– Temporary terms were not correctly passed between blocks
– solve_algo ⩾ 9 was incorrectly passed through bytecode own’s solver instead
of through dynare_solve
In 3025a14ed9, the call to the deprecated “luinc”
has been replaced by a call to “ilu”.
However, the type of “ilu” decomposition had not been specified. The default,
“nofill”, does not make use of the “droptol” option which was used with
“luinc”. Also, under Octave, it does not work when there is a zero on the
diagonal of the input matrix.
Rather use the “crout” type, which addresses these two issues.
These options were implemented and described in the reference manual, but their
interface was missing.
By the way, make various minor improvements to the description of “model_info”
in the reference manual. In particular, remove the single quotes around the two
aforementioned options (which are a remnant from an older interface).
It is needed for /usr/include/FlexLexer.h. It used to be a dependency of flex,
but has been demoted to a recommends, so it’s better to list separately.
[skip ci]
– Fix matching of diff leads/lags in TCM and PAC models
– Fix a bug in variable mapping (M_.mapping) where some endogenous, appearing
in a log() in a VAR or TCM, would not be mentioned
– Various refactorings related to auxiliary variables and TCM
The cherrypick was failing if the selected equations were not about a PAC equation (e.g. a VAR expectation
model), because the code was assuming the existence of the pac field in M_.
– Macroprocessor: under Windows, trim trailing slashes and backslashes in the
value of “@#includepath” (Closes: Madysson/estimation-codes#11)
– Remove unused field M_.pac.(model_name).lhs
By the way, drop the -static-* flags from LDFLAGS in Windows mkoctfile stub. It
is no more needed and creates duplicates in the link command line (since those
flags are already in DL_LDFLAGS).
Also adjust the periods in Simulated_time_series (output of the perfect
foresight solver in the workspace). Note that this dseries object contains the
observations for the initial condition (M_.orig_maximum_lag observations) and
for the terminal condition (M_.orig_maximum_lead observations).
See #1838.
Fix testsuite (wrong file name)
– Fix orig_lead_lag field for unary op auxiliary variables (Closes: #1837)
– In case of nested unary ops (e.g. log(log())), ensure that the definition of
the external aux var references the internal aux var
– Fix orig_lead_lag field for diff lag aux vars
– Refactor the code that substitutes unary ops in model equations
– Refactor handling of var_expectation_model statements
– Add missing “time_shift” option to JSON output of var_expectation_model
– Add check to ensure that column indices in derivative matrices do not overflow
Enforce the positivity of standard errors in the maximum likelihood
estimations. Otherwise some stderr are estimated negative, and the Bayesian
estimation fail because the initial value is out of the bounds of the prior
shape.
Johannes Pfeifer
Sébastien Villemot
NormannR
Stéphane Adjemian (Charybdis)