dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2020-02-12T16:18:04Zhttps://git.dynare.org/Dynare/dynare/-/issues/1173Support estimation under optimal policy2020-02-12T16:18:04ZJohannes Pfeifer Support estimation under optimal policySee http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8071
See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8071
4.7Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/569Integrate OccBin2020-02-11T17:11:43ZHoutan BastaniIntegrate OccBinhttps://github.com/lucashare/occbin
https://www2.bc.edu/matteo-iacoviello/research_files/TOOLKIT_PAPER.pdf
https://github.com/lucashare/occbin
https://www2.bc.edu/matteo-iacoviello/research_files/TOOLKIT_PAPER.pdf
4.7Marco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/-/issues/1703det_cond_forecast() depends on oo_.dr.state_var but this is not always available2020-02-11T10:08:29ZMichelJuillarddet_cond_forecast() depends on oo_.dr.state_var but this is not always available``det_cond_forecast()`` depends on ``oo_.dr.state_var`` but this variable is computed by ``dyn_first_order_solver``. So it isn't available for a purely backward or purely forward model``det_cond_forecast()`` depends on ``oo_.dr.state_var`` but this variable is computed by ``dyn_first_order_solver``. So it isn't available for a purely backward or purely forward model4.7MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/-/issues/1702det_cond_forecast() argument checking is broken2020-02-11T09:44:04ZMichelJuillarddet_cond_forecast() argument checking is brokenIf one calls det_cond_forecast with two arguments only as in the manual example, the function fails with error
```
impossible case
```
that is triggered near line 208If one calls det_cond_forecast with two arguments only as in the manual example, the function fails with error
```
impossible case
```
that is triggered near line 2084.7MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/-/issues/1700Proposal for a generalized solver2020-01-30T09:53:09ZMichelJuillardProposal for a generalized solverModel inversion and deterministic conditional forecast solve the same mathematical problem: solving a (non-)linear system where the identity of the unknown variables change from period to period. I suggest to create a unique function that would solve such problems.
``general_solver`` would take at least the following arguments:
* y: endogenous variables (matrix)
* x: exogenous variables (matrix) [possible concatenation of exo_det variables to the right]
* model: model (function handle)
* i_endo_flip: flip variables indices in endogenous variables (vector)
* i_exo_flip: flip variables indices in exogenous variables (vector)
### Conventions
1. there are as many endogenous flip variables as exogenenous or exo det variables
1. the endogenous and exogenous flip variables are in the same order (not necessary to be contiguous but may help)
1. given the indices vector of flip variablesm implicit pairs of endogenous/exogenous variables are formed
1. If the observation of an endogenous variable is a NaN, the endogenous variables plays it usual role of endogenous variable
1. If the observation of an endogenous variables is a valid number, the endogenous variable is treated as exogenous and the corresponding flip exogenous variables is treated as endogenous
1. The presence of a NaN for an endogenous variable not declared as a flip variable is an error
1. The corner case of unconditional forecast should be accepted for ease of use
1. The solution is written back in ``y`` and ``x`` irrespective of the actual role of a variable in a given period
### Operations
``general_solver`` dispatches la résolution du nouveau problème selon
1. purely backward linear model
1. purely backward nonlinear model
1. purely forward linear model (if we have the algorithm...)
1. purely forward nonlinear model
1. general linear model
1. general nonlinear model
1. bytecode and or block model
and according to the options selecting a particular algorithmModel inversion and deterministic conditional forecast solve the same mathematical problem: solving a (non-)linear system where the identity of the unknown variables change from period to period. I suggest to create a unique function that would solve such problems.
``general_solver`` would take at least the following arguments:
* y: endogenous variables (matrix)
* x: exogenous variables (matrix) [possible concatenation of exo_det variables to the right]
* model: model (function handle)
* i_endo_flip: flip variables indices in endogenous variables (vector)
* i_exo_flip: flip variables indices in exogenous variables (vector)
### Conventions
1. there are as many endogenous flip variables as exogenenous or exo det variables
1. the endogenous and exogenous flip variables are in the same order (not necessary to be contiguous but may help)
1. given the indices vector of flip variablesm implicit pairs of endogenous/exogenous variables are formed
1. If the observation of an endogenous variable is a NaN, the endogenous variables plays it usual role of endogenous variable
1. If the observation of an endogenous variables is a valid number, the endogenous variable is treated as exogenous and the corresponding flip exogenous variables is treated as endogenous
1. The presence of a NaN for an endogenous variable not declared as a flip variable is an error
1. The corner case of unconditional forecast should be accepted for ease of use
1. The solution is written back in ``y`` and ``x`` irrespective of the actual role of a variable in a given period
### Operations
``general_solver`` dispatches la résolution du nouveau problème selon
1. purely backward linear model
1. purely backward nonlinear model
1. purely forward linear model (if we have the algorithm...)
