diff --git a/.gitlab-ci.yml b/.gitlab-ci.yml
index ea66d3699d99b2a6caa2a6f422edb64d2b06eea7..0ed77158c60b22825637183702531aeec9924a1d 100644
--- a/.gitlab-ci.yml
+++ b/.gitlab-ci.yml
@@ -1,5 +1,5 @@
variables:
- GIT_SUBMODULE_STRATEGY: normal
+ GIT_SUBMODULE_STRATEGY: recursive
TERM: linux
# The next stanza creates the version number used for the source tarball and the
@@ -10,11 +10,15 @@ variables:
# + if on master: use enterprise-unstable-$TIMESTAMP-$COMMIT
# + on another branch: use $BRANCH-$TIMESTAMP-$COMMIT
# - if in a personal repository: use $USER-$TIMESTAMP-$COMMIT
+#
+# Also sets the path and version of the default MATLAB installation.
before_script:
- '[[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Enterprise ]] && [[ -n $CI_COMMIT_TAG ]] && export VERSION=$CI_COMMIT_TAG'
- '[[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Enterprise ]] && [[ $CI_COMMIT_REF_NAME == enterprise ]] && export VERSION=enterprise-unstable-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA'
- '[[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Enterprise ]] && export VERSION=$CI_COMMIT_REF_NAME-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA'
- '[[ -z $VERSION ]] && export VERSION=$CI_PROJECT_NAMESPACE-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA'
+ - 'export MATLAB_PATH=$(dirname $(dirname $(readlink -f $(which matlab))))'
+ - 'export MATLAB_VERSION=$(echo version | matlab -nodesktop -nodisplay -nosplash 2>/dev/null | sed -En "/ans\ =/!d;n;n;s/^[^0-9]*([0-9]+\.[0-9]+).*$/\1/;p")'
stages:
- build
@@ -25,7 +29,7 @@ build_binaries:
stage: build
script:
- autoreconf -si
- - './configure --with-matlab=$(dirname $(dirname $(readlink -f $(which matlab)))) MATLAB_VERSION=$(echo version | matlab -nodesktop -nodisplay -nosplash 2>/dev/null | sed -En "/ans\ =/!d;n;n;s/^[^0-9]*([0-9]+\.[0-9]+).*$/\1/;p") PACKAGE_VERSION=$VERSION PACKAGE_STRING="dynare $VERSION"'
+ - ./configure --with-matlab=$MATLAB_PATH MATLAB_VERSION=$MATLAB_VERSION PACKAGE_VERSION=$VERSION PACKAGE_STRING="dynare $VERSION"
- make -j $(nproc) LN_S="cp -p"
artifacts:
paths:
@@ -66,7 +70,7 @@ pkg_source:
script:
- 'for f in configure.ac preprocessor/configure.ac mex/build/matlab/configure.ac mex/build/octave/configure.ac; do sed -i "s/^AC_INIT(\[\(.*\)\],\s*\[\(.*\)\])/AC_INIT([\1], [$VERSION])/" $f; done'
- autoreconf -si
- - ./configure
+ - ./configure --with-matlab=$MATLAB_PATH MATLAB_VERSION=$MATLAB_VERSION
- make dist
artifacts:
paths:
@@ -138,14 +142,14 @@ test_matlab:
extends: .test_matlab_template
script:
- autoreconf -si
- - './configure --disable-octave --with-matlab=$(dirname $(dirname $(readlink -f $(which matlab)))) MATLAB_VERSION=$(echo version | matlab -nodesktop -nodisplay -nosplash 2>/dev/null | sed -En "/ans\ =/!d;n;n;s/^[^0-9]*([0-9]+\.[0-9]+).*$/\1/;p")'
+ - ./configure --disable-octave --with-matlab=$MATLAB_PATH MATLAB_VERSION=$MATLAB_VERSION
- make -j $(($(nproc) * 3 / 4)) -C tests check-matlab
test_old_matlab:
extends: .test_matlab_template
script:
- autoreconf -si
- - './configure --disable-octave --with-matlab=/usr/local/MATLAB/R2009b MATLAB_VERSION=R2009b'
+ - ./configure --disable-octave --with-matlab=/usr/local/MATLAB/R2009b MATLAB_VERSION=R2009b
- make -C mex/build/matlab clean
- make -j $(nproc) -C mex/build/matlab
- make -j $(($(nproc) * 3 / 4)) -C tests check-matlab
diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md
index 5db22f392a7903b97aa894642a11647be99479d2..2515c5e6897860e9e3fb3fc1a8ca56b963e09b0b 100644
--- a/CONTRIBUTING.md
+++ b/CONTRIBUTING.md
@@ -11,8 +11,8 @@ If something is not clear, don't hesitate to ask if you can't find the answer on
Please note that the repositories under the purview of this page are:
* [Dynare](https://git.dynare.org/Dynare/dynare)
+* [Preprocessor](https://git.dynare.org/Dynare/preprocessor)
* [Particles](https://git.dynare.org/Dynare/particles)
-* [Dates](https://git.dynare.org/Dynare/dates)
* [Dseries](https://git.dynare.org/Dynare/dseries)
* [Reporting](https://git.dynare.org/Dynare/reporting)
* [Testsuite](https://git.dynare.org/Dynare/testsuite)
@@ -20,17 +20,25 @@ Please note that the repositories under the purview of this page are:
## Making your Intentions Known
-Before making changes to the codebase, it'd be helpful if you communicated your intentions with us. This will avoid double work and ensure that you don't contribute code that won't be included in Dynare for one reason or another. The way to communicate with us is via [GitHub Issues](https://guides.github.com/features/issues/).
+Before making changes to the codebase, it'd be helpful if you communicated your intentions with us. This will avoid double work and ensure that you don't contribute code that won't be included in Dynare for one reason or another.
+
+### Create your account on our GitLab instance
+
+All the development of Dynare happens in [GitLab](https://about.gitlab.com/), which is an integrated environment for storing code under git, keeping track of issues and milestones, and perform testing. The Dynare Team has its own instance of GitLab.
+
+In order to work with us, you need to create your account on our GitLab instance on the [register page](https://git.dynare.org/users/sign_in).
+
+You will also need to register your SSH key in your GitLab profile if you want to contribute code.
### Issues: Reporting Bugs
-You can report bugs in both the stable and unstable versions of Dynare. Before reporting a bug in the stable version of Dynare, please check the [Known Bugs](http://www.dynare.org/DynareWiki/KnownBugs) page to ensure it has not already been encountered/fixed. If reporting a bug in the unstable version of Dynare, please ensure the bug exists in the latest [unstable Dynare snapshot](http://www.dynare.org/download/dynare-unstable).
+You can report bugs in both the stable and unstable versions of Dynare. Before reporting a bug in the stable version of Dynare, please check the [Known Bugs](https://git.dynare.org/Dynare/dynare/wikis/Known-bugs-present-in-the-current-stable-version) page to ensure it has not already been encountered/fixed. If reporting a bug in the unstable version of Dynare, please ensure the bug exists in the latest [unstable Dynare snapshot](https://www.dynare.org/download/#snapshot).
-To report a bug in Dynare, simply open a GitHub issue in the repository where the bug resides. For example, to report a bug in Dynare itself, go to the [Dynare repository issue page](https://git.dynare.org/Dynare/dynare/issues) and click on "New Issue."
+To report a bug in Dynare, simply open a Gitlab issue in the repository where the bug resides. For example, to report a bug in Dynare itself, go to the [Dynare repository issue page](https://git.dynare.org/Dynare/dynare/issues) and click on "New Issue."
