dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2014-05-05T18:52:01Zhttps://git.dynare.org/Dynare/dynare/-/issues/39Make warnings about unitialized params/vars optional2014-05-05T18:52:01ZSébastien VillemotMake warnings about unitialized params/vars optional4.1https://git.dynare.org/Dynare/dynare/-/issues/3When the steady state computation fail, give the user a possibility to see wh...2015-07-27T19:50:16ZSébastien VillemotWhen the steady state computation fail, give the user a possibility to see where the computation stoppedRequest by Pascal Jacquinot.
Request by Pascal Jacquinot.
4.5https://git.dynare.org/Dynare/dynare/-/issues/21Add partial information2013-02-21T15:08:58ZSébastien VillemotAdd partial informationFor DSGE-net.
For DSGE-net.
4.2https://git.dynare.org/Dynare/dynare/-/issues/1728Improvements to make install rule2020-07-28T08:34:19ZSébastien VillemotImprovements to make install ruleCurrently the preprocessor is installed at two places: `${prefix}/lib/dynare/matlab/preprocessorNN/` and `${prefix}/bin`. The former should probably be made a symlink to the latter.
By the way, we could rename the preprocessor binary to a better name.
Moreover, docs should be installed under `${prefix}/share/doc/dynare/`.Currently the preprocessor is installed at two places: `${prefix}/lib/dynare/matlab/preprocessorNN/` and `${prefix}/bin`. The former should probably be made a symlink to the latter.
By the way, we could rename the preprocessor binary to a better name.
Moreover, docs should be installed under `${prefix}/share/doc/dynare/`.4.7Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1729Suggestion: Provide unstable builds of current major version branch (e.g. 4.6...2020-06-05T16:58:28ZTom HoldenSuggestion: Provide unstable builds of current major version branch (e.g. 4.6 at present) as well as builds of the master branchIt would be good if as well as providing unstable builds of the master branch, unstable builds of the current major version branch were also provided (e.g. the 4.6 branch at present).
While people can of course compile this themselves, in practice this is quite onerous.It would be good if as well as providing unstable builds of the master branch, unstable builds of the current major version branch were also provided (e.g. the 4.6 branch at present).
While people can of course compile this themselves, in practice this is quite onerous.https://git.dynare.org/Dynare/dynare/-/issues/1730Consider saving results using -v7.3 flag2020-06-15T10:29:17ZJohannes Pfeifer Consider saving results using -v7.3 flagWe may want to consider saving the results of a Dynare run using the `-v7.3` flag, which available after Matlab R2006b. That would help getting around occasional issues with the 2GB file limit otherwise present.We may want to consider saving the results of a Dynare run using the `-v7.3` flag, which available after Matlab R2006b. That would help getting around occasional issues with the 2GB file limit otherwise present.https://git.dynare.org/Dynare/dynare/-/issues/1731Error in derivatives of perfect foresight models with leaded or lagged exogen...2020-09-04T14:09:13ZMichelJuillardError in derivatives of perfect foresight models with leaded or lagged exogenous variablesA perfect foresight model with leads and lags in exogenous variables produces wrong derivative file ``dynamic_g1.m`` such as:
```
...
g1 = zeros(6, 12);
g1(1,8)=(-params(1));
g1(1,8)=1;
...
```
Here is ``test_0.mod``:
[test_o.mod](/uploads/27569e4244c8152ea98b9f1b7b48c21c/test_o.mod)
The issue occurs in 4.6 and in the unstable version.A perfect foresight model with leads and lags in exogenous variables produces wrong derivative file ``dynamic_g1.m`` such as:
```
...
g1 = zeros(6, 12);
g1(1,8)=(-params(1));
g1(1,8)=1;
...
```
Here is ``test_0.mod``:
[test_o.mod](/uploads/27569e4244c8152ea98b9f1b7b48c21c/test_o.mod)
The issue occurs in 4.6 and in the unstable version.4.7Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1732Improve debugging options for perfect foresight2020-06-10T06:15:36ZJohannes Pfeifer Improve debugging options for perfect foresightWe occasionally have issues with singular Jacobians as in https://forum.dynare.org/t/blanchard-conditions-in-stochastic-and-deterministic-models/15980
It would be good to have a debugging options that would point to the culprit for e.g. a row or column of zeros. Maybe we could add this to `model_diagnostics`.
[ADS_NE.mod](/uploads/93a8991fbd2cfd3eface2eb12d9a745f/ADS_NE.mod)We occasionally have issues with singular Jacobians as in https://forum.dynare.org/t/blanchard-conditions-in-stochastic-and-deterministic-models/15980
It would be good to have a debugging options that would point to the culprit for e.g. a row or column of zeros. Maybe we could add this to `model_diagnostics`.
[ADS_NE.mod](/uploads/93a8991fbd2cfd3eface2eb12d9a745f/ADS_NE.mod)https://git.dynare.org/Dynare/dynare/-/issues/1733Fix identification issues around steady state file2020-06-22T08:35:36ZJohannes Pfeifer Fix identification issues around steady state fileThe issue popped up in https://forum.dynare.org/t/mode-check-plots-with-flat-lines/16020/13 with the attached files. From what I can see, the issue is parameters being updated in the steady state file. Identification in `4.7` seems unable to handle this. If I am not mistaken (@rattoma should know better), this is a regression as in the past, we resorted to simulation instead of theoretical derivatives which are now unavailable.
[Model.mod](/uploads/7416c13b9a736cfe8133774f9342b9bd/Model.mod)
[SOEMData.xlsx](/uploads/9121d21da0eed219d98bac015f97d9ec/SOEMData.xlsx)
[Model_steadystate.m](/uploads/914342354a7271f21b18cdb9130e03ad/Model_steadystate.m)The issue popped up in https://forum.dynare.org/t/mode-check-plots-with-flat-lines/16020/13 with the attached files. From what I can see, the issue is parameters being updated in the steady state file. Identification in `4.7` seems unable to handle this. If I am not mistaken (@rattoma should know better), this is a regression as in the past, we resorted to simulation instead of theoretical derivatives which are now unavailable.
