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Status of testsuite in master branch
by Dynare Robot 07 Oct '15

07 Oct '15

62b1c85fd4638cb01435d35ed2458a538d897d2f Revert "test suite: adjust display of results appropriately depending on whether octave/matlab or both were used" Dynare failed to compile or MATLAB testsuite failed to run Dynare failed to compile or Octave testsuite failed to run A full log can be found at http://www.dynare.org/testsuite/master

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Status of testsuite in master branch
by Dynare Robot 06 Oct '15

06 Oct '15

f215e77a3e8a308d069a051c2b1c8246755cba4e Reduced execution time of tests/optimizers/fs2000_6. Dynare failed to compile or MATLAB testsuite failed to run Dynare failed to compile or Octave testsuite failed to run A full log can be found at http://www.dynare.org/testsuite/master

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Status of testsuite in master branch
by Dynare Robot 06 Oct '15

06 Oct '15

7e41cc170b64258ebf0a7b3b28e55c0610c63991 test suite: add rule for text files Dynare failed to compile or MATLAB testsuite failed to run Dynare failed to compile or Octave testsuite failed to run A full log can be found at http://www.dynare.org/testsuite/master

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Testsuite failed
by Stéphane Adjemian 05 Oct '15

05 Oct '15

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA512 Houtan, The last testsuite run failed, and I have the impression that this is related to your last commit in tests/Makefile.am (definition of check-local rule). Around the end of the log file (tmp/dynare-master-check-oo8z5umti8.log) we have: make[1]: *** No rule to make target 'run_test_matlab_output.txt', needed by 'check-local'. Stop. Best, Stéphane. - -- Stéphane Adjemian Université du Maine www.dynare.org/stepan -----BEGIN PGP SIGNATURE----- iQQcBAEBCgAGBQJWDvDMAAoJEKbUTLnGTOd7nYogAIvqf9nVYrj8EHVBvZFT/Ytd UX/p5GZY1eFCF0zm8qWodW6kKUYgiYh5ecLjPnYZyqfolk4yaigQI5TZD2DHNSo0 IoYA2+niFaqow5lCMyTOgMXkie/HMybhOQkThtBFO2hdIYNl2+2BVrkg/W3VIllj A13wBOsEQAepjnBPMzWfyMoGXtnWYHsbKYmot5Xl/Ob2cggbJY4EGEnW1kEsPN6o 7+gHGva8FP5vjAL8oGtACMaT46eKM+ISiJM8nr1S7mQC6CrIKrV+Ubc4o5otSwJx ic1q+7TDoaHDA7t4R8WMdWDoNJdT+pYDd+ICN7VzCfFBLUC0VRZdTL4E6iAw9e5s HUr7yHZEGJmM8eJUKrkR6zyysCb5aN4F2mchYtg8uiqumksAoYdrRoklF8EAAvAN BxFiL/llNn7xs1QpZKfCqUEJ+dTJzV/tsPnbFYumUUqIFZnGgv2dG//hX8LCpOCo UDVwI9sLCgnCf3C+z+fpKoDt+p5b3qHeLHXrrw0TYhpV/DauipEkd6D1SiFo4mBs HY/VCwHqjdGd0uBcygrYcPi69/Qe+jWmiohuy7MIAzsEKM+7sKbymLP77rc5rkgr Al/g92K1Fj8e9b6Hgb00enIMjQ7Q6Z5vXI5vFbFkuK6bgFpJi4esRyJ6s9wDfsDG zh9uUmA7TizLK/IVbU/ik/TLmofVGYen3f4KS9mfKwXMuxtA/ncotou0pdLWVop6 x14Mk457xQVJBD4xH0Zfx4Zuy1wYBWeryBoaXIMC7e4rwS5MNB1/UdZYL7et2B/r aN7M7ZO33QNWVRywL+GzF1VCUlSaGc56V2HABO+kd+70PBCq4+alJS6JQiJqY4D0 HJj0Gwqp7qomxBnryPZMOLG4ZTjMcg1THLJ2jHCpX1lxb7TapHgsnnCYS87wRszf wBvGoZ6u8pem0VBzbQfg40edxdN/l1XxZ5GLEIAKyM03oafqHZ/xaYxuVs05wMqz tbDj/3r3pODoPuXIRxMtsuCR+9wM4BOHSBnPVsXJdKgwidOeNjDOh0L8namKLz+m KNr5Vd2SiBEqT6VSMnEuceba7A5oNzQ8KUiWNg4v0frfwUA5FwWvmXR2GJ/49LuQ dlkGeKtGNN66VItRXXeBjGbKq7Q4ikgh9xDtDXLouI1qEzZitKEbVQ7ZldcQicMn cUUtSuRQA301FrfKcuJDcaDQ5Y5/Om0ubBIijiOxMRjpFAbyj2eDwDbTmM5YAaFF ure05Uuy8CaP3rpqka0Prc3CPULKSF12ymYytATBlG8KgTemmopSldSiJ3PkfQxB OgDzFEySZ4KX8X7aJngxzoiG6SG9W7qqHxSNsSaXGFhLAObc9IsSlQyLtBHFDGo= =okIo -----END PGP SIGNATURE-----

