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dynare_estimation_init
by Johannes Pfeifer 29 Jun '12

29 Jun '12

The first part of the following passage of dynare_estimation_init.m seems to be partly redundant due to the subsequent if-clause. Or at least some results seem to be subsequently overwritten. Is this on purpose? % Define union of observed and state variables k2 = union(var_obs_index,[dr.nstatic+1:dr.nstatic+dr.npred]', 'rows'); % Set restrict_state to postion of observed + state variables in expanded state vector. oo_.dr.restrict_var_list = k2; bayestopt_.restrict_var_list = k2; % set mf0 to positions of state variables in restricted state vector for likelihood computation. [junk,bayestopt_.mf0] = ismember([dr.nstatic+1:dr.nstatic+dr.npred]',k2); % Set mf1 to positions of observed variables in restricted state vector for likelihood computation. [junk,bayestopt_.mf1] = ismember(var_obs_index,k2); % Set mf2 to positions of observed variables in expanded state vector for filtering and smoothing. bayestopt_.mf2 = var_obs_index; bayestopt_.mfys = k1; [junk,ic] = intersect(k2,nstatic+(1:npred)'); oo_.dr.restrict_columns = [ic; length(k2)+(1:nspred-npred)']; k3 = []; k3p = []; if options_.selected_variables_only for i=1:size(var_list_,1) k3 = [k3; strmatch(var_list_(i,:),M_.endo_names(dr.order_var,:), ... 'exact')]; k3p = [k3; strmatch(var_list_(i,:),M_.endo_names, ... 'exact')]; end else k3 = (1:M_.endo_nbr)'; k3p = (1:M_.endo_nbr)'; end % Define union of observed and state variables if options_.block == 1 k1 = k1'; [k2, i_posA, i_posB] = union(k1', M_.state_var', 'rows'); % Set restrict_state to postion of observed + state variables in expanded state vector. oo_.dr.restrict_var_list = [k1(i_posA) M_.state_var(sort(i_posB))]; % set mf0 to positions of state variables in restricted state vector for likelihood computation. [junk,bayestopt_.mf0] = ismember(M_.state_var',oo_.dr.restrict_var_list); % Set mf1 to positions of observed variables in restricted state vector for likelihood computation. [junk,bayestopt_.mf1] = ismember(k1,oo_.dr.restrict_var_list); % Set mf2 to positions of observed variables in expanded state vector for filtering and smoothing. bayestopt_.mf2 = var_obs_index; bayestopt_.mfys = k1; oo_.dr.restrict_columns = [size(i_posA,1)+(1:size(M_.state_var,2))]; [k2, i_posA, i_posB] = union(k3p, M_.state_var', 'rows'); bayestopt_.smoother_var_list = [k3p(i_posA); M_.state_var(sort(i_posB))']; [junk,junk,bayestopt_.smoother_saved_var_list] = intersect(k3p,bayestopt_.smoother_var_list(:)); [junk,ic] = intersect(bayestopt_.smoother_var_list,M_.state_var); bayestopt_.smoother_restrict_columns = ic; [junk,bayestopt_.smoother_mf] = ismember(k1, ... bayestopt_.smoother_var_list); else k2 = union(var_obs_index,[dr.nstatic+1:dr.nstatic+dr.npred]', 'rows'); % Set restrict_state to postion of observed + state variables in expanded state vector. oo_.dr.restrict_var_list = k2; % set mf0 to positions of state variables in restricted state vector for likelihood computation. [junk,bayestopt_.mf0] = ismember([dr.nstatic+1:dr.nstatic+dr.npred]',k2); % Set mf1 to positions of observed variables in restricted state vector for likelihood computation. [junk,bayestopt_.mf1] = ismember(var_obs_index,k2); % Set mf2 to positions of observed variables in expanded state vector for filtering and smoothing. bayestopt_.mf2 = var_obs_index; bayestopt_.mfys = k1; [junk,ic] = intersect(k2,nstatic+(1:npred)'); oo_.dr.restrict_columns = [ic; length(k2)+(1:nspred-npred)']; bayestopt_.smoother_var_list = union(k2,k3); [junk,junk,bayestopt_.smoother_saved_var_list] = intersect(k3,bayestopt_.smoother_var_list(:)); [junk,ic] = intersect(bayestopt_.smoother_var_list,nstatic+(1:npred)'); bayestopt_.smoother_restrict_columns = ic; [junk,bayestopt_.smoother_mf] = ismember(var_obs_index, ... bayestopt_.smoother_var_list); end;

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Status of testsuite in master branch
by Sébastien Villemot 29 Jun '12

29 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 186 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 184 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-6R0X8cUEJt.log'.

