dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2021-08-17T10:56:01Zhttps://git.dynare.org/Dynare/dynare/-/issues/1597Accept UTF-8 in .mod file2021-08-17T10:56:01ZHoutan BastaniAccept UTF-8 in .mod filehttps://git.dynare.org/Dynare/dynare/-/issues/1772Document method of moments toolbox2021-08-17T10:51:11ZSébastien VillemotDocument method of moments toolbox5.xWilli Mutschlerwilli@mutschler.euWilli Mutschlerwilli@mutschler.euhttps://git.dynare.org/Dynare/dynare/-/issues/1799Document Occbin features2021-08-17T10:25:56ZJohannes PfeiferDocument Occbin features5.xJohannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/444Document remaining options of nonlinear filters2021-08-17T10:25:22ZStéphane Adjemianstepan@adjemian.euDocument remaining options of nonlinear filtersWe need to describe and discuss all the available options in `options_.particle`. Setting options has been introduced in https://git.dynare.org/Dynare/dynare/-/merge_requests/1884. Still to do
- [x] Adjust the wiki to reflect the new way...We need to describe and discuss all the available options in `options_.particle`. Setting options has been introduced in https://git.dynare.org/Dynare/dynare/-/merge_requests/1884. Still to do
- [x] Adjust the wiki to reflect the new way of setting these options
- [x] Add information to the manual (a link to the wiki is the minimum)5.xJohannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/1763Ramsey: document potential problems with auxiliary variables for timeless per...2021-08-17T10:24:37ZJohannes PfeiferRamsey: document potential problems with auxiliary variables for timeless perspectiveSee https://forum.dynare.org/t/timing-perfect-foresight-ramsey/17157/16See https://forum.dynare.org/t/timing-perfect-foresight-ramsey/17157/165.xhttps://git.dynare.org/Dynare/dynare/-/issues/339Clarify difference between Bayesian HPDI and classical confidence bands in ma...2021-08-17T10:24:01ZJohannes PfeiferClarify difference between Bayesian HPDI and classical confidence bands in manualMention in manual that ML gives CIs and not HPDIs. More fundamentally, I am not sure whether it is a good idea to store CIs after ML in fields named HPDinf and HPDsup.Mention in manual that ML gives CIs and not HPDIs. More fundamentally, I am not sure whether it is a good idea to store CIs after ML in fields named HPDinf and HPDsup.https://git.dynare.org/Dynare/dynare/-/issues/1605Better document behavior of steady_state operator2021-08-17T10:23:21ZJohannes PfeiferBetter document behavior of steady_state operatorSee https://forum.dynare.org/t/steady-state-command-in-perfect-foresight-simulations/11632/3See https://forum.dynare.org/t/steady-state-command-in-perfect-foresight-simulations/11632/3https://git.dynare.org/Dynare/dynare/-/issues/1808Update or remove https://archives.dynare.org/DynareWiki/EquationsTags2021-08-17T10:04:38ZJohannes PfeiferUpdate or remove https://archives.dynare.org/DynareWiki/EquationsTagsThe information there seems outdated or redundant, but it is still linked from the manual.The information there seems outdated or redundant, but it is still linked from the manual.5.xhttps://git.dynare.org/Dynare/dynare/-/issues/240rewrite getPowerDeriv assignments in temporary terms2021-08-15T19:50:56ZSébastien Villemotrewrite getPowerDeriv assignments in temporary termsFrom Stephane:
In models with power functions of the form x**a (utility functions, production functions, agregation functions, quadratic costs, ...) the evaluation of the jacobian matrix (or higher order derivates) n...From Stephane:
In models with power functions of the form x**a (utility functions, production functions, agregation functions, quadratic costs, ...) the evaluation of the jacobian matrix (or higher order derivates) necessitate potentially a huge number of calls to the routine getPowerDeriv (the name of the routine is explicit enough). In my example (a real business cycle model with perfect foresight) most of the time is spent in this routine, while, if my understanding is correct, this is not necessary because x>0.
