dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2013-02-21T15:05:28Zhttps://git.dynare.org/Dynare/dynare/-/issues/134Reorganize M-structures used for storing block decomposition information2013-02-21T15:05:28ZSébastien VillemotReorganize M-structures used for storing block decomposition informationSee the following page for the current state:
http://www.dynare.org/DynareWiki/GlobalVariableBD
See the following page for the current state:
http://www.dynare.org/DynareWiki/GlobalVariableBD
4.3https://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/132forecast has a bug in models with lag > 12013-02-21T15:05:28ZSébastien Villemotforecast has a bug in models with lag > 14.2https://git.dynare.org/Dynare/dynare/-/issues/130Console mode2013-02-21T15:05:28ZSébastien VillemotConsole modeAdd an option to the dynare command for the console mode. This option may be called "console", "terminal" or "term", if used options_.console_mode would be set to 1 and graphical waitbars are replaced by text waitbars. The matlab code is ready (ie one can write options_.console_mode=1; in the mod file before the estimation command), Sébastien only needs to add something in the preprocessor.
Add an option to the dynare command for the console mode. This option may be called "console", "terminal" or "term", if used options_.console_mode would be set to 1 and graphical waitbars are replaced by text waitbars. The matlab code is ready (ie one can write options_.console_mode=1; in the mod file before the estimation command), Sébastien only needs to add something in the preprocessor.
4.2https://git.dynare.org/Dynare/dynare/-/issues/129Give more explicit error messages for purely backward/forward models2013-02-21T15:05:28ZSébastien VillemotGive more explicit error messages for purely backward/forward modelsSee for example:
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2769
See for example:
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2769
https://git.dynare.org/Dynare/dynare/-/issues/126Include Dynare++'s "dynare_simul.m" in the Dynare package2013-02-21T15:05:27ZSébastien VillemotInclude Dynare++'s "dynare_simul.m" in the Dynare package4.2https://git.dynare.org/Dynare/dynare/-/issues/128Fix derivatives of STEADY_STATE operator w.r.t. parameters in dynamic model2013-02-21T15:05:28ZSébastien VillemotFix derivatives of STEADY_STATE operator w.r.t. parameters in dynamic modelThe fix is to add a new input argument to the params_deriv file, which would contain the derivatives of the steady state w.r.t. parameters (it is the responsibility of the caller to provide them).
The fix is to add a new input argument to the params_deriv file, which would contain the derivatives of the steady state w.r.t. parameters (it is the responsibility of the caller to provide them).
4.2https://git.dynare.org/Dynare/dynare/-/issues/127Output 2nd derivatives of static model when doing identification2013-02-21T15:05:27ZSébastien VillemotOutput 2nd derivatives of static model when doing identificationThis is necessary for global identification.
The code for 2nd static derivatives already exists (used for planner_objective).
This is necessary for global identification.
The code for 2nd static derivatives already exists (used for planner_objective).
4.3https://git.dynare.org/Dynare/dynare/-/issues/125fix nograph option in forecast instruction2013-02-21T15:05:27ZSébastien Villemotfix nograph option in forecast instruction4.2https://git.dynare.org/Dynare/dynare/-/issues/123add external_function to the Reference Manual2013-02-21T15:05:27ZSébastien Villemotadd external_function to the Reference Manual4.2https://git.dynare.org/Dynare/dynare/-/issues/124write additional documentation for 3rd order2013-02-21T15:05:27ZSébastien Villemotwrite additional documentation for 3rd order- mention use_dll in order option of stoch_simul in Reference Manual
- document the output variables of 3rd order (on the Wiki?)
- mention use_dll in order option of stoch_simul in Reference Manual
- document the output variables of 3rd order (on the Wiki?)
4.2https://git.dynare.org/Dynare/dynare/-/issues/122Lower and upper bounds on priors used for two purposes2015-10-10T19:29:47ZSébastien VillemotLower and upper bounds on priors used for two purposesThe p3 and p4 parameters of estimated_params are currently used for two distinct purposes:
- specifying the domain of definition of the prior (uniform, generalized beta and gamma)
- restricting the optimization for the posterior mode on a sub-domain of the definition of the prior
This double usage of the same values is confusing, and makes some cases impossible to describe in a MOD file (example: restricting the optimization on a subdomain of the interval of a uniform).
The fix is probably to distinguish these two usages in the MOD file by introducing a new syntax for restricting the optimization, and reflecting that change in the M code.
The p3 and p4 parameters of estimated_params are currently used for two distinct purposes:
- specifying the domain of definition of the prior (uniform, generalized beta and gamma)
- restricting the optimization for the posterior mode on a sub-domain of the definition of the prior
This double usage of the same values is confusing, and makes some cases impossible to describe in a MOD file (example: restricting the optimization on a subdomain of the interval of a uniform).
