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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).
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Bugs fixed in version 6.2
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-------------------------
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* The mixed complementarity problem (MCP) solver could fail or give wrong
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results in some cases where there were multiple complementarity conditions
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(bug fixed in 1fea7f3e966b5c7803d4905ced29207440d13d57)
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* The `qmc_sequence` MEX file from the macOS package would fail to load (bug
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fixed in f1e10960d7c6f544d55ab3f548735e93a7aaff1a)
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* OccBin forecasts would crash in case of shocks with zero variance (bug fixed
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in ad90aa1e)
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* OccBin smoother would crash if simulation did not converge (bug fixed in
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bc775bb4)
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* Computation of posterior moments could crash in large models (bug fixed in
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895b5340039457a21a72a59e0e4e93afcb29352f)
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* The auxiliary particle filter and the Liu & West online filter
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(`mode_compute=11`) required the Statistics Toolbox (bug fixed in 18eede9d)
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* The auxiliary particle filter and the Liu & West online filter
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(`mode_compute=11`) would not work with the `discretionary_policy` command
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(bug fixed in 43af30d0)
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* The `discretionary_policy` command would crash if there were fewer than two
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exogenous variables (bug fixed in 15c684caa330fb92dc057eb60b882c30324fa3a3)
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* Using the `forecast` command with a model solved at `order>1` without
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`varexo_det` would return forecasts based on a first order approximation
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instead of providing an error message (bug fixed in
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15c684caa330fb92dc057eb60b882c30324fa3a3)
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* Using the `forecast` command with a model solved at `order=2` with
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`varexo_det` and `pruning` would return forecasts without `pruning` instead
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of providing an error message (bug fixed in
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15c684caa330fb92dc057eb60b882c30324fa3a3)
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* Using the `forecast` command with a model solved at `order=3` would crash
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(bug fixed in 15c684caa330fb92dc057eb60b882c30324fa3a3)
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* SMC methods could return wrong posterior results if the Parallel Toolbox was
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installed (bug fixed in 8953f1ab1aac2dcd2657004397e5fb3205a33cce)
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* The Herbst-Schorfheide SMC sampler would crash at `order>1` (bug fixed in
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0b5062a9)
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* Annualized shock decomposition would not output results if desired vintage
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date did not coincide to an end-of-the-year Q4 period (bug fixed in faabc2ec
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and bd426651)
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* Using `rand_multivariate_student` as the proposal density in the
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`tailored_random_block_metropolis_hastings` posterior sampler would return
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wrong results (bug fixed in dfa01edd)
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* The `onlyclearglobals` of the `dynare` command was not working as intended
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(bug fixed in preprocessor@c1381f1d755ef5ecbc352d7dafa0de30aa7723c4)
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* The `det_cond_forecast` command would crash with plans including only
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expected shocks (bug fixed in 104f2fe8)
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* Estimation could crash in some rare cases when computing the 2nd order
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moments of prior or posterior distribution (bug fixed in
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48ac6c64b36e7aa8dc6dbfb1b478e9aa30bfa86c)
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* Successive calls of the Herbst-Schorfheide SMC sampler could crash due to
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some stale files being left on disk (bug fixed in
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3fed17a5221bab6a78cbf6b74b14df644abce45a)
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* The shock decomposition plot could be wrong in the presence of leads/lags on
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exogenous variables, or when the steady state is squeezed (bug fixed in
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64f0f1fcf39ec43f2d8b4f87fdeb148f499c0b1b)
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Bugs fixed in version 6.1
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-------------------------
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* Identification: simulated moments were triggered instead of theoretical ones
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(bug fixed in 407def27)
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* Variance decompositions would crash with measurement errors when zero
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variance shocks were present (bug fixed in 8b703bb4)
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* The handling of Lagrange multipliers in the display of problems with the
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Jacobian was wrong (bug fixed in 07bd0442)
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* The option `auxname` was missing in the documentation of the `pac_model`
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command (bug fixed in 2e8ced89523a80333f8024a68559e33dafa706e9)
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* PAC equation estimation/simulation was crashing in the case of composite
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target (bug fixed in de8298c73854b8a55fcc2505220e2612ca75ec04)
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* The PAC equation estimation would crash if the PAC target was a transformed
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variable (bug fixed in c71f6a7a)
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* The `perfect_foresight_with_expectation_errors_solver` command could return
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incorrect results when used in conjunction with
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`homotopy_linearization_fallback` or
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`homotopy_marginal_linearization_fallback` options (bug fixed in
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c6c906a1cdfdfae8242aacd141044fe403bbf81e)
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* For scalar values, the description of the `horizon` option of the
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`var_expectation_model` command was incorrect (fixed in
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03cb9894c558fceafc0c537202551ac8122f2887)
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* The steady state computation with the `bytecode` option in a Ramsey model
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was broken (bug fixed in 1ce40d4df55b467c8cf395c0714021ecd20214b6)
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* OccBin: the piecewise Kalman filter would crash in case of a periodic
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solution (bug fixed in 1fedaa22)
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* The `heteroskedastic_filter` option of the `estimation` command would cause a
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crash if there was only one shock (bug fixed in 8b7420c7)
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* The `method_of_moments` command would crash during the J-test for just and
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underidentified models (bug fixed in b9d069da)
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* User-defined `warning` settings were internally overwritten with the
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`method_of_moments` command or the piecewise Kalman filter (bug fixed in
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f4b61997)
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* The SMC sampler would crash if any of the `bayesian_irf`, `moments_varendo`,
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or `smoother` options of the `estimation` command had been specified (bug
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fixed in 5d47ac2a)
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* The `bvar_irf` command would ignore the `SquareRoot` option and instead
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employ a Cholesky decomposition (bug fixed in
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14634946dc724760e5a955346130763993c6ec62)
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* The univariate Kalman filter erroneously treated observations with negative
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prediction variances due to numerical issues as missing values instead of
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discarding the parameter draw (bug fixed in !2280)
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Bugs fixed in version 6.0
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-------------------------
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* The `mh_initialize_from_previous_mcmc` option of the `estimation` command
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would not work if estimation was conducted with a different prior and the
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last draw in the previous MCMC fell outside the new prior bounds (bug fixed
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in aad5c360)
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* When specifying a generalized inverse Gamma prior, the hyperparameter
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computation would erroneously ignore the resulting mean shift (bug fixed in
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8f735646)
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* When using the `mh_recover` option of the `estimation` command, the status
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bar always started at zero instead of showing the overall progress of the
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recovered chain (bug fixed in 53b57da8)
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* The `model_diagnostics` command would fail to check the correctness of
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user-defined steady state files (bug fixed in
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1b4fb46c75476340aec67fa02ae4b46af544c8aa)
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* GSA: LaTeX output was not working as expected (bug fixed in 59c9f70a,
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701afd2c, fca782f8)
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* Forecasts and filtered variables could not be retrieved with the
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`heteroskedastic_shocks` block (bug fixed in de152a3d)
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* The OccBin smoother would potentially not display all smoothed shocks with
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`heteroskedastic_filter` option (bug fixed in 90fbb95)
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* The OccBin smoother would crash if the number of requested periods was
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smaller than the data length (bug fixed in ee5faf07)
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* The multivariate OccBin smoother would return wrong results if the constraint
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was binding in the first period (bug fixed in 8348cf00)
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* The `plot_shock_decomposition` command would fail with the `init2shocks`
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block if the `initial_condition_decomposition` was not run before (bug fixed
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in a4e65314)
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* LaTeX output under Windows failed to compile for `plot_priors=1` option of
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the `estimation` command and Brooks and Gelman (1998) convergence diagnostics
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(bug fixed in e7184023 and 37f747bb)
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* The plot produced by the `shock_decomposition` command was too big, making
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the close button inaccessible (bug fixed in 701afd2c)
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* Monthly dates for October, November and December (*i.e.* with a 2-digit month
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number) were not properly interpreted by the preprocessor (bug fixed in
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preprocessor@7dd6b87662ca1087765c04477ef715d8c542c871; see #1918)
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* Theoretical moments computed by `stoch_simul` at `order=2` with `pruning` would not contain
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unconditional and conditional variance decomposition (regression from 4.6;
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fixed in 41ac891f and c063d536; was not backported to 5.x)
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Bugs fixed in version 5.5
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-------------------------
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* In a stochastic context, results could be incorrect if an endogenous with a
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lead ⩾ 2 or an exogenous with a lead ⩾ 1 appeared in the argument(s) of a
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call to a (nonlinear) external function (bug fixed in
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preprocessor@712b11a04575e15f0a5080b469fcd4d7e02b597f)
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* With the `use_dll` option of the `model` block, the expression `sign(x)`
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would evaluate to ±1 instead of 0 if `x=0` (bug fixed in
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preprocessor@b1e4884237376fdce06265b7f96fb63e0bd8b224)
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* If the guess value given to the `steady` command was such that the residuals
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were all below tolerance, except some that are `NaN`, then this guess value
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was incorrectly accepted as the solution to the steady state problem (bug
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fixed in 3a789ca7804c2ff6693dd6179c0ca7bd6c54cec6)
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* The `method_of_moments` command with GMM was ignoring the
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`analytic_standard_errors` option when using `mode_compute=4` (bug fixed in
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3895da48)
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* Homotopy with the `extended_path` command at `order=0` was broken (bug fixed
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in 6ed90b3dbff232e26122a8eeba2da7faf6a9c770)
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* The `parallel_use_psexec` command-line option was ignored (bug fixed in
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4fa6101456fa5b0cc141f34234b1568d78384ba2)
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* With the `bytecode` option of the `model` block, using the operators `abs()`,
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`cbrt()` and `sign()` would lead to a crash (bug fixed in
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1622c74a53623aedb0bcfc2f958310aaa8a9efd2)
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* The `fast` command-line option was broken under MATLAB with Windows (bug
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fixed in 643face6)
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* Ramsey steady state computation could fail if an `expectation` or `diff`
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operator was present in the model (bug fixed in
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674ebce84baa32072441db339a60801448188840)
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* A crash could occur if some external function call was present in an
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auxiliary variable (bug fixed in
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preprocessor@34c37cfd01fdba4d017dafaad5d7750c810f17df)
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* The `endogenous_prior` option of the `estimation` command could erroneously
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display a warning message about missing observations (bug fixed in a85a00bf)
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* The `model_comparison` command would crash if the `.mod` file name had less
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than four characters (bug fixed in 183e6fbb)
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* The `shock_decomposition` command would overwrite previously stored smoother
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results (bug fixed in 9e53bd99)
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* The `x13` interface in dseries did not handle missing values, particularly at
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the beginning of a series (bug fixed in dseries@95a011a7 and
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dseries@c0786192)
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* The `x13` interface in dseries would occasionally crash under Windows with
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segmentation violations (bug fixed in 39c2cba1b6c196702490d1cc7706ef5e7ca1939a)
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* OccBin: estimation would crash if a previous `shocks(surprise)` simulation
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was conducted (bug fixed in 37eb1097)
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* The `internals` command would not find the location of the `_results.mat`
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file (bug fixed in 6f8fc22d)
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* The `prior optimize` command would not work with `mode_compute=5` (bug fixed
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in 7f5d8b81)
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Bugs fixed in version 5.4
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-------------------------
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* Files installed through the Windows installer had too weak permissions and could be modified by unpriviledged local users, if the default installation location (`c:\dynare\`) had been chosen (bug fixed in 689355ebc8850472508e997674b2482e5233601e)
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* Estimation:
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* the `load_results_after_load_mh` option would not find the location of the results file (bug fixed in 905e7c43)
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* the computation of prior/posterior statistics would crash if the value of the `filter step_ahead` option was greater than 1 without requesting a `forecast` or the `smoother` (bug fixed, see e7ca989b)
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* NaN or complex parameters returned by steady state files were not correctly handled (bug fixed in 64d61c32)
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* `analytical_derivation` could be triggered with `endogenous_prior` but would not take the endogenous prior into account for the Jacobian and Hessian (bug fixed in 0b0a4ef3)
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* OccBin:
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* running the `calib_smoother` command with `smoother_inversion_filter` would crash unless `likelihood_inversion_filter` was also specified (bug fixed in 4e4cd75c)
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* running the PKF smoother would crash if an error was encountered during computation of the decision rules (see #1879, bug fixed through !2123)
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* PAC equation estimation through iterative OLS would crash if the auxiliary model contained a constant (bug fixed in 3aeb1ff7)
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* The variable label was incorrect for leads and lags of exogenous variables in the display of decision rules and in the `model_info` command (bug fixed in 1866286f and 1219f085)
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* Declaring a `trend_var` variable while not having a `var(deflator=...)` statement would cause the preprocessor to crash (bug fixed in preprocessor@1c813a1cf91fecf29f3575f7cf730077ed2a28d0)
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* Macro processor: error messages following a `@#define`, `@#include` or
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`@#includepath` directive could in some cases point to a line number off by 1 (bug fixed in preprocessor@50a2737e41cd449d6551622b918f64e514c3d2fc)
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* Perfect foresight simulations: the `debug` option would not preserve sparsity, causing out of memory errors (bug fixed in bbdcdc89)
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Bugs fixed in version 5.3
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-------------------------
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* The `notmpterms` option of the `dynare` command triggered a crash if the `block` option of the `model` block was used (fixed in preprocessor@3932196ff452eabeae474cecaca78ca65354acf8)
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* When the `use_dll` option was passed to the `model` block, the operator `abs` in the `model` block returned an incorrect result (it returned the integer part of the absolute value) (fixed in preprocessor@8cac64c1cbef2b3a55bb539ffbb429ff1f58939a)
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* Occbin:
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* the piecewise linear Kalman filter (PKF) crash if the model solution could not be computed for a parameter draw (bug fixed in 3c0f8ec6 and eb416186)
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* the piecewise linear Kalman filter (PKF) could crash mode finding if an error was encountered (bug fixed in 5defbdeb927a536f983f31d3e102832151a524ec)
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* the piecewise linear Kalman filter (PKF) would crash in the one-constraint case if the fixed point algorithm did not converge (bug fixed in 95a15815)
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* the smoother could crash due to the initial states being empty (bug fixed in eb6f17e7) and when encountering errors (bug fixed in ce21248e)
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* the smoother fields of `oo_` contained wrong results if the piecewise linear Kalman smoother did not converge (bug fixed in 4d603fb3)
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* in pathological cases, seemingly periodic solutions could be incorrectly accepted (bug fixed in d0150997)
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* Estimation:
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* `mh_recover` and `load_mh_file` did not find the saved proposal density and had to rely on the mode-file (bug fixed in df09084a)
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* `bayesian_irf` together with `loglinear` produced wrong results (bug fixed in ee8dfb76)
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* the diffuse Kalman smoother initialization was wrong when the state transition matrix contained a column of zeros (bug fixed in 81ba9524)
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* the diffuse Kalman smoother initialization was wrong when the shock covariance matrix was not diagonal (bug fixed in 178e892e)
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* Perfect foresight:
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* when solving purely forward or backward models with the PATH solver (`solve_algo=10`), `mcp`-tags were ignored (bug fixed in 0225cb23)
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* `linear_approximation` ignored the `nocheck`-option (bug fixed in 9301024d)
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* in the presence of a steady state file or a `steady_state_model` block, the contents of the last `initval` or `endval`-block were ignored and replaced by a steady state (bug fixed in cbbbdf4b)
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* `identification` and `dynare_sensitivity` did not pass a `graph_format` option to subsequent other commands (bug fixed in https://git.dynare.org/Dynare/preprocessor/-/commit/3f674c1af925407b366255737d004afcd31116a3)
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* `dynare_sensitivity`:
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* stability mapping incorrectly imposed a parameter limit of 52 (bug fixed in bb9e45d0)
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* prior sampling did not work with user-specified `prior_trunc=0` (bug fixed in 1a46c1dc)
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* `dynare++`: the `dynare_simul.m` was broken (bug fixed in 54d95772)
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* `model_diagnostics` did not work with `block_trust_region` (`solve_algo=13,14`) (bug fixed in d76455fb)
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Bugs fixed in version 5.2
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-------------------------
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* Problems with the `steady_state` operator:
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+ if a `steady_state` operator contained an algebraic expression appearing multiple times in the model and sufficiently complex to trigger the creation of a temporary term, then the result of the operator would be wrong (the operator was essentially ignored) (bug fixed in preprocessor@c27342cfeb7fee793cab4ed58dfd4b9f72b6b30a)
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+ if a `steady_state` operator contained a call to an external function, then the result of the operator would be wrong (the operator was essentially ignored). A proper fix to this problem would require substantial architectural changes, so for now it is forbidden to use an external function inside a `steady_state` operator (bug fixed in preprocessor@c27342cfeb7fee793cab4ed58dfd4b9f72b6b30a)
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* Pruning in particle filtering at order 2 was not using the exact same formula as the original Kim et al. (2008) paper. A second-order term entered the cross-product between states and shocks, where it should have been a first-order term. This however would not lead to explosive trajectories in practice (bug fixed, see #1853 and f7204e6ec803f77eb107614587bb9925a4bee73e)
|
|
|
|
* The `simul_replic` option of the `stoch_simul` command would not store the binary file in the `Output` folder (bug fixed in 6805cad6)
|
|
|
|
* Problems with Ramsey policy (`ramsey_model`/`ramsey_policy` commands):
|
|
|
|
+ steady state files would not work when auxiliary variables included Lagrange multipliers (bug fixed in 21004adf)
|
|
|
|
+ for linear competitive equilibrium laws of motion, welfare evaluated at higher order was erroneously equated to steady state welfare (bug fixed in b5c74199)
|
|
|
|
* The `discretionary_policy` command would not always correctly infer the number of instruments and equations, leading to spurious error messages (bug fixed in e9a19024)
|
|
|
|
* Perfect foresight simulations of purely forward or backward models would crash if complex numbers were encountered (bug fixed in 74dc4f81)
|
|
|
|
* When using both `block` and `bytecode` options of the `model` block, if the model was such that a sufficiently complex algebraic expression appeared both in the residuals and in the derivatives, leading to the creation of a temporary term, then the results could be incorrect under some circumstances (bug fixed in preprocessor@85a0208e64a3c553987fb81748fe8d7d9bade384)
|
|
|
|
* When using the `bytecode` option of the `model` block, leads of more than +127 or lags of less than -128 were not correctly handled (bug fixed in preprocessor@7bcabed20b264ad3359bb6462b15e65b2ad6acac)
|
|
|
|
* Problems with the solver under occasionally binding constraints (`occbin_solver` command):
|
|
|
|
+ when solving the baseline regime, it would not properly handle errors like Blanchard-Kahn violations (bug fixed in 6536e135)
|
|
|
|
+ the piecewise linear Kalman filter (PKF) would crash if the model solution could not be computed for a parameter draw (bug fixed in 0f333f29 and c623696b)
|
|
|
|
+ the `oo_.FilteredVariablesKStepAhead` and `oo_.UpdatedVariables` MATLAB/Octave variables would contain the steady state twice (bug fixed in 12c4e03d)
|
|
|
|
+ the inversion filter would crash if the `filter_step_ahead` or `state_uncertainty` options were requested (bug fixed in 622f8316)
|
|
|
|
+ the PKF would crash if `filter_step_ahead=1` was specified (bug fixed in 28165502)
|
|
|
|
+ the PKF would crash if the `state_uncertainty` option was specified together with the `smoother_redux` option (bug fixed in 6d03a654)
|
|
|
|
+ the last regime before the system is back to normal times in the two-constraints case could be wrongly set, possibly leading to wrong simulations, lack of convergence or crashes (bug fixed in 906062cf).
