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math/dynare: Update from 4.5.1 to 4.5.3

Description

math/dynare: Update from 4.5.1 to 4.5.3

This release is compatible with MATLAB versions 7.3 (R2006b) to 9.3 (R2017b)
and with GNU Octave versions 4.2.

Here is a list of the problems identified in version 4.5.1 and that have been
fixed in version 4.5.2:

  • Fixed bug in perfect foresight solver:

    + If expected shocks were declared after the terminal period, as specified by the periods option, Dynare was crashing.

    + Models declared with the linear option were crashing if exogenous variables were present with a lead or lag.
  • After ML or Bayesian estimation when the smoother option or mh_replic=0 were not specified, not all smoothed measurement errors were displayed.
  • Fixed error in reference manual about the conditional_forecasts command.
  • Fixed smoother behaviour, provide informative error instead of crashing when model cannot be solved.
  • The nopathchange preprocessor option was always triggered, regardless of whether it was passed or not.
  • When ramsey_policy is used, allow state variables to be set in histval block.
  • histval erroneously accepted leads, leading to cryptic crashes.
  • The prior MC draws from previous runs were not deleted, potentially resulting in loading stale files.
  • estim_params_ was being declared global more than once.
  • Fixed crashes happening when simulating linear models with order>1.
  • Make empirical moments independent of simul_replic, as stated in the reference manual, by outputting moments computed with the first simulated sample.
  • The prior_function required a preceding estimation-command to properly set up the prior.
  • If the mode for a parameter was at exactly 0, mode_check was crashing.
  • Fixed get_posterior_parameters-routine which should not do more than getting parameters. As a consequence, the shock_decomposition-command did not correctly set the parameter_set for use in subsequent function calls if shocks are correlated or measurement error is present.
  • Fixed bug in Ramsey problem with constraints both on a policy instrument and another variable. Note that the constraint on a variable that is not an instrument of the Ramsey problem must be written with an equation tag in the model block.
  • Fixed bug in Ramsey problem with constraints on policy instrument.
  • Fixed crash with optimizer 5 when not used with DSGE model at order 1.
  • Fixed mex file used for third order approximation (was crashing on Matlab/Windows 7).
  • isfile routine was failing with MATLAB older than R2016b. This bug

did not affect Octave.

PR: 223430
Submitted by: fernando.apesteguia@gmail.com (maintainer)
Approved by: tcberner (mentor)
MFH: 2017Q4
Differential Revision: https://reviews.freebsd.org/D13058

Details

Provenance
joneumAuthored on
Differential Revision
D13058: math/dynare: Update from 4.5.1 to 4.5.3
Parents
rP456741: net-mgmt/netdata: Update port to 1.9.0
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