dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2018-09-10T12:35:46Zhttps://git.dynare.org/Dynare/dynare/-/issues/1612Build failed in Arch Linux2018-09-10T12:35:46ZStéphane Adjemianstepan@adjemian.euBuild failed in Arch Linux*Created by: angelosalton*
Tried to build from 4.5.4 sources (against Octave 4.4.0), with the following error:
```
In file included from ../../../../contrib/ms-sbvar/utilities_dw/include/dw_std.h:23,
from ../../../...*Created by: angelosalton*
Tried to build from 4.5.4 sources (against Octave 4.4.0), with the following error:
```
In file included from ../../../../contrib/ms-sbvar/utilities_dw/include/dw_std.h:23,
from ../../../../contrib/ms-sbvar/switch_dw/switching/dw_switch.c:25:
../../../sources/ms-sbvar/modify_for_mex.h:39:12: fatal error: octave/config.h: File or folder not found
# include <octave/config.h>
^~~~~~~~~~~~~~~~~
compilation terminated.
```
I'm pretty sure all necessary dependencies are met. I wonder if a header file for Octave is missing.
Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1599octave option requires -std-c++142018-09-10T12:35:46ZStéphane Adjemianstepan@adjemian.euoctave option requires -std-c++14*Created by: yurivict*
dynare fails to build without -std-c++14 now after octave update.
Found in the FreeBSD port.
*Created by: yurivict*
dynare fails to build without -std-c++14 now after octave update.
Found in the FreeBSD port.
Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1567Silent crash when calculating steady state variables of basic economic model2018-09-10T12:35:46ZStéphane Adjemianstepan@adjemian.euSilent crash when calculating steady state variables of basic economic model*Created by: wtpfede*
Hi all,
I'm using Dynarec to reimplement a basic Ramsey model from Ohanian and Cole (1999)
The code is as follows:
```
varexo e; %e are tfp shocks
var y, c, n, k, x, z, i;
parameters theta, beta, rho, d...*Created by: wtpfede*
Hi all,
I'm using Dynarec to reimplement a basic Ramsey model from Ohanian and Cole (1999)
The code is as follows:
```
varexo e; %e are tfp shocks
var y, c, n, k, x, z, i;
parameters theta, beta, rho, delta, gamma, biga;
theta=0.33;
beta=.96;
delta = 0.10;
rho=0.9;
gamma = 0.019;
biga = 0.78;
model;
(1/c) = beta*(1/c(+1))*( 1- delta+ z(+1)*(x(+1)*n(+1))^(1-theta)* theta*(k(+1))^(theta-1)) ;
biga/(1-n)=(1/c)*((1-theta)*z*(k^theta)*(x*n)^(-theta)*x) ;
z=(1-rho)+rho*z(-1)+e ;
i=z*y-c;
k(+1)=i+(1-delta)*k ;
y=(k^theta)*(x*n)^(1-theta) ;
x=(1+gamma)*x(-1) ;
end;
initval;
y = 0.184068;
c = 0.127782;
n = 1/3;
k = 0.0562866;
x = 1;
z = 0.1;
i = 0.0562866;
end;
check;
steady;
```
Unfortunately, Dynarec crashes silently.
All of the parameters and the equations have been double checked by our team, and the numerical values come straight from the original paper.
We are on Octave 4.2.1 and Dynare 4.5.3.
If anyone has any pointers or could confirm this as a bug, this would be extremely helpful.
https://git.dynare.org/Dynare/dynare/-/issues/1304Octave out of memory issues2018-11-09T14:50:08ZJohannes PfeiferOctave out of memory issuesWhen running `observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod` in `Octave 4.0.3` I get
```
error: out of memory or dimension too large for Octave's index type
error: called from
pm3 at line 82 column 13...When running `observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod` in `Octave 4.0.3` I get
```
error: out of memory or dimension too large for Octave's index type
error: called from
pm3 at line 82 column 13
prior_posterior_statistics at line 297 column 5
dynare_estimation_1 at line 462 column 13
dynare_estimation at line 105 column 5
Trend_loglinear_no_prefilter_MC at line 194 column 14
dynare at line 223 column 1
```
Given that Octave (at least on Windows) does not fully support `64 bit`, solving this could be challenging to impossible.
