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