File dynare.changes of Package dynare
-------------------------------------------------------------------
Wed Jan 28 13:05:02 UTC 2026 - Atri Bhattacharya <badshah400@gmail.com>
- Update to version 6.5:
* Several issues in the nonlinear solver, used in e.g. numerical
steady state computations, were fixed.
* Optimization would, in rare cases, erroneously apply an
infinite penalty function value
* In rare cases, the multivariate diffuse Kalman filter/smoother
(kalman_algo=3) did not correctly exit the diffuse stage
* The following problems with the estimation command were fixed:
- the point forecasts triggered by the forecast option did not
take shock uncertainty into account
- the keep_kalman_algo_if_singularity_is_detected option did
not work as advertised (option will be removed in Dynare 7)
- the EndTemperature suboption of the mode_compute=10 option
(“simpsa”) was broken
- the mh_posterior_mode_estimation option was broken in
conjunction with the method_of_moments command
- the nodecomposition option did not suppress all variance
decompositions
- the posterior_sampling_method='slice' option did not save
all files in the correct folder
- the mh_recover option did not work correctly in conjunction
with the posterior_sampling_method='slice' and
posterior_sampler_options=('save_tmp_file', 1) options
- the results of mode-finding were not correctly stored in
oo_.posterior_mode for shock and measurement error
correlations
* The following problems with non-linear filters were fixed:
- the manual incorrectly stated that 1,000 instead of 5,000
particles was the default
- the estimation command did not allow the pruning option to
be set for higher-order estimation
- combining options filter_algorithm=cpf and
proposal_approximation=montecarlo of the estimation command
returned incorrect results
- the suboptions 'unscented_beta' and 'unscented_kappa' of the
particle_filter_options option of the estimation command did
not accept values of 0
- the filter_algorithm=gf and filter_algorithm=gmf options of
the estimation command did not correctly handle correlated
measurement error
* The confidence bands of classical forecasts had incorrect
coverage
* Several issues with the forecast command used with exogenous
deterministic variables (declared with the varexo_det command)
were fixed:
- without measurement errors, it would store the upper bound
of the confidence interval in the HPDinf field and the lower
bound in the HPDsup field
- with multiple measurement errors it would crash if not all
observables were requested as outputs
- it would assign the output to the wrong variable names if a
variable list was specified after the command
* The discretionary_policy command did not accept the
planner_discount_latex_name option, contrary to what the
documentation says
* The outfile option of the smoother2histval command would
produce an incorrect file on models with two lags or more,
leading to incorrect results when loading that file with the
histval_file command
* OccBin would occasionally crash upon encountering invalid
parameter vectors
* The example1_reporting.mod example file was broken
- Drop support for EOL Leap.
- Add dummy BuildRequires: libboost_thread-devel as a work-around
for meson bug (gh#mesonbuild/meson#15470, boo#1257409).
-------------------------------------------------------------------
Fri Jul 25 12:39:31 UTC 2025 - Atri Bhattacharya <badshah400@gmail.com>
- Update to version 6.4:
* Several issues with the
`perfect_foresight_with_expectation_errors` command:
- when used with no `endval`/`endval(learnt_in=1)` block but
an `endval(learnt_in=`t`)` block with t>1, convergence could
fail if homotopy was needed
- combined with `homotopy_marginal_linearization_fallback`, it
would return incorrect results
- it would crash with
`homotopy_marginal_linearization_fallback` option if there
were several distinct `shocks` or `endval` blocks with the
`learnt_in` option
* Using the `model_diagnostics` command with the `bytecode`
option of the `model` block or the `model_options` command
would crash if the static Jacobian was singular
* The `discretionary_policy` command with the `noprint` option
would crash when encountering a problem instead of continuing
* Using the `ramsey_model` command with models declared as
`linear` would crash during preprocessing when there is a
lead/lag greater than 1 on endogenous variables or any
lead/lag on exogenous variables
* Using the `identification` command with the slice sampler
would crash if the `slice_initialize_with_mode` option was
used
* The particle filter option `resampling_method` of the
`estimation` command was broken
* The `output=third` preprocessor option would not work if no
computational commands were present in the `.mod` file
- Changes from version 6.3:
* OccBin with option `smoother_inversion_filter` would crash the
MCMC estimation if the `filtered_variables` or
`filter_step_ahead` options were used
* OccBin with option `smoother_inversion_filter` would use the
PKF if `mh_replic>0`
* OccBin with option `smoothed_state_uncertainty` would crash
Dynare if the MCMC smoother was run after the classical one
* OccBin's smoother would crash when encountering an internal
error due to the output of the linear smoother not having been
computed
* Calling `model_info` with `differentiate_forward_vars` would
crash The `identification` command would compute the
asymptotic Hessian via simulation instead of via moments as
intended
* The `identification` command would crash during prior sampling
if the initial draw did not solve the model
* The `gsa_sample_file` was broken
* Optimization algorithm `mode_compute=5` (`newrat`) would crash
with `analytic_derivation`
* The `discretionary_policy` command would crash if the model
was purely forward-looking
* The `dsample` command would crash
* The `conditional_forecast_paths` block did not accept vector
inputs
* For MCMC chains with fewer than 6000 draws, the default number
of `sub_draws` used to compute posterior moments was incorrect
* Bi-annual dates (e.g. `2024S1` or `2024H1`) were not accepted
within Dynare statements
* Plotting `dseries` did not correctly show dates on the x-axis
- Drop dynare-sphinx-str-concat.patch: incorporated upstream.
