dynare (4.0.2) unstable; urgency=low * Fixed bugs in Kalman filter and smoother * Fixed bug with "corr" statement of "shocks" block * Added error message if number of equations differs from number of endogenous variables (except when doing optimal policy computation, or standalone BVAR estimation) * Fixed bugs with "dynatype" and "dynasave" commands * Fixed name collisions with Matlab functions "sec2hms" and "bicgstab" * Fixed some licensing issues * Removed obsolete "dr_algo" option * Fixed crashes under Octave due to graphics limitations * Added error message when model local variables (pound sign expressions) are used outside model scope * Included AIM subdirectory in packaging * Estimation: modified computation of log(det(invhess)) to solve cases in large models where det(invhess) is smaller than machine precision -- Sébastien Villemot Tue, 28 Oct 2008 14:57:28 +0100 dynare (4.0.1) unstable; urgency=low * Include matlab/distributions/ directory in packaging * BVAR à la Sims: the preprocessor now accepts integers for tau and lambda parameters (thanks to Aqua for reporting) * More information messages displayed during homotopy (modes 1,2,3) * Fixed bugs in homotopy mode 3 * Fixed typo in DiffuseKalmanSmootherH1.m (thanks to Tsu-ting Tim Lin for reporting) * Fixed bug with cumulative normal distribution in model block (thanks to Karl Walentin for reporting) * Changes to Dynare solver: - more debugging messages with solve_algo=2 - solve_algo=2 now exits immediately after failure to solve one block - new solve_algo=4, similar to solve_algo=2 but with a different way of dealing with badly scaled or nearly singular Jacobian - solve_algo=0 fails if Matlab's Optimization Toolbox not present - solver fails if solve_algo not in [0,1,2,3,4] -- Sébastien Villemot Tue, 23 Sep 2008 11:41:41 +0200 dynare (4.0.0) UNRELEASED; urgency=low * First official release in the 4.0 series * New functions {load,save}_params_and_steady_state * Fixed bug with forecasting with exogenous deterministic variables * BVAR à la Sims: - no longer remove explosive models when drawing from the posterior - forecasting now reports median path instead of mean path * Fixed bug and improve performance in diffuse filter/smoother * Fixed crash of estimation in some cases -- Sébastien Villemot Mon, 15 Sep 2008 11:15:20 +0200 dynare (4.0~rc1) UNRELEASED; urgency=low * First release candidate for 4.0 series * Updates to the manual: - added empty entries for commands new in Dynare 4 - removed obsolete commands - improved description of valid mathematical expressions * Added interface to Gary Anderson's AIM package (not yet documented) * Fix copyright/license headers for most source files * Replaced functions related to probability distributions (CDF, PDF, quantile) by GPL'd ones * Added preprocessor support for inverse gamma of type 2 * New command "model_info" providing informations about the block structure of the model * Informations about determistic simulations (number of iterations, error...) are now saved in oo_ * Added Independent Metropolis Hastings and multivariate student as an alternative to multivariate normal for the proposal distribution. The default posterior sampling algorithm is random walk metropolis with a gaussian proposal distribution. * Added trace plots * Added autocorrelogram for the posterior draws * If no variable given to "estimation" command, the user is asked to confirm that she wants to obtain posterior statistics for all the endogenous variables of the model. The user can then choose between: - the set of all the endogenous variables - the set of all observed variables - stop Dynare and edit the mod file (to add a list of variables after the estimation command) * Option "order" is now allowed in "estimation" command * Warn the user when she tries to estimate a model with non zero steady state (for the observed endogenous variables) using demeaned data (i.e. prefilter=1) * Added computation of posterior moments for endogenous variables (triggered by "moments_varendo" option). First order moments are still missing. * Allow for normcdf(x) in the .mod file (equivalent to normcdf(x,0,1)) * Many bug fixes and enhancements -- Sébastien Villemot Fri, 05 Sep 2008 12:13:38 +0200 dynare (4~svn.20080711) UNRELEASED; urgency=low * New functions for posterior distribution processing * Added diffuse_filter option * Removed more global variables * Improvements on numerical gradient in Sims optimizer * Improvements on Octave compatibility * Added a warning when Matlab < 6.5 or Octave < 3.0.0 * Many bug fixes * Some updates to the manual (which is still far from up to date!) * Packaging issues: - Added copyright, README.Debian and README.source files - Added documentation to package (manual and userguide are registered through doc-base) - Fixes for compilation on GNU/Linux on amd64 architecture -- Sébastien Villemot Fri, 11 Jul 2008 15:38:01 +0200 dynare (4~svn.20080619) UNRELEASED; urgency=low * New SVN snapshot. * Changes to packaging: - All files are now installed under /usr/lib/dynare. - Added new packages for Matlab which contains compiled MEX files. - No longer depend on octave-miscellaneous. - Compile preprocessor with g++-4.1: Matlab 7.4 and 7.5 override libstdc++-6 with their own version, which is not compatible with newer versions of g++-4.2. - Use debhelper version 6 for compatibility with Ubuntu "Hardy Heron" -- Sébastien Villemot Thu, 19 Jun 2008 17:32:41 +0200 dynare (4~svn.20080613) UNRELEASED; urgency=low * Initial release. -- Sébastien Villemot Fri, 13 Jun 2008 17:01:56 +0200