dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2019-06-19T15:38:08Zhttps://git.dynare.org/Dynare/dynare/-/issues/676Fix compatibility of sensitivity and ML estimation2019-06-19T15:38:08ZJohannes PfeiferFix compatibility of sensitivity and ML estimationSee http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5681
Email to Marco:
```
There is an obvious bug in set_shocks_param.m. Sigma_e_ should be just Sigma_e. But there seems to be more. In stab_map_.m in
if pprior,
for j=1:...See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5681
Email to Marco:
```
There is an obvious bug in set_shocks_param.m. Sigma_e_ should be just Sigma_e. But there seems to be more. In stab_map_.m in
if pprior,
for j=1:nshock,
if opt_gsa.morris~=1,
lpmat0(:,j) = randperm(Nsam)'./(Nsam+1); %latin hypercube
end
if opt_gsa.prior_range
lpmat0(:,j)=lpmat0(:,j).*(bayestopt_.ub(j)-bayestopt_.lb(j))+bayestopt_.lb(j);
end
end
bayestopt_.ub and lb are accessed and they are Inf. lpmat0 then has a bunch of NaNs that should not be there. This seems to be due to ML estimation and should probably be filtered out.
```
4.5Marco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/-/issues/677Deal with treatment of unit roots in identification2019-06-19T15:38:08ZJohannes PfeiferDeal with treatment of unit roots in identification```
var y delta_y x z;
varexo eps_x eps_z;
parameters rho sigma_z sigma_x;
// set parameter values
sigma_z=0.001;
sigma_x=0.01;
rho=0.9;
model;
z=rho*z(-1)+sigma_z*eps_z;
x=x(-1)+sigma_x*eps_x;
y=x+z;
delta_y=y-y(-1);
end;
steady_st...```
var y delta_y x z;
varexo eps_x eps_z;
parameters rho sigma_z sigma_x;
// set parameter values
sigma_z=0.001;
sigma_x=0.01;
rho=0.9;
model;
z=rho*z(-1)+sigma_z*eps_z;
x=x(-1)+sigma_x*eps_x;
y=x+z;
delta_y=y-y(-1);
end;
steady_state_model;
x=0;
z=0;
y=0;
delta_y=0;
end;
//set shock variances
shocks;
var eps_z=1;
var eps_x=1;
end;
steady;
check;
varobs y delta_y;
stoch_simul(order=1,irf=0);
estimated_params;
rho, 0.9;
sigma_z, 0.01;
sigma_x, 0.01;
end;
options_.diffuse_filter=1;
identification(lik_init=3,advanced=1);
```
The treatment of unit roots seems unsatisfactory.
First, one needs to specify
`options_.diffuse_filter=1;`
because `options_` used in `dynare_estimation_init` does not inherit the `lik_init` from the `identification` command (used only in `options_ident`) and also does not accept `diffuse_filter`.
Second, some graphs are empty. My guess is because some unconditional moments are infinite.
4.5Marco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/-/issues/678Use of the derivative of an external function directly in the model crashes t...2019-06-19T15:38:08ZJohannes PfeiferUse of the derivative of an external function directly in the model crashes the preprocessorSee email to @sebastien-villemot on June 9th, 2014
See email to @sebastien-villemot on June 9th, 2014
4.5Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/679Fix various bugs related to detrending and prefiltering2019-06-19T15:38:06ZJohannes PfeiferFix various bugs related to detrending and prefiltering- `dyn_forecast` adds unlogged steady state if `loglinear` is used
- `dynare_estimation_init` sets the `noconstant` based on the unlogged steady state if `loglinear` is used
- when trends are specified as a function of deep parameters, t...- `dyn_forecast` adds unlogged steady state if `loglinear` is used
- `dynare_estimation_init` sets the `noconstant` based on the unlogged steady state if `loglinear` is used
- when trends are specified as a function of deep parameters, the values are not correctly updated during estimation due to using the base-workspace parameter values and not the updated local ones
- when using trends with the `prefilter` option, the mean shift due to the trend is not accounted for
- when using `first_obs>1`, the higher trend starting point is not taken into account (leads also to problems in recursive forecasting)
4.5Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/680Clarify license of LMMCP2019-06-19T15:38:08ZSébastien VillemotClarify license of LMMCPThe license of `matlab/lmmcp/lmmcp.m` and `matlab/lmmcp/catstruct.m` is unclear.
