dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2013-02-21T14:56:04Zhttps://git.dynare.org/Dynare/dynare/-/issues/258Make flexible the location of user configuration file with global options2013-02-21T14:56:04ZSébastien VillemotMake flexible the location of user configuration file with global optionsCommit 41def7caaaabc70b659ea528a315122ec53366ae introduced the possibility to have a user config file executed after global_initialization.m. The location of this file is currently hard-coded.
The user should be able to choose the locat...Commit 41def7caaaabc70b659ea528a315122ec53366ae introduced the possibility to have a user config file executed after global_initialization.m. The location of this file is currently hard-coded.
The user should be able to choose the location of this file. The interface would be a new stanza/field in the already-existing ~/.dynare config file.
Other such "hook" files could be added at other places in the future.
4.3https://git.dynare.org/Dynare/dynare/-/issues/257Broken estimation of models with non-diagonal covariance matrix for shocks an...2013-03-21T11:56:48ZSébastien VillemotBroken estimation of models with non-diagonal covariance matrix for shocks and calibrated correlationSee this thread:
http://www.dynare.org/pipermail/dev/2012-May/002015.html
See this thread:
http://www.dynare.org/pipermail/dev/2012-May/002015.html
4.3https://git.dynare.org/Dynare/dynare/-/issues/256allow for non-parallel related configuration items in conffile2013-02-21T14:56:04ZSébastien Villemotallow for non-parallel related configuration items in conffileModify preprocessor/ConfigFile.cc to accept non-parallel-related configuration commands. Add a new section, e.g. [hooks] with, for the moment only one, option: global_initialization. i.e., something like:
[hooks]
global_initialization_f...Modify preprocessor/ConfigFile.cc to accept non-parallel-related configuration commands. Add a new section, e.g. [hooks] with, for the moment only one, option: global_initialization. i.e., something like:
[hooks]
global_initialization_file = path/to/file.m
Write /path/to/file.m to var in modfile.m then execute it at the end of global_initialization.m if the var is not empty.
Then, revert change 41def7caaaabc70b659ea528a315122ec53366ae
4.3https://git.dynare.org/Dynare/dynare/-/issues/252Rename Tao's functions whose name conflicts with Octave internals2013-02-21T15:09:43ZSébastien VillemotRename Tao's functions whose name conflicts with Octave internalsThe following functions from Tao's code have the same name than some Octave internal functions, and should therefore be renamed:
warning: function /home/sebastien/dynare/unstable/matlab/../contrib/ms-sbvar/TZcode/MatlabFiles/ols.m shado...The following functions from Tao's code have the same name than some Octave internal functions, and should therefore be renamed:
warning: function /home/sebastien/dynare/unstable/matlab/../contrib/ms-sbvar/TZcode/MatlabFiles/ols.m shadows a core library function
warning: function /home/sebastien/dynare/unstable/matlab/../contrib/ms-sbvar/TZcode/MatlabFiles/history.m shadows a built-in function
warning: function /home/sebastien/dynare/unstable/matlab/../contrib/ms-sbvar/TZcode/MatlabFiles/run.m shadows a core library function
4.3https://git.dynare.org/Dynare/dynare/-/issues/249bug in dynare_estimation_1.m or documentation2013-02-21T14:56:27ZSébastien Villemotbug in dynare_estimation_1.m or documentationThere is a discrepancy between the documentation for mode_compute = 0 in dynare.texi which reads
The mode isn't computed. mode_file option must be specified
and the if statement on line 118 of dynare_estimation_1.m:
if isequal(options...There is a discrepancy between the documentation for mode_compute = 0 in dynare.texi which reads
The mode isn't computed. mode_file option must be specified
and the if statement on line 118 of dynare_estimation_1.m:
if isequal(options_.mode_compute,0) && isempty(options_.mode_file)...
First reported here:
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3709
4.3https://git.dynare.org/Dynare/dynare/-/issues/250add steady option to stoch_simul options2013-02-21T14:56:27ZSébastien Villemotadd steady option to stoch_simul optionssolve_tolf doesn't seem to be recognized by preprocessor when used in ramsey_policy
solve_tolf doesn't seem to be recognized by preprocessor when used in ramsey_policy
4.3https://git.dynare.org/Dynare/dynare/-/issues/245Add CMA Evolution Strategy algorithm for mode optimization2013-02-21T14:57:12ZSébastien VillemotAdd CMA Evolution Strategy algorithm for mode optimizationMATLAB/Octave code is already available there:
http://www.lri.fr/~hansen/cmaesintro.html
It is just about asking permission for inclusion under the GPL (which we will likely given) and add the necessary plumbing in mode_compute.
