forked from pool/dynare
Atri Bhattacharya
cbf6d66797
* Update to version 6.4. * Drop dynare-sphinx-str-concat.patch: incorporated upstream. * Minor re-base of dynare-libdir.patch for updated version. OBS-URL: https://build.opensuse.org/request/show/1295822 OBS-URL: https://build.opensuse.org/package/show/science/dynare?expand=0&rev=21
300 lines
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300 lines
14 KiB
Plaintext
-------------------------------------------------------------------
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Fri Jul 25 12:39:31 UTC 2025 - Atri Bhattacharya <badshah400@gmail.com>
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- Update to version 6.4:
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* Several issues with the
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`perfect_foresight_with_expectation_errors` command:
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- when used with no `endval`/`endval(learnt_in=1)` block but
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an `endval(learnt_in=`t`)` block with t>1, convergence could
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fail if homotopy was needed
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- combined with `homotopy_marginal_linearization_fallback`, it
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would return incorrect results
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- it would crash with
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`homotopy_marginal_linearization_fallback` option if there
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were several distinct `shocks` or `endval` blocks with the
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`learnt_in` option
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* Using the `model_diagnostics` command with the `bytecode`
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option of the `model` block or the `model_options` command
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would crash if the static Jacobian was singular
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* The `discretionary_policy` command with the `noprint` option
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would crash when encountering a problem instead of continuing
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* Using the `ramsey_model` command with models declared as
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`linear` would crash during preprocessing when there is a
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lead/lag greater than 1 on endogenous variables or any
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lead/lag on exogenous variables
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* Using the `identification` command with the slice sampler
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would crash if the `slice_initialize_with_mode` option was
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used
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* The particle filter option `resampling_method` of the
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`estimation` command was broken
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* The `output=third` preprocessor option would not work if no
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computational commands were present in the `.mod` file
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- Changes from version 6.3:
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* OccBin with option `smoother_inversion_filter` would crash the
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MCMC estimation if the `filtered_variables` or
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`filter_step_ahead` options were used
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* OccBin with option `smoother_inversion_filter` would use the
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PKF if `mh_replic>0`
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* OccBin with option `smoothed_state_uncertainty` would crash
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Dynare if the MCMC smoother was run after the classical one
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* OccBin's smoother would crash when encountering an internal
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error due to the output of the linear smoother not having been
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computed
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* Calling `model_info` with `differentiate_forward_vars` would
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crash The `identification` command would compute the
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asymptotic Hessian via simulation instead of via moments as
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intended
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* The `identification` command would crash during prior sampling
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if the initial draw did not solve the model
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* The `gsa_sample_file` was broken
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* Optimization algorithm `mode_compute=5` (`newrat`) would crash
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with `analytic_derivation`
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* The `discretionary_policy` command would crash if the model
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was purely forward-looking
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* The `dsample` command would crash
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* The `conditional_forecast_paths` block did not accept vector
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inputs
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* For MCMC chains with fewer than 6000 draws, the default number
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of `sub_draws` used to compute posterior moments was incorrect
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* Bi-annual dates (e.g. `2024S1` or `2024H1`) were not accepted
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within Dynare statements
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* Plotting `dseries` did not correctly show dates on the x-axis
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- Drop dynare-sphinx-str-concat.patch: incorporated upstream.
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- Minor re-base of dynare-libdir.patch for updated version.
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-------------------------------------------------------------------
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Sun Oct 13 15:22:00 UTC 2024 - Atri Bhattacharya <badshah400@gmail.com>
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- Update to version 6.2:
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* Compatibility: Compatible with octave 9.2.0.
