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3402 discussions

fix to diffuse filter
by Marco Ratto 27 Sep '12

27 Sep '12

Dear All, I have just pushed a fix to the diffuse filter which I think is a bug. When estimating models with unit roots, it can happen that for some combinations of deep params line search tries to violate the Blanchard Kahn condition passing through an additional spurious unit root which cannot be killed with the available data. The error message breaks the estimation, while the optimizer can be able to move away from that boundary and converge to a local optimum. I would like to back port this to 4.3.1: do you agree? thanks a lot for your assistance best Marco -- Marco Ratto, Joint Research Centre The European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 9217 Fax: +39 0332 78 5733 marco.ratto(a)jrc.ec.europa.eu -- Marco Ratto, Joint Research Centre The European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 9217 Fax: +39 0332 78 5733 marco.ratto(a)jrc.ec.europa.eu

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Re: [DynareDev] [Dynare Git] Dynare branch, master, updated. 7c6ae272f66bebadffdf81e3761f7ecd65ba059c
by Houtan Bastani 27 Sep '12

27 Sep '12

Please note that in commit 12af7298efd33bb830c5795210b94169f1f1eef8, I set options_.datafile='' in global_initialization.m, so it will always be a field in options_. I tried fixing this throughout the code, but could have made an error. If your code depends on options_.datafile, please make sure you are correctly treating the case when the user does not pass the datafile option, both in master and 4.3 (soon to be cherry-picked over). Best, Houtan On 27 Sep 2012, at 15:33, Houtan Bastani <houtanb(a)cepremap.org> wrote: > This is an automated email from the git hooks/post-receive script. It was > generated because a ref change was pushed to the repository containing > the project "Dynare". > > The branch, master has been updated > via 7c6ae272f66bebadffdf81e3761f7ecd65ba059c (commit) > via 12af7298efd33bb830c5795210b94169f1f1eef8 (commit) > from 894b3d69f4662a1132c0f7fb50083bf982745536 (commit) > > Those revisions listed above that are new to this repository have > not appeared on any other notification email; so we list those > revisions in full, below. > > - Log ----------------------------------------------------------------- > commit 7c6ae272f66bebadffdf81e3761f7ecd65ba059c > Author: Houtan Bastani <houtan.bastani(a)ens.fr> > Date: Tue Sep 25 16:08:16 2012 +0200 > > ms-sbvar: remove field removal for file tags > > diff --git a/matlab/ms-sbvar/initialize_ms_sbvar_options.m b/matlab/ms-sbvar/initialize_ms_sbvar_options.m > index 43ea365..369cbfe 100644 > --- a/matlab/ms-sbvar/initialize_ms_sbvar_options.m > +++ b/matlab/ms-sbvar/initialize_ms_sbvar_options.m > @@ -32,15 +32,11 @@ function options_=initialize_ms_sbvar_options(M_, options_) > % MS SBVAR > % all mex functions > options_.ms.file_tag = M_.fname; > -options_.ms.create_init = 1; > options_.ms.mh_file = ''; > options_.ms.free_param_file = ''; > -if isfield(options_.ms,'simulation_file_tag') > - options_.ms = rmfield(options_.ms,'simulation_file_tag'); > -end > -if isfield(options_.ms,'output_file_tag') > - options_.ms = rmfield(options_.ms,'output_file_tag'); > -end > +options_.ms.output_file_tag = ''; > +options_.ms.simulation_file_tag = ''; > +options_.ms.create_init = 1; > % prepare ms sbvar & estimation > options_.ms.coefficients_prior_hyperparameters = [1.0 1.0 0.1 1.2 1.0 1.0]; > options_.ms.freq = 4; > diff --git a/matlab/ms-sbvar/set_file_tags.m b/matlab/ms-sbvar/set_file_tags.m > index cacd91e..6945f4c 100644 > --- a/matlab/ms-sbvar/set_file_tags.m > +++ b/matlab/ms-sbvar/set_file_tags.m > @@ -11,7 +11,7 @@ function [options_]=set_file_tags(options_) > % SPECIAL REQUIREMENTS > % none > > -% Copyright (C) 2011 Dynare Team > +% Copyright (C) 2011-2012 Dynare Team > % > % This file is part of Dynare. > % > @@ -28,7 +28,7 @@ function [options_]=set_file_tags(options_) > % You should have received a copy of the GNU General Public License > % along with Dynare. If not, see <http://www.gnu.org/licenses/>. > > -if ~isfield(options_.ms,'output_file_tag') > +if isempty(options_.ms.output_file_tag) > options_.ms.output_file_tag = options_.ms.file_tag; > end > end > diff --git a/matlab/ms-sbvar/set_ms_simulation_file.m b/matlab/ms-sbvar/set_ms_simulation_file.m > index 75e815b..b65427c 100644 > --- a/matlab/ms-sbvar/set_ms_simulation_file.m > +++ b/matlab/ms-sbvar/set_ms_simulation_file.m > @@ -11,7 +11,7 @@ function options_=set_ms_simulation_file(options_) > % SPECIAL REQUIREMENTS > % none > > -% Copyright (C) 2011 Dynare Team > +% Copyright (C) 2011-2012 Dynare Team > % > % This file is part of Dynare. > % > @@ -28,7 +28,7 @@ function options_=set_ms_simulation_file(options_) > % You should have received a copy of the GNU General Public License > % along with Dynare. If not, see <http://www.gnu.org/licenses/>. > > -if ~isfield(options_.ms, 'simulation_file_tag') > +if isempty(options_.ms.simulation_file_tag) > options_.ms.simulation_file_tag = options_.ms.file_tag; > end > options_.ms.mh_file = ['simulation_' options_.ms.simulation_file_tag '.out']; > > commit 12af7298efd33bb830c5795210b94169f1f1eef8 > Author: Houtan Bastani <houtan.bastani(a)ens.fr> > Date: Tue Sep 25 15:49:59 2012 +0200 > > ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization) > > diff --git a/matlab/dynare_identification.m b/matlab/dynare_identification.m > index 7be1af6..fd9e7a5 100644 > --- a/matlab/dynare_identification.m > +++ b/matlab/dynare_identification.m > @@ -114,7 +114,7 @@ options_.Schur_vec_tol = 1.e-8; > options_.nomoments=0; > options_.analytic_derivation=1; > > -options_ = set_default_option(options_,'datafile',[]); > +options_ = set_default_option(options_,'datafile',''); > options_.mode_compute = 0; > options_.plot_priors = 0; > [dataset_,xparam1, M_, options_, oo_, estim_params_,bayestopt_]=dynare_estimation_init(M_.endo_names,fname_,1, M_, options_, oo_, estim_params_, bayestopt_); > diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m > index 03f164e..219e59a 100644 > --- a/matlab/global_initialization.m > +++ b/matlab/global_initialization.m > @@ -32,7 +32,7 @@ global oo_ M_ options_ estim_params_ bayestopt_ estimation_info ex0_ ys0_ ex_de > > estim_params_ = []; > bayestopt_ = []; > - > +options_.datafile = ''; > options_.console_mode = 0; > > options_.verbosity = 1; > diff --git a/matlab/ms-sbvar/check_datafile_years_assigned.m b/matlab/ms-sbvar/check_datafile_years_assigned.m > new file mode 100644 > index 0000000..18bd51d > --- /dev/null > +++ b/matlab/ms-sbvar/check_datafile_years_assigned.m > @@ -0,0 +1,38 @@ > +function