dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2014-01-30T16:58:08Zhttps://git.dynare.org/Dynare/dynare/-/issues/286Add treatment of missing values to manual2014-01-30T16:58:08ZSébastien VillemotAdd treatment of missing values to manualCurrently, there is no information in the manual on how missing data values are treated. See also [http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4178]
Currently, there is no information in the manual on how missing data values are treated. See also [http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4178]
4.5Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/288Expand information stored about model variables in preprocessor2016-06-10T12:45:14ZSébastien VillemotExpand information stored about model variables in preprocessorFrom Michel:
In the preprocessor, we need the full analysis of the dynamic structure of the model. Lists of lagged variables, forward variables, variables that are both lagged and forward, static variables.
Currently, this analysis is ...From Michel:
In the preprocessor, we need the full analysis of the dynamic structure of the model. Lists of lagged variables, forward variables, variables that are both lagged and forward, static variables.
Currently, this analysis is done in `set_state_space.m` except when `block` option is used, then @FerhatMihoubi does it in the preprocessor.
We need to think about the structure in which to store this information, so it requires a little planning.
The goal is to remove `set_state_space.m`.
4.5https://git.dynare.org/Dynare/dynare/-/issues/289make -j doesn't work in clean work directory2013-02-21T14:54:09ZSébastien Villemotmake -j doesn't work in clean work directoryfor make -j to work for dynare++, it is necessary to check that the code files and headers are ctangle BEFORE being used in compilation
for make -j to work for dynare++, it is necessary to check that the code files and headers are ctangle BEFORE being used in compilation
https://git.dynare.org/Dynare/dynare/-/issues/284check values returned by likelihood functions and their use in calling functions2015-05-09T12:27:03ZSébastien Villemotcheck values returned by likelihood functions and their use in calling functionscheck value of fval when returned by DsgeVarLikelihood.m and non_linear_dsge_likelihood.m.
Check the use of fval and exit_flag in the functions calling dsge_likelihood.m, DsgeVarLikelihood.m and non_linear_dsge_likelihood.m
check value of fval when returned by DsgeVarLikelihood.m and non_linear_dsge_likelihood.m.
Check the use of fval and exit_flag in the functions calling dsge_likelihood.m, DsgeVarLikelihood.m and non_linear_dsge_likelihood.m
4.5https://git.dynare.org/Dynare/dynare/-/issues/282change console mode so that no figures are displayed2013-02-21T14:54:08ZSébastien Villemotchange console mode so that no figures are displayedCurrently, under console mode, Dynare does not display graphical wait bars in Matlab (see http://www.dynare.org/manual/index_9.html#Dynare-invocation ). Change this Dynare not display any figures either, the way you would expect console ...Currently, under console mode, Dynare does not display graphical wait bars in Matlab (see http://www.dynare.org/manual/index_9.html#Dynare-invocation ). Change this Dynare not display any figures either, the way you would expect console mode to work.
https://git.dynare.org/Dynare/dynare/-/issues/283In Matlab, check whether nojvm or nodisplay were passed2013-02-21T14:54:08ZSébastien VillemotIn Matlab, check whether nojvm or nodisplay were passedIf nodisplay was passed, change to console mode as default
If nojvm was passed, potentially do the same or, perhaps, don't create figures at all....
If nodisplay was passed, change to console mode as default
If nojvm was passed, potentially do the same or, perhaps, don't create figures at all....
https://git.dynare.org/Dynare/dynare/-/issues/281Fix Bug in random_walk_metropolis_hastings_core2013-02-21T14:54:08ZSébastien VillemotFix Bug in random_walk_metropolis_hastings_coreCurrently, mode_compute=0 only allows for providing a mode_file from mode_compute=6 and automatically loading optimal_mh_scale_parameter.mat from a former run of mode_compute=6.
We need to implement a more flexible version that allows fo...Currently, mode_compute=0 only allows for providing a mode_file from mode_compute=6 and automatically loading optimal_mh_scale_parameter.mat from a former run of mode_compute=6.