|
|
|
|
* Problems with identification (`identification` command)
|
|
|
|
+ with `prior_mc>1` specified, it would incorrectly display the share of rank deficient Jacobians (bug fixed in dbde8294)
|
|
|
|
+ it would crash during plotting or displaying identification strength when the necessary identification criteria based on moments could not be computed (bug fixed in 30a6d35f)
|
|
|
|
* The `plot_shock_decomposition` command would crash if invalid field names were encountered (bug fixed in 16bc2b3e)
|
|
|
|
* The `shock_decomposition` command would not pass specified initial dates to generated plots (bug fixed in 1b4a4c87)
|
|
|
|
* Various pathological cases encountered in steady state finding could lead to a crash (bug fixed in 5788f1bc, c9fd266c, c91e1f89, and 5788f1bc)
|
|
|
|
* The `solve_algo=0` option of the `steady` command would not honor `tolx` (bug fixed in 40a525ee)
|
|
|
|
* In the `dynare_sensitivity` command, stability mapping would not correctly honor the prior bounds (bug fixed in 22795298)
|
|
|
|
|
|
|
|
|
|
|
|
Bugs fixed in version 5.1
|
|
|
|
-------------------------
|
|
|
|
|
|
|
|
* Various problems with perfect foresight simulations in combination with `block` and/or `bytecode` options of the `model` block:
|
|
|
|
+ Simulation with `bytecode` and `stack_solve_algo=4` could give incorrect results if the model has a linear block of type “Solve two boundaries simple/complete” (bug fixed in 65e18fe8834b31a885667e0e498e3a2ff0f1f47a)
|
|
|
|
+ Simulation with `bytecode` and `stack_solve_algo=1` could fail to converge (bug fixed in 67a003aa730e59f7b254353ca124909d69dcaaca)
|
|
|
|
+ Simulation with `block` (but without `bytecode`) and `stack_solve_algo=1` gave wrong results in the last simulation period if the model has a block of type “Solve two boundaries simple/complete” (bug fixed in 0147faad5f03cc641fd22d3e5733d4862964ef0b)
|
|
|
|
+ Simulation with `bytecode` and `block` would give incorrect results if the model has a linear block of type “Solve forward simple/complete” (bug fixed in 863fa2de1c04d2a33aef042adacdb78dae4d0ae1)
|
|
|
|
+ Simulation with `block` (but without `bytecode`) would crash or give incorrect results if the model has a block of type “Solve forward/backward simple/complete” (bug fixed in fa7b331cf4143816a6565e3b5075cc3b10ba879d)
|
|
|
|
+ Simulation with `bytecode`, `block` and `stack_solve_algo={0,1,4}` would crash or give incorrect results if the model has a block of type “Solve forward/backward complete” (bug fixed in cdb4f872b24dd811c6053026695d342e05d2b1f9 and 188df7711d4f4a704d7768a61ce70d492cfec9a3)
|
|
|
|
+ Simulation with `block` (but without `bytecode`) gave incorrect results if the model has a block of type “Solve backward simple/complete” (bug fixed in bb793d87cc7dc35fe4fd4767322c2f7b57788eb9)
|
|
|
|
+ Simulation with `block` (with or without `bytecode`) could give incorrect results if the model has a nonlinear block of type “Solve forward/backward simple/complete” (bug fixed in preprocessor@7fff8b34064a98770151b23e45e52c19bfa40569)
|
|
|
|
+ Simulation with `bytecode`, `block` and `stack_solve_algo=4` could give incorrect results if the model has a block of type “Solve backward/forward simple/complete” that follows a block of type “Solve two boundaries” (in the sense of the dependency graph) (bug fixed in 96fb676be757725830d354e2d92cc3a947b5ea31)
|
|
|
|
+ The convergence criterion in simulations with `block` (but without `bytecode`) was incorrect: the value of the `tolf` option from the `steady` command was used instead of the value of `tolf` option from the `perfect_foresight_solver` command (bug fixed in dd1ec10ec897d9271b286c7b3b001237938b1111)
|
|
|
|
* Various problems with steady state computation in combination with `block` and/or `bytecode` options of the `model` block:
|
|
|
|
+ Steady state computation with `bytecode` and `block` could fail if some equations are marked `[static]` (bug fixed in preprocessor@b78ac1d31fd27b8cc89ac2162d58d029821f9af1 and 8f5815d01d3604494f4a0bffc5f92d842972b844)
|
|
|
|
+ Steady state computation with `bytecode`, `block` and `solve_algo` ⩽ 4 or ⩾ 9 could fail
|
|
|
|
+ Steady state computation with `bytecode`, `block` and `solve_algo=6` would crash or give incorrect results if the model has a block of type “Solve forward/backward complete” (bug fixed in 188df7711d4f4a704d7768a61ce70d492cfec9a3)
|
|
|
|
* The `check` command would crash or give incorrect results when using the `block` option of the `model` block and if the model has a block of type “Solve backward complete” (bug fixed in dd34554c4e23a12159388d54fe304698c4d64ca5)
|
|
|
|
* The `static` and `incidence` options of the `model_info` command did not work as documented in the reference manual (bug fixed in 685598c6e2690cfbc4e677cd2148387716ef8243 and preprocessor@7df67819821ac5946e1b4ace3e974752ce533827)
|
|
|
|
* Various problems with the `method_of_moments` command:
|
|
|
|
+ It would crash if no `matched_moments` block is present (see !1997)
|
|
|
|
+ It would always load the full range of the first Excel sheet instead of the `xls_range` of the specified `xls_sheet` (bug fixed in 176baa22)
|
|
|
|
+ SMM would crash if a parameter draw triggers an error during `additional_optimizer_steps = 13` (see !1998)
|
|
|
|
+ The `debug` option could not be passed to the command (bug fixed in f3bf8fb8)
|
|
|
|
* In the `estimation` command, the `scale_file` field of the `posterior_sampler_options` option did not correctly load the scale (see !1999)
|
|
|
|
* The `moments_varendo` option of the `estimation` command could crash for large models (bug fixed in 28536314)
|
|
|
|
* The `resid` command would not show `name` tags when used in conjunction with the `ramsey_model` command (bug fixed in a5fe22bd1cf585b4fa3fab4bde958f2f56e8bb8a)
|
|
|
|
* Simulations with the `occbin_solver` command would not work if there is only a surprise shock in the first period (bug fixed in 3b592534)
|
|
|
|
* The Liu & West auxiliary particle filter could enter infinite loops (bug fixed in particles@e5a76884332e9ebc608aa50f1abf9ca9c7d0d35a)
|
|
|
|
|
|
|
|
Bugs fixed in version 5.0
|
|
|
|
-------------------------
|
|
|
|
|
|
|
|
* Equations marked with `static`-tags were not detrended when a `deflator` was specified (bug fixed, see #1827)
|
|
|
|
* Parallel execution of `dsge_var` estimation was broken (bug fixed in 5f732803)
|
|
|
|
* The preprocessor would incorrectly simplify forward-looking constant equations of the form `x(+1)=0` to imply `x=0` (bug fixed in Dynare/preprocessor@1cc51296)
|
|
|
|
* Under some circumstances, the use of the `model_local_variable` statement would lead to a crash of the preprocessor (see #1782)
|
|
|
|
* When using the `block`-option without `bytecode` the residuals of the static model were incorrectly displayed (bug fixed in 4b76d761)
|
|
|
|
* When using `k_order_solver`, the `simult_` function ignored requested approximation orders that differed from the one used to compute the decision rules (bug fixed in a2c60dba)
|
|
|
|
* Stochastic simulations of the `k_order_solver` without `pruning` iterated on the policy function with a zero shock vector for the first (non-endogenous) period (see #1819)
|
|
|
|
* `estimation` would ignore the mean of non-zero observables if the mean was 0 for the initial parameter vector (bug fixed in 83ea804f)
|
|
|
|
* `mode_check` would crash if a parameter was estimated to be exactly 0 (bug fixed in 58b336b2)
|
|
|
|
* `load_mh_file` would not be able to load proposal density if the previous run was done in parallel (see !1835)
|
|
|
|
* `load_mh_file` would not work with MCMC runs from Dynare versions before 4.6.2 (bug fixed in c1483b4c)
|
|
|
|
* `ramsey_model` would not correctly work with `lmmcp` (bug fixed in 1d10659b)
|
|
|
|
* `ramsey_model` would crash if a non-scalar error code was encountered during steady state finding (bug fixed in b1e72d53)
|
|
|
|
* Using undefined objects in the `planner_objective` function would yield an erroneous error message about the objective containing exogenous variables (bug fixed in preprocessor@02ee0776)
|
|
|
|
* `model_diagnostics` did not correctly handle a previous `loglinear` option (bug fixed in fbd4fa7f)
|
|
|
|
* `solve_algo=3` (csolve) would ignore user-set `maxit` and `tolf` options (bug fixed in 4e0f2bf6)
|
|
|
|
* The `planner_objective` values were not based on the correct initialization of auxiliary variables (if any were present) (bug fixed in 0d483ff8)
|
|
|
|
* The `nostrict` command line option was not ignoring unused endogenous variables in `initval`, `endval` and `histval` (bug fixed in preprocessor@02ee0776)
|
|
|
|
* `prior_posterior_statistics_core` could crash for models with eigenvalues very close to 1 (bug fixed in 5d1d5b8a)
|
|
|
|
* The display of the equation numbers in `debug` mode related to issues in the Jacobian would not correctly take auxiliary equations into account (bug fixed in ebe81eb6)
|
|
|
|
* The `resid` command was not correctly taking auxiliary and missing equations related to optimal policy (`ramsey_model`, `discretionary_policy`) into account (bug fixed in 37fbf5b6)
|
|
|
|
* `bytecode` would lock the `dynamic.bin` file upon encountering an exception, requiring a restart of MATLAB to able to rerun the file (bug fixed in 271d80ab)
|
|
|
|
* Estimation with the `block` model option would crash when calling the block Kalman filter (bug fixed in 60bf0fd3)
|
|
|
|
* The `block` model option would crash if no `initval` statement was present (bug fixed in 5e29a608)
|
|
|
|
* Having a variable with the same name as the mod-file present in the base workspace would result in a crash (bug fixed in f43ee91ed8fe2759c3918e3b270701027b8f456c and cc045caa6f0e6155d4b9e8e1cd2b38f558810ea9)
|
|
|
|
* `oo_.FilteredVariablesKStepAheadVariances` was wrongly computed in the Kalman smoother based on the previous period forecast error variance (bug fixed in 088fd641)
|
|
|
|
* Forecasts after `estimation` would not work if there were lagged exogenous variables present (bug fixed in cc045caa6f0e6155d4b9e8e1cd2b38f558810ea9)
|
|
|
|
* Forecasts after `estimation` with MC would crash if measurement errors were present (bug fixed in c8bc12ab)
|
|
|
|
* Smoother results would be infinity for auxiliary variables associated with lagged exogenous variables (bug fixed in cc045caa6f0e6155d4b9e8e1cd2b38f558810ea9)
|
|
|
|
* In rare cases, the posterior Kalman smoother could crash due to previously accepted draws violating the Blanchard-Kahn conditions when using an unrestricted state space (bug addressed in 5d1d5b8a)
|
|
|
|
* `perfect_foresight_solver` would crash for purely static problems (bug fixed in f97c1386857969791bebf27193537f738d947aa3 and 27ee801a6755df021994acf061eb07d7feebf316)
|
|
|
|
* Monte Carlo sampling in `identification` would crash if the minimal state space for the Komunjer and Ng test could not be computed (bug fixed in c60a1624)
|
|
|
|
* Monte Carlo sampling in `identification` would skip the computation of identification statistics for all subsequent parameter draws if an error was triggered by one draw (bug fixed in c60a1624)
|
|
|
|
* The `--steps`-option of Dynare++ was broken (bug fixed in 5eb76900)
|
|
|
|
* `smoother2histval` would crash if variable names were too similar (see !1800)
|
|
|
|
* `smoother2histval` was not keeping track of whether previously stored results were generated with `loglinear` (bug fixed in 2dd65100)
|
|
|
|
* The `initval_file` option was not supporting Dynare’s translation of a model into a one lead/lag-model via auxiliary variables (bug fixed in b70d99d1)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.6.4
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* Passing multiple shock values through a MATLAB/Octave vector in a `mshocks` block would not work (bug fixed in ffa828a659bec9a590ca3794012d1c5b828061a6 and 12ef75314a4d2ba3a36c90cb42476e74e1eec976)
|
|
|
|
* The `mode_compute=12` option was broken (bug fixed via !1784)
|
|
|
|
* The `use_mh_covariance_matrix` option was ignored (bug fixed in cef13ffd)
|
|
|
|
* The `load_mh_file` option together with `mh_replic=0` would not allow computing `moments_varendo` for a different list of variables (bug fixed in c27c4fd9)
|
|
|
|
* The `forecast` option was ignored when using `mode_compute=0` without a mode-file to execute the smoother (bug fixed, see https://git.dynare.org/Dynare/dynare/-/merge_requests/1802)
|
|
|
|
* The `discretionary_policy` command would crash in the presence of news shocks (bug fixed
|
|
|
|
via !1767)
|
|
|
|
* The `ramsey_constraints` block would crash if the constraints contained defined `parameters` (bug fixed in https://git.dynare.org/Dynare/dynare/-/merge_requests/1788)
|
|
|
|
* Identification would display a wrong error message if a unit root was present and `diffuse_filter` had been set (bug fixed via !1782)
|
|
|
|
* Particle filter estimation would crash if the initial state covariance became singular for a draw (bug fixed via 38e300b9)
|
|
|
|
* Particle filter estimation would crash if `k_order_solver` option was specified with `options_.particle.pruning` (bug fixed via 0b87f664)
|
|
|
|
* The initial state covariance in particle filter estimation could be `NaN` when using `nonlinear_filter_initialization=2` despite `options_.particles.pruning=1` (bug fixed in f19decf2)
|
|
|
|
* Output of `smoother` results when using particle filters would be based on `order=1` (bug fixed, in 417f038c)
|
|
|
|
* Output of `moments_varendo` results when using particle filters would be based on `order=1` (bug fixed in dedfd0c0, 314948ce. and b38d6f81)
|
|
|
|
* When decreasing the `order` in `.mod` files, `oo_.dr` could contain stale results from higher orders (bug fixed in 827a7fca)
|
|
|
|
* Estimation results using the particle filter at `order=3` would be incorrect if the restricted state space differed from the unrestricted one (bug fixed, see #1768)
|
|
|
|
* The `mode_compute=102` option (SOLVEOPT) could return with `Inf` instead of the last feasible value (bug fixed in a89f21b5)
|
|
|
|
* Using `analytic_derivation` for Bayesian estimation would result in wrong results when the multivariate Kalman filter entered the steady state stage (bug fixed in c6c9b4e3)
|
|
|
|
* Using `analytic_derivation` for maximum likelihood estimation would result in a crash (bug fixed in 82aa669b)
|
|
|
|
* When using the Bayesian smoother with `filtered_vars`, the field for `Filtered_Variables_X_step_ahead` used the length of vector instead of the actual steps in `filter_step_ahead` (bug fixed in 59dd96db)
|
|
|
|
* `mode_compute=1,3` crashed when `analytic_derivation` was specified (bug fixed in 0718a3eb)
|
|
|
|
* `mode_compute=1,3,102` did only allow for post-MATLAB 2016a option names (bug fixed in ff427807)
|
|
|
|
* The `cova_compute=0` option was not working with user-defined `MCMC_jumping_covariance` (bug fixed via https://git.dynare.org/Dynare/dynare/-/commit/9351fd662fa8ea089c763c403ee4f6d94413ae71)
|
|
|
|
* The `mode_compute=1` option was not working with `analytic_derivation` (bug fixed, see https://git.dynare.org/Dynare/dynare/-/issues/1770)
|
|
|
|
* Not all commands were honouring the `M_.dname` folder when saving (bug fixed, see da3943be)
|
|
|
|
* LaTeX output of the simulated variance decomposition for observables with measurement error could have a wrong variable label (bug fixed in f721a14f)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.6.3
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* Using an unknown symbol in `irf_shocks` option of `stoch_simul` would lead to
|
|
|
|
a crash of the preprocessor (preprocessor#57)
|
|
|
|
* The `endogenous_prior` option did not properly handle missing observations
|
|
|
|
(bug fixed in 445cbf67)
|
|
|
|
* The auxiliary particle filter with pruning and resampling would crash (#1718)
|
|
|
|
* Initialization of the state variance for particle filters was buggy (bug
|
|
|
|
fixed via !1762)
|
|
|
|
* An `@#else` clause after an `@#ifndef` was not correctly interpreted (#1747)
|
|
|
|
* An `@#elseif` clause after an `@#ifdef` or an `@#ifndef` was not correctly
|
|
|
|
interpreted (bug fixed in
|
|
|
|
preprocessor@5d564eed071b009ae382440435ede70be163ca39)
|
|
|
|
* Perfect foresight simulations of models with a single equation would crash
|
|
|
|
when using either the `lmmcp` option or the `linear_approximation` (bug fixed
|
|
|
|
in 87cc51932134aea2be55d7cfff4e39c61267c162)
|
|
|
|
* Inequality constraints on endogenous variables (when using the `lmmcp`
|
|
|
|
option) were not enforced on purely backward or purely forward models (#1720)
|
|
|
|
* Perfect foresight simulations with `bytecode` and `block` options could crash
|
|
|
|
if there was a purely forward variable whose value in all periods could be
|
|
|
|
evaluated backward (typically a process of the form `y=a*y(+1)+e`) (#1727)
|
|
|
|
* `extended_path` was broken with `bytecode` (fixed in 71e3e0d4)
|
|
|
|
* Identification would crash for purely forward-looking models (bug fixed via
|
|
|
|
!1775)
|
|
|
|
* Under Windows, with Octave, the k-order perturbation and MS-SBVAR MEX files
|
|
|
|
could not be loaded (#1750)
|
|
|
|
* On Fedora (and possibly other GNU/Linux distributions), compilation from
|
|
|
|
source would fail against Octave 5 (fixed in 5389fa20 and
|
|
|
|
e107e93753331cec7465507b3986198d13f71717)
|
|
|
|
|
|
|
|
|
|
|
|
Bugs fixed in version 4.6.2
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* Perfect foresight simulations of purely backward models could deliver an
|
|
|
|
incorrect result if some exogenous variable appeared with a lag of 2 or more
|
|
|
|
(and neither `block` nor `bytecode` option was used) (fixed via !1759)
|
|
|
|
* Perfect foresight simulations of linear models could deliver an incorrect
|
|
|
|
result if the following four conditions were met:
|
|
|
|
+ the model was actually declared as linear through the `linear` option
|
|
|
|
+ there was an exogenous variable with a lead or a lag
|
|
|
|
+ `stack_solve_algo` was equal to 0 (the default) or 7
|
|
|
|
+ neither `block` nor `bytecode` option was used
|
|
|
|
(fixed via !1759)
|
|
|
|
* In stochastic simulations, for variables that actually do not leave the
|
|
|
|
steady state, reported simulated moments could be spurious (due to division
|
|
|
|
by zero) (#1736)
|
|
|
|
* Displayed variance decompositions would take into account measurement error
|
|
|
|
only if measurement errors were present for all observed variables
|
|
|
|
(bug fixed in 6e06acc7)
|
|
|
|
* The posterior variance decompositions with measurement errors computed with
|
|
|
|
`moments_varendo` were incorrect (bug fixed in 6e06acc7)
|
|
|
|
* `moments_varendo` would not update `oo_.PosteriorTheoreticalMoments` if it
|
|
|
|
was already present from e.g. earlier run of `estimation` (bug fixed in
|
|
|
|
f3329c2d)
|
|
|
|
* Identification would in some cases compute wrong Jacobian of moments
|
|
|
|
(bug fixed in !1733)
|
|
|
|
* Identification would display incorrect results if parameter dependence was
|
|
|
|
implemented via a steady state file (bug fix in !1732; see discussion in
|
|
|
|
#1733)
|
|
|
|
* `generate_trace_plots` would crash when measurement errors were present (bug
|
|
|
|
fixed in f717712e)
|
|
|
|
* `estimation` would crash for correlated measurement errors (bug fixed in
|
|
|
|
f717712e)
|
|
|
|
* Parallel execution/testing could crash instead of aborting with a proper
|
|
|
|
error message (bug fixed in !1758)
|
|
|
|
* Under macOS, Dynare would incorrectly claim that it is compiled for Octave
|
|
|
|
5.2.0 (it is actually compiled for Octave 4.4.1) (bug fixed in
|
|
|
|
b758c154ce6e3a31155308a68e829bedbdbccf66)
|
|
|
|
* Using external functions in a model local variable would crash the
|
|
|
|
preprocessor (bug fixed in
|
|
|
|
preprocessor@931935a9420804db7e7d528659ef3be2801886d6)
|
|
|
|
* Tolerance criteria for steady state computations were inconsistently set
|
|
|
|
(fixed in 607a273bb0086ed36831b36327c1b3c456e539b2)
|
|
|
|
* `stoch_simul` with its default `order=2` would crash with a message about
|
|
|
|
`hessian_eq_zero` not existing if an explicit `order=1` was present somewhere
|
|
|
|
else in the `.mod` file (bug fixed in preprocessor@5cc9f216)
|
|
|
|
* Model local variables were not written to the `modfile.json` JSON file (see
|
|
|
|
#1723)
|
|
|
|
* Model local variables names would have two spurious underscores when defined
|
|
|
|
in the `dynamic.json` and `static.json` files (but only in the definition,
|
|
|
|
not when they were used, which is inconsistent) (bug fixed in
|
|
|
|
preprocessor@f9ab44da56558ae4be891ad97e52b637484551f6)
|
|
|
|
* The `solve_algo=9` option was not accessible. The `solve_algo=10` and
|
|
|
|
`solve_algo=11` options were not accessible with `block` (without `bytecode`)
|
|
|
|
(bug fixed in bd7eb2f88d462fa77fce42faf5b0357018917a22)
|
|
|
|
* Under certain circumstances, the `extended_path` command would crash when
|
|
|
|
used in conjunction with the `block` option (see #1717)
|
|
|
|
* The `extended_path` command was not working with `bytecode` option (see
|
|
|
|
#1717)
|
|
|
|
* The `shock_decomposition` command was not accepting the options of
|
|
|
|
`estimation` related to smoothing (see !1724)
|
|
|
|
* The `conditional_forecast` command would display a warning even if the
|
|
|
|
simulation was successful (see !1725)
|
|
|
|
* The `prior_trunc` option of `identification` was not working (see !1723)
|
|
|
|
* The `proposal_distribution` option of the
|
|
|
|
`tailored_random_block_metropolis_hastings` was not working (see !1727)
|
|
|
|
* Perfect foresight simulations of backward models would crash if convergence
|
|
|
|
failed with to complex-valued residuals (see !1726)
|
|
|
|
* The diffuse Kalman smoother would crash if `Finf` became singular (see !1728)
|
|
|
|
|
|
|
|
|
|
|
|
Bugs fixed in version 4.6.1
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* Installation on macOS would fail if the GCC compiler was supposed to be
|
|
|
|
installed and `www.google.com` was not reachable or blocked. (Bug fixed in
|
|
|
|
769028414262d74b68903d25728f622e135a6609)
|
|
|
|
* Dynare++ was missing the `dynare_simul.m` file. (See !1713)
|
|
|
|
* The parameter vector `M_.params` would not be correctly updated after calls
|
|
|
|
to `stoch_simul` and `discretionary_policy` if parameters had been modified
|
|
|
|
in a steady state file. (See #1711)
|
|
|
|
* The `stoch_simul` command with both the `nograph` and `TeX` options would
|
|
|
|
crash. (See !1715)
|
|
|
|
* The `stoch_simul` command with the `noprint` option would crash. (See !1721)
|
|
|
|
* The `prior moments` command would crash if the used parameter vector
|
|
|
|
triggered an error code. (See !1721)
|
|
|
|
* In case of problem, the `discretionary_policy` command would crash instead of
|
|
|
|
aborting with a proper error code. (See !1716)
|
|
|
|
* Computing of prior/posterior statistics would not work in parallel. (Bug
|
|
|
|
fixed in 54fe1c754c1e7d9457ed2b320610672b4da7d934)
|
|
|
|
* Closing of parallel estimation on GNU/Linux could crash. (Bug fixed in
|
|
|
|
25d7930186b2b8f02604758dfc6d854e955ffd92)
|
|
|
|
* The `histval` command would not work in combination with the
|
|
|
|
`predetermined_variables` command. (See preprocessor#47)
|
|
|
|
* Ramsey optimal policy with multiple instruments would crash if a steady state
|
|
|
|
file returned complex values, instead of providing an error message. (See
|
|
|
|
!1720)
|
|
|
|
* The `model_diagnostics` command would not correctly update the parameter
|
|
|
|
vector if the latter was set in a steady state file. (See !1722)
|
|
|
|
* The `model_diagnostics` command would ignore the `nocheck` steady state flag.