I wrote a mex file (see the new branch called mex-!GetPowerDeriv) as a replacement for the matlab routine, unfortunatly the overhead cost is so high that the use of the mex file increases the total time of execution!
In my case I resolved the issue by using option use_dll, but this is not a solution for the majority of our users (they would have to install cygwin/gcc and configure matlab/mex). So my question is: Do we really need to call this routine in all situations ? Would it not be possible to replace calls to this routine by something like:
if (abs(x)>1e-12)
tmp = ANALYTICAL_EXPRESSION_OF_THE_DERIVATIVEx,params;
else
tmp = 0;
end
https://git.dynare.org/Dynare/dynare/-/issues/312Allow User to choose Mean or Median statistics2021-08-15T19:47:20ZJohannes PfeiferAllow User to choose Mean or Median statisticsCurrently the posterior IRFs make hardcoded use of the Mean IRFs,although we also compute the median. It might be good to let the user decide. This mainly affects PosteriorIRF and PosteriorIRF_core2, but could also be relevant at other p...Currently the posterior IRFs make hardcoded use of the Mean IRFs,although we also compute the median. It might be good to let the user decide. This mainly affects PosteriorIRF and PosteriorIRF_core2, but could also be relevant at other places in the code.https://git.dynare.org/Dynare/dynare/-/issues/1400Investigate dseries problems in parallel execution2021-08-15T19:10:35ZJohannes PfeiferInvestigate dseries problems in parallel executionWhen executing the attached file, which runs the ```UseParallel``` feature of ```fmincon```, a crash results because the dseries data is transformed to a structure:
```
Warning: Element(s) of class 'dseries' do not match the current cons...When executing the attached file, which runs the ```UseParallel``` feature of ```fmincon```, a crash results because the dseries data is transformed to a structure:
```
Warning: Element(s) of class 'dseries' do not match the current constructor definition. The element(s) have been converted to structures.
> In parallel.internal.pool.deserialize (line 9)
In parallel.internal.pool.deserializeFunction (line 12)
In remoteParallelFunction (line 33)
Warning: Element(s) of class 'dates' do not match the current constructor definition. The element(s) have been converted to structures.
> In parallel.internal.pool.deserialize (line 9)
In parallel.internal.pool.deserializeFunction (line 12)
In remoteParallelFunction (line 33)
```
[SW.zip](https://github.com/DynareTeam/dynare/files/827628/SW.zip)Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1809rbc.mod: error: sq_string cannot be indexed with .2021-08-15T07:29:26Zyuri@FreeBSDrbc.mod: error: sq_string cannot be indexed with .This model fails:
```
error: sq_string cannot be indexed with .
error: called from
dyntable at line 35 column 1
driver at line 200 column 1
dynare at line 293 column 1
```
Version: 4.6.4
Octave: 6.3.0
OS: FreeBSD 13
[rbc...This model fails:
```
error: sq_string cannot be indexed with .
error: called from
dyntable at line 35 column 1
driver at line 200 column 1
dynare at line 293 column 1
```
Version: 4.6.4
Octave: 6.3.0
OS: FreeBSD 13
[rbc.mod](/uploads/626e8e116f4fa959325cddeeee600244/rbc.mod)https://git.dynare.org/Dynare/dynare/-/issues/520Weibull prior distibution2021-08-02T11:31:20ZMichelJuillardWeibull prior distibutionCMR 2013 are using a Weibull prior distribution. I suggest to add it to the list of prior used by Dynare
CMR 2013 are using a Weibull prior distribution. I suggest to add it to the list of prior used by Dynare
4.5Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/750Decide on treatment of prior truncation during estimation2021-08-02T11:28:56ZJohannes PfeiferDecide on treatment of prior truncation during estimationWe need to decide on how to proceed, see https://github.com/DynareTeam/dynare/commit/aa503abfa79145efc0840c79210e795e1b76df84
We need to decide on how to proceed, see https://github.com/DynareTeam/dynare/commit/aa503abfa79145efc0840c79210e795e1b76df84
4.5Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1792Clean up check_model.m2021-07-23T10:49:07ZJohannes PfeiferClean up check_model.mMost checks there strike me as wrong or outdated.