[Model.mod](/uploads/7416c13b9a736cfe8133774f9342b9bd/Model.mod)
[SOEMData.xlsx](/uploads/9121d21da0eed219d98bac015f97d9ec/SOEMData.xlsx)
[Model_steadystate.m](/uploads/914342354a7271f21b18cdb9130e03ad/Model_steadystate.m)4.7https://git.dynare.org/Dynare/dynare/-/issues/1734Finish nonlinear prior restrictions2020-06-22T10:25:28ZJohannes Pfeifer Finish nonlinear prior restrictionsSee https://git.dynare.org/Dynare/dynare/-/commit/0efcef8f20c549c1484ce56c8986bc4c24d5292aSee https://git.dynare.org/Dynare/dynare/-/commit/0efcef8f20c549c1484ce56c8986bc4c24d5292a4.7https://git.dynare.org/Dynare/dynare/-/issues/1735Change treatment of jnl-file of k_order_perturbation2020-10-16T15:27:19ZJohannes Pfeifer Change treatment of jnl-file of k_order_perturbationDisable the writing of the file to the hard-disk by default. Implement an additional input argument so that options_.debug triggers writing this file.Disable the writing of the file to the hard-disk by default. Implement an additional input argument so that options_.debug triggers writing this file.4.7Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1736Display of simulated moments: introduce cutoff for 0 variables2020-09-03T14:45:13ZJohannes Pfeifer Display of simulated moments: introduce cutoff for 0 variablesSee the problem in https://forum.dynare.org/t/question-on-ramsey-example-mod/16113See the problem in https://forum.dynare.org/t/question-on-ramsey-example-mod/16113https://git.dynare.org/Dynare/dynare/-/issues/26Nonlinear estimation2013-02-21T15:08:59ZSébastien VillemotNonlinear estimationhttps://git.dynare.org/Dynare/dynare/-/issues/15Add order 3 derivatives in USE_DLL mode (for k-order)2013-02-21T15:08:58ZSébastien VillemotAdd order 3 derivatives in USE_DLL mode (for k-order)4.1https://git.dynare.org/Dynare/dynare/-/issues/291bugs related to auxiliary variables for lagged exogenous variables2013-02-21T14:54:09ZSébastien Villemotbugs related to auxiliary variables for lagged exogenous variablesIn ./tests/auxiliary_variables/test2.mod, the preprocessor fails to create auxiliary variable for lagged exogenous one.
When that is fixed, it will be necessary to check that the derivatives of the definition of the auxiliary variable is correctly added to test2_static.m
When test2.mod runs correctly, please add it to ./tests/Makefile.am
In ./tests/auxiliary_variables/test2.mod, the preprocessor fails to create auxiliary variable for lagged exogenous one.
When that is fixed, it will be necessary to check that the derivatives of the definition of the auxiliary variable is correctly added to test2_static.m
When test2.mod runs correctly, please add it to ./tests/Makefile.am
https://git.dynare.org/Dynare/dynare/-/issues/161Under Octave, gamma priors fail when variance is too small2013-02-21T15:03:07ZSébastien VillemotUnder Octave, gamma priors fail when variance is too smallThis is reproducible on file RBC_Est.mod distributed with the user guide, which has two gamma priors.
The problem is related to a bug in Octave:
http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=493869
It may also affect beta priors which rely on gaminv() function.
A minimal solution would be to give a sensible error message to the user, so that he knows he has to increase the variance.
A better solution would be to reimplement gaminv.
This is reproducible on file RBC_Est.mod distributed with the user guide, which has two gamma priors.
The problem is related to a bug in Octave:
http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=493869
It may also affect beta priors which rely on gaminv() function.
A minimal solution would be to give a sensible error message to the user, so that he knows he has to increase the variance.
A better solution would be to reimplement gaminv.
4.3https://git.dynare.org/Dynare/dynare/-/issues/205add interface and documentation to model_diagnostics2013-02-21T15:00:01ZSébastien Villemotadd interface and documentation to model_diagnosticshttps://git.dynare.org/Dynare/dynare/-/issues/82prior_analysis and posterior_analysis commands broken2013-02-21T15:07:22ZSébastien Villemotprior_analysis and posterior_analysis commands brokenThe prior_analysis and posterior_analysis commands are broken: the calling sequence generated by the preprocessor doesn't match the calling sequence of the MATLAB function...
Their documentation in the ref. manual also needs updating.
The prior_analysis and posterior_analysis commands are broken: the calling sequence generated by the preprocessor doesn't match the calling sequence of the MATLAB function...
Their documentation in the ref. manual also needs updating.
https://git.dynare.org/Dynare/dynare/-/issues/206MS-SBVAR: update irf, forecast and variance decomposition mex2013-02-21T15:00:01ZSébastien VillemotMS-SBVAR: update irf, forecast and variance decomposition mex4.3https://git.dynare.org/Dynare/dynare/-/issues/254UnivariateSpectralDensity.m must be implemented to preprocessor and documented.2016-03-23T13:22:33ZSébastien VillemotUnivariateSpectralDensity.m must be implemented to preprocessor and documented.The SpectralDensity option of stoch_simul is neither documented nor implemented in the preprocessor.
It could be implemented as an option of stoch_simul().
Alternatively, we could use a preprocessor command along the lines
spectral_density_decomposition(plot=integer,cutoff=number,step_length= number);
which translates into
options_.SpectralDensity.trigger = 1;
options_.SpectralDensity.plot = integer;
options_.SpectralDensity.cutoff = number;
options_.SpectralDensity.sdl = number;
The SpectralDensity option of stoch_simul is neither documented nor implemented in the preprocessor.
It could be implemented as an option of stoch_simul().
Alternatively, we could use a preprocessor command along the lines
spectral_density_decomposition(plot=integer,cutoff=number,step_length= number);
which translates into
options_.SpectralDensity.trigger = 1;
options_.SpectralDensity.plot = integer;
options_.SpectralDensity.cutoff = number;
options_.SpectralDensity.sdl = number;
4.5Johannes Pfeifer Johannes Pfeifer https://git.dynare.org/Dynare/dynare/-/issues/1737Provide disclyap_fast.m as a mex-file2020-07-30T15:13:17ZJohannes Pfeifer Provide disclyap_fast.m as a mex-filePreliminary testing with the Matlab Coder in C++ indicated significant speed gains (factor 3 for a 54 by 54 matrix). Useful as there may be thousands of calls in the context of GMM.
We currently do not use the `chol`-check anywhere. So may leave it out and only code the main loop.Preliminary testing with the Matlab Coder in C++ indicated significant speed gains (factor 3 for a 54 by 54 matrix). Useful as there may be thousands of calls in the context of GMM.
We currently do not use the `chol`-check anywhere. So may leave it out and only code the main loop.4.7Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1738Publication-quality plots2020-07-15T10:44:06ZWilli Mutschlerwilli@mutschler.euPublication-quality plotsMatlab's capabilities to produce plots are very low-level and I usually find that using e.g. R's ggplot2 function gives "better" looking figures. I recently came across the following project which basically ports ggplot2 to matlab and is under the MIT license:
https://github.com/piermorel/gramm
What do @all think, would it be good to use this and provide publication-quality plots in Dynare?Matlab's capabilities to produce plots are very low-level and I usually find that using e.g. R's ggplot2 function gives "better" looking figures. I recently came across the following project which basically ports ggplot2 to matlab and is under the MIT license:
https://github.com/piermorel/gramm
What do @all think, would it be good to use this and provide publication-quality plots in Dynare?https://git.dynare.org/Dynare/dynare/-/issues/1739Investigate parallel issues2020-07-13T14:00:20ZJohannes Pfeifer Investigate parallel issuesSee https://forum.dynare.org/t/parallel-estimation-mcmc-diagnostics-issue/16228/4See https://forum.dynare.org/t/parallel-estimation-mcmc-diagnostics-issue/16228/44.7https://git.dynare.org/Dynare/dynare/-/issues/16Reindent all source code (C++, M-files)2013-02-21T15:08:58ZSébastien VillemotReindent all source code (C++, M-files)4.1https://git.dynare.org/Dynare/dynare/-/issues/220add a homotopy mode for simul() and for steady with endval2016-06-01T12:23:27ZSébastien Villemotadd a homotopy mode for simul() and for steady with endvalCurrently homotopy only exist for steady with initval.