MATLAB/Octave code is already available there:
http://www.lri.fr/~hansen/cmaesintro.html
It is just about asking permission for inclusion under the GPL (which we will likely given) and add the necessary plumbing in mode_compute.
4.3https://git.dynare.org/Dynare/dynare/-/issues/246finish ms-sbvar2013-02-21T14:57:07ZSébastien Villemotfinish ms-sbvar- Incorporate Tao's git
- in ms_estimation, return A0, A+, Zeta, Q without calling mex_ms_convert_free_parameters, which is just a copy of Dan's code (same reason we rewrote irf, forecast, vd)
- Incorporate Tao's git
- in ms_estimation, return A0, A+, Zeta, Q without calling mex_ms_convert_free_parameters, which is just a copy of Dan's code (same reason we rewrote irf, forecast, vd)
4.3https://git.dynare.org/Dynare/dynare/-/issues/247add a new option for replications in the computation of IRFs2013-02-21T14:57:00ZSébastien Villemotadd a new option for replications in the computation of IRFsCurrently options_.replic controls both the replications for IRF and for simulations. The needs are different and the defaults should be different.
When fixing this ticket attention must be paid to possible use in sensitivity toolbox.
Do...Currently options_.replic controls both the replications for IRF and for simulations. The needs are different and the defaults should be different.
When fixing this ticket attention must be paid to possible use in sensitivity toolbox.
Documentation must be clarified
4.3https://git.dynare.org/Dynare/dynare/-/issues/242Faster solvers for large scale Sylvester and Lyapunov equations2013-02-21T14:59:20ZSébastien VillemotFaster solvers for large scale Sylvester and Lyapunov equationsOn big models, a fixed point algorithm works faster for these equations that the current Dynare implementations.
These solvers need to be integrated into Dynare, with options to activate them.
On big models, a fixed point algorithm works faster for these equations that the current Dynare implementations.
These solvers need to be integrated into Dynare, with options to activate them.
4.3https://git.dynare.org/Dynare/dynare/-/issues/241Add a preprocessor option to suppress the log file2013-02-21T14:59:20ZSébastien VillemotAdd a preprocessor option to suppress the log fileThis should be an option to the "dynare" command itself, like "clearall".
Requested by Johannes Pfeifer.
May also be useful to avoid some crashes, see:
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3594
This should be an option to the "dynare" command itself, like "clearall".
Requested by Johannes Pfeifer.
May also be useful to avoid some crashes, see:
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3594
4.3https://git.dynare.org/Dynare/dynare/-/issues/235passing MEXEXT to compile MEX files2013-02-21T14:59:20ZSébastien Villemotpassing MEXEXT to compile MEX filesIn Matlab, the extension name of the MEX file varies accross plateform. When we use USE_DLL and call the model file DLL in another DLL (it is the case for estimation, for example) we need to know this extension.
Currently, the Matlab cal...In Matlab, the extension name of the MEX file varies accross plateform. When we use USE_DLL and call the model file DLL in another DLL (it is the case for estimation, for example) we need to know this extension.
Currently, the Matlab calling program use mexext() to get a string and passes this string to the, say, estimation DLL. This is very roundabout, because mexext() makes a system call to evaluate a batch file to learn the name of the MEX extension of a given system.
I would prefer to know the extension name at the time of compilation of the DLL and hard code it in the DLL.
Currently, the build system already puts the extension name in environment variable MEXEXT. I suggest the following modification to the Makefile:
from
MATLAB_DEFS = -D_GNU_SOURCE -DNDEBUG -DMATLAB_VERSION=0x0713
to
MATLAB_DEFS = -DMEXEXT=$MEXEXT -D_GNU_SOURCE -DNDEBUG -DMATLAB_VERSION=0x0713
Then, we can just use macrovariable MEXEXT in the C++ code when necessary.
The same can be used for OCTAVE but I expect the name of the extension to be always the same.
