#236: Add a user friendly frontend to simult_
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Reporter: sebastien | Owner:
Type: feature | Status: new
Priority: major | Milestone: 4.3
Component: General | Version:
Keywords: |
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The idea is to give an user-friendly way to perform simulations of a model
using custom series of shocks; this is a recurring request.
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Ticket URL: <https://www.dynare.org/trac/ticket/236>
Dynare <http://www.dynare.org>
The Dynare project
#218: Remove set_stationary_variables_list.m
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Reporter: sebastien | Owner: stepan
Type: enhancement | Status: new
Priority: minor | Milestone: 4.3
Component: Estimation | Version:
Keywords: |
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This function is basically useless now that unit_root_vars has been
removed.
It is however still called from several places.
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Ticket URL: <https://www.dynare.org/trac/ticket/218>
Dynare <http://www.dynare.org>
The Dynare project
#255: Check for consistent use of dataset_.descriptive.mean vs.
bayestopt_.mean_varobs in smoother and estimation
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Reporter: jpfeifer | Owner: stepan
Type: enhancement | Status: new
Priority: trivial | Milestone: 4.3
Component: Estimation | Version:
Keywords: |
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Currently, both structures are still present. prior_posterior_statistics.m
sets
bayestopt_.mean_varobs = dataset.descriptive.mean';
to have both. Thus, use should be made consistent and storage be confined
to one structure. As the mean of the data belongs to the dataset and not
the estimation, the dataset_ structure is better suited than bayestopt_.
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Ticket URL: <https://www.dynare.org/trac/ticket/255>
Dynare <http://www.dynare.org>
The Dynare project
#86: check matrix power used in forecast
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Reporter: michel | Owner:
Type: enhancement | Status: new
Priority: minor | Milestone:
Component: Core M-files | Version:
Keywords: |
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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
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Ticket URL: <https://www.dynare.org/trac/ticket/86>
Dynare <http://www.dynare.org>
The Dynare project
#83: persistent variables must be cleared at the beginning of a Dynare run
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Reporter: michel | Owner: michel
Type: bug | Status: new
Priority: minor | Milestone:
Component: Core M-files | Version: 4.1.0
Keywords: |
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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
#112: Metropolis: add the possibility for the user to give an arbitrary matrix
for the variance of the jump proposal
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Reporter: sebastien | Owner:
Type: feature | Status: new
Priority: major | Milestone: 4.2
Component: Core M-files | Version:
Keywords: |
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Feature suggested by Fabio Canova at the Dynare Conference 2010.
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Ticket URL: <https://www.dynare.org/trac/ticket/112>
Dynare <http://www.dynare.org>
The Dynare project
***************************************
* DYNARE TEST RESULTS *
* for make check-matlab *
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180 tests PASSED out of 181 tests run
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List of 1 tests FAILED:
* ep/rbcii.mod
***************************************
***************************************
* DYNARE TEST RESULTS *
* for make check-octave *
***************************************
178 tests PASSED out of 179 tests run
***************************************
List of 1 tests FAILED:
* ep/rbcii.mod
***************************************
A full log can be found on karaba in '/var/tmp/dynare-master-check-G6cif6L0Mt.log'.
***************************************
* 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-4.2-check-Ld89FcosEV.log'.
#164: consider using bvar provided by Zha and Waggoner instead of our own
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Reporter: houtanb | Owner:
Type: feature | Status: new
Priority: major | Milestone: 4.3
Component: Core M-files | Version:
Keywords: |
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Their code provides a superset of ours.
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Ticket URL: <https://www.dynare.org/trac/ticket/164>
Dynare <http://www.dynare.org>
The Dynare project
#184: Auxiliary variables for leads.
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Reporter: stepan | Owner: houtanb
Type: enhancement | Status: new
Priority: major | Milestone: 4.3
Component: Preprocessor | Version:
Keywords: |
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The last loop in add_auxiliary_variables is highly inefficient. The the
residuals of the static model are evaluated (many times) to compute the
the steady state levels of the auxiliary variables. But in the
preprocessing stage, the expressions of the auxiliary variables (in terms
of the endogenous variables) are known. The preprocessor should write a
routine defining the auxiliary variables as a function of the endogenous
variables. Depending on the current options, this routine may be a matlab
function, a mex or bytecode. With such a function we won't need to infer
the steady state of the auxiliaries from the residuals of the static
model...
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Ticket URL: <https://www.dynare.org/trac/ticket/184>
Dynare <http://www.dynare.org>
The Dynare project