These features would be useful for GIMF at the IMF.
Currently homotopy only exist for steady with initval.
These features would be useful for GIMF at the IMF.
https://git.dynare.org/Dynare/dynare/-/issues/27Finite element solution method2016-06-10T13:10:09ZSébastien VillemotFinite element solution methodFor the IMF.
For the IMF.
https://git.dynare.org/Dynare/dynare/-/issues/85Estimation is not deterministic: a seed should be explictly given to random n...2013-04-10T13:42:53ZSébastien VillemotEstimation is not deterministic: a seed should be explictly given to random number generatorCurrently MOD files doing estimation are not deterministic: different runs of the same MOD files don't give the same results, since the seed for random number generator is not the same accross runs.
The easy way to fix that is to set the seed in dynare.m. There would be a default value for the seed, or it could be changed through an option/command.
A more subtle way would be to have a seed reset at the top of every major function (estimation, stoch_simul).
More details on the following wiki page:
http://www.dynare.org/DynareWiki/FixingRandomseed
We need to decide which way is the best.
Currently MOD files doing estimation are not deterministic: different runs of the same MOD files don't give the same results, since the seed for random number generator is not the same accross runs.
The easy way to fix that is to set the seed in dynare.m. There would be a default value for the seed, or it could be changed through an option/command.
A more subtle way would be to have a seed reset at the top of every major function (estimation, stoch_simul).
More details on the following wiki page:
http://www.dynare.org/DynareWiki/FixingRandomseed
We need to decide which way is the best.
https://git.dynare.org/Dynare/dynare/-/issues/152Stochastic Extended path2013-06-10T12:35:45ZSébastien VillemotStochastic Extended pathSome code already exists, it is mainly a matter of creating an interface.
Some code already exists, it is mainly a matter of creating an interface.
4.4Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/208MS-SBVAR: clear up licensing for Tao's code2013-02-21T15:00:01ZSébastien VillemotMS-SBVAR: clear up licensing for Tao's codematlab/ms-sbvar/cstz
matlab/ms-sbvar/identification
remind Dan to remove:
ms-sbvar/switch_dw/mixture_models
from 1.1 branch
matlab/ms-sbvar/cstz
matlab/ms-sbvar/identification
remind Dan to remove:
ms-sbvar/switch_dw/mixture_models
from 1.1 branch
4.3https://git.dynare.org/Dynare/dynare/-/issues/185parallel computing: default missing for option NodeWeight2013-02-21T15:00:42ZSébastien Villemotparallel computing: default missing for option NodeWeight./matlab/parallel/InitializeComputationalEnvironment.m crashes when no value is indicated for node weights in Dynare configuration file
./matlab/parallel/InitializeComputationalEnvironment.m crashes when no value is indicated for node weights in Dynare configuration file
4.3https://git.dynare.org/Dynare/dynare/-/issues/324Document kalman_algo and kalman_tol in manual2013-05-18T17:49:45ZJohannes Pfeifer Document kalman_algo and kalman_tol in manualhttps://git.dynare.org/Dynare/dynare/-/issues/186normalization is buggy in preprocessor for expressions of the form a^x2013-02-21T15:00:42ZSébastien Villemotnormalization is buggy in preprocessor for expressions of the form a^xIn ExprNode.cc, in the function BinaryOpNode::normalizeEquation, the case of an expression of the form a^x (power expression with endogenous in the exponent but not under the exponent) is not handled. This make the preprocessor exit silently with an error.
In ExprNode.cc, in the function BinaryOpNode::normalizeEquation, the case of an expression of the form a^x (power expression with endogenous in the exponent but not under the exponent) is not handled. This make the preprocessor exit silently with an error.
https://git.dynare.org/Dynare/dynare/-/issues/75Fix command "calib" or remove it2013-02-21T15:07:22ZSébastien VillemotFix command "calib" or remove itThe "calib" command (and its associated command "calib_var") are recognized by the preprocessor, but are probably not working, and are not documented in the reference manual.
This should be fixed, or the commands be removed.
The "calib" command (and its associated command "calib_var") are recognized by the preprocessor, but are probably not working, and are not documented in the reference manual.
This should be fixed, or the commands be removed.
4.2https://git.dynare.org/Dynare/dynare/-/issues/14Create a database of old and new example MOD files2013-02-21T15:09:15ZSébastien VillemotCreate a database of old and new example MOD filesFor DSGE-net.
Some thoughts on this are on the following page:
[http://www.dynare.org/DynareWiki/ExamplesDatabase]
The idea is to have a new "examples/" subdirectory in the SVN, with a bunch of MOD files running with the current version of Dynare.
For DSGE-net.
Some thoughts on this are on the following page:
[http://www.dynare.org/DynareWiki/ExamplesDatabase]
The idea is to have a new "examples/" subdirectory in the SVN, with a bunch of MOD files running with the current version of Dynare.
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/134Reorganize M-structures used for storing block decomposition information2013-02-21T15:05:28ZSébastien VillemotReorganize M-structures used for storing block decomposition informationSee the following page for the current state:
http://www.dynare.org/DynareWiki/GlobalVariableBD
See the following page for the current state:
http://www.dynare.org/DynareWiki/GlobalVariableBD
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/193add new sensitivity options2013-02-21T15:00:43ZSébastien Villemotadd new sensitivity optionspvalue_ks (default 0.001) threshold pvalue for significant Kolmogorov
Smirnov test (i.e. plot parameters with pvalue<pvalue_ks)
pvalue_corr (default 0.001) threshold pvalue for significant correlation in filtered samples (i.e. plot bivariate samples when pvalue<pvalue_corr)
pvalue_ks (default 0.001) threshold pvalue for significant Kolmogorov
Smirnov test (i.e. plot parameters with pvalue<pvalue_ks)
pvalue_corr (default 0.001) threshold pvalue for significant correlation in filtered samples (i.e. plot bivariate samples when pvalue<pvalue_corr)
4.3https://git.dynare.org/Dynare/dynare/-/issues/1740Investigate MS-BVAR problems on Windows2020-08-27T08:30:31ZJohannes Pfeifer Investigate MS-BVAR problems on WindowsThe `test_ms_variances.mod` fails in `4.6.1` with
```
Unable to create the starting point data file est_csminwel_test_ms_variances.out in csminwel.c!
