dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2020-01-28T14:01:41Zhttps://git.dynare.org/Dynare/dynare/-/issues/1688fix `basic_plan`, `flip_plan` in doc2020-01-28T14:01:41ZHoutan 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 page4.7Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1684New WITH_TREND() operator for epilogue block2019-12-13T17:29:05ZSébastien VillemotNew WITH_TREND() operator for epilogue blockImplement a new operator (something like `WITH_TREND()` that could be used in the epilogue block, and that would add back the trend on the computed variables. In this way, the symbolic manipulations would be done in the preprocessor, which is much more easier to do than in MATLAB.
Initially discussed in #1648Implement a new operator (something like `WITH_TREND()` that could be used in the epilogue block, and that would add back the trend on the computed variables. In this way, the symbolic manipulations would be done in the preprocessor, which is much more easier to do than in MATLAB.
Initially discussed in #16484.7https://git.dynare.org/Dynare/dynare/-/issues/1680Adapt evaluate_planner_objective.m to higher order and perfect foresight2020-04-06T07:52:02ZJohannes Pfeifer Adapt evaluate_planner_objective.m to higher order and perfect foresightSupersedes https://git.dynare.org/Dynare/dynare/issues/564 and is related to https://git.dynare.org/Dynare/dynare/issues/1678
See also https://forum.dynare.org/t/evaluate-planner-objective-in-non-linear-model/15492Supersedes https://git.dynare.org/Dynare/dynare/issues/564 and is related to https://git.dynare.org/Dynare/dynare/issues/1678
See also https://forum.dynare.org/t/evaluate-planner-objective-in-non-linear-model/154924.7https://git.dynare.org/Dynare/dynare/-/issues/1675Migrate to Dragonfly parallel toolkit2020-05-07T17:44:21ZSébastien VillemotMigrate to Dragonfly parallel toolkitThe embedded parallel toolkit should be replaced by the [Dragonfly](https://github.com/DragonflyTeam/dragonfly) toolkit.
A branch called `dragonfly` has been created, with the toolkit under `matlab/modules/dragonfly` (see ee3971ad6364910851ff06da9729d9b4a084ca4b).The embedded parallel toolkit should be replaced by the [Dragonfly](https://github.com/DragonflyTeam/dragonfly) toolkit.
A branch called `dragonfly` has been created, with the toolkit under `matlab/modules/dragonfly` (see ee3971ad6364910851ff06da9729d9b4a084ca4b).4.7Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1674Modification to shock_decomposition and plot_decomposition interfaces to incl...2020-01-21T17:47:09ZDóra Kocsisdora@dynare.orgModification to shock_decomposition and plot_decomposition interfaces to include flexibility with datesInclude the following options for dates when shock_decomposition is triggered:
* date of the start of the decomposition, default: start of the estimation sample (some people may want to start the decomposition with the smoothed value at the end of the sample). Proposed option name: `init_date = INTEGER`.
* date of the start of the graph, default: start of the estimation sample. Proposed option name: `graph_init_date = INTEGER`.Include the following options for dates when shock_decomposition is triggered:
* date of the start of the decomposition, default: start of the estimation sample (some people may want to start the decomposition with the smoothed value at the end of the sample). Proposed option name: `init_date = INTEGER`.
