dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2019-06-19T15:38:02Zhttps://git.dynare.org/Dynare/dynare/-/issues/804Factorize saving of smoother results used in dynare_estimation_1 and evaluate...2019-06-19T15:38:02ZJohannes PfeiferFactorize saving of smoother results used in dynare_estimation_1 and evaluate_smootherIn `dynare_estimation_1` both the calibrated smoother and ML/MCMC without replications write the smoother results to oo_. The same holds true for `evaluate_smoother.m`. I would propose to outsource this code to a separate function that i...In `dynare_estimation_1` both the calibrated smoother and ML/MCMC without replications write the smoother results to oo_. The same holds true for `evaluate_smoother.m`. I would propose to outsource this code to a separate function that is easier to maintain (in particular when working on #679). This would also make sure that the saving is consistent. Currently, I don't think the calibrated smoother saves all necessary fields.
If agreed upon, I would volunteer to do this.
4.5Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/803Be more flexible with calib_smoother command2019-06-19T15:38:02ZJohannes PfeiferBe more flexible with calib_smoother commandCurrently, we do not allow `prefilter`, `loglinear`, and `first_obs`. I think they are all valid options that can be easily handled within the current framework. The first step would be to add the preprocessor interface allowing these op...Currently, we do not allow `prefilter`, `loglinear`, and `first_obs`. I think they are all valid options that can be easily handled within the current framework. The first step would be to add the preprocessor interface allowing these options.
4.5Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/774Formatting issue with impulse response charts after running sbvar( ... )2019-06-19T15:38:03ZStéphane Adjemianstepan@adjemian.euFormatting issue with impulse response charts after running sbvar( ... )*Created by: RolandMeeks*
Tick marks and labels do not appear on the M_.endo_nbr by M_.endo_nbr grid of impulse-response functions that are produced by a call to sbvar( ... ).
*Created by: RolandMeeks*
Tick marks and labels do not appear on the M_.endo_nbr by M_.endo_nbr grid of impulse-response functions that are produced by a call to sbvar( ... ).
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/796corrcoef in octave2019-06-19T15:38:03ZMarco Rattocorrcoef in octaveAfter my latest commit, gsa crashes with octave. It turns out that the `corrcoef` function in octave is different from natlab, in that no second output argument is given (the pvalue of the corr-coef).
Now, there is a forge package for oc...After my latest commit, gsa crashes with octave. It turns out that the `corrcoef` function in octave is different from natlab, in that no second output argument is given (the pvalue of the corr-coef).
Now, there is a forge package for octave
http://octave.sourceforge.net/nan/function/corrcoef.html
that contains such an extended corrcoef for octave. Could we include that function is we are using octave?
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/781deal with dseries in dynare_identification.m2019-06-19T15:38:04ZHoutan Bastanideal with dseries in dynare_identification.mThe following test files break under Octave:
- `identification/kim/kim2.mod`
- `identification/as2007/as2007.mod`
The problem is at line 134 in dynare_identification.m as `info` is not a method in the `dseries` called `dataset_`. Fix pr...The following test files break under Octave:
- `identification/kim/kim2.mod`
- `identification/as2007/as2007.mod`
The problem is at line 134 in dynare_identification.m as `info` is not a method in the `dseries` called `dataset_`. Fix probably consists of replacing `dataset_.info` with `dataset_info`, but @rattoma should verify this change.....
4.5Marco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/-/issues/784document nodecomposition option to estimation and stoch_simul2019-06-19T15:38:04ZHoutan Bastanidocument nodecomposition option to estimation and stoch_simuloption introduced in #702
option introduced in #702
4.5Marco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/-/issues/779add option opt_algo to osr2019-06-19T15:38:04ZHoutan Bastaniadd option opt_algo to osrIt generally allows integer inputs for a case distinction and also takes a “function_name” string for user-provided files.
It generally allows integer inputs for a case distinction and also takes a “function_name” string for user-provided files.
4.5Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/766Deal with correlations in identification2019-06-19T15:38:04ZJohannes PfeiferDeal with correlations in identificationCurrently, `identification` does not support specified correlations and simply crashes. We should either support this or block it. See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6156
Currently, `identification` does not support specified correlations and simply crashes. We should either support this or block it. See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6156
4.5Marco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/-/issues/764Fix initialization of variables in dynare_sensitivity routine2019-06-19T15:38:04ZJohannes PfeiferFix initialization of variables in dynare_sensitivity routineSome of the variables are not properly initialized, grow within loops, and/or are not set in all cases. The `ls2003a.mod` from the tests-folder crashes with `prior_range=1` for example crashes because of this when no standard deviations ...Some of the variables are not properly initialized, grow within loops, and/or are not set in all cases. The `ls2003a.mod` from the tests-folder crashes with `prior_range=1` for example crashes because of this when no standard deviations are estimated, i.e. when using
```
estimated_params;
psi1 , gamma_pdf,1.5,0.5;
psi2 , gamma_pdf,0.25,0.125;
psi3 , gamma_pdf,0.25,0.125;
rho_R ,beta_pdf,0.5,0.2;
alpha ,beta_pdf,0.3,0.1;
rr ,gamma_pdf,2.5,1;
k , gamma_pdf,0.5,0.25;
tau ,gamma_pdf,0.5,0.2;
rho_q ,beta_pdf,0.4,0.2;
rho_A ,beta_pdf,0.5,0.2;
rho_ys ,beta_pdf,0.8,0.1;
rho_pies,beta_pdf,0.7,0.15;
// stderr e_R,inv_gamma_pdf,1.2533,0.6551;
// stderr e_q,inv_gamma_pdf,2.5066,1.3103;
// stderr e_A,inv_gamma_pdf,1.2533,0.6551;
// stderr e_ys,inv_gamma_pdf,1.2533,0.6551;
// stderr e_pies,inv_gamma_pdf,1.88,0.9827;
end;
```
With `prior_range=0` the respective field associated with estimated shocks is correctly set to an empty array and everything works.
4.5Marco RattoMarco Rattohttps://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.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/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/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/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/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/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/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/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/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 Villemot