|
|
|
|
(See !1722)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.6.0
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* Estimation: the check for stochastic singularity erroneously would only take
|
|
|
|
estimated measurement error into account. (Bug fixed in
|
|
|
|
da0ad6736761a60faf10799f63b81e2c69547b6c)
|
|
|
|
* Estimation: if the Hessian at the mode was not positive definite, the Laplace
|
|
|
|
approximation returned a complex number, but only displayed the real-valued
|
|
|
|
part. (Bug fixed in 00757767166083f0c2514f147b73545f75322dc9)
|
|
|
|
* Conditional Forecasting: using one period only would result in a crash. (Bug
|
|
|
|
fixed in 33f19d35d9b5fa5f1cf3b72211ef960017bdea6e)
|
|
|
|
* First-order approximation was not working with purely forward-looking models.
|
|
|
|
(See #1641, bug fixed in 7a2d5d4f0ed03f8e925ef4bfb16a8d201c0b0d7f)
|
|
|
|
* The preprocessor would not allow for inline comments including macro
|
|
|
|
statements. (See preprocessor#8, bug fixed by rewrite of macro processor:
|
|
|
|
commits preprocessor@17e040f3f6f8782448a36106ad7c29715bcebf3a to
|
|
|
|
preprocessor@15620163898dde4883fb99472a2f30956dd40eb5)
|
|
|
|
* Using the `STEADY_STATE()` operator on exogenous variables would lead to
|
|
|
|
crashes in stochastic simulations. (see #825)
|
|
|
|
* `moment_calibration`: for autocorrelation functions, the x-axis labeling had
|
|
|
|
the wrong order. (Bug fixed in 8713e46c4ed022d728852f19141bc76e8b227ec9)
|
|
|
|
* `plot_identification`: placement of white dots indicating infinite values was
|
|
|
|
incorrect
|
|
|
|
* Automatic detrending would sometime refuse to detrend model despite the user
|
|
|
|
having given correct trends. (See #1389)
|
|
|
|
* Using `use_dll` + `fast` options would not always recompile the model when
|
|
|
|
the equations were changed. (See #1661)
|
|
|
|
* Under certain circumstances, the combination of `bytecode` and
|
|
|
|
`stack_solve_algo=1` options could lead to crashes or wrong results. (see
|
|
|
|
#1652)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.5.7
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* The mex-file conducting the QZ decomposition erroneously applied the `qz_criterium` to the square absolute value of eigenvalues instead of the absolute value itself (as done in mjdgges.m and the AIM solver) (bug fixed in dcac79928921fc09315b06daadf25b767e000543; see #1632)
|
|
|
|
* In pathological cases, `mode_compute=5` (`newrat`) might enter an infinite loop (bug fixed in d5e25c8f436e88f2bc3dbba0237cdcf3f245d80f; see also #1636)
|
|
|
|
* `discretionary_policy` might erroneously state that the derivatives of the objective function are non-zero if there are NaN present (bug fixed in 8cb99bfe9dad05acf6d82447c7e974c1e1148707; see also !1644)
|
|
|
|
* Dynare++, when conducting the QZ decomposition, erroneously applied the `qz_criterium` to the square absolute value of eigenvalues instead of the absolute value itself (bug fixed in 8f738f101f3024902f576d623393899d45ec8fd0; see also #1632)
|
|
|
|
* Dynare++: IRFs were incorrectly computed (bug fixed in 8698b4c540f2f9881f2201a30b6d08344b23068f; see also #1634)
|
|
|
|
* `dynare_sensitivity` did not display the figures of `irf_calibration`, it only stored them on the disk (bug fixed in d613d11b6cbd4d071658eb6db7bc0498bc0a9fc9)
|
|
|
|
* Scatter plots generated by `dynare_sensitivity` did not correctly display LaTeX names (bug fixed in b0d5eadd600bc2da477498d4df8d2b8d59eb8025)
|
|
|
|
* Parameter updating via steady state files did not correctly work in case of using [static]/[dynamic] equation tags (bug fixed in 5beea983aad5233b1db905fd4a0ce4e1d3160143; see #1627)
|
|
|
|
* Memory leaks in `k_order_pert` could lead to crashes (bugs fixed in 7c5ca5f84822911d7b60e2d838cbc553d1d3958f, 9dce3b836a80b00dd59582e964e23d637a5972d6, and f25ec51f01ca8a0b34ad17ae5e41d7d0b8b2e992)
|
|
|
|
* Predetermined variables were not properly set when used in model local variables (bug fixed in a07f3fdec46a79d9f652ca273458e0d63490e335)
|
|
|
|
* Posterior moment computation did not correctly update the covariance matrix of exogenous shocks during posterior sampling (bug fixed in !1627)
|
|
|
|
* Dynare was crashing with a cryptic message if a non estimated parameter was initialized in the `estimated_params_init` block (fixed in e11c3744a3565b806a74c01e5b921152f6551cb5 and caac1502c35b4627015e1af777ac9ea92f4672b0; see #1610)
|
|
|
|
* The `forecast` command crashed if the model was declared as linear and contained deterministic exogenous variables (bug fixed in fda021855cbe511674c6bdeededa170ce27a0d17 and 14eb831cdf65e0d68a53003811409501942fd566; see #1608)
|
|
|
|
* Block decomposition is broken when used in conjunction with `varexo_det` (bug fixed in preprocessor@fa039b8c4197cbc385c4baa10aca7f520de5cfb6)
|
|
|
|
* The model was not correctly specified when `identification` was run without another stochastic command in the `.mod` file (e.g. `estimation`, `stoch_simul`, etc.). See #1631 (bug fixed in preprocessor@4c71d143f3fec395989950de51e7dee5836a37db)
|
|
|
|
* Realtime annualized shock decompositions added the wrong steady state value (bug fixed in 5badd34380f20e511e91b455482931c107a8f73b)
|
|
|
|
* `mh_recover` option crashed when using slice sampler (bug fixed in 4ba9c9296f1939fa14b1401886d9e9b86541e5e3)
|
|
|
|
* x-axis values in plots of moment restrictions were wrong for autocovariances (bug fixed in b0e7c47a000a679420970f1d05e4f2ed7d60764c)
|
|
|
|
* `dynasave` and `dynatype` did not accept exogenous variables (bug fixed in bf102030cbddeb4e2a405e75efa3dfdc2be6dc53)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.5.6
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* TaRB sampler: incorrect last posterior was returned if the last draw was rejected (bug fixed in 433a68169d3a1576992bdf523c3265d17679f23f).
|
|
|
|
* Fixed online particle filter by drawing initial conditions in the prior distribution (see particles@ef22c716d3e23f749b82cb0e73392ddcf93c42b4)
|
|
|
|
* Fixed evaluation of the likelihood in non linear / particle filters (see particles@427e88e6b41bd4d228d010536db30f40f2b00aee, particles@1f08164b05b6276f82cb48ca27ccde54e9f634c7 and particles@35c3a9fcd9181d1f5ba250172a6abf5daa0a04dd)
|
|
|
|
* Added missing documented `montecarlo` option in Gaussian Filter and Nonlinear Kalman Filter (bug fixed in particles@ee6eaa8449033b7074a468646e93dbaaf76160c9 and particles@28f7c7621babacfa6eb7588b3ec25e47914dedb1)
|
|
|
|
* Added back a flag to deal with errors on Cholesky decomposition in the Conditional Particle Filter (bug fixed in particles@43615ce4f6bd522f3a7b309e3025204b9ab9df59)
|
|
|
|
* Macroprocessor `length()` operator was returning 1 when applied to a string. Macroprocessor now raises an error when `length()` operator is called on an integer and return the number of characters when applied to a string (bug fixed in d056df3245a88c03b2c306496f48dafa7c17248e)
|
|
|
|
* `mode_compute=8`: the error code during mode-finding was not correctly handled, resulting in crashes (bug fixed in 97229177b44cfabcafa8f4ab4eada0de7c9cc37c)
|
|
|
|
* Identification was not correctly displaying a message for collinear parameters if there was no unidentified parameter present (bug fixed in b8094a2e8494e4cb65eebd710c9ac47adee5aa7f and 6607d3907a0ddfcb8f13c70c6a9c6f9b533eb2db)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.5.5
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* Identification was crashing during prior sampling if `ar` was initially too low (bug fixed in 09ac7f6249e1553396ab0b70ff7e96ed72aafb1c)
|
|
|
|
* The `align` method on `dseries` did not return a functional second `dseries` output (bug fixed in 667bfb69480b3b45afcc4449411e27707a0cd7b6).
|
|
|
|
* `perfect_foresight_solver` with option `stack_solve_algo=7` was not working correctly when an exogenous variable has a lag greater than 1 (bug fixed in 8913791ff0972f8a56d6c5d0d325d1cb6fda718979484607a7038620372ee6b8a9be746a9c5c8448)
|
|
|
|
* `identification` with `prior_mc` option would crash if the number of moments with non-zero derivative is smaller than the number of parameters (bug fixed in 09ac7f6249e1553396ab0b70ff7e96ed72aafb1c)
|
|
|
|
* Calling several times `normcdf` or `normpdf` with the same arguments in a model with block decomposition (but not bytecode) was leading to incorrect results (bug fixed in 745e3c9d98bb7a0d76f3b86a3bdd335e56a7aa1a)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.5.4
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* The `type` option of `plot_shock_decomposition` is always set to `qoq`, regardless of what is specified (bug fixed in ff1ae57ec06eb1ded0aefc04bbd64b0076c27209).
|
|
|
|
|
|
|
|
* Bug in GSA when no parameter is detected below pvalue threshold (fixed in ec35210e06ac45a46da52c272d78173990cb92c4).
|
|
|
|
|
|
|
|
* Various bug fixes in shock decompositions (see 45166aba81011183ca68c697ef3851da8c990548, 5d6b688f3889e9a948f336cc78afecbf0ab908b0, a04b2876f246860452a8fe8a2e2fdbb7aee92a7e, fd8a69d97bd09707266b5a65e33e71ef67b81475, 3e589d24401502e5b1fda8cdd69e1bc9c2545885, a63bc5b7f0180ea32930672acd64e89fec9d1209, and f4b25efc5aba740eefd3b41231d7dbf400340b8f).
|
|
|
|
|
|
|
|
* Bug in reading in macro arrays passed on `dynare` command line via the `-D` option (see 204d9cd05fef9ac6fda8530536578c05fab66366, and 3a6227387b497d90d00a117777020ad0191c0988)
|
|
|
|
|
|
|
|
* Estimation with missing values was crashing if the `prefilter` option was used (see 92549e48b12c60165693f9ea1289825e88b35cdd).
|
|
|
|
|
|
|
|
* Added a workaround for a difference in behaviour between Octave and Matlab regarding the creation of function handles for functions that do not exist in the path. With Octave 4.2.1, steady state files did not work if no auxiliary variables were created (see 99e4cb6e7e18385c5ef8ab7fc74ac40207ce9940).
|
|
|
|
|
|
|
|
* The `stoch_simul` command was crashing with a cryptic message if option `order=3` was used without setting `k_order_solver` (see 28b499af3bb53fc8afd02e209f8120e241e519e6).
|
|
|
|
|
|
|
|
* In cases where the prior bounds are infinite and the mode is estimated at exactly 0, no `mode_check` graphs were displayed (see ef797eec0f59b5e363966cd90776e76ec8c2f5f8).
|
|
|
|
|
|
|
|
* Parallel execution of MCMC was broken in models without auxiliary variables (see ec3fb76aa7794141dc72bbd5f151dcc7a837b8bb, and bbdde4626ea1585b30f6c554c669fc429686551b).
|
|
|
|
|
|
|
|
* Reading data with column names from Excel might crash (see 8e73289fe5ebbe5ae9f69260afc7ffa69571362f).
|
|
|
|
|
|
|
|
* The multivariate Kalman smoother was crashing in case of missing data in the observations and `Finf` became singular (see cbc0cdfef838b58f17c9a564a27b0bc7c302a6ec).
|
|
|
|
|
|
|
|
* The `plot_shock_decomposition` command ignored various user-defined options like `fig_name`, `use_shock_groups` or `interactive` and instead used the default options (see 5e7256daebb0a01ac6b361ce26a2ffe4bef9d586 and b3bcd2c8b08148a4cb0a0acd1477e2648a047d06).
|
|
|
|
|
|
|
|
* Nested `@#ifdef` and `@#ifndef` statements don't work in the macroprocessor (see 047597d40b4dbab8608226c6f9e8e6d85495fd33)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.5.3
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* `isfile` routine was failing with matlab older than R2016b, (bug reported [here](https://forum.dynare.org/t/getting-error-in-dynare-4-5-2/10896) and fixed in fa26ab10e052ac9c0709181e6a462885afc26401).
|
|
|
|
|
|
|
|
Bugs fixed in version 4.5.2
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
- `perfect_foresight_solver`. If expected shocks were declared after the terminal period, as specified by the `periods` option, Dynare was crashing (see 97b894a1cdb2f47171e42448c4a6f416d26c8f31, 10047feee5e04610606bd6b65517d794a4a4aaf1 and 131a68ea6fb85919a9564d25b21e690024b055a6).
|
|
|
|
|
|
|
|
- `perfect_foresight_solver`. Models declared with the `linear` option were crashing if exogenous variables were present with a lead or lag (see a1c34979f5a581507ad2d145cde855015bb5cea7, 1a4257ac4bd75f1db6988a650ef79c2cb9f4cc40 and 542982171946421970d580e5fed9e727c3f2a976).
|
|
|
|
|
|
|
|
- After ML, Bayesian estimation when not specifying the smoother option or `mh_replic=0` not all smoothed measurement errors were displayed (see 4cd259baa61c073a1ee2e8c623191b48c626654c).
|
|
|
|
|
|
|
|
- `conditional_forecasts`. Fixed error in reference manual (see b4a52b80765bb2b52109a7b5f0826e55901541cd).
|
|
|
|
|
|
|
|
- Smoother. Provide informative error instead of crashing when model cannot be solved (see 8ccebd9e23b840fac0e0eea634cecb3ed1895c1f).
|
|
|
|
|
|
|
|
- The `nopathchange` preprocessor option was always triggered, regardless of whether it was passed or not (see 41e6ecaacdead14b48434376e26646f9944614dd).
|
|
|
|
|
|
|
|
- When `ramsey_policy` is used, allow state variables to be set in `histval` block. (see #1193)
|
|
|
|
|
|
|
|
- `histval` erroneously accepts leads, leading to cryptic crashes (see #1510)
|
|
|
|
|
|
|
|
- The prior MC draws from previous runs were not deleted, potentially resulting in loading stale files (see !1515)
|
|
|
|
|
|
|
|
- `estim_params_` was being declared `global` more than once. (see #1518)
|
|
|
|
|
|
|
|
- Fixed crashes happening when simulating linear models with order>1 (see 0f84dadb9afd6d19aaaa469812ad110910d9a879).
|
|
|
|
|
|
|
|
- Make empirical moments independent of `simul_replic`, as stated in the reference manual, by outputting moments computed with the first simulated sample (see f0b9f453e9734c40245cda9bf9aa70aebfddef59).
|
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|
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|
|
|
- The `prior_function` required a preceding `estimation`-command to properly set up the prior (see 802536da96f6f25229c84324d151ca2f8a6535f8).
|
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|
|
- If the mode for a parameter was at exactly 0, `mode_check` was crashing (see 86e646488c260ba46941706a716ba19cdcdb8cdc)
|
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|
|
|
|
|
|
- Fixed `get_posterior_parameters`-routine which should not do more than getting parameters (see 0f3b68ee0a7bec4b58315dcc8e145e15eeedad54 and #1506). As a consequecence, the `shock_decomposition`-command does not correctly set the `parameter_set` for use in subsequent function calls if shocks are correlated or measurement error is present.
|
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|
- Fixed bug in Ramsey problem with constraints both on a policy instrument and another variable. (see b1fc34ef991ff9aff3177f2f1dcf97db7e80d8fe). Note that the constraint on a variable that is not an instrument of the Ramsey problem must be written with an equation tag in the model block.
|
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- Fixed bug in Ramsey problem with constraints on policy instrument (see 0068f9f6b6963bee6bc440147fadbcbe0cb497a8).
|
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|
|
- Fixed crash with optimizer 5 ('newrat') when not used with DSGE model at order 1 (see #1494 and da063b2e1862ee2e8f9e01482931214ff165f001)
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|
Bugs fixed in version 4.5.1
|
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|
|
---------------------------
|
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|
|
- Fixed out of memory issue with simpsa algorithm (see 89326090b929ee631e0bf472e00e6218fc34bd3d).
|
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|
- Added missing plots for measurement errors with `generate_trace_plot` command (see aa2a1e4d6046ce841a724af587d9c6f1b3dfa706)
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|
|
- Posterior moments after MCMC for very big models (`size_of_the_reduced_form_model(oo_.dr)*options_.sub_draws>options_.MaximumNumberOfMegaBytes`) were not correctly computed and their plotting might crash Dynare (see 0b9244dc01ef3052f23f3225194789ad0fdb574d)
|
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|
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- Results of the posterior conditional variance decomposition after MCMC were not correctly computed (see 0b9244dc01ef3052f23f3225194789ad0fdb574d)
|
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|
|
- Options `use_shock_groups` and `colormap` of the `shock_decomposition` command were not working (see !1470 and 6de2176473ee7a5770a9782a303348c0d7a2c512)
|
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- Added a clean error message if sensitivity toolbox is used with recursive estimation (see 970feee3422ebf48d26c22dace0877cce71559c3)
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- Computation of posterior filtered variables was crashing in models with only one variable (see 1f20ceb46168074e7400b206774282dd27a2f1fd)
|
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|
|
- Fixed various typos and errors in the reference manual
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|
Bugs fixed in version 4.5.0
|
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|
|
---------------------------
|
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|
|
- BVAR models
|
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|
|
|
|
+ `bvar_irf` could display IRFs in an unreadable way when they moved from
|
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|
negative to positive values (see bf707c1975bc9a5c412a5e2d2747dc445e268ba7),
|
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|
|
+ In contrast to what is stated in the documentation, the confidence interval
|
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size `conf_sig` was 0.6 by default instead of 0.9 (see #338).
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|
- Conditional forecasts
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+ The `conditional_forecast` command produced wrong results in calibrated
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|
models when used at initial values outside of the steady state (given with
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|
`initval`) (see #665),
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+ The `plot_conditional_forecast` option could produce unreadable figures if
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|
the areas overlap (see !1155),
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|
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+ The `conditional_forecast` command after MLE crashed (see !1220),
|
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|
|
+ In contrast to what is stated in the manual, the confidence interval size
|
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|
`conf_sig` was 0.6 by default instead of 0.8 (see #338).
|
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|
|
+ Conditional forecasts were wrong when the declaration of endogenous
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|
variables was not preceeding the declaration of the exogenous
|
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|
variables and parameters (see #1276, fixed in !1277).