1. purely forward nonlinear model
1. general linear model
1. general nonlinear model
1. bytecode and or block model
and according to the options selecting a particular algorithm4.7https://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/444Document nonlinear filters on a wiki page2020-01-24T16:06:31ZStéphane Adjemianstepan@adjemian.euDocument nonlinear filters on a wiki pageWe need to describe and discuss all the available options in `options_.particle` (there is still no interface for these options because the set of options is not yet stable).
We need to describe and discuss all the available options in `options_.particle` (there is still no interface for these options because the set of options is not yet stable).
Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://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/1693Various improvements in Sphinx doc2020-01-08T16:24:40ZHoutan BastaniVarious improvements in Sphinx doc- see if we can use https://pypi.org/project/sphinxcontrib-matlabdomain/ instead of `MatComm` and `MatlabVar` defined in `doc/manual/utils/dynare_dom.py`
- if not, add new domain entry to differentiate between MATLAB commands and MATLAB functions
- find way to fix output of Matlab Commands so the options conform to the true type used for Dynare Command options
- code block:
- many general problems with highlighting: e.g. `end` is highlighted when it is MATLAB code but the corresponding `for` is not highlighted
- despite being in `doc/manual/utils/dynare_lex.py`, `var` is not highlighted in code blocks
- ideally find a programmatic way to fill `doc/manual/utils/dynare_lex.py` from the `rst` files instead of having to update it by hand- see if we can use https://pypi.org/project/sphinxcontrib-matlabdomain/ instead of `MatComm` and `MatlabVar` defined in `doc/manual/utils/dynare_dom.py`
- if not, add new domain entry to differentiate between MATLAB commands and MATLAB functions
- find way to fix output of Matlab Commands so the options conform to the true type used for Dynare Command options
- code block:
- many general problems with highlighting: e.g. `end` is highlighted when it is MATLAB code but the corresponding `for` is not highlighted
- despite being in `doc/manual/utils/dynare_lex.py`, `var` is not highlighted in code blocks
- ideally find a programmatic way to fill `doc/manual/utils/dynare_lex.py` from the `rst` files instead of having to update it by hand4.7https://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/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/1513Allow selecting proper training sample for endogenous_prior2019-12-20T16:32:01ZJohannes Pfeifer Allow selecting proper training sample for endogenous_priorCurrently, we simply use `Y=data';`, but it is straightforward to include different dataCurrently, we simply use `Y=data';`, but it is straightforward to include different data4.7https://git.dynare.org/Dynare/dynare/-/issues/1514Add Importance Ratio as diagnostic for checking accuracy of normal approximat...2019-12-20T16:31:49ZJohannes Pfeifer Add Importance Ratio as diagnostic for checking accuracy of normal approximation to posteriorSee e.g. Slide 32 of http://apps.eui.eu/Personal/Canova/Teachingmaterial/bayes_dsge_eui2012.pdfSee e.g. Slide 32 of http://apps.eui.eu/Personal/Canova/Teachingmaterial/bayes_dsge_eui2012.pdf4.7https://git.dynare.org/Dynare/dynare/-/issues/1521create class for storing/writing metropolis draws2019-12-20T16:31:36ZHoutan Bastanicreate class for storing/writing metropolis drawsIn the `while` loop of `matlab/posterior_sampler_core.m` we have an example of how draws are stored and written when a certain number of draws have been stored in memory.
Need to create a Matlab class that stores:
- a vector
- a matrix
- a structure (`dr`)
And that writes itself to disk when a certain number of vector/matrix/structures have been written and clears itself so that more draws can be stored.
This class can then be used to standardize the various ways we do this throughout the Matlab codebase.In the `while` loop of `matlab/posterior_sampler_core.m` we have an example of how draws are stored and written when a certain number of draws have been stored in memory.
Need to create a Matlab class that stores:
- a vector
- a matrix
- a structure (`dr`)
And that writes itself to disk when a certain number of vector/matrix/structures have been written and clears itself so that more draws can be stored.
This class can then be used to standardize the various ways we do this throughout the Matlab codebase.4.7https://git.dynare.org/Dynare/dynare/-/issues/300Implement k-order derivatives of external functions2019-12-16T14:00:55ZSébastien VillemotImplement k-order derivatives of external functionsOtherwise order ≥ 3 fails with a cryptic preprocessor error
Otherwise order ≥ 3 fails with a cryptic preprocessor error
4.7https://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/1114create contributions.md describing how to contribute to dynare2019-11-26T16:30:56ZHoutan Bastanicreate contributions.md describing how to contribute to dynareStéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://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/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/1004Make initvalf and histvalf compatible with translation to one-lag problem2019-11-26T15:21:02ZJohannes Pfeifer Make initvalf and histvalf compatible with translation to one-lag problemWe currently have both `initvalf` and `histvalf` but with auxiliary variable substitution it is not clear to me how separate the two and how to properly initialize a model. Also, `histvalf` automatically takes care of auxiliary variables while `initvalf` does not.
Related to #617
We currently have both `initvalf` and `histvalf` but with auxiliary variable substitution it is not clear to me how separate the two and how to properly initialize a model. Also, `histvalf` automatically takes care of auxiliary variables while `initvalf` does not.
Related to #617