The minimal information to add is a subject and a description of the steps needed to reproduce the bug. However, the most helpful description would also provide the code to reproduce the bug (often times a `.mod` file). The most helpful `.mod` file is a minimal, quick-running example that reproduces the bug, but we'll take anything that will help us squash a bug.
-To include short amounts of code, please paste it into the description box, using the appropriate [GitHub markdown](https://help.github.com/articles/github-flavored-markdown/) code. For larger amounds of code like `.mod` files, please create a new [GitHub Gist](https://gist.github.com) and provide the link in the description box.
+To include short amounts of code, please paste it into the description box, using the appropriate [GitLab Flavored Markdown](https://docs.gitlab.com/ee/user/markdown.html) code. For larger amounds of code like `.mod` files, please create a new [GitLab snippet](https://git.dynare.org/dashboard/snippets) and provide the link in the description box.
### Issues: Enhancements
@@ -40,19 +48,19 @@ Though our development priorities lay with those who finance Dynare and with wha
## Get to Coding!
-So, now you've reported the bug or asked for an enhancemnt by creating a GitHub issue. That's already a great help. Thank you!
+So, now you've reported the bug or asked for an enhancemnt by creating a GitLab issue. That's already a great help. Thank you!
-Now, if you want to go the extra mile, you'll volunteer to contribute code to fix the GitHub issue you created above. Once we've agreed that you'll do it, please do the following:
+Now, if you want to go the extra mile, you'll volunteer to contribute code to fix the GitLab issue you created above. Once we've agreed that you'll do it, please do the following:
1. Clone the Dynare repository:
* `git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git`
-1. [Fork the Dynare repository](https://help.github.com/articles/fork-a-repo)
+1. [Fork the Dynare repository](https://docs.gitlab.com/ee/gitlab-basics/fork-project.html)
1. Change into the `dynare` folder and add the forked repository as a remote:
* `cd dynare`
- * `git remote add personal https://github.com/<<GitHub username>>/dynare.git`
+ * `git remote add personal git@git.dynare.org:<<GitLab username>>/dynare.git`
1. Create a branch to work on
* `git checkout -b <<descriptive branch name>>`
-1. Do your work, all the while respecting the [Dynare Coding Standards](http://www.dynare.org/DynareWiki/CodingStandards)
+1. Do your work, all the while respecting the [Dynare Coding Standards](https://archives.dynare.org/DynareWiki/CodingStandards)
As you work, your forked repository will likely fall out of sync with the main Dynare repository as we'll be working in parallel. No matter. Follow these steps to ensure your changes will be merge-able when they're done:
@@ -70,14 +78,16 @@ Once you've made the changes necessary to fix the bug or add an enhancement, ens
1. Get the latest changes from Dynare and rebase your branch on top of them (see above)
1. Commit your changes:
* `git add <<files to commit>>`
- * `git commit -m "<<descriptive commit message.>> Closes #<<Ref. to GitHub issue number fixed by this commit>>"`
+ * `git commit -m "<<descriptive commit message.>> Closes: #<<Ref. to GitLab issue number fixed by this commit>>"`
1. Push to your forked Dynare repository
* `git push personal <<descriptive branch name>>`
-1. Create a [Pull Request](https://help.github.com/articles/creating-a-pull-request/) from the branch in your forked Dynare repository
+1. Create a [Merge Request](https://docs.gitlab.com/ee/gitlab-basics/add-merge-request.html) from the branch in your forked Dynare repository
## Tests
-The Dynare Test Suite runs nightly. It's how we quickly catch bugs that may have been introduced by changes made during the day. The output from the test suite can be found here: [http://www.dynare.org/testsuite/master/](http://www.dynare.org/testsuite/master/). This is also a good place to start fixing bugs. If you see a `.mod` file that doesn't run in the test suite and think you can fix it, create an issue and once you have the go ahead, go for it!
+The Dynare testsuite runs every time a commit is pushed, either in the official repository or in your personal repository, through [GitLab Continuous Integration](https://docs.gitlab.com/ee/ci/). It's how we quickly catch bugs that may have been introduced by changes made.
+
+The output from the latest run of the test suite can be found in the `test_matlab` job associated to the [latest pipeline](https://git.dynare.org/Dynare/dynare/pipelines). This is also a good place to start fixing bugs. If you see a `.mod` file that doesn't run in the test suite and think you can fix it, create an issue and once you have the go ahead, go for it!
### Test `.mod` File
@@ -88,6 +98,4 @@ It's useful to contribute `.mod` files that test some aspect of Dynare that is n
1. Add and commit your test file and `tests/Makefile.am` as described above
1. Push and create a pull request as described above
-NB: Please do not contribute non-text files (e.g. `.xls`). If you absolutely need such a file for your test to run, please contact us to see how to go about contributing it.
-
### Unitary Tests
diff --git a/Makefile.am b/Makefile.am
index b86745ebaa1752d8af0c39ea2754bfa6cc16431a..cec400b5d35cebeb544060863226a5004c545eba 100644
--- a/Makefile.am
+++ b/Makefile.am
@@ -1,14 +1,9 @@
SUBDIRS = preprocessor doc tests mex/sources
-if HAVE_BLAS
-if HAVE_LAPACK
-if HAVE_MATIO
+if ENABLE_DYNAREPLUSPLUS
SUBDIRS += dynare++
endif
-endif
-endif
-# MEX must be built after dynare++ (because of kordepert)
if ENABLE_MATLAB
SUBDIRS += mex/build/matlab
endif
@@ -26,8 +21,7 @@ EXTRA_DIST = \
README.md \
COPYING \
CONTRIBUTING.md \
- windows/dynare.nsi \
- windows/README.txt \
+ windows \
macOS \
examples \
scripts \
diff --git a/configure.ac b/configure.ac
index fb6da82b97c868ad04cd6d29fc6a69bc470d10c5..4c5d6b61d8e51af2332f89b4ec321b07cedc5fb1 100644
--- a/configure.ac
+++ b/configure.ac
@@ -73,140 +73,100 @@ if test -z "$YACC"; then
AM_MISSING_PROG([YACC], [bison])
fi
-# Check for libmatio, needed by Dynare++
-AX_MATIO
-AM_CONDITIONAL([HAVE_MATIO], [test "$has_matio" = yes])
+# Define optional components and their corresponding flags and Automake conditionals
+AC_ARG_ENABLE([doc], AS_HELP_STRING([--disable-doc], [disable compilation of documentation]), [], [enable_doc=yes])
+AM_CONDITIONAL([ENABLE_DOC], [test "$enable_doc" = yes])
-AC_CHECK_PROG([PDFLATEX], [pdflatex], [pdflatex])
-AM_CONDITIONAL([HAVE_PDFLATEX], [test -n "$PDFLATEX"])
+AC_ARG_ENABLE([dynare++], AS_HELP_STRING([--disable-dynare++], [disable compilation of Dynare++]), [], [enable_dynareplusplus=yes])
+AM_CONDITIONAL([ENABLE_DYNAREPLUSPLUS], [test "$enable_dynareplusplus" = yes])
-AC_CHECK_PROG([BIBTEX], [bibtex], [bibtex])
-AM_CONDITIONAL([HAVE_BIBTEX], [test -n "$BIBTEX"])
-
-AC_CHECK_PROG([SPHINXBUILD], [sphinx-build], [sphinx-build])
-AM_CONDITIONAL([HAVE_SPHINXBUILD], [test -n "$SPHINXBUILD"])
+AC_ARG_ENABLE([matlab], AS_HELP_STRING([--disable-matlab], [disable compilation of MEX files for MATLAB]), [], [enable_matlab=yes])
+AM_CONDITIONAL([ENABLE_MATLAB], [test "$enable_matlab" = yes])
-if test -n "$PDFLATEX" -a -n "$BIBTEX"; then
- AX_LATEX_CLASS([beamer], [ax_latex_have_beamer])
-fi
-AM_CONDITIONAL([HAVE_BEAMER], [test "$ax_latex_have_beamer" = yes])
+AC_ARG_ENABLE([octave], AS_HELP_STRING([--disable-octave], [disable compilation of MEX files for Octave]), [], [enable_octave=yes])
+AM_CONDITIONAL([ENABLE_OCTAVE], [test "$enable_octave" = yes])
-AC_PROG_F77
-AC_F77_LIBRARY_LDFLAGS
-case ${host_os} in
- *darwin*)
- # * OS X doesn't need to link against the Fortran libraries because
- # everything is contained within the vecLib framework.