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|
|
- Discretionary policy
|
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+ Dynare allowed running models where the number of instruments did not match
|
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|
the number of omitted equations (see !1042),
|
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|
|
+ Dynare could crash in some cases when trying to display the solution (see !1042),
|
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|
|
+ Parameter dependence embedded via a `steady_state` was not taken into
|
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|
account, typically resulting in crashes (see !1241).
|
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|
|
- dseries class
|
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|
|
+ When subtracting a dseries object from a number, the number was instead
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|
subtracted from the dseries object [(link)](https://forum.dynare.org/t/bug-in-dseries-minus-m/5629).
|
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|
- DSGE-VAR models
|
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|
|
+ Dynare crashed when estimation encountered non-finite values in the Jacobian
|
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|
|
at the steady state (see !1190),
|
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|
|
|
|
|
+ The presence of a constant was not considered for degrees of freedom
|
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|
|
computation of the Gamma function used during the posterior computation; due
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|
|
to only affecting the constant term, results should be be unaffected, except
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|
|
for model_comparison when comparing models with and without (see !1212).
|
|
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|
|
|
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|
|
|
|
- Estimation command
|
|
|
|
|
|
|
|
+ In contrast to what was stated in the manual, the confidence interval size
|
|
|
|
`conf_sig` for `forecast` without MCMC was 0.6 by default instead of 0.9 (see #338),
|
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|
|
|
|
|
+ Calling estimation after identification could lead to crashes (see #675),
|
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|
|
|
|
|
+ When using recursive estimation/forecasting and setting some elements of
|
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|
|
`nobs` to be larger than the number of observations T in the data,
|
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|
|
`oo_recursive_` contained additional cell entries that simply repeated the
|
|
|
|
results obtained for `oo_recursive_T`,
|
|
|
|
|
|
|
|
+ Computation of Bayesian smoother could crash for larger models when
|
|
|
|
requesting `forecast` or `filtered_variables`,
|
|
|
|
|
|
|
|
+ Geweke convergence diagnostics were not computed on the full MCMC chain when
|
|
|
|
the `load_mh_file` option was used,
|
|
|
|
|
|
|
|
+ The Geweke convergence diagnostics always used the default `taper_steps` and
|
|
|
|
`geweke_interval` (see !1341),
|
|
|
|
|
|
|
|
+ Bayesian IRFs (`bayesian_irfs` option) could be displayed in an unreadable
|
|
|
|
way when they move from negative to positive values,
|
|
|
|
|
|
|
|
+ If `bayesian_irfs` was requested when `mh_replic` was too low to compute
|
|
|
|
HPDIs, plotting was crashing (see !1326),
|
|
|
|
|
|
|
|
+ The x-axis value in `oo_.prior_density` for the standard deviation and
|
|
|
|
correlation of measurement errors was written into a field
|
|
|
|
`mearsurement_errors_*` instead of `measurement_errors_*` (see !1353),
|
|
|
|
|
|
|
|
+ Using a user-defined `mode_compute` crashed estimation,
|
|
|
|
|
|
|
|
+ Option `mode_compute=10` did not work with infinite prior bounds,
|
|
|
|
|
|
|
|
+ The posterior variances and covariances computed by `moments_varendo` were
|
|
|
|
wrong for very large models due to a matrix erroneously being filled up with
|
|
|
|
zeros (see !1423),
|
|
|
|
|
|
|
|
+ Using the `forecast` option with `loglinear` erroneously added the unlogged
|
|
|
|
steady state (see !852),
|
|
|
|
|
|
|
|
+ When using the `loglinear` option the check for the presence of a constant
|
|
|
|
was erroneously based on the unlogged steady state (see !852),
|
|
|
|
|
|
|
|
+ Estimation of `observation_trends` was broken as the trends specified as a
|
|
|
|
function of deep parameters were not correctly updated during estimation (see !852),
|
|
|
|
|
|
|
|
+ When using `analytic_derivation`, the parameter values were not set before
|
|
|
|
testing whether the steady state file changes parameter values, leading to
|
|
|
|
subsequent crashes,
|
|
|
|
|
|
|
|
+ If the steady state of an initial parameterization did not solve, the
|
|
|
|
observation equation could erroneously feature no constant when the
|
|
|
|
`use_calibration` option was used (see !698),
|
|
|
|
|
|
|
|
+ When computing posterior moments, Dynare falsely displayed that moment
|
|
|
|
computations are skipped, although the computation was performed correctly,
|
|
|
|
|
|
|
|
+ If `conditional_variance_decomposition` was requested, although all
|
|
|
|
variables contain unit roots, Dynare crashed instead of providing an error
|
|
|
|
message (see !691),
|
|
|
|
|
|
|
|
+ Computation of the posterior parameter distribution was erroneously based
|
|
|
|
on more draws than specified (there was one additional draw for every Markov
|
|
|
|
chain),
|
|
|
|
|
|
|
|
+ The estimation option `lyapunov=fixed_point` was broken,
|
|
|
|
|
|
|
|
+ Computation of `filtered_vars` with only one requested step crashed Dynare,
|
|
|
|
|
|
|
|
+ Option `kalman_algo=3` was broken with non-diagonal measurement error (see !1235),
|
|
|
|
|
|
|
|
+ When using the diffuse Kalman filter with missing observations, an additive
|
|
|
|
factor log(2*pi) was missing in the last iteration step (see !1235),
|
|
|
|
|
|
|
|
+ Passing of the `MaxFunEvals` and `InitialSimplexSize` options to
|
|
|
|
`mode_compute=8` was broken,
|
|
|
|
|
|
|
|
+ Bayesian forecasts contained initial conditions and had the wrong length in
|
|
|
|
both plots and stored variables,
|
|
|
|
|
|
|
|
+ Filtered variables obtained with `mh_replic=0`, ML, or
|
|
|
|
`calibrated_smoother` were padded with zeros at the beginning and end and
|
|
|
|
had the wrong length in stored variables,
|
|
|
|
|
|
|
|
+ Computation of smoothed measurement errors in Bayesian estimation was broken,
|
|
|
|
|
|
|
|
+ The `selected_variables_only` option (`mh_replic=0`, ML, or
|
|
|
|
`calibrated_smoother`) returned wrong results for smoothed, updated, and
|
|
|
|
filtered variables (see #1161),
|
|
|
|
|
|
|
|
+ Combining the `selected_variables_only` option with forecasts obtained
|
|
|
|
using `mh_replic=0`, ML, or `calibrated_smoother` leaded to crashes,
|
|
|
|
|
|
|
|
+ `oo_.UpdatedVariables` was only filled when the `filtered_vars` option was specified (see #1366),
|
|
|
|
|
|
|
|
+ When using Bayesian estimation with `filtered_vars`, but without
|
|
|
|
`smoother`, then `oo_.FilteredVariables` erroneously also contained filtered
|
|
|
|
variables at the posterior mean as with `mh_replic=0` (see !738),
|
|
|
|
|
|
|
|
+ Running an MCMC a second time in the same folder with a different number of
|
|
|
|
iterations could result in crashes due to the loading of stale files,
|
|
|
|
|
|
|
|
+ Results displayed after Bayesian estimation when not specifying
|
|
|
|
the `smoother` option were based on the parameters at the mode
|
|
|
|
from mode finding instead of the mean parameters from the
|
|
|
|
posterior draws. This affected the smoother results displayed, but
|
|
|
|
also calls to subsequent command relying on the parameters stored
|
|
|
|
in `M_.params` like `stoch_simul`,
|
|
|
|
|
|
|
|
+ The content of `oo_.posterior_std` after Bayesian estimation was based on
|
|
|
|
the standard deviation at the posterior mode, not the one from the MCMC, this
|
|
|
|
was not consistent with the reference manual (see #1013),
|
|
|
|
|
|
|
|
+ When the initialization of an MCMC run failed, the metropolis.log file was
|
|
|
|
locked, requiring a restart of Matlab to restart estimation (see !1155),
|
|
|
|
|
|
|
|
+ If the posterior mode was right at the corner of the prior bounds, the
|
|
|
|
initialization of the MCMC erroneously crashed (see !1155),
|
|
|
|
|
|
|
|
+ If the number of dropped draws via `mh_drop` coincided with the number of
|
|
|
|
draws in a `_mh'-file`, `oo_.posterior.metropolis.mean` and
|
|
|
|
`oo_.posterior.metropolis.Variance` were NaN (see !1297).
|
|
|
|
|
|
|
|
|
|
|
|
- Estimation and calibrated smoother
|
|
|
|
|
|
|
|
+ When using `observation_trends` with the `prefilter` option, the mean shift
|
|
|
|
due to the trend was not accounted for (see !852),
|
|
|
|
|
|
|
|
+ When using `first_obs`>1, the higher trend starting point of
|
|
|
|
`observation_trends` was not taken into account, leading, among other things,
|
|
|
|
to problems in recursive forecasting (see !852),
|
|
|
|
|
|
|
|
+ The diffuse Kalman smoother was crashing if the forecast error variance
|
|
|
|
matrix became singular (see 42ecfa382f555a2d9eaeec792223844ad8c3d9ab),
|
|
|
|
|
|
|
|
+ The multivariate Kalman smoother provided incorrect state estimates when
|
|
|
|
all data for one observation are missing (see !1324),
|
|
|
|
|
|
|
|
+ The multivariate diffuse Kalman smoother provided incorrect state estimates
|
|
|
|
when the `Finf` matrix becomes singular (see !1324),
|
|
|
|
|
|
|
|
+ The univariate diffuse Kalman filter was crashing if the initial covariance
|
|
|
|
matrix of the nonstationary state vector is singular (see !1324),
|
|
|
|
|
|
|
|
|
|
|
|
- Forecasts
|
|
|
|
|
|
|
|
+ In contrast to what is stated in the manual, the confidence interval size
|
|
|
|
`conf_sig` was 0.6 by default instead of 0.9 (see #338),
|
|
|
|
|
|
|
|
+ Forecasting with exogenous deterministic variables provided wrong decision
|
|
|
|
rules, yielding wrong forecasts (see #711),
|
|
|
|
|
|
|
|
+ Forecasting with exogenous deterministic variables crashed when the
|
|
|
|
`periods` option was not explicitly specified (see !1325),
|
|
|
|
|
|
|
|
+ Option `forecast` when used with `initval` was using the initial values in
|
|
|
|
the `initval` block and not the steady state computed from these initial
|
|
|
|
values as the starting point of forecasts (see !692).
|
|
|
|
|
|
|
|
|
|
|
|
- Global Sensitivity Analysis
|
|
|
|
|
|
|
|
+ Sensitivity with ML estimation could result in crashes,
|
|
|
|
|
|
|
|
+ Option `mc` must be forced if `neighborhood_width` is used (see e32cbf626f9f0b9e322b2ac44d93461afcb320a0),
|
|
|
|
|
|
|
|
+ Fixed dimension of `stock_logpo` and `stock_ys` (see a44b3fbfe7c0214c19f6eecabe368c2e72c9346f),
|
|
|
|
|
|
|
|
+ Incomplete variable initialization could lead to crashes with `prior_range=1`.
|
|
|
|
|
|
|
|
|
|
|
|
- Identification
|
|
|
|
|
|
|
|
+ Identification did not correctly pass the `lik_init` option,
|
|
|
|
requiring the manual setting of `options_.diffuse_filter=1` in
|
|
|
|
case of unit roots ,
|
|
|
|
|
|
|
|
+ Testing identification of standard deviations as the only
|
|
|
|
parameters to be estimated with ML leaded to crashes,
|
|
|
|
|
|
|
|
+ Automatic increase of the lag number for autocovariances when the
|
|
|
|
number of parameters is bigger than the number of non-zero moments
|
|
|
|
was broken,
|
|
|
|
|
|
|
|
+ When using ML, the asymptotic Hessian was not computed (see !1238),
|
|
|
|
|
|
|
|
+ Checking for singular values when the eigenvectors contained only
|
|
|
|
one column did not work correctly (see !1238),
|
|
|
|
|
|
|
|
|
|
|
|
- Model comparison
|
|
|
|
|
|
|
|
+ Selection of the `modifiedharmonicmean` estimator was broken (see !1015).
|
|
|
|
|
|
|
|
|
|
|
|
- Optimal Simple Rules
|
|
|
|
|
|
|
|
+ When covariances were specified, variables that only entered with
|
|
|
|
their variance and no covariance term obtained a wrong weight,
|
|
|
|
resulting in wrong results (see !767),
|
|
|
|
|
|
|
|
+ Results reported for stochastic simulations after `osr` were based
|
|
|
|
on the last parameter vector encountered during optimization,
|
|
|
|
which does not necessarily coincide with the optimal parameter
|
|
|
|
vector (see !767),
|
|
|
|
|
|
|
|
+ Using only one (co)variance in the objective function resulted in crashes (see !767),
|
|
|
|
|
|
|
|
+ For models with non-stationary variables the objective function was computed wrongly (see !767).
|
|
|
|
|
|
|
|
|
|
|
|
- Ramsey policy
|
|
|
|
|
|
|
|
+ If a Lagrange multiplier appeared in the model with a lead or a lag
|
|
|
|
of more than one period, the steady state could be wrong (see #633).
|
|
|
|
|
|
|
|
+ When using an external steady state file, incorrect steady states
|
|
|
|
could be accepted,
|
|
|
|
|
|
|
|
+ When using an external steady state file with more than one
|
|
|
|
instrument, Dynare crashed (see !696),
|
|
|
|
|
|
|
|
+ When using an external steady state file and running `stoch_simul`
|
|
|
|
after `ramsey_planner`, an incorrect steady state was used,
|
|
|
|
|
|
|
|
+ When the number of instruments was not equal to the number of
|
|
|
|
omitted equations, Dynare crashed with a cryptic message (see !1241),
|
|
|
|
|
|
|
|
+ The `planner_objective` accepted `varexo`, but ignored them for computations,
|
|
|
|
|
|
|
|
|
|
|
|
- Shock decomposition
|
|
|
|
|
|
|
|
+ Did not work with the `parameter_set=calibration` option if an
|
|
|
|
`estimated_params` block is present [(link)](https://forum.dynare.org/t/problem-with-shock-decomposition/4748),
|
|
|
|
|
|
|
|
+ Crashed after MLE (see !1220).
|
|
|
|
|
|
|
|
|
|
|
|
- Perfect foresight models
|
|
|
|
|
|
|
|
+ The perfect foresight solver could accept a complex solution
|
|
|
|
instead of continuing to look for a real-valued one (see #896),
|
|
|
|
|
|
|
|
+ The `initval_file` command only accepted column and not row vectors [(link)](https://forum.dynare.org/t/documentation-error-on-initial-conditions/4318),
|
|
|
|
|
|
|
|
+ The `initval_file` command did not work with Excel files [(link)](https://forum.dynare.org/t/documentation-error-on-initial-conditions/4318),
|
|
|
|
|
|
|
|
+ Deterministic simulations with one boundary condition crashed in
|
|
|
|
`solve_one_boundary` due to a missing underscore when passing
|
|
|
|
`options_.simul.maxit`,
|
|
|
|
|
|
|
|
+ Deterministic simulation with exogenous variables lagged by more
|
|
|
|
than one period crashed (see #617),
|
|
|
|
|
|
|
|
+ Termination criterion `maxit` was hard-coded for `solve_algo=0`
|
|
|
|
and could no be changed,
|
|
|
|
|
|
|
|
+ When using `block`/`bytecode`, relational operators could not be enforced (see #439),
|
|
|
|
|
|
|
|
+ When using `block` some exceptions were not properly handled,
|
|
|
|
leading to code crashes (see #1245),
|
|
|
|
|
|
|
|
+ Using `periods=1` crashed the solver (bug only partially fixed) (see #1205).
|
|
|
|
|
|
|
|
|
|
|
|
- Smoothing
|
|
|
|
|
|
|
|
+ The univariate Kalman smoother returned wrong results when used
|
|
|
|
with correlated measurement error (see !1235),
|
|
|
|
|
|
|
|
+ The diffuse smoother sometimes returned linear combinations of the
|
|
|
|
smoothed stochastic trend estimates instead of the original trend
|
|
|
|
estimates (see #1312).
|
|
|
|
|
|
|
|
- Perturbation reduced form
|
|
|
|
|
|
|
|
+ In contrast to what is stated in the manual, the results of the
|
|
|
|
unconditional variance decomposition were only stored in
|
|
|
|
`oo_.gamma_y(nar+2)`, not in `oo_.variance_decomposition`,
|
|
|
|
|
|
|
|
+ Dynare could crash when the steady state could not be computed
|
|
|
|
when using the `loglinear` option,
|
|
|
|
|
|
|
|
+ Using `bytcode` when declared exogenous variables were not
|
|
|
|
used in the model leaded to crashes in stochastic simulations (see #841),
|
|
|
|
|
|
|
|
+ Displaying decision rules involving lags of auxiliary variables of
|
|
|
|
type 0 (leads>1) crashed (see #1367).
|
|
|
|
|
|
|
|
+ The `relative_irf` option resulted in wrong output at `order>1` as
|
|
|
|
it implicitly relies on linearity (see !740).
|
|
|
|
|
|
|
|
|
|
|
|
- Displaying of the MH-history with the `internals` command crashed
|
|
|
|
if parameter names did not have same length (see caa6d5d93e7382165167fbaefbaf9d38e26ca909).
|
|
|
|
|
|
|
|
- Dynare crashed when the user-defined steady state file returned an
|
|
|
|
error code, but not an conformable-sized steady state vector (see !1001).
|
|
|
|
|
|
|
|
- Due to a bug in `mjdgges.mex` unstable parameter draws with
|
|
|
|
eigenvalues up to 1+1e-6 could be accepted as stable for the
|
|
|
|
purpose of the Blanchard-Kahn conditions, even if `qz_criterium<1` (see e3fbefc616941d0df3624bfc49a1a743171f8814).
|
|
|
|
|
|
|
|
- The `use_dll` option on Octave for Windows required to pass a
|
|
|
|
compiler flag at the command line, despite the manual stating this
|
|
|
|
was not necessary (see #1314).
|
|
|
|
|
|
|
|
- Dynare crashed for models with `block` option if the Blanchard-Kahn
|
|
|
|
conditions were not satisfied instead of generating an error
|
|
|
|
message.
|
|
|
|
|
|
|
|
- The `verbose` option did not work with `model(block)`.
|
|
|
|
|
|
|
|
- When falsely specifying the `model(linear)` for nonlinear models,
|
|
|
|
incorrect steady states were accepted instead of aborting (see !726).
|
|
|
|
|
|
|
|
- The `STEADY_STATE` operator called on model local variables
|
|
|
|
(so-called pound variables) did not work as expected.
|
|
|
|
|
|
|
|
- The substring operator in macro-processor was broken. The
|
|
|
|
characters of the substring could be mixed with random characters
|
|
|
|
from the memory space.
|
|
|
|
|
|
|
|
- Block decomposition could sometimes cause the preprocessor to crash.
|
|
|
|
|
|
|
|
- A bug when external functions were used in model local variables
|
|
|
|
that were contained in equations that required auxiliary
|
|
|
|
variable/equations led to crashes of Matlab (see 2ab8e2a122afd253e7ea315ef49adccca5ced53f).
|
|
|
|
|
|
|
|
- Sampling from the prior distribution for an inverse gamma II
|
|
|
|
distribution when `prior_trunc>0` could result in incorrect
|
|
|
|
sampling (see #997).
|
|
|
|
|
|
|
|
- Sampling from the prior distribution for a uniform distribution
|
|
|
|
when `prior_trunc>0` was ignoring the prior truncation (see #997). |
|
|
|
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 6.3
|
|
|
|
-------------------------
|
|
|
|
|
|
|
|
* OccBin with option `smoother_inversion_filter` would crash the MCMC estimation if the `filtered_variables` or `filter_step_ahead` options were used (fixed in 353a21ca)
|
|
|
|
* OccBin with option `smoother_inversion_filter` would use the PKF if `mh_replic>0` (bug fixed in 87abdff3)
|
|
|
|
* OccBin with option `smoothed_state_uncertainty` would crash Dynare if the MCMC smoother was run after the classical one (bug fixed in c62d9db0)
|
|
|
|
* OccBin's smoother would crash when encountering an internal error due to the output of the linear smoother not having been computed (bug fixed in 7c318adf)
|
|
|
|
* Calling `model_info` with `differentiate_forward_vars` would crash (bug fixed in 8313cd5e)
|
|
|
|
* The `identification` command would compute the asymptotic Hessian via simulation instead of via moments as intended (bug fixed in 4d0a3f2c)
|
|
|
|
* The `identification` command would crash during prior sampling if the initial draw did not solve the model (bug fixed in 2946b7ea)
|
|
|
|
* The `gsa_sample_file` was broken (bug fixed in 8aaed032)
|
|
|
|
* Optimization algorithm `mode_compute=5` (`newrat`) would crash with `analytic_derivation` (bug fixed in 3da4d77f)
|
|
|
|
* `discretionary_policy` would crash if the model was purely forward-looking (bug fixed in 0668025f and f8405777)
|
|
|
|
* The `dsample` command would crash (bug fixed in c98eaebe)
|
|
|
|
* The `conditional_forecast_paths` block did not accept vector inputs (bug fixed in https://git.dynare.org/Dynare/preprocessor/-/commit/9372796b0552b442f2f363cdc987001f4824c779)
|
|
|
|
* For MCMC chains with fewer than 6000 draws, the default number of `sub_draws` used to compute posterior moments was incorrect (bug fixed in 3b86307c).