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* Bugs fixed:
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- The mixed complementarity problem (MCP) solver could fail or
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give wrong results in some cases where there were multiple
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complementarity conditions
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- The qmc_sequence MEX file from the macOS package would fail
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to load
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- OccBin forecasts would crash in case of shocks with zero
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variance
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- OccBin smoother would crash if simulation did not converge
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- Computation of posterior moments could crash in large models
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- The auxiliary particle filter and the Liu & West online
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filter (mode_compute=11) required the Statistics Toolbox
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- The auxiliary particle filter and the Liu & West online
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filter (mode_compute=11) would not work with the
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discretionary_policy command
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- The discretionary_policy command would crash if there were
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fewer than two exogenous variables
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- Using the forecast command with a model solved at order>1
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without varexo_det would return forecasts based on a first
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order approximation instead of providing an error message
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- Using the forecast command with a model solved at order=2
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with varexo_det and pruning would return forecasts without
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pruning instead of providing an error message
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- Using the forecast command with a model solved at order=3
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would crash SMC methods could return wrong posterior results
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if the Parallel Toolbox was installed
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- The Herbst-Schorfheide SMC sampler would crash at order>1
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- Annualized shock decomposition would not output results if
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desired vintage date did not coincide to an end-of-the-year
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Q4 period
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- Using rand_multivariate_student as the proposal density in
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the tailored_random_block_metropolis_hastings posterior
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sampler would return wrong results
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- The onlyclearglobals of the dynare command was not working
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as intended
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- The det_cond_forecast command would crash with plans
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including only expected shocks
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- Estimation could crash in some rare cases when computing the
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2nd order moments of prior or posterior distribution
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- Successive calls of the Herbst-Schorfheide SMC sampler could
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crash due to some stale files being left on disk
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- The shock decomposition plot could be wrong in the presence
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of leads/lags on exogenous variables, or when the steady
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state is squeezed
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- Add dynare-sphinx-str-concat.patch: Fix path to string
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concatenation when building sphinx documentation.
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-------------------------------------------------------------------
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Wed Aug 7 11:32:38 UTC 2024 - Atri Bhattacharya <badshah400@gmail.com>
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- Update to version 6.1:
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* Identification: simulated moments were triggered instead of
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theoretical ones
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* Variance decompositions would crash with measurement errors
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when zero variance shocks were present
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* The handling of Lagrange multipliers in the display of
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problems with the Jacobian was wrong
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* The option auxname was missing in the documentation of the
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pac_model command
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* PAC equation estimation/simulation was crashing in the case of
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composite target
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* The PAC equation estimation would crash if the PAC target was
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a transformed variable
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* The perfect_foresight_with_expectation_errors_solver command
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could return incorrect results when used in conjunction with
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homotopy_linearization_fallback or
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homotopy_marginal_linearization_fallback options
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* For scalar values, the description of the horizon option of
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the var_expectation_model command was incorrect
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* The steady state computation with the bytecode option in a
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Ramsey model was broken
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* OccBin: the piecewise Kalman filter would crash in case of a
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periodic solution
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* The heteroskedastic_filter option of the estimation command
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would cause a crash if there was only one shock
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* The method_of_moments command would crash during the J-test
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for just and underidentified models
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* User-defined warning settings were internally overwritten with
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the method_of_moments command or the piecewise Kalman filter
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* The SMC sampler would crash if any of the bayesian_irf,
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moments_varendo, or smoother options of the estimation command
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had been specified
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* The bvar_irf command would ignore the SquareRoot option and
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instead employ a Cholesky decomposition
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* The univariate Kalman filter erroneously treated observations
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with negative prediction variances due to numerical issues as
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missing values instead of discarding the parameter draw
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* A new homotopy_exclude_varexo option to the
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perfect_foresight_solver command has been added, to exclude
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some exogenous variables from the homotopy procedure (i.e. to
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keep them at their value corresponding to 100% of the shock
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during all homotopy iterations).
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- Add _service file to allow inclusion of submodules in source
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tarball.
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- Switch to meson based build.
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- Add dynare-libdir.patch: Use meson detected system libdir
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instead of hard-coded 'lib'.
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- New dependency: slicot-devel-static.
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-------------------------------------------------------------------
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Fri Feb 2 20:39:35 UTC 2024 - Atri Bhattacharya <badshah400@gmail.com>
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- Update to version 6.0:
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* Long list of changes, see NEWS.md file in %{_docdir}/dynare/
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or online at
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https://git.dynare.org/Dynare/dynare/-/blob/6.0/NEWS.md.
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- Drop dynare-no-return-in-non-void-function.patch: fixed
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upstream.
