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math/dynare: update to 4.5.7

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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.
This commit is contained in:
Fernando Apesteguía
2019-02-10 17:59:22 +00:00
parent da856e6fcb
commit 4b694a4117
3 changed files with 10 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files

3
math/dynare/Makefile
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@@ -1,8 +1,7 @@
# $FreeBSD$
PORTNAME= dynare
DISTVERSION= 4.5.6
PORTREVISION= 6
DISTVERSION= 4.5.7
CATEGORIES= math
MASTER_SITES= http://www.dynare.org/release/source/

6
math/dynare/distinfo
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@@ -1,3 +1,3 @@
TIMESTAMP = 1533569241
SHA256 (dynare-4.5.6.tar.xz) = a4ff0ee5892a044d169ead2778e96fefcf617535fab28d25b977d8d008c7fe87
SIZE (dynare-4.5.6.tar.xz) = 16078408
TIMESTAMP = 1549706107
SHA256 (dynare-4.5.7.tar.xz) = 9224ec5279d79d55d91a01ed90022e484f66ce93d56ca6d52933163f538715d4
SIZE (dynare-4.5.7.tar.xz) = 16178652

6
math/dynare/pkg-plist
View File

@@ -623,6 +623,9 @@ lib/dynare/matlab/missing/corrcoef/sumskipnan.m
lib/dynare/matlab/missing/corrcoef/tcdf.m
lib/dynare/matlab/missing/ilu/ilu.m
%%OCTAVE%%lib/dynare/matlab/missing/isfile/isfile.m
lib/dynare/matlab/missing/is-row-column-matrix/iscolumn.m
lib/dynare/matlab/missing/is-row-column-matrix/ismatrix.m
lib/dynare/matlab/missing/is-row-column-matrix/isrow.m
lib/dynare/matlab/missing/issquare/issquare.m
lib/dynare/matlab/missing/nanmean/nanmean.m
lib/dynare/matlab/missing/ordeig/ordeig.m
@@ -651,6 +654,9 @@ lib/dynare/matlab/missing/stats/stdnormal_pdf.m
lib/dynare/matlab/missing/stats/wblcdf.m
lib/dynare/matlab/missing/stats/wblinv.m
lib/dynare/matlab/missing/stats/wblrnd.m
lib/dynare/matlab/missing/strsplit/private/ischarint.m
lib/dynare/matlab/missing/strsplit/private/ischarnum.m
lib/dynare/matlab/missing/strsplit/strsplit.m
lib/dynare/matlab/missing/struct2array/struct2array.m
lib/dynare/matlab/missing/vec/vec.m
lib/dynare/matlab/missing_DiffuseKalmanSmootherH1_Z.m