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G,Y,var_G,var_Y
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function [modelIrf, error_indicator] = rbc_irf_matching_transformations(modelIrf, M_, options_mom_, ys_)
% -------------------------------------------------------------------------
% This file manipulates model IRFs to be consistent with empirical IRFS
% -------------------------------------------------------------------------
% INPUTS
% - modelIrf: [options_mom_.irf by M_.endo_nbr by M_.exo_nbr]
% array of IRFs for all model variables and all shocks
% - M_: [structure] Dynare model structure
% - options_mom_: [structure] Dynare options structure
% - ys_: [double] steady state values of all endogenous variables
% -------------------------------------------------------------------------
% OUTPUTS
% - modelIrf: [options_mom_.irf by M_.endo_nbr by M_.exo_nbr]
% modified array of IRFs for all model variables and all shocks
% - error_indicator: [boolean] indicator of success (0) or failure (1)
% -------------------------------------------------------------------------
% This function is called by
% - mom.run
% -------------------------------------------------------------------------
% Copyright © 2024 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
% initialize error indicator
error_indicator = 0;
% get indices of variables
idx_ghat = find(ismember(M_.endo_names,'ghat'));
idx_log_y = find(ismember(M_.endo_names,'log_y'));
idx_eps_g = find(ismember(M_.exo_names,'eps_g'));
% manipulate the model IRFs to match the empirical IRFs (e.g. cumsum, common scaling, trends, ratios, etc.)
modelIrf(:,idx_ghat,idx_eps_g) = 100.*modelIrf(:,idx_ghat,idx_eps_g);
modelIrf(:,idx_log_y,idx_eps_g) = 100.*modelIrf(:,idx_log_y,idx_eps_g);
end
\ No newline at end of file
This diff is collapsed.
#!/usr/bin/env bash
# Copyright © 2019-2023 Dynare Team
# Copyright © 2019-2024 Dynare Team
#
# This file is part of Dynare.
#
......@@ -34,11 +34,16 @@ if [[ "$PKG_ARCH" == arm64 ]]; then
MATLAB_ARCH=maca64
else
BREWDIR=/usr/local
# Remove /opt/homebrew/bin from PATH, so it does not intervene with the x86_64 compilations
# Remove /opt/homebrew/bin from PATH, so it does not interfere with the x86_64 compilations
path_remove PATH /opt/homebrew/bin
MATLAB_ARCH=maci64
fi
MATLAB_PATH=/Applications/"$PKG_ARCH"/MATLAB_R2023b.app
MATLAB_PATH=/Applications/"$PKG_ARCH"/MATLAB_R2024b.app
# Workaround for bug in Xcode 15.3 which does not include m4
# See https://github.com/Homebrew/homebrew-core/issues/165388
# and https://trac.macports.org/ticket/69639
path_prepend PATH "$BREWDIR"/opt/m4/bin
# Append texbin to PATH to access latexmk and friends
path_prepend PATH /Library/TeX/texbin
......@@ -65,18 +70,18 @@ ln -s "$BREWDIR"/opt/gcc/lib/gcc/"$GCC_VERSION"/libquadmath.a "$QUADMATH_DIR"
cd "$ROOTDIR"
# NB: the addition of -Wl,-ld_classic is a workaround for https://github.com/mesonbuild/meson/issues/12282 (see also the native file)
common_meson_opts=(-Dbuild_for=matlab -Dbuildtype=release -Dprefer_static=true -Dfortran_args="[ '-B', '$LIB64/Slicot/' ]" \
common_meson_opts=(-Dbuild_for=matlab --buildtype=release --prefer-static -Dfortran_args="[ '-B', '$LIB64/Slicot/' ]" \
-Dc_link_args="[ '-Wl,-ld_classic', '-L$QUADMATH_DIR' ]" -Dcpp_link_args="[ '-Wl,-ld_classic', '-L$QUADMATH_DIR' ]" -Dfortran_link_args="[ '-Wl,-ld_classic', '-L$QUADMATH_DIR' ]" \
--native-file macOS/homebrew-native-$PKG_ARCH.ini)
# Build for MATLAB ⩾ R2018b (x86_64) and MATLAB ⩾ R2023b (arm64)
arch -"$PKG_ARCH" meson setup "${common_meson_opts[@]}" -Dmatlab_path="$MATLAB_PATH" build-matlab --wipe
arch -"$PKG_ARCH" meson compile -v -C build-matlab
arch -"$PKG_ARCH" meson setup "${common_meson_opts[@]}" -Dmatlab_path="$MATLAB_PATH" build-macOS-matlab --wipe
arch -"$PKG_ARCH" meson compile -v -C build-macOS-matlab
# If not in CI, build the docs
if [[ -z $CI ]]; then
arch -"$PKG_ARCH" meson compile -v -C build-matlab doc
ln -s build-matlab build-doc
arch -"$PKG_ARCH" meson compile -v -C build-macOS-matlab doc
ln -s build-macOS-matlab build-doc
fi
##
......@@ -85,7 +90,7 @@ fi
# Determine Dynare version if not passed by an environment variable as in the CI
if [[ -z $VERSION ]]; then
cd build-matlab
cd build-macOS-matlab
VERSION=$(meson introspect --projectinfo | sed -En 's/^.*"version": "([^"]*)".*$/\1/p')
cd ..