We need to implement a more flexible version that allows for
i) loading mode-files from other optimizers and
ii) in the case of using a mode-file from mode_compute=6 to provide a different mh_jscale than contained in the optimal_mh_scale_parameter.mat
This most probably requires changes in the preprocessor to detect if mh_jscale was specified by the user (or just set by default in global_initialization). Moreover, we need mode_compute=0 to be able to detect which optimizer created the mode-file so it knows when the file was generated by mode_compute =6 and should thus load optimal_mh_scale_parameter.mat (unless mh_jscale was explicitly specified)
Alternatively, one could force users to provide a "mh_scale_parameter_file"-option in the estimation command. In this case, Dynare will load the file if specified and otherwise use either the default or the specified mh_jscale. However, this solution would break backward-compatibility.
https://git.dynare.org/Dynare/dynare/-/issues/280Implement @#ifndef2013-02-21T14:54:08ZSébastien VillemotImplement @#ifndefhttps://git.dynare.org/Dynare/dynare/-/issues/279add --with-slicot and --with-matio options to configure2013-02-21T14:54:08ZSébastien Villemotadd --with-slicot and --with-matio options to configureAdd m4/ax_slicot.m4 and m4/ax_matio.m4 to conform with --with-gsl.
Add m4/ax_slicot.m4 and m4/ax_matio.m4 to conform with --with-gsl.
https://git.dynare.org/Dynare/dynare/-/issues/278Improve documentation of conditional_variance_decomposition and moments2013-03-19T08:33:29ZSébastien VillemotImprove documentation of conditional_variance_decomposition and moments1. The option conditional_variance_decomposition in stoch_simul only triggers the decomposition, if theoretical moments are requested, i.e. periods=0. We should add a warning in the code and in the manual
2. Even if one specifies order=2...1. The option conditional_variance_decomposition in stoch_simul only triggers the decomposition, if theoretical moments are requested, i.e. periods=0. We should add a warning in the code and in the manual
2. Even if one specifies order=2 (with periods=0), Dynare still outputs a variance_decomposition, but the decomposition is based on the first order state-space system. We should add a warning for all second order moments as the same is true for variance, correlations, and autocorrelations
4.4https://git.dynare.org/Dynare/dynare/-/issues/277mex problem with Matlab 7.1 under Windows XP2013-02-21T14:54:08ZSébastien Villemotmex problem with Matlab 7.1 under Windows XPI have received the following error message
??? Invalid MEX-file 'C:\JIJI\Dynare\4.3.0\matlab..\mex\matlab\win32-7.1-7.4\mjdgges.mexw32': La procédure spécifiée est introuvable.
Windows XP
Matlab 7.1
the same problem exists with Dynare...I have received the following error message
??? Invalid MEX-file 'C:\JIJI\Dynare\4.3.0\matlab..\mex\matlab\win32-7.1-7.4\mjdgges.mexw32': La procédure spécifiée est introuvable.
Windows XP
Matlab 7.1
the same problem exists with Dynare unstable. Dynare version 4.2.4 used to work
https://git.dynare.org/Dynare/dynare/-/issues/276Add ar-option to estimation command2013-02-21T14:54:08ZSébastien VillemotAdd ar-option to estimation commandCurrently, the ar-option is only allowed in stoch_simul. Its value then also tranfers to the computation of moments in compute_moments_varendo.m. We should explicitly implement ar in estimation. If specified, it should also trigger the m...Currently, the ar-option is only allowed in stoch_simul. Its value then also tranfers to the computation of moments in compute_moments_varendo.m. We should explicitly implement ar in estimation. If specified, it should also trigger the moments_varendo option. This avoids setting options_.ar before the estimation command. Maybe we should split options_.ar into options_.ar for stoch_simul and options_.var_endo_ar for estimation in order for one command not to affect the computations from the other one as is currently the case.
https://git.dynare.org/Dynare/dynare/-/issues/273improve the implementation of linsolve for Octave2013-02-21T14:54:08ZSébastien Villemotimprove the implementation of linsolve for OctaveCommit d32e076b77e4e8ad01d88b94b71a7c1a5763d7cd introduced a minimal implementation of linsolve for Octave. We should probably provide a better one (maybe through an Oct-file).
