dynare issueshttps://git.dynare.org/Dynare/dynare/issues2013-02-21T15:05:27Zhttps://git.dynare.org/Dynare/dynare/issues/109adapt model_steady_state for deterministic simulations2013-02-21T15:05:27ZSébastien Villemotadapt model_steady_state for deterministic simulations- how to call <modfile>_steadystate.m for initial or terminal values?
- how to set steadystate values for exogenous variables in model_steady_state?
- how to call <modfile>_steadystate.m for initial or terminal values?
- how to set steadystate values for exogenous variables in model_steady_state?
4.3https://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/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/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/83persistent variables must be cleared at the beginning of a Dynare run2013-02-21T15:06:40ZSébastien Villemotpersistent variables must be cleared at the beginning of a Dynare runpersistent variables in *.m files trigger hard to understand errors if the user run successively two different *.mod files with 'noclearall' option.
Whenever a function uses persistent variables, there should be an explicit initialize option and not rely on empty persistent variables as, for example, priordens.m currently does.
persistent variables in *.m files trigger hard to understand errors if the user run successively two different *.mod files with 'noclearall' option.
Whenever a function uses persistent variables, there should be an explicit initialize option and not rely on empty persistent variables as, for example, priordens.m currently does.
4.3https://git.dynare.org/Dynare/dynare/issues/84normcdf() doesn't work with k_order2013-02-21T15:06:40ZSébastien Villemotnormcdf() doesn't work with k_orderThe reason is that normcdf() is not translated into C code.
It can easily be fixed using the erf() function available from the math library.
The reason is that normcdf() is not translated into C code.
It can easily be fixed using the erf() function available from the math library.
https://git.dynare.org/Dynare/dynare/issues/99too many graphs crash Matlab2013-02-21T15:06:41ZSébastien Villemottoo many graphs crash MatlabA large number of busy graphs (34 in my example) crash Matlab r2010a under Linux 64-bit
I still need to upload the example to test it in different versions of Matlab
A large number of busy graphs (34 in my example) crash Matlab r2010a under Linux 64-bit
I still need to upload the example to test it in different versions of Matlab
4.2https://git.dynare.org/Dynare/dynare/issues/98Implement STEADY_STATE operator with USE_DLL and bytecode options2013-02-21T15:06:41ZSébastien VillemotImplement STEADY_STATE operator with USE_DLL and bytecode optionshttps://git.dynare.org/Dynare/dynare/issues/96Problem with struct2local.m2013-02-21T15:06:41ZSébastien VillemotProblem with struct2local.mThe function struct2local.m doesn't work as expected when a function exists in the path with the same name than a variable to be unpacked.
After the call to struct2local, MATLAB gives precedence to the function over the local variable.
This behavior is apparently in contradiction with the precedence rules described on:
http://www.mathworks.com/access/helpdesk/help/techdoc/matlab_prog/f10-60956.html#
However it is present on most versions of MATLAB, and should be taken as a normal behavior of MATLAB.
A possible fix is to drop the use of struct2local, and to unpack structures by hand.
The function struct2local.m doesn't work as expected when a function exists in the path with the same name than a variable to be unpacked.
After the call to struct2local, MATLAB gives precedence to the function over the local variable.
This behavior is apparently in contradiction with the precedence rules described on:
http://www.mathworks.com/access/helpdesk/help/techdoc/matlab_prog/f10-60956.html#
However it is present on most versions of MATLAB, and should be taken as a normal behavior of MATLAB.
A possible fix is to drop the use of struct2local, and to unpack structures by hand.
https://git.dynare.org/Dynare/dynare/issues/97estimation with mode_compute=6 fails under Octave2013-02-21T15:06:41ZSébastien Villemotestimation with mode_compute=6 fails under OctaveThe reason is that the code uses a graphical waitbar, which is not available under Octave.
The fix is to replace it by a text waitbar.
See the following thread:
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2531
The reason is that the code uses a graphical waitbar, which is not available under Octave.
The fix is to replace it by a text waitbar.
See the following thread:
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2531
https://git.dynare.org/Dynare/dynare/issues/94Remove obsolete code dealing with more than one lead and/or one lag2013-02-21T15:06:41ZSébastien VillemotRemove obsolete code dealing with more than one lead and/or one lagIn the resolution of stochastic models, this code is no longer necessary since the preprocessor removes any lead and lag of more than one.
But this code should be kept in the deterministic case, since the preprocessor doesn't do the transformation.
In the resolution of stochastic models, this code is no longer necessary since the preprocessor removes any lead and lag of more than one.
But this code should be kept in the deterministic case, since the preprocessor doesn't do the transformation.