Error in MS-SBVAR MEX file.
```The `test_ms_variances.mod` fails in `4.6.1` with
```
Unable to create the starting point data file est_csminwel_test_ms_variances.out in csminwel.c!
Error in MS-SBVAR MEX file.
```4.7https://git.dynare.org/Dynare/dynare/-/issues/1741Linear algorithm for perfect foresight is buggy when there are lagged exogeno...2020-09-04T14:07:56ZMichelJuillardLinear algorithm for perfect foresight is buggy when there are lagged exogenous variables in the modelThe algorithm implemented in ``sim1_linear.m`` is wrong when there are lagged exogenous variables because it relies on the derivatives of exogenous variables that are themselves wrong because of the issue reported in #1731The algorithm implemented in ``sim1_linear.m`` is wrong when there are lagged exogenous variables because it relies on the derivatives of exogenous variables that are themselves wrong because of the issue reported in #17314.7https://git.dynare.org/Dynare/dynare/-/issues/1742Fix reported problems in extended path2020-10-16T15:27:19ZJohannes Pfeifer Fix reported problems in extended pathSee https://forum.dynare.org/t/extended-path-bytecode/16577See https://forum.dynare.org/t/extended-path-bytecode/165774.7Sébastien VillemotSébastien Villemothttps://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/342Better documentation of parser error messages (line and column numbers)2013-05-31T17:28:42ZJohannes Pfeifer Better documentation of parser error messages (line and column numbers)Currently, we have error messages like this:
`ERROR: final.mod:201.1-3: syntax error, unexpected NAME`
The reason usually is that a semicolon is missing in the previous line, but people only look in the current line. If the error starts at 1, we might want to change the error message to
`ERROR: final.mod:201.1-3: syntax error, unexpected NAME. Please also check whether the previous line was terminated correctly with a semicolon.`
Currently, we have error messages like this:
`ERROR: final.mod:201.1-3: syntax error, unexpected NAME`
The reason usually is that a semicolon is missing in the previous line, but people only look in the current line. If the error starts at 1, we might want to change the error message to
`ERROR: final.mod:201.1-3: syntax error, unexpected NAME. Please also check whether the previous line was terminated correctly with a semicolon.`
Houtan BastaniHoutan Bastanihttps://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 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.
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/1743Start diary earlier to include input arguments and Dynare version2020-09-21T10:32:05ZJohannes Pfeifer Start diary earlier to include input arguments and Dynare versionCurrently, the diary only starts after the version and the input arguments have been printed. That way, important information is missing when calling a mod-file with command-line switches.Currently, the diary only starts after the version and the input arguments have been printed. That way, important information is missing when calling a mod-file with command-line switches.4.7https://git.dynare.org/Dynare/dynare/-/issues/1744endogenous_prior with missing observation2020-09-21T10:32:53Znaivejendogenous_prior with missing observationHi dynare team,
(Sorry if I posted in the wrong place, I just realised that gitlab seems for developers only)
In v4.6.2, endogenous_prior cannot work with missing observation, but this is not pointed out in the Reference Manual.
I suppose a naive way to fix this is to exclude any period or variables with missing observations in the calculation of statistics.
Currently, I modified the code as follows but not sure if this is statistically correct. Is there a better way to make this work?
```matlab
Ydemean(:,j)=Y(:,j)-mean(Y(:,j),'omitnan');
Fhat=std(Ydemean,1,'omitnan').^2';
for j=1:n
Ydemean(:,j)=Y(:,j)-mean(Y(:,j),'omitnan');
end
Fhat=std(Ydemean,1,'omitnan').^2';%Fhat=diag(Ydemean'*Ydemean)/Tsamp;
Sgood=find(~any(isnan(Y),2));
Tgood=length(Sgood);
hmat=zeros(n,Tgood);
% we need ht, where t=1,...,T
for t=1:Tgood
hmat(:,t)=diag(Ydemean(Sgood(t),:)'*Ydemean(Sgood(t),:))-Fhat;
end
% To calculate Shat we need C0, C1 and C2
for t=1:Tgood
C0=C0+1/Tgood*hmat(:,t)*hmat(:,t)';
end
for t=2:Tgood
C1=C1+1/(Tgood-1)*hmat(:,t)*hmat(:,t-1)';
end
for t=3:Tgood
C2=C2+1/(Tgood-2)*hmat(:,t)*hmat(:,t-2)';
end
```Hi dynare team,
(Sorry if I posted in the wrong place, I just realised that gitlab seems for developers only)
In v4.6.2, endogenous_prior cannot work with missing observation, but this is not pointed out in the Reference Manual.
I suppose a naive way to fix this is to exclude any period or variables with missing observations in the calculation of statistics.
Currently, I modified the code as follows but not sure if this is statistically correct. Is there a better way to make this work?
```matlab
Ydemean(:,j)=Y(:,j)-mean(Y(:,j),'omitnan');
Fhat=std(Ydemean,1,'omitnan').^2';
for j=1:n
Ydemean(:,j)=Y(:,j)-mean(Y(:,j),'omitnan');
end
Fhat=std(Ydemean,1,'omitnan').^2';%Fhat=diag(Ydemean'*Ydemean)/Tsamp;
Sgood=find(~any(isnan(Y),2));
Tgood=length(Sgood);
hmat=zeros(n,Tgood);
% we need ht, where t=1,...,T
for t=1:Tgood
hmat(:,t)=diag(Ydemean(Sgood(t),:)'*Ydemean(Sgood(t),:))-Fhat;
end
% To calculate Shat we need C0, C1 and C2
for t=1:Tgood
C0=C0+1/Tgood*hmat(:,t)*hmat(:,t)';
end
for t=2:Tgood
C1=C1+1/(Tgood-1)*hmat(:,t)*hmat(:,t-1)';
end
for t=3:Tgood
C2=C2+1/(Tgood-2)*hmat(:,t)*hmat(:,t-2)';
end
```4.7https://git.dynare.org/Dynare/dynare/-/issues/1745Adding support for dates in perfect_foresight_setup2020-09-25T08:38:53ZMichelJuillardAdding support for dates in perfect_foresight_setupThe user should be able to control the dates of the dseries produced by ``perfect_foresight_solver``
- Currently, `histval``,``histval_file`` and ``initval_file`` pass a ``dseries` to ``perfect_foresight_setup``
- By default, ``perfect_foresight_setup`` should be consistent with the dates of this ``dseries``
- dates must be permitted in ``histval`` instead of only signed integers
- ``first_obs``: sets the dates used for the first initial conditions. Must be consistent with ``histval`` or ``histval_file`` if they are used
- ``first_simulation_period``: sets the dates used for the first period of the simulation. It is an alternative to specifying ``first_obs`` and must be consistent if ``first_obs``is also used as an option. Values for initial conditions before this date must be available. Must be consistent with ``histval`` or ``histval_file`` if they are used.
