dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2019-06-19T15:37:47Zhttps://git.dynare.org/Dynare/dynare/-/issues/1309improve documentation of datafile option2019-06-19T15:37:47ZMichelJuillardimprove documentation of datafile optionIn the manual add that if several files differ only by the extension, the filaname must include the extendsion and written between quotes
In the manual add that if several files differ only by the extension, the filaname must include the extendsion and written between quotes
4.5https://git.dynare.org/Dynare/dynare/-/issues/1302calib_smoother doesn't recognize diffuse_filter2019-06-19T15:37:47ZMichelJuillardcalib_smoother doesn't recognize diffuse_filterIt should be possible to run the smoother with calibrated parameters for a model with non-stationary variables
It should be possible to run the smoother with calibrated parameters for a model with non-stationary variables
4.5MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/-/issues/1293xlswrite and xlsopen on Octave no longer work on .xls files, only .xlsx files2019-06-19T15:37:47ZHoutan Bastanixlswrite and xlsopen on Octave no longer work on .xls files, only .xlsx filesSee: http://savannah.gnu.org/bugs/?44109
This causes `tests/data/mod1a.mod` to crash in the test suite on Octave
See: http://savannah.gnu.org/bugs/?44109
This causes `tests/data/mod1a.mod` to crash in the test suite on Octave
4.5Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1294Introduce proper check for stochastic singularity2019-06-19T15:37:47ZJohannes Pfeifer Introduce proper check for stochastic singularityIn `initial_estimation_checks` we should introduce a proper check for stochastic singularity by setting `options_.use_univariate_filters_if_singularity_is_detected=0` and then providing an informative error message when `info(1) == 50`.
This prevents user errors where the model has a fundamental stochastic singularity, because Dynare by default will resort to the univariate filter without warning.
In `initial_estimation_checks` we should introduce a proper check for stochastic singularity by setting `options_.use_univariate_filters_if_singularity_is_detected=0` and then providing an informative error message when `info(1) == 50`.
This prevents user errors where the model has a fundamental stochastic singularity, because Dynare by default will resort to the univariate filter without warning.
4.5Johannes Pfeifer Johannes Pfeifer https://git.dynare.org/Dynare/dynare/-/issues/1290Provide local nograph option to shock_decomposition2019-06-19T15:37:47ZJohannes Pfeifer Provide local nograph option to shock_decompositionIt should translate `shock_decomposition(nograph)` to the last input of
`shock_decomposition(M_,oo_,options_,varlist,nograph)`
with the default being 0. Alternatively, only if the `nograph` option is specified, we call `shock_decomposition` with a fifth input. Related to #1280
It should translate `shock_decomposition(nograph)` to the last input of
`shock_decomposition(M_,oo_,options_,varlist,nograph)`
with the default being 0. Alternatively, only if the `nograph` option is specified, we call `shock_decomposition` with a fifth input. Related to #1280
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1288bug with use_dll, k_order_perturbation2019-06-19T15:37:47ZHoutan Bastanibug with use_dll, k_order_perturbationThe following tests fail:
```
| * k_order_perturbation/fs2000k2_use_dll.mod
| * k_order_perturbation/fs2000k_1_use_dll.mod
| * k_order_perturbation/fs2000k3_use_dll.mod
```
with the error:`dynare:k_order_perturbation: Caught KordDynare exception: ../../../sources/k_order_perturbation/dynamic_dll.cc:70: Error when loading ./fs2000k2_use_dll_dynamic.mexa64 (can't locate the 'Dynamic' symbol)`
We first found this on Matlab R2016a, though it may have existed earlier. This bug exists on OS X, Linux and Windows with MinGW (thanks @JohannesPfeifer ). This does not exist on Windows with MSVC.
Can possibly fix with `extern "C"` or by creating C++ mex files. Should see in which version of Matlab this problem started and why.
The following tests fail:
```
| * k_order_perturbation/fs2000k2_use_dll.mod
| * k_order_perturbation/fs2000k_1_use_dll.mod
| * k_order_perturbation/fs2000k3_use_dll.mod
```
with the error:`dynare:k_order_perturbation: Caught KordDynare exception: ../../../sources/k_order_perturbation/dynamic_dll.cc:70: Error when loading ./fs2000k2_use_dll_dynamic.mexa64 (can't locate the 'Dynamic' symbol)`
We first found this on Matlab R2016a, though it may have existed earlier. This bug exists on OS X, Linux and Windows with MinGW (thanks @JohannesPfeifer ). This does not exist on Windows with MSVC.