check_datafile_years_assigned(options_) > +% function check_datafile_years_assigned(options_) > +% check that datafile, initial_year and final_year were assigned > +% > +% INPUTS > +% options_: (struct) options > +% > +% SPECIAL REQUIREMENTS > +% none > + > +% Copyright (C) 2012 Dynare Team > +% > +% This file is part of Dynare. > +% > +% Dynare is free software: you can redistribute it and/or modify > +% it under the terms of the GNU General Public License as published by > +% the Free Software Foundation, either version 3 of the License, or > +% (at your option) any later version. > +% > +% Dynare is distributed in the hope that it will be useful, > +% but WITHOUT ANY WARRANTY; without even the implied warranty of > +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the > +% GNU General Public License for more details. > +% > +% You should have received a copy of the GNU General Public License > +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. > + > +if isempty(options_.ms.initial_year) > + error('Must set initial_year option'); > +end > + > +if isempty(options_.ms.final_year) > + error('Must set final_year option'); > +end > + > +if isempty(options_.datafile) > + error('Must set datafile option'); > +end > diff --git a/matlab/ms-sbvar/initialize_ms_sbvar_options.m b/matlab/ms-sbvar/initialize_ms_sbvar_options.m > index 69da296..43ea365 100644 > --- a/matlab/ms-sbvar/initialize_ms_sbvar_options.m > +++ b/matlab/ms-sbvar/initialize_ms_sbvar_options.m > @@ -33,15 +33,11 @@ function options_=initialize_ms_sbvar_options(M_, options_) > % all mex functions > options_.ms.file_tag = M_.fname; > options_.ms.create_init = 1; > -if isfield(options_.ms,'free_param_file') > - options_.ms = rmfield(options_.ms,'free_param_file'); > -end > +options_.ms.mh_file = ''; > +options_.ms.free_param_file = ''; > if isfield(options_.ms,'simulation_file_tag') > options_.ms = rmfield(options_.ms,'simulation_file_tag'); > end > -if isfield(options_.ms,'mh_file') > - options_.ms = rmfield(options_.ms,'mh_file'); > -end > if isfield(options_.ms,'output_file_tag') > options_.ms = rmfield(options_.ms,'output_file_tag'); > end > @@ -58,15 +54,8 @@ options_.ms.alpha = 1; > options_.ms.beta = 1; > options_.ms.gsig2_lmdm = 50^2; > options_.ms.specification = 2; > -if isfield(options_.ms,'initial_year') > - options_.ms = rmfield(options_.ms,'initial_year'); > -end > -if isfield(options_.ms,'final_year') > - options_.ms = rmfield(options_.ms,'final_year'); > -end > -if isfield(options_,'datafile') > - options_ = rmfield(options_,'datafile'); > -end > +options_.ms.initial_year = ''; > +options_.ms.final_year = ''; > % estimation > options_.ms.convergence_starting_value = 1e-3; > options_.ms.convergence_ending_value = 1e-6; > diff --git a/matlab/ms-sbvar/ms_sbvar_setup.m b/matlab/ms-sbvar/ms_sbvar_setup.m > index 183469a..55a2182 100644 > --- a/matlab/ms-sbvar/ms_sbvar_setup.m > +++ b/matlab/ms-sbvar/ms_sbvar_setup.m > @@ -11,7 +11,7 @@ function ms_sbvar_setup(options_) > % SPECIAL REQUIREMENTS > % none > > -% Copyright (C) 2003-2011 Dynare Team > +% Copyright (C) 2003-2012 Dynare Team > % > % This file is part of Dynare. > % > @@ -28,18 +28,7 @@ function ms_sbvar_setup(options_) > % You should have received a copy of the GNU General Public License > % along with Dynare. If not, see <http://www.gnu.org/licenses/>. > > -if ~isfield(options_.ms,'initial_year') > - error('Must set initial_year option'); > -end > - > -if ~isfield(options_.ms,'final_year') > - error('Must set final_year option'); > -end > - > -if ~isfield(options_,'datafile') > - error('Must set datafile option'); > -end > - > +check_datafile_years_assigned(options_) > options_.data = read_variables(options_.datafile, ... > options_.varobs, [], options_.xls_sheet, options_.xls_range); > > diff --git a/matlab/ms-sbvar/sbvar.m b/matlab/ms-sbvar/sbvar.m > index 06e0086..033051a 100644 > --- a/matlab/ms-sbvar/sbvar.m > +++ b/matlab/ms-sbvar/sbvar.m > @@ -33,7 +33,7 @@ function sbvar(M, options) > % along with Dynare. If not, see <http://www.gnu.org/licenses/>. > > clean_sbvar_files(); > - > +check_datafile_years_assigned(options) > options.data = read_variables(options.datafile,options.varobs,[],options.xls_sheet,options.xls_range); > > if options.forecast == 0 > diff --git a/matlab/simul.m b/matlab/simul.m > index a34c092..30abba4 100644 > --- a/matlab/simul.m > +++ b/matlab/simul.m > @@ -65,7 +65,7 @@ if options_.periods == 0 > end > > if ~ options_.initval_file > - if ~isfield(options_,'datafile') > + if isempty(options_.datafile) > make_ex_; > make_y_; > else > diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc > index 3a3451d..a33433e 100644 > --- a/preprocessor/ComputingTasks.cc > +++ b/preprocessor/ComputingTasks.cc > @@ -979,12 +979,23 @@ void > MSSBVAREstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) > { > mod_file_struct.bvar_present = true; > + > + if (options_list.num_options.find("ms.create_init") == options_list.num_options.end()) > + if (options_list.string_options.find("datafile") == options_list.string_options.end() || > + options_list.num_options.find("ms.initial_year") == options_list.num_options.end() || > + options_list.num_options.find("ms.final_year") == options_list.num_options.end()) > + { > + cerr << "ERROR: If you do not pass no_create_init to ms_estimation, " > + << "you must pass the datafile, initial_year and end_year options." << endl; > + exit(EXIT_FAILURE); > + } > } > > void > MSSBVAREstimationStatement::writeOutput(ostream &output, const string &basename) const > { > - output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl; > + output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl > + << "options_.datafile = '';" << endl; > options_list.writeOutput(output); > output << "[options_, oo_] = ms_estimation(M_, options_, oo_);" << endl; > } > > ----------------------------------------------------------------------- > > Summary of changes: > matlab/dynare_identification.m | 2 +- > matlab/global_initialization.m | 2 +- > ...file_tags.m => check_datafile_years_assigned.m} | 22 +++++++++------ > matlab/ms-sbvar/initialize_ms_sbvar_options.m | 27 ++++--------------- > matlab/ms-sbvar/ms_sbvar_setup.m | 15 +--------- > matlab/ms-sbvar/sbvar.m | 2 +- > matlab/ms-sbvar/set_file_tags.m | 4 +- > matlab/ms-sbvar/set_ms_simulation_file.m | 4 +- > matlab/simul.m | 2 +- > preprocessor/ComputingTasks.cc | 13 +++++++++- > 10 files changed, 41 insertions(+), 52 deletions(-) > copy matlab/ms-sbvar/{set_file_tags.m => check_datafile_years_assigned.m} (63%) > > > hooks/post-receive > -- > Dynare > _______________________________________________ > Commit mailing list > Commit(a)dynare.org > https://www.dynare.org/cgi-bin/mailman/listinfo/commit >

