Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
Stéphane Adjemian (Charybdis)
commit
9334958461
30
NEWS
30
NEWS
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@ -1,3 +1,33 @@
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Announcement for Dynare 4.2.4 (on 2011-12-02)
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=============================================
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We are pleased to announce the release of Dynare 4.2.4.
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This is a bugfix release. It comes only a few days after the previous release,
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because version 4.2.3 was affected by a critical bug (see below).
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The Windows package for the new release is already available for download at
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the official Dynare website <http://www.dynare.org>. The Mac and Linux packages
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should follow soon.
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All users are strongly encouraged to upgrade, especially those who have
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installed the buggy 4.2.3 release.
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The new release is compatible with MATLAB versions ranging from 7.0 (R14) to
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7.13 (R2011b) and with GNU Octave versions ranging from 3.0 to 3.4.
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Here is the list of the problems identified in version 4.2.3 and that have been
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fixed in version 4.2.4:
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* Second order approximation was broken for most models, giving incorrect
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results (this problem only affects version 4.2.3, not previous versions)
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* Bayesian priors with inverse gamma distribution and very small variances
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were giving incorrect results in some cases
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* The `model_diagnostics' command was broken
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Announcement for Dynare 4.2.3 (on 2011-11-30)
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=============================================
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@ -62,6 +62,8 @@ function [s,nu] = inverse_gamma_specification(mu,sigma,type,use_fzero_flag)
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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check_solution_flag = 1;
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s = [];
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nu = [];
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if nargin==3
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use_fzero_flag = 0;
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@ -83,10 +85,10 @@ elseif type == 1; % Inverse Gamma 1
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nu1 = 2;
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err = ig1fun(nu,mu2,sigma2);
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err2 = ig1fun(nu2,mu2,sigma2);
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if err2>0 % Too short interval.
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while nu2<500 % Shift the interval containing the root.
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if err2 > 0 % Too short interval.
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while nu2 < 1e12 % Shift the interval containing the root.
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nu1 = nu2;
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nu2 = nu2*1.01;
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nu2 = nu2*2;
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err2 = ig1fun(nu2,mu2,sigma2);
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if err2<0
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break
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@ -96,8 +98,8 @@ elseif type == 1; % Inverse Gamma 1
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error('inverse_gamma_specification:: Failed in finding an interval containing a sign change! You should check that the prior variance is not too small compared to the prior mean...');
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end
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end
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% Sove for nu using the secant method.
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while abs(nu2-nu1) > 1e-14
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% Solve for nu using the secant method.
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while abs(nu2-nu1) > 1e-8
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if err > 0
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nu1 = nu;
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if nu < nu2
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@ -127,8 +129,7 @@ elseif type == 1; % Inverse Gamma 1
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s = 2*mu2/pi;
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end
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else
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s = -1;
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nu = -1;
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error('inverse_gamma_specification: unkown type')
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end
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%@test:1
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@ -35,7 +35,7 @@ function r = octave_ver_less_than(verstr)
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cur_verstr = version();
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r = get_ver_numeric(cur_verstr) < get_ver_numeric(verstr);
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endfunction
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function x = get_ver_numeric(verstr)
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nums = sscanf(verstr, '%d.%d.%d')';
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@ -43,3 +43,4 @@ if length(nums) < 3
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nums(3) = 0;
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end
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x = nums * [1; 0.01; 0.0001 ];
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endfunction
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@ -145,7 +145,7 @@ for i=1:nC
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% Many choices are possible:
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% - ... (see above).
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JobAssignedCpu=floor(JobsForNode(i)/nCPUoriginal(i));
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JobAssignedCpu=max(1,floor(JobsForNode(i)/nCPUoriginal(i)));
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ChekOverFlow=0;
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@ -0,0 +1,74 @@
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function dynareParallelDeleteNewFiles(PRCDir,Parallel,PRCDirSnapshot)
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% PARALLEL CONTEXT
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% In a parallel context, this is a specialized function able to ...
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%
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%
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% INPUTS
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%
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% o PRCDir [] ...
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% o Parallel [] ...
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% o PRCDirSnapshot [] ...
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%
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%
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% OUTPUTS
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% o PRCDirSnapshot [] ...
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%
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%
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%
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% Copyright (C) 2009-2011 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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NewFilesFromSlaves={};
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% try
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for indPC=1:length(Parallel),
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if Parallel(indPC).Local==0;
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[NewFilesFromSlaves, PRCDirSnapshot{indPC}]=dynareParallelFindNewFiles(PRCDirSnapshot{indPC},Parallel(indPC), PRCDir);
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if ~ispc || strcmpi('unix',Parallel(indPC).OperatingSystem),
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fS='/';
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else
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fS='\';
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end
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if ~isempty(NewFilesFromSlaves)
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for i=1:length(NewFilesFromSlaves)
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SlashNumberAndPosition=[];
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PRCDirPosition=findstr(NewFilesFromSlaves{i}, ([PRCDir]));
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sT=NewFilesFromSlaves{i};
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sT(1:(PRCDirPosition+length([PRCDir]))-2)=[];
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sT(1)='.';
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SlashNumberAndPosition=findstr(sT,fS);
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fileaddress={sT(1:SlashNumberAndPosition(end)),sT(SlashNumberAndPosition(end)+1:end)};
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dynareParallelDelete(fileaddress{2},[PRCDir,fS,fileaddress{1}],Parallel(indPC));
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display('New file deleted in remote -->');
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display(fileaddress{2});
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display('<--');
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end
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else
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continue
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end
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end
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end
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@ -0,0 +1,134 @@
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Dynare
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======
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For information about how to use Dynare, you should have a look at the
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documentation located in the 'doc' subdirectory of your Dynare installation (you
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should have a shortcut in your Start Menu to access it directly).