Can possibly fix with `extern "C"` or by creating C++ mex files. Should see in which version of Matlab this problem started and why.
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1287mex files not found by dynare_config2019-06-19T15:37:47ZHoutan Bastanimex files not found by dynare_configIn Matlab R2016b, `dynare_config` returns:
```
Configuring Dynare ...
[mex] Generalized QZ.
[mex] Sylvester equation solution.
[mex] Kronecker products.
[mex] Sparse kronecker products.
[mex] Local state space iteration (second order).
[mex] Bytecode evaluation.
[no] k-order perturbation solver.
[mex] k-order solution simulation.
[no] Quasi Monte-Carlo sequence (Sobol).
[mex] Markov Switching SBVAR.
```
Then, if you type `which k_order_perturbation; dynare_config` you get:
```
Configuring Dynare ...
[mex] Generalized QZ.
[mex] Sylvester equation solution.
[mex] Kronecker products.
[mex] Sparse kronecker products.
[mex] Local state space iteration (second order).
[mex] Bytecode evaluation.
[mex] k-order perturbation solver.
[mex] k-order solution simulation.
[mex] Quasi Monte-Carlo sequence (Sobol).
[mex] Markov Switching SBVAR.
```
Thanks to @JohannesPfeifer for pointing this out.
This problem exists on OS X, Windows, and Linux. Need to see with which version of Matlab this started
In Matlab R2016b, `dynare_config` returns:
```
Configuring Dynare ...
[mex] Generalized QZ.
[mex] Sylvester equation solution.
[mex] Kronecker products.
[mex] Sparse kronecker products.
[mex] Local state space iteration (second order).
[mex] Bytecode evaluation.
[no] k-order perturbation solver.
[mex] k-order solution simulation.
[no] Quasi Monte-Carlo sequence (Sobol).
[mex] Markov Switching SBVAR.
```
Then, if you type `which k_order_perturbation; dynare_config` you get:
```
Configuring Dynare ...
[mex] Generalized QZ.
[mex] Sylvester equation solution.
[mex] Kronecker products.
[mex] Sparse kronecker products.
[mex] Local state space iteration (second order).
[mex] Bytecode evaluation.
[mex] k-order perturbation solver.
[mex] k-order solution simulation.
[mex] Quasi Monte-Carlo sequence (Sobol).
[mex] Markov Switching SBVAR.
```
Thanks to @JohannesPfeifer for pointing this out.
This problem exists on OS X, Windows, and Linux. Need to see with which version of Matlab this started
4.5Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1291Error when running the OSR example in octave2019-02-08T08:30:47ZStéphane Adjemianstepan@adjemian.euError when running the OSR example in octave*Created by: felipeboralli*
When trying to run the Optimal simple rule example from the documentation, an error was generated in Octave.
GNU Octave, version 3.8.1 "i686-w64-mingw32".
Dynare unstable (version 2016-08-23).
Example run(the same in the documentation):
```
var y inflation r;
varexo y_ inf_;
parameters delta sigma alpha kappa gammarr gammax0 gammac0 gamma_y_ gamma_inf_;
delta = 0.44;
kappa = 0.18;
alpha = 0.48;
sigma = -0.06;
gammarr = 0;
gammax0 = 0.2;
gammac0 = 1.5;
gamma_y_ = 8;
gamma_inf_ = 3;
model(linear);
y = delta * y(-1) + (1-delta)*y(+1)+sigma *(r - inflation(+1)) + y_;
inflation = alpha * inflation(-1) + (1-alpha) * inflation(+1) + kappa*y + inf_;
r = gammax0*y(-1)+gammac0*inflation(-1)+gamma_y_*y_+gamma_inf_*inf_;
end;
shocks;
var y_; stderr 0.63;
var inf_; stderr 0.4;
end;
optim_weights;
inflation 1;
y 1;
y, inflation 0.5;
end;
osr_params gammax0 gammac0 gamma_y_ gamma_inf_;
osr y;
```
Output with error:
```
>> dynare vtest
Configuring Dynare ...