|
|
|
|
* Bi-annual dates (e.g. `2024S1` or `2024H1`) were not accepted within Dynare statements (bug fixed in preprocessor@a992fb1b9c730583edef312f08177bc705d3dddc)
|
|
|
|
* Plotting `dseries` did not correctly show dates on the x-axis (bug fixed in https://git.dynare.org/Dynare/dseries/-/commit/e2d2f85e36cedb7dc77bcc9fc8e60d044835aa12)
|
|
|
|
|
|
|
|
Bugs fixed in version 6.2
|
|
|
|
-------------------------
|
|
|
|
|
|
|
|
* The mixed complementarity problem (MCP) solver could fail or give wrong
|
|
|
|
results in some cases where there were multiple complementarity conditions
|
|
|
|
(bug fixed in 1fea7f3e966b5c7803d4905ced29207440d13d57)
|
|
|
|
* The `qmc_sequence` MEX file from the macOS package would fail to load (bug
|
|
|
|
fixed in f1e10960d7c6f544d55ab3f548735e93a7aaff1a)
|
|
|
|
* OccBin forecasts would crash in case of shocks with zero variance (bug fixed
|
|
|
|
in ad90aa1e)
|
|
|
|
* OccBin smoother would crash if simulation did not converge (bug fixed in
|
|
|
|
bc775bb4)
|
|
|
|
* Computation of posterior moments could crash in large models (bug fixed in
|
|
|
|
895b5340039457a21a72a59e0e4e93afcb29352f)
|
|
|
|
* The auxiliary particle filter and the Liu & West online filter
|
|
|
|
(`mode_compute=11`) required the Statistics Toolbox (bug fixed in 18eede9d)
|
|
|
|
* The auxiliary particle filter and the Liu & West online filter
|
|
|
|
(`mode_compute=11`) would not work with the `discretionary_policy` command
|
|
|
|
(bug fixed in 43af30d0)
|
|
|
|
* The `discretionary_policy` command would crash if there were fewer than two
|
|
|
|
exogenous variables (bug fixed in 15c684caa330fb92dc057eb60b882c30324fa3a3)
|
|
|
|
* Using the `forecast` command with a model solved at `order>1` without
|
|
|
|
`varexo_det` would return forecasts based on a first order approximation
|
|
|
|
instead of providing an error message (bug fixed in
|
|
|
|
15c684caa330fb92dc057eb60b882c30324fa3a3)
|
|
|
|
* Using the `forecast` command with a model solved at `order=2` with
|
|
|
|
`varexo_det` and `pruning` would return forecasts without `pruning` instead
|
|
|
|
of providing an error message (bug fixed in
|
|
|
|
15c684caa330fb92dc057eb60b882c30324fa3a3)
|
|
|
|
* Using the `forecast` command with a model solved at `order=3` would crash
|
|
|
|
(bug fixed in 15c684caa330fb92dc057eb60b882c30324fa3a3)
|
|
|
|
* SMC methods could return wrong posterior results if the Parallel Toolbox was
|
|
|
|
installed (bug fixed in 8953f1ab1aac2dcd2657004397e5fb3205a33cce)
|
|
|
|
* The Herbst-Schorfheide SMC sampler would crash at `order>1` (bug fixed in
|
|
|
|
0b5062a9)
|
|
|
|
* Annualized shock decomposition would not output results if desired vintage
|
|
|
|
date did not coincide to an end-of-the-year Q4 period (bug fixed in faabc2ec
|
|
|
|
and bd426651)
|
|
|
|
* Using `rand_multivariate_student` as the proposal density in the
|
|
|
|
`tailored_random_block_metropolis_hastings` posterior sampler would return
|
|
|
|
wrong results (bug fixed in dfa01edd)
|
|
|
|
* The `onlyclearglobals` of the `dynare` command was not working as intended
|
|
|
|
(bug fixed in preprocessor@c1381f1d755ef5ecbc352d7dafa0de30aa7723c4)
|
|
|
|
* The `det_cond_forecast` command would crash with plans including only
|
|
|
|
expected shocks (bug fixed in 104f2fe8)
|
|
|
|
* Estimation could crash in some rare cases when computing the 2nd order
|
|
|
|
moments of prior or posterior distribution (bug fixed in
|
|
|
|
48ac6c64b36e7aa8dc6dbfb1b478e9aa30bfa86c)
|
|
|
|
* Successive calls of the Herbst-Schorfheide SMC sampler could crash due to
|
|
|
|
some stale files being left on disk (bug fixed in
|
|
|
|
3fed17a5221bab6a78cbf6b74b14df644abce45a)
|
|
|
|
* The shock decomposition plot could be wrong in the presence of leads/lags on
|
|
|
|
exogenous variables, or when the steady state is squeezed (bug fixed in
|
|
|
|
64f0f1fcf39ec43f2d8b4f87fdeb148f499c0b1b)
|
|
|
|
|
|
|
|
Bugs fixed in version 6.1
|
|
|
|
-------------------------
|
|
|
|
|
|
|
|
* Identification: simulated moments were triggered instead of theoretical ones
|
|
|
|
(bug fixed in 407def27)
|
|
|
|
* Variance decompositions would crash with measurement errors when zero
|
|
|
|
variance shocks were present (bug fixed in 8b703bb4)
|
|
|
|
* The handling of Lagrange multipliers in the display of problems with the
|
|
|
|
Jacobian was wrong (bug fixed in 07bd0442)
|
|
|
|
* The option `auxname` was missing in the documentation of the `pac_model`
|
|
|
|
command (bug fixed in 2e8ced89523a80333f8024a68559e33dafa706e9)
|
|
|
|
* PAC equation estimation/simulation was crashing in the case of composite
|
|
|
|
target (bug fixed in de8298c73854b8a55fcc2505220e2612ca75ec04)
|
|
|
|
* The PAC equation estimation would crash if the PAC target was a transformed
|
|
|
|
variable (bug fixed in c71f6a7a)
|
|
|
|
* The `perfect_foresight_with_expectation_errors_solver` command could return
|
|
|
|
incorrect results when used in conjunction with
|
|
|
|
`homotopy_linearization_fallback` or
|
|
|
|
`homotopy_marginal_linearization_fallback` options (bug fixed in
|
|
|
|
c6c906a1cdfdfae8242aacd141044fe403bbf81e)
|
|
|
|
* For scalar values, the description of the `horizon` option of the
|
|
|
|
`var_expectation_model` command was incorrect (fixed in
|
|
|
|
03cb9894c558fceafc0c537202551ac8122f2887)
|
|
|
|
* The steady state computation with the `bytecode` option in a Ramsey model
|
|
|
|
was broken (bug fixed in 1ce40d4df55b467c8cf395c0714021ecd20214b6)
|
|
|
|
* OccBin: the piecewise Kalman filter would crash in case of a periodic
|
|
|
|
solution (bug fixed in 1fedaa22)
|
|
|
|
* The `heteroskedastic_filter` option of the `estimation` command would cause a
|
|
|
|
crash if there was only one shock (bug fixed in 8b7420c7)
|
|
|
|
* The `method_of_moments` command would crash during the J-test for just and
|
|
|
|
underidentified models (bug fixed in b9d069da)
|
|
|
|
* User-defined `warning` settings were internally overwritten with the
|
|
|
|
`method_of_moments` command or the piecewise Kalman filter (bug fixed in
|
|
|
|
f4b61997)
|
|
|
|
* The SMC sampler would crash if any of the `bayesian_irf`, `moments_varendo`,
|
|
|
|
or `smoother` options of the `estimation` command had been specified (bug
|
|
|
|
fixed in 5d47ac2a)
|
|
|
|
* The `bvar_irf` command would ignore the `SquareRoot` option and instead
|
|
|
|
employ a Cholesky decomposition (bug fixed in
|
|
|
|
14634946dc724760e5a955346130763993c6ec62)
|
|
|
|
* The univariate Kalman filter erroneously treated observations with negative
|
|
|
|
prediction variances due to numerical issues as missing values instead of
|
|
|
|
discarding the parameter draw (bug fixed in !2280)
|
|
|
|
|
|
|
|
Bugs fixed in version 6.0
|
|
|
|
-------------------------
|
|
|
|
|
|
|
|
* The `mh_initialize_from_previous_mcmc` option of the `estimation` command
|
|
|
|
would not work if estimation was conducted with a different prior and the
|
|
|
|
last draw in the previous MCMC fell outside the new prior bounds (bug fixed
|
|
|
|
in aad5c360)
|
|
|
|
* When specifying a generalized inverse Gamma prior, the hyperparameter
|
|
|
|
computation would erroneously ignore the resulting mean shift (bug fixed in
|
|
|
|
8f735646)
|
|
|
|
* When using the `mh_recover` option of the `estimation` command, the status
|
|
|
|
bar always started at zero instead of showing the overall progress of the
|
|
|
|
recovered chain (bug fixed in 53b57da8)
|
|
|
|
* The `model_diagnostics` command would fail to check the correctness of
|
|
|
|
user-defined steady state files (bug fixed in
|
|
|
|
1b4fb46c75476340aec67fa02ae4b46af544c8aa)
|
|
|
|
* GSA: LaTeX output was not working as expected (bug fixed in 59c9f70a,
|
|
|
|
701afd2c, fca782f8)
|
|
|
|
* Forecasts and filtered variables could not be retrieved with the
|
|
|
|
`heteroskedastic_shocks` block (bug fixed in de152a3d)
|
|
|
|
* The OccBin smoother would potentially not display all smoothed shocks with
|
|
|
|
`heteroskedastic_filter` option (bug fixed in 90fbb95)
|
|
|
|
* The OccBin smoother would crash if the number of requested periods was
|
|
|
|
smaller than the data length (bug fixed in ee5faf07)
|
|
|
|
* The multivariate OccBin smoother would return wrong results if the constraint
|
|
|
|
was binding in the first period (bug fixed in 8348cf00)
|
|
|
|
* The `plot_shock_decomposition` command would fail with the `init2shocks`
|
|
|
|
block if the `initial_condition_decomposition` was not run before (bug fixed
|
|
|
|
in a4e65314)
|
|
|
|
* LaTeX output under Windows failed to compile for `plot_priors=1` option of
|
|
|
|
the `estimation` command and Brooks and Gelman (1998) convergence diagnostics
|
|
|
|
(bug fixed in e7184023 and 37f747bb)
|
|
|
|
* The plot produced by the `shock_decomposition` command was too big, making
|
|
|
|
the close button inaccessible (bug fixed in 701afd2c)
|
|
|
|
* Monthly dates for October, November and December (*i.e.* with a 2-digit month
|
|
|
|
number) were not properly interpreted by the preprocessor (bug fixed in
|
|
|
|
preprocessor@7dd6b87662ca1087765c04477ef715d8c542c871; see #1918)
|
|
|
|
* Theoretical moments computed by `stoch_simul` at `order=2` with `pruning` would not contain
|
|
|
|
unconditional and conditional variance decomposition (regression from 4.6;
|
|
|
|
fixed in 41ac891f and c063d536; was not backported to 5.x)
|
|
|
|
|
|
|
|
Bugs fixed in version 5.5
|
|
|
|
-------------------------
|
|
|
|
|
|
|
|
* In a stochastic context, results could be incorrect if an endogenous with a
|
|
|
|
lead ⩾ 2 or an exogenous with a lead ⩾ 1 appeared in the argument(s) of a
|
|
|
|
call to a (nonlinear) external function (bug fixed in
|
|
|
|
preprocessor@712b11a04575e15f0a5080b469fcd4d7e02b597f)
|
|
|
|
* With the `use_dll` option of the `model` block, the expression `sign(x)`
|
|
|
|
would evaluate to ±1 instead of 0 if `x=0` (bug fixed in
|
|
|
|
preprocessor@b1e4884237376fdce06265b7f96fb63e0bd8b224)
|
|
|
|
* If the guess value given to the `steady` command was such that the residuals
|
|
|
|
were all below tolerance, except some that are `NaN`, then this guess value
|
|
|
|
was incorrectly accepted as the solution to the steady state problem (bug
|
|
|
|
fixed in 3a789ca7804c2ff6693dd6179c0ca7bd6c54cec6)
|
|
|
|
* The `method_of_moments` command with GMM was ignoring the
|
|
|
|
`analytic_standard_errors` option when using `mode_compute=4` (bug fixed in
|
|
|
|
3895da48)
|
|
|
|
* Homotopy with the `extended_path` command at `order=0` was broken (bug fixed
|
|
|
|
in 6ed90b3dbff232e26122a8eeba2da7faf6a9c770)
|
|
|
|
* The `parallel_use_psexec` command-line option was ignored (bug fixed in
|
|
|
|
4fa6101456fa5b0cc141f34234b1568d78384ba2)
|
|
|
|
* With the `bytecode` option of the `model` block, using the operators `abs()`,
|
|
|
|
`cbrt()` and `sign()` would lead to a crash (bug fixed in
|
|
|
|
1622c74a53623aedb0bcfc2f958310aaa8a9efd2)
|
|
|
|
* The `fast` command-line option was broken under MATLAB with Windows (bug
|
|
|
|
fixed in 643face6)
|
|
|
|
* Ramsey steady state computation could fail if an `expectation` or `diff`
|
|
|
|
operator was present in the model (bug fixed in
|
|
|
|
674ebce84baa32072441db339a60801448188840)
|
|
|
|
* A crash could occur if some external function call was present in an
|
|
|
|
auxiliary variable (bug fixed in
|
|
|
|
preprocessor@34c37cfd01fdba4d017dafaad5d7750c810f17df)
|
|
|
|
* The `endogenous_prior` option of the `estimation` command could erroneously
|
|
|
|
display a warning message about missing observations (bug fixed in a85a00bf)
|
|
|
|
* The `model_comparison` command would crash if the `.mod` file name had less
|
|
|
|
than four characters (bug fixed in 183e6fbb)
|
|
|
|
* The `shock_decomposition` command would overwrite previously stored smoother
|
|
|
|
results (bug fixed in 9e53bd99)
|
|
|
|
* The `x13` interface in dseries did not handle missing values, particularly at
|
|
|
|
the beginning of a series (bug fixed in dseries@95a011a7 and
|
|
|
|
dseries@c0786192)
|
|
|
|
* The `x13` interface in dseries would occasionally crash under Windows with
|
|
|
|
segmentation violations (bug fixed in 39c2cba1b6c196702490d1cc7706ef5e7ca1939a)
|
|
|
|
* OccBin: estimation would crash if a previous `shocks(surprise)` simulation
|
|
|
|
was conducted (bug fixed in 37eb1097)
|
|
|
|
* The `internals` command would not find the location of the `_results.mat`
|
|
|
|
file (bug fixed in 6f8fc22d)
|
|
|
|
* The `prior optimize` command would not work with `mode_compute=5` (bug fixed
|
|
|
|
in 7f5d8b81)
|
|
|
|
|
|
|
|
|
|
|
|
Bugs fixed in version 5.4
|
|
|
|
-------------------------
|
|
|
|
|
|
|
|
* Files installed through the Windows installer had too weak permissions and could be modified by unpriviledged local users, if the default installation location (`c:\dynare\`) had been chosen (bug fixed in 689355ebc8850472508e997674b2482e5233601e)
|
|
|
|
* Estimation:
|
|
|
|
* the `load_results_after_load_mh` option would not find the location of the results file (bug fixed in 905e7c43)
|
|
|
|
* the computation of prior/posterior statistics would crash if the value of the `filter step_ahead` option was greater than 1 without requesting a `forecast` or the `smoother` (bug fixed, see e7ca989b)
|
|
|
|
* NaN or complex parameters returned by steady state files were not correctly handled (bug fixed in 64d61c32)
|
|
|
|
* `analytical_derivation` could be triggered with `endogenous_prior` but would not take the endogenous prior into account for the Jacobian and Hessian (bug fixed in 0b0a4ef3)
|
|
|
|
* OccBin:
|
|
|
|
* running the `calib_smoother` command with `smoother_inversion_filter` would crash unless `likelihood_inversion_filter` was also specified (bug fixed in 4e4cd75c)
|
|
|
|
* running the PKF smoother would crash if an error was encountered during computation of the decision rules (see #1879, bug fixed through !2123)
|
|
|
|
* PAC equation estimation through iterative OLS would crash if the auxiliary model contained a constant (bug fixed in 3aeb1ff7)
|
|
|
|
* The variable label was incorrect for leads and lags of exogenous variables in the display of decision rules and in the `model_info` command (bug fixed in 1866286f and 1219f085)
|
|
|
|
* Declaring a `trend_var` variable while not having a `var(deflator=...)` statement would cause the preprocessor to crash (bug fixed in preprocessor@1c813a1cf91fecf29f3575f7cf730077ed2a28d0)
|
|
|
|
* Macro processor: error messages following a `@#define`, `@#include` or
|
|
|
|
`@#includepath` directive could in some cases point to a line number off by 1 (bug fixed in preprocessor@50a2737e41cd449d6551622b918f64e514c3d2fc)
|
|
|
|
* Perfect foresight simulations: the `debug` option would not preserve sparsity, causing out of memory errors (bug fixed in bbdcdc89)
|
|
|
|
|
|
|
|
|
|
|
|
Bugs fixed in version 5.3
|
|
|
|
-------------------------
|
|
|
|
|
|
|
|
* The `notmpterms` option of the `dynare` command triggered a crash if the `block` option of the `model` block was used (fixed in preprocessor@3932196ff452eabeae474cecaca78ca65354acf8)
|
|
|
|
* When the `use_dll` option was passed to the `model` block, the operator `abs` in the `model` block returned an incorrect result (it returned the integer part of the absolute value) (fixed in preprocessor@8cac64c1cbef2b3a55bb539ffbb429ff1f58939a)
|
|
|
|
* Occbin:
|
|
|
|
* the piecewise linear Kalman filter (PKF) crash if the model solution could not be computed for a parameter draw (bug fixed in 3c0f8ec6 and eb416186)
|
|
|
|
* the piecewise linear Kalman filter (PKF) could crash mode finding if an error was encountered (bug fixed in 5defbdeb927a536f983f31d3e102832151a524ec)
|
|
|
|
* the piecewise linear Kalman filter (PKF) would crash in the one-constraint case if the fixed point algorithm did not converge (bug fixed in 95a15815)
|
|
|
|
* the smoother could crash due to the initial states being empty (bug fixed in eb6f17e7) and when encountering errors (bug fixed in ce21248e)
|
|
|
|
* the smoother fields of `oo_` contained wrong results if the piecewise linear Kalman smoother did not converge (bug fixed in 4d603fb3)
|
|
|
|
* in pathological cases, seemingly periodic solutions could be incorrectly accepted (bug fixed in d0150997)
|
|
|
|
* Estimation:
|
|
|
|
* `mh_recover` and `load_mh_file` did not find the saved proposal density and had to rely on the mode-file (bug fixed in df09084a)
|
|
|
|
* `bayesian_irf` together with `loglinear` produced wrong results (bug fixed in ee8dfb76)
|
|
|
|
* the diffuse Kalman smoother initialization was wrong when the state transition matrix contained a column of zeros (bug fixed in 81ba9524)
|
|
|
|
* the diffuse Kalman smoother initialization was wrong when the shock covariance matrix was not diagonal (bug fixed in 178e892e)
|
|
|
|
* Perfect foresight:
|
|
|
|
* when solving purely forward or backward models with the PATH solver (`solve_algo=10`), `mcp`-tags were ignored (bug fixed in 0225cb23)
|
|
|
|
* `linear_approximation` ignored the `nocheck`-option (bug fixed in 9301024d)
|
|
|
|
* in the presence of a steady state file or a `steady_state_model` block, the contents of the last `initval` or `endval`-block were ignored and replaced by a steady state (bug fixed in cbbbdf4b)
|
|
|
|
* `identification` and `dynare_sensitivity` did not pass a `graph_format` option to subsequent other commands (bug fixed in https://git.dynare.org/Dynare/preprocessor/-/commit/3f674c1af925407b366255737d004afcd31116a3)
|
|
|
|
* `dynare_sensitivity`:
|
|
|
|
* stability mapping incorrectly imposed a parameter limit of 52 (bug fixed in bb9e45d0)
|
|
|
|
* prior sampling did not work with user-specified `prior_trunc=0` (bug fixed in 1a46c1dc)
|
|
|
|
* `dynare++`: the `dynare_simul.m` was broken (bug fixed in 54d95772)
|
|
|
|
* `model_diagnostics` did not work with `block_trust_region` (`solve_algo=13,14`) (bug fixed in d76455fb)
|
|
|
|
|
|
|
|
Bugs fixed in version 5.2
|
|
|
|
-------------------------
|
|
|
|
|
|
|
|
* Problems with the `steady_state` operator:
|
|
|
|
+ if a `steady_state` operator contained an algebraic expression appearing multiple times in the model and sufficiently complex to trigger the creation of a temporary term, then the result of the operator would be wrong (the operator was essentially ignored) (bug fixed in preprocessor@c27342cfeb7fee793cab4ed58dfd4b9f72b6b30a)
|
|
|
|
+ if a `steady_state` operator contained a call to an external function, then the result of the operator would be wrong (the operator was essentially ignored). A proper fix to this problem would require substantial architectural changes, so for now it is forbidden to use an external function inside a `steady_state` operator (bug fixed in preprocessor@c27342cfeb7fee793cab4ed58dfd4b9f72b6b30a)
|
|
|
|
* Pruning in particle filtering at order 2 was not using the exact same formula as the original Kim et al. (2008) paper. A second-order term entered the cross-product between states and shocks, where it should have been a first-order term. This however would not lead to explosive trajectories in practice (bug fixed, see #1853 and f7204e6ec803f77eb107614587bb9925a4bee73e)
|
|
|
|
* The `simul_replic` option of the `stoch_simul` command would not store the binary file in the `Output` folder (bug fixed in 6805cad6)
|
|
|
|
* Problems with Ramsey policy (`ramsey_model`/`ramsey_policy` commands):
|
|
|
|
+ steady state files would not work when auxiliary variables included Lagrange multipliers (bug fixed in 21004adf)
|
|
|
|
+ for linear competitive equilibrium laws of motion, welfare evaluated at higher order was erroneously equated to steady state welfare (bug fixed in b5c74199)
|
|
|
|
* The `discretionary_policy` command would not always correctly infer the number of instruments and equations, leading to spurious error messages (bug fixed in e9a19024)
|
|
|
|
* Perfect foresight simulations of purely forward or backward models would crash if complex numbers were encountered (bug fixed in 74dc4f81)
|
|
|
|
* When using both `block` and `bytecode` options of the `model` block, if the model was such that a sufficiently complex algebraic expression appeared both in the residuals and in the derivatives, leading to the creation of a temporary term, then the results could be incorrect under some circumstances (bug fixed in preprocessor@85a0208e64a3c553987fb81748fe8d7d9bade384)
|
|
|
|
* When using the `bytecode` option of the `model` block, leads of more than +127 or lags of less than -128 were not correctly handled (bug fixed in preprocessor@7bcabed20b264ad3359bb6462b15e65b2ad6acac)
|
|
|
|
* Problems with the solver under occasionally binding constraints (`occbin_solver` command):
|
|
|
|
+ when solving the baseline regime, it would not properly handle errors like Blanchard-Kahn violations (bug fixed in 6536e135)
|
|
|
|
+ the piecewise linear Kalman filter (PKF) would crash if the model solution could not be computed for a parameter draw (bug fixed in 0f333f29 and c623696b)
|
|
|
|
+ the `oo_.FilteredVariablesKStepAhead` and `oo_.UpdatedVariables` MATLAB/Octave variables would contain the steady state twice (bug fixed in 12c4e03d)
|
|
|
|
+ the inversion filter would crash if the `filter_step_ahead` or `state_uncertainty` options were requested (bug fixed in 622f8316)
|
|
|
|
+ the PKF would crash if `filter_step_ahead=1` was specified (bug fixed in 28165502)
|
|
|
|
+ the PKF would crash if the `state_uncertainty` option was specified together with the `smoother_redux` option (bug fixed in 6d03a654)
|
|
|
|
+ the last regime before the system is back to normal times in the two-constraints case could be wrongly set, possibly leading to wrong simulations, lack of convergence or crashes (bug fixed in 906062cf).
