281 lines
7.7 KiB
HTML
281 lines
7.7 KiB
HTML
<HTML>
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<TITLE>
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Dynare++ Change Log
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</TITLE>
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<!-- $Header$ -->
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<BODY>
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<TABLE CELLSPACING=2 ALIGN="CENTER" BORDER=1>
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<TR>
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<TD BGCOLOR="#d0d0d0" WIDTH="85"> <b>Revision</b> </TD>
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<TD BGCOLOR="#d0d0d0" WIDTH="85"> <b>Version</b></TD>
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<TD BGCOLOR="#d0d0d0" WIDTH="80"> <b>Date</b> </TD>
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<TD BGCOLOR="#d0d0d0" WIDTH="600"> <b>Description of changes</b></TD>
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</TR>
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<TR>
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<TD>
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<TD>1.3.7
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<TD>2008/01/15
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<TD>
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<TR><TD><TD><TD> <TD> Corrected a serious bug in centralizing a
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decision rule. This bug implies that all results based on simulations
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of the decision rule were wrong. However results based on stochastic
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fix points were correct. Thanks to Wouter J. den Haan and Joris de Wind!
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<TR><TD><TD><TD> <TD> Added options --centralize and --no-centralize.
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<TR><TD><TD><TD> <TD> Corrected an error of a wrong
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variance-covariance matrix in real-time simulations (thanks to Pawel
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Zabzcyk).
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<TR><TD><TD><TD> <TD> Corrected a bug of integer overflow in refined
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faa Di Bruno formula if one of refinements is empty. This bug appeared
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when solving models without forward looking variables.
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<TR><TD><TD><TD> <TD> Corrected a bug in the Sylvester equation
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formerly working only for models with forward looking variables.
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<TR><TD><TD><TD> <TD> Corrected a bug in global check printout.
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<TR><TD><TD><TD> <TD> Added generating a dump file.
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<TR><TD><TD><TD> <TD> Fixed a bug of forgetting repeated assignments
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(for example in parameter settings and initval).
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<TR><TD><TD><TD> <TD> Added a diff operator to the parser.
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<TR>
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<TD>1539
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<TD>1.3.6
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<TD>2008/01/03
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<TD>
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<TR><TD><TD><TD> <TD> Corrected a bug of segmentation faults for long
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names and path names.
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<TR><TD><TD><TD> <TD> Changed a way how random numbers are
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generated. Dynare++ uses a separate instance of Mersenne twister for
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each simulation, this corrects a flaw of additional randomness caused
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by operating system scheduler. This also corrects a strange behaviour
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of random generator on Windows, where each simulation was getting the
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same sequence of random numbers.
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<TR><TD><TD><TD> <TD> Added calculation of conditional distributions
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controlled by --condper and --condsim.
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<TR><TD><TD><TD> <TD> Dropped creating unfoled version of decision
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rule at the end. This might consume a lot of memory. However,
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simulations might be slower for some models.
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<TR>
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<TD>1368
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<TD>1.3.5
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<TD>2007/07/11
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<TD>
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<TR><TD><TD><TD> <TD> Corrected a bug of useless storing all derivative
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indices in a parser. This consumed a lot of memory for large models.
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<TR><TD><TD><TD> <TD> Added an option <tt>--ss-tol</tt> controlling a
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tolerance used for convergence of a non-linear solver.
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<TR><TD><TD><TD> <TD> Corrected buggy interaction of optimal policy
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and forward looking variables with more than one period.
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<TR><TD><TD><TD> <TD> Variance matrices can be positive
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semidefinite. This corrects a bug of throwing an error if estimating
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approximation errors on ellipse of the state space with a
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deterministic variable.
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<TR><TD><TD><TD> <TD> Implemented simulations with statistics
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calculated in real-time. Options <tt>--rtsim</tt> and <tt>--rtper</tt>.
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<TR>
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<TD>1282
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<TD>1.3.4
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<TD>2007/05/15
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<TD>
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<TR><TD><TD><TD> <TD>Corrected a bug of wrong representation of NaN in generated M-files.
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<TR><TD><TD><TD> <TD>Corrected a bug of occassionaly wrong evaluation of higher order derivatives of integer powers.
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<TR><TD><TD><TD> <TD>Implemented automatic handling of terms involving multiple leads.
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<TR><TD><TD><TD> <TD>Corrected a bug in the numerical integration, i.e. checking of the precision of the solution.
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<TR>
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<TD>1090
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<TD>1.3.3
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<TD>2006/11/20
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<TD>
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<TR><TD><TD><TD> <TD>Corrected a bug of non-registering an auxiliary variable in initval assignments.
