Bugfixes in Dynare 6.5 authored by Sébastien Villemot's avatar Sébastien Villemot
This page documents the bugs fixed in released versions of Dynare. For bugs fixed in previous versions of Dynare, please read the dedicated frozen page on the [DynareWiki](https://archives.dynare.org/DynareWiki/KnownBugs). This page documents the bugs fixed in released versions of Dynare. For bugs fixed in previous versions of Dynare, please read the dedicated frozen page on the [DynareWiki](https://archives.dynare.org/DynareWiki/KnownBugs).
Bugs fixed in version 6.5
-------------------------
* Several issues in the nonlinear solver, used in *e.g.* numerical steady state
computations, were fixed:
* it only directly accepted initial values equal to the solution if the
Jacobian contained `NaN` or `Inf`; otherwise, the numerical solver was
uselessly started (bug fixed in 2b5ec0ba)
* it erroneously accepted initial guesses with complex values when
randomizing the starting point (bug fixed in b7f5ac8d)
* it erroneously accepted initial guesses that contained `Inf` (bug fixed in
45c813df)
* Optimization would, in rare cases, erroneously apply an infinite penalty
function value (bug fixed in 46809c41)
* In rare cases, the multivariate diffuse Kalman filter/smoother
(`kalman_algo=3`) did not correctly exit the diffuse stage (bug fixed in
32c421a3)
* The following problems with the `estimation` command were fixed:
* the point forecasts triggered by the `forecast` option did not take shock
uncertainty into account (bug fixed in f03929f3)
* the `keep_kalman_algo_if_singularity_is_detected` option did not work as
advertised (option will be removed in Dynare 7, see 41a3bbd7)
* the `EndTemperature` suboption of the `mode_compute=10` option (“simpsa”) was
broken (bug fixed in d802ed7c)
* the `mh_posterior_mode_estimation` option was broken in conjunction with
the `method_of_moments` command (bug fixed in e3c0572b)
* the `nodecomposition` option did not suppress all variance decompositions
(bug fixed in 6d2828287bf04f7e85369d99fcc69e411f24ad91)
* the `posterior_sampling_method='slice'` option did not save all files in
the correct folder (bug fixed in 9801ad62)
* the `mh_recover` option did not work correctly in conjunction with the
`posterior_sampling_method='slice'` and
`posterior_sampler_options=('save_tmp_file', 1)` options (bug fixed
in !2441)
* the results of mode-finding were not correctly stored in
`oo_.posterior_mode` for shock and measurement error correlations (bug
fixed in 7a8d8539)
* The following problems with non-linear filters were fixed:
* the manual incorrectly stated that `1,000` instead of `5,000` particles was
the default (bug fixed in ea18e1ec)
* the `estimation` command did not allow the `pruning` option to be set for
higher-order estimation (bug fixed in 4601ee53)
* combining options `filter_algorithm=cpf` and
`proposal_approximation=montecarlo` of the `estimation` command returned
incorrect results (bug fixed in 72b00500)
* the suboptions `'unscented_beta'` and `'unscented_kappa'` of the
`particle_filter_options` option of the `estimation` command did not accept
values of 0 (bug fixed in daaf9def)
* the `filter_algorithm=gf` and `filter_algorithm=gmf` options of the
`estimation` command did not correctly handle correlated measurement error
(bug fixed in 62fe5425)
* The confidence bands of classical forecasts had incorrect coverage (bug fixed
in f3c08902)
* Several issues with the `forecast` command used with exogenous deterministic
variables (declared with the `varexo_det` command) were fixed:
* without measurement errors, it would store the upper bound of the confidence
interval in the `HPDinf` field and the lower bound in the `HPDsup` field
(bug fixed in 20c38954)
* with multiple measurement errors it would crash if not all observables were
requested as outputs (bug fixed in dd94003e)
* it would assign the output to the wrong variable names if a variable list
was specified after the command (bug fixed in 89ff657e)
* The `discretionary_policy` command did not accept the
`planner_discount_latex_name` option, contrary to what the documentation says
(bug fixed in preprocessor@f7917e9bd4369f25a20ce81e617014fdfe4f5718)
* The `outfile` option of the `smoother2histval` command would produce an
incorrect file on models with two lags or more, leading to incorrect results
when loading that file with the `histval_file` command (bug fixed in
618712ad9fb9a128545ae9ee8ca01ca2900a3af9)
* OccBin would occasionally crash upon encountering invalid parameter vectors
(bug fixed in 88f1b6b5)
* The `example1_reporting.mod` example file was broken (bug fixed in b3e7d59b)
Bugs fixed in version 6.4 Bugs fixed in version 6.4
------------------------- -------------------------
... ...
......