Dev September 2010

dev@dynare.org

8 participants
72 discussions

[Trac] #38: Create an entry point in bytecode interpreter for use by k-order DLL
by Trac Dynare 06 Jun '12

06 Jun '12

#38: Create an entry point in bytecode interpreter for use by k-order DLL --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- First, support for k-order derivatives computation needs to be added to the preprocessor. Second, a storage mechanism for these needs to be added in the bytecode generation. Third, the bytecode interpreter should provide two C functions: * one for retrieving the number of non-zero elements (NNZE) in the k-order derivative (accross all equations) * one which would pass on the derivatives to the caller. Its arguments would be: * the order of derivation (k) * a (double*) vector, allocated by the caller, of length the NNZE * a (int*) matrix, of size NNZE times (k+1): the first column is the equation number, the others are the variables indices (ordered in non- decreasing order: the symmetric elements are not duplicated) -- Ticket URL: <https://www.dynare.org/trac/ticket/38> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #79: Some Dynare++ tests fail
by Trac Dynare 06 Jun '12

06 Jun '12

#79: Some Dynare++ tests fail -----------------------+---------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: minor | Milestone: Component: Dynare++ | Version: 4.1.0 Keywords: | -----------------------+---------------------------------------------------- Some unit tests of Dynare++ fail: * in the integ library * in the kord library Moreover, the kord tests take a VERY long time. We need to check with Ondra how to fix these tests. -- Ticket URL: <https://www.dynare.org/trac/ticket/79> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #135: Improve display of decision rules with EXPECTATION operator
by Trac Dynare 06 Jun '12

06 Jun '12

#135: Improve display of decision rules with EXPECTATION operator --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: enhancement | Status: new Priority: minor | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Currently, if the user inputs EXPECTATION(-1)(some_expr) in her model, then a new aux variable is created, and this var is a state var, which appears in the decision rules as EXPECTATION(-1)(...) (with the dots instead of the expression). This is not very informative. Displaying the full expression would require to add a new writeOutput method in the preprocessor. And for something like EXPECTATION(-2)(some_expr), it is even worse, because there are 2 aux vars: one for the operator, and the second one which appears when removing lags of 2. It is the latter which appears in stoch_simul. Fixing this requires to fix the orig_endo field of M_.aux_vars in that case. -- Ticket URL: <https://www.dynare.org/trac/ticket/135> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #86: check matrix power used in forecast
by Trac Dynare 06 Jun '12

06 Jun '12

#86: check matrix power used in forecast --------------------------+------------------------------------------------- Reporter: michel | Owner: Type: enhancement | Status: new Priority: minor | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- 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 -- Ticket URL: <https://www.dynare.org/trac/ticket/86> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #83: persistent variables must be cleared at the beginning of a Dynare run
by Trac Dynare 06 Jun '12

06 Jun '12

#83: persistent variables must be cleared at the beginning of a Dynare run --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: bug | Status: new Priority: minor | Milestone: Component: Core M-files | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- 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. -- Ticket URL: <https://www.dynare.org/trac/ticket/83> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #112: Metropolis: add the possibility for the user to give an arbitrary matrix for the variance of the jump proposal
by Trac Dynare 06 Jun '12

06 Jun '12

#112: Metropolis: add the possibility for the user to give an arbitrary matrix for the variance of the jump proposal --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Feature suggested by Fabio Canova at the Dynare Conference 2010. -- Ticket URL: <https://www.dynare.org/trac/ticket/112> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #116: IRF: give the possibility to choose the starting point (at least at order 2 and above)
by Trac Dynare 05 Jun '12

05 Jun '12

#116: IRF: give the possibility to choose the starting point (at least at order 2 and above) --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- In particular, give the possibility to start from the stochastic steady state -- Ticket URL: <https://www.dynare.org/trac/ticket/116> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #115: IRF: add the possibility to change the size of the shocks in the computations
by Trac Dynare 05 Jun '12

05 Jun '12

#115: IRF: add the possibility to change the size of the shocks in the computations --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- At order 1, it is equivalent to changing the standard deviation of the shocks and adding the corresponding inverse transformation in the equations. But at orders 2 and above, the equivalence does not hold. -- Ticket URL: <https://www.dynare.org/trac/ticket/115> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #51: Add new command to create dynamic model file with given options, when there is no simul/stoch_simul...
by Trac Dynare 30 May '12

30 May '12

#51: Add new command to create dynamic model file with given options, when there is no simul/stoch_simul... --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/51> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #109: adapt model_steady_state for deterministic simulations
by Trac Dynare 29 May '12

29 May '12

#109: adapt model_steady_state for deterministic simulations --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- - how to call <modfile>_steadystate.m for initial or terminal values? - how to set steadystate values for exogenous variables in model_steady_state? -- Ticket URL: <https://www.dynare.org/trac/ticket/109> Dynare <http://www.dynare.org> The Dynare project

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Dev September 2010