1. I think the preprocessor does substitutions for leads and lags of exogenous
2. `lead_lag_incidence` cannot be used to check the presence of a variable at a particular time period. We ...Most checks there strike me as wrong or outdated.
1. I think the preprocessor does substitutions for leads and lags of exogenous
2. `lead_lag_incidence` cannot be used to check the presence of a variable at a particular time period. We would need the Jacobian for that as we do in `model_diagnostics`.5.xhttps://git.dynare.org/Dynare/dynare/-/issues/1769Discuss merging dsge_simulated_theoretical_correlation and dsge_simulated_the...2021-07-22T16:25:02ZJohannes PfeiferDiscuss merging dsge_simulated_theoretical_correlation and dsge_simulated_theoretical_covariance`dsge_simulated_theoretical_covariance` sets `options_.ar = 0` before calling `th_autocovariances`. `dsge_simulated_theoretical_correlation` again calls `th_autocovariances` and therefore recomputes the variance. One call with `options_....`dsge_simulated_theoretical_covariance` sets `options_.ar = 0` before calling `th_autocovariances`. `dsge_simulated_theoretical_correlation` again calls `th_autocovariances` and therefore recomputes the variance. One call with `options_.nar` would suffice. This inefficiency is even more pronounced at higher order with `pruning` where we need to call `pruned_state_space_system`.
We should either
1. Merge the two functions.
2. Have `dsge_simulated_theoretical_covariance` compute and store everything and only use `dsge_simulated_theoretical_correlation` to fill the fields.5.xhttps://git.dynare.org/Dynare/dynare/-/issues/1173Support estimation under optimal policy2021-07-22T13:33:48ZJohannes PfeiferSupport estimation under optimal policySee http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8071See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=80715.xSébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1794Different results between Octave and Matlab for jermann98.mod2021-07-22T12:42:23ZWilli Mutschlerwilli@mutschler.euDifferent results between Octave and Matlab for jermann98.modAs noticed by @MichelJuillard: Octave and Matlab seem to deliver very different results for 3rd order simulation of jermann98.mod
[jermann98.mod](/uploads/6be3231b9be639e1bee8a4f73979f938/jermann98.mod)As noticed by @MichelJuillard: Octave and Matlab seem to deliver very different results for 3rd order simulation of jermann98.mod
[jermann98.mod](/uploads/6be3231b9be639e1bee8a4f73979f938/jermann98.mod)https://git.dynare.org/Dynare/dynare/-/issues/569Integrate OccBin2021-07-21T16:03:22ZHoutan BastaniIntegrate OccBinhttps://github.com/lucashare/occbin
https://www2.bc.edu/matteo-iacoviello/research_files/TOOLKIT_PAPER.pdfhttps://github.com/lucashare/occbin
https://www2.bc.edu/matteo-iacoviello/research_files/TOOLKIT_PAPER.pdf5.xMarco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/-/issues/1779Fix detection of Command Line Tools in macOS installer2021-06-28T19:04:06ZSébastien VillemotFix detection of Command Line Tools in macOS installerIn some circumstances (to be determined), the Dynare installer thinks that CLT are installed, while they are not. The typical error message in this case (in `install.log`) is that `git` is not in the path.
Some instances of this:
- http...In some circumstances (to be determined), the Dynare installer thinks that CLT are installed, while they are not. The typical error message in this case (in `install.log`) is that `git` is not in the path.
Some instances of this:
- https://forum.dynare.org/t/i-can-t-download-dynare-4-6-3-in-macos/17296/
- https://forum.dynare.org/t/error-while-installing-dynare-4-6-3-mac-os-big-sur/17131/
- https://forum.dynare.org/t/problem-installing-4-6-0-on-macos-catalina/15247/20 (second poster)
- https://forum.dynare.org/t/installation-problems-of-4-6-0-on-macos/15345/20 (second poster)5.xSébastien VillemotSébastien Villemot