- FLIBS=''
- ;;
-esac
+AC_ARG_ENABLE([org-export], AS_HELP_STRING([--enable-org-export], [enable exporting of Org files (requires Emacs, org-mode and other external programs)]))
+AM_CONDITIONAL([ENABLE_ORG_EXPORT], [test -n "$enable_org_export"])
-if test -n "$F77"; then
- AX_BLAS
- AX_LAPACK
+# Check utilities needed for documentation
+if test "$enable_doc" = yes; then
+ AC_CHECK_PROG([PDFLATEX], [pdflatex], [pdflatex], [no])
+ test "$PDFLATEX" = no && AC_MSG_ERROR([pdflatex cannot be found. If you want to skip the compilation of the documentation, pass the --disable-doc flag.])
+ AC_CHECK_PROG([BIBTEX], [bibtex], [bibtex], [no])
+ test "$BIBTEX" = no && AC_MSG_ERROR([bibtex cannot be found. If you want to skip the compilation of the documentation, pass the --disable-doc flag.])
+ AC_CHECK_PROG([SPHINXBUILD], [sphinx-build], [sphinx-build], [no])
+ test "$SPHINXBUILD" = no && AC_MSG_ERROR([sphinx-build cannot be found. If you want to skip the compilation of the documentation, pass the --disable-doc flag.])
+ AX_LATEX_CLASS([beamer], [ax_latex_have_beamer], [], [AC_MSG_ERROR([beamer cannot be found. If you want to skip the compilation of the documentation, pass the --disable-doc flag.])])
fi
-AM_CONDITIONAL([HAVE_BLAS], [test "$ax_blas_ok" = yes])
-AM_CONDITIONAL([HAVE_LAPACK], [test "$ax_lapack_ok" = yes])
-AC_CONFIG_FILES([Makefile
- VERSION
- doc/Makefile
- doc/manual/Makefile
- doc/manual/utils/version.py
- doc/parallel/Makefile
- doc/internals/Makefile
- doc/gsa/Makefile
- doc/dseries-and-reporting/Makefile
- tests/Makefile
- matlab/dynare_version.m
- dynare++/Makefile
- dynare++/parser/cc/Makefile
- dynare++/sylv/Makefile
- dynare++/sylv/cc/Makefile
- dynare++/sylv/testing/Makefile
- dynare++/tl/Makefile
- dynare++/tl/cc/Makefile
- dynare++/tl/testing/Makefile
- dynare++/doc/Makefile
- dynare++/utils/cc/Makefile
- dynare++/integ/Makefile
- dynare++/integ/cc/Makefile
- dynare++/integ/src/Makefile
- dynare++/integ/testing/Makefile
- dynare++/kord/Makefile
- dynare++/src/Makefile
- dynare++/tests/Makefile
- mex/sources/Makefile
-])
+# Check for BLAS, LAPACK and MATIO, needed by Dynare++
+if test "$enable_dynareplusplus" = yes; then
+ AC_PROG_F77
+ AC_F77_LIBRARY_LDFLAGS
+ case ${host_os} in
+ *darwin*)
+ # * OS X doesn't need to link against the Fortran libraries because
+ # everything is contained within the vecLib framework.
+ FLIBS=''
+ ;;
+ esac
+ AX_BLAS
+ AX_LAPACK
+ AX_MATIO
+ if test "$ax_blas_ok" != yes -o "$ax_lapack_ok" != yes -o "$has_matio" != yes; then
+ AC_MSG_ERROR([Some dependencies of Dynare++ cannot be found. If you want to skip the compilation of Dynare++, pass the --disable-dynare++ flag.])
+ fi
+fi
-AC_ARG_ENABLE([matlab], AS_HELP_STRING([--disable-matlab], [disable compilation of MEX files for MATLAB]), [], [enable_matlab=yes])
+# Check for MATLAB
if test "$enable_matlab" = yes; then
AC_CONFIG_SUBDIRS([mex/build/matlab])
AX_MATLAB
AX_MATLAB_BATCH_OPTIONS
+ test "$ax_enable_matlab" != yes && AC_MSG_ERROR([MATLAB cannot be found. If you want to compile Dynare without MATLAB support, pass the --disable-matlab flag.])
fi
-AM_CONDITIONAL([ENABLE_MATLAB], [test "$enable_matlab" = yes])
-AM_CONDITIONAL([HAVE_MATLAB], [test "$ax_enable_matlab" = yes])
-AC_ARG_ENABLE([octave], AS_HELP_STRING([--disable-octave], [disable compilation of MEX files for Octave]), [], [enable_octave=yes])
+# Check for Octave
if test "$enable_octave" = yes; then
AC_CONFIG_SUBDIRS([mex/build/octave])
- AC_CHECK_PROG([OCTAVE], [octave], [octave])
+ AC_CHECK_PROG([OCTAVE], [octave], [octave], [no])
+ test "$OCTAVE" = no && AC_MSG_ERROR([Octave cannot be found. If you want to compile Dynare without Octave support, pass the --disable-octave flag.])
fi
-AM_CONDITIONAL([ENABLE_OCTAVE], [test "$enable_octave" = yes])
-AM_CONDITIONAL([HAVE_OCTAVE], [test "$enable_octave" = yes -a -n "$OCTAVE"])
-
-# Enable exporting of Org files
-# The clean way would be to test for Emacs, Org-mode, latex, dvipng...
-AC_ARG_ENABLE([org-export], AS_HELP_STRING([--enable-org-export], [enable exporting of Org files (requires Emacs, org-mode and other external programs)]))
-AM_CONDITIONAL([ENABLE_ORG_EXPORT], [test -n "$enable_org_export"])
# Construct final output message
-
-if test "$ax_blas_ok" = yes -a "$ax_lapack_ok" = yes -a "$has_matio" = yes; then
+if test "$enable_dynareplusplus" = yes; then
BUILD_DYNAREPLUSPLUS="yes"
+ TESTSUITE_DYNAREPLUSPLUS="yes"
else
- BUILD_DYNAREPLUSPLUS="no (missing one of: BLAS, LAPACK, MatIO)"
-fi
-
-if test -n "$PDFLATEX" -a "$ax_latex_have_beamer" = yes; then
- BUILD_BEAMER_DOC="yes"
-else
- BUILD_BEAMER_DOC="no (missing one of: pdflatex, beamer)"
+ BUILD_DYNAREPLUSPLUS="no"
+ TESTSUITE_DYNAREPLUSPLUS="no"
fi
-if test "x$PDFLATEX" != "x"; then
- BUILD_OTHER_PDF_DOC="yes"
+if test "$enable_doc" = yes; then
+ BUILD_DOC="yes"
else
- BUILD_OTHER_PDF_DOC="no (missing pdflatex)"
+ BUILD_DOC="no"
fi
if test -n "$enable_org_export"; then
- BUILD_DYNARE_INTERNAL_DOC="yes"
+ BUILD_INTERNAL_DOC="yes"
else
- BUILD_DYNARE_INTERNAL_DOC="no (Org export not enabled)"
+ BUILD_INTERNAL_DOC="no"
fi
-if test -n "$SPHINXBUILD"; then
- BUILD_DYNARE_HTML_MANUAL="yes"
- BUILD_DYNARE_PDF_MANUAL="yes"
+if test "$enable_matlab" = yes; then
+ TESTSUITE_MATLAB="yes"
else
- BUILD_DYNARE_HTML_MANUAL="no (missing sphinx-build)"
- BUILD_DYNARE_PDF_MANUAL="no (missing sphinx-build)"
+ TESTSUITE_MATLAB="no"
fi
-if test -n "$OCTAVE"; then
+if test "$enable_octave" = yes; then
TESTSUITE_OCTAVE="yes"
else
TESTSUITE_OCTAVE="no"
fi
-if test "$ax_blas_ok" = yes -a "$ax_lapack_ok" = yes; then
- TESTSUITE_DYNAREPLUSPLUS="yes"
-else
- TESTSUITE_DYNAREPLUSPLUS="no"
-fi
-
AC_MSG_NOTICE([
Dynare is now configured for building the following components...