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Status of testsuite in 4.3 branch
by Sébastien Villemot 28 Jun '12

28 Jun '12

1 0

Status of testsuite in master branch
by Sébastien Villemot 28 Jun '12

28 Jun '12

1 0

Status of testsuite in master branch
by Sébastien Villemot 27 Jun '12

27 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 153 tests PASSED out of 186 tests run *************************************** List of 33 tests FAILED: * steady_state/walsh1_ssm_block.mod * block_bytecode/ireland.mod * deterministic_simulations/rbc_det1.mod * deterministic_simulations/rbc_det2.mod * deterministic_simulations/rbc_det3.mod * deterministic_simulations/rbc_det4.mod * deterministic_simulations/rbc_det5.mod * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 0, 7, 0) * block_bytecode/run_ls2003.m(1, 0, 8, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 7, 0) * block_bytecode/run_ls2003.m(1, 1, 8, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 153 tests PASSED out of 184 tests run *************************************** List of 31 tests FAILED: * steady_state/walsh1_ssm_block.mod * block_bytecode/ireland.mod * deterministic_simulations/rbc_det1.mod * deterministic_simulations/rbc_det2.mod * deterministic_simulations/rbc_det3.mod * deterministic_simulations/rbc_det4.mod * deterministic_simulations/rbc_det5.mod * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 0, 8, 0) * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 8, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-d8eqEjYY91.log'.

1 1

Status of testsuite in 4.3 branch
by Sébastien Villemot 27 Jun '12

27 Jun '12

1 0

Help needed
by Johannes Pfeifer 26 Jun '12

26 Jun '12

Dear all, can anyone tell me what is going in simult.m when replic>0? The different replications are written into a file fname = [M_.fname,'_simul']; but this file has no valid file ending and is - as far as I can tell - never called or used later on. Moreover, I cannot identify how the moments are computed across replications. After the last run for i=1:replic if ~isempty(M_.Sigma_e) oo_.exo_simul(:,i_exo_var) = randn(options_.periods,nxs)*chol_S; end y_ = simult_(y0,dr,oo_.exo_simul,order); % elimninating initial value y_ = y_(:,2:end); if replic > 1 fwrite(fh,y_,'float64'); end end the last simulation result y_ is saved into oo_.endo_simul which is then used by disp_moments.m to display the simulated moments. Hence, it looks to me as if only the last replication is used. What am I missing? Best, Johannes

4 5

Bug in preprocessor
by Johannes Pfeifer 26 Jun '12

26 Jun '12

Dear all, There is a bug in the preprocessor as the option "simul_replic" is translated to "replic_simul". Line 2200 should read o_simul_replic : SIMUL_REPLIC EQUAL INT_NUMBER { driver.option_num("simul_replic", $3); }; instead of o_simul_replic : SIMUL_REPLIC EQUAL INT_NUMBER { driver.option_num("replic_simul", $3); }; Best, Johannes

2 1

[Trac] #265: add @#ifndef to macroprocessor
by Trac Dynare 26 Jun '12

26 Jun '12

#265: add @#ifndef to macroprocessor --------------------------+------------------------------------------------- Reporter: houtanb | Owner: sebastien Type: enhancement | Status: new Priority: major | Milestone: 5.0 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- for gpm -- Ticket URL: <https://www.dynare.org/trac/ticket/265> Dynare <http://www.dynare.org> The Dynare project

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Status of testsuite in master branch
by Sébastien Villemot 26 Jun '12

26 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 185 tests PASSED out of 185 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 183 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-ST7Xsy4kv0.log'.

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