dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2021-08-17T10:24:37Zhttps://git.dynare.org/Dynare/dynare/-/issues/1763Ramsey: document potential problems with auxiliary variables for timeless per...2021-08-17T10:24:37ZJohannes PfeiferRamsey: document potential problems with auxiliary variables for timeless perspectiveSee https://forum.dynare.org/t/timing-perfect-foresight-ramsey/17157/16See https://forum.dynare.org/t/timing-perfect-foresight-ramsey/17157/165.xhttps://git.dynare.org/Dynare/dynare/-/issues/1338risky steady state: no interface, test suite2021-11-19T11:16:16ZHoutan Bastanirisky steady state: no interface, test suiteThere are several issues with risky steady state:
1. It has no interface. Why? Is this something we want to keep (hidden) in Dynare?
1. It the .mod files that use it are not in the test suite. Why?
There are several issues with risky steady state:
1. It has no interface. Why? Is this something we want to keep (hidden) in Dynare?
1. It the .mod files that use it are not in the test suite. Why?
5.xSébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1114create contributions.md describing how to contribute to dynare2021-09-01T12:56:19ZHoutan Bastanicreate contributions.md describing how to contribute to dynare5.xStéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1045Clarify interface for evaluate_planner_objective.m2021-09-14T14:08:35ZMichelJuillardClarify interface for evaluate_planner_objective.mIt works OK for evaluation at the steady state, but the way to set histval and shocks in first period is confusingIt works OK for evaluation at the steady state, but the way to set histval and shocks in first period is confusing5.xNormann RionNormann Rionhttps://git.dynare.org/Dynare/dynare/-/issues/444Document remaining options of nonlinear filters2021-08-17T10:25:22ZStéphane Adjemianstepan@adjemian.euDocument remaining options of nonlinear filtersWe need to describe and discuss all the available options in `options_.particle`. Setting options has been introduced in https://git.dynare.org/Dynare/dynare/-/merge_requests/1884. Still to do
- [x] Adjust the wiki to reflect the new way...We need to describe and discuss all the available options in `options_.particle`. Setting options has been introduced in https://git.dynare.org/Dynare/dynare/-/merge_requests/1884. Still to do
- [x] Adjust the wiki to reflect the new way of setting these options
- [x] Add information to the manual (a link to the wiki is the minimum)5.xJohannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/1844algebra at the beginning of conditional_forecast2022-03-02T17:15:11ZMichelJuillardalgebra at the beginning of conditional_forecastIn the algebraic description of ``conditional_forecast`` in section 4.20 of the manual, lagged uncontrolled endogenous variables are missingIn the algebraic description of ``conditional_forecast`` in section 4.20 of the manual, lagged uncontrolled endogenous variables are missing6.xStéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1816Document VAR and PAC routines2024-01-29T20:46:19ZSébastien VillemotDocument VAR and PAC routines6.xStéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1707Macro commands that take no arguments have spurious parentheses appended to t...2024-01-17T20:31:14ZSébastien VillemotMacro commands that take no arguments have spurious parentheses appended to their synopsisSee for example the definition of `@#else`, `@#endif`, `@#endfor`, `@#echomacrovars` in the reference manual.See for example the definition of `@#else`, `@#endif`, `@#endfor`, `@#echomacrovars` in the reference manual.6.xhttps://git.dynare.org/Dynare/dynare/-/issues/1688fix `basic_plan`, `flip_plan` in doc2024-01-29T20:57:50ZHoutan Bastanifix `basic_plan`, `flip_plan` in docThe calling structure for both of these functions runs off the end of the pageThe calling structure for both of these functions runs off the end of the page6.xStéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1680Adapt evaluate_planner_objective.m to higher order and perfect foresight2022-09-07T12:30:49ZJohannes PfeiferAdapt evaluate_planner_objective.m to higher order and perfect foresightSupersedes https://git.dynare.org/Dynare/dynare/issues/564 and is related to https://git.dynare.org/Dynare/dynare/issues/1678
See also https://forum.dynare.org/t/evaluate-planner-objective-in-non-linear-model/15492
Remaining:
- [x] fixi...Supersedes https://git.dynare.org/Dynare/dynare/issues/564 and is related to https://git.dynare.org/Dynare/dynare/issues/1678
See also https://forum.dynare.org/t/evaluate-planner-objective-in-non-linear-model/15492
Remaining:
- [x] fixing or documenting the regression in behavior introduced in e880d1bc. In contrast to previous behavior `histval` will be ignored. `planner_objective_value` now returns conditional and unconditional welfare instead of welfare for different values of the Lagrange multiplier. (done in !1923)
- [x] the question of an interface for setting the initial condition (https://git.dynare.org/Dynare/preprocessor/-/issues/64)
- [x] Adding higher order results to `evaluate_planner_objective`
- [x] Compute unconditional welfare at order>2
- [x] Documenting the recent changes6.xNormann RionNormann Rionhttps://git.dynare.org/Dynare/dynare/-/issues/1660Update documentation of dseries2024-01-29T20:51:00ZSébastien VillemotUpdate documentation of dseriesSince dseries have been substantially rewritten since 4.5, the documentation in the reference needs to be updated.Since dseries have been substantially rewritten since 4.5, the documentation in the reference needs to be updated.6.xStéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1349set number of threads per job in parallel execution2019-06-19T15:37:45ZMarco Rattoset number of threads per job in parallel executionGiven the large number of CPU's being made available on desktop pc's, the current node option `singleCompThread` looks rather limited.
