Revision Version Date Description of changes
1090 1.3.3 2006/11/20
Corrected a bug of non-registering an auxiliary variable in initval assignments.
988 1.3.2 2006/10/11
Corrected a few not-serious bugs: segfault on some exception, error in parsing large files, error in parsing matrices with comments, a bug in dynare_simul.m
Added posibility to specify a list of shocks for which IRFs are calculated
Added --order command line switch
Added writing two Matlab files for steady state calcs
Implemented optimal policy using keyword planner_objective and planner_discount
Implemented an R interface to Dynare++ algorithms (Tamas Papp)
Highlevel code reengineered to allow for different model inputs
799 1.3.1 2006/06/13
Corrected few bugs: in error functions, in linear algebra module.
Updated dynare_simul.
Updated the tutorial.
Corrected an error in summing up tensors where setting up the decision rule derivatives. Thanks to Michel Juillard. The previous version was making deterministic effects of future volatility smaller than they should be.
766 1.3.0 2006/05/22
The non-linear solver replaced with a new one.
The parser and derivator replaced with a new code. Now it is possible to put expressions in parameters and initval sections.
752 1.2.2 2006/05/22
Added an option triggering/suppressing IRF calcs..
Newton algortihm is now used for fix-point calculations.
Vertical narrowing of tensors in Faa Di Bruno formula to avoid multiplication with zeros..
436 1.2.1 2005/08/17
Faa Di Bruno for sparse matrices optimized. The implementation now accommodates vertical refinement of function stack in order to fit a corresponding slice to available memory. In addition, zero slices are identified. For some problems, this implies significant speedup.
Analytic derivator speedup.
Corrected a bug in the threading code. The bug stayed concealed in Linux 2.4.* kernels, and exhibited in Linux 2.6.*, which has a different scheduling. This correction also allows using detached threads on Windows.
410 1.2 2005/07/29
Added Dynare++ tutorial.
Changed and enriched contents of MAT-4 output file.
Corrected a bug of wrong variable indexation resulting in an exception. The error occurred if a variable appeared at time t-1 or t+1 and not at t.
Added Matlab interface, which allows simulation of a decision rule in Matlab.
Got rid of Matrix Template Library.
Added checking of model residuals by the numerical integration. Three methods: checking along simulation path, checking along shocks, and on ellipse of states.
Corrected a bug in calculation of higher moments of Normal dist.
Corrected a bug of wrong drawing from Normal dist with non-zero covariances.
Added numerical integration module. Product and Smolyak quadratures over Gauss-Hermite and Gauss-Legendre, and quasi Monte Carlo.
152 1.1 2005/04/22
Added a calculation of approximation at a stochastic steady state (still experimental).
Corrected a bug in Cholesky decomposition of variance-covariance matrix with off-diagonal elements.
89 1.01 2005/02/23
Added version printout.
Corrected the bug of multithreading support for P4 HT processors running on Win32.
Enhanced Kronecker product code resulting in approx. 20% speedup.
Implemented vertical stack container refinement, and another method for sparse folded Faa Di Bruno (both not used yet).
5 1.0 2005/02/23 The first released version.