dynare issueshttps://git.dynare.org/Dynare/dynare/issues2019-12-03T12:41:58Zhttps://git.dynare.org/Dynare/dynare/issues/263latex variable with exponent causes compilation error2019-12-03T12:41:58ZSébastien Villemotlatex variable with exponent causes compilation errorSee: http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3846
Quick fix is to require users to place brackets around latex
variables containing exponents (and probably underscores)
Complete fix is to place braces around variables with lead/lags and those variables with no lead/lag but that are followed by an exponent. In the user's case, we would output: B^problem_t-1^\rho
See: http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3846
Quick fix is to require users to place brackets around latex
variables containing exponents (and probably underscores)
Complete fix is to place braces around variables with lead/lags and those variables with no lead/lag but that are followed by an exponent. In the user's case, we would output: B^problem_t-1^\rho
4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/300Implement k-order derivatives of external functions2019-07-04T13:09:42ZSébastien VillemotImplement k-order derivatives of external functionsOtherwise order ≥ 3 fails with a cryptic preprocessor error
Otherwise order ≥ 3 fails with a cryptic preprocessor error
4.6https://git.dynare.org/Dynare/dynare/issues/444Document nonlinear filters on a wiki page2019-12-03T10:20:21ZStéphane Adjemianstepan@dynare.orgDocument nonlinear filters on a wiki pageWe need to describe and discuss all the available options in `options_.particle` (there is still no interface for these options because the set of options is not yet stable).
We need to describe and discuss all the available options in `options_.particle` (there is still no interface for these options because the set of options is not yet stable).
4.6Stéphane Adjemianstepan@dynare.orgStéphane Adjemianstepan@dynare.orghttps://git.dynare.org/Dynare/dynare/issues/1093Discuss changing options_.hp_ngrid2019-12-03T14:07:43ZJohannes Pfeifer Discuss changing options_.hp_ngridThe option `options_.hp_ngrid` is now badly named after introducing a `bandpass_filter` option. It actually governs the number of points used in the inverse Fourier transform for any filter (see #1011).
I would suggest creating a new option `ifft_points` in the options structure and the preprocessor. For backward compatibility we should keep `hp_ngrid` in the preprocesor, but have it now map into `options_.ifft_points`
The option `options_.hp_ngrid` is now badly named after introducing a `bandpass_filter` option. It actually governs the number of points used in the inverse Fourier transform for any filter (see #1011).
I would suggest creating a new option `ifft_points` in the options structure and the preprocessor. For backward compatibility we should keep `hp_ngrid` in the preprocesor, but have it now map into `options_.ifft_points`
4.6https://git.dynare.org/Dynare/dynare/issues/1173Support estimation under optimal policy2019-11-21T08:48:51ZJohannes Pfeifer Support estimation under optimal policySee http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8071
See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8071
4.6Stéphane Adjemianstepan@dynare.orgStéphane Adjemianstepan@dynare.orghttps://git.dynare.org/Dynare/dynare/issues/1308Factorize print_info and interpret_resol_info2019-12-02T13:51:14ZStéphane Adjemianstepan@dynare.orgFactorize print_info and interpret_resol_infoSee discussion [here](https://github.com/DynareTeam/dynare/commit/83bc67f0c03bcd79cbbe4c903d7e5f5d4bc11e88#commitcomment-19332156).
See discussion [here](https://github.com/DynareTeam/dynare/commit/83bc67f0c03bcd79cbbe4c903d7e5f5d4bc11e88#commitcomment-19332156).
4.6Dóra KocsisDóra Kocsishttps://git.dynare.org/Dynare/dynare/issues/1513Allow selecting proper training sample for endogenous_prior2018-09-11T15:00:44ZJohannes Pfeifer Allow selecting proper training sample for endogenous_priorCurrently, we simply use `Y=data';`, but it is straightforward to include different dataCurrently, we simply use `Y=data';`, but it is straightforward to include different data4.6https://git.dynare.org/Dynare/dynare/issues/1514Add Importance Ratio as diagnostic for checking accuracy of normal approximat...2018-09-11T15:00:44ZJohannes Pfeifer Add Importance Ratio as diagnostic for checking accuracy of normal approximation to posteriorSee e.g. Slide 32 of http://apps.eui.eu/Personal/Canova/Teachingmaterial/bayes_dsge_eui2012.pdfSee e.g. Slide 32 of http://apps.eui.eu/Personal/Canova/Teachingmaterial/bayes_dsge_eui2012.pdf4.6https://git.dynare.org/Dynare/dynare/issues/1521create class for storing/writing metropolis draws2019-10-10T08:44:37ZHoutan Bastanicreate class for storing/writing metropolis drawsIn the `while` loop of `matlab/posterior_sampler_core.m` we have an example of how draws are stored and written when a certain number of draws have been stored in memory.
Need to create a Matlab class that stores:
- a vector
- a matrix
- a structure (`dr`)
And that writes itself to disk when a certain number of vector/matrix/structures have been written and clears itself so that more draws can be stored.