4.6Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1291Error when running the OSR example in octave2019-02-08T08:30:47ZStéphane Adjemianstepan@adjemian.euError when running the OSR example in octave*Created by: felipeboralli*
When trying to run the Optimal simple rule example from the documentation, an error was generated in Octave.
GNU Octave, version 3.8.1 "i686-w64-mingw32".
Dynare unstable (version 2016-08-23).
Example run(th...*Created by: felipeboralli*
When trying to run the Optimal simple rule example from the documentation, an error was generated in Octave.
GNU Octave, version 3.8.1 "i686-w64-mingw32".
Dynare unstable (version 2016-08-23).
Example run(the same in the documentation):
```
var y inflation r;
varexo y_ inf_;
parameters delta sigma alpha kappa gammarr gammax0 gammac0 gamma_y_ gamma_inf_;
delta = 0.44;
kappa = 0.18;
alpha = 0.48;
sigma = -0.06;
gammarr = 0;
gammax0 = 0.2;
gammac0 = 1.5;
gamma_y_ = 8;
gamma_inf_ = 3;
model(linear);
y = delta * y(-1) + (1-delta)*y(+1)+sigma *(r - inflation(+1)) + y_;
inflation = alpha * inflation(-1) + (1-alpha) * inflation(+1) + kappa*y + inf_;
r = gammax0*y(-1)+gammac0*inflation(-1)+gamma_y_*y_+gamma_inf_*inf_;
end;
shocks;
var y_; stderr 0.63;
var inf_; stderr 0.4;
end;
optim_weights;
inflation 1;
y 1;
y, inflation 0.5;
end;
osr_params gammax0 gammac0 gamma_y_ gamma_inf_;
osr y;
```
Output with error:
```
>> dynare vtest
Configuring Dynare ...
[mex] Generalized QZ.
[mex] Sylvester equation solution.
[mex] Kronecker products.
[mex] Sparse kronecker products.
[mex] Local state space iteration (second order).
[mex] Bytecode evaluation.
[mex] k-order perturbation solver.
[mex] k-order solution simulation.
[mex] Quasi Monte-Carlo sequence (Sobol).
[mex] Markov Switching SBVAR.
Using 32-bit preprocessor
Starting Dynare (version 2016-08-23).
Starting preprocessing of the model file ...
Found 3 equation(s).
Evaluating expressions...done
Computing static model derivatives:
- order 1
Computing dynamic model derivatives:
- order 1
- order 2
Processing outputs ...
done
Preprocessing completed.
error: strmatch: S must be a string
error: called from:
error: [redacted]\octave-3.8.1\share\octave\3.8.1\m\strings\strmatch.m at line 61, column 5
error: [redacted]\dynare-2016-08-23-win\matlab\osr.m at line 54, column 17
error: [redacted]\vtest.m at line 164, column 9
error: [redacted]\dynare-2016-08-23-win\matlab\dynare.m at line 223, column 1
```
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1638Octave: persistent variables do not get set in prior_draw2019-03-18T14:23:00ZWilli Mutschlerwilli@mutschler.euOctave: persistent variables do not get set in prior_drawI noticed that running `tests/identification/as2007/as2007.mod` of the master branch with Octave (ver. 4.4.1) does not work with the following error:
```
Monte Carlo Testing
error: 'a' undefined near line 40 column 19
error: called from
...I noticed that running `tests/identification/as2007/as2007.mod` of the master branch with Octave (ver. 4.4.1) does not work with the following error:
```
Monte Carlo Testing
error: 'a' undefined near line 40 column 19
error: called from
gamrnd at line 40 column 7
gamrnd at line 122 column 27
prior_draw at line 128 column 24
dynare_identification at line 529 column 20
driver at line 247 column 1
dynare at line 288 column 1
stopped in /home/wmutschl/dynare/wip/matlab/missing/stats/gamrnd.m at line 40
40: b = ones(size(a));
```
I think the reason is that in `dynare_identification` in line 155/157 `prior_draw(bayestopt_, options_.prior_trunc, false)` is called once to initialize the following persistent variables in `prior_draw`:
```
persistent p6 p7 p3 p4 lb ub
persistent uniform_index gaussian_index gamma_index beta_index inverse_gamma_1_index inverse_gamma_2_index weibull_index
persistent uniform_draws gaussian_draws gamma_draws beta_draws inverse_gamma_1_draws inverse_gamma_2_draws weibull_draws
```
Once we have that, `prior_draw()` generates a new draw. At least this is the ways it works in Matlab and the test file runs through.
