dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2019-12-05T15:58:38Zhttps://git.dynare.org/Dynare/dynare/-/issues/37Automatic generation of _steadystate.m file2019-12-05T15:58:38ZSébastien VillemotAutomatic generation of _steadystate.m fileThe idea is that the preprocessor would create a _steadystate.m file, using the (symbolic) initializations given in the initval block.
This would be particularly useful for estimating models for which the analytical form of the steady state is known.
The idea is that the preprocessor would create a _steadystate.m file, using the (symbolic) initializations given in the initval block.
This would be particularly useful for estimating models for which the analytical form of the steady state is known.
4.2https://git.dynare.org/Dynare/dynare/-/issues/95the "simul" option of "stoch_simul" simulates on more periods than required2019-02-08T08:31:01ZSébastien Villemotthe "simul" option of "stoch_simul" simulates on more periods than requiredThe point is that the oo_.exo_simul vector has length options_.periods+M_.maximum_lag+M_.maximum_lead (see make_ex_.m).
This makes sense in a deterministic context, but in a stochastic context there it should only be of length options_.periods.
This makes the oo_.endo_simul of length 2*M_.maximum_lag+options_.periods+M_.maximum_lead (because it adds initial conditions), while it should be of length M_.maximum_lag+options_.periods.
This is not a big issue since one can just truncate the extra periods, but this confuses some users.
The point is that the oo_.exo_simul vector has length options_.periods+M_.maximum_lag+M_.maximum_lead (see make_ex_.m).
This makes sense in a deterministic context, but in a stochastic context there it should only be of length options_.periods.
This makes the oo_.endo_simul of length 2*M_.maximum_lag+options_.periods+M_.maximum_lead (because it adds initial conditions), while it should be of length M_.maximum_lag+options_.periods.
This is not a big issue since one can just truncate the extra periods, but this confuses some users.
4.2https://git.dynare.org/Dynare/dynare/-/issues/87fix order of integration in univariate filter/smoother2014-01-22T13:21:56ZSébastien Villemotfix order of integration in univariate filter/smoother4.2https://git.dynare.org/Dynare/dynare/-/issues/131histval is broken in models with lag > 12013-09-30T09:24:22ZSébastien Villemothistval is broken in models with lag > 1initialization doesn't take auxiliary variables into account
initial matrix has wrong dimension
initialization doesn't take auxiliary variables into account
initial matrix has wrong dimension
4.2https://git.dynare.org/Dynare/dynare/-/issues/11Allow for the possibility of using the bytecode representation of the model f...2013-02-21T15:09:15ZSébastien VillemotAllow for the possibility of using the bytecode representation of the model for any task4.2https://git.dynare.org/Dynare/dynare/-/issues/21Add partial information2013-02-21T15:08:58ZSébastien VillemotAdd partial informationFor DSGE-net.
For DSGE-net.
4.2https://git.dynare.org/Dynare/dynare/-/issues/19Add tool to automatically write a stationary version of the model, given tren...2013-02-21T15:08:58ZSébastien VillemotAdd tool to automatically write a stationary version of the model, given trends supplied by userFor the IMF.
For the IMF.
4.2https://git.dynare.org/Dynare/dynare/-/issues/40Test M_.params at the top of the main functions.2013-02-21T15:08:28ZSébastien VillemotTest M_.params at the top of the main functions.simul, stoch_simul, steady, ... should display a warning when some of the parameters are not initialized (that is when some of the elements of M_.params are NaN).
simul, stoch_simul, steady, ... should display a warning when some of the parameters are not initialized (that is when some of the elements of M_.params are NaN).
4.2https://git.dynare.org/Dynare/dynare/-/issues/56Faster smoother for large models2013-02-21T15:07:53ZSébastien VillemotFaster smoother for large models4.2https://git.dynare.org/Dynare/dynare/-/issues/55Finalize the generic parallelization system2013-02-21T15:07:52ZSébastien VillemotFinalize the generic parallelization systemSee http://www.dynare.org/DynareWiki/ParallelDynare for the remain subtasks.