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k_order_pert.dll
by Johannes Pfeifer 03 Oct '15

03 Oct '15

Dear all, I would like to follow up on the discussion at the Dynare conference on computation time at higher order. As far as I understand it, we have a performance problem with estimation at higher order. Usually the Dynare preprocessor computes the symbolic derivatives once and then we access them to compute the solution. But when using k_order_pert.dll, the Dynare++ engine will preprocess the model in each call for each parameter set. Is this interpretation correct? If yes, this looks like a bottleneck we should try to avoid. Best, Johannes -- Johannes Pfeifer Friesenwall 104 50672 Köln Tel.: +49-221-29873852 Mobil.: +49-170-6936820 Germany

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Status of testsuite in master branch
by Dynare Robot 01 Oct '15

01 Oct '15

9cc96b93c0fd35914f54761c5f9ab0667ef024cd Merge pull request #1064 from JohannesPfeifer/trust_region Dynare failed to compile or MATLAB testsuite failed to run Dynare failed to compile or Octave testsuite failed to run A full log can be found at http://www.dynare.org/testsuite/master

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Re: [DynareDev] mode_compute 5
by Marco Ratto 27 Sep '15

27 Sep '15

Dear Michel, I think the code is OK without your changes, but indeed I changed the behaviour of the code w.r.t. stable version. Let me try to explain: 1) indeed the 6th input argument in newrat triggers how the hessian is computed in the final step. However, I realized that this is not the optimal way to go, so in dynare_minimize_objective this is better forced to be zero. The point is that with argument 0 (or 1) the best way to compute outer product gradient is with univarite kalman filter, since it maximizes the number of density points used in outer product. However, when as usual multivariate filter is used for estimation, this would imply to change kalman_algo from within optimizer which is not a good thing to do. So, it is best to force zero in optimization. This implies in practice no extra computation in newrat. Then, in dynare_estimation_1.m, the need for that piece of code you mention at point 2). If newratflag = 0 and univariate filter was already used, nothing is done, and no further hessian computation is performed. If multivariate filter was used, then outer product gradient is re-done using univariate algorithm. Then, it seems also OK for me to trigger there full hessian computation with mr_hessian using newratflag=2 [although I must say I never do that]. 2) as discussed in point 1), newratflag is indeed an option that triggers how the hessian in newrat is computed in place of the standard dynare one, but it needs to be used in ./matlab/dynare_estimation_1. lines 262-288 and not in ./matlab/optimization/dynare_minimize_objective.m essentially linked to univariate kalman filter use in outer product gradient 3) I think re-setting analytic_derivative can be useful for subsequent computation, in order not to change options_ w.r.t. the user had set in the estimation() command. thanks a lot best Marco -- Marco Ratto, Financial and Economic Analysis Joint Research Centre The European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 3794 Fax: +39 0332 78 5752, marco.ratto(a)jrc.ec.europa.eu <marco.ratto(a)jrc.ec.europa.eu> http://www.macfinrobods.eu/ On 9/20/2015 2:44 PM, Michel Juillard wrote: > > > Dear Marco, > > I'm trying to remove global variable objective_function_penalty_base > that is used by mode_compute 4 and 5. > > Doing that, I remarked things that I don't understand concerning > mode_compute 5 in master: > > 1) in ./matlab/optimization/dynare_minimize_objective.m, newrat() is > called on line 247 with the 6th input argument set to zero. My guess is > that it should be newflagrat, otherwise I don't understand what > newflgrat is used for. In any case, the current behavior and results > seem different from what we had in the stable version > > 2) looking at the code in > ./matlab/optimization/newrat.m, I understand that the > final value of the hessian is computed at the end of this function according to user's options. I > don't understand the reason for the code in > ./matlab/dynare_estimation_1. lines 262-288 > > 3) Is it necessary for newrat() to reset options_.analytic_derivation > and have ./matlab/dynare_estimation_1.m lines 241-242? > > My impression is that we have changed the code without fully > understanding how newrat.m is working. > > Best > > >

