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3402 discussions

Identification tests broken
by Sébastien Villemot 14 Jun '12

14 Jun '12

Hi Marco, The following two tests are currently broken in master and 4.3 (only under Octave): * identification/kim/kim2.mod * identification/as2007/as2007.mod I tracked down the problem to commit 3ff832ddccd085426eaa79fd0f29ae3e9400eac5 (using bisection). I fail to understand how this commit can break the tests. Also note that gsa/ls2003.mod randomly fails on both MATLAB and Octave. This is probably of lesser priority. Best, -- Sébastien Villemot Researcher in Economics & Debian Maintainer http://www.dynare.org/sebastien Phone: +33-1-40-77-84-04 - GPG Key: 4096R/381A7594

3 2

Status of testsuite in 4.3 branch
by Sébastien Villemot 14 Jun '12

14 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 183 tests PASSED out of 184 tests run *************************************** List of 1 tests FAILED: * gsa/ls2003.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 180 tests PASSED out of 182 tests run *************************************** List of 2 tests FAILED: * identification/kim/kim2.mod * identification/as2007/as2007.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-aafEpVoebC.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 14 Jun '12

14 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 184 tests PASSED out of 184 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 179 tests PASSED out of 182 tests run *************************************** List of 3 tests FAILED: * gsa/ls2003.mod * identification/kim/kim2.mod * identification/as2007/as2007.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-kxc4RMDGyF.log'.

1 0

Priors
by Johannes Pfeifer 13 Jun '12

13 Jun '12

1. When using a beta prior with mean 0.2 and variance 0.5 as in the attached mod-file Dynare warns that the prior has two modes. Nevertheless it continues but then is unable to compute the prior distribution (everything is NaN). Shouldnt we abort with an error message in this case? 2. The preprocessor warns that Prior distribution for parameter e_R,e_g has two modes! Would it be possible to add corr before e_R,e_g? -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany

2 1

set_prior.m
by Johannes Pfeifer 13 Jun '12

13 Jun '12

Could someone have a look at the lines for setting the priors for correlation in set_prior.m (occurring in at least two places): ub = [ub; max(min(estim_params_.corrx(:,5),1),-1)]; lb = [lb; max(min(estim_params_.corrx(:,4),1),-1)]; In case estim_params_.corrx(:,4) is NaN, the lower bound defaults to +1 instead of -1. My conjecture is it should be lb = [lb; max(min(estim_params_.corrx(:,4),-1),-1)]; -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany

2 3

estimation with analytic scores and hessian
by Marco Ratto 13 Jun '12

13 Jun '12

Dear Friends, I just completed the first tests with estimation of DYNARE with analytic scores and hessian and everything seems to work. I have implemented it so far for stationary models both for univariate and multivariate KF. Before committing the changes, I would like to anticipate you some decisions I took: I particular I had to change the list of output of dsge_likelihood (and similarly for consistency of dsgevar_likelihood). We had discussed this a bit some time ago and I envisaged the possibility to keep the current list simply changing the type of output LIK = scalar for numerical derivs LIK= cell = {LIK, GRAD, HESS} Stephan in particular supported this last option. However, the standard form of objective functions in matlab is [fval, grad, hess] = func( ... ) and this form would allow, for example, a direct use of mode_compute=1 or 3. This means I have adapted all fval calls, e.g. in csminwel1, so that now the exit_flag is 4th output of dsge_likelihood. This will also allow to use Sims optimizer with analytic derivatives The same for mode_compute=5. By the way, this will also allow to eliminate the annoying dsge_likelihood_hh. I have also thought of a way to adapt mode_compute=5 for dsge-var as well. what do you think? best Marco -- Marco Ratto, Joint Research Centre The European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 5639 Fax: +39 0332 78 5733 marco.ratto(a)jrc.ec.europa.eu

5 8

Status of testsuite in 4.3 branch
by Sébastien Villemot 13 Jun '12

13 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 184 tests PASSED out of 184 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 182 tests PASSED out of 182 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-FzVjFV5pxf.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 13 Jun '12

13 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 183 tests PASSED out of 184 tests run *************************************** List of 1 tests FAILED: * gsa/ls2003.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 182 tests PASSED out of 182 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-ogcdV9Fs5o.log'.

1 0

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

12 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 184 tests PASSED out of 184 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 182 tests PASSED out of 182 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-bVrouLpLxh.log'.

1 0

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

12 Jun '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 148 tests PASSED out of 148 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-O2B1TlZ7j0.log'.

1 0

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