- ``last_simulation_period``: sets the date of the last period of simulation. It is an alternative to specifying ``periods`` and must be consistent if ``periods``is also used as an option. Data for terminal conditions past the last period must be availableThe user should be able to control the dates of the dseries produced by ``perfect_foresight_solver``
- Currently, `histval``,``histval_file`` and ``initval_file`` pass a ``dseries` to ``perfect_foresight_setup``
- By default, ``perfect_foresight_setup`` should be consistent with the dates of this ``dseries``
- dates must be permitted in ``histval`` instead of only signed integers
- ``first_obs``: sets the dates used for the first initial conditions. Must be consistent with ``histval`` or ``histval_file`` if they are used
- ``first_simulation_period``: sets the dates used for the first period of the simulation. It is an alternative to specifying ``first_obs`` and must be consistent if ``first_obs``is also used as an option. Values for initial conditions before this date must be available. Must be consistent with ``histval`` or ``histval_file`` if they are used.
- ``last_simulation_period``: sets the date of the last period of simulation. It is an alternative to specifying ``periods`` and must be consistent if ``periods``is also used as an option. Data for terminal conditions past the last period must be available4.7MichelJuillardMichelJuillardhttps://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/169recent change to oo_.steady_state breaks estimation2013-02-21T15:01:28ZSébastien Villemotrecent change to oo_.steady_state breaks estimationThe commit 9f7cfaec007f0d4aa805047823c3fb4ce020d6b9 has broken estimation, in particular of fs2000.mod.
The mode optimization fails:
POSTERIOR KERNEL OPTIMIZATION PROBLEM!
(minus) the hessian matrix at the "mode" is not positive definite!
=> posterior variance of the estimated parameters are not positive.
You should try to change the initial values of the parameters using
the estimated_params_init block, or use another optimization routine.
warning: The results below are most likely wrong!
Commenting out line 123 of resol.m fixes the problem:
oo_.steady_state = steady_state;
The commit 9f7cfaec007f0d4aa805047823c3fb4ce020d6b9 has broken estimation, in particular of fs2000.mod.
The mode optimization fails:
POSTERIOR KERNEL OPTIMIZATION PROBLEM!
(minus) the hessian matrix at the "mode" is not positive definite!
=> posterior variance of the estimated parameters are not positive.
You should try to change the initial values of the parameters using
the estimated_params_init block, or use another optimization routine.
warning: The results below are most likely wrong!
Commenting out line 123 of resol.m fixes the problem:
oo_.steady_state = steady_state;
https://git.dynare.org/Dynare/dynare/-/issues/194Clarify Slicot licensing terms2013-02-21T15:00:43ZSébastien VillemotClarify Slicot licensing termsCurrently Dynare (unstable) distributes its own copy of libslicot (www.slicot.org). It is used in the Kalman Steady State DLL (at least).
As of July 15, 2011, it is no longer possible to download libslicot from its website. It says that the library is currently undergoing a relicensing.
We need to clarify this with Slicot authors to see if we can continue distributing it with Dynare.
Currently Dynare (unstable) distributes its own copy of libslicot (www.slicot.org). It is used in the Kalman Steady State DLL (at least).
As of July 15, 2011, it is no longer possible to download libslicot from its website. It says that the library is currently undergoing a relicensing.
We need to clarify this with Slicot authors to see if we can continue distributing it with Dynare.
https://git.dynare.org/Dynare/dynare/-/issues/73The macroprocessor fails when the file ends with @#endif or @#endfor without ...2013-02-21T15:07:22ZSébastien VillemotThe macroprocessor fails when the file ends with @#endif or @#endfor without a new line at the EOF4.2https://git.dynare.org/Dynare/dynare/-/issues/238Add interface for convergence tolerance criterions (and maybe rename internal...2016-06-10T12:47:35ZSébastien VillemotAdd interface for convergence tolerance criterions (and maybe rename internal options)Currently we have 4 options for convergence criterions:
- options_.dynatol.f
- options_.dynatol.x
- options_.solve_tolf
- options_.solve_tolx
The first two are for the deterministic solution, the last two for the steady state.
We should add a preprocessor interface to these options.
Also, it would make sense to rename them for more homogeneity. I suggest the following renaming scheme:
- options_.dynatol.f => options_.simul_tolf
- options_.dynatol.x => options_.simul_tolx
- options_.solve_tolf => options_.steady_tolf
- options_.solve_tolx => options_.steady_tolx
Currently we have 4 options for convergence criterions:
- options_.dynatol.f
- options_.dynatol.x
- options_.solve_tolf
- options_.solve_tolx
The first two are for the deterministic solution, the last two for the steady state.
We should add a preprocessor interface to these options.
Also, it would make sense to rename them for more homogeneity. I suggest the following renaming scheme:
- options_.dynatol.f => options_.simul_tolf
- options_.dynatol.x => options_.simul_tolx
- options_.solve_tolf => options_.steady_tolf
- options_.solve_tolx => options_.steady_tolx
4.5https://git.dynare.org/Dynare/dynare/-/issues/284check values returned by likelihood functions and their use in calling functions2015-05-09T12:27:03ZSébastien Villemotcheck values returned by likelihood functions and their use in calling functionscheck value of fval when returned by DsgeVarLikelihood.m and non_linear_dsge_likelihood.m.
Check the use of fval and exit_flag in the functions calling dsge_likelihood.m, DsgeVarLikelihood.m and non_linear_dsge_likelihood.m
check value of fval when returned by DsgeVarLikelihood.m and non_linear_dsge_likelihood.m.
Check the use of fval and exit_flag in the functions calling dsge_likelihood.m, DsgeVarLikelihood.m and non_linear_dsge_likelihood.m
4.5https://git.dynare.org/Dynare/dynare/-/issues/37Automatic generation of _steadystate.m file2019-12-05T15:58:38ZSébastien VillemotAutomatic generation of _steadystate.m fileThe idea is that the preprocessor would create a _steadystate.m file, using the (symbolic) initializations given in the initval block.
This would be particularly useful for estimating models for which the analytical form of the steady state is known.
The idea is that the preprocessor would create a _steadystate.m file, using the (symbolic) initializations given in the initval block.
This would be particularly useful for estimating models for which the analytical form of the steady state is known.
4.2https://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.