However, in Octave the persistent variables do not get set for some reason, and hence `gamrnd` is called with undefined inputs, as far as I can see.Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1332Decide on how to deal with mh_recover on Octave2019-06-19T15:37:45ZJohannes PfeiferDecide on how to deal with mh_recover on OctaveVarious unit test fail on Octave, because the `mh_recover` option does not work properly under Octave as there are differences in setting the random number generator. We can either
- disable the check in the unit test and accept that th...Various unit test fail on Octave, because the `mh_recover` option does not work properly under Octave as there are differences in setting the random number generator. We can either
- disable the check in the unit test and accept that the behavior of `mh_recover` is different under Octave and Matlab (and then document this)
- or provide an error under Octave when someone tries to use this option4.5https://git.dynare.org/Dynare/dynare/-/issues/1314octave does not need the compiler argument when using use_dll2019-06-19T15:37:47ZHoutan Bastanioctave does not need the compiler argument when using use_dllThe preprocessor requires Windows users to pass the name of the compiler on their system when using `use_dll`. This is not necessary on Octave, as evidenced by `matlab/utilities/general/dyn_mex.m`. Fix `preprocessor/ModFile.cc` appropria...The preprocessor requires Windows users to pass the name of the compiler on their system when using `use_dll`. This is not necessary on Octave, as evidenced by `matlab/utilities/general/dyn_mex.m`. Fix `preprocessor/ModFile.cc` appropriately.
See discussion here: https://github.com/DynareTeam/dynare/commit/accd70a4c79c3e8dffb8ab367e1879680bd20606#commitcomment-19427662
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1307Provide 32 and 64 bit Octave mex-files2019-06-19T15:37:47ZJohannes PfeiferProvide 32 and 64 bit Octave mex-filesAs indicated at http://savannah.gnu.org/bugs/index.php?49289, there will be a 64 bit version of Octave 4.2, which then also will allow to use the 64bit Dynare preprocessor (see #1306). This will hopefully also solve #1304. But this means...As indicated at http://savannah.gnu.org/bugs/index.php?49289, there will be a 64 bit version of Octave 4.2, which then also will allow to use the 64bit Dynare preprocessor (see #1306). This will hopefully also solve #1304. But this means we need to provide 64bit mex-files as well as the 32bit ones do not run.
Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1300When using gnuplot on octave, most graphs titles are cut2019-06-19T15:37:47ZStéphane Adjemianstepan@adjemian.euWhen using gnuplot on octave, most graphs titles are cut*Created by: felipeboralli*
When using gnuplot on octave, most graphs titles are cut a bit.
It seems the titles are shifted upwards, because when there is a second row of graphs in the window, their titles seem to invade the upper row.
...*Created by: felipeboralli*
When using gnuplot on octave, most graphs titles are cut a bit.
It seems the titles are shifted upwards, because when there is a second row of graphs in the window, their titles seem to invade the upper row.
