Dynare++ Change Log

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