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<TR>
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<TD>988
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<TD>1.3.2
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<TD>2006/10/11
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<TD>
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<TR><TD><TD><TD> <TD>Corrected a few not-serious bugs: segfault on
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some exception, error in parsing large files, error in parsing
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matrices with comments, a bug in dynare_simul.m
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<TR><TD><TD><TD> <TD>Added posibility to specify a list of shocks for
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which IRFs are calculated
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<TR><TD><TD><TD> <TD>Added --order command line switch
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<TR><TD><TD><TD> <TD>Added writing two MATLAB files for steady state
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calcs
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<TR><TD><TD><TD> <TD>Implemented optimal policy using keyword
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planner_objective and planner_discount
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<TR><TD><TD><TD> <TD>Implemented an R interface to Dynare++ algorithms
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(Tamas Papp)
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<TR><TD><TD><TD> <TD>Highlevel code reengineered to allow for
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different model inputs
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<TR>
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<TD>799
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<TD>1.3.1
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<TD>2006/06/13
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<TD>
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<TR><TD><TD><TD> <TD>Corrected few bugs: in error functions, in linear algebra module.
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<TR><TD><TD><TD> <TD>Updated dynare_simul.
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<TR><TD><TD><TD> <TD>Updated the tutorial.
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<TR><TD><TD><TD> <TD>Corrected an error in summing up tensors where
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setting up the decision rule derivatives. Thanks to Michel
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Juillard. The previous version was making deterministic effects of
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future volatility smaller than they should be.
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<TR>
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<TD>766
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<TD>1.3.0
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<TD>2006/05/22
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<TD>
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<TR><TD><TD><TD> <TD>The non-linear solver replaced with a new one.
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<TR><TD><TD><TD> <TD>The parser and derivator replaced with a new
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code. Now it is possible to put expressions in parameters and initval
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sections.
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<TR>
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<TD>752
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<TD>1.2.2
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<TD>2006/05/22
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<TD>
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<TR><TD><TD><TD> <TD>Added an option triggering/suppressing IRF calcs..
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<TR><TD><TD><TD> <TD>Newton algortihm is now used for fix-point calculations.
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<TR><TD><TD><TD> <TD> Vertical narrowing of tensors in Faa Di Bruno
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formula to avoid multiplication with zeros..
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<TR>
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<TD>436
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<TD>1.2.1
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<TD>2005/08/17
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<TD>
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<TR><TD><TD><TD> <TD>Faa Di Bruno for sparse matrices optimized. The
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implementation now accommodates vertical refinement of function stack
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in order to fit a corresponding slice to available memory. In
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addition, zero slices are identified. For some problems, this implies
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significant speedup.
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<TR><TD><TD><TD> <TD>Analytic derivator speedup.
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<TR><TD><TD><TD> <TD>Corrected a bug in the threading code. The bug
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stayed concealed in Linux 2.4.* kernels, and exhibited in Linux 2.6.*,
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which has a different scheduling. This correction also allows using
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detached threads on Windows.
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<TR>
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<TD>410
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<TD>1.2
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<TD>2005/07/29
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<TD>
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<TR><TD><TD><TD> <TD>Added Dynare++ tutorial.
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<TR><TD><TD><TD> <TD>Changed and enriched contents of MAT-4 output
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file.
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<TR><TD><TD><TD> <TD>Corrected a bug of wrong variable indexation
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resulting in an exception. The error occurred if a variable appeared
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at time t-1 or t+1 and not at t.
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<TR><TD><TD><TD> <TD>Added MATLAB interface, which allows simulation
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of a decision rule in MATLAB.
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<TR><TD><TD><TD> <TD>Got rid of Matrix Template Library.
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<TR><TD><TD><TD> <TD>Added checking of model residuals by the
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numerical integration. Three methods: checking along simulation path,
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checking along shocks, and on ellipse of states.
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<TR><TD><TD><TD> <TD>Corrected a bug in calculation of higher moments
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of Normal dist.
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<TR><TD><TD><TD> <TD>Corrected a bug of wrong drawing from Normal dist
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with non-zero covariances.
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<TR><TD><TD><TD>
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<TD>Added numerical integration module. Product and Smolyak
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quadratures over Gauss-Hermite and Gauss-Legendre, and quasi Monte
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Carlo.
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<TR>
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<TD>152
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<TD>1.1
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<TD>2005/04/22
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<TD>
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<TR><TD><TD><TD>
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<TD>Added a calculation of approximation at a stochastic steady state
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(still experimental).
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<TR><TD><TD><TD>
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<TD>Corrected a bug in Cholesky decomposition of variance-covariance
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matrix with off-diagonal elements.
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<TR>
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<TD>89
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<TD>1.01
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<TD>2005/02/23
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<TD>
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<TR><TD><TD><TD>
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<TD>Added version printout.
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<TR><TD><TD><TD>
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<TD>Corrected the bug of multithreading support for P4 HT processors running on Win32.
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<TR><TD><TD><TD>
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<TD>Enhanced Kronecker product code resulting in approx. 20% speedup.
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<TR><TD><TD><TD>
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<TD>Implemented vertical stack container refinement, and another
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method for sparse folded Faa Di Bruno (both not used yet).
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<TR>
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<TD>5
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<TD>1.0
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<TD>2005/02/23
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<TD>The first released version.
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</TABLE>
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</BODY>
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</HTML>
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