@@ -214,18 +174,45 @@ Dynare is now configured for building the following components...
Binaries (with "make"):
Dynare++: $BUILD_DYNAREPLUSPLUS
-PDF documentation (with "make pdf"):
- Dynare reference manual: $BUILD_DYNARE_PDF_MANUAL
- Beamer presentations: $BUILD_BEAMER_DOC
- Various other documents: $BUILD_OTHER_PDF_DOC
-
-HTML documentation (with "make html"):
- Dynare reference manual: $BUILD_DYNARE_HTML_MANUAL
- Dynare internal doc: $BUILD_DYNARE_INTERNAL_DOC
+Documentation (with "make html pdf"):
+ Manual and other documents $BUILD_DOC
+ Dynare internal doc: $BUILD_INTERNAL_DOC
Testsuites (run with "make check"):
+ Dynare for MATLAB: $TESTSUITE_MATLAB
Dynare for Octave: $TESTSUITE_OCTAVE
Dynare++: $TESTSUITE_DYNAREPLUSPLUS
])
+AC_CONFIG_FILES([Makefile
+ VERSION
+ doc/Makefile
+ doc/manual/Makefile
+ doc/manual/utils/version.py
+ doc/parallel/Makefile
+ doc/internals/Makefile
+ doc/gsa/Makefile
+ doc/dseries-and-reporting/Makefile
+ tests/Makefile
+ matlab/dynare_version.m
+ dynare++/Makefile
+ dynare++/parser/cc/Makefile
+ dynare++/sylv/Makefile
+ dynare++/sylv/cc/Makefile
+ dynare++/sylv/testing/Makefile
+ dynare++/tl/Makefile
+ dynare++/tl/cc/Makefile
+ dynare++/tl/testing/Makefile
+ dynare++/doc/Makefile
+ dynare++/utils/cc/Makefile
+ dynare++/integ/Makefile
+ dynare++/integ/cc/Makefile
+ dynare++/integ/src/Makefile
+ dynare++/integ/testing/Makefile
+ dynare++/kord/Makefile
+ dynare++/src/Makefile
+ dynare++/tests/Makefile
+ mex/sources/Makefile
+])
+
AC_OUTPUT
diff --git a/doc/Makefile.am b/doc/Makefile.am
index 278fd4251875a74dc4583c351fb32aaa5593214b..f16874bbbb282f7cd98d3d60256c5660651831c6 100644
--- a/doc/Makefile.am
+++ b/doc/Makefile.am
@@ -1,20 +1,10 @@
SUBDIRS = parallel internals gsa dseries-and-reporting
-if HAVE_SPHINXBUILD
+if ENABLE_DOC
SUBDIRS += manual
+pdf-local: guide.pdf bvar-a-la-sims.pdf dr.pdf
endif
-PDF_TARGETS =
-
-if HAVE_PDFLATEX
-PDF_TARGETS += guide.pdf bvar-a-la-sims.pdf
-if HAVE_BIBTEX
-PDF_TARGETS += dr.pdf
-endif
-endif
-
-pdf-local: $(PDF_TARGETS)
-
EXTRA_DIST = guide.tex guide.bbl bibmad.sty bvar-a-la-sims.tex dr.tex dr.bib dynare.plots
guide.pdf: guide.tex guide.bbl bibmad.sty
diff --git a/doc/dseries-and-reporting/Makefile.am b/doc/dseries-and-reporting/Makefile.am
index 5d1ff915c19804bda7bdf5e905ca789ea9386ad1..809b9bbc2faa833abfa73ea5a7c8d10a344dbe92 100644
--- a/doc/dseries-and-reporting/Makefile.am
+++ b/doc/dseries-and-reporting/Makefile.am
@@ -1,8 +1,6 @@
-if HAVE_PDFLATEX
-if HAVE_BEAMER
+if ENABLE_DOC
pdf-local: dseriesReporting.pdf
endif
-endif
SRC = dseriesReporting.tex
diff --git a/doc/gsa/Makefile.am b/doc/gsa/Makefile.am
index 5e99bf96f37b08878f801588446e7cedd8f55f24..9a6c418f1d5915aa1e6130a10b4eba09ac8a6332 100644
--- a/doc/gsa/Makefile.am
+++ b/doc/gsa/Makefile.am
@@ -1,8 +1,6 @@
-if HAVE_PDFLATEX
-if HAVE_BIBTEX
+if ENABLE_DOC
pdf-local: gsa.pdf
endif
-endif
SRC = gsa.tex marco.bib
diff --git a/doc/manual/source/_templates/navigation.html b/doc/manual/source/_templates/navigation.html
index 93a8f50108f6f8bbae599a0f01d5de2f3c2420fd..06f8a688218763cb306e1b1bc0f08247b1d5b905 100644
--- a/doc/manual/source/_templates/navigation.html
+++ b/doc/manual/source/_templates/navigation.html
@@ -9,3 +9,7 @@
{% endfor %}
</ul>
{% endif %}
+<hr />
+<ul>
+ <li class="toctree-l1"><a href="{{pathto('genindex.html', 1)}}">Index</a></li>
+</ul>
diff --git a/doc/manual/source/index.rst b/doc/manual/source/index.rst
index 3a454440ecde8c134a0ad59f37b38e0d95fa7c7b..98a280feff3b46d971aa26a81ef99dd571faf714 100644
--- a/doc/manual/source/index.rst
+++ b/doc/manual/source/index.rst
@@ -1,18 +1,29 @@
-The Dynare Reference Manual, version 4.6-unstable.
-==================================================
+The Dynare Reference Manual, version |version|
+==============================================
Currently the development team of Dynare is composed of:
-* Stéphane Adjemian
-* Houtan Bastani
-* Michel Juillard
-* Frédéric Karamé
-* Junior Maih
-* Ferhat Mihoubi
-* Willi Mutschler
-* Johannes Pfeifer
-* Marco Ratto
-* Sébastien Villemot
+* Stéphane Adjemian (Université du Maine, Gains)
+* Houtan Bastani (CEPREMAP)
+* Michel Juillard (Banque de France)
+* Sumudu Kankanamge (Toulouse School of Economics)
+* Frédéric Karamé (Université du Maine, Gains and CEPREMAP)
+* Dóra Kocsis (CEPREMAP)
+* Junior Maih (Norges Bank)
+* Ferhat Mihoubi (Université Paris-Est Créteil, Érudite and CEPREMAP)
+* Willi Mutschler (University of Münster)
+* Johannes Pfeifer (University of Cologne)
+* Marco Ratto (European Commission, Joint Research Centre - JRC)
+* Sébastien Villemot (CEPREMAP)
+
+The following people used to be members of the team:
+
+* Abdeljabar Benzougar
+* Alejandro Buesa
+* Fabrice Collard
+* Assia Ezzeroug
+* Stéphane Lhuissier
+* George Perendia
Copyright © 1996-2019, Dynare Team.
diff --git a/doc/manual/source/installation-and-configuration.rst b/doc/manual/source/installation-and-configuration.rst
index 8543fa3e2c4b629cbd2918f25eeb85cac28081b1..146101c6a4fe947bebbad5cf3060e1a151cddea3 100644
--- a/doc/manual/source/installation-and-configuration.rst
+++ b/doc/manual/source/installation-and-configuration.rst
@@ -15,7 +15,7 @@ are necessary in that case.