|
|
|
|
* Problems with identification (`identification` command)
|
|
|
|
+ with `prior_mc>1` specified, it would incorrectly display the share of rank deficient Jacobians (bug fixed in dbde8294)
|
|
|
|
+ it would crash during plotting or displaying identification strength when the necessary identification criteria based on moments could not be computed (bug fixed in 30a6d35f)
|
|
|
|
* The `plot_shock_decomposition` command would crash if invalid field names were encountered (bug fixed in 16bc2b3e)
|
|
|
|
* The `shock_decomposition` command would not pass specified initial dates to generated plots (bug fixed in 1b4a4c87)
|
|
|
|
* Various pathological cases encountered in steady state finding could lead to a crash (bug fixed in 5788f1bc, c9fd266c, c91e1f89, and 5788f1bc)
|
|
|
|
* The `solve_algo=0` option of the `steady` command would not honor `tolx` (bug fixed in 40a525ee)
|
|
|
|
* In the `dynare_sensitivity` command, stability mapping would not correctly honor the prior bounds (bug fixed in 22795298)
|
|
|
|
|
|
|
|
|
|
|
|
Bugs fixed in version 5.1
|
|
|
|
-------------------------
|
|
|
|
|
|
|
|
* Various problems with perfect foresight simulations in combination with `block` and/or `bytecode` options of the `model` block:
|
|
|
|
+ Simulation with `bytecode` and `stack_solve_algo=4` could give incorrect results if the model has a linear block of type “Solve two boundaries simple/complete” (bug fixed in 65e18fe8834b31a885667e0e498e3a2ff0f1f47a)
|
|
|
|
+ Simulation with `bytecode` and `stack_solve_algo=1` could fail to converge (bug fixed in 67a003aa730e59f7b254353ca124909d69dcaaca)
|
|
|
|
+ Simulation with `block` (but without `bytecode`) and `stack_solve_algo=1` gave wrong results in the last simulation period if the model has a block of type “Solve two boundaries simple/complete” (bug fixed in 0147faad5f03cc641fd22d3e5733d4862964ef0b)
|
|
|
|
+ Simulation with `bytecode` and `block` would give incorrect results if the model has a linear block of type “Solve forward simple/complete” (bug fixed in 863fa2de1c04d2a33aef042adacdb78dae4d0ae1)
|
|
|
|
+ Simulation with `block` (but without `bytecode`) would crash or give incorrect results if the model has a block of type “Solve forward/backward simple/complete” (bug fixed in fa7b331cf4143816a6565e3b5075cc3b10ba879d)
|
|
|
|
+ Simulation with `bytecode`, `block` and `stack_solve_algo={0,1,4}` would crash or give incorrect results if the model has a block of type “Solve forward/backward complete” (bug fixed in cdb4f872b24dd811c6053026695d342e05d2b1f9 and 188df7711d4f4a704d7768a61ce70d492cfec9a3)
|
|
|
|
+ Simulation with `block` (but without `bytecode`) gave incorrect results if the model has a block of type “Solve backward simple/complete” (bug fixed in bb793d87cc7dc35fe4fd4767322c2f7b57788eb9)
|
|
|
|
+ Simulation with `block` (with or without `bytecode`) could give incorrect results if the model has a nonlinear block of type “Solve forward/backward simple/complete” (bug fixed in preprocessor@7fff8b34064a98770151b23e45e52c19bfa40569)
|
|
|
|
+ Simulation with `bytecode`, `block` and `stack_solve_algo=4` could give incorrect results if the model has a block of type “Solve backward/forward simple/complete” that follows a block of type “Solve two boundaries” (in the sense of the dependency graph) (bug fixed in 96fb676be757725830d354e2d92cc3a947b5ea31)
|
|
|
|
+ The convergence criterion in simulations with `block` (but without `bytecode`) was incorrect: the value of the `tolf` option from the `steady` command was used instead of the value of `tolf` option from the `perfect_foresight_solver` command (bug fixed in dd1ec10ec897d9271b286c7b3b001237938b1111)
|
|
|
|
* Various problems with steady state computation in combination with `block` and/or `bytecode` options of the `model` block:
|
|
|
|
+ Steady state computation with `bytecode` and `block` could fail if some equations are marked `[static]` (bug fixed in preprocessor@b78ac1d31fd27b8cc89ac2162d58d029821f9af1 and 8f5815d01d3604494f4a0bffc5f92d842972b844)
|
|
|
|
+ Steady state computation with `bytecode`, `block` and `solve_algo` ⩽ 4 or ⩾ 9 could fail
|
|
|
|
+ Steady state computation with `bytecode`, `block` and `solve_algo=6` would crash or give incorrect results if the model has a block of type “Solve forward/backward complete” (bug fixed in 188df7711d4f4a704d7768a61ce70d492cfec9a3)
|
|
|
|
* The `check` command would crash or give incorrect results when using the `block` option of the `model` block and if the model has a block of type “Solve backward complete” (bug fixed in dd34554c4e23a12159388d54fe304698c4d64ca5)
|
|
|
|
* The `static` and `incidence` options of the `model_info` command did not work as documented in the reference manual (bug fixed in 685598c6e2690cfbc4e677cd2148387716ef8243 and preprocessor@7df67819821ac5946e1b4ace3e974752ce533827)
|
|
|
|
* Various problems with the `method_of_moments` command:
|
|
|
|
+ It would crash if no `matched_moments` block is present (see !1997)
|
|
|
|
+ It would always load the full range of the first Excel sheet instead of the `xls_range` of the specified `xls_sheet` (bug fixed in 176baa22)
|
|
|
|
+ SMM would crash if a parameter draw triggers an error during `additional_optimizer_steps = 13` (see !1998)
|
|
|
|
+ The `debug` option could not be passed to the command (bug fixed in f3bf8fb8)
|
|
|
|
* In the `estimation` command, the `scale_file` field of the `posterior_sampler_options` option did not correctly load the scale (see !1999)
|
|
|
|
* The `moments_varendo` option of the `estimation` command could crash for large models (bug fixed in 28536314)
|
|
|
|
* The `resid` command would not show `name` tags when used in conjunction with the `ramsey_model` command (bug fixed in a5fe22bd1cf585b4fa3fab4bde958f2f56e8bb8a)
|
|
|
|
* Simulations with the `occbin_solver` command would not work if there is only a surprise shock in the first period (bug fixed in 3b592534)
|
|
|
|
* The Liu & West auxiliary particle filter could enter infinite loops (bug fixed in particles@e5a76884332e9ebc608aa50f1abf9ca9c7d0d35a)
|
|
|
|
|
|
|
|
Bugs fixed in version 5.0
|
|
|
|
-------------------------
|
|
|
|
|
|
|
|
* Equations marked with `static`-tags were not detrended when a `deflator` was specified (bug fixed, see #1827)
|
|
|
|
* Parallel execution of `dsge_var` estimation was broken (bug fixed in 5f732803)
|
|
|
|
* The preprocessor would incorrectly simplify forward-looking constant equations of the form `x(+1)=0` to imply `x=0` (bug fixed in Dynare/preprocessor@1cc51296)
|
|
|
|
* Under some circumstances, the use of the `model_local_variable` statement would lead to a crash of the preprocessor (see #1782)
|
|
|
|
* When using the `block`-option without `bytecode` the residuals of the static model were incorrectly displayed (bug fixed in 4b76d761)
|
|
|
|
* When using `k_order_solver`, the `simult_` function ignored requested approximation orders that differed from the one used to compute the decision rules (bug fixed in a2c60dba)
|
|
|
|
* Stochastic simulations of the `k_order_solver` without `pruning` iterated on the policy function with a zero shock vector for the first (non-endogenous) period (see #1819)
|
|
|
|
* `estimation` would ignore the mean of non-zero observables if the mean was 0 for the initial parameter vector (bug fixed in 83ea804f)
|
|
|
|
* `mode_check` would crash if a parameter was estimated to be exactly 0 (bug fixed in 58b336b2)
|
|
|
|
* `load_mh_file` would not be able to load proposal density if the previous run was done in parallel (see !1835)
|
|
|
|
* `load_mh_file` would not work with MCMC runs from Dynare versions before 4.6.2 (bug fixed in c1483b4c)
|
|
|
|
* `ramsey_model` would not correctly work with `lmmcp` (bug fixed in 1d10659b)
|
|
|
|
* `ramsey_model` would crash if a non-scalar error code was encountered during steady state finding (bug fixed in b1e72d53)
|
|
|
|
* Using undefined objects in the `planner_objective` function would yield an erroneous error message about the objective containing exogenous variables (bug fixed in preprocessor@02ee0776)
|
|
|
|
* `model_diagnostics` did not correctly handle a previous `loglinear` option (bug fixed in fbd4fa7f)
|
|
|
|
* `solve_algo=3` (csolve) would ignore user-set `maxit` and `tolf` options (bug fixed in 4e0f2bf6)
|
|
|
|
* The `planner_objective` values were not based on the correct initialization of auxiliary variables (if any were present) (bug fixed in 0d483ff8)
|
|
|
|
* The `nostrict` command line option was not ignoring unused endogenous variables in `initval`, `endval` and `histval` (bug fixed in preprocessor@02ee0776)
|
|
|
|
* `prior_posterior_statistics_core` could crash for models with eigenvalues very close to 1 (bug fixed in 5d1d5b8a)
|
|
|
|
* The display of the equation numbers in `debug` mode related to issues in the Jacobian would not correctly take auxiliary equations into account (bug fixed in ebe81eb6)
|
|
|
|
* The `resid` command was not correctly taking auxiliary and missing equations related to optimal policy (`ramsey_model`, `discretionary_policy`) into account (bug fixed in 37fbf5b6)
|
|
|
|
* `bytecode` would lock the `dynamic.bin` file upon encountering an exception, requiring a restart of MATLAB to able to rerun the file (bug fixed in 271d80ab)
|
|
|
|
* Estimation with the `block` model option would crash when calling the block Kalman filter (bug fixed in 60bf0fd3)
|
|
|
|
* The `block` model option would crash if no `initval` statement was present (bug fixed in 5e29a608)
|
|
|
|
* Having a variable with the same name as the mod-file present in the base workspace would result in a crash (bug fixed in f43ee91ed8fe2759c3918e3b270701027b8f456c and cc045caa6f0e6155d4b9e8e1cd2b38f558810ea9)
|
|
|
|
* `oo_.FilteredVariablesKStepAheadVariances` was wrongly computed in the Kalman smoother based on the previous period forecast error variance (bug fixed in 088fd641)
|
|
|
|
* Forecasts after `estimation` would not work if there were lagged exogenous variables present (bug fixed in cc045caa6f0e6155d4b9e8e1cd2b38f558810ea9)
|
|
|
|
* Forecasts after `estimation` with MC would crash if measurement errors were present (bug fixed in c8bc12ab)
|
|
|
|
* Smoother results would be infinity for auxiliary variables associated with lagged exogenous variables (bug fixed in cc045caa6f0e6155d4b9e8e1cd2b38f558810ea9)
|
|
|
|
* In rare cases, the posterior Kalman smoother could crash due to previously accepted draws violating the Blanchard-Kahn conditions when using an unrestricted state space (bug addressed in 5d1d5b8a)
|
|
|
|
* `perfect_foresight_solver` would crash for purely static problems (bug fixed in f97c1386857969791bebf27193537f738d947aa3 and 27ee801a6755df021994acf061eb07d7feebf316)
|
|
|
|
* Monte Carlo sampling in `identification` would crash if the minimal state space for the Komunjer and Ng test could not be computed (bug fixed in c60a1624)
|
|
|
|
* Monte Carlo sampling in `identification` would skip the computation of identification statistics for all subsequent parameter draws if an error was triggered by one draw (bug fixed in c60a1624)
|
|
|
|
* The `--steps`-option of Dynare++ was broken (bug fixed in 5eb76900)
|
|
|
|
* `smoother2histval` would crash if variable names were too similar (see !1800)
|
|
|
|
* `smoother2histval` was not keeping track of whether previously stored results were generated with `loglinear` (bug fixed in 2dd65100)
|
|
|
|
* The `initval_file` option was not supporting Dynare’s translation of a model into a one lead/lag-model via auxiliary variables (bug fixed in b70d99d1)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.6.4
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* Passing multiple shock values through a MATLAB/Octave vector in a `mshocks` block would not work (bug fixed in ffa828a659bec9a590ca3794012d1c5b828061a6 and 12ef75314a4d2ba3a36c90cb42476e74e1eec976)
|
|
|
|
* The `mode_compute=12` option was broken (bug fixed via !1784)
|
|
|
|
* The `use_mh_covariance_matrix` option was ignored (bug fixed in cef13ffd)
|
|
|
|
* The `load_mh_file` option together with `mh_replic=0` would not allow computing `moments_varendo` for a different list of variables (bug fixed in c27c4fd9)
|
|
|
|
* The `forecast` option was ignored when using `mode_compute=0` without a mode-file to execute the smoother (bug fixed, see https://git.dynare.org/Dynare/dynare/-/merge_requests/1802)
|
|
|
|
* The `discretionary_policy` command would crash in the presence of news shocks (bug fixed
|
|
|
|
via !1767)
|
|
|
|
* The `ramsey_constraints` block would crash if the constraints contained defined `parameters` (bug fixed in https://git.dynare.org/Dynare/dynare/-/merge_requests/1788)
|
|
|
|
* Identification would display a wrong error message if a unit root was present and `diffuse_filter` had been set (bug fixed via !1782)
|
|
|
|
* Particle filter estimation would crash if the initial state covariance became singular for a draw (bug fixed via 38e300b9)
|
|
|
|
* Particle filter estimation would crash if `k_order_solver` option was specified with `options_.particle.pruning` (bug fixed via 0b87f664)
|
|
|
|
* The initial state covariance in particle filter estimation could be `NaN` when using `nonlinear_filter_initialization=2` despite `options_.particles.pruning=1` (bug fixed in f19decf2)
|
|
|
|
* Output of `smoother` results when using particle filters would be based on `order=1` (bug fixed, in 417f038c)
|
|
|
|
* Output of `moments_varendo` results when using particle filters would be based on `order=1` (bug fixed in dedfd0c0, 314948ce. and b38d6f81)
|
|
|
|
* When decreasing the `order` in `.mod` files, `oo_.dr` could contain stale results from higher orders (bug fixed in 827a7fca)
|
|
|
|
* Estimation results using the particle filter at `order=3` would be incorrect if the restricted state space differed from the unrestricted one (bug fixed, see #1768)
|
|
|
|
* The `mode_compute=102` option (SOLVEOPT) could return with `Inf` instead of the last feasible value (bug fixed in a89f21b5)
|
|
|
|
* Using `analytic_derivation` for Bayesian estimation would result in wrong results when the multivariate Kalman filter entered the steady state stage (bug fixed in c6c9b4e3)
|
|
|
|
* Using `analytic_derivation` for maximum likelihood estimation would result in a crash (bug fixed in 82aa669b)
|
|
|
|
* When using the Bayesian smoother with `filtered_vars`, the field for `Filtered_Variables_X_step_ahead` used the length of vector instead of the actual steps in `filter_step_ahead` (bug fixed in 59dd96db)
|
|
|
|
* `mode_compute=1,3` crashed when `analytic_derivation` was specified (bug fixed in 0718a3eb)
|
|
|
|
* `mode_compute=1,3,102` did only allow for post-MATLAB 2016a option names (bug fixed in ff427807)
|
|
|
|
* The `cova_compute=0` option was not working with user-defined `MCMC_jumping_covariance` (bug fixed via https://git.dynare.org/Dynare/dynare/-/commit/9351fd662fa8ea089c763c403ee4f6d94413ae71)
|
|
|
|
* The `mode_compute=1` option was not working with `analytic_derivation` (bug fixed, see https://git.dynare.org/Dynare/dynare/-/issues/1770)
|
|
|
|
* Not all commands were honouring the `M_.dname` folder when saving (bug fixed, see da3943be)
|
|
|
|
* LaTeX output of the simulated variance decomposition for observables with measurement error could have a wrong variable label (bug fixed in f721a14f)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.6.3
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* Using an unknown symbol in `irf_shocks` option of `stoch_simul` would lead to
|
|
|
|
a crash of the preprocessor (preprocessor#57)
|
|
|
|
* The `endogenous_prior` option did not properly handle missing observations
|
|
|
|
(bug fixed in 445cbf67)
|
|
|
|
* The auxiliary particle filter with pruning and resampling would crash (#1718)
|
|
|
|
* Initialization of the state variance for particle filters was buggy (bug
|
|
|
|
fixed via !1762)
|
|
|
|
* An `@#else` clause after an `@#ifndef` was not correctly interpreted (#1747)
|
|
|
|
* An `@#elseif` clause after an `@#ifdef` or an `@#ifndef` was not correctly
|
|
|
|
interpreted (bug fixed in
|
|
|
|
preprocessor@5d564eed071b009ae382440435ede70be163ca39)
|
|
|
|
* Perfect foresight simulations of models with a single equation would crash
|
|
|
|
when using either the `lmmcp` option or the `linear_approximation` (bug fixed
|
|
|
|
in 87cc51932134aea2be55d7cfff4e39c61267c162)
|
|
|
|
* Inequality constraints on endogenous variables (when using the `lmmcp`
|
|
|
|
option) were not enforced on purely backward or purely forward models (#1720)
|
|
|
|
* Perfect foresight simulations with `bytecode` and `block` options could crash
|
|
|
|
if there was a purely forward variable whose value in all periods could be
|
|
|
|
evaluated backward (typically a process of the form `y=a*y(+1)+e`) (#1727)
|
|
|
|
* `extended_path` was broken with `bytecode` (fixed in 71e3e0d4)
|
|
|
|
* Identification would crash for purely forward-looking models (bug fixed via
|
|
|
|
!1775)
|
|
|
|
* Under Windows, with Octave, the k-order perturbation and MS-SBVAR MEX files
|
|
|
|
could not be loaded (#1750)
|
|
|
|
* On Fedora (and possibly other GNU/Linux distributions), compilation from
|
|
|
|
source would fail against Octave 5 (fixed in 5389fa20 and
|
|
|
|
e107e93753331cec7465507b3986198d13f71717)
|
|
|
|
|
|
|
|
|
|
|
|
Bugs fixed in version 4.6.2
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* Perfect foresight simulations of purely backward models could deliver an
|
|
|
|
incorrect result if some exogenous variable appeared with a lag of 2 or more
|
|
|
|
(and neither `block` nor `bytecode` option was used) (fixed via !1759)
|
|
|
|
* Perfect foresight simulations of linear models could deliver an incorrect
|
|
|
|
result if the following four conditions were met:
|
|
|
|
+ the model was actually declared as linear through the `linear` option
|
|
|
|
+ there was an exogenous variable with a lead or a lag
|
|
|
|
+ `stack_solve_algo` was equal to 0 (the default) or 7
|
|
|
|
+ neither `block` nor `bytecode` option was used
|
|
|
|
(fixed via !1759)
|
|
|
|
* In stochastic simulations, for variables that actually do not leave the
|
|
|
|
steady state, reported simulated moments could be spurious (due to division
|
|
|
|
by zero) (#1736)
|
|
|
|
* Displayed variance decompositions would take into account measurement error
|
|
|
|
only if measurement errors were present for all observed variables
|
|
|
|
(bug fixed in 6e06acc7)
|
|
|
|
* The posterior variance decompositions with measurement errors computed with
|
|
|
|
`moments_varendo` were incorrect (bug fixed in 6e06acc7)
|
|
|
|
* `moments_varendo` would not update `oo_.PosteriorTheoreticalMoments` if it
|
|
|
|
was already present from e.g. earlier run of `estimation` (bug fixed in
|
|
|
|
f3329c2d)
|
|
|
|
* Identification would in some cases compute wrong Jacobian of moments
|
|
|
|
(bug fixed in !1733)
|
|
|
|
* Identification would display incorrect results if parameter dependence was
|
|
|
|
implemented via a steady state file (bug fix in !1732; see discussion in
|
|
|
|
#1733)
|
|
|
|
* `generate_trace_plots` would crash when measurement errors were present (bug
|
|
|
|
fixed in f717712e)
|
|
|
|
* `estimation` would crash for correlated measurement errors (bug fixed in
|
|
|
|
f717712e)
|
|
|
|
* Parallel execution/testing could crash instead of aborting with a proper
|
|
|
|
error message (bug fixed in !1758)
|
|
|
|
* Under macOS, Dynare would incorrectly claim that it is compiled for Octave
|
|
|
|
5.2.0 (it is actually compiled for Octave 4.4.1) (bug fixed in
|
|
|
|
b758c154ce6e3a31155308a68e829bedbdbccf66)
|
|
|
|
* Using external functions in a model local variable would crash the
|
|
|
|
preprocessor (bug fixed in
|
|
|
|
preprocessor@931935a9420804db7e7d528659ef3be2801886d6)
|
|
|
|
* Tolerance criteria for steady state computations were inconsistently set
|
|
|
|
(fixed in 607a273bb0086ed36831b36327c1b3c456e539b2)
|
|
|
|
* `stoch_simul` with its default `order=2` would crash with a message about
|
|
|
|
`hessian_eq_zero` not existing if an explicit `order=1` was present somewhere
|
|
|
|
else in the `.mod` file (bug fixed in preprocessor@5cc9f216)
|
|
|
|
* Model local variables were not written to the `modfile.json` JSON file (see
|
|
|
|
#1723)
|
|
|
|
* Model local variables names would have two spurious underscores when defined
|
|
|
|
in the `dynamic.json` and `static.json` files (but only in the definition,
|
|
|
|
not when they were used, which is inconsistent) (bug fixed in
|
|
|
|
preprocessor@f9ab44da56558ae4be891ad97e52b637484551f6)
|
|
|
|
* The `solve_algo=9` option was not accessible. The `solve_algo=10` and
|
|
|
|
`solve_algo=11` options were not accessible with `block` (without `bytecode`)
|
|
|
|
(bug fixed in bd7eb2f88d462fa77fce42faf5b0357018917a22)
|
|
|
|
* Under certain circumstances, the `extended_path` command would crash when
|
|
|
|
used in conjunction with the `block` option (see #1717)
|
|
|
|
* The `extended_path` command was not working with `bytecode` option (see
|
|
|
|
#1717)
|
|
|
|
* The `shock_decomposition` command was not accepting the options of
|
|
|
|
`estimation` related to smoothing (see !1724)
|
|
|
|
* The `conditional_forecast` command would display a warning even if the
|
|
|
|
simulation was successful (see !1725)
|
|
|
|
* The `prior_trunc` option of `identification` was not working (see !1723)
|
|
|
|
* The `proposal_distribution` option of the
|
|
|
|
`tailored_random_block_metropolis_hastings` was not working (see !1727)
|
|
|
|
* Perfect foresight simulations of backward models would crash if convergence
|
|
|
|
failed with to complex-valued residuals (see !1726)
|
|
|
|
* The diffuse Kalman smoother would crash if `Finf` became singular (see !1728)
|
|
|
|
|
|
|
|
|
|
|
|
Bugs fixed in version 4.6.1
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* Installation on macOS would fail if the GCC compiler was supposed to be
|
|
|
|
installed and `www.google.com` was not reachable or blocked. (Bug fixed in
|
|
|
|
769028414262d74b68903d25728f622e135a6609)
|
|
|
|
* Dynare++ was missing the `dynare_simul.m` file. (See !1713)
|
|
|
|
* The parameter vector `M_.params` would not be correctly updated after calls
|
|
|
|
to `stoch_simul` and `discretionary_policy` if parameters had been modified
|
|
|
|
in a steady state file. (See #1711)
|
|
|
|
* The `stoch_simul` command with both the `nograph` and `TeX` options would
|
|
|
|
crash. (See !1715)
|
|
|
|
* The `stoch_simul` command with the `noprint` option would crash. (See !1721)
|
|
|
|
* The `prior moments` command would crash if the used parameter vector
|
|
|
|
triggered an error code. (See !1721)
|
|
|
|
* In case of problem, the `discretionary_policy` command would crash instead of
|
|
|
|
aborting with a proper error code. (See !1716)
|
|
|
|
* Computing of prior/posterior statistics would not work in parallel. (Bug
|
|
|
|
fixed in 54fe1c754c1e7d9457ed2b320610672b4da7d934)
|
|
|
|
* Closing of parallel estimation on GNU/Linux could crash. (Bug fixed in
|
|
|
|
25d7930186b2b8f02604758dfc6d854e955ffd92)
|
|
|
|
* The `histval` command would not work in combination with the
|
|
|
|
`predetermined_variables` command. (See preprocessor#47)
|
|
|
|
* Ramsey optimal policy with multiple instruments would crash if a steady state
|
|
|
|
file returned complex values, instead of providing an error message. (See
|
|
|
|
!1720)
|
|
|
|
* The `model_diagnostics` command would not correctly update the parameter
|
|
|
|
vector if the latter was set in a steady state file. (See !1722)
|
|
|
|
* The `model_diagnostics` command would ignore the `nocheck` steady state flag.