![2](https://cloud.githubusercontent.com/assets/22381123/19123477/32dd3916-8b05-11e6-8af1-172438cf9051.png)
![3](https://cloud.githubusercontent.com/assets/22381123/19123478/32de3348-8b05-11e6-958c-8d22213691d4.png)
![4](https://cloud.githubusercontent.com/assets/22381123/19123479/32e291ea-8b05-11e6-8edf-01b68f995c46.png)
https://git.dynare.org/Dynare/dynare/-/issues/1293xlswrite and xlsopen on Octave no longer work on .xls files, only .xlsx files2019-06-19T15:37:47ZHoutan Bastanixlswrite and xlsopen on Octave no longer work on .xls files, only .xlsx filesSee: http://savannah.gnu.org/bugs/?44109
This causes `tests/data/mod1a.mod` to crash in the test suite on Octave
See: http://savannah.gnu.org/bugs/?44109
This causes `tests/data/mod1a.mod` to crash in the test suite on Octave
4.5Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1285bytecode crash in Octave2019-06-19T15:37:47ZHoutan Bastanibytecode crash in Octave`tests/conditional_forecasts/5/fs2000_cal.mod` causes Octave 4.0.3 to crash. Seems like a memory management problem as the error message is:
```
computing the first order solution of the model as initial guess...*** Error in '/usr/bin/o...`tests/conditional_forecasts/5/fs2000_cal.mod` causes Octave 4.0.3 to crash. Seems like a memory management problem as the error message is:
```
computing the first order solution of the model as initial guess...*** Error in '/usr/bin/octave-cli': double free or corruption (out): 0x00000000020b3630 ***
panic: Aborted -- stopping myself...
```
This may also be linked to the testsuite error in Matlab.
4.5FerhatMihoubiFerhatMihoubihttps://git.dynare.org/Dynare/dynare/-/issues/868problem running modfile in octave from draw_prior_density.m2019-06-19T15:38:00ZHoutan Bastaniproblem running modfile in octave from draw_prior_density.mhttp://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6627
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6627
4.5https://git.dynare.org/Dynare/dynare/-/issues/755Investigate dseries bug under Octave2019-06-19T15:38:04ZJohannes PfeiferInvestigate dseries bug under OctaveSee http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6105
See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6105
4.5Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1154Investigate crash of Octave under Windows2019-11-21T08:36:40ZJohannes PfeiferInvestigate crash of Octave under WindowsThere are two problems with the following mod-file under Octave
```
var ygap pinf i u p a r_nat;
varexo eu ea;
parameters csigma cbeta crhou ckappa cweightygap crpinf cry clambda cepsilon ctheta cphi crhoa calfa;
csigma = 1.0;
cbeta =...There are two problems with the following mod-file under Octave
```
var ygap pinf i u p a r_nat;
varexo eu ea;
parameters csigma cbeta crhou ckappa cweightygap crpinf cry clambda cepsilon ctheta cphi crhoa calfa;
csigma = 1.0;
cbeta = 0.99;
crhou = 0.8 ;
cweightygap = .1;
crpinf = 1.5;
cry = 0.125;
cepsilon = 6;
ctheta = 2/3;
calfa = 0.33;
cphi = 1;
clambda = (1-ctheta)*(1-ctheta*cbeta)/ctheta *(1-calfa)/(1-calfa+calfa*cepsilon);
ckappa = clambda*(csigma+(cphi+calfa)/(1-calfa));
calphax = ckappa/cepsilon;
crhoa =0.9;
model(linear);
ygap = ygap(+1) - (1/csigma)*(i-pinf(+1) - r_nat);
pinf = cbeta*pinf(+1) + ckappa*ygap + u;
u = crhou*u(-1) + eu;
p=p(-1)+pinf;
// the exogenous processes for productivity
a = crhoa*a(-1) + ea;
// the process for the natural rate can be derived from the flexible economy solution
r_nat = csigma*(1+cphi)/((1-calfa)*csigma+cphi+calfa)*(crhoa-1)*a;
end;
shocks;
var eu; stderr 1;
var ea; stderr 1;
end;
// ramsey
planner_objective(ckappa/cepsilon*ygap^2+pinf^2);
ramsey_policy(planner_discount=0.99,order=1,instruments=(i),irf=12);
```
First of all, when no mex-files are present, `mjdgges.m` returns very different results than Matlab or the mex-file. While Octave then returns a rank failure, Matlab finds a small, but OK condition number and continues.