4.3https://git.dynare.org/Dynare/dynare/-/issues/307more flexible mechanism for having different equations between the static and...2013-04-11T15:11:42ZSébastien Villemotmore flexible mechanism for having different equations between the static and the dynamic modelCurrently, if one wants to tell Dynare that an equation has a different form between the static and the dynamic model (for example when the modeler wants to use his knowledge about the steady state to simplify the steady state computation), then the possibilities are:
- write a steady state file (heavy)
- write a `steady_state_model` block (one has to rewrite _all_ the equations in that block)
- use a dirty hack with the macroprocessor and run Dynare two times
The `steady_state_model` is good for small models. But for big models where you want to change only a few equations, only the third option of this list is reasonable, and it is dirty.
The proposal is to introduce two equation tags which will have a special meaning to the preprocessor:
- `[static]`: this equation belongs to the static model, but not to the dynamic model
- `[dynamic]`: the opposite
This would offer a very flexible way to change only a few equations during the steady state computations.
This is a request by @FerhatMihoubi for GPM and possibly GIMF.
Currently, if one wants to tell Dynare that an equation has a different form between the static and the dynamic model (for example when the modeler wants to use his knowledge about the steady state to simplify the steady state computation), then the possibilities are:
- write a steady state file (heavy)
- write a `steady_state_model` block (one has to rewrite _all_ the equations in that block)
- use a dirty hack with the macroprocessor and run Dynare two times
The `steady_state_model` is good for small models. But for big models where you want to change only a few equations, only the third option of this list is reasonable, and it is dirty.
The proposal is to introduce two equation tags which will have a special meaning to the preprocessor:
- `[static]`: this equation belongs to the static model, but not to the dynamic model
- `[dynamic]`: the opposite
This would offer a very flexible way to change only a few equations during the steady state computations.
This is a request by @FerhatMihoubi for GPM and possibly GIMF.
4.4Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1Don't fail when initializing an unknown variable in initval2013-09-16T20:15:23ZSébastien VillemotDon't fail when initializing an unknown variable in initvalThis is a request from Pascal Jacquinot, in order to facilitate the development phase of a model.
This is a request from Pascal Jacquinot, in order to facilitate the development phase of a model.
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/2Be more flexible about variable declarations2020-03-12T17:12:34ZSébastien VillemotBe more flexible about variable declarationsRequest by Pascal Jacquinot, in order to facilitate model development.
If I understand correctly, he would like that Dynare simply ignores endogenous/exogenous variables that are never used in the model (instead of complaining about number of variables ≠ number of equations)
Request by Pascal Jacquinot, in order to facilitate model development.
If I understand correctly, he would like that Dynare simply ignores endogenous/exogenous variables that are never used in the model (instead of complaining about number of variables ≠ number of equations)
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/5Integrate algorithm for TBC by Holden and Paetz (2012)2013-02-21T07:14:04ZSébastien VillemotIntegrate algorithm for TBC by Holden and Paetz (2012)Request by Stéphane Moyen.
Paper at http://www.tholden.org/files/zlb.pdf?attredirects=0
Apparently the code has been posted on the Dynare forums. It's therefore a matter of dealing with copyright/license issues and integrating it.
Request by Stéphane Moyen.
Paper at http://www.tholden.org/files/zlb.pdf?attredirects=0
Apparently the code has been posted on the Dynare forums. It's therefore a matter of dealing with copyright/license issues and integrating it.
4.4https://git.dynare.org/Dynare/dynare/-/issues/8Benchmarks with various BLAS libraries2016-06-10T13:06:07ZSébastien VillemotBenchmarks with various BLAS librariesWe should test the 5 options:
- reference BLAS
- generic ATLAS
- customized ATLAS
- generic OpenBLAS
- customized OpenBLAS
The tests should be performed on a few hardware and on a few interesting models. The results should be put on a Wiki page.
We should test the 5 options:
- reference BLAS
- generic ATLAS
- customized ATLAS
- generic OpenBLAS
- customized OpenBLAS
The tests should be performed on a few hardware and on a few interesting models. The results should be put on a Wiki page.
https://git.dynare.org/Dynare/dynare/-/issues/9Improve wiki page on coding guidelines2016-06-10T13:07:02ZSébastien VillemotImprove wiki page on coding guidelineshttp://www.dynare.org/DynareWiki/CodingStandards
We could add things like:
- no commented code (git already stores the history)
- no mexprintf
- use asserts
- write short functions
- pass-by-reference whenever possible
http://www.dynare.org/DynareWiki/CodingStandards
We could add things like:
- no commented code (git already stores the history)
- no mexprintf
- use asserts
- write short functions
- pass-by-reference whenever possible
https://git.dynare.org/Dynare/dynare/-/issues/10Retrieve the source code for PDFs in user guide2020-03-12T17:12:34ZSébastien VillemotRetrieve the source code for PDFs in user guideWe should contact Tommaso about that issue.
We should contact Tommaso about that issue.
https://git.dynare.org/Dynare/dynare/-/issues/11Allow for the possibility of using the bytecode representation of the model f...2013-02-21T15:09:15ZSébastien VillemotAllow for the possibility of using the bytecode representation of the model for any task4.2https://git.dynare.org/Dynare/dynare/-/issues/12Compute temporary terms when using option block_mfs of steady2013-02-21T15:09:15ZSébastien VillemotCompute temporary terms when using option block_mfs of steady4.1https://git.dynare.org/Dynare/dynare/-/issues/13Add estimation with unexpected structural change2014-01-27T15:53:07ZSébastien VillemotAdd estimation with unexpected structural changeFor DSGE-net.
For DSGE-net.
https://git.dynare.org/Dynare/dynare/-/issues/17Update user guide2016-06-10T13:08:22ZSébastien VillemotUpdate user guideFor DSGE-net.
For DSGE-net.
https://git.dynare.org/Dynare/dynare/-/issues/18Clean-up, streamline and documente filter/smoother routines2013-02-21T15:08:58ZSébastien VillemotClean-up, streamline and documente filter/smoother routinesFor the IMF.
For the IMF.
4.3https://git.dynare.org/Dynare/dynare/-/issues/19Add tool to automatically write a stationary version of the model, given tren...2013-02-21T15:08:58ZSébastien VillemotAdd tool to automatically write a stationary version of the model, given trends supplied by userFor the IMF.
For the IMF.
4.2https://git.dynare.org/Dynare/dynare/-/issues/20Create new Dynare web site (using Plone)2013-02-21T15:08:58ZSébastien VillemotCreate new Dynare web site (using Plone)https://git.dynare.org/Dynare/dynare/-/issues/22Expand specification of priors (i.e. priors on relative variances between 2 s...2016-06-10T13:09:30ZSébastien VillemotExpand specification of priors (i.e. priors on relative variances between 2 shocks)For the IMF.
For the IMF.
https://git.dynare.org/Dynare/dynare/-/issues/23Add Estimation DLL2016-06-10T12:50:14ZSébastien VillemotAdd Estimation DLLFor DSGE-net.
For DSGE-net.