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Status of testsuite in master branch
by Dynare Robot 26 Sep '15

26 Sep '15

d43534d9f36f0247e2590f2c98753a7bbeaf5019 Fixed compilation of org files to html (dynare-internals.org). Dynare failed to compile or MATLAB testsuite failed to run Dynare failed to compile or Octave testsuite failed to run A full log can be found at http://www.dynare.org/testsuite/master

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Fwd: Cron <dynbot@karaba> /home/dynbot/snapshot/make-snapshot.sh >/home/dynbot/snapshot/lastlog.txt 2>&1 || echo "Snapshot build failed, see the log."
by Stéphane Adjemian 24 Sep '15

24 Sep '15

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA512 Dear all, I made a distribution upgrade on karaba today (moving from debian wheezy to jessie). This explains why the build of the snapshot failed (the testsuite will most likely fail also). Apparently, the problem is related to emacs (when we compile the org files related to the internal documentation). Best, Stéphane. - -------- Forwarded Message -------- Subject: Cron <dynbot@karaba> /home/dynbot/snapshot/make-snapshot.sh > /home/dynbot/snapshot/lastlog.txt 2>&1 || echo "Snapshot build failed, see the log." Date: Thu, 24 Sep 2015 22:27:14 +0200 (CEST) From: Cron Daemon <root(a)cepremap.org> To: dynbot(a)cepremap.org Snapshot build failed, see the log. -----BEGIN PGP SIGNATURE----- iQQcBAEBCgAGBQJWBGFqAAoJEKbUTLnGTOd7JTAf/1OdulU4eIyWZpKWAU0jPMwX DtdQNmP9LlENlJpZKlZY6843oR/qQb8zFhFGlppuqUXLrn0cQ+E1t5TwdV89ocdj QVrs3Ya0X1DmwMsJV2SqojJsAxtd3BdeFYMlyKaC2XDtEfsCIwDICaB+7SY/TW/X dg8spSZYh0fi/z2EPHLpw8CytG8cgFHvM3jJyYf8gkY4V4hBCv6Llz0JQ39/jZMs UmGpFTOkctX8RW0eHgFivyF+JpPvFKw00woWOxo5schScjWGCz6F4e1E66poQ3Xa z0lwqumMiEGDtm27MR/eRcXY12wznZY8ZWLP1YFJpvWT3gIvnEohR4Ml7619jahN Fi5HI5SDuR0qp0Fu5R3Zm8N/TT6RLSChDqka5LYRSt3Y2ubYIwGk2omvlAHCHsnn eYRYLNPCwjgrTbozFG4ejdH43kVeUb7C3QnUF2b+O3eVVpDYP6FVaTDVwJ2N5trB 8Ff3KBB4gCvhp89TRIWMErRfutJi7BQyzPMLbpICI6p3INrOV4QfQG5oAbwBUau0 B7WUFu/shUbxIVQOdhYgRkRilXb+TIteOya/GUqXFls0CNpeUvx87XXLpxB9Yppc Usf6lqwwGLJwEzXvX3d2Mdc9IFjiPTYB6Eii7FEvzTmbSZYdM6TBTi7bRTyRa/qK dLcnkH8lexY2vIyXZdb9ijBsmSRpDwZADTQNKgC+2GV0ZnZgvfOrOzIgPNOQCQfF KOfjx2sUU9VJWYhRZUcue6eHsaGCPVGZWI/sLz39f8Vgz7ushvPe8MQ98edFYHtc D7u/4bGdOjeF8OJjxKsKP6gPxXbs8Q7UCnCW2DYxqjTzCdJnXBHSwuCqosziXd4N 8JgPLEbj5lKHXFIHP022ZxXZDZWwm95WdUm5vnmX270JvAN+M9YgaHj+0JZWf7RD S6rl38wTODK5Hk8u2kANDmZilVjLSK4fkqnxupf8kDHqfkTG2O0y3OMK7yvnJ6dl cHemlnLqJUOLwjvT+lY+MbQyYdn/s4MdNj5oMhsa20/DYN2R6Lju5PNuLzTicjNd +ua1rpoFZc8KBK68cKz/kInaer9g2wGASilK10VYCIHmEai9J+gXFK7MeJ97Plvs Uy8siOoISW+WhBpIAjkDbtB7+0+Qxqn24+36VEpWQeFM0A1RjpBB8lXPvOMCbuRC 4J62warC8mlYvEJGAtJlr6uEekYd+fmagc5/fnDGhushhRB6Uvmknr564mJ+Ikf6 qHQQFHZKJ1RHfP3ikD1Zq+vsuav51vu8xZb9xVNAG4tWCNVihd/oW+ouD3SoRreD cmHFihBC3elo4zAXfob+7LsMAfs2ACPOKk0sl76nxTc2WGkG4iHkrakVHypNydQ= =lhl7 -----END PGP SIGNATURE-----