In order to run Dynare, you need one of the following:
* MATLAB version 7.9 (R2009b) or above;
-* GNU Octave version 4.2.1 or above, with the statistics package from `Octave-Forge`_.
+* Octave version 4.2.1 or above, with the statistics package from `Octave-Forge`_.
The following optional extensions are also useful to benefit from
extra features, but are in no way required:
@@ -23,7 +23,7 @@ extra features, but are in no way required:
* If under MATLAB: the Optimization Toolbox, the Statistics Toolbox,
the Control System Toolbox;
-* If under GNU Octave, the following `Octave-Forge`_ packages: ``optim, io,
+* If under Octave, the following `Octave-Forge`_ packages: ``optim, io,
control``.
@@ -192,8 +192,8 @@ installation to MATLAB path. You have two options for doing that:
MATLAB will remember this setting next time you run it.
-For GNU Octave
---------------
+For Octave
+----------
You need to add the ``matlab`` subdirectory of your Dynare
installation to Octave path, using the ``addpath`` at the Octave
diff --git a/doc/manual/source/introduction.rst b/doc/manual/source/introduction.rst
index ce44b991bbab8b661778631b05cce8869302bd6f..0560d5c2f50ff9754ef14417b21dd58a8ff65f4a 100644
--- a/doc/manual/source/introduction.rst
+++ b/doc/manual/source/introduction.rst
@@ -55,21 +55,14 @@ manual. Part of Dynare is programmed in C++, while the rest is written
using the `MATLAB`_ programming language. The latter implies that
commercially-available MATLAB software is required in order to run
Dynare. However, as an alternative to MATLAB, Dynare is also able to
-run on top of `GNU Octave`_ (basically a free clone of MATLAB): this
+run on top of `Octave`_ (basically a free clone of MATLAB): this
possibility is particularly interesting for students or institutions
who cannot afford, or do not want to pay for, MATLAB and are willing
to bear the concomitant performance loss.
The development of Dynare is mainly done at `CEPREMAP`_ by a core team
of researchers who devote part of their time to software
-development. Currently the development team of Dynare is composed of
-Stéphane Adjemian (Université du Maine, Gains and CEPREMAP), Houtan
-Bastani (CEPREMAP), Michel Juillard (Banque de France), Frédéric
-Karamé (Université du Maine, Gains and CEPREMAP), Junior Maih (Norges
-Bank), Ferhat Mihoubi (Université Paris-Est Créteil, Érudite and
-CEPREMAP), Johannes Pfeifer (University of Cologne), Marco Ratto
-(European Commission, Joint Research Centre - JRC) and Sébastien
-Villemot (CEPREMAP). Increasingly, the developer base is expanding, as
+development. Increasingly, the developer base is expanding, as
tools developed by researchers outside of CEPREMAP are integrated into
Dynare. Financial support is provided by CEPREMAP, Banque de France
and DSGE-net (an international research network for DSGE modeling).
@@ -111,10 +104,11 @@ For convenience, you can copy and paste the following into your BibTeX file:
.. code-block:: bibtex
@TechReport{Adjemianetal2011,
- author = {Adjemian, St\'ephane and Bastani, Houtan and Juillard, Michel and
- Karam\'e, Fr\'ederic and Maih, Junior and Mihoubi, Ferhat and
- Perendia, George and Pfeifer, Johannes and Ratto, Marco and
- Villemot, S\'ebastien},
+ author = {Adjemian, St\'ephane and Bastani, Houtan and
+ Juillard, Michel and Karam\'e, Fr\'ederic and
+ Maih, Junior and Mihoubi, Ferhat and
+ Perendia, George and Pfeifer, Johannes and
+ Ratto, Marco and Villemot, S\'ebastien},
title = {Dynare: Reference Manual Version 4},
year = {2011},
institution = {CEPREMAP},
@@ -127,11 +121,11 @@ https://www.dynare.org.
-.. _MATLAB: http://www.mathworks.com/products/matlab/
-.. _GNU Octave: http://www.octave.org/
-.. _CEPREMAP: http://www.cepremap.fr/
+.. _MATLAB: https://www.mathworks.com/products/matlab/
+.. _Octave: https://www.octave.org/
+.. _CEPREMAP: https://www.cepremap.fr/
.. _web forum: https://forum.dynare.org/
-.. _official Dynare website: http://www.dynare.org/
+.. _official Dynare website: https://www.dynare.org/
.. _Dynare wiki: https://git.dynare.org/Dynare/dynare/wikis
.. _Dynare forums: https://forum.dynare.org/
.. _Git repository: https://git.dynare.org/Dynare/dynare
diff --git a/doc/manual/source/reporting.rst b/doc/manual/source/reporting.rst
index 7a07a095b55c9a2429d5a15a352f1b969d8cb7bf..83774d89d3c5e581b21a23048cfd91ad4ee1ea76 100644
--- a/doc/manual/source/reporting.rst
+++ b/doc/manual/source/reporting.rst
@@ -88,6 +88,11 @@ and a clarifying example.
The valid :math:`\text{\LaTeX}` code to be included in the report before
``\begin{document}``. Default: ``empty``.
+ .. option:: maketoc, BOOLEAN
+
+ Whether or not to make the table of contents. One entry is made per
+ page containing a title. Default: ``false``.
+
.. option:: margin, DOUBLE
The margin size. Default: ``2.5``.
@@ -104,6 +109,15 @@ and a clarifying example.
Paper size. Default: ```a4'``.
+ .. option:: reportDirName, FILENAME
+
+ The name of the folder in which to store the component parts of the
+ report (preamble, document, end). Default: ``tmpRepDir``.
+
+ .. option:: showDate, BOOLEAN
+
+ Display the date and time when the report was compiled. Default: true.
+
.. option:: showOutput, BOOLEAN
Print report creation progress to screen. Shows you the page
diff --git a/doc/manual/source/running-dynare.rst b/doc/manual/source/running-dynare.rst
index f0ff6f988f65d3435f42bd04c74cb26d55602e59..369eb81e28a2dcae084daeab9c633d46c6072449 100644
--- a/doc/manual/source/running-dynare.rst
+++ b/doc/manual/source/running-dynare.rst
@@ -22,7 +22,7 @@ command at the MATLAB or Octave prompt (with the filename of the
In practice, the handling of the model file is done in two steps: in
the first one, the model and the processing instructions written by
the user in a *model file* are interpreted and the proper MATLAB or
-GNU Octave instructions are generated; in the second step, the program
+Octave instructions are generated; in the second step, the program
actually runs the computations. Both steps are triggered automatically
by the ``dynare`` command.
diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst
index 3e5803b8dbb2f7e61ab504d80ddc7ea34d1ecfdb..6f7a7db58a794325c90b7575b0d8608460cb737c 100644
--- a/doc/manual/source/the-model-file.rst
+++ b/doc/manual/source/the-model-file.rst
@@ -430,7 +430,7 @@ variable to be declared (``endogenous``, ``exogenous``, or
quotes. Hence, to declare a variable ``c`` as endogenous in an equation tag,
you can type ``[endogenous='c']``.