4.5https://git.dynare.org/Dynare/dynare/-/issues/24Add Markov-Switching2013-02-21T15:08:58ZSébastien VillemotAdd Markov-SwitchingFor DSGE-net.
For DSGE-net.
4.3https://git.dynare.org/Dynare/dynare/-/issues/25Prototype of finite element method (ZLB)2013-02-21T15:08:58ZSébastien VillemotPrototype of finite element method (ZLB)For the IMF.
For the IMF.
4.3https://git.dynare.org/Dynare/dynare/-/issues/28Define a syntax for bytecode generation and the various Newton solvers (for s...2013-02-21T15:08:59ZSébastien VillemotDefine a syntax for bytecode generation and the various Newton solvers (for steady and simul)4.1https://git.dynare.org/Dynare/dynare/-/issues/29bug with varexo_det2013-02-21T15:08:28ZSébastien Villemotbug with varexo_detSee wiki entry
See wiki entry
4.1https://git.dynare.org/Dynare/dynare/-/issues/30Correct buggy mh_recover mode2013-02-21T15:08:28ZSébastien VillemotCorrect buggy mh_recover modeThe initialization of the mcmc and the number of simulations are wrong when there is only one mcmc chain.
The initialization of the mcmc and the number of simulations are wrong when there is only one mcmc chain.
4.1https://git.dynare.org/Dynare/dynare/-/issues/32Report MATLAB crashes on Linux/64 to Mathworks2013-02-21T15:08:28ZSébastien VillemotReport MATLAB crashes on Linux/64 to MathworksOn Linux, the 64-bits version of MATLAB crashes on some models with Dynare. The crash seems to occur with rather big models. It is reproducible, in the sense that the same code will always trigger the bug; but a small change in the code can sometimes make the crash disappear. Note that the crash is only triggered by M-files (no MEX).
See the attached "plouf.m" and "plouf_static.m". They are derived from preprocessor-generated files with the EAGLE model. The script "plouf.m" calls the function "plouf_static.m". Attached is the crash dump of MATLAB.
The crash is reproducible on MATLAB Linux/64, versions 7.5, 7.6 and 7.8. But it does not occur on MATLAB for Linux/32, Windows/32 and Windows/64.
As can be seen from the displayed marks which I have inserted, MATLAB crashes around line 131 of "plouf_static.m". More precisely, it seems to crash just after having computed the expression there. I can't understand exactly what's going on.
We need to report this to Mathworks.
On Linux, the 64-bits version of MATLAB crashes on some models with Dynare. The crash seems to occur with rather big models. It is reproducible, in the sense that the same code will always trigger the bug; but a small change in the code can sometimes make the crash disappear. Note that the crash is only triggered by M-files (no MEX).
See the attached "plouf.m" and "plouf_static.m". They are derived from preprocessor-generated files with the EAGLE model. The script "plouf.m" calls the function "plouf_static.m". Attached is the crash dump of MATLAB.
The crash is reproducible on MATLAB Linux/64, versions 7.5, 7.6 and 7.8. But it does not occur on MATLAB for Linux/32, Windows/32 and Windows/64.
As can be seen from the displayed marks which I have inserted, MATLAB crashes around line 131 of "plouf_static.m". More precisely, it seems to crash just after having computed the expression there. I can't understand exactly what's going on.
We need to report this to Mathworks.
https://git.dynare.org/Dynare/dynare/-/issues/33Correct bug in imcforecast.2013-02-21T15:08:28ZSébastien VillemotCorrect bug in imcforecast.The call to DsgeSmoother is buggy because of the missing observation new feature.
The call to DsgeSmoother is buggy because of the missing observation new feature.
4.1https://git.dynare.org/Dynare/dynare/-/issues/34Fix the dimension of oo_.mean.2013-02-21T15:08:28ZSébastien VillemotFix the dimension of oo_.mean.Depending on the situation (simulated moments or theoretical moments) oo_.mean is a column or a row vector.
Depending on the situation (simulated moments or theoretical moments) oo_.mean is a column or a row vector.
4.1https://git.dynare.org/Dynare/dynare/-/issues/35Putting "shocks" before "endval" leads to wrong results2014-04-08T15:53:59ZSébastien VillemotPutting "shocks" before "endval" leads to wrong resultsIn a deterministic setup with both temporary and permanent shocks, the order of the shocks and endval blocks matter. Actually, putting shocks before endval leads to wrong results.
shocks uses set_shocks.m, which fills in oo_.exo_simul; the point is that, if endval has not been used, this structure is empty, so set_shocks fills it, at date of shocks, for ''all'' the exogenous, and using the ''initial'' steady state value.
When simul is finally called, it completes oo_.exo_simul with the ''final'' exogenous steady state, but only for those periods which have no temporary shocks. So at the dates with temporary shocks, the value of exogenous which are permanently shocked is wrong.
A quick fix is to forbid the use of shocks before endval.
A cleaner fix is to modify set_shocks.m so that it only sets values for the exogenous which are temporarily shocked, and leaves NaN for other exogenous. It would be simul's job to fill in the holes.
In a deterministic setup with both temporary and permanent shocks, the order of the shocks and endval blocks matter. Actually, putting shocks before endval leads to wrong results.
shocks uses set_shocks.m, which fills in oo_.exo_simul; the point is that, if endval has not been used, this structure is empty, so set_shocks fills it, at date of shocks, for ''all'' the exogenous, and using the ''initial'' steady state value.
When simul is finally called, it completes oo_.exo_simul with the ''final'' exogenous steady state, but only for those periods which have no temporary shocks. So at the dates with temporary shocks, the value of exogenous which are permanently shocked is wrong.
A quick fix is to forbid the use of shocks before endval.
A cleaner fix is to modify set_shocks.m so that it only sets values for the exogenous which are temporarily shocked, and leaves NaN for other exogenous. It would be simul's job to fill in the holes.
https://git.dynare.org/Dynare/dynare/-/issues/36Write a Wiki page on the various incompatibilities accross MATLAB versions2013-02-21T15:08:28ZSébastien VillemotWrite a Wiki page on the various incompatibilities accross MATLAB versionsThis wiki page should only document changes relevant to Dynare, in particular with respect to MEX files.
All MATLAB release notes since R14 are available on:
http://www.mathworks.com/access/helpdesk/help/techdoc/
This wiki page should only document changes relevant to Dynare, in particular with respect to MEX files.
All MATLAB release notes since R14 are available on:
http://www.mathworks.com/access/helpdesk/help/techdoc/
https://git.dynare.org/Dynare/dynare/-/issues/38Allow k-order and estimation DLL to use bytecode for the model evaluation2016-06-10T13:10:36ZSébastien VillemotAllow k-order and estimation DLL to use bytecode for the model evaluationCurrently, k-order DLL and estimation DLL only work with use_dll option.
This constraint could be easily relieved by calling the M-file of the model from within the DLL, using mexCallMATLAB().