Once clarified, it should be documented in `license.txt`.
The license of `matlab/lmmcp/lmmcp.m` and `matlab/lmmcp/catstruct.m` is unclear.
Once clarified, it should be documented in `license.txt`.
4.5MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/-/issues/684Add test and documentation for LMMCP solver2019-06-19T15:38:06ZSébastien VillemotAdd test and documentation for LMMCP solver4.5MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/-/issues/686addition bug in dseries2019-06-19T15:38:06ZHoutan Bastaniaddition bug in dseries```
>> a=dseries(ones(3,1))
>> 100-a
```
yields -99 as opposed to 99.
```
>> a=dseries(ones(3,1))
>> 100-a
```
yields -99 as opposed to 99.
4.5Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/687update manual for common latex syntax in reports2019-06-19T15:38:06ZHoutan Bastaniupdate manual for common latex syntax in reportse.g. people may want to use a '%' sign in a graph title. Note the fix for this. Also for '\'
e.g. people may want to use a '%' sign in a graph title. Note the fix for this. Also for '\'
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/688add option to suppress all reporting stdout output2019-06-19T15:38:06ZHoutan Bastaniadd option to suppress all reporting stdout outputi.e., suppress:
Adding Page X
Writing Page X
Compiler Output
Where the file is located
i.e., suppress:
Adding Page X
Writing Page X
Compiler Output
Where the file is located
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/690Crash of k_order_perturbation DLL under MATLAB/Windows2019-06-19T15:38:06ZSébastien VillemotCrash of k_order_perturbation DLL under MATLAB/WindowsThe following MOD-file crashes MATLAB under Windows:
```
var y, c, k, a, h, b;
varexo e, u;
parameters beta, rho, alpha, delta, theta, psi, tau;
alpha = 0.36;
rho = 0.95;
tau = 0.025;
beta = 0.99;
delta = 0.025;
psi = 0;
theta ...The following MOD-file crashes MATLAB under Windows:
```
var y, c, k, a, h, b;
varexo e, u;
parameters beta, rho, alpha, delta, theta, psi, tau;
alpha = 0.36;
rho = 0.95;
tau = 0.025;
beta = 0.99;
delta = 0.025;
psi = 0;
theta = 2.95;
phi = 0.1;
model;
c*theta*h^(1+psi)=(1-alpha)*y;
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
k = exp(b)*(y-c)+(1-delta)*k(-1);
a = rho*a(-1)+tau*b(-1) + e;
b = tau*a(-1)+rho*b(-1) + u;
end;
initval;
y = 1.08068253095672;
c = 0.80359242014163;
h = 0.29175631001732;
k = 11.08360443260358;
a = 0;
b = 0;
e = 0;
u = 0;
end;
shocks;
var e; stderr 0.009;
var u; stderr 0.009;
var e, u = phi*0.009*0.009;
end;
stoch_simul(order=3,periods=100);
```
The crash only occurs under MATLAB+Windows. It does not occur on Octave or under GNU/Linux.
It seems to be a memory corruption, because MATLAB does not crash immediately within the MEX file, but a little after. However, under Linux, a Valgrind run reveals nothing suspicious. A gdb session under Windows is not helpful either.