Commit d32e076b77e4e8ad01d88b94b71a7c1a5763d7cd introduced a minimal implementation of linsolve for Octave. We should probably provide a better one (maybe through an Oct-file).
https://git.dynare.org/Dynare/dynare/-/issues/275Fix estimation to work with both matio 1.3 and 1.52013-02-21T14:54:08ZSébastien VillemotFix estimation to work with both matio 1.3 and 1.5Some function definitions have changed in the new matio library version.
Still need to support 1.3 because Debian takes years to update its software :)
Some function definitions have changed in the new matio library version.
Still need to support 1.3 because Debian takes years to update its software :)
https://git.dynare.org/Dynare/dynare/-/issues/274On Windows, nan and inf are incorrectly translated in <filename>.m2013-02-21T14:54:08ZSébastien VillemotOn Windows, nan and inf are incorrectly translated in <filename>.mUnder Windows 7 (and possibly Windows XP, need to check), the nan and inf values are respectively printed as 1.#IND and 1.#INF in the M-files generated by the preprocessor. This obviously leads to a crash.
Under Windows 7 (and possibly Windows XP, need to check), the nan and inf values are respectively printed as 1.#IND and 1.#INF in the M-files generated by the preprocessor. This obviously leads to a crash.
https://git.dynare.org/Dynare/dynare/-/issues/272graph_format with multiple formats2013-02-21T14:55:30ZSébastien Villemotgraph_format with multiple formatsCurrently the option graph_format only allows only one format at a time to be selected.
This can be a strong limitation (assume one wants both eps for latex and fig to handle and edit plots).
We should allow multiple entries with a prep...Currently the option graph_format only allows only one format at a time to be selected.
This can be a strong limitation (assume one wants both eps for latex and fig to handle and edit plots).
We should allow multiple entries with a preprocessor syntax
graph_format =(eps,fig)
The preprocessor would define the variable in options_ as:
options_.graph_format = char('eps', 'fig' );
which would properly be handled in dyn_saveas by changing strcmp with strmatch.
https://git.dynare.org/Dynare/dynare/-/issues/271correct initialization of simulation variables2014-04-08T15:53:59ZSébastien Villemotcorrect initialization of simulation variables1) the current implementation process on the fly the initialization information provided by initval, endval and shocks, creating along the way oo_.endo_simul, oo_.exo_simul and oo_.exo_det_simul (information provided by histval is now co...1) the current implementation process on the fly the initialization information provided by initval, endval and shocks, creating along the way oo_.endo_simul, oo_.exo_simul and oo_.exo_det_simul (information provided by histval is now correctly stored in M_ before processing)
2) this implementation is prone to errors and forces users to respect a strict order of declaration. Simple checks of compliance with this order prevents users some legitimate usage such as macro loops
3) the solution is to record the initialization information in fields of M_ and to create/initialized oo_.endo_simul, oo_.exo_simul and oo_.exo_det_simul just before they are used.
4) set_shocks, make_y and make_ex should be rewritten and, for the last two, their name changed.
https://git.dynare.org/Dynare/dynare/-/issues/270Determinant computation in marginal_density.m looks sub-optimal2015-08-06T13:33:30ZSébastien VillemotDeterminant computation in marginal_density.m looks sub-optimalIn marginal_density.m, the determinant is computed (at three places) using the det() function. This function is known to be less precise than a Cholesky-based determinant computation when the determinant is close to zero.
Stéphane think...In marginal_density.m, the determinant is computed (at three places) using the det() function. This function is known to be less precise than a Cholesky-based determinant computation when the determinant is close to zero.
Stéphane thinks that the Cholesky was used before, so we need to understand why this has changed, and therefore whether we can go back to the Cholesky.
Issue reported by Gilles Bélanger (Ministère des Finances du Québec)
https://git.dynare.org/Dynare/dynare/-/issues/269add dynare_version() to the manual2013-02-21T14:55:30ZSébastien Villemotadd dynare_version() to the manualhttps://git.dynare.org/Dynare/dynare/-/issues/268In Dynare++, use libmatio instead of home-made routines for MAT files2013-02-21T14:55:30ZSébastien VillemotIn Dynare++, use libmatio instead of home-made routines for MAT files