4.3https://git.dynare.org/Dynare/dynare/-/issues/233Smoother on calibrated models2013-02-21T14:59:20ZSébastien VillemotSmoother on calibrated modelsAdd the possibility of running the smoother on a calibrated model.
It may be already possible to do so, by giving no estimated_params and then running estimation with mode_compute=0. If this indeed works, we need to add an interface by ...Add the possibility of running the smoother on a calibrated model.
It may be already possible to do so, by giving no estimated_params and then running estimation with mode_compute=0. If this indeed works, we need to add an interface by creating a new MOD-file command that would output the right call to estimation.
4.3https://git.dynare.org/Dynare/dynare/-/issues/231DsgeLikelihood_hh.m was removed when DsgeLikelihood.m was replaced by dsge_li...2013-02-21T14:59:20ZSébastien VillemotDsgeLikelihood_hh.m was removed when DsgeLikelihood.m was replaced by dsge_likelihood.mDsgeLikelihood_hh.m needs to be replaced by dsge_likelihood_hh.m that is needed by newrat.m and tests/fs2000/fs2000d.mod
All the Kalman filter routines needs also to return llik, the vector of loglikelihood per observation.
DsgeLikelihood_hh.m needs to be replaced by dsge_likelihood_hh.m that is needed by newrat.m and tests/fs2000/fs2000d.mod
All the Kalman filter routines needs also to return llik, the vector of loglikelihood per observation.
4.3https://git.dynare.org/Dynare/dynare/-/issues/229update markov_switching statement2013-02-21T14:59:20ZSébastien Villemotupdate markov_switching statement- remove the regime option
- replace number_of_states with number_of_regimes
- add restrictions option
- allow duration to accept a vector of length number_of_regimes
- remove the passing of INF_CONSTANT to duration
See http://www.dynar...- remove the regime option
- replace number_of_states with number_of_regimes
- add restrictions option
- allow duration to accept a vector of length number_of_regimes
- remove the passing of INF_CONSTANT to duration
See http://www.dynare.org/DynareWiki/MarkovSwitchingInterface
4.3https://git.dynare.org/Dynare/dynare/-/issues/228document functions for which we have changed the calling sequence in unstable2013-02-21T14:59:20ZSébastien Villemotdocument functions for which we have changed the calling sequence in unstableThe changes that we have made to several functions in unstable will break the code of people who are calling these functions directly.
This will make a big mess when we release 4.3
We need to document those changes on the wiki
The changes that we have made to several functions in unstable will break the code of people who are calling these functions directly.
This will make a big mess when we release 4.3
We need to document those changes on the wiki
4.3https://git.dynare.org/Dynare/dynare/-/issues/227bug in 2nd order approximation if one variable is not present in the current ...2013-02-21T14:59:20ZSébastien Villemotbug in 2nd order approximation if one variable is not present in the current periodthis should be dealt with in the same time as #94
this should be dealt with in the same time as #94
4.3https://git.dynare.org/Dynare/dynare/-/issues/223add @#ifdef functionality to macroprocessor2013-02-21T14:59:19ZSébastien Villemotadd @#ifdef functionality to macroprocessorCurrently, we only support @#if, meaning that every macro variable must be predefined. For large mod files with many clauses where you may want to include/exclude portions easily, this becomes cumbersome because it requires you to define...Currently, we only support @#if, meaning that every macro variable must be predefined. For large mod files with many clauses where you may want to include/exclude portions easily, this becomes cumbersome because it requires you to define all macro used anywhere to be equal to zero at the beginning of the modfile.
It is also cumbersome when certain macro variables are only defined based on the existence of others, making the definition at the beginning of the mod file all that much longer.
See GPM6.mod to get the general idea.
4.3https://git.dynare.org/Dynare/dynare/-/issues/221add support for Excel files in Octave2013-02-21T14:59:19ZSébastien Villemotadd support for Excel files in OctaveThe xlsread function is in the octave-io Forge package. The package seems to need octave-java in turn.
The xlsread function is in the octave-io Forge package. The package seems to need octave-java in turn.
4.3https://git.dynare.org/Dynare/dynare/-/issues/218Remove set_stationary_variables_list.m2013-02-21T14:59:19ZSébastien VillemotRemove set_stationary_variables_list.mThis function is basically useless now that unit_root_vars has been removed.
It is however still called from several places.
This function is basically useless now that unit_root_vars has been removed.
It is however still called from several places.
4.3