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Beginners should start with the Dynare user guide (under PDF format in
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'UserGuide.pdf'). There is also a complete reference manual documenting all
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Dynare functions (under HTML format in 'dynare.html/index.html', under PDF
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format in 'dynare.pdf').
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You can also get more information on the web, on Dynare homepage:
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http://www.dynare.org
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Or on Dynare Wiki:
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http://www.dynare.org/DynareWiki
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NOTE: To uninstall Dynare, simply drag the Dynare installation directory to the
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Trash.
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Using Dynare with MATLAB (R)
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----------------------------
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Dynare works on all versions of MATLAB (R) for Intel Macs.
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To use Dynare, you just have to add the 'matlab' subdirectory of your Dynare
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installation to MATLAB (R) path. You have two options for doing that:
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* Use the addpath command, by typing the following (assuming that you have
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installed Dynare at the standard location, and replacing '4.x.y' by correct
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version number):
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addpath /Applications/Dynare/4.x.y/matlab
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MATLAB (R) will not remember this setting next time you run it, and you will
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have to do it again.
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* Select the "Set Path..." entry in the "File" menu, then click on "Add
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Folder...", and select the 'matlab' subdirectory of your Dynare
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installation. Note that you SHOULD NOT use "Add with Subfolders...". Apply
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the settings by clicking on "Save". Note that MATLAB (R) will remember this
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setting next time you run it.
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You can test your installation by typing 'dynare' at the MATLAB (R)
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prompt. This should give you an error message complaining that you did not
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specify a MOD file.
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Using Dynare with Octave
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------------------------
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Dynare is now available for GNU Octave, a free clone of MATLAB (R) (see
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<http://www.octave.org>).
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The recommended Octave distribution is the Octave 3.4
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precompiled binaries from Octave Forge, available at:
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http://sourceforge.net/projects/octave/files/Octave%20MacOSX%20Binary/
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Every time you run Octave, you should type the two following commands (assuming
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that you have installed Dynare at the standard location, and replacing '4.x.y'
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by correct version number):
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addpath /Applications/Dynare/4.x.y/matlab
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NOTE: if you don't want to type this command every time you run Octave, you can
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put it in a file called '.octaverc' in your home directory ('/Users/USERNAME').
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This file is run by Octave at every startup.
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You can test your installation by typing 'dynare' at the Octave prompt. This
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should give you an error message complaining that you did not specify a MOD
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file.
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For more information about Dynare for Octave, go to:
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http://www.dynare.org/DynareWiki/DynareOctave
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Dynamic Loadable Libraries
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--------------------------
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For better performance, some parts of Dynare are written in the C++ language,
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which is faster than standard M-files. These parts are compiled and distributed
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as shared libraries, located in the 'mex' subdirectory of your Dynare installation.
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If the libraries are correctly detected by MATLAB (R) or Octave, the following should
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be displayed when you launch Dynare:
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Configuring Dynare ...
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[mex] Generalized QZ.
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[mex] Sylvester equation solution.
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[mex] Kronecker products.
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[mex] Sparse kronecker products.
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[mex] Bytecode evaluation.
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[mex] k-order perturbation solver.
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[mex] k-order solution simulation.
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On the contrary, if the libraries are not detected, Dynare will fallback on
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slower alternatives written in M-files (which exist for some of the libraries),
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and display the following:
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Configuring Dynare ...
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[m] Generalized QZ.
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[m] Sylvester equation solution.
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[m] Kronecker products.
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[m] Sparse kronecker products.
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[no] Bytecode evaluation.
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[no] k-order perturbation solver.
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[no] k-order solution simulation.
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In this last case, Dynare will run correctly on the basic features,
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but with suboptimal speed, and some features will be missing. There
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could be several reasons for MATLAB (R) or Octave failing to detect
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the libraries:
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* Your path settings may be wrong. Make sure that the 'matlab' subdirectory of
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your Dynare installation is the only Dynare directory present in the path
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variable.
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* Your MATLAB (R) or Octave version may be incompatible with the provided
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binaries.
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* You may have a custom M-file in your search path with the same name as one of
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the Dynare libraries, thereby overriding it.
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Credits
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-------
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MATLAB (R) is a registered trademark of The Mathworks, Inc.
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@ -0,0 +1,8 @@
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[cluster]
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Name = Local
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Members = n1
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[node]
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Name = n1
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ComputerName = localhost
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CPUnbr = [1:8]
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@ -64,6 +64,6 @@ end;
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estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_replic=0);
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estimation(datafile=data_ca1,first_obs=8,nobs=79,mode_compute=0, mode_file=ls2003_mode, mh_nblocks=4, prefilter=1, mh_jscale=0.5, mh_replic=2000);
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estimation(datafile=data_ca1,first_obs=8,nobs=79,mode_compute=0, mode_file=ls2003_mode, mh_nblocks=4,prefilter=1,mh_jscale=0.5,mh_replic=2000,bayesian_irf,load_mh_file,smoother,forecast=12, filtered_vars, filter_step_ahead=[1 2 3 4]);
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estimation(datafile=data_ca1,first_obs=8,nobs=79,mode_compute=0, mode_file=ls2003_mode, mh_nblocks=4,prefilter=1,mh_jscale=0.5,mh_replic=2000,bayesian_irf,load_mh_file,smoother,forecast=12, filtered_vars, filter_step_ahead=[1 2 3 4]) y y_s R pie dq pie_s de A y_obs pie_obs R_obs;
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Reference in New Issue