* date of the start of the graph, default: start of the estimation sample. Proposed option name: `graph_init_date = INTEGER`.4.7Dóra Kocsisdora@dynare.orgDóra Kocsisdora@dynare.orghttps://git.dynare.org/Dynare/dynare/-/issues/1670Mac Package: see if we can use Homebrew `binutils` package to provide `as` an...2020-05-07T17:44:34ZHoutan BastaniMac Package: see if we can use Homebrew `binutils` package to provide `as` and `ld` and thus not install CLTThe idea is that if we can use Homebrew to provide `as` and `ld` then we can avoid installing Command Line Tools. I am not hopeful because `install_name_tool`, which is used to rename library paths when installing to a non-default directory is installed via Command Line Tools. The thing to check is whether this is used only when installing to non-default directories or whether it is always used. If it is always used, then CLT must not be required (though, it is located in `/Library/Developer/CommandLineTools/usr/bin/install_name_tool`)The idea is that if we can use Homebrew to provide `as` and `ld` then we can avoid installing Command Line Tools. I am not hopeful because `install_name_tool`, which is used to rename library paths when installing to a non-default directory is installed via Command Line Tools. The thing to check is whether this is used only when installing to non-default directories or whether it is always used. If it is always used, then CLT must not be required (though, it is located in `/Library/Developer/CommandLineTools/usr/bin/install_name_tool`)4.7https://git.dynare.org/Dynare/dynare/-/issues/1665Implement bridge sampler for computing marginal data density2019-11-26T16:25:08ZJohannes Pfeifer Implement bridge sampler for computing marginal data density4.7https://git.dynare.org/Dynare/dynare/-/issues/1664Implement option to use LMMCP for steady state computation2019-11-09T17:37:42ZMichelJuillardImplement option to use LMMCP for steady state computationIntroducing mixed complementarity problems in steady state computation may be useful to exclude parts of the definition space where no solution exists. It may also help when one doesn't know whether an occasionally binding constraints bites at the steady state or not, depending on the value of the parameters.Introducing mixed complementarity problems in steady state computation may be useful to exclude parts of the definition space where no solution exists. It may also help when one doesn't know whether an occasionally binding constraints bites at the steady state or not, depending on the value of the parameters.https://git.dynare.org/Dynare/dynare/-/issues/1663datafile option in perfect_foresight_setup: incomplete documentation and not ...2020-01-02T18:21:21ZMichelJuillarddatafile option in perfect_foresight_setup: incomplete documentation and not flexible enoughthe datafile option in perfect_foresight solver requires a text file without variable names, variables being order in order of VAR statement. The file name must end with ``_endo.dat``.
- [x] make loading data for guess value more flexible
- [x] honor INITVAL_FILE command or deprecate it
- [ ] make possible to use guess values with simul_backward-modelthe datafile option in perfect_foresight solver requires a text file without variable names, variables being order in order of VAR statement. The file name must end with ``_endo.dat``.
- [x] make loading data for guess value more flexible
- [x] honor INITVAL_FILE command or deprecate it
- [ ] make possible to use guess values with simul_backward-model4.7https://git.dynare.org/Dynare/dynare/-/issues/1660Update documentation of dseries2020-02-17T09:27:42ZSébastien VillemotUpdate documentation of dseriesSince dseries have been substantially rewritten since 4.5, the documentation in the reference needs to be updated.Since dseries have been substantially rewritten since 4.5, the documentation in the reference needs to be updated.4.7Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1658Write a howto on forecasting2019-09-20T13:06:55ZSébastien VillemotWrite a howto on forecastinghttps://git.dynare.org/Dynare/dynare/-/issues/1657add shock decomposition for forecasts done after estimation2019-12-20T16:32:54ZSébastien Villemotadd shock decomposition for forecasts done after estimation@MichelJuillard has some preliminary codes.