Second, when using the mex-files, Dynare crashes Octave 3.8.2 when computing theoretical moments. The culprit is the call to `ordschur.oct` in `lyap_symm`. The attached files allow to reproduce the error:
[crash_octave.zip](https://github.com/DynareTeam/dynare/files/193860/crash_octave.zip)
My guess is that the problem stems from `p`, which has a unit root and therefore non-finite second moments. This seems to be incorrectly handled.
https://git.dynare.org/Dynare/dynare/-/issues/1113Make Dynare compatible with Octave 4.22019-11-21T08:36:44ZJohannes PfeiferMake Dynare compatible with Octave 4.2Requires among other things dealing with the mex-files, see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=7570
Requires among other things dealing with the mex-files, see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=7570
MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/-/issues/251SMM: create preprocessor interface, make it compatible with Octave2020-05-28T08:57:07ZSébastien VillemotSMM: create preprocessor interface, make it compatible with OctaveIn particular, the current code is not compatible with Octave since it uses RandStream at several places.
In particular, the current code is not compatible with Octave since it uses RandStream at several places.
https://git.dynare.org/Dynare/dynare/-/issues/1794Different results between Octave and Matlab for jermann98.mod2021-07-22T12:42:23ZWilli Mutschlerwilli@mutschler.euDifferent results between Octave and Matlab for jermann98.modAs noticed by @MichelJuillard: Octave and Matlab seem to deliver very different results for 3rd order simulation of jermann98.mod
[jermann98.mod](/uploads/6be3231b9be639e1bee8a4f73979f938/jermann98.mod)As noticed by @MichelJuillard: Octave and Matlab seem to deliver very different results for 3rd order simulation of jermann98.mod
[jermann98.mod](/uploads/6be3231b9be639e1bee8a4f73979f938/jermann98.mod)https://git.dynare.org/Dynare/dynare/-/issues/1749Fix testsuite for Octave2021-09-21T15:58:35ZWilli Mutschlerwilli@mutschler.euFix testsuite for OctaveOn master, some mod files do not yet run with Octave due to e.g. missing functions and other small bugs. Here is an (updated) list, when I push fixes I'll update the list:
- [x] analytic_derivatives/BrockMirman_PertParamsDerivs (on RHEL...On master, some mod files do not yet run with Octave due to e.g. missing functions and other small bugs. Here is an (updated) list, when I push fixes I'll update the list:
- [x] analytic_derivatives/BrockMirman_PertParamsDerivs (on RHEL/CentOS, but not Fedora, with KRONFLAG=-1)
- [x] estimation/method_of_moments/* (use nanmean instead of mean(x,'omitnan'; randstream not implemented in Octave;maybe other errors)
- [ ] bgp/* (many problems, probably numerical imprecision, also due to incompatibilities from and differences in toolboxes such as optim)5.xSébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1817Find workaround for warnings at Dynare startup under Octave2021-09-21T16:43:54ZSébastien VillemotFind workaround for warnings at Dynare startup under OctaveWhen Dynare starts under Octave, one gets:
```
warning: function /home/sebastien/dynare/unstable/matlab/+pac/+bgp/get.m shadows a built-in function
warning: called from
dynun at line 4 column 5
warning: function /home/sebastien/dyna...When Dynare starts under Octave, one gets:
```
warning: function /home/sebastien/dynare/unstable/matlab/+pac/+bgp/get.m shadows a built-in function
warning: called from
dynun at line 4 column 5
warning: function /home/sebastien/dynare/unstable/matlab/+pac/+bgp/set.m shadows a built-in function
warning: called from
dynun at line 4 column 5
```
This is the consequence of an [Octave bug](https://savannah.gnu.org/bugs/?46849).
A partial workaround was implemented in 4c0b2e8c4ec2df8f1833769db1c873486d2b87f7, but it does not suppress early warnings.
A better solution should be found.5.xSébastien VillemotSébastien Villemot