Update Known bugs present in the current stable version: OccBin likelihood bugs authored by Johannes Pfeifer's avatar Johannes Pfeifer
...@@ -14,12 +14,16 @@ ...@@ -14,12 +14,16 @@
* The `particle_filter_options` `unscented_beta` and `unscented_kappa` did not accept values of 0 (bug fixed in daaf9def) * The `particle_filter_options` `unscented_beta` and `unscented_kappa` did not accept values of 0 (bug fixed in daaf9def)
* `filter_algorithm=gf` and `filter_algorithm=gmf` did not correctly handle correlated measurement error (bug fixed in 62fe5425) * `filter_algorithm=gf` and `filter_algorithm=gmf` did not correctly handle correlated measurement error (bug fixed in 62fe5425)
* The `estimation` command did not allow the `pruning` option to be set for higher-order estimation (bug fixed in 4601ee53) * The `estimation` command did not allow the `pruning` option to be set for higher-order estimation (bug fixed in 4601ee53)
* OccBin would
* occasionally crash upon encountering invalid parameter vectors (bug not yet fixed, see https://git.dynare.org/Dynare/dynare/-/merge_requests/2436)
* would not correctly sum the likelihood of detected multiple solution paths (bug not yet fixed, see https://git.dynare.org/Dynare/dynare/-/merge_requests/2436)
* In rare cases, the multivariate diffuse Kalman filter/smoother (`kalman_algo=3`) did not correctly exit the diffuse stage (bug fixed in 32c421a3) * In rare cases, the multivariate diffuse Kalman filter/smoother (`kalman_algo=3`) did not correctly exit the diffuse stage (bug fixed in 32c421a3)
* `forecast` with `varexo_det` * `forecast` with `varexo_det`
* without measurement errors stored the upper bound of the confidence interval in the `HPDinf` field and the lower bound in the `HPDsup` field (bug fixed in 20c38954) * without measurement errors stored the upper bound of the confidence interval in the `HPDinf` field and the lower bound in the `HPDsup` field (bug fixed in 20c38954)
* with multiple measurement errors would crash if not all observables were requested as outputs (bug fixed in dd94003e) * with multiple measurement errors would crash if not all observables were requested as outputs (bug fixed in dd94003e)
* would assign the output to the wrong variable names if a variable list was specified after the command (bug fixed in 89ff657e) * would assign the output to the wrong variable names if a variable list was specified after the command (bug fixed in 89ff657e)
* The confidence bands of classical forecasts with and without `varexo_det` had incorrect coverage (bug fixed in f3c08902) * The confidence bands of classical forecasts with and without `varexo_det` had incorrect coverage (bug fixed in f3c08902)
* The `posterior_sampling_method='slice'` did not save all files in the correct folder (bug not yet fixed, see https://git.dynare.org/Dynare/dynare/-/merge_requests/2435)
* `dynare_solve`, used in e.g. numerical steady state computations, * `dynare_solve`, used in e.g. numerical steady state computations,
* only directly accepted correct initial values if the Jacobian contained `NaN` or `Inf`. Otherwise, the numerical solver was started (bug fixed in 2b5ec0ba). * only directly accepted correct initial values if the Jacobian contained `NaN` or `Inf`. Otherwise, the numerical solver was started (bug fixed in 2b5ec0ba).
* did not honor the `solve_randomize_initial_guess` option if no Jacobian was requested (bug fixed in 501556f5) * did not honor the `solve_randomize_initial_guess` option if no Jacobian was requested (bug fixed in 501556f5)
... ...
......