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Re: [DynareDev] [Dynare Git] Dynare branch, master, updated. 894b3d69f4662a1132c0f7fb50083bf982745536
by Sébastien Villemot 27 Sep '12

27 Sep '12

stepan(a)cepremap.org (Stephane Adjemian) writes: > commit 894b3d69f4662a1132c0f7fb50083bf982745536 > Author: Stéphane Adjemian (Charybdis) <stephane.adjemian(a)univ-lemans.fr> > Date: Thu Sep 27 14:47:21 2012 +0200 > > Added an option to decide if dsge_likelihood should call univariate filters when the covariance matrix of > the prediction error is singular (default is yes). Should we add an interface and documentation for that option? -- Sébastien Villemot Researcher in Economics http://www.dynare.org/sebastien Phone: +33-1-40-77-84-04

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Status of testsuite in 4.3 branch
by sebastien＠dynare.org 27 Sep '12

27 Sep '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-Vymn4ZBHaF.log'.

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Status of testsuite in master branch
by sebastien＠dynare.org 27 Sep '12

27 Sep '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 189 tests PASSED out of 189 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 187 tests PASSED out of 187 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-master-check-Vu4dTVbCKw.log'.

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[Trac] #237: Document sbvar command
by Trac Dynare 26 Sep '12

26 Sep '12

#237: Document sbvar command ---------------------------+------------------------------------------------ Reporter: houtanb | Owner: michel Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ -- Ticket URL: <https://www.dynare.org/trac/ticket/237> Dynare <http://www.dynare.org> The Dynare project

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Ramsey
by Johannes Pfeifer 26 Sep '12

26 Sep '12

Dear Michel, thanks for looking into it. Judging from the number of questions regarding optimal policy, it seems we need to improve the manual. All three points you mention are not contained in the manual as far as I see it. In particular, there is a section about the steady state that states you should use initval. But I also did not know that you cannot use steady and thus thought it might be a bug. Best, Johannes -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany -----Ursprüngliche Nachricht----- Von: dev-bounces(a)dynare.org [mailto:dev-bounces@dynare.org] Im Auftrag von Michel Juillard Gesendet: Mittwoch, 26. September 2012 10:27 An: List for Dynare developers Betreff: Re: [DynareDev] Towards Dynare 4.3.1 This guy doesn't know what he is doing. - doesn't remove policy rule in the model when using ramsey_policy - using steady with ramsey_policy - it is advised not to define welfare when using ramsey_policy, but that last point is related to a new problem with ramsey_policy triggered by fixing the evaluation of rank() in first order approximation. I will have to look more in that issue. I haven't tried correcting the code of the user yet. Best Michel On 09/25/2012 06:45 PM, Johannes Pfeifer wrote: > Could someone with knowledge of Ramsey optimal policy have a look at: > > http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4094 > > This might be a bug. > > -- > Johannes Pfeifer > Haußerstr. 29 > 72076 Tübingen > Tel.: +49-(0)7071-6396184 > Mobil.: +49-(0)170-6936820 > Germany > > -----Ursprüngliche Nachricht----- > Von: dev-bounces(a)dynare.org [mailto:dev-bounces@dynare.org] Im Auftrag > von Sébastien Villemot > Gesendet: Dienstag, 25. September 2012 18:34 > An: dev(a)dynare.org > Betreff: [DynareDev] Towards Dynare 4.3.1 > > Hi, > > According to our well-established 3-month release cycle, I plan to release Dynare 4.3.1 by the end of this week or during next week. > > Please make sure that any fix that you are concerned about is included > in the 4.3 branch. On my side, I will try to investigate the > preprocessor crashes on Windows 7 (I am currently installing that OS > in a virtual machine, what a pain!) > > As usual, I will circulate a release candidate meant for testing before the actual release happens. > > -- > Sébastien Villemot > Researcher in Economics > http://www.dynare.org/sebastien > Phone: +33-1-40-77-84-04 > > _______________________________________________ > Dev mailing list > Dev(a)dynare.org > https://www.dynare.org/cgi-bin/mailman/listinfo/dev _______________________________________________ Dev mailing list Dev(a)dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev

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Status of testsuite in 4.3 branch
by sebastien＠dynare.org 26 Sep '12

26 Sep '12

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 26 Sep '12

26 Sep '12

1 0

Changing email address
by Sébastien Villemot 25 Sep '12

25 Sep '12

Hi, Just to inform you that I’ve decided to now use "sebastien(a)dynare.org" as my main email address. Please update your addressbooks accordingly. Best, -- Sébastien Villemot Researcher in Economics http://www.dynare.org/sebastien Phone: +33-1-40-77-84-04

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