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-------------------------------------------------------------------
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Wed Nov 22 11:54:45 UTC 2023 - Atri Bhattacharya <badshah400@gmail.com>
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- Update to version 5.5:
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* In a stochastic context, results could be incorrect if an
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endogenous with a lead ⩾ 2 or an exogenous with a lead ⩾ 1
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appeared in the argument(s) of a call to a (nonlinear)
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external function
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* With the use_dll option of the model block, the expression
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sign(x) would evaluate to ±1 instead of 0 if x=0
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* If the guess value given to the steady command was such that
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the residuals were all below tolerance, except some that are
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NaN, then this guess value was incorrectly accepted as the
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solution to the steady state problem
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* The method_of_moments command with GMM was ignoring the
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analytic_standard_errors option when using mode_compute=4
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* Homotopy with the extended_path command at order=0 was broken
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* The parallel_use_psexec command-line option was ignored
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* With the bytecode option of the model block, using the
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operators abs(), cbrt() and sign() would lead to a crash
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* The fast command-line option was broken under MATLAB with
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Windows
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* Ramsey steady state computation could fail if an expectation
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or diff operator was present in the model
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* A crash could occur if some external function call was present
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in an auxiliary variable
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* The endogenous_prior option of the estimation command could
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erroneously display a warning message about missing
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observations
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* The model_comparison command would crash if the .mod file name
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had less than four characters
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* The shock_decomposition command would overwrite previously
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stored smoother results
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* The x13 interface in dseries did not handle missing values,
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particularly at the beginning of a series
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* The x13 interface in dseries would occasionally crash under
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Windows with segmentation violations
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* OccBin: estimation would crash if a previous shocks(surprise)
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simulation was conducted
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* The internals command would not find the location of the
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_results.mat file
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* The prior optimize command would not work with mode_compute=5
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- Minor improvement to conditionals specifying the right version
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of gcc to use.
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- Drop dynare-add-missing-include.patch: upstreamed.
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-------------------------------------------------------------------
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Wed Apr 12 04:31:04 UTC 2023 - Atri Bhattacharya <badshah400@gmail.com>
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- Update to version 5.4:
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* Estimation:
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- The load_results_after_load_mh option would not find the
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location of the results file
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- The computation of prior/posterior statistics would crash if
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the value of the filter step_ahead option was greater than 1
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without requesting a forecast or the smoother
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- NaN or complex parameters returned by steady state files
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were not correctly handled
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- analytical_derivation could be triggered with
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endogenous_prior but would not take the endogenous prior
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into account for the Jacobian and Hessian
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* OccBin:
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- Running the calib_smoother command with
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smoother_inversion_filter would crash unless
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likelihood_inversion_filter was also specified
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- Running the piecewise Kalman smoother would crash if an
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error was encountered during computation of the decision
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rules
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* PAC equation estimation through iterative OLS would crash if
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the auxiliary model contained a constant.
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* The variable label was incorrect for leads and lags of
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exogenous variables in the display of decision rules and in
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the model_info command.
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* Declaring a trend_var variable while not having a
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var(deflator=...) statement would cause the preprocessor to
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crash.
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* Macro processor: error messages following a @#define,
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@#include or @#includepath directive could in some cases point
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to a line number off by 1.
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* Perfect foresight simulations: the debug option would not
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preserve sparsity, causing out of memory errors.
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- Make doc packages noarch.
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-------------------------------------------------------------------
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Mon Apr 10 20:53:33 UTC 2023 - Bjørn Lie <bjorn.lie@gmail.com>
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- Add dynare-add-missing-include.patch: Add missing includes, now
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exposed by gcc 13.
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-------------------------------------------------------------------
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Fri Dec 30 10:21:23 UTC 2022 - Stefan Brüns <stefan.bruens@rwth-aachen.de>
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- Update to version 5.3:
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* Long list of changes, see
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https://www.dynare.org/new-dynare-release/dynare-5.3-released/
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- Remove upstream patches:
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* dynare-5.1-gcc-12.patch
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* dynare-octave7-compat.patch
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-------------------------------------------------------------------
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Mon Jun 27 20:34:53 UTC 2022 - Antoine Belvire <antoine.belvire@opensuse.org>
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- Add dynare-5.1-gcc-12.patch: Fix build with gcc 12.
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-------------------------------------------------------------------
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Tue Apr 26 18:42:14 UTC 2022 - Atri Bhattacharya <badshah400@gmail.com>
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- Update to version 5.1:
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* Long list of changes, see
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<https://www.dynare.org/new-dynare-release/dynare-5.1-released/>.
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- Add dynare-octave7-compat.patch: git commits from upstream to
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support building against octave 7.1; patch touches build files,
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so add BuildRequires: libtool and run autoreconf before
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configure.
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-------------------------------------------------------------------
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Wed Jan 12 17:50:52 UTC 2022 - Atri Bhattacharya <badshah400@gmail.com>
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- Initial package.
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- Add dynare-no-return-in-non-void-function.patch: Return trivial
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value from a function that is not declared as returning void.
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