|
|
|
|
(See !1722)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.6.0
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* Estimation: the check for stochastic singularity erroneously would only take
|
|
|
|
estimated measurement error into account. (Bug fixed in
|
|
|
|
da0ad6736761a60faf10799f63b81e2c69547b6c)
|
|
|
|
* Estimation: if the Hessian at the mode was not positive definite, the Laplace
|
|
|
|
approximation returned a complex number, but only displayed the real-valued
|
|
|
|
part. (Bug fixed in 00757767166083f0c2514f147b73545f75322dc9)
|
|
|
|
* Conditional Forecasting: using one period only would result in a crash. (Bug
|
|
|
|
fixed in 33f19d35d9b5fa5f1cf3b72211ef960017bdea6e)
|
|
|
|
* First-order approximation was not working with purely forward-looking models.
|
|
|
|
(See #1641, bug fixed in 7a2d5d4f0ed03f8e925ef4bfb16a8d201c0b0d7f)
|
|
|
|
* The preprocessor would not allow for inline comments including macro
|
|
|
|
statements. (See preprocessor#8, bug fixed by rewrite of macro processor:
|
|
|
|
commits preprocessor@17e040f3f6f8782448a36106ad7c29715bcebf3a to
|
|
|
|
preprocessor@15620163898dde4883fb99472a2f30956dd40eb5)
|
|
|
|
* Using the `STEADY_STATE()` operator on exogenous variables would lead to
|
|
|
|
crashes in stochastic simulations. (see #825)
|
|
|
|
* `moment_calibration`: for autocorrelation functions, the x-axis labeling had
|
|
|
|
the wrong order. (Bug fixed in 8713e46c4ed022d728852f19141bc76e8b227ec9)
|
|
|
|
* `plot_identification`: placement of white dots indicating infinite values was
|
|
|
|
incorrect
|
|
|
|
* Automatic detrending would sometime refuse to detrend model despite the user
|
|
|
|
having given correct trends. (See #1389)
|
|
|
|
* Using `use_dll` + `fast` options would not always recompile the model when
|
|
|
|
the equations were changed. (See #1661)
|
|
|
|
* Under certain circumstances, the combination of `bytecode` and
|
|
|
|
`stack_solve_algo=1` options could lead to crashes or wrong results. (see
|
|
|
|
#1652)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.5.7
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* The mex-file conducting the QZ decomposition erroneously applied the `qz_criterium` to the square absolute value of eigenvalues instead of the absolute value itself (as done in mjdgges.m and the AIM solver) (bug fixed in dcac79928921fc09315b06daadf25b767e000543; see #1632)
|
|
|
|
* In pathological cases, `mode_compute=5` (`newrat`) might enter an infinite loop (bug fixed in d5e25c8f436e88f2bc3dbba0237cdcf3f245d80f; see also #1636)
|
|
|
|
* `discretionary_policy` might erroneously state that the derivatives of the objective function are non-zero if there are NaN present (bug fixed in 8cb99bfe9dad05acf6d82447c7e974c1e1148707; see also !1644)
|
|
|
|
* Dynare++, when conducting the QZ decomposition, erroneously applied the `qz_criterium` to the square absolute value of eigenvalues instead of the absolute value itself (bug fixed in 8f738f101f3024902f576d623393899d45ec8fd0; see also #1632)
|
|
|
|
* Dynare++: IRFs were incorrectly computed (bug fixed in 8698b4c540f2f9881f2201a30b6d08344b23068f; see also #1634)
|
|
|
|
* `dynare_sensitivity` did not display the figures of `irf_calibration`, it only stored them on the disk (bug fixed in d613d11b6cbd4d071658eb6db7bc0498bc0a9fc9)
|
|
|
|
* Scatter plots generated by `dynare_sensitivity` did not correctly display LaTeX names (bug fixed in b0d5eadd600bc2da477498d4df8d2b8d59eb8025)
|
|
|
|
* Parameter updating via steady state files did not correctly work in case of using [static]/[dynamic] equation tags (bug fixed in 5beea983aad5233b1db905fd4a0ce4e1d3160143; see #1627)
|
|
|
|
* Memory leaks in `k_order_pert` could lead to crashes (bugs fixed in 7c5ca5f84822911d7b60e2d838cbc553d1d3958f, 9dce3b836a80b00dd59582e964e23d637a5972d6, and f25ec51f01ca8a0b34ad17ae5e41d7d0b8b2e992)
|
|
|
|
* Predetermined variables were not properly set when used in model local variables (bug fixed in a07f3fdec46a79d9f652ca273458e0d63490e335)
|
|
|
|
* Posterior moment computation did not correctly update the covariance matrix of exogenous shocks during posterior sampling (bug fixed in !1627)
|
|
|
|
* Dynare was crashing with a cryptic message if a non estimated parameter was initialized in the `estimated_params_init` block (fixed in e11c3744a3565b806a74c01e5b921152f6551cb5 and caac1502c35b4627015e1af777ac9ea92f4672b0; see #1610)
|
|
|
|
* The `forecast` command crashed if the model was declared as linear and contained deterministic exogenous variables (bug fixed in fda021855cbe511674c6bdeededa170ce27a0d17 and 14eb831cdf65e0d68a53003811409501942fd566; see #1608)
|
|
|
|
* Block decomposition is broken when used in conjunction with `varexo_det` (bug fixed in preprocessor@fa039b8c4197cbc385c4baa10aca7f520de5cfb6)
|
|
|
|
* The model was not correctly specified when `identification` was run without another stochastic command in the `.mod` file (e.g. `estimation`, `stoch_simul`, etc.). See #1631 (bug fixed in preprocessor@4c71d143f3fec395989950de51e7dee5836a37db)
|
|
|
|
* Realtime annualized shock decompositions added the wrong steady state value (bug fixed in 5badd34380f20e511e91b455482931c107a8f73b)
|
|
|
|
* `mh_recover` option crashed when using slice sampler (bug fixed in 4ba9c9296f1939fa14b1401886d9e9b86541e5e3)
|
|
|
|
* x-axis values in plots of moment restrictions were wrong for autocovariances (bug fixed in b0e7c47a000a679420970f1d05e4f2ed7d60764c)
|
|
|
|
* `dynasave` and `dynatype` did not accept exogenous variables (bug fixed in bf102030cbddeb4e2a405e75efa3dfdc2be6dc53)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.5.6
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* TaRB sampler: incorrect last posterior was returned if the last draw was rejected (bug fixed in 433a68169d3a1576992bdf523c3265d17679f23f).
|
|
|
|
* Fixed online particle filter by drawing initial conditions in the prior distribution (see particles@ef22c716d3e23f749b82cb0e73392ddcf93c42b4)
|
|
|
|
* Fixed evaluation of the likelihood in non linear / particle filters (see particles@427e88e6b41bd4d228d010536db30f40f2b00aee, particles@1f08164b05b6276f82cb48ca27ccde54e9f634c7 and particles@35c3a9fcd9181d1f5ba250172a6abf5daa0a04dd)
|
|
|
|
* Added missing documented `montecarlo` option in Gaussian Filter and Nonlinear Kalman Filter (bug fixed in particles@ee6eaa8449033b7074a468646e93dbaaf76160c9 and particles@28f7c7621babacfa6eb7588b3ec25e47914dedb1)
|
|
|
|
* Added back a flag to deal with errors on Cholesky decomposition in the Conditional Particle Filter (bug fixed in particles@43615ce4f6bd522f3a7b309e3025204b9ab9df59)
|
|
|
|
* Macroprocessor `length()` operator was returning 1 when applied to a string. Macroprocessor now raises an error when `length()` operator is called on an integer and return the number of characters when applied to a string (bug fixed in d056df3245a88c03b2c306496f48dafa7c17248e)
|
|
|
|
* `mode_compute=8`: the error code during mode-finding was not correctly handled, resulting in crashes (bug fixed in 97229177b44cfabcafa8f4ab4eada0de7c9cc37c)
|
|
|
|
* Identification was not correctly displaying a message for collinear parameters if there was no unidentified parameter present (bug fixed in b8094a2e8494e4cb65eebd710c9ac47adee5aa7f and 6607d3907a0ddfcb8f13c70c6a9c6f9b533eb2db)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.5.5
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* Identification was crashing during prior sampling if `ar` was initially too low (bug fixed in 09ac7f6249e1553396ab0b70ff7e96ed72aafb1c)
|
|
|
|
* The `align` method on `dseries` did not return a functional second `dseries` output (bug fixed in 667bfb69480b3b45afcc4449411e27707a0cd7b6).
|
|
|
|
* `perfect_foresight_solver` with option `stack_solve_algo=7` was not working correctly when an exogenous variable has a lag greater than 1 (bug fixed in 8913791ff0972f8a56d6c5d0d325d1cb6fda718979484607a7038620372ee6b8a9be746a9c5c8448)
|
|
|
|
* `identification` with `prior_mc` option would crash if the number of moments with non-zero derivative is smaller than the number of parameters (bug fixed in 09ac7f6249e1553396ab0b70ff7e96ed72aafb1c)
|
|
|
|
* Calling several times `normcdf` or `normpdf` with the same arguments in a model with block decomposition (but not bytecode) was leading to incorrect results (bug fixed in 745e3c9d98bb7a0d76f3b86a3bdd335e56a7aa1a)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.5.4
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* The `type` option of `plot_shock_decomposition` is always set to `qoq`, regardless of what is specified (bug fixed in ff1ae57ec06eb1ded0aefc04bbd64b0076c27209).
|
|
|
|
|
|
|
|
* Bug in GSA when no parameter is detected below pvalue threshold (fixed in ec35210e06ac45a46da52c272d78173990cb92c4).
|
|
|
|
|
|
|
|
* Various bug fixes in shock decompositions (see 45166aba81011183ca68c697ef3851da8c990548, 5d6b688f3889e9a948f336cc78afecbf0ab908b0, a04b2876f246860452a8fe8a2e2fdbb7aee92a7e, fd8a69d97bd09707266b5a65e33e71ef67b81475, 3e589d24401502e5b1fda8cdd69e1bc9c2545885, a63bc5b7f0180ea32930672acd64e89fec9d1209, and f4b25efc5aba740eefd3b41231d7dbf400340b8f).
|
|
|
|
|
|
|
|
* Bug in reading in macro arrays passed on `dynare` command line via the `-D` option (see 204d9cd05fef9ac6fda8530536578c05fab66366, and 3a6227387b497d90d00a117777020ad0191c0988)
|
|
|
|
|
|
|
|
* Estimation with missing values was crashing if the `prefilter` option was used (see 92549e48b12c60165693f9ea1289825e88b35cdd).
|
|
|
|
|
|
|
|
* Added a workaround for a difference in behaviour between Octave and Matlab regarding the creation of function handles for functions that do not exist in the path. With Octave 4.2.1, steady state files did not work if no auxiliary variables were created (see 99e4cb6e7e18385c5ef8ab7fc74ac40207ce9940).
|
|
|
|
|
|
|
|
* The `stoch_simul` command was crashing with a cryptic message if option `order=3` was used without setting `k_order_solver` (see 28b499af3bb53fc8afd02e209f8120e241e519e6).
|
|
|
|
|
|
|
|
* In cases where the prior bounds are infinite and the mode is estimated at exactly 0, no `mode_check` graphs were displayed (see ef797eec0f59b5e363966cd90776e76ec8c2f5f8).
|
|
|
|
|
|
|
|
* Parallel execution of MCMC was broken in models without auxiliary variables (see ec3fb76aa7794141dc72bbd5f151dcc7a837b8bb, and bbdde4626ea1585b30f6c554c669fc429686551b).
|
|
|
|
|
|
|
|
* Reading data with column names from Excel might crash (see 8e73289fe5ebbe5ae9f69260afc7ffa69571362f).
|
|
|
|
|
|
|
|
* The multivariate Kalman smoother was crashing in case of missing data in the observations and `Finf` became singular (see cbc0cdfef838b58f17c9a564a27b0bc7c302a6ec).
|
|
|
|
|
|
|
|
* The `plot_shock_decomposition` command ignored various user-defined options like `fig_name`, `use_shock_groups` or `interactive` and instead used the default options (see 5e7256daebb0a01ac6b361ce26a2ffe4bef9d586 and b3bcd2c8b08148a4cb0a0acd1477e2648a047d06).
|
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|
|
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|
|
* Nested `@#ifdef` and `@#ifndef` statements don't work in the macroprocessor (see 047597d40b4dbab8608226c6f9e8e6d85495fd33)
|
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|
|
Bugs fixed in version 4.5.3
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
* `isfile` routine was failing with matlab older than R2016b, (bug reported [here](https://forum.dynare.org/t/getting-error-in-dynare-4-5-2/10896) and fixed in fa26ab10e052ac9c0709181e6a462885afc26401).
|
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|
|
Bugs fixed in version 4.5.2
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
- `perfect_foresight_solver`. If expected shocks were declared after the terminal period, as specified by the `periods` option, Dynare was crashing (see 97b894a1cdb2f47171e42448c4a6f416d26c8f31, 10047feee5e04610606bd6b65517d794a4a4aaf1 and 131a68ea6fb85919a9564d25b21e690024b055a6).
|
|
|
|
|
|
|
|
- `perfect_foresight_solver`. Models declared with the `linear` option were crashing if exogenous variables were present with a lead or lag (see a1c34979f5a581507ad2d145cde855015bb5cea7, 1a4257ac4bd75f1db6988a650ef79c2cb9f4cc40 and 542982171946421970d580e5fed9e727c3f2a976).
|
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|
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|
|
- After ML, Bayesian estimation when not specifying the smoother option or `mh_replic=0` not all smoothed measurement errors were displayed (see 4cd259baa61c073a1ee2e8c623191b48c626654c).
|
|
|
|
|
|
|
|
- `conditional_forecasts`. Fixed error in reference manual (see b4a52b80765bb2b52109a7b5f0826e55901541cd).
|
|
|
|
|
|
|
|
- Smoother. Provide informative error instead of crashing when model cannot be solved (see 8ccebd9e23b840fac0e0eea634cecb3ed1895c1f).
|
|
|
|
|
|
|
|
- The `nopathchange` preprocessor option was always triggered, regardless of whether it was passed or not (see 41e6ecaacdead14b48434376e26646f9944614dd).
|
|
|
|
|
|
|
|
- When `ramsey_policy` is used, allow state variables to be set in `histval` block. (see #1193)
|
|
|
|
|
|
|
|
- `histval` erroneously accepts leads, leading to cryptic crashes (see #1510)
|
|
|
|
|
|
|
|
- The prior MC draws from previous runs were not deleted, potentially resulting in loading stale files (see !1515)
|
|
|
|
|
|
|
|
- `estim_params_` was being declared `global` more than once. (see #1518)
|
|
|
|
|
|
|
|
- Fixed crashes happening when simulating linear models with order>1 (see 0f84dadb9afd6d19aaaa469812ad110910d9a879).
|
|
|
|
|
|
|
|
- Make empirical moments independent of `simul_replic`, as stated in the reference manual, by outputting moments computed with the first simulated sample (see f0b9f453e9734c40245cda9bf9aa70aebfddef59).
|
|
|
|
|
|
|
|
- The `prior_function` required a preceding `estimation`-command to properly set up the prior (see 802536da96f6f25229c84324d151ca2f8a6535f8).
|
|
|
|
|
|
|
|
- If the mode for a parameter was at exactly 0, `mode_check` was crashing (see 86e646488c260ba46941706a716ba19cdcdb8cdc)
|
|
|
|
|
|
|
|
- Fixed `get_posterior_parameters`-routine which should not do more than getting parameters (see 0f3b68ee0a7bec4b58315dcc8e145e15eeedad54 and #1506). As a consequecence, the `shock_decomposition`-command does not correctly set the `parameter_set` for use in subsequent function calls if shocks are correlated or measurement error is present.
|
|
|
|
|
|
|
|
- Fixed bug in Ramsey problem with constraints both on a policy instrument and another variable. (see b1fc34ef991ff9aff3177f2f1dcf97db7e80d8fe). Note that the constraint on a variable that is not an instrument of the Ramsey problem must be written with an equation tag in the model block.
|
|
|
|
|
|
|
|
- Fixed bug in Ramsey problem with constraints on policy instrument (see 0068f9f6b6963bee6bc440147fadbcbe0cb497a8).
|
|
|
|
|
|
|
|
- Fixed crash with optimizer 5 ('newrat') when not used with DSGE model at order 1 (see #1494 and da063b2e1862ee2e8f9e01482931214ff165f001)
|
|
|
|
|
|
|
|
Bugs fixed in version 4.5.1
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
- Fixed out of memory issue with simpsa algorithm (see 89326090b929ee631e0bf472e00e6218fc34bd3d).