- Minor re-base of dynare-libdir.patch for updated version.
-------------------------------------------------------------------
Sun Oct 13 15:22:00 UTC 2024 - Atri Bhattacharya <badshah400@gmail.com>
- Update to version 6.2:
* Compatibility: Compatible with octave 9.2.0.
* Bugs fixed:
- The mixed complementarity problem (MCP) solver could fail or
give wrong results in some cases where there were multiple
complementarity conditions
- The qmc_sequence MEX file from the macOS package would fail
to load
- OccBin forecasts would crash in case of shocks with zero
variance
- OccBin smoother would crash if simulation did not converge
- Computation of posterior moments could crash in large models
- The auxiliary particle filter and the Liu & West online
filter (mode_compute=11) required the Statistics Toolbox
- The auxiliary particle filter and the Liu & West online
filter (mode_compute=11) would not work with the
discretionary_policy command
- The discretionary_policy command would crash if there were
fewer than two exogenous variables
- Using the forecast command with a model solved at order>1
without varexo_det would return forecasts based on a first
order approximation instead of providing an error message
- Using the forecast command with a model solved at order=2
with varexo_det and pruning would return forecasts without
pruning instead of providing an error message
- Using the forecast command with a model solved at order=3
would crash SMC methods could return wrong posterior results
if the Parallel Toolbox was installed
- The Herbst-Schorfheide SMC sampler would crash at order>1
- Annualized shock decomposition would not output results if
desired vintage date did not coincide to an end-of-the-year
Q4 period
- Using rand_multivariate_student as the proposal density in
the tailored_random_block_metropolis_hastings posterior
sampler would return wrong results
- The onlyclearglobals of the dynare command was not working
as intended
- The det_cond_forecast command would crash with plans
including only expected shocks
- Estimation could crash in some rare cases when computing the
2nd order moments of prior or posterior distribution
- Successive calls of the Herbst-Schorfheide SMC sampler could
crash due to some stale files being left on disk
- The shock decomposition plot could be wrong in the presence
of leads/lags on exogenous variables, or when the steady
state is squeezed
- Add dynare-sphinx-str-concat.patch: Fix path to string
concatenation when building sphinx documentation.
-------------------------------------------------------------------
Wed Aug 7 11:32:38 UTC 2024 - Atri Bhattacharya <badshah400@gmail.com>
- Update to version 6.1:
* Identification: simulated moments were triggered instead of
theoretical ones
* Variance decompositions would crash with measurement errors
when zero variance shocks were present
* The handling of Lagrange multipliers in the display of
problems with the Jacobian was wrong
* The option auxname was missing in the documentation of the
pac_model command
* PAC equation estimation/simulation was crashing in the case of
composite target
* The PAC equation estimation would crash if the PAC target was
a transformed variable
* The perfect_foresight_with_expectation_errors_solver command
could return incorrect results when used in conjunction with
homotopy_linearization_fallback or
homotopy_marginal_linearization_fallback options
* For scalar values, the description of the horizon option of
the var_expectation_model command was incorrect
* The steady state computation with the bytecode option in a
Ramsey model was broken
* OccBin: the piecewise Kalman filter would crash in case of a
periodic solution
* The heteroskedastic_filter option of the estimation command
would cause a crash if there was only one shock
* The method_of_moments command would crash during the J-test
for just and underidentified models
* User-defined warning settings were internally overwritten with
the method_of_moments command or the piecewise Kalman filter
* The SMC sampler would crash if any of the bayesian_irf,
moments_varendo, or smoother options of the estimation command
had been specified
* The bvar_irf command would ignore the SquareRoot option and
instead employ a Cholesky decomposition
* The univariate Kalman filter erroneously treated observations
with negative prediction variances due to numerical issues as
missing values instead of discarding the parameter draw
* A new homotopy_exclude_varexo option to the
perfect_foresight_solver command has been added, to exclude
some exogenous variables from the homotopy procedure (i.e. to
keep them at their value corresponding to 100% of the shock
during all homotopy iterations).
- Add _service file to allow inclusion of submodules in source
tarball.
- Switch to meson based build.
- Add dynare-libdir.patch: Use meson detected system libdir
instead of hard-coded 'lib'.
- New dependency: slicot-devel-static.
-------------------------------------------------------------------
Fri Feb 2 20:39:35 UTC 2024 - Atri Bhattacharya <badshah400@gmail.com>
- Update to version 6.0:
* Long list of changes, see NEWS.md file in %{_docdir}/dynare/
or online at
https://git.dynare.org/Dynare/dynare/-/blob/6.0/NEWS.md.
