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[Trac] #270: Determinant computation in marginal_density.m looks sub-optimal
by Trac Dynare 12 Jul '12

12 Jul '12

#270: Determinant computation in marginal_density.m looks sub-optimal ------------------------+-------------------- Reporter: sebastien | Owner: stepan Type: bug | Status: new Priority: major | Milestone: Component: Estimation | Version: 4.3.0 Keywords: | ------------------------+-------------------- In marginal_density.m, the determinant is computed (at three places) using the det() function. This function is known to be less precise than a Cholesky-based determinant computation when the determinant is close to zero. Stéphane thinks that the Cholesky was used before, so we need to understand why this has changed, and therefore whether we can go back to the Cholesky. Issue reported by Gilles Bélanger (Ministère des Finances du Québec) -- Ticket URL: <https://www.dynare.org/trac/ticket/270> Dynare <http://www.dynare.org> The Dynare project

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Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 12 Jul '12

12 Jul '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 '/var/tmp/dynare-4.3-check-gWN1KW1qUS.log'.

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Status of testsuite in master branch
by sebastien.villemot＠ens.fr 12 Jul '12

12 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 147 tests PASSED out of 188 tests run *************************************** List of 41 tests FAILED: * discretionary_policy/dennis_1.mod * example1_varexo_det.mod * fs2000_nonstationary.mod * steady_state/multi_leads.mod * k_order_perturbation/fs2000k2_use_dll.mod * k_order_perturbation/fs2000k_1_use_dll.mod * k_order_perturbation/fs2000k2_m.mod * k_order_perturbation/fs2000k_1_m.mod * arima/mod1.mod * arima/mod1a.mod * arima/mod1b.mod * arima/mod1c.mod * arima/mod2.mod * arima/mod2a.mod * arima/mod2b.mod * arima/mod2c.mod * fs2000/fs2000c.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * AIM/fs2000_b1L1L_AIM.mod * AIM/ls2003_2L0L_AIM.mod * AIM/ls2003_2L2L_AIM.mod * dsge-var/simul_hybrid.mod * dsge-var/dsgevar_forward_calibrated_lambda.mod * dsge-var/dsgevar_forward_estimated_lambda.mod * conditional_forecasts/fs2000_cal.mod * kalman_filter_smoother/gen_data.mod * kalman_filter_smoother/algo1.mod * kalman_filter_smoother/algo2.mod * kalman_filter_smoother/algo3.mod * kalman_filter_smoother/algo4.mod * kalman_filter_smoother/algo4a.mod * kalman_filter_smoother/algo4b.mod * kalman_filter_smoother/algoH1.mod * kalman_filter_smoother/algoH2.mod * kalman_filter_smoother/algoH3.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 145 tests PASSED out of 186 tests run *************************************** List of 41 tests FAILED: * discretionary_policy/dennis_1.mod * example1_varexo_det.mod * fs2000_nonstationary.mod * steady_state/multi_leads.mod * k_order_perturbation/fs2000k2_use_dll.mod * k_order_perturbation/fs2000k_1_use_dll.mod * k_order_perturbation/fs2000k2_m.mod * k_order_perturbation/fs2000k_1_m.mod * arima/mod1.mod * arima/mod1a.mod * arima/mod1b.mod * arima/mod1c.mod * arima/mod2.mod * arima/mod2a.mod * arima/mod2b.mod * arima/mod2c.mod * fs2000/fs2000c.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * AIM/fs2000_b1L1L_AIM.mod * AIM/ls2003_2L0L_AIM.mod * AIM/ls2003_2L2L_AIM.mod * dsge-var/simul_hybrid.mod * dsge-var/dsgevar_forward_calibrated_lambda.mod * dsge-var/dsgevar_forward_estimated_lambda.mod * conditional_forecasts/fs2000_cal.mod * kalman_filter_smoother/gen_data.mod * kalman_filter_smoother/algo1.mod * kalman_filter_smoother/algo2.mod * kalman_filter_smoother/algo3.mod * kalman_filter_smoother/algo4.mod * kalman_filter_smoother/algo4a.mod * kalman_filter_smoother/algo4b.mod * kalman_filter_smoother/algoH1.mod * kalman_filter_smoother/algoH2.mod * kalman_filter_smoother/algoH3.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-o0FCvBRHnf.log'.

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Status of testsuite in master branch
by sebastien.villemot＠ens.fr 11 Jul '12

11 Jul '12

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 11 Jul '12

11 Jul '12

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 10 Jul '12

10 Jul '12

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 10 Jul '12

10 Jul '12

1 0

Status of testsuite in master branch
by Sébastien Villemot 09 Jul '12

09 Jul '12

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 09 Jul '12

09 Jul '12

1 0

Status of testsuite in 4.3 branch
by Sébastien Villemot 08 Jul '12

08 Jul '12

1 0

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