For the bytecode, a similar trick could be done, provided that support is added for 2nd and 3rd order derivatives.
From the implementation side, the idea would be to create an super class of DynamicModelDll.
This change needs to be documented in the reference manual when implemented.
Currently, k-order DLL and estimation DLL only work with use_dll option.
This constraint could be easily relieved by calling the M-file of the model from within the DLL, using mexCallMATLAB().
For the bytecode, a similar trick could be done, provided that support is added for 2nd and 3rd order derivatives.
From the implementation side, the idea would be to create an super class of DynamicModelDll.
This change needs to be documented in the reference manual when implemented.
https://git.dynare.org/Dynare/dynare/-/issues/40Test M_.params at the top of the main functions.2013-02-21T15:08:28ZSébastien VillemotTest M_.params at the top of the main functions.simul, stoch_simul, steady, ... should display a warning when some of the parameters are not initialized (that is when some of the elements of M_.params are NaN).
simul, stoch_simul, steady, ... should display a warning when some of the parameters are not initialized (that is when some of the elements of M_.params are NaN).
4.2https://git.dynare.org/Dynare/dynare/-/issues/41bug in resid.m that reset initial values when used after ENDVAL2013-02-21T15:08:28ZSébastien Villemotbug in resid.m that reset initial values when used after ENDVALresid shouldn't modify oo_ or any global variables
Maybe it should check against <fname>_static rather than <fname>_dynamic
resid shouldn't modify oo_ or any global variables
Maybe it should check against <fname>_static rather than <fname>_dynamic
4.1https://git.dynare.org/Dynare/dynare/-/issues/42Fix problem of order 2 with leads of two or more2013-02-21T15:08:29ZSébastien VillemotFix problem of order 2 with leads of two or moreFixed by commits r3002 and r3026.
Fixed by commits r3002 and r3026.
4.1https://git.dynare.org/Dynare/dynare/-/issues/43bug in 2nd order approximation2013-02-21T15:08:29ZSébastien Villemotbug in 2nd order approximationChange in the order of declaration of endogenous variables affects 2nd order approximation. Bug reported by Huixin 9/21
Change in the order of declaration of endogenous variables affects 2nd order approximation. Bug reported by Huixin 9/21
4.1https://git.dynare.org/Dynare/dynare/-/issues/44The preprocessor segfaults on GIMF model with "block" option2013-02-21T15:08:29ZSébastien VillemotThe preprocessor segfaults on GIMF model with "block" optionAs of r3244, the preprocessor is now able to normalize the static and dynamic models (for the static model it is a singular normalization, because of the presence of unit root shocks).
But after the normalization, the preprocessor segfaults.
I can't post the MOD file here, so ask for it.
As of r3244, the preprocessor is now able to normalize the static and dynamic models (for the static model it is a singular normalization, because of the presence of unit root shocks).
But after the normalization, the preprocessor segfaults.
I can't post the MOD file here, so ask for it.
4.1https://git.dynare.org/Dynare/dynare/-/issues/45Implement resid() with "block" option without "bytecode"2013-02-21T15:07:52ZSébastien VillemotImplement resid() with "block" option without "bytecode"https://git.dynare.org/Dynare/dynare/-/issues/46Update examples on the website2013-02-21T15:07:52ZSébastien VillemotUpdate examples on the websiteMost MOD files examples distributed on the website don't work with Dynare 4. They were designed for Dynare 3. We regularly get posts on the forum by newcomers to Dynare who don't understand why these examples fail.
We should update them to Dynare 4.
Most MOD files examples distributed on the website don't work with Dynare 4. They were designed for Dynare 3. We regularly get posts on the forum by newcomers to Dynare who don't understand why these examples fail.
We should update them to Dynare 4.
https://git.dynare.org/Dynare/dynare/-/issues/48Incorrect treatment of log-linear transformation for purely backward looking ...2013-02-21T15:07:52ZSébastien VillemotIncorrect treatment of log-linear transformation for purely backward looking modelsIn dr1.m, log-linear test and the log-linear transformation of the model ghx and ghu matrices at line 449 are not reached for a purely backward looking model, because of a return statement at line 266
In dr1.m, log-linear test and the log-linear transformation of the model ghx and ghu matrices at line 449 are not reached for a purely backward looking model, because of a return statement at line 266
4.1https://git.dynare.org/Dynare/dynare/-/issues/49User guide: update chapter on installation of Dynare2013-02-21T15:07:52ZSébastien VillemotUser guide: update chapter on installation of Dynare4.1https://git.dynare.org/Dynare/dynare/-/issues/50Add dynare_simul_ to build_matlab.m2013-02-21T15:07:52ZSébastien VillemotAdd dynare_simul_ to build_matlab.m4.1https://git.dynare.org/Dynare/dynare/-/issues/51Add new command to create dynamic model file with given options, when there i...2016-06-10T13:12:43ZSébastien VillemotAdd new command to create dynamic model file with given options, when there is no simul/stoch_simul...https://git.dynare.org/Dynare/dynare/-/issues/52stoch_simul + hpfilter2013-02-21T15:07:52ZSébastien Villemotstoch_simul + hpfilterstoch_simul (order 1 and theoretical moments) crashes with hpfilter options.
stoch_simul (order 1 and theoretical moments) crashes with hpfilter options.
4.1https://git.dynare.org/Dynare/dynare/-/issues/53Clean up and speed up simult_.m2013-02-21T15:07:52ZSébastien VillemotClean up and speed up simult_.m4.2https://git.dynare.org/Dynare/dynare/-/issues/54Add hp_filter2013-02-21T15:07:52ZSébastien VillemotAdd hp_filterOnly theoretical hp filterd moments are available in the current version. We need to add a general function for hp filtering time series and call this new function when displaying simulated moements (with option hp filter).
Only theoretical hp filterd moments are available in the current version. We need to add a general function for hp filtering time series and call this new function when displaying simulated moements (with option hp filter).
4.2https://git.dynare.org/Dynare/dynare/-/issues/55Finalize the generic parallelization system2013-02-21T15:07:52ZSébastien VillemotFinalize the generic parallelization systemSee http://www.dynare.org/DynareWiki/ParallelDynare for the remain subtasks.
See http://www.dynare.org/DynareWiki/ParallelDynare for the remain subtasks.
4.2https://git.dynare.org/Dynare/dynare/-/issues/56Faster smoother for large models2013-02-21T15:07:53ZSébastien VillemotFaster smoother for large models4.2https://git.dynare.org/Dynare/dynare/-/issues/57Translate or remove auxiliary variables in output of commands2013-02-21T15:07:53ZSébastien VillemotTranslate or remove auxiliary variables in output of commands4.1https://git.dynare.org/Dynare/dynare/-/issues/58Implement constrained parameters for osr2016-05-10T15:14:03ZSébastien VillemotImplement constrained parameters for osr