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Status of testsuite in master branch
by Dynare Robot 22 Sep '15

22 Sep '15

d7d8af34a01ce158ea06abafe87aec3dbe920454 preprocessor: remove create_timing_csv.sh (moved to testsuite.git) ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 555 | PASS: 540 | FAIL: 10 | XFAIL: 5 | XPASS: 0 | LIST OF FAILED TESTS: | * estimation/MH_recover/fs2000_recover.mod | * identification/rbc_ident/rbc_ident_varexo_only.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME_missing.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod | * ep/rbc2.mod | * ../matlab/modules/dseries/src/(a)dseries/subsasgn.m#21 | * ../matlab/modules/dseries/src/(a)dseries/subsasgn.m#22 | * ../matlab/prior_draw.m#1 | | LIST OF 10 SLOWEST TESTS: | * optimizers/fs2000_6.mod - 2261.630000 | * walsh.mod - 1119.110000 | * gsa/ls2003.mod - 865.990000 | * optimizers/fs2000_2.mod - 759.790000 | * estimation/TaRB/fs2000_tarb.mod - 298.750000 | * optimizers/fs2000_10.mod - 258.190000 | * ms-sbvar/test_ms_variances_repeated_runs.mod - 203.280000 | * conditional_forecasts/2/fs2000_est.mod - 184.530000 | * gsa/ls2003a.mod - 162.270000 | * optimal_policy/osr_example_obj_corr_non_stat_vars.mod - 138.160000 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 549 | PASS: 530 | FAIL: 14 | XFAIL: 5 | XPASS: 0 | LIST OF FAILED TESTS: | * estimation/fs2000_MCMC_jumping_covariance.mod | * estimation/MH_recover/fs2000_recover.mod | * gsa/cod_ML_morris/cod_ML_morris.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME_missing.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod | * ep/rbc2.mod | * optimizers/fs2000_7.mod | * ../matlab/lyapunov_symm.m#1 | * ../matlab/modules/dseries/src/(a)dseries/dseries.m#5 | * ../matlab/modules/dseries/src/(a)dseries/subsasgn.m#21 | * ../matlab/modules/dseries/src/(a)dseries/subsasgn.m#22 | * ../matlab/prior_draw.m#1 | | LIST OF 10 SLOWEST TESTS: | * optimizers/fs2000_6.mod - 45917.921690 | * gsa/ls2003.mod - 17213.831797 | * optimizers/fs2000_2.mod - 16979.489151 | * estimation/TaRB/fs2000_tarb.mod - 6492.473755 | * optimizers/fs2000_10.mod - 5678.338875 | * conditional_forecasts/2/fs2000_est.mod - 4223.023922 | * ms-sbvar/test_ms_variances_repeated_runs.mod - 3200.472017 | * TeX/fs2000_corr_ME.mod - 3189.907357 | * fs2000/fs2000.mod - 2915.702220 | * measurement_errors/fs2000_corr_me_ml_mcmc/fs2000_corr_ME.mod - 2758.232379 A full log can be found at http://www.dynare.org/testsuite/master

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