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File dynare.changes of Package dynare

-------------------------------------------------------------------
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.

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