4.3https://git.dynare.org/Dynare/dynare/issues/93Replace functions deprecated in MATLAB 7.10 (R2010a)2013-02-21T15:06:41ZSébastien VillemotReplace functions deprecated in MATLAB 7.10 (R2010a)Among others, the following functions are deprecated in MATLAB 7.10 (R2010a), but still work:
isstr, setstr, str2mat, strread, strvcat, textread
Every occurrence of these functions should be replaced in the M-files and in the preprocessor, for compatibility with future versions of MATLAB.
See http://www.mathworks.com/access/helpdesk/help/techdoc/rn/br_bpq8-1.html#bsdnyvb-1 for their replacements.
Among others, the following functions are deprecated in MATLAB 7.10 (R2010a), but still work:
isstr, setstr, str2mat, strread, strvcat, textread
Every occurrence of these functions should be replaced in the M-files and in the preprocessor, for compatibility with future versions of MATLAB.
See http://www.mathworks.com/access/helpdesk/help/techdoc/rn/br_bpq8-1.html#bsdnyvb-1 for their replacements.
4.2https://git.dynare.org/Dynare/dynare/issues/92Add erf() and normpdf() as primitives2013-02-21T15:06:41ZSébastien VillemotAdd erf() and normpdf() as primitives4.2https://git.dynare.org/Dynare/dynare/issues/89Add bsxfun function for old versions of matlab.2013-02-21T15:06:41ZSébastien VillemotAdd bsxfun function for old versions of matlab.Built in function bsxfun appeared in matlab version 7.4. Dynare (with matlab's version < 7.4) may crash (depending on what the user is doing) because this function is missing.
We have first to add an m file (in the missing subdirectory) doing the same job as bsxfun. This workaround will be at the cost of computing efficiency (built in bsxfun is very fast). So, if we really want to be compatible with all the versions of matlab since 7.0 (or 6.5.1 I can't remember) we have to write a mex file (it should be possible to use the source of the octave's built-in).
Built in function bsxfun appeared in matlab version 7.4. Dynare (with matlab's version < 7.4) may crash (depending on what the user is doing) because this function is missing.
We have first to add an m file (in the missing subdirectory) doing the same job as bsxfun. This workaround will be at the cost of computing efficiency (built in bsxfun is very fast). So, if we really want to be compatible with all the versions of matlab since 7.0 (or 6.5.1 I can't remember) we have to write a mex file (it should be possible to use the source of the octave's built-in).
4.2https://git.dynare.org/Dynare/dynare/issues/91Univariate smoother with missing observations needs corrections.2013-02-21T15:06:41ZSébastien VillemotUnivariate smoother with missing observations needs corrections.The last block (if nargout>7) is wrong and cause dynare to crash. Variable iF is not defined in this function (should be Fi i think). There is also a problem with the selection matrix Z.
The last block (if nargout>7) is wrong and cause dynare to crash. Variable iF is not defined in this function (should be Fi i think). There is also a problem with the selection matrix Z.
https://git.dynare.org/Dynare/dynare/issues/90Inconsistency between Brooks & Gelman convergence diagnostics and mh_drop2013-02-21T15:06:41ZSébastien VillemotInconsistency between Brooks & Gelman convergence diagnostics and mh_dropBrooks & Gelman convergence diagnostics are not always consistent with the way the posterior moments are computed. These diagnostics are built discarding half of the simulations at each step. By default the posterior moments are computed discarding half of the mcmc draws... But if the user changes the value of mh_drop, 100*mh_drop percent of the mcmc draws will be discarded when computing posterior moments, while the convergence diagnostics still discard the first half of the simulation at each step.
The fix is to replace .5 by options_.mh_drop in McMCDiagnostics_core.m
Brooks & Gelman convergence diagnostics are not always consistent with the way the posterior moments are computed. These diagnostics are built discarding half of the simulations at each step. By default the posterior moments are computed discarding half of the mcmc draws... But if the user changes the value of mh_drop, 100*mh_drop percent of the mcmc draws will be discarded when computing posterior moments, while the convergence diagnostics still discard the first half of the simulation at each step.
The fix is to replace .5 by options_.mh_drop in McMCDiagnostics_core.m
4.2https://git.dynare.org/Dynare/dynare/issues/88smoother is computed for auxiliary variables2013-02-21T15:06:41ZSébastien Villemotsmoother is computed for auxiliary variablesThe smoother is currently computed for all variables, including auxiliary variables.
The smoother should be computed only for requested variables
The smoother is currently computed for all variables, including auxiliary variables.
The smoother should be computed only for requested variables
https://git.dynare.org/Dynare/dynare/issues/86check matrix power used in forecast2013-02-21T15:06:41ZSébastien Villemotcheck matrix power used in forecasttaking large matrix power in forecast step of the Kalman smoother routines is expensive, but probably more accurate than recursive multiplications.
- investigate more accuracy issue
- factorise matrix decomposition for matrix power
taking large matrix power in forecast step of the Kalman smoother routines is expensive, but probably more accurate than recursive multiplications.
- investigate more accuracy issue
- factorise matrix decomposition for matrix power
4.3