Release of Dynare 4.5.6


#1

Dear Dynare users and friends,

We are pleased to announce the release of Dynare 4.5.6.

This is a bugfix release.

The Windows packages are already available for download at:

http://www.dynare.org/download/dynare-stable

The Mac and GNU/Linux packages (for Debian and Ubuntu LTS) should follow soon.

This release is compatible with MATLAB versions 7.5 (R2007b) to 9.3 (R2018a)
and with GNU Octave versions 4.4.

Here is a list of the problems identified in version 4.5.5 and that have been
fixed in version 4.5.6:

  • TaRB sampler: incorrect last posterior was returned if the last draw was
    rejected.

  • Fixed online particle filter by drawing initial conditions in the prior
    distribution.

  • Fixed evaluation of the likelihood in non linear / particle filters.

  • Added missing documented montecarlo option in Gaussian Filter and
    Nonlinear Kalman Filter.

  • Added back a flag to deal with errors on Cholesky decomposition in the
    Conditional Particle Filter.

  • Macroprocessor length() operator was returning 1 when applied to a
    string. Macroprocessor now raises an error when length() operator is
    called on an integer and return the number of characters when applied to a
    string.

  • mode_compute=8: the error code during mode-finding was not correctly
    handled, resulting in crashes.

  • Identification was not correctly displaying a message for collinear parameters
    if there was no unidentified parameter present.

On behalf of the Dynare Team,
St├ęphane.


#2