[mex] Generalized QZ.
[mex] Sylvester equation solution.
[mex] Kronecker products.
[mex] Sparse kronecker products.
[mex] Local state space iteration (second order).
[mex] Bytecode evaluation.
[mex] k-order perturbation solver.
[mex] k-order solution simulation.
[mex] Quasi Monte-Carlo sequence (Sobol).
[mex] Markov Switching SBVAR.
Using 32-bit preprocessor
Starting Dynare (version 2016-08-23).
Starting preprocessing of the model file ...
Found 3 equation(s).
Evaluating expressions...done
Computing static model derivatives:
- order 1
Computing dynamic model derivatives:
- order 1
- order 2
Processing outputs ...
done
Preprocessing completed.
error: strmatch: S must be a string
error: called from:
error: [redacted]\octave-3.8.1\share\octave\3.8.1\m\strings\strmatch.m at line 61, column 5
error: [redacted]\dynare-2016-08-23-win\matlab\osr.m at line 54, column 17
error: [redacted]\vtest.m at line 164, column 9
error: [redacted]\dynare-2016-08-23-win\matlab\dynare.m at line 223, column 1
```
*Created by: felipeboralli*
When trying to run the Optimal simple rule example from the documentation, an error was generated in Octave.
GNU Octave, version 3.8.1 "i686-w64-mingw32".
Dynare unstable (version 2016-08-23).
Example run(the same in the documentation):
```
var y inflation r;
varexo y_ inf_;
parameters delta sigma alpha kappa gammarr gammax0 gammac0 gamma_y_ gamma_inf_;
delta = 0.44;
kappa = 0.18;
alpha = 0.48;
sigma = -0.06;
gammarr = 0;
gammax0 = 0.2;
gammac0 = 1.5;
gamma_y_ = 8;
gamma_inf_ = 3;
model(linear);
y = delta * y(-1) + (1-delta)*y(+1)+sigma *(r - inflation(+1)) + y_;
inflation = alpha * inflation(-1) + (1-alpha) * inflation(+1) + kappa*y + inf_;
r = gammax0*y(-1)+gammac0*inflation(-1)+gamma_y_*y_+gamma_inf_*inf_;
end;
shocks;
var y_; stderr 0.63;
var inf_; stderr 0.4;
end;
optim_weights;
inflation 1;
y 1;
y, inflation 0.5;
end;
osr_params gammax0 gammac0 gamma_y_ gamma_inf_;
osr y;
```
Output with error:
```
>> dynare vtest
Configuring Dynare ...
[mex] Generalized QZ.
[mex] Sylvester equation solution.
[mex] Kronecker products.
[mex] Sparse kronecker products.
[mex] Local state space iteration (second order).
[mex] Bytecode evaluation.
[mex] k-order perturbation solver.
[mex] k-order solution simulation.
[mex] Quasi Monte-Carlo sequence (Sobol).
[mex] Markov Switching SBVAR.
Using 32-bit preprocessor
Starting Dynare (version 2016-08-23).
Starting preprocessing of the model file ...
Found 3 equation(s).
Evaluating expressions...done
Computing static model derivatives:
- order 1
Computing dynamic model derivatives:
- order 1
- order 2
Processing outputs ...
done
Preprocessing completed.
error: strmatch: S must be a string
error: called from:
error: [redacted]\octave-3.8.1\share\octave\3.8.1\m\strings\strmatch.m at line 61, column 5
error: [redacted]\dynare-2016-08-23-win\matlab\osr.m at line 54, column 17
error: [redacted]\vtest.m at line 164, column 9
error: [redacted]\dynare-2016-08-23-win\matlab\dynare.m at line 223, column 1
```
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1286issue undeclared model variable errors at the end of model parsing2019-06-19T15:37:47ZHoutan Bastaniissue undeclared model variable errors at the end of model parsingCurrently, when a variable is in an equation but not declared, the preprocessor issues an error and stops parsing. This is a problem during model development as a user can potentially need to run dynare several times before catching all undeclared variables. To fix this, `preprocessor/ParsingDriver.cc` needs to be modified to check the existence of variables at the end of the `model` block.
