Dear Dynare users and friends,
We are pleased to announce the release of Dynare 4.5.6.
This is a bugfix release.
The Windows packages are already available for download at:
http://www.dynare.org/download/dynare-stable
The Mac and GNU/Linux packages (for Debian and Ubuntu LTS) should follow soon.
This release is compatible with MATLAB versions 7.5 (R2007b) to 9.3 (R2018a)
and with GNU Octave versions 4.4.
Here is a list of the problems identified in version 4.5.5 and that have been
fixed in version 4.5.6:
- TaRB sampler: incorrect last posterior was returned if the last draw was
rejected.
- Fixed online particle filter by drawing initial conditions in the prior
distribution.
- Fixed evaluation of the likelihood in non linear / particle filters.
- Added missing documented `montecarlo` option in Gaussian Filter and
Nonlinear Kalman Filter.
- Added back a flag to deal with errors on Cholesky decomposition in the
Conditional Particle Filter.
- Macroprocessor `length()` operator was returning 1 when applied to a
string. Macroprocessor now raises an error when `length()` operator is
called on an integer and return the number of characters when applied to a
string.
- `mode_compute=8`: the error code during mode-finding was not correctly
handled, resulting in crashes.
- Identification was not correctly displaying a message for collinear parameters
if there was no unidentified parameter present.
On behalf of the Dynare Team,
Stéphane.