I would propose the following changes to the parallel configuration:
- set the default for `singleC...Given the large number of CPU's being made available on desktop pc's, the current node option `singleCompThread` looks rather limited.
I would propose the following changes to the parallel configuration:
- set the default for `singleCompThread` to 0;
- add a node option in dynare.ini `numberOfThreadsPerJob`, which allows to set the number of cpu's assigned to each job. So, for example, for a node with 8 CPU's and `numberOfThreadsPerJob=2`, the parallel engine will split the work into 4 parallel instances, each using 2 cpu's.
would this be possible?4.5Marco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/-/issues/1309improve documentation of datafile option2019-06-19T15:37:47ZMichelJuillardimprove documentation of datafile optionIn the manual add that if several files differ only by the extension, the filaname must include the extendsion and written between quotes
In the manual add that if several files differ only by the extension, the filaname must include the extendsion and written between quotes
4.5https://git.dynare.org/Dynare/dynare/-/issues/1232Remove onlyclearglobals option2019-06-19T15:37:49ZJohannes PfeiferRemove onlyclearglobals optionIt was introduced in master, but is now redundant with the `clear all` command being removed due to Matlab's JIT
It was introduced in master, but is now redundant with the `clear all` command being removed due to Matlab's JIT
4.5Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/1177Implement interface for posterior sampling methods2019-06-19T15:37:51ZJohannes PfeiferImplement interface for posterior sampling methodsRelated to #1174 and #1065
I would propose to use this occasion to further clean up the `options_`-structure and create a field `options_.posterior_sampler_options` that stores as subfields the various options.
The preprocessor shoul...Related to #1174 and #1065
I would propose to use this occasion to further clean up the `options_`-structure and create a field `options_.posterior_sampler_options` that stores as subfields the various options.
The preprocessor should have an option `posterior_sampling_method` that accepts a quoted string that can be `slice`, `random_walk_metropolis_hastings`, `independent_metropolis_hastings` or `tailored_random_block_metropolis_hastings`
It should map into `options_.posterior_sampler_options.posterior_sampling_method` with default
`random_walk_metropolis_hastings`, which replaces the current `options_.posterior_sampling_method`
In addition:
1. We need a subfields `options_.posterior_sampler_options.tarb`, `options_.posterior_sampler_options.rwmh`,`options_.posterior_sampler_options.slice`,
and `options_.posterior_sampler_options.imh` that store the default options for the respective sampler as we already do for different mode_computes.
2. We need the preprocessor to accept name/value pairs like in the already existing `optim`-option in the form of `posterior_sampler_options = (NAME, VALUE,...)`.
It should map into a string `options_.posterior_sampler_options.sampling_opt`, which can then be read out using `read_key_value_string` as we already do in `dynare_minimize_objective`.
3. The already existing but undocumented options `options_.proposal_distribution` and `options_.student_degrees_of_freedom` should now become sampler-specific subfields of the fields introduced in 1.
4.5https://git.dynare.org/Dynare/dynare/-/issues/948Potentially add interface to set parameter bounds for osr.2019-06-19T15:37:58ZJohannes PfeiferPotentially add interface to set parameter bounds for osr.In principle, there is everything in place to use constrained optimizers with osr. An example on how to use this with a user-defined optimizer wrapper is at http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6835
However, we do not provide...In principle, there is everything in place to use constrained optimizers with osr. An example on how to use this with a user-defined optimizer wrapper is at http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6835
However, we do not provide an interface to set such bounds. We should discuss if we should leave it at that (more work for users) or whether we provide functionality to automatically set the bounds (including their correct ordering in the parameter vector).
4.5Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/943Update manual on ordering of variables coming from smoother2019-06-19T15:37:58ZJohannes PfeiferUpdate manual on ordering of variables coming from smootherSee http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6020. Needs to be done after #804
See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6020. Needs to be done after #804
4.5https://git.dynare.org/Dynare/dynare/-/issues/944Fix description of Ramsey timeless perspective in manual2019-06-19T15:37:58ZJohannes PfeiferFix description of Ramsey timeless perspective in manualMichel writes:
```
I don't agree with the part on timeless perspective. Setting the initial
multiplier to its steady state value is not timeless
perspective. "Setting the initial Lagrange multipliers as if optimal
policy was started a ...Michel writes:
```
I don't agree with the part on timeless perspective. Setting the initial
multiplier to its steady state value is not timeless
perspective. "Setting the initial Lagrange multipliers as if optimal
policy was started a long time ago" would take into consideration the
value of the initial state variables.
```
4.5https://git.dynare.org/Dynare/dynare/-/issues/934Clarify notation of MS-SBVAR2019-06-19T15:37:58ZJohannes PfeiferClarify notation of MS-SBVARSection 4.18 of the manual refers to variables limke A^0, A^+ or Q. But they seem to come from a different paper than the cited Sims/Waggoner/Zha (2008). My guess is Sims/Zha (1998). See also
http://www.dynare.org/phpBB3/viewtopic.php?f...Section 4.18 of the manual refers to variables limke A^0, A^+ or Q. But they seem to come from a different paper than the cited Sims/Waggoner/Zha (2008). My guess is Sims/Zha (1998). See also
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6801&p=19671#p19671
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/887Document new optimizers...2019-06-19T15:38:00ZStéphane Adjemianstepan@adjemian.euDocument new optimizers...... And fix license.txt. See #873.
... And fix license.txt. See #873.
4.5