-To perform on-the-fly variable declaration in an equtaion, simply follow the
+To perform on-the-fly variable declaration in an equation, simply follow the
symbol name with a vertical line (``|``, pipe character) and either an ``e``, an
``x``, or a ``p``. For example, to declare a parameter named
``alphaa`` in the model block, you could write ``alphaa|p`` directly in
@@ -578,6 +578,9 @@ not in EXPRESSION):
you may want to use the value of GDP at steady state to compute
the output gap.
+ Exogenous and exogenous deterministic variables may not appear in
+ MODEL_EXPRESSION.
+
.. operator:: EXPECTATION (INTEGER) (MODEL_EXPRESSION)
This operator is used to take the expectation of some expression
@@ -806,6 +809,11 @@ Internally, the parameter values are stored in ``M_.params``:
order that was used in the ``parameters`` command, hence ordered as
in ``M_.param_names``.
+The parameter names are stored in ``M_.param_names``:
+
+.. matvar:: M_.param_names
+
+ Cell array containing the names of the model parameters.
.. _model-decl:
@@ -997,6 +1005,13 @@ The model is declared inside a ``model`` block:
slave nodes when doing a parallel computation (see
:ref:`paral-conf`).
+ .. option:: balanced_growth_test_tol = DOUBLE
+
+ Tolerance used for determining whether cross-derivatives are zero in
+ the test for balanced growth path (the latter is documented on
+ `<https://archives.dynare.org/DynareWiki/RemovingTrends>`__). Default:
+ ``1e-6``
+
*Example* (Elementary RBC model)
::
@@ -3296,7 +3311,7 @@ Computing the stochastic solution
command. Note that if ``varobs`` is not present or contains all
endogenous variables, then this is the full information case
and this option has no effect. More references can be found
- `here <http://www.dynare.org/DynareWiki/PartialInformation>`__ .
+ `here <https://archives.dynare.org/DynareWiki/PartialInformation>`__ .
.. option:: sylvester = OPTION
@@ -3308,7 +3323,7 @@ Computing the stochastic solution
Uses the default solver for Sylvester equations
(``gensylv``) based on Ondra Kamenik’s algorithm (see
`here
- <http://www.dynare.org/documentation-and-support/dynarepp/sylvester.pdf/at_download/file>`__
+ <https://www.dynare.org/assets/dynare++/sylvester.pdf>`__
for more information).
``fixed_point``
@@ -3629,6 +3644,11 @@ state of the model and shocks observed at the beginning of the
period. The decision rules are stored in the structure ``oo_.dr``
which is described below.
+.. matvar:: oo_.dr
+
+ Structure storing the decision rules. The subfields for different
+ orders of approximation are explained below.
+
.. command:: extended_path ;
extended_path (OPTIONS...);
@@ -3718,6 +3738,13 @@ lag. We therefore have the following identity:
M_.npred + M_.both + M_.nfwrd + M_.nstatic = M_.endo_nbr
+.. matvar:: M_.state_var
+
+ Vector of numerical indices identifying the state variables in the
+ vector of declared variables. ``M_.endo_names(M_.state_var)``
+ therefore yields the name of all variables that are states in
+ the model declaration, i.e. that show up with a lag.
+
Internally, Dynare uses two orderings of the endogenous variables: the
order of declaration (which is reflected in ``M_.endo_names``), and an
order based on the four types described above, which we will call the
@@ -3730,9 +3757,15 @@ purely backward variables, then mixed variables, and finally purely
forward variables. Inside each category, variables are arranged
according to the declaration order.
-Variable ``oo_.dr.order_var`` maps DR-order to declaration order, and
-variable ``oo_.dr.inv_order_var`` contains the inverse map. In other
-words, the k-th variable in the DR-order corresponds to the endogenous
+.. matvar:: oo_.dr.order_var
+
+ This variables maps DR-order to declaration order.
+
+.. matvar:: oo_.dr.inv_order_var
+
+ This variable contains the inverse map.
+
+In other words, the k-th variable in the DR-order corresponds to the endogenous
variable numbered ``oo_.dr.order_var(k)`` in declaration
order. Conversely, k-th declared variable is numbered
``oo_.dr.inv_order_var(k)`` in DR-order.
@@ -3757,6 +3790,15 @@ The approximation has the stylized form:
where :math:`y^s` is the steady state value of :math:`y` and
:math:`y^h_t=y_t-y^s`.
+.. matvar:: oo.dr.state_var
+
+ Vector of numerical indices identifying the state variables in the
+ vector of declared variables, *given the current parameter values*
+ for which the decision rules have been computed. It may differ from
+ ``M_.state_var`` in case a state variable drops from the model given
+ the current parameterization, because it only gets 0 coefficients in
+ the decision rules. See :mvar:`M_.state_var`.
+
The coefficients of the decision rules are stored as follows:
* :math:`y^s` is stored in ``oo_.dr.ys``. The vector rows correspond
@@ -7204,6 +7246,10 @@ Shock Decomposition
See :opt:`nodisplay`.
+ .. option:: nograph
+
+ See :opt:`nograph`.
+
.. option:: graph_format = FORMAT
graph_format = ( FORMAT, FORMAT... )
@@ -7629,9 +7675,7 @@ the :comm:`bvar_forecast` command.
*Output*
- The results are not stored in the ``oo_`` structure but in a
- separate structure ``forecasts``, described below, saved to the
- hard disk into a file called ``conditional_forecasts.mat.``
+ The results are stored in ``oo_.conditional_forecast``, which is described below.
*Example*
@@ -7656,7 +7700,7 @@ the :comm:`bvar_forecast` command.
plot_conditional_forecast(periods = 10) a y;
- .. matvar:: forecasts.cond
+ .. matvar:: oo_.conditional_forecast.cond
Variable set by the ``conditional_forecast`` command. It
stores the conditional forecasts. Fields are ``periods+1`` by
@@ -7664,7 +7708,7 @@ the :comm:`bvar_forecast` command.
subsequent ``periods`` forecasts periods. Fields are of the
form::
- forecasts.cond.FORECAST_MOMENT.VARIABLE_NAME
+ oo_.conditional_forecast.cond.FORECAST_MOMENT.VARIABLE_NAME
where FORECAST_MOMENT is one of the following:
@@ -7678,12 +7722,12 @@ the :comm:`bvar_forecast` command.
distribution. The size corresponds to ``conf_sig``.
- .. matvar:: forecasts.uncond
+ .. matvar:: oo_.conditional_forecast.uncond
Variable set by the ``conditional_forecast`` command. It stores
the unconditional forecasts. Fields are of the form::
- forecasts.uncond.FORECAST_MOMENT.VARIABLE_NAME
+ oo_.conditional_forecast.uncond.FORECAST_MOMENT.VARIABLE_NAME
.. matvar:: forecasts.instruments
@@ -7692,14 +7736,14 @@ the :comm:`bvar_forecast` command.
the names of the exogenous instruments.
- .. matvar:: forecasts.controlled_variables
+ .. matvar:: oo_.conditional_forecast.controlled_variables
Variable set by the ``conditional_forecast`` command. Stores
the position of the constrained endogenous variables in
declaration order.
