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Dynare
website
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b358ef6e
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b358ef6e
authored
Mar 18, 2021
by
Sébastien Villemot
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Release announcement for 4.6.4
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---
layout
:
posts
title
:
"
Dynare
4.6.4
Released"
date
:
2021-03-18
related
:
true
categories
:
-
new-dynare-release
tags
:
-
release notes
---
We are pleased to announce the release of Dynare 4.6.4.
This maintenance release fixes various bugs.
The Windows, macOS and source packages are already available for download at
[
the Dynare website
](
https://www.dynare.org/download/
)
.
All users are strongly encouraged to upgrade.
This release is compatible with MATLAB versions ranging from 7.9 (R2009b) to
9.
10 (R2021a), and with GNU Octave version 6.2.0 (under Windows).
Here is a list of the problems identified in version 4.6.3 and that have been
fixed in version 4.6.4:
*
Passing multiple shock values through a MATLAB/Octave vector in a
`mshocks`
block would not work
*
The
`mode_compute=12`
option was broken
*
The
`use_mh_covariance_matrix`
option was ignored
*
The
`load_mh_file`
option together with
`mh_replic=0`
would not allow
computing
`moments_varendo`
for a different list of variables
*
The
`forecast`
option was ignored when using
`mode_compute=0`
without a
mode-file to execute the smoother
*
The
`discretionary_policy`
command would crash in the presence of news shocks
*
The
`ramsey_constraints`
block would crash if the constraints contained
defined
`parameters`
*
Identification would display a wrong error message if a unit root was present
and
`diffuse_filter`
had been set
*
Particle filter estimation would crash if the initial state covariance became
singular for a draw
*
Particle filter estimation would crash if
`k_order_solver`
option was
specified with
`options_.particle.pruning`
*
The initial state covariance in particle filter estimation could be
`NaN`
when using
`nonlinear_filter_initialization=2`
despite
`options_.particles.pruning=1`
*
Output of
`smoother`
results when using particle filters would be based on
`order=1`
*
Output of
`moments_varendo`
results when using particle filters would be
based on
`order=1`
*
When decreasing the
`order`
in
`.mod`
files,
`oo_.dr`
could contain stale
results from higher orders
*
Estimation results using the particle filter at
`order=3`
would be incorrect
if the restricted state space differed from the unrestricted one
*
The
`mode_compute=102`
option (SOLVEOPT) could return with
`Inf`
instead of
the last feasible value
*
Using
`analytic_derivation`
for Bayesian estimation would result in wrong
results when the multivariate Kalman filter entered the steady state stage
*
Using
`analytic_derivation`
for maximum likelihood estimation would result in
a crash
*
When using the Bayesian smoother with
`filtered_vars`
, the field for
`Filtered_Variables_X_step_ahead`
used the length of vector instead of the
actual steps in
`filter_step_ahead`
*
`mode_compute=1,3`
crashed when
`analytic_derivation`
was specified
*
`mode_compute=1,3,102`
did only allow for post-MATLAB 2016a option names
*
The
`cova_compute=0`
option was not working with user-defined
`MCMC_jumping_covariance`
*
The
`mode_compute=1`
option was not working with
`analytic_derivation`
*
Not all commands were honouring the
`M_.dname`
folder when saving
*
LaTeX output of the simulated variance decomposition for observables with
measurement error could have a wrong variable label
As a reminder, the list of new features introduced in versions 4.6.x can be
found in the
[
release notes for
4.6.0
](
https://www.dynare.org/new-dynare-release/dynare-4.6.0-released/
)
.
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