dynare issueshttps://git.dynare.org/Dynare/dynare/issues2013-02-21T15:07:22Zhttps://git.dynare.org/Dynare/dynare/issues/74Variance decomposition gives dummy results in the presence of non-stationary ...2013-02-21T15:07:22ZSébastien VillemotVariance decomposition gives dummy results in the presence of non-stationary varsIn the attached MOD file, the variance decomposition is clearly bogus: some lines don't sum to 100% (some percentages are even negative).
The problem does not occur with Dynare 4.0.4. This is probably related to the fact that this model contains a non-stationary variable. The file th_autocovariances.m has changed between versions 4.0.4 and 4.1.0 with respect to the treatment of stationary variables.
Also note that the problem does not come from the fact that some shocks are switched off (with a zero variance) in the attached MOD file. Activating all the shocks still gives dummy results.
In the attached MOD file, the variance decomposition is clearly bogus: some lines don't sum to 100% (some percentages are even negative).
The problem does not occur with Dynare 4.0.4. This is probably related to the fact that this model contains a non-stationary variable. The file th_autocovariances.m has changed between versions 4.0.4 and 4.1.0 with respect to the treatment of stationary variables.
Also note that the problem does not come from the fact that some shocks are switched off (with a zero variance) in the attached MOD file. Activating all the shocks still gives dummy results.
https://git.dynare.org/Dynare/dynare/issues/722nd and 3rd order approximation of purely backward and forward models2016-06-10T12:51:41ZSébastien Villemot2nd and 3rd order approximation of purely backward and forward models- need to write specialized code for 2nd and 3rd order approximation of purely backward and forward models
- need to write specialized code for 2nd and 3rd order approximation of purely backward and forward models
https://git.dynare.org/Dynare/dynare/issues/70USE_DLL option affected by the timestamp directory bug of Octave 3.22013-02-21T15:07:21ZSébastien VillemotUSE_DLL option affected by the timestamp directory bug of Octave 3.24.1https://git.dynare.org/Dynare/dynare/issues/71rplot command fails on model with no lags2013-02-21T15:07:22ZSébastien Villemotrplot command fails on model with no lags4.1https://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/68Option stack_solve_algo with values 2, 3 and 4 are not working properly2013-02-21T15:07:21ZSébastien VillemotOption stack_solve_algo with values 2, 3 and 4 are not working properlySee the following files in tests/block_bytecode:
fs2000_bicgstab.mod
fs2000_gmres.mod
fs2000_optpath.mod
ramst_a.mod
In the first two files, computation succeeds but gives wrong results. In the last two files, MATLAB fails with an error.
See the following files in tests/block_bytecode:
fs2000_bicgstab.mod
fs2000_gmres.mod
fs2000_optpath.mod
ramst_a.mod
In the first two files, computation succeeds but gives wrong results. In the last two files, MATLAB fails with an error.
4.1https://git.dynare.org/Dynare/dynare/issues/66Document the fast deterministic simulations in the reference manual2013-02-21T15:07:21ZSébastien VillemotDocument the fast deterministic simulations in the reference manualAt least we should incoporate the new options described on:
http://www.dynare.org/DynareWiki/FastDeterministicSimulationAndSteadyStateComputation
At least we should incoporate the new options described on:
http://www.dynare.org/DynareWiki/FastDeterministicSimulationAndSteadyStateComputation
4.1https://git.dynare.org/Dynare/dynare/issues/67Bug in gamrnd (prior_draw)2013-02-21T15:07:21ZSébastien VillemotBug in gamrnd (prior_draw)For some types of gamma samples, like
mean=1.5 and std=0.25,
which implies a=36, b= 0.0417
the gamrnd dynare routine provides wrong values (too high), always rejected since the values are always above the upper bound.
For some types of gamma samples, like
mean=1.5 and std=0.25,
which implies a=36, b= 0.0417
the gamrnd dynare routine provides wrong values (too high), always rejected since the values are always above the upper bound.
https://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/64Fix USE_DLL option at order 22013-02-21T15:07:21ZSébastien VillemotFix USE_DLL option at order 2Currently the MEX returns a hessian made of 3 columns (sparse representation: two columns for indices, one column for values).
A call to sparse() function needs to be added in dr1.m when USE_DLL option is used. Maybe a field options_.use_dll should be added by the preprocessor to facilitate the test in dr1.m.
Currently the MEX returns a hessian made of 3 columns (sparse representation: two columns for indices, one column for values).
A call to sparse() function needs to be added in dr1.m when USE_DLL option is used. Maybe a field options_.use_dll should be added by the preprocessor to facilitate the test in dr1.m.
4.1https://git.dynare.org/Dynare/dynare/issues/63new option instrument2013-02-21T15:07:21ZSébastien Villemotnew option instrumentDocument the new option "instrument" for ramsey_policy in reference manual and write wiki page on using *_steadystate.m file with ramsey_policy
Document the new option "instrument" for ramsey_policy in reference manual and write wiki page on using *_steadystate.m file with ramsey_policy
4.3https://git.dynare.org/Dynare/dynare/issues/62error message from histval syntax2013-02-21T15:07:53ZSébastien Villemoterror message from histval syntaxif one writes wrongly
histval;
y = 1;
end;
instead of
histval;
y(0)=1;
end;
there is no error message with the line number where the error occurs
Note also that the reference manual is missleading because the (lag) doesn't appear in the syntax
if one writes wrongly
histval;
y = 1;
end;
instead of
histval;
y(0)=1;
end;
there is no error message with the line number where the error occurs
Note also that the reference manual is missleading because the (lag) doesn't appear in the syntax
https://git.dynare.org/Dynare/dynare/issues/61error message for histval syntax2013-02-21T15:07:53ZSébastien Villemoterror message for histval syntaxif one writes wrongly
histval;
y = 1;
end;
instead of
histval;
y,1;
end;
there is no error message with the line number where the error occurs
if one writes wrongly
histval;
y = 1;
end;
instead of
histval;
y,1;
end;
there is no error message with the line number where the error occurs
4.1https://git.dynare.org/Dynare/dynare/issues/60Fix memory leaks in k_order_perturbation DLL2013-02-21T15:07:53ZSébastien VillemotFix memory leaks in k_order_perturbation DLLhttps://git.dynare.org/Dynare/dynare/issues/59add errors to print_info.m2013-02-21T15:07:53ZSébastien Villemotadd errors to print_info.minfo(1) == 43 (covariance matrix of shocks is not positive definite) should be added to print_info.m
We need to check that all error numbers that can be present in info(1) are taken care of. We need to check with grep info *.m
info(1) == 43 (covariance matrix of shocks is not positive definite) should be added to print_info.m
We need to check that all error numbers that can be present in info(1) are taken care of. We need to check with grep info *.m
4.3https://git.dynare.org/Dynare/dynare/issues/58Implement constrained parameters for osr2016-05-10T15:14:03ZSébastien VillemotImplement constrained parameters for osrhttps://git.dynare.org/Dynare/dynare/issues/57Translate or remove auxiliary variables in output of commands2013-02-21T15:07:53ZSébastien VillemotTranslate or remove auxiliary variables in output of commands4.1https://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).
4.2