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freebsd-ports/math/dynare
Fernando Apesteguía 4b694a4117 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.
2019-02-10 17:59:22 +00:00
..
files math/dynare: update 4.4.3 -> 4.5.1 2017-08-12 18:05:42 +00:00
distinfo math/dynare: update to 4.5.7 2019-02-10 17:59:22 +00:00
Makefile math/dynare: update to 4.5.7 2019-02-10 17:59:22 +00:00
pkg-descr
pkg-plist math/dynare: update to 4.5.7 2019-02-10 17:59:22 +00:00