@MichelJuillard has some preliminary codes.4.7Dóra Kocsisdora@dynare.orgDóra Kocsisdora@dynare.orghttps://git.dynare.org/Dynare/dynare/-/issues/1643Implement pruning at order>32019-11-21T08:45:16ZJohannes Pfeifer Implement pruning at order>3The algorithm should follow Andreasen et al. (2018) as already implemented in `simult_.m` for orders 2 and 3. Should be done in the C++ routines of `dynare_simul_` as discussed in https://git.dynare.org/Dynare/dynare/commit/1e92e308b9d0301108d18d7256f47655097f20cb#note_8364The algorithm should follow Andreasen et al. (2018) as already implemented in `simult_.m` for orders 2 and 3. Should be done in the C++ routines of `dynare_simul_` as discussed in https://git.dynare.org/Dynare/dynare/commit/1e92e308b9d0301108d18d7256f47655097f20cb#note_83644.7Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1611Make dynare_sensitivity compatible with recursive estimation or provide infor...2018-11-08T09:59:51ZJohannes Pfeifer Make dynare_sensitivity compatible with recursive estimation or provide informative errorSee https://forum.dynare.org/t/calculating-rmses/11903 See https://forum.dynare.org/t/calculating-rmses/11903 https://git.dynare.org/Dynare/dynare/-/issues/1605Better document behavior of steady_state operator2018-09-10T12:35:46ZJohannes Pfeifer Better document behavior of steady_state operatorSee https://forum.dynare.org/t/steady-state-command-in-perfect-foresight-simulations/11632/3See https://forum.dynare.org/t/steady-state-command-in-perfect-foresight-simulations/11632/3https://git.dynare.org/Dynare/dynare/-/issues/1603Investigate whether var_exo_det works correctly with stoch_simul2019-11-26T16:28:38ZJohannes Pfeifer Investigate whether var_exo_det works correctly with stoch_simulSee https://forum.dynare.org/t/varexo-det-to-simulate-random-shocks-during-a-predetermined-period/11637
It seems there is at least one call to `make_ex_` missingSee https://forum.dynare.org/t/varexo-det-to-simulate-random-shocks-during-a-predetermined-period/11637
It seems there is at least one call to `make_ex_` missing4.7https://git.dynare.org/Dynare/dynare/-/issues/1600look at preprocessor `output` option2020-05-07T17:44:56ZHoutan Bastanilook at preprocessor `output` optionWhat is `dynamic` used for?
Look at printing in `DynareMain2.cc`. Why do we switch on `output_mode` ?What is `dynamic` used for?
Look at printing in `DynareMain2.cc`. Why do we switch on `output_mode` ?https://git.dynare.org/Dynare/dynare/-/issues/1597Accept UTF-8 in .mod file2020-05-07T17:45:03ZHoutan BastaniAccept UTF-8 in .mod filehttps://git.dynare.org/Dynare/dynare/-/issues/1596add maximum lag info by variable2020-05-07T17:45:37ZHoutan Bastaniadd maximum lag info by variable```
M_.maximum_endo_lag_by_var = [ ... ];
M_.maximum_exo_lag_by_var = [ ... ];
```
Where the vectors are the length of `M_.orig_endo_nbr````
M_.maximum_endo_lag_by_var = [ ... ];
M_.maximum_exo_lag_by_var = [ ... ];
```
Where the vectors are the length of `M_.orig_endo_nbr`https://git.dynare.org/Dynare/dynare/-/issues/1593Add truncated priors2018-11-08T10:09:48ZJohannes Pfeifer Add truncated priorsFollowing the discussions in #1591 and #750, we currently do not have a way to introduce a proper truncated prior. But this is an often requested feature thta e.g. @rattoma would like to have. Waiting for the new estimation interface (e.g. #824 and #846) seems to long to wait.
My specific proposal would be to add a new token `truncated_norm_pdf` that uses the third and fourth hyperparameter (which is usually reserved for generalized (beta) distributions) to specify the truncation. I consider this a natural interpretation of these hyperparameters for the normal distribution.
@stepan-a What do you think?
@rattoma Woud that satisfy your immediate needs? Or do you need a truncated distribution other than the normal?Following the discussions in #1591 and #750, we currently do not have a way to introduce a proper truncated prior. But this is an often requested feature thta e.g. @rattoma would like to have. Waiting for the new estimation interface (e.g. #824 and #846) seems to long to wait.
My specific proposal would be to add a new token `truncated_norm_pdf` that uses the third and fourth hyperparameter (which is usually reserved for generalized (beta) distributions) to specify the truncation. I consider this a natural interpretation of these hyperparameters for the normal distribution.
@stepan-a What do you think?
@rattoma Woud that satisfy your immediate needs? Or do you need a truncated distribution other than the normal?Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.eu