HomeFreeBSD

math/dynare: update to 4.5.7

Description

math/dynare: update to 4.5.7

Bug fix release.

From ChangeLog: https://www.dynare.org/new-dynare-release/dynare-4.5.7-released

  • The mex-file conducting the QZ decomposition erroneously applied the qz_criterium to the square absolute value of eigenvalues instead of the absolute value itself (as done in mjdgges.m and the AIM solver).
  • In pathological cases, mode_compute=5 (newrat) might enter an infinite loop.
  • discretionary_policy might erroneously state that the derivatives of the objective function are non-zero if there are NaN present.
  • Dynare++, when conducting the QZ decomposition, erroneously applied the qz_criterium to the square absolute value of eigenvalues instead of the absolute value itself.
  • Dynare++: IRFs were incorrectly computed.
  • dynare_sensitivity did not display the figures of irf_calibration, it only stored them on the disk.
  • Scatter plots generated by dynare_sensitivity did not correctly display LaTeX names.
  • Parameter updating via steady state files did not correctly work in case of using [static]/[dynamic] equation tags.
  • Memory leaks in k_order_pert (used by higher order stochastic simulations) could lead to crashes.
  • Predetermined variables were not properly set when used in model local variables.
  • Posterior moment computation did not correctly update the covariance matrix of exogenous shocks during posterior sampling.
  • Dynare was crashing with a cryptic message if a non estimated parameter was initialized in the estimated_params_init block.
  • The forecast command crashed if the model was declared as linear and contained deterministic exogenous variables.
  • Block decomposition is broken when used in conjunction with varexo_det.
  • The model was not correctly specified when identification was run without another stochastic command in the .mod file (e.g. estimation, stoch_simul, etc.).
  • Realtime annualized shock decompositions added the wrong steady state value.
  • mh_recover option crashed when using slice sampler.
  • x-axis values in plots of moment restrictions were wrong for autocovariances.

Details

Committed
fernapeFeb 10 2019, 5:59 PM
Parents
rP492620: science/healpix: fix build with GCC-based architectures
Branches
Unknown
Tags
Unknown