Hi Marco (et al)

I uploaded the compatibility and consistency changes outlined below I made to the trunk and the branch versions of:

DiffuseLikelihoodH3 DiffuseLikelihood3 DiffuseLikelihoodH3_Z DiffuseLikelihood3_Z DiffuseLikelihoodH3corr DsgeLikelihood_hh

I also added lik to the output of both instances of DiffuseLikelihoodH3corr.m as it seem needed by DsgeLikelihood_hh.m and, removed the incompatible .5* in front of "lik" in the both instances of DsgeLikelihood_hh.m, i.e. llik=[-lnprior; lik(start:end)] instead llik=[-lnprior; .5*lik(start:end)]

I did not however correct the call to the non-existent DiffuseLikelihoodH3corr_Z in the latest, trunk, version of DsgeLikelihood_hh.m as I am not yet fully sure of the intention.

If the older versions need to be reinstated, that can be done from SVN archive (and I have kept copies too).

Let me know if that is OK.

Best regards

George

----- Original Message ----- From: "G. Perendia" george@perendia.orangehome.co.uk To: "List for Dynare developers" dev@dynare.org Sent: Wednesday, July 08, 2009 2:30 PM Subject: Re: [DynareDev] DiffuseLikelihod kalman routines

Hi All (and Marco!)

1. I made and committed the changes to both the trunk and the branch

versions of DiffuseLikelihood1, H1, 1_Z and H1_Z.m routines and released locked routines earlier today.

2. However, things are never so simple and the resulting chain reaction /

snowball goes on:

Looking at the other DiffuseLikelihood* functions called within DsgeLikilihood_hh that initially did not need the bug fix:

DiffuseLikelihoodH3_Z DiffuseLikelihood3_Z DiffuseLikelihoodH3corr_Z

The first two use inherently correct but in the context of

DsgeLikilihood_hh

incompatible calculation of the lik array which contains all log(2*pi) in the last (sample+1) element i.e. lik(smpl+1) = smpl*pp*log(2*pi);

so that LIK :

LIK = .5*(sum(lik(start:end))-(start-1)*lik(smpl+1)/smpl);

is correctly calculated within the functions but that yields probably incorrect one for the llik returned from DsgeLikilihood_hh in its last

line:

llik=[-lnprior; .5*lik(start:end)]

I.e. it will contain too many log(2*pi) 's when start>1.

3. Also, the new kalman_filter and corrected DiffuseLikelihood ones all

have

lik = (lik + pp*log(2*pi))/2

so the lik is already multiplied with 0.5! and that is incompatible with the llik calculation in DsgeLikilihood_hh.

I guess, for consistency, I should make some of the changes to the other Diffuse functions now too, i.e. replace: lik(smpl+1) = smpl*pp*log(2*pi); with lik = (lik + pp*log(2*pi))/2 as in all other kalman_filter ones

and , in DsgeLikilihood_hh, probably replace

llik=[-lnprior; .5*lik(start:end)] with llik=[-lnprior; lik(start:end)]

This is even more urgent since the new version of kalman_filter.m, also called within DsgeLikilihood_hh, also pre- halves

lik

array!

3. The third called function does not exist in the matlab directory but

DiffuseLikelihoodH3corr.m (without "_Z") does and that has the same compatibility problem.

Hence, DsgeLikilihood_hh also needs to be corrected to refer to an

existing

function (I guess it was a typo in DsgeLikilihood_hh) and I can make that correction too if that is OK.

Best regards

George

----- Original Message ----- From: "G. Perendia" george@perendia.orangehome.co.uk To: "List for Dynare developers" dev@dynare.org Sent: Wednesday, July 08, 2009 12:24 PM Subject: Re: [DynareDev] DiffuseLikelihod kalman routines

Hi

The trunk ones are still being used by DsgeLikilihood_hh and will be

needed

for 4.1 and the branch ones appear to be just their identical copies (e.g. diff reports no differences), and so will they be fixed by mere copying - just in case.

If that is OK , I will lock them this afternoon and let you know when I finish and unlock them.

Regards George

----- Original Message ----- From: "Michel Juillard" michel.juillard@ens.fr To: "List for Dynare developers" dev@dynare.org Sent: Wednesday, July 08, 2009 12:08 PM Subject: Re: [DynareDev] DiffuseLikelihod kalman routines

I beg to disagree. It's not a good idea to leave bugs behind. I had already forgotten these ones when we decided to release 4.0.4 I don't think it is big changes either

Best

Michel

Sébastien Villemot wrote:

...

Le mercredi 08 juillet 2009 à 10:56 +0100, G. Perendia a écrit :

...

I am scheduling some bug fixing changes to both the trunk and the branch DiffuseLikelihood1, H1, 1_Z and H1_Z.m routines and would like to avoid any potential edit conflicts.

Just to mention that we have decided that there would be no more Dynare release in the 4.0.x. We are now focusing our energies on the next major release, 4.1, by the end of the summer if everything goes well.

So it's not necessary to fix the 4.0 branch.

Best,

---

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