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Sébastien Villemot
dynare
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963809c2
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963809c2
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7 months ago
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Sébastien Villemot
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Release notes for Dynare 6.2
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963809c2
Announcement for Dynare 6.2 (on 2024-09-25)
===========================================
We are pleased to announce the release of Dynare 6.2.
This maintenance release fixes various bugs.
The Windows, macOS, MATLAB online and source packages are available for
download at
[
the Dynare website
](
https://www.dynare.org/download/
)
.
This release is compatible with MATLAB versions ranging from 9.5 (R2018b) to
24.
2 (R2024b), and with GNU Octave versions ranging from 7.1.0 to 9.2.0 (NB:
the Windows package requires version 9.2.0 specifically).
Here is a list of the problems identified in version 6.1 and that have been
fixed in version 6.2:
*
The mixed complementarity problem (MCP) solver could fail or give wrong
results in some cases where there were multiple complementarity conditions
*
The
`qmc_sequence`
MEX file from the macOS package would fail to load
*
OccBin forecasts would crash in case of shocks with zero variance
*
OccBin smoother would crash if simulation did not converge
*
Computation of posterior moments could crash in large models
*
The auxiliary particle filter and the Liu & West online filter
(
`mode_compute=11`
) required the Statistics Toolbox
*
The auxiliary particle filter and the Liu & West online filter
(
`mode_compute=11`
) would not work with the
`discretionary_policy`
command
*
The
`discretionary_policy`
command would crash if there were fewer than two
exogenous variables
*
Using the
`forecast`
command with a model solved at
`order>1`
without
`varexo_det`
would return forecasts based on a first order approximation
instead of providing an error message
*
Using the
`forecast`
command with a model solved at
`order=2`
with
`varexo_det`
and
`pruning`
would return forecasts without
`pruning`
instead
of providing an error message
*
Using the
`forecast`
command with a model solved at
`order=3`
would crash
*
SMC methods could return wrong posterior results if the Parallel Toolbox was
installed
*
The Herbst-Schorfheide SMC sampler would crash at
`order>1`
*
Annualized shock decomposition would not output results if desired vintage
date did not coincide to an end-of-the-year Q4 period
*
Using
`rand_multivariate_student`
as the proposal density in the
`tailored_random_block_metropolis_hastings`
posterior sampler would return
wrong results
*
The
`onlyclearglobals`
of the
`dynare`
command was not working as intended
*
The
`det_cond_forecast`
command would crash with plans including only
expected shocks
*
Estimation could crash in some rare cases when computing the 2nd order
moments of prior or posterior distribution
*
Successive calls of the Herbst-Schorfheide SMC sampler could crash due to
some stale files being left on disk
*
The shock decomposition plot could be wrong in the presence of leads/lags on
exogenous variables, or when the steady state is squeezed
Announcement for Dynare 6.1 (on 2024-05-02)
===========================================
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