See http://www.dynare.org/DynareWiki/ParallelDynare for the remain subtasks.
4.2https://git.dynare.org/Dynare/dynare/-/issues/54Add hp_filter2013-02-21T15:07:52ZSébastien VillemotAdd hp_filterOnly theoretical hp filterd moments are available in the current version. We need to add a general function for hp filtering time series and call this new function when displaying simulated moements (with option hp filter).
Only theoretical hp filterd moments are available in the current version. We need to add a general function for hp filtering time series and call this new function when displaying simulated moements (with option hp filter).
4.2https://git.dynare.org/Dynare/dynare/-/issues/53Clean up and speed up simult_.m2013-02-21T15:07:52ZSébastien VillemotClean up and speed up simult_.m4.2https://git.dynare.org/Dynare/dynare/-/issues/78Problem with derivatives of power function at point zero2013-02-21T15:07:22ZSébastien VillemotProblem with derivatives of power function at point zeroThere is currently a problem with the derivatives of the power function f(x)=x^p^ at the point x=0.
The power function f(x)=x^p^ well defined for x>0 and for any p, since f(x)=e^p*ln(x)^.
The domain of definition of this function can be extended to x=0 with the following rules when p>0:
- f(0)=0
- f is differentiable k times at x=0, where k is the integer part of p, and f'^k^=0
And when p is an strictly positive integer, the function is differentiable at any order, and its derivative at zero is zero.
When p is a constant, the preprocessor computes the right value of the derivatives at x=0, using simplifications rules.
But when p is a parameter, the preprocessor will not give the right value for integer values of p.
Currently the derivation rule is applied by the preprocessor, the k-th derivative of f(x) is equal to:
p_(p-1)_..._(p-k+1)_x^p-k^
So when p is an integer, the (p+1)-th derivative computed at x=0 will give a NaN (0 times infinity), while it ought to be zero.
This problem typically arises in models with adjustment costs where the curvature (the exponent) of the cost is a integer parameter, and the cost is zero at steady state.
The solution is probably to create, in the preprocessor, a new operator called "derivative of power function at order k". This operator would output a code like that in the M-file:
dxp=deriv(x,p,k) % The k-th derivative of x^p
if abs(x) < 1e-12 && (p > 0) && (abs(p - round(p)) < 1e-12 && k >= p
dxp = 0;
else
dxp = x^(p-k);
for i=1:k-1
dxp = dxp*p;
p = p-1;
end
end
There is currently a problem with the derivatives of the power function f(x)=x^p^ at the point x=0.
The power function f(x)=x^p^ well defined for x>0 and for any p, since f(x)=e^p*ln(x)^.
The domain of definition of this function can be extended to x=0 with the following rules when p>0:
- f(0)=0
- f is differentiable k times at x=0, where k is the integer part of p, and f'^k^=0
And when p is an strictly positive integer, the function is differentiable at any order, and its derivative at zero is zero.
When p is a constant, the preprocessor computes the right value of the derivatives at x=0, using simplifications rules.
But when p is a parameter, the preprocessor will not give the right value for integer values of p.
Currently the derivation rule is applied by the preprocessor, the k-th derivative of f(x) is equal to:
p_(p-1)_..._(p-k+1)_x^p-k^
So when p is an integer, the (p+1)-th derivative computed at x=0 will give a NaN (0 times infinity), while it ought to be zero.
This problem typically arises in models with adjustment costs where the curvature (the exponent) of the cost is a integer parameter, and the cost is zero at steady state.