fi
......@@ -117,9 +122,9 @@ mkdir -p \
"$PKGFILES"/scripts \
"$PKGFILES"/contrib/ms-sbvar/TZcode
if [[ "$PKG_ARCH" == x86_64 ]]; then
mkdir -p "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-9.5-23.2
mkdir -p "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-9.5-24.2
else
mkdir -p "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-23.2
mkdir -p "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-23.2-24.2
fi
cp -p "$ROOTDIR"/NEWS.md "$PKGFILES"
......@@ -127,20 +132,20 @@ cp -p "$ROOTDIR"/COPYING "$PKGFILES"
cp -p "$ROOTDIR"/license.txt "$PKGFILES"
cp -pr "$ROOTDIR"/matlab "$PKGFILES"
cp -p "$ROOTDIR"/build-matlab/dynare_version.m "$PKGFILES"/matlab
cp -p "$ROOTDIR"/build-macOS-matlab/dynare_version.m "$PKGFILES"/matlab
cp -pr "$ROOTDIR"/examples "$PKGFILES"
cp -p "$ROOTDIR"/build-matlab/preprocessor/src/dynare-preprocessor "$PKGFILES"/preprocessor
cp -p "$ROOTDIR"/build-macOS-matlab/preprocessor/src/dynare-preprocessor "$PKGFILES"/preprocessor
# Create backward-compatibility symlink
mkdir -p "$PKGFILES"/matlab/preprocessor64
ln -sf ../../preprocessor/dynare-preprocessor "$PKGFILES"/matlab/preprocessor64/dynare_m
if [[ "$PKG_ARCH" == x86_64 ]]; then
cp -L "$ROOTDIR"/build-matlab/*.mex"$MATLAB_ARCH" "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-9.5-23.2
cp -L "$ROOTDIR"/build-macOS-matlab/*.mex"$MATLAB_ARCH" "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-9.5-24.2
else
cp -L "$ROOTDIR"/build-matlab/*.mex"$MATLAB_ARCH" "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-23.2
cp -L "$ROOTDIR"/build-macOS-matlab/*.mex"$MATLAB_ARCH" "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-23.2-24.2
fi
cp -p "$ROOTDIR"/scripts/dynare.el "$PKGFILES"/scripts
......@@ -150,8 +155,8 @@ cp "$ROOTDIR"/build-doc/*.pdf "$PKGFILES"
cp "$ROOTDIR"/build-doc/preprocessor/doc/*.pdf "$PKGFILES"/doc
cp -r "$ROOTDIR"/build-doc/dynare-manual.html "$PKGFILES"/doc
mkdir -p "$PKGFILES"/matlab/modules/dseries/externals/x13/macOS/64
cp -p "$ROOTDIR"/macOS/deps/"$PKG_ARCH"/lib64/x13as/x13as "$PKGFILES"/matlab/modules/dseries/externals/x13/macOS/64
mkdir -p "$PKGFILES"/matlab/dseries/externals/x13/macOS/64
cp -p "$ROOTDIR"/macOS/deps/"$PKG_ARCH"/lib64/x13as/x13as "$PKGFILES"/matlab/dseries/externals/x13/macOS/64
cd "$ROOTDIR"/macOS/pkg
......
# Copyright © 2019-2023 Dynare Team
# Copyright © 2019-2024 Dynare Team
#
# This file is part of Dynare.
#
......@@ -53,7 +53,7 @@ clean-all: clean-lib clean-src clean-tar
#
tarballs/slicot-$(SLICOT_VERSION).tar.gz:
mkdir -p tarballs
wget $(WGET_OPTIONS) -O $@ https://deb.debian.org/debian/pool/main/s/slicot/slicot_$(SLICOT_VERSION).orig.tar.gz
wget $(WGET_OPTIONS) -O $@ https://github.com/SLICOT/SLICOT-Reference/archive/refs/tags/v$(SLICOT_VERSION).tar.gz
$(DEPS_ARCH)/sources64/slicot-$(SLICOT_VERSION): tarballs/slicot-$(SLICOT_VERSION).tar.gz
rm -rf $(DEPS_ARCH)/sources64/slicot-*
......@@ -62,7 +62,7 @@ $(DEPS_ARCH)/sources64/slicot-$(SLICOT_VERSION): tarballs/slicot-$(SLICOT_VERSIO
touch $@
$(DEPS_ARCH)/lib64/slicot/libslicot64_pic.a: $(DEPS_ARCH)/sources64/slicot-$(SLICOT_VERSION)
make -C $< FORTRAN=$(BREWDIR)/bin/gfortran LOADER=$(BREWDIR)/bin/gfortran SLICOTLIB=../libslicot64_pic.a OPTS="-O3 -fdefault-integer-8" lib -j$(NTHREADS)
make -C $< -f makefile_Unix FORTRAN=$(BREWDIR)/bin/gfortran LOADER=$(BREWDIR)/bin/gfortran SLICOTLIB=../libslicot64_pic.a OPTS="-O3 -fdefault-integer-8" lib -j$(NTHREADS)
strip -S $</libslicot64_pic.a
mkdir -p $(dir $@)
cp $</libslicot64_pic.a $@
......
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