|
|
|
|
|
|
|
|
- Added missing plots for measurement errors with `generate_trace_plot` command (see aa2a1e4d6046ce841a724af587d9c6f1b3dfa706)
|
|
|
|
|
|
|
|
- Posterior moments after MCMC for very big models (`size_of_the_reduced_form_model(oo_.dr)*options_.sub_draws>options_.MaximumNumberOfMegaBytes`) were not correctly computed and their plotting might crash Dynare (see 0b9244dc01ef3052f23f3225194789ad0fdb574d)
|
|
|
|
|
|
|
|
- Results of the posterior conditional variance decomposition after MCMC were not correctly computed (see 0b9244dc01ef3052f23f3225194789ad0fdb574d)
|
|
|
|
|
|
|
|
- Options `use_shock_groups` and `colormap` of the `shock_decomposition` command were not working (see !1470 and 6de2176473ee7a5770a9782a303348c0d7a2c512)
|
|
|
|
|
|
|
|
- Added a clean error message if sensitivity toolbox is used with recursive estimation (see 970feee3422ebf48d26c22dace0877cce71559c3)
|
|
|
|
|
|
|
|
- Computation of posterior filtered variables was crashing in models with only one variable (see 1f20ceb46168074e7400b206774282dd27a2f1fd)
|
|
|
|
|
|
|
|
- Fixed various typos and errors in the reference manual
|
|
|
|
|
|
|
|
Bugs fixed in version 4.5.0
|
|
|
|
---------------------------
|
|
|
|
|
|
|
|
- BVAR models
|
|
|
|
|
|
|
|
+ `bvar_irf` could display IRFs in an unreadable way when they moved from
|
|
|
|
negative to positive values (see bf707c1975bc9a5c412a5e2d2747dc445e268ba7),
|
|
|
|
|
|
|
|
+ In contrast to what is stated in the documentation, the confidence interval
|
|
|
|
size `conf_sig` was 0.6 by default instead of 0.9 (see #338).
|
|
|
|
|
|
|
|
- Conditional forecasts
|
|
|
|
|
|
|
|
+ The `conditional_forecast` command produced wrong results in calibrated
|
|
|
|
models when used at initial values outside of the steady state (given with
|
|
|
|
`initval`) (see #665),
|
|
|
|
|
|
|
|
+ The `plot_conditional_forecast` option could produce unreadable figures if
|
|
|
|
the areas overlap (see !1155),
|
|
|
|
|
|
|
|
+ The `conditional_forecast` command after MLE crashed (see !1220),
|
|
|
|
|
|
|
|
+ In contrast to what is stated in the manual, the confidence interval size
|
|
|
|
`conf_sig` was 0.6 by default instead of 0.8 (see #338).
|
|
|
|
|
|
|
|
+ Conditional forecasts were wrong when the declaration of endogenous
|
|
|
|
variables was not preceeding the declaration of the exogenous
|
|
|
|
variables and parameters (see #1276, fixed in !1277).
|
|
|
|
|
|
|
|
- Discretionary policy
|
|
|
|
|
|
|
|
+ Dynare allowed running models where the number of instruments did not match
|
|
|
|
the number of omitted equations (see !1042),
|
|
|
|
|
|
|
|
+ Dynare could crash in some cases when trying to display the solution (see !1042),
|
|
|
|
|
|
|
|
+ Parameter dependence embedded via a `steady_state` was not taken into
|
|
|
|
account, typically resulting in crashes (see !1241).
|
|
|
|
|
|
|
|
- dseries class
|
|
|
|
|
|
|
|
+ When subtracting a dseries object from a number, the number was instead
|
|
|
|
subtracted from the dseries object [(link)](https://forum.dynare.org/t/bug-in-dseries-minus-m/5629).
|
|
|
|
|
|
|
|
|
|
|
|
- DSGE-VAR models
|
|
|
|
|
|
|
|
+ Dynare crashed when estimation encountered non-finite values in the Jacobian
|
|
|
|
at the steady state (see !1190),
|
|
|
|
|
|
|
|
+ The presence of a constant was not considered for degrees of freedom
|
|
|
|
computation of the Gamma function used during the posterior computation; due
|
|
|
|
to only affecting the constant term, results should be be unaffected, except
|
|
|
|
for model_comparison when comparing models with and without (see !1212).
|
|
|
|
|
|
|
|
|
|
|
|
- Estimation command
|
|
|
|
|
|
|
|
+ In contrast to what was stated in the manual, the confidence interval size
|
|
|
|
`conf_sig` for `forecast` without MCMC was 0.6 by default instead of 0.9 (see #338),
|
|
|
|
|
|
|
|
+ Calling estimation after identification could lead to crashes (see #675),
|
|
|
|
|
|
|
|
+ When using recursive estimation/forecasting and setting some elements of
|
|
|
|
`nobs` to be larger than the number of observations T in the data,
|
|
|
|
`oo_recursive_` contained additional cell entries that simply repeated the
|
|
|
|
results obtained for `oo_recursive_T`,
|
|
|
|
|
|
|
|
+ Computation of Bayesian smoother could crash for larger models when
|
|
|
|
requesting `forecast` or `filtered_variables`,
|
|
|
|
|
|
|
|
+ Geweke convergence diagnostics were not computed on the full MCMC chain when
|
|
|
|
the `load_mh_file` option was used,
|
|
|
|
|
|
|
|
+ The Geweke convergence diagnostics always used the default `taper_steps` and
|
|
|
|
`geweke_interval` (see !1341),
|
|
|
|
|
|
|
|
+ Bayesian IRFs (`bayesian_irfs` option) could be displayed in an unreadable
|
|
|
|
way when they move from negative to positive values,
|
|
|
|
|
|
|
|
+ If `bayesian_irfs` was requested when `mh_replic` was too low to compute
|
|
|
|
HPDIs, plotting was crashing (see !1326),
|
|
|
|
|
|
|
|
+ The x-axis value in `oo_.prior_density` for the standard deviation and
|
|
|
|
correlation of measurement errors was written into a field
|
|
|
|
`mearsurement_errors_*` instead of `measurement_errors_*` (see !1353),
|
|
|
|
|
|
|
|
+ Using a user-defined `mode_compute` crashed estimation,
|
|
|
|
|
|
|
|
+ Option `mode_compute=10` did not work with infinite prior bounds,
|
|
|
|
|
|
|
|
+ The posterior variances and covariances computed by `moments_varendo` were
|
|
|
|
wrong for very large models due to a matrix erroneously being filled up with
|
|
|
|
zeros (see !1423),
|
|
|
|
|
|
|
|
+ Using the `forecast` option with `loglinear` erroneously added the unlogged
|
|
|
|
steady state (see !852),
|
|
|
|
|
|
|
|
+ When using the `loglinear` option the check for the presence of a constant
|
|
|
|
was erroneously based on the unlogged steady state (see !852),
|
|
|
|
|
|
|
|
+ Estimation of `observation_trends` was broken as the trends specified as a
|
|
|
|
function of deep parameters were not correctly updated during estimation (see !852),
|
|
|
|
|
|
|
|
+ When using `analytic_derivation`, the parameter values were not set before
|
|
|
|
testing whether the steady state file changes parameter values, leading to
|
|
|
|
subsequent crashes,
|
|
|
|
|
|
|
|
+ If the steady state of an initial parameterization did not solve, the
|
|
|
|
observation equation could erroneously feature no constant when the
|
|
|
|
`use_calibration` option was used (see !698),
|
|
|
|
|
|
|
|
+ When computing posterior moments, Dynare falsely displayed that moment
|
|
|
|
computations are skipped, although the computation was performed correctly,
|
|
|
|
|
|
|
|
+ If `conditional_variance_decomposition` was requested, although all
|
|
|
|
variables contain unit roots, Dynare crashed instead of providing an error
|
|
|
|
message (see !691),
|
|
|
|
|
|
|
|
+ Computation of the posterior parameter distribution was erroneously based
|
|
|
|
on more draws than specified (there was one additional draw for every Markov
|
|
|
|
chain),
|
|
|
|
|
|
|
|
+ The estimation option `lyapunov=fixed_point` was broken,
|
|
|
|
|
|
|
|
+ Computation of `filtered_vars` with only one requested step crashed Dynare,
|
|
|
|
|
|
|
|
+ Option `kalman_algo=3` was broken with non-diagonal measurement error (see !1235),
|
|
|
|
|
|
|
|
+ When using the diffuse Kalman filter with missing observations, an additive
|
|
|
|
factor log(2*pi) was missing in the last iteration step (see !1235),
|
|
|
|
|
|
|
|
+ Passing of the `MaxFunEvals` and `InitialSimplexSize` options to
|
|
|
|
`mode_compute=8` was broken,
|
|
|
|
|
|
|
|
+ Bayesian forecasts contained initial conditions and had the wrong length in
|
|
|
|
both plots and stored variables,
|
|
|
|
|
|
|
|
+ Filtered variables obtained with `mh_replic=0`, ML, or
|
|
|
|
`calibrated_smoother` were padded with zeros at the beginning and end and
|
|
|
|
had the wrong length in stored variables,
|
|
|
|
|
|
|
|
+ Computation of smoothed measurement errors in Bayesian estimation was broken,
|
|
|
|
|
|
|
|
+ The `selected_variables_only` option (`mh_replic=0`, ML, or
|
|
|
|
`calibrated_smoother`) returned wrong results for smoothed, updated, and
|
|
|
|
filtered variables (see #1161),
|
|
|
|
|
|
|
|
+ Combining the `selected_variables_only` option with forecasts obtained
|
|
|
|
using `mh_replic=0`, ML, or `calibrated_smoother` leaded to crashes,
|
|
|
|
|
|
|
|
+ `oo_.UpdatedVariables` was only filled when the `filtered_vars` option was specified (see #1366),
|
|
|
|
|
|
|
|
+ When using Bayesian estimation with `filtered_vars`, but without
|
|
|
|
`smoother`, then `oo_.FilteredVariables` erroneously also contained filtered
|
|
|
|
variables at the posterior mean as with `mh_replic=0` (see !738),
|
|
|
|
|
|
|
|
+ Running an MCMC a second time in the same folder with a different number of
|
|
|
|
iterations could result in crashes due to the loading of stale files,
|
|
|
|
|
|
|
|
+ Results displayed after Bayesian estimation when not specifying
|
|
|
|
the `smoother` option were based on the parameters at the mode
|
|
|
|
from mode finding instead of the mean parameters from the
|
|
|
|
posterior draws. This affected the smoother results displayed, but
|
|
|
|
also calls to subsequent command relying on the parameters stored
|
|
|
|
in `M_.params` like `stoch_simul`,
|
|
|
|
|
|
|
|
+ The content of `oo_.posterior_std` after Bayesian estimation was based on
|
|
|
|
the standard deviation at the posterior mode, not the one from the MCMC, this
|
|
|
|
was not consistent with the reference manual (see #1013),
|
|
|
|
|
|
|
|
+ When the initialization of an MCMC run failed, the metropolis.log file was
|
|
|
|
locked, requiring a restart of Matlab to restart estimation (see !1155),
|
|
|
|
|
|
|
|
+ If the posterior mode was right at the corner of the prior bounds, the
|
|
|
|
initialization of the MCMC erroneously crashed (see !1155),
|
|
|
|
|
|
|
|
+ If the number of dropped draws via `mh_drop` coincided with the number of
|
|
|
|
draws in a `_mh'-file`, `oo_.posterior.metropolis.mean` and
|
|
|
|
`oo_.posterior.metropolis.Variance` were NaN (see !1297).
|
|
|
|
|
|
|
|
|
|
|
|
- Estimation and calibrated smoother
|
|
|
|
|
|
|
|
+ When using `observation_trends` with the `prefilter` option, the mean shift
|
|
|
|
due to the trend was not accounted for (see !852),
|
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|
|
+ When using `first_obs`>1, the higher trend starting point of
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|
`observation_trends` was not taken into account, leading, among other things,
|
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|
to problems in recursive forecasting (see !852),
|
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|
|
+ The diffuse Kalman smoother was crashing if the forecast error variance
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|
|
matrix became singular (see 42ecfa382f555a2d9eaeec792223844ad8c3d9ab),
|
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|
|
+ The multivariate Kalman smoother provided incorrect state estimates when
|
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|
|
all data for one observation are missing (see !1324),
|
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|
|
|
|
|
|
+ The multivariate diffuse Kalman smoother provided incorrect state estimates
|
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|
|
when the `Finf` matrix becomes singular (see !1324),
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|
|
+ The univariate diffuse Kalman filter was crashing if the initial covariance
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|
matrix of the nonstationary state vector is singular (see !1324),
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- Forecasts
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+ In contrast to what is stated in the manual, the confidence interval size
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|
`conf_sig` was 0.6 by default instead of 0.9 (see #338),
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|
|
+ Forecasting with exogenous deterministic variables provided wrong decision
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|
|
rules, yielding wrong forecasts (see #711),
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|
+ Forecasting with exogenous deterministic variables crashed when the
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|
`periods` option was not explicitly specified (see !1325),
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|
+ Option `forecast` when used with `initval` was using the initial values in
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|
the `initval` block and not the steady state computed from these initial
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|
values as the starting point of forecasts (see !692).
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- Global Sensitivity Analysis
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+ Sensitivity with ML estimation could result in crashes,
|
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|
|
+ Option `mc` must be forced if `neighborhood_width` is used (see e32cbf626f9f0b9e322b2ac44d93461afcb320a0),
|
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|
|
+ Fixed dimension of `stock_logpo` and `stock_ys` (see a44b3fbfe7c0214c19f6eecabe368c2e72c9346f),
|
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|
|
+ Incomplete variable initialization could lead to crashes with `prior_range=1`.
|
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|
- Identification
|
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|
|
+ Identification did not correctly pass the `lik_init` option,
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|
requiring the manual setting of `options_.diffuse_filter=1` in
|
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|
|
case of unit roots ,
|
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|
|
+ Testing identification of standard deviations as the only
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|
parameters to be estimated with ML leaded to crashes,
|
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|
|
+ Automatic increase of the lag number for autocovariances when the
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|
|
number of parameters is bigger than the number of non-zero moments
|
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|
was broken,
|
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|
|
+ When using ML, the asymptotic Hessian was not computed (see !1238),
|
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|
|
+ Checking for singular values when the eigenvectors contained only
|
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|
|
one column did not work correctly (see !1238),
|
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|
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|
|
- Model comparison
|
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|
|
+ Selection of the `modifiedharmonicmean` estimator was broken (see !1015).
|
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|
- Optimal Simple Rules
|
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|
|
+ When covariances were specified, variables that only entered with
|
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|
|
their variance and no covariance term obtained a wrong weight,
|
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|
|
resulting in wrong results (see !767),
|
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|
|
|
|
|
|
+ Results reported for stochastic simulations after `osr` were based
|
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|
|
on the last parameter vector encountered during optimization,
|
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|
|
which does not necessarily coincide with the optimal parameter
|
|
|
|
vector (see !767),
|
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|
|
|
|
|
|
+ Using only one (co)variance in the objective function resulted in crashes (see !767),
|
|
|
|
|
|
|
|
+ For models with non-stationary variables the objective function was computed wrongly (see !767).
|
|
|
|
|
|
|
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|
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|
|
- Ramsey policy
|
|
|
|
|
|
|
|
+ If a Lagrange multiplier appeared in the model with a lead or a lag
|
|
|
|
of more than one period, the steady state could be wrong (see #633).
|
|
|
|
|
|
|
|
+ When using an external steady state file, incorrect steady states
|
|
|
|
could be accepted,
|
|
|
|
|
|
|
|
+ When using an external steady state file with more than one
|
|
|
|
instrument, Dynare crashed (see !696),
|
|
|
|
|
|
|
|
+ When using an external steady state file and running `stoch_simul`
|
|
|
|
after `ramsey_planner`, an incorrect steady state was used,
|
|
|
|
|
|
|
|
+ When the number of instruments was not equal to the number of
|
|
|
|
omitted equations, Dynare crashed with a cryptic message (see !1241),
|
|
|
|
|
|
|
|
+ The `planner_objective` accepted `varexo`, but ignored them for computations,
|
|
|
|
|
|
|
|
|
|
|
|
- Shock decomposition
|
|
|
|
|
|
|
|
+ Did not work with the `parameter_set=calibration` option if an
|
|
|
|
`estimated_params` block is present [(link)](https://forum.dynare.org/t/problem-with-shock-decomposition/4748),
|
|
|
|
|
|
|
|
+ Crashed after MLE (see !1220).
|
|
|
|
|
|
|
|
|
|
|
|
- Perfect foresight models
|
|
|
|
|
|
|
|
+ The perfect foresight solver could accept a complex solution
|
|
|
|
instead of continuing to look for a real-valued one (see #896),
|
|
|
|
|
|
|
|
+ The `initval_file` command only accepted column and not row vectors [(link)](https://forum.dynare.org/t/documentation-error-on-initial-conditions/4318),
|
|
|
|
|
|
|
|
+ The `initval_file` command did not work with Excel files [(link)](https://forum.dynare.org/t/documentation-error-on-initial-conditions/4318),
|
|
|
|
|
|
|
|
+ Deterministic simulations with one boundary condition crashed in
|
|
|
|
`solve_one_boundary` due to a missing underscore when passing
|
|
|
|
`options_.simul.maxit`,
|
|
|
|
|
|
|
|
+ Deterministic simulation with exogenous variables lagged by more
|
|
|
|
than one period crashed (see #617),
|
|
|
|
|
|
|
|
+ Termination criterion `maxit` was hard-coded for `solve_algo=0`
|
|
|
|
and could no be changed,
|
|
|
|
|
|
|
|
+ When using `block`/`bytecode`, relational operators could not be enforced (see #439),
|
|
|
|
|
|
|
|
+ When using `block` some exceptions were not properly handled,
|
|
|
|
leading to code crashes (see #1245),
|
|
|
|
|
|
|
|
+ Using `periods=1` crashed the solver (bug only partially fixed) (see #1205).
|
|
|
|
|
|
|
|
|
|
|
|
- Smoothing
|
|
|
|
|
|
|
|
+ The univariate Kalman smoother returned wrong results when used
|
|
|
|
with correlated measurement error (see !1235),
|
|
|
|
|
|
|
|
+ The diffuse smoother sometimes returned linear combinations of the
|
|
|
|
smoothed stochastic trend estimates instead of the original trend
|
|
|
|
estimates (see #1312).
|
|
|
|
|
|
|
|
- Perturbation reduced form
|
|
|
|
|
|
|
|
+ In contrast to what is stated in the manual, the results of the
|
|
|
|
unconditional variance decomposition were only stored in
|
|
|
|
`oo_.gamma_y(nar+2)`, not in `oo_.variance_decomposition`,
|
|
|
|
|
|
|
|
+ Dynare could crash when the steady state could not be computed
|
|
|
|
when using the `loglinear` option,
|
|
|
|
|
|
|
|
+ Using `bytcode` when declared exogenous variables were not
|
|
|
|
used in the model leaded to crashes in stochastic simulations (see #841),
|
|
|
|
|
|
|
|
+ Displaying decision rules involving lags of auxiliary variables of
|
|
|
|
type 0 (leads>1) crashed (see #1367).
|
|
|
|
|
|
|
|
+ The `relative_irf` option resulted in wrong output at `order>1` as
|
|
|
|
it implicitly relies on linearity (see !740).
|
|
|
|
|
|
|
|
|
|
|
|
- Displaying of the MH-history with the `internals` command crashed
|
|
|
|
if parameter names did not have same length (see caa6d5d93e7382165167fbaefbaf9d38e26ca909).
|
|
|
|
|
|
|
|
- Dynare crashed when the user-defined steady state file returned an
|
|
|
|
error code, but not an conformable-sized steady state vector (see !1001).
|
|
|
|
|
|
|
|
- Due to a bug in `mjdgges.mex` unstable parameter draws with
|
|
|
|
eigenvalues up to 1+1e-6 could be accepted as stable for the
|
|
|
|
purpose of the Blanchard-Kahn conditions, even if `qz_criterium<1` (see e3fbefc616941d0df3624bfc49a1a743171f8814).
|
|
|
|
|
|
|
|
- The `use_dll` option on Octave for Windows required to pass a
|
|
|
|
compiler flag at the command line, despite the manual stating this
|
|
|
|
was not necessary (see #1314).
|
|
|
|
|
|
|
|
- Dynare crashed for models with `block` option if the Blanchard-Kahn
|
|
|
|
conditions were not satisfied instead of generating an error
|
|
|
|
message.
|
|
|
|
|
|
|
|
- The `verbose` option did not work with `model(block)`.
|
|
|
|
|
|
|
|
- When falsely specifying the `model(linear)` for nonlinear models,
|
|
|
|
incorrect steady states were accepted instead of aborting (see !726).
|
|
|
|
|
|
|
|
- The `STEADY_STATE` operator called on model local variables
|
|
|
|
(so-called pound variables) did not work as expected.
|
|
|
|
|
|
|
|
- The substring operator in macro-processor was broken. The
|
|
|
|
characters of the substring could be mixed with random characters
|
|
|
|
from the memory space.
|
|
|
|
|
|
|
|
- Block decomposition could sometimes cause the preprocessor to crash.
|
|
|
|
|
|
|
|
- A bug when external functions were used in model local variables
|
|
|
|
that were contained in equations that required auxiliary
|
|
|
|
variable/equations led to crashes of Matlab (see 2ab8e2a122afd253e7ea315ef49adccca5ced53f).
|
|
|
|
|
|
|
|
- Sampling from the prior distribution for an inverse gamma II
|
|
|
|
distribution when `prior_trunc>0` could result in incorrect
|
|
|
|
sampling (see #997).
|
|
|
|
|
|
|
|
- Sampling from the prior distribution for a uniform distribution
|
|
|
|
when `prior_trunc>0` was ignoring the prior truncation (see #997). |
