Hi Michel,
A question related to the last post by bigbigben on the forum. Why don't we report infinite second order moments for non stationary endogenous variables? Dynare crashes when all the endogenous variables listed after the stoch_simul command are non stationary.
Best, Stéphane.
Pour les moments d'ordre 2, ce serait correct de mettre Inf, mais pour la moyenne c'est plus genant. On pourrait mettre NaN peut-etre.
Je vais faire la correction
amicalement
michel
Quoting Stéphane Adjemian stephane.adjemian@gmail.com:
Hi Michel,
A question related to the last post by bigbigben on the forum. Why don't we report infinite second order moments for non stationary endogenous variables? Dynare crashes when all the endogenous variables listed after the stoch_simul command are non stationary.
Best, Stéphane.
Dev mailing list Dev@dynare.org http://www.dynare.org/cgi-bin/mailman/listinfo/dev
Hi
When I try to run Dynare (stoch_simul) using binaries from 4.0.3 (and 4.0.2 too) in combination with the latest matlab code and the latest dr1.m, I get the following error on line 547
rhs = -sparse_hessian_times_B_kronecker_C(hessian,zx);
??? First input must be a sparse (dynare) hessian matrix.
as it seems because the hessian is not sparse but flat 2D.
Do I just need to rebuild the latest binaries (which I have few separate problems with) or is there something else that needs to be done?
Best regards
George
Sorry, I forgot to change the title
PS: When I pass a sparsed hessian, the product works fine but I have the same error /problem if I run with 4.0.3 matlab set.
----- Original Message ----- From: "G. Perendia" george@perendia.orangehome.co.uk To: "List for Dynare developers" dev@dynare.org Sent: Tuesday, April 07, 2009 10:36 AM Subject: Re: [DynareDev] theoretical moments of non stationary variables
Hi
When I try to run Dynare (stoch_simul) using binaries from 4.0.3 (and
4.0.2
too) in combination with the latest matlab code and the latest dr1.m, I
get
the following error on line 547
rhs = -sparse_hessian_times_B_kronecker_C(hessian,zx);
??? First input must be a sparse (dynare) hessian matrix.
as it seems because the hessian is not sparse but flat 2D.
Do I just need to rebuild the latest binaries (which I have few separate problems with) or is there something else that needs to be done?
Best regards
George
Dev mailing list Dev@dynare.org http://www.dynare.org/cgi-bin/mailman/listinfo/dev
I added a new line 546:
hessian = sparse(hessian);
to my dr1.m and that seems to work fine.
Shall I commit it?
Best regards George ----- Original Message ----- From: "G. Perendia" george@perendia.orangehome.co.uk To: "List for Dynare developers" dev@dynare.org Sent: Tuesday, April 07, 2009 10:49 AM Subject: [DynareDev] Sparse Hessian
Sorry, I forgot to change the title
PS: When I pass a sparsed hessian, the product works fine but I have the same error /problem if I run with 4.0.3 matlab set.
----- Original Message ----- From: "G. Perendia" george@perendia.orangehome.co.uk To: "List for Dynare developers" dev@dynare.org Sent: Tuesday, April 07, 2009 10:36 AM Subject: Re: [DynareDev] theoretical moments of non stationary variables
Hi
When I try to run Dynare (stoch_simul) using binaries from 4.0.3 (and
4.0.2
too) in combination with the latest matlab code and the latest dr1.m, I
get
the following error on line 547
rhs = -sparse_hessian_times_B_kronecker_C(hessian,zx);
??? First input must be a sparse (dynare) hessian matrix.
as it seems because the hessian is not sparse but flat 2D.
Do I just need to rebuild the latest binaries (which I have few separate problems with) or is there something else that needs to be done?
Best regards
George
Dev mailing list Dev@dynare.org http://www.dynare.org/cgi-bin/mailman/listinfo/dev
Dev mailing list Dev@dynare.org http://www.dynare.org/cgi-bin/mailman/listinfo/dev
-
G. Perendia -
Michel Juillard -
Stéphane Adjemian