Currently, when a variable is in an equation but not declared, the preprocessor issues an error and stops parsing. This is a problem during model development as a user can potentially need to run dynare several times before catching all undeclared variables. To fix this, `preprocessor/ParsingDriver.cc` needs to be modified to check the existence of variables at the end of the `model` block.
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1285bytecode crash in Octave2019-06-19T15:37:47ZHoutan Bastanibytecode crash in Octave`tests/conditional_forecasts/5/fs2000_cal.mod` causes Octave 4.0.3 to crash. Seems like a memory management problem as the error message is:
```
computing the first order solution of the model as initial guess...*** Error in '/usr/bin/octave-cli': double free or corruption (out): 0x00000000020b3630 ***
panic: Aborted -- stopping myself...
```
This may also be linked to the testsuite error in Matlab.
`tests/conditional_forecasts/5/fs2000_cal.mod` causes Octave 4.0.3 to crash. Seems like a memory management problem as the error message is:
```
computing the first order solution of the model as initial guess...*** Error in '/usr/bin/octave-cli': double free or corruption (out): 0x00000000020b3630 ***
panic: Aborted -- stopping myself...
```
This may also be linked to the testsuite error in Matlab.
4.5FerhatMihoubiFerhatMihoubihttps://git.dynare.org/Dynare/dynare/-/issues/1278Clarify and debug macro processor arithmetic in define statements.2019-06-19T15:37:47ZJohannes Pfeifer Clarify and debug macro processor arithmetic in define statements.Using
```
@# define a=2
@# define b=3
@# define p= a/b
disp(@{p})
```
with `savemacro=temp onlymacro` results in
```
@#line "junk2.mod" 1
disp(0)
```
which is not the expected outcome.
```
@# define a=1
@# define b=2/3
@# define p= a/b
disp(@{p})
```
crashes the preprocessor on Windows
Using
```
@# define a=2
@# define b=3
@# define p= a/b
disp(@{p})
```
with `savemacro=temp onlymacro` results in
```
@#line "junk2.mod" 1
disp(0)
```
which is not the expected outcome.
```
@# define a=1
@# define b=2/3
@# define p= a/b
disp(@{p})
```
crashes the preprocessor on Windows
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1280grouping shocks in decompositions2019-06-19T15:37:47ZMarco Rattogrouping shocks in decompositionswould it be possible to allow a more flexible naming of the groups, allowing a sort of verbatim reading of what is before `=` .
the following syntax does not work
```
shock_groups;
...
Price Mark-up EA = emup;
Wage Mark-up EA = emuw;
...
end;
```
not sure if this can be modified, by allowing group names to be given inside brackets, as follows:
```
shock_groups;
...
(Price Mark-up EA) = emup;
(Wage Mark-up EA) = emuw;
...
end;
```
?
would it be possible to allow a more flexible naming of the groups, allowing a sort of verbatim reading of what is before `=` .
the following syntax does not work
```
shock_groups;
...
Price Mark-up EA = emup;
Wage Mark-up EA = emuw;
...
end;
```
not sure if this can be modified, by allowing group names to be given inside brackets, as follows:
```
shock_groups;
...
(Price Mark-up EA) = emup;
(Wage Mark-up EA) = emuw;
...
end;
```
?
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1276bug in conditional forecast2019-06-19T15:37:47ZMarco Rattobug in conditional forecastThe conditional forecast is buggy.
Namely there is some inconsistency in indexing between decision rule and declaration order.
The way to fix it is to make sure that the pre-processor sets the vector of indices:
`constrained_vars_`
in decision rule order.
In fact, `imcforecast` assumes that `constrained_vars_` is in decision rule order
Moreover, one needs to fix `imcforecast` for the trend, since the latter is already defined in decision-rule ordering (so no need to use `inv_order_var`). I am going to make a pull request with the `imcforecast` fix, but I do not touch the pre-processor. If someone (@houtan?) could help with the latter.
Many thanks
The conditional forecast is buggy.
Namely there is some inconsistency in indexing between decision rule and declaration order.
The way to fix it is to make sure that the pre-processor sets the vector of indices:
`constrained_vars_`
in decision rule order.