This class can then be used to standardize the various ways we do this throughout the Matlab codebase.In the `while` loop of `matlab/posterior_sampler_core.m` we have an example of how draws are stored and written when a certain number of draws have been stored in memory.
Need to create a Matlab class that stores:
- a vector
- a matrix
- a structure (`dr`)
And that writes itself to disk when a certain number of vector/matrix/structures have been written and clears itself so that more draws can be stored.
This class can then be used to standardize the various ways we do this throughout the Matlab codebase.4.6https://git.dynare.org/Dynare/dynare/issues/1586Document initial_condition_decomposition and make it an official feature2019-12-06T21:33:29ZJohannes Pfeifer Document initial_condition_decomposition and make it an official featureStill missing from https://github.com/DynareTeam/dynare/pull/1421Still missing from https://github.com/DynareTeam/dynare/pull/14214.6https://git.dynare.org/Dynare/dynare/issues/1645Provide an example for ramsey_policy and osr2019-12-05T08:17:08ZSébastien VillemotProvide an example for ramsey_policy and osrTo be distributed on the website and in the `examples` subdir.
Suggested by Aurélien Poissonnier.To be distributed on the website and in the `examples` subdir.
Suggested by Aurélien Poissonnier.4.6Johannes Pfeifer Johannes Pfeifer https://git.dynare.org/Dynare/dynare/issues/1648Store info on deflator growth factor in M_ for each endo variables2019-12-03T14:53:07ZMarco RattoStore info on deflator growth factor in M_ for each endo variablesAssume we define a model with trend variables:
```
trend_var(growth_factor = exp(GYTREND0)) YTREND0;
trend_var(growth_factor = exp(GP0)) PY0;
// real variable
var (deflator=YTREND0) Y;
// price index
var (deflator=PY0) PY;
// nominal variable
var (deflator=YTREND0*PY0) YN;
```
It would be extremely useful if we had trace in `M_` of the preprocessed trends, e.g. similarly to name/long_name, there could be a cell list M_.endo_growth_factor, which would contain for the above example:
```
M_.endo_growth_factor(1) = {'exp(GYTREND0)'};
M_.endo_growth_factor(2) = {'exp(GP0)'}
M_.endo_growth_factor(3) = {'exp(GYTREND0)*exp(GP0)'};
```
for variables not trending it would be:
```
M_.endo_growth_factor(4) = {'1'};
```Assume we define a model with trend variables:
```
trend_var(growth_factor = exp(GYTREND0)) YTREND0;
trend_var(growth_factor = exp(GP0)) PY0;
// real variable
var (deflator=YTREND0) Y;
// price index
var (deflator=PY0) PY;
// nominal variable
var (deflator=YTREND0*PY0) YN;
```
It would be extremely useful if we had trace in `M_` of the preprocessed trends, e.g. similarly to name/long_name, there could be a cell list M_.endo_growth_factor, which would contain for the above example:
```
M_.endo_growth_factor(1) = {'exp(GYTREND0)'};
M_.endo_growth_factor(2) = {'exp(GP0)'}
M_.endo_growth_factor(3) = {'exp(GYTREND0)*exp(GP0)'};
```
for variables not trending it would be:
```
M_.endo_growth_factor(4) = {'1'};
```4.6Dóra KocsisDóra Kocsishttps://git.dynare.org/Dynare/dynare/issues/1650allow to associate initial conditions to shocks in shocks grouping for shock ...2019-12-03T13:29:25ZMarco Rattoallow to associate initial conditions to shocks in shocks grouping for shock decomposition plotsIt would be useful to have an interface for a command like `init2shocks`, which accepts couples of names. first an endo name, second a shock name
```
init2shocks;
endoname1 exoname1;
endoname2 exoname1;
endoname3 exoname2;
...
;
```
there can be multiple endo names for one exo, but NOT viceversa.
The preprocessor should translate this into a cell matrix as follows:
```
M_.init2shocks = {
'endoname1','exoname1';
'endoname2','exoname1';
'endoname3','exoname2';
};
```
default will be: `M_.init2shocks = {};`
Then we need a new option `init2shocks` for `plot_shock_decomposition(init2shocks)`. If it is called, the preprocessor will trigger
```
options_.plot_shock_decomp.init2shocks = M_.init2shocks;
```
otherwise it should be empty (by default).
```
options_.plot_shock_decomp.init2shocks =[];
```
with this definitions, plot_shock_decompo will attribute the initial condition effect of endo variables to the shock/shock group.It would be useful to have an interface for a command like `init2shocks`, which accepts couples of names. first an endo name, second a shock name
```
init2shocks;
endoname1 exoname1;
endoname2 exoname1;
endoname3 exoname2;
...
;
```
there can be multiple endo names for one exo, but NOT viceversa.
The preprocessor should translate this into a cell matrix as follows:
```
M_.init2shocks = {
'endoname1','exoname1';
'endoname2','exoname1';
'endoname3','exoname2';
};
```
default will be: `M_.init2shocks = {};`
Then we need a new option `init2shocks` for `plot_shock_decomposition(init2shocks)`. If it is called, the preprocessor will trigger
```
options_.plot_shock_decomp.init2shocks = M_.init2shocks;
```
otherwise it should be empty (by default).