- .. matvar:: forecasts.controlled_exo_variables
+ .. matvar:: oo_.conditional_forecast.controlled_exo_variables
Variable set by the ``conditional_forecast`` command. Stores
the values of the controlled exogenous variables underlying
@@ -7707,9 +7751,9 @@ the :comm:`bvar_forecast` command.
endogenous variables. Fields are ``[number of constrained
periods]`` by ``1`` vectors and are of the form::
- forecasts.controlled_exo_variables.FORECAST_MOMENT.SHOCK_NAME
+ oo_.conditional_forecast.controlled_exo_variables.FORECAST_MOMENT.SHOCK_NAME
- .. matvar:: forecasts.graphs
+ .. matvar:: oo_.conditional_forecast.graphs
Variable set by the ``conditional_forecast`` command. Stores
the information for generating the conditional forecast plots.
@@ -9616,7 +9660,7 @@ below.
RESTRICTION EQUATION INTEGER, EXPRESSION = EXPRESSION;
To be documented. For now, see the wiki:
- `<http://www.dynare.org/DynareWiki/MarkovSwitchingInterface>`__
+ `<https://archives.dynare.org/DynareWiki/MarkovSwitchingInterface>`__
.. command:: ms_estimation (OPTIONS...);
@@ -11206,9 +11250,9 @@ Misc commands
and ``morefloats``.
-.. _Dynare wiki: http://www.dynare.org/DynareWiki/EquationsTags
+.. _Dynare wiki: https://archives.dynare.org/DynareWiki/EquationsTags
.. _io: https://octave.sourceforge.io/io/
-.. _AIM website: http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html
+.. _AIM website: https://www.federalreserve.gov/econres/ama-index.htm
.. rubric:: Footnotes
diff --git a/doc/manual/source/time-series.rst b/doc/manual/source/time-series.rst
index 4a433195a97bfe7d9c83ea6972da199eecffd989..bb9ef1a69512f8a3c58abaede7186b0b82926580 100644
--- a/doc/manual/source/time-series.rst
+++ b/doc/manual/source/time-series.rst
@@ -849,6 +849,13 @@ The dseries class
elements *RANGE_OF_DATES* or be equal to one (in which case
the single observation is replicated).
+ .. construct:: dseries (TABLE)
+
+ Creates a ``dseries`` object given the MATLAB Table provided as the sole
+ argument. It is assumed that the first column of the table contains the
+ dates of the ``dseries`` and the first row contains the names. NB: This
+ feature is not available under Octave or MATLAB R2013a or earlier.
+
*Example*
Various ways to create a ``dseries`` object::
diff --git a/doc/parallel/Makefile.am b/doc/parallel/Makefile.am
index 0b1ef771e7437c6145060947034aed1eaab73dd9..9b5818fed7bcc36727ddd5fb7aebaecd0f7eb48d 100644
--- a/doc/parallel/Makefile.am
+++ b/doc/parallel/Makefile.am
@@ -1,8 +1,6 @@
-if HAVE_PDFLATEX
-if HAVE_BIBTEX
+if ENABLE_DOC
pdf-local: parallel.pdf
endif
-endif
SRC = AvenueParadigm.pdf iVaNo_gain.pdf iVaNo_time_comp.pdf marco.bib \
netbook_complete_comp.pdf netbook_complete_openclose.pdf \
diff --git a/dynare++/doc/Makefile.am b/dynare++/doc/Makefile.am
index 3206bc011d4fc16454ad0230a6c9d5ae9dd18090..9d787d9b04db654e149f38f72da5645958001a86 100644
--- a/dynare++/doc/Makefile.am
+++ b/dynare++/doc/Makefile.am
@@ -6,7 +6,7 @@ EXTRA_DIST = \
changelog-old.html \
changelog-sylv-old.html
-if HAVE_PDFLATEX
+if ENABLE_DOC
pdf-local: dynare++-ramsey.pdf dynare++-tutorial.pdf sylvester.pdf tl.pdf
endif
diff --git a/dynare++/kord/approximation.cc b/dynare++/kord/approximation.cc
index a03dd9bd7a3fab0a1ac122a7b6c11830e8433361..2c97471dafa796fd3b72c6e154bff44436f973b9 100644
--- a/dynare++/kord/approximation.cc
+++ b/dynare++/kord/approximation.cc
@@ -87,9 +87,6 @@ Approximation::approxAtSteady()
FirstOrder fo(model.nstat(), model.npred(), model.nboth(), model.nforw(),
model.nexog(), model.getModelDerivatives().get(Symmetry{1}),
journal, qz_criterium);
- KORD_RAISE_IF_X(!fo.isStable(),
- "The model is not Blanchard-Kahn stable",
- KORD_MD_NOT_STABLE);
if (model.order() >= 2)
{
diff --git a/dynare++/kord/first_order.cc b/dynare++/kord/first_order.cc
index 96226f1b3047b193034b071cc57185058cd4ac7a..6d473d765ee555b253ab86b949ee1e75f8a0265e 100644
--- a/dynare++/kord/first_order.cc
+++ b/dynare++/kord/first_order.cc
@@ -247,6 +247,9 @@ FirstOrder::solve(const TwoDMatrix &fd)
journalEigs();
+ KORD_RAISE_IF_X(!bk_cond,
+ "The model is not Blanchard-Kahn stable",
+ KORD_MD_NOT_STABLE);
if (!gy.isFinite() || !gu.isFinite())
throw KordException(__FILE__, __LINE__,
"NaN or Inf asserted in first order derivatives in FirstOrder::solve()");
diff --git a/dynare++/kord/first_order.hh b/dynare++/kord/first_order.hh
index cfa40adf6ee2eb3b17ddbdf6f74a22c20f97d8cf..044f7a4b164c5fb365c487431d2a302821b282e6 100644
--- a/dynare++/kord/first_order.hh
+++ b/dynare++/kord/first_order.hh
@@ -71,11 +71,6 @@ public:
{
solve(FFSTensor(f));
}
- bool
- isStable() const
- {
- return bk_cond;
- }
const TwoDMatrix &
getGy() const
{
diff --git a/examples/NK_baseline_steadystate.m b/examples/NK_baseline_steadystate.m
index d2f88af9347b423da41551eb4ab6402219b7e4b8..02f70fe53911977ac2c635268148eced6de442c8 100644
--- a/examples/NK_baseline_steadystate.m
+++ b/examples/NK_baseline_steadystate.m
@@ -1,19 +1,20 @@
-function [ys,check] = NK_baseline_steadystate(ys,exo)
-% function [ys,check] = NK_baseline_steadystate(ys,exo)
+function [ys,params,check] = NK_baseline_steadystate(ys,exo,M_,options_)
+% function [ys,params,check] = NK_baseline_steadystate(ys,exo,M_,options_)
% computes the steady state for the NK_baseline.mod and uses a numerical
% solver to do so
% Inputs:
% - ys [vector] vector of initial values for the steady state of
% the endogenous variables
% - exo [vector] vector of values for the exogenous variables
+% - M_ [structure] Dynare model structure
+% - options [structure] Dynare options structure
%
% Output:
% - ys [vector] vector of steady state values for the the endogenous variables
+% - params [vector] vector of parameter values
% - check [scalar] set to 0 if steady state computation worked and to
% 1 of not (allows to impose restrictions on parameters)
-global M_
-