In fact, `imcforecast` assumes that `constrained_vars_` is in decision rule order
Moreover, one needs to fix `imcforecast` for the trend, since the latter is already defined in decision-rule ordering (so no need to use `inv_order_var`). I am going to make a pull request with the `imcforecast` fix, but I do not touch the pre-processor. If someone (@houtan?) could help with the latter.
Many thanks
4.5Houtan BastaniMarco RattoHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1272Account for MAC in AnalyseComputationalEnvironment.m and GiveCPUnumber.m2019-06-19T15:37:49ZJohannes Pfeifer Account for MAC in AnalyseComputationalEnvironment.m and GiveCPUnumber.mThe call to
`[si0 de0]=system('grep processor /proc/cpuinfo');`
should be
`[si0 de0]=system('sysctl -a | grep machdep.cpu | grep core_count');` (see http://fortysomethinggeek.blogspot.de/2012/11/getting-cpu-info-from-command-line-in.html)
`GiveCPUnumber.m` then also needs to be adjusted to account for this.
Related to #838
The call to
`[si0 de0]=system('grep processor /proc/cpuinfo');`
should be
`[si0 de0]=system('sysctl -a | grep machdep.cpu | grep core_count');` (see http://fortysomethinggeek.blogspot.de/2012/11/getting-cpu-info-from-command-line-in.html)
`GiveCPUnumber.m` then also needs to be adjusted to account for this.
Related to #838
4.5https://git.dynare.org/Dynare/dynare/-/issues/1266bug with eig in Matlab R2012a2019-06-19T15:37:49ZHoutan Bastanibug with eig in Matlab R2012aOn line 197 of `matlab/identification_analysis.m`, we have `[V,D,W]=eig(cc);`. In older versions of Matlab, eig only has two output arguments and hence this causes an error. To calculate `W`, the left eigenvectors of cc, the documentation recommends `[W,junk] = eig(cc.'); W = conj(W)` separately.
On line 197 of `matlab/identification_analysis.m`, we have `[V,D,W]=eig(cc);`. In older versions of Matlab, eig only has two output arguments and hence this causes an error. To calculate `W`, the left eigenvectors of cc, the documentation recommends `[W,junk] = eig(cc.'); W = conj(W)` separately.
4.5Marco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/-/issues/1264Block exogenous variables from being used in planner_objective2019-06-19T15:37:49ZJohannes Pfeifer Block exogenous variables from being used in planner_objectiveCurrently, exogenous variables in the `planner_objective` are simply ignored in the preprocessor. When using
```
var pai, c, n, r, a;
varexo u;
parameters beta, rho, epsilon, omega, phi, gamma;
beta=0.99;
gamma=3; //Frisch elasticity
omega=17; //price stickyness
epsilon=8; //elasticity for each variety of consumption
phi=1; //coefficient associated to labor effort disutility
rho=0.95; //coefficient associated to productivity shock
model;
a=rho*(a(-1))+u;
1/c=beta*(1/(c(+1)))*(r/(pai(+1))); //euler
omega*pai*(pai-1)=beta*omega*(c/(c(+1)))*(pai(+1))*(pai(+1)-1)+epsilon*exp(a)*n*(c/exp(a)*phi*n^gamma-(epsilon-1)/epsilon); //NK pc
//pai*(pai-1)/c = beta*pai(+1)*(pai(+1)-1)/c(+1)+epsilon*phi*n^(gamma+1)/omega-exp(a)*n*(epsilon-1)/(omega*c); //NK pc
(exp(a))*n=c+(omega/2)*((pai-1)^2);
end;
initval;
pai=1;
r=1/beta;
c=0.9671684882;
n=0.9671684882;
a=0;
u=0;
end;
histval;
a(0)=0.9;
end;
shocks;
var u; stderr 0.008;
end;
planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma))*exp(u));
ramsey_policy(order=1,planner_discount=0.99);
```
the `exp(u)` does not appear in `_model_objective_static`. This is problematic, because in principle shocks at time t are part of the information set and should enter the objective. For that reason, @MichelJuillard agreed that we should block using exogenous variables in the objective and instead provide an error message like
`You cannot handle exogenous variables in the planner objective. Please define an auxiliary endogenous variable like eps_aux=epsilon and use it instead of the varexo`
Currently, exogenous variables in the `planner_objective` are simply ignored in the preprocessor. When using
```