- Drop dynare-no-return-in-non-void-function.patch: fixed
upstream.
-------------------------------------------------------------------
Wed Nov 22 11:54:45 UTC 2023 - Atri Bhattacharya <badshah400@gmail.com>
- Update to version 5.5:
* In a stochastic context, results could be incorrect if an
endogenous with a lead ⩾ 2 or an exogenous with a lead ⩾ 1
appeared in the argument(s) of a call to a (nonlinear)
external function
* With the use_dll option of the model block, the expression
sign(x) would evaluate to ±1 instead of 0 if x=0
* If the guess value given to the steady command was such that
the residuals were all below tolerance, except some that are
NaN, then this guess value was incorrectly accepted as the
solution to the steady state problem
* The method_of_moments command with GMM was ignoring the
analytic_standard_errors option when using mode_compute=4
* Homotopy with the extended_path command at order=0 was broken
* The parallel_use_psexec command-line option was ignored
* With the bytecode option of the model block, using the
operators abs(), cbrt() and sign() would lead to a crash
* The fast command-line option was broken under MATLAB with
Windows
* Ramsey steady state computation could fail if an expectation
or diff operator was present in the model
* A crash could occur if some external function call was present
in an auxiliary variable
* The endogenous_prior option of the estimation command could
erroneously display a warning message about missing
observations
* The model_comparison command would crash if the .mod file name
had less than four characters
* The shock_decomposition command would overwrite previously
stored smoother results
* The x13 interface in dseries did not handle missing values,
particularly at the beginning of a series
* The x13 interface in dseries would occasionally crash under
Windows with segmentation violations
* OccBin: estimation would crash if a previous shocks(surprise)
simulation was conducted
* The internals command would not find the location of the
_results.mat file
* The prior optimize command would not work with mode_compute=5
- Minor improvement to conditionals specifying the right version
of gcc to use.
- Drop dynare-add-missing-include.patch: upstreamed.
-------------------------------------------------------------------
Wed Apr 12 04:31:04 UTC 2023 - Atri Bhattacharya <badshah400@gmail.com>
- Update to version 5.4:
* Estimation:
- The load_results_after_load_mh option would not find the
location of the results file
- The computation of prior/posterior statistics would crash if
the value of the filter step_ahead option was greater than 1
without requesting a forecast or the smoother
- NaN or complex parameters returned by steady state files
were not correctly handled
- analytical_derivation could be triggered with
endogenous_prior but would not take the endogenous prior
into account for the Jacobian and Hessian
* OccBin:
- Running the calib_smoother command with
smoother_inversion_filter would crash unless
likelihood_inversion_filter was also specified
- Running the piecewise Kalman smoother would crash if an
error was encountered during computation of the decision
rules
* PAC equation estimation through iterative OLS would crash if
the auxiliary model contained a constant.
* The variable label was incorrect for leads and lags of
exogenous variables in the display of decision rules and in
the model_info command.
* Declaring a trend_var variable while not having a
var(deflator=...) statement would cause the preprocessor to
crash.
* Macro processor: error messages following a @#define,
@#include or @#includepath directive could in some cases point
to a line number off by 1.
* Perfect foresight simulations: the debug option would not
preserve sparsity, causing out of memory errors.
- Make doc packages noarch.
-------------------------------------------------------------------
Mon Apr 10 20:53:33 UTC 2023 - Bjørn Lie <bjorn.lie@gmail.com>
- Add dynare-add-missing-include.patch: Add missing includes, now
exposed by gcc 13.
-------------------------------------------------------------------
Fri Dec 30 10:21:23 UTC 2022 - Stefan Brüns <stefan.bruens@rwth-aachen.de>
- Update to version 5.3:
* Long list of changes, see
https://www.dynare.org/new-dynare-release/dynare-5.3-released/
- Remove upstream patches:
* dynare-5.1-gcc-12.patch
* dynare-octave7-compat.patch
-------------------------------------------------------------------
Mon Jun 27 20:34:53 UTC 2022 - Antoine Belvire <antoine.belvire@opensuse.org>
- Add dynare-5.1-gcc-12.patch: Fix build with gcc 12.
-------------------------------------------------------------------
Tue Apr 26 18:42:14 UTC 2022 - Atri Bhattacharya <badshah400@gmail.com>
- Update to version 5.1:
* Long list of changes, see
<https://www.dynare.org/new-dynare-release/dynare-5.1-released/>.
- Add dynare-octave7-compat.patch: git commits from upstream to
support building against octave 7.1; patch touches build files,
so add BuildRequires: libtool and run autoreconf before
configure.
-------------------------------------------------------------------
Wed Jan 12 17:50:52 UTC 2022 - Atri Bhattacharya <badshah400@gmail.com>
- Initial package.
- Add dynare-no-return-in-non-void-function.patch: Return trivial
value from a function that is not declared as returning void.
