-/issues/1799Document Occbin features2021-08-17T10:25:56ZJohannes PfeiferDocument Occbin features5.xJohannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/1772Document method of moments toolbox2021-08-17T10:51:11ZSébastien VillemotDocument method of moments toolbox5.xWilli Mutschlerwilli@mutschler.euWilli Mutschlerwilli@mutschler.euhttps://git.dynare.org/Dynare/dynare/-/issues/1770Document optimizers allowing analytic_derivation and fix bugs2021-02-18T15:39:35ZJohannes PfeiferDocument optimizers allowing analytic_derivation and fix bugs- [x] The manual does not state which optimizers employ the analytic gradient. It should be at least `fmincon` (1), `csminwel` (4), `newrat` (5).
- [x] `csminwel` and `newrat` are the two optimizers not shipped with e.g. Matlab. They re...- [x] The manual does not state which optimizers employ the analytic gradient. It should be at least `fmincon` (1), `csminwel` (4), `newrat` (5).
- [x] `csminwel` and `newrat` are the two optimizers not shipped with e.g. Matlab. They rely on calls to
```[~,cost_flag,g1] = penalty_objective_function(x1,fcn,penalty,varargin{:});```
where the third output argument is the gradient. Within `penalty_objective_function` we then have
```
[fval, info, exit_flag, arg1, arg2] = fcn(x, varargin{:});
```
where the gradient `arg1` is the fourth and the Hessian `arg2` the fifth output argument of the underlying objective function. For example
```
function [fval,info,exit_flag,DLIK,Hess,SteadyState,trend_coeff,Model,DynareOptions,BayesInfo,DynareResults] = dsge_likelihood(xparam1,DynareDataset,DatasetInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,BoundsInfo,DynareResults,derivatives_info)
```
This interface creates a problem for Matlab optimizers like `fmincon`, which expect the Jacobian as second and the Hessian as the third function output. Neither the underlying objective nor `penalty_objective_function` conform to this convention. The question is how to address this issue. There are two ways:
1. Add a wrapper function along the line of `penalty_objective_function`, which introduces another layer but would be quite easy to implement.
2. Change the output order of the objective function. This would be cleaner and more efficient, but would require quite massive changes in the code-base
- [x] The current implementation of `analytic_derivation` for `fmincon` in `dynare_minimize_objective` is buggy as it considers the second output `info` to be the gradient.
- [ ] It's not clear whether the treatment of the analytic Jacobian in case of the penalty approach is correct as the Jacobian does not take the penalty into account. We need to check whether these cases are filtered out via `cost_flag`5.xhttps://git.dynare.org/Dynare/dynare/-/issues/1764Document storage of decision rules at order ≥ 42021-03-12T14:00:54ZSébastien VillemotDocument storage of decision rules at order ≥ 4The reference manual documents the matrix storage of decision rules up to order 3. We should give a short description of the storage for higher order (simply the generalisation of order 3, which already uses Dynare++ storage).The reference manual documents the matrix storage of decision rules up to order 3. We should give a short description of the storage for higher order (simply the generalisation of order 3, which already uses Dynare++ storage).5.xSébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1763Ramsey: document potential problems with auxiliary variables for timeless per...2021-08-17T10:24:37ZJohannes PfeiferRamsey: document potential problems with auxiliary variables for timeless perspectiveSee https://forum.dynare.org/t/timing-perfect-foresight-ramsey/17157/16See https://forum.dynare.org/t/timing-perfect-foresight-ramsey/17157/165.xhttps://git.dynare.org/Dynare/dynare/-/issues/1707Macro commands that take no arguments have spurious parentheses appended to t...2024-01-17T20:31:14ZSébastien VillemotMacro commands that take no arguments have spurious parentheses appended to their synopsisSee for example the definition of `@#else`, `@#endif`, `@#endfor`, `@#echomacrovars` in the reference manual.See for example the definition of `@#else`, `@#endif`, `@#endfor`, `@#echomacrovars` in the reference manual.6.xhttps://git.dynare.org/Dynare/dynare/-/issues/1693Various improvements in Sphinx doc2023-09-27T15:33:04ZHoutan BastaniVarious improvements in Sphinx doc- see if we can use https://pypi.org/project/sphinxcontrib-matlabdomain/ instead of `MatComm` and `MatlabVar` defined in `doc/manual/utils/dynare_dom.py`
- if not, add new domain entry to differentiate between MATLAB commands and MATLA...- see if we can use https://pypi.org/project/sphinxcontrib-matlabdomain/ instead of `MatComm` and `MatlabVar` defined in `doc/manual/utils/dynare_dom.py`
- if not, add new domain entry to differentiate between MATLAB commands and MATLAB functions
- find way to fix output of Matlab Commands so the options conform to the true type used for Dynare Command options
- code block:
- many general problems with highlighting: e.g. `end` is highlighted when it is MATLAB code but the corresponding `for` is not highlighted
- despite being in `doc/manual/utils/dynare_lex.py`, `var` is not highlighted in code blocks
- ideally find a programmatic way to fill `doc/manual/utils/dynare_lex.py` from the `rst` files instead of having to update it by hand7.xhttps://git.dynare.org/Dynare/dynare/-/issues/1688fix `basic_plan`, `flip_plan` in doc2024-01-29T20:57:50ZHoutan Bastanifix `basic_plan`, `flip_plan` in docThe calling structure for both of these functions runs off the end of the pageThe calling structure for both of these functions runs off the end of the page6.xStéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1687Interface and documentation for new shock decomposition functionalities2020-01-22T17:18:39ZSébastien VillemotInterface and documentation for new shock decomposition functionalitiesImplement the preprocessor changes needed for !1655.
The test `tests/shock_decomposition/ls2003_plot.mod` will need to be adapted for the new `squeeze_shock_decomposition` command.
Also add the related documentation.Implement the preprocessor changes needed for !1655.
The test `tests/shock_decomposition/ls2003_plot.mod` will need to be adapted for the new `squeeze_shock_decomposition` command.
Also add the related documentation.4.6Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1682Sort out correct order of blocks in perfect foresight Ramsey and document it2020-01-10T14:48:20ZJohannes PfeiferSort out correct order of blocks in perfect foresight Ramsey and document itUsually `steady` after `initval` computes a steady state. But with `ramsey_model`, one seems to need the `ramsey_model(planner_discount=0.99);` statement before the call to steady and therefore `initval`. Also, it is not clear what `stea...Usually `steady` after `initval` computes a steady state. But with `ramsey_model`, one seems to need the `ramsey_model(planner_discount=0.99);` statement before the call to steady and therefore `initval`. Also, it is not clear what `steady` does in this case. Is it the private sector equilibrium steady state or the Ramsey steady state that is computed.
Relevant test case: `optimal_policy/nk_ramsey_det.mod`4.6