The solution is probably to create, in the preprocessor, a new operator called "derivative of power function at order k". This operator would output a code like that in the M-file:
dxp=deriv(x,p,k) % The k-th derivative of x^p
if abs(x) < 1e-12 && (p > 0) && (abs(p - round(p)) < 1e-12 && k >= p
dxp = 0;
else
dxp = x^(p-k);
for i=1:k-1
dxp = dxp*p;
p = p-1;
end
end
4.2https://git.dynare.org/Dynare/dynare/-/issues/75Fix command "calib" or remove it2013-02-21T15:07:22ZSébastien VillemotFix command "calib" or remove itThe "calib" command (and its associated command "calib_var") are recognized by the preprocessor, but are probably not working, and are not documented in the reference manual.
This should be fixed, or the commands be removed.
The "calib" command (and its associated command "calib_var") are recognized by the preprocessor, but are probably not working, and are not documented in the reference manual.
This should be fixed, or the commands be removed.
4.2https://git.dynare.org/Dynare/dynare/-/issues/73The macroprocessor fails when the file ends with @#endif or @#endfor without ...2013-02-21T15:07:22ZSébastien VillemotThe macroprocessor fails when the file ends with @#endif or @#endfor without a new line at the EOF4.2https://git.dynare.org/Dynare/dynare/-/issues/69Update or remove code for multithreaded DLL using OpenMP2013-02-21T15:07:21ZSébastien VillemotUpdate or remove code for multithreaded DLL using OpenMPConcerns directories:
mex/sources/threads
matlab/threads
and files:
matlab/dynare_config.m
mex/sources/build_matlab_multithread.m
Removed from 4.1 branch in r3259
Concerns directories:
mex/sources/threads
matlab/threads
and files:
matlab/dynare_config.m
mex/sources/build_matlab_multithread.m
Removed from 4.1 branch in r3259
4.2https://git.dynare.org/Dynare/dynare/-/issues/65Second order derivatives w.r.t. parameters2013-02-21T15:07:21ZSébastien VillemotSecond order derivatives w.r.t. parametersIn identification analysis, for the computation of the Jacobian of typical optimization problems like moment matching (limited information).
In identification analysis, for the computation of the Jacobian of typical optimization problems like moment matching (limited information).
4.2https://git.dynare.org/Dynare/dynare/-/issues/104Add option pruning2013-02-21T15:06:42ZSébastien VillemotAdd option pruningAdd option pruning in stoch_simul for second order simulations. The preprocessor should set options_.pruning equal to one if pruning option is used. The preprocessor should issue a warning if pruning and k_order_solver are used simultaneously (pruning is not available in dynare_simul_).
Add option pruning in stoch_simul for second order simulations. The preprocessor should set options_.pruning equal to one if pruning option is used. The preprocessor should issue a warning if pruning and k_order_solver are used simultaneously (pruning is not available in dynare_simul_).
4.2https://git.dynare.org/Dynare/dynare/-/issues/103bug in dealing with <fname>_steadystate.m functions that modify parameters2013-02-21T15:06:42ZSébastien Villemotbug in dealing with <fname>_steadystate.m functions that modify parametersThe changes to M_.params introduced in <fname>_steadystate.m functions are not taken into accounts by calling functions that obtain M_ as argument and not as global variable.
Need to add
M_.params = evalin('base','M_.params');
after each call to <fname>_steadystate.m function
The changes to M_.params introduced in <fname>_steadystate.m functions are not taken into accounts by calling functions that obtain M_ as argument and not as global variable.
Need to add
M_.params = evalin('base','M_.params');
after each call to <fname>_steadystate.m function
4.2https://git.dynare.org/Dynare/dynare/-/issues/100Add exception for degenerate beta prior.2013-02-21T15:06:42ZSébastien VillemotAdd exception for degenerate beta prior.If the declared prior expectation and standard deviation are equal to 0.5, the prior density is not defined because in this special case the parameters \alpha and \beta are zero. We should add an exception for this case.
If the declared prior expectation and standard deviation are equal to 0.5, the prior density is not defined because in this special case the parameters \alpha and \beta are zero. We should add an exception for this case.
4.2