```
options_.plot_shock_decomp.init2shocks =[];
```
with this definitions, plot_shock_decompo will attribute the initial condition effect of endo variables to the shock/shock group.4.6Marco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/issues/1656Provide documentation for the upgrading to 4.62019-11-27T09:14:52ZSébastien VillemotProvide documentation for the upgrading to 4.6Between 4.5 and 4.6, many structures in `M_`, `options_` and elsewhere which used to be character vectors are now cell arrays. Other things have changed in a backward-incompatible way.
We need to compile the list of all those structures, and document that change in the release notes.
Between 4.5 and 4.6, many structures in `M_`, `options_` and elsewhere which used to be character vectors are now cell arrays. Other things have changed in a backward-incompatible way.
We need to compile the list of all those structures, and document that change in the release notes.
4.6https://git.dynare.org/Dynare/dynare/issues/1657add shock decomposition for forecasts done after estimation2019-11-29T15:48:50ZSébastien Villemotadd shock decomposition for forecasts done after estimation@MichelJuillard has some preliminary codes.@MichelJuillard has some preliminary codes.4.6Dóra KocsisDóra Kocsishttps://git.dynare.org/Dynare/dynare/issues/1660Update documentation of dseries2019-09-26T12:37:39ZSébastien 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.4.6Stéphane Adjemianstepan@dynare.orgStéphane Adjemianstepan@dynare.orghttps://git.dynare.org/Dynare/dynare/issues/1663datafile option in perfect_foresight_setup: incomplete documentation and not ...2019-11-26T15:15:41ZMichelJuillarddatafile option in perfect_foresight_setup: incomplete documentation and not flexible enoughthe datafile option in perfect_foresight solver requires a text file without variable names, variables being order in order of VAR statement. The file name must end with ``_endo.dat``.
- [ ] make loading data for guess value more flexible
- [ ] honor INITVAL_FILE command or deprecate it
- [ ] make possible to use guess values with simul_backward-modelthe datafile option in perfect_foresight solver requires a text file without variable names, variables being order in order of VAR statement. The file name must end with ``_endo.dat``.
- [ ] make loading data for guess value more flexible
- [ ] honor INITVAL_FILE command or deprecate it
- [ ] make possible to use guess values with simul_backward-model4.6https://git.dynare.org/Dynare/dynare/issues/1666option for tolerance value in Modified Harmonic Mean estimator2019-11-22T10:29:56ZMarco Rattooption for tolerance value in Modified Harmonic Mean estimatorcurrently there is an hard-coded threshold set to 0.01 for the relative difference between the marginal likelihood computed withing the 1st and 9th deciles.
It might be helpful to allow modifying it with an explicit option, something like:
`options_.Modified_Harmonic_Mean_Tolerance`
with default 0.01currently there is an hard-coded threshold set to 0.01 for the relative difference between the marginal likelihood computed withing the 1st and 9th deciles.
It might be helpful to allow modifying it with an explicit option, something like:
`options_.Modified_Harmonic_Mean_Tolerance`
with default 0.014.6Johannes Pfeifer Johannes Pfeifer https://git.dynare.org/Dynare/dynare/issues/1667Problem with command line options passed on the first line of a `.mod` file w...2019-11-22T14:31:49ZHoutan BastaniProblem with command line options passed on the first line of a `.mod` file when they are used in dynare.mWhen command line options are passed on the first line of a `.mod` file within `// --+ options: +--`, they are parsed by the preprocessor and ignored by `dynare.m`.
This ignores the options `nopathchange`, `nopreprocessoroutput`, `onlymacro`, `onlyjson`, and `nolog`. An attempt to fix this was made with a regex for `nolog` but it is buggy (e.g. a command line argument such as `savemacro=,nolog,` would result in no Dynare log being created).When command line options are passed on the first line of a `.mod` file within `// --+ options: +--`, they are parsed by the preprocessor and ignored by `dynare.m`.
This ignores the options `nopathchange`, `nopreprocessoroutput`, `onlymacro`, `onlyjson`, and `nolog`. An attempt to fix this was made with a regex for `nolog` but it is buggy (e.g. a command line argument such as `savemacro=,nolog,` would result in no Dynare log being created).4.6https://git.dynare.org/Dynare/dynare/issues/1673Nonlinear filters at k-order2019-11-27T13:12:46ZSébastien VillemotNonlinear filters at k-orderA MEX file for iterating in the state space (based on Dynare++) is already present in the `local_state_space_iteration_k` branch.
It needs to be tested and integrated in the estimation routines.A MEX file for iterating in the state space (based on Dynare++) is already present in the `local_state_space_iteration_k` branch.
It needs to be tested and integrated in the estimation routines.4.6Stéphane Adjemianstepan@dynare.orgStéphane Adjemianstepan@dynare.org