Still to be tried:
- convert the MOD file for Dynare++, and see if it crashes
- investigate the MEX file by selectively commenting out/in portions of the code, to detect which one causes the memory corruption
4.5Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/695Ramsey: fix M_.aux_vars2019-06-19T15:38:06ZJohannes PfeiferRamsey: fix M_.aux_varsIn case of the Ramsey multipliers, the counting of equation numbers starts at 0, but should start at 1
In case of the Ramsey multipliers, the counting of equation numbers starts at 0, but should start at 1
4.5Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/697change syntax for instantiation of year dates2019-06-19T15:38:06ZHoutan Bastanichange syntax for instantiation of year datesCurrently, we can instantiate years as:
`t = dates(1, [1990; 1990; 1978], [1; 1; 1])`
but not as
`t = dates(1, [1990; 1990; 1978])`
In the case of years, the periods are irrelevant and so we should be able to declare a dates in the seco...Currently, we can instantiate years as:
`t = dates(1, [1990; 1990; 1978], [1; 1; 1])`
but not as
`t = dates(1, [1990; 1990; 1978])`
In the case of years, the periods are irrelevant and so we should be able to declare a dates in the second syntax
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/704bug saving dseries in csv format that have had operations made on them2019-06-19T15:38:06ZHoutan Bastanibug saving dseries in csv format that have had operations made on themThe following results in a malformed csv file because of the commas in the names of the variables:
```
a=dseries(rand(3,1), '1999y', 'a');
b=a*a;
b.save('malformed','csv');
```
results in:
```
,multiply(a,a)
1999Y, 0.66377469
200...The following results in a malformed csv file because of the commas in the names of the variables:
```
a=dseries(rand(3,1), '1999y', 'a');
b=a*a;
b.save('malformed','csv');
```
results in:
```
,multiply(a,a)
1999Y, 0.66377469
2000Y, 0.82045903
2001Y, 0.016125652
```
need to replace the second comma in the first line with something else
4.5Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/706Preprocessor: @#for end of file bug2019-06-19T15:38:06ZTom HoldenPreprocessor: @#for end of file bugIf a file @#include-ed into another file contains a @#for loop for which the matching @#endfor is followed immediately by the end of the file, rather than by a new-line, then the pre-processor fails to find the @#endfor. To see this clon...If a file @#include-ed into another file contains a @#for loop for which the matching @#endfor is followed immediately by the end of the file, rather than by a new-line, then the pre-processor fails to find the @#endfor. To see this clone the repository https://github.com/tholden/DynareBugs/tree/master and then run dynare TestForLoopBug.mod . On Windows at least you will get an error saying it failed to find the @#endfor. However if you add a blank line at the end of ForLoopBug.mod then you no longer get this error.
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/720relative_irf2019-06-19T15:38:05ZMarco Rattorelative_irfWould it make sense to allow option relative_irf also in estimation for producing bayesian irfs?
Would it be possible to allow options to the new syntax
`irf_calibration(<options>)`
in particular would be fine to have the relative_irf o...Would it make sense to allow option relative_irf also in estimation for producing bayesian irfs?
Would it be possible to allow options to the new syntax
`irf_calibration(<options>)`
in particular would be fine to have the relative_irf option
`irf_calibration(relative_irf)`
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/728Add information on auxiliary equations to M_2019-06-19T15:38:04ZJohannes PfeiferAdd information on auxiliary equations to M_Use the preprocessor to always add `M_.orig_eq_nbr` (currently only present if the Ramsey command is used) and `M_.eq_nbr` to save the number of total equations. This would mimic the behavior of `M_.endo_nbr` and `M_.orig_endo_nbr` and p...Use the preprocessor to always add `M_.orig_eq_nbr` (currently only present if the Ramsey command is used) and `M_.eq_nbr` to save the number of total equations. This would mimic the behavior of `M_.endo_nbr` and `M_.orig_endo_nbr` and provide all information necessary. See the end of #696
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/730add explicit warning message when dividing by zero2019-06-19T15:38:04ZHoutan Bastaniadd explicit warning message when dividing by zeroDataTree::AddDivide should throw an exception when dividing by zero. This exception should be caught in a higher level function and an explicit warning given. e.g., division by zero when parsing the .mod file or e.g. division by zero whe...DataTree::AddDivide should throw an exception when dividing by zero. This exception should be caught in a higher level function and an explicit warning given. e.g., division by zero when parsing the .mod file or e.g. division by zero when converting to static model
To be complete, we can do this for DataTree::AddLog10 and DataTree::AddLog.
See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6022
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/750Decide on treatment of prior truncation during estimation2021-08-02T11:28:56ZJohannes PfeiferDecide on treatment of prior truncation during estimationWe need to decide on how to proceed, see https://github.com/DynareTeam/dynare/commit/aa503abfa79145efc0840c79210e795e1b76df84
We need to decide on how to proceed, see https://github.com/DynareTeam/dynare/commit/aa503abfa79145efc0840c79210e795e1b76df84
4.5Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://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/758Write specialized code for loading data...2019-06-19T15:38:04ZStéphane Adjemianstepan@adjemian.euWrite specialized code for loading data...We should not use the same code if we load data with the "legacy approach" (`datafile` option of the `estimation` command) or if we use the `data` command. In the first case we should create a `dseries` restricted to the variables listed...We should not use the same code if we load data with the "legacy approach" (`datafile` option of the `estimation` command) or if we use the `data` command. In the first case we should create a `dseries` restricted to the variables listed in `options_.varobs`. See PR #741.
4.5Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.eu