var pai, c, n, r, a;
varexo u;
parameters beta, rho, epsilon, omega, phi, gamma;
beta=0.99;
gamma=3; //Frisch elasticity
omega=17; //price stickyness
epsilon=8; //elasticity for each variety of consumption
phi=1; //coefficient associated to labor effort disutility
rho=0.95; //coefficient associated to productivity shock
model;
a=rho*(a(-1))+u;
1/c=beta*(1/(c(+1)))*(r/(pai(+1))); //euler
omega*pai*(pai-1)=beta*omega*(c/(c(+1)))*(pai(+1))*(pai(+1)-1)+epsilon*exp(a)*n*(c/exp(a)*phi*n^gamma-(epsilon-1)/epsilon); //NK pc
//pai*(pai-1)/c = beta*pai(+1)*(pai(+1)-1)/c(+1)+epsilon*phi*n^(gamma+1)/omega-exp(a)*n*(epsilon-1)/(omega*c); //NK pc
(exp(a))*n=c+(omega/2)*((pai-1)^2);
end;
initval;
pai=1;
r=1/beta;
c=0.9671684882;
n=0.9671684882;
a=0;
u=0;
end;
histval;
a(0)=0.9;
end;
shocks;
var u; stderr 0.008;
end;
planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma))*exp(u));
ramsey_policy(order=1,planner_discount=0.99);
```
the `exp(u)` does not appear in `_model_objective_static`. This is problematic, because in principle shocks at time t are part of the information set and should enter the objective. For that reason, @MichelJuillard agreed that we should block using exogenous variables in the objective and instead provide an error message like
`You cannot handle exogenous variables in the planner objective. Please define an auxiliary endogenous variable like eps_aux=epsilon and use it instead of the varexo`
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1219Tabular output of variance decomposition after Bayesian MH estimation2019-06-19T15:37:49ZStéphane Adjemianstepan@adjemian.euTabular output of variance decomposition after Bayesian MH estimation*Created by: BenjaminBorn*
Dear all,
Johannes asked me to open this as an issue. Would it be possible to provide the output from the conditional variance decomposition after Bayesian estimation in tabular form?
Thanks,
Benjamin
*Created by: BenjaminBorn*
Dear all,
Johannes asked me to open this as an issue. Would it be possible to provide the output from the conditional variance decomposition after Bayesian estimation in tabular form?
Thanks,
Benjamin
4.5https://git.dynare.org/Dynare/dynare/-/issues/1259normcdf is not supported using MSVC for use_dll2019-06-19T15:37:49ZTom Holdennormcdf is not supported using MSVC for use_dllnormcdf has a one line implementation using standard library functions (included in MSVC), namely:
```
double normcdf(double value)
{
return 0.5 * erfc(-value * M_SQRT1_2);
}
```
It seems a little unnecessary for this not to be supported with MSVC.
normcdf has a one line implementation using standard library functions (included in MSVC), namely:
```
double normcdf(double value)
{
return 0.5 * erfc(-value * M_SQRT1_2);
}
```
It seems a little unnecessary for this not to be supported with MSVC.
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1249Add preprocessor interface for setting perfect foresight tolerance2019-06-19T15:37:49ZJohannes Pfeifer Add preprocessor interface for setting perfect foresight toleranceCurrently, one must manually set `options_.dynatol.f`. I would suggest to use the name `TolFun` for the option.
While we are at it, I would also suggest to use an option `TolFun` for the `steady` command to set `options_.solve_tolf`
Currently, one must manually set `options_.dynatol.f`. I would suggest to use the name `TolFun` for the option.
While we are at it, I would also suggest to use an option `TolFun` for the `steady` command to set `options_.solve_tolf`
4.5Johannes Pfeifer Johannes Pfeifer https://git.dynare.org/Dynare/dynare/-/issues/1237Investigate identification problem2019-06-19T15:37:49ZJohannes Pfeifer Investigate identification problemhttp://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8234
Sent email with mod-file to @rattoma on June 1, 2016
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8234
Sent email with mod-file to @rattoma on June 1, 2016
4.5Marco RattoMarco Ratto