The fix is probably to distinguish these two usages in the MOD file by introducing a new syntax for restricting the optimization, and reflecting that change in the M code.
https://git.dynare.org/Dynare/dynare/-/issues/121Revert example MOD files in user guide to mode_compute=42013-02-21T15:05:27ZSébastien VillemotRevert example MOD files in user guide to mode_compute=4The estimation examples in the user guide are not behaving nice with mode_compute=4, because of the non-deterministic nature of estimation. Many users were confused because on some runs, the example were failing because the hessian at the mode was not definite positive.
As a quick fix, the mode_compute option was changed to 6 in 4ec5016e5fed4d51e4ac987c1e8f4bcc85f3148f and 7b59c012b992387c2cc11ab5dd5a8175051cce79.
The problem is that the examples are now a lot slower than before.
We should revert back to mode_compute=4 when #85 is fixed and we have a way to fix the seed.
The estimation examples in the user guide are not behaving nice with mode_compute=4, because of the non-deterministic nature of estimation. Many users were confused because on some runs, the example were failing because the hessian at the mode was not definite positive.
As a quick fix, the mode_compute option was changed to 6 in 4ec5016e5fed4d51e4ac987c1e8f4bcc85f3148f and 7b59c012b992387c2cc11ab5dd5a8175051cce79.
The problem is that the examples are now a lot slower than before.
We should revert back to mode_compute=4 when #85 is fixed and we have a way to fix the seed.
4.3https://git.dynare.org/Dynare/dynare/-/issues/119Add boost/math (and possibly others) to the configure script for MEX files2013-02-21T15:05:27ZSébastien VillemotAdd boost/math (and possibly others) to the configure script for MEX files4.2https://git.dynare.org/Dynare/dynare/-/issues/1201st order coefficients reported by k-order DLL are not the same than Dynare++2013-02-21T15:05:27ZSébastien Villemot1st order coefficients reported by k-order DLL are not the same than Dynare++Reproducible on a model sent by Dario Caldara.
Reproducible on a model sent by Dario Caldara.
https://git.dynare.org/Dynare/dynare/-/issues/118Build system for SWZ DLL fails under Cygwin2013-02-21T15:05:27ZSébastien VillemotBuild system for SWZ DLL fails under CygwinThe problem comes from the GSL: the package shipped with Cygwin does not link with MATLAB DLLs, which are compiled with MinGW even under Cygwin.
The solution is probably to use a GSL compiled for MinGW:
http://gnuwin32.sourceforge.net/packages/gsl.htm
The problem comes from the GSL: the package shipped with Cygwin does not link with MATLAB DLLs, which are compiled with MinGW even under Cygwin.
The solution is probably to use a GSL compiled for MinGW:
http://gnuwin32.sourceforge.net/packages/gsl.htm
4.2https://git.dynare.org/Dynare/dynare/-/issues/117IRF: document the way they are computed at order 2 and 32013-02-21T15:05:27ZSébastien VillemotIRF: document the way they are computed at order 2 and 34.3https://git.dynare.org/Dynare/dynare/-/issues/114IRF: add an option to limit the exogenous shocked in the computations2013-02-21T15:05:27ZSébastien VillemotIRF: add an option to limit the exogenous shocked in the computations4.3https://git.dynare.org/Dynare/dynare/-/issues/112Metropolis: add the possibility for the user to give an arbitrary matrix for ...2013-11-05T16:17:59ZSébastien VillemotMetropolis: add the possibility for the user to give an arbitrary matrix for the variance of the jump proposalFeature suggested by Fabio Canova at the Dynare Conference 2010.
Feature suggested by Fabio Canova at the Dynare Conference 2010.
https://git.dynare.org/Dynare/dynare/-/issues/110Implement block decomposition for stochastic models2013-02-21T15:05:27ZSébastien VillemotImplement block decomposition for stochastic modelsThis can be very useful for some models.
For example, the BoE has a model with bond prices with a horizon of 10 years ahead (i.e. 40 periods). The bond prices do not feedback into the core of the macro model, so the pricing equations are purely forward.
At order 3, Dynare is currently at pains to solve the model. The block decomposition would dramatically improve performance here.
This can be very useful for some models.
For example, the BoE has a model with bond prices with a horizon of 10 years ahead (i.e. 40 periods). The bond prices do not feedback into the core of the macro model, so the pricing equations are purely forward.
At order 3, Dynare is currently at pains to solve the model. The block decomposition would dramatically improve performance here.
4.3