% read out parameters to access them with their name
NumberOfParameters = M_.param_nbr;
for ii = 1:NumberOfParameters
@@ -95,8 +96,9 @@ g2=epsilon/(epsilon-1)*g1;
%% end own model equations
+params=NaN(NumberOfParameters,1);
for iter = 1:length(M_.params) %update parameters set in the file
- eval([ 'M_.params(' num2str(iter) ') = ' M_.param_names{iter} ';' ])
+ eval([ 'params(' num2str(iter) ') = ' M_.param_names{iter} ';' ])
end
NumberOfEndogenousVariables = M_.orig_endo_nbr; %auxiliary variables are set automatically
diff --git a/license.txt b/license.txt
index 517c1fe8d892956527663f9026f32580a29e3994..96b1c0650a994729b7dec9d185a73748f850e598 100644
--- a/license.txt
+++ b/license.txt
@@ -1,16 +1,24 @@
Format: https://www.debian.org/doc/packaging-manuals/copyright-format/1.0/
Upstream-Name: Dynare
Upstream-Contact: Dynare Team, whose members in 2019 are:
- Stéphane Adjemian <stephane.adjemian@univ-lemans.fr>
- Houtan Bastani <houtan@dynare.org>
- Michel Juillard <michel.juillard@mjui.fr>
- Frédéric Karamé <frederic.karame@univ-lemans.fr>
- Junior Maih <junior.maih@gmail.com>
- Ferhat Mihoubi <fmihoubi@univ-evry.fr>
- Willi Mutschler <willi@mutschler.eu>
- Johannes Pfeifer <jpfeifer@gmx.de>
- Marco Ratto <marco.ratto@ec.europa.eu>
- Sébastien Villemot <sebastien@dynare.org>
+ - Stéphane Adjemian <stephane.adjemian@univ-lemans.fr>
+ - Houtan Bastani <houtan@dynare.org>
+ - Michel Juillard <michel.juillard@mjui.fr>
+ - Frédéric Karamé <frederic.karame@univ-lemans.fr>
+ - Dóra Kocsis <dora@dynare.org>
+ - Junior Maih <junior.maih@gmail.com>
+ - Ferhat Mihoubi <fmihoubi@univ-evry.fr>
+ - Willi Mutschler <willi@mutschler.eu>
+ - Johannes Pfeifer <jpfeifer@gmx.de>
+ - Marco Ratto <marco.ratto@ec.europa.eu>
+ - Sébastien Villemot <sebastien@dynare.org>
+ Former Dynare Team members include:
+ - Abdeljabar Benzougar
+ - Alejandro Buesa
+ - Fabrice Collard
+ - Assia Ezzeroug
+ - Stéphane Lhuissier
+ - George Perendia
Source: https://www.dynare.org
Files: *
@@ -281,6 +289,11 @@ Copyright: 2009 John Burkardt
2010-2011 Dynare Team
License: LGPL-3+
+Files: macOS/brewfiles/*
+Copyright: 2009-2019, Homebrew contributors
+ 2019 Dynare Team
+License: BSD-2-clause
+
Files: contrib/jsonlab
Copyright: 2011-2018 Qianqian Fang <q.fang at neu.edu>
License: BSD or GPL-3+
diff --git a/m4/ax_matlab_batch_options.m4 b/m4/ax_matlab_batch_options.m4
index a18b87163b04608848333fdb47440874e4c7656c..32f02d5cb3df1b76c29479340553c6643eb49bc4 100644
--- a/m4/ax_matlab_batch_options.m4
+++ b/m4/ax_matlab_batch_options.m4
@@ -22,7 +22,13 @@ AC_REQUIRE([AX_MATLAB_ARCH])
AC_REQUIRE([AX_MATLAB_VERSION])
AX_COMPARE_VERSION([$MATLAB_VERSION], [ge], [9.6],
- [MATLAB_BATCH_OPTIONS='-noFigureWindows -batch'],
+ [
+ if test "${MATLAB_ARCH}" = win32 -o "${MATLAB_ARCH}" = win64; then
+ MATLAB_BATCH_OPTIONS='-noFigureWindows -batch'
+ else
+ MATLAB_BATCH_OPTIONS='-nodisplay -batch'
+ fi
+ ],
[
if test "${MATLAB_ARCH}" = win32 -o "${MATLAB_ARCH}" = win64; then
MATLAB_BATCH_OPTIONS='-nosplash -automation -wait -sd "$(CURDIR)" -r'
diff --git a/macOS/brewfiles/gcc.rb b/macOS/brewfiles/gcc.rb
new file mode 100644
index 0000000000000000000000000000000000000000..9199547914d7bc7db421beedfc72ca887896cc0f
--- /dev/null
+++ b/macOS/brewfiles/gcc.rb
@@ -0,0 +1,161 @@
+class Gcc < Formula
+ desc "GNU compiler collection"
+ homepage "https://gcc.gnu.org/"
+ url "https://ftp.gnu.org/gnu/gcc/gcc-9.2.0/gcc-9.2.0.tar.xz"
+ mirror "https://ftpmirror.gnu.org/gcc/gcc-9.2.0/gcc-9.2.0.tar.xz"
+ sha256 "ea6ef08f121239da5695f76c9b33637a118dcf63e24164422231917fa61fb206"
+ revision 2
+ head "https://gcc.gnu.org/git/gcc.git"
+
+ bottle do
+ root_url "https://homebrew.bintray.com/bottles"
+ cellar :any
+ sha256 "1564397f461f629f3811f1ececc7f2bb614f7520242743fc41348d190d8b6aa9" => :catalina
+ sha256 "5012d43ce3ff9b31fc21f9df1075b9d5e205d1a727b75f6dbd098654aff0f0f2" => :mojave
+ sha256 "cc0e6c6a7f7ce5823d0578cf57a6e201727238905aa8a4726e5f90dbc252d94b" => :high_sierra
+ end
+
+ # The bottles are built on systems with the CLT installed, and do not work
+ # out of the box on Xcode-only systems due to an incorrect sysroot.
+ pour_bottle? do
+ reason "The bottle needs the Xcode CLT to be installed."
+ satisfy { MacOS::CLT.installed? }
+ end
+
+ depends_on "gmp"
+ depends_on "isl"
+ depends_on "libmpc"
+ depends_on "mpfr"
+
+ # GCC bootstraps itself, so it is OK to have an incompatible C++ stdlib
+ cxxstdlib_check :skip
+
+ # Fix system headers for Catalina SDK
+ # (otherwise __OSX_AVAILABLE_STARTING ends up undefined)
+ if DevelopmentTools.clang_build_version >= 1100
+ patch do
+ url "https://raw.githubusercontent.com/Homebrew/formula-patches/b8b8e65e/gcc/9.2.0-catalina.patch"
+ sha256 "0b8d14a7f3c6a2f0d2498526e86e088926671b5da50a554ffa6b7f73ac4f132b"
+ end
+ end
+
+ def version_suffix
+ if build.head?
+ "HEAD"
+ else
+ version.to_s.slice(/\d/)
+ end
+ end
+
+ def install
+ # GCC will suffer build errors if forced to use a particular linker.
+ ENV.delete "LD"
+
+ # We avoiding building:
+ # - Ada, which requires a pre-existing GCC Ada compiler to bootstrap
+ # - Go, currently not supported on macOS
+ # - BRIG
+ languages = %w[c c++ objc obj-c++ fortran]
+
+ osmajor = `uname -r`.split(".").first
+ pkgversion = "Homebrew GCC #{pkg_version} #{build.used_options*" "}".strip
+
+ args = %W[
+ --build=x86_64-apple-darwin#{osmajor}
+ --prefix=#{prefix}
+ --libdir=#{lib}/gcc/#{version_suffix}
+ --disable-nls
+ --enable-checking=release
+ --enable-languages=#{languages.join(",")}
+ --program-suffix=-#{version_suffix}
+ --with-gmp=#{Formula["gmp"].opt_prefix}
+ --with-mpfr=#{Formula["mpfr"].opt_prefix}
+ --with-mpc=#{Formula["libmpc"].opt_prefix}
+ --with-isl=#{Formula["isl"].opt_prefix}
+ --with-system-zlib
+ --with-pkgversion=#{pkgversion}
+ --with-bugurl=https://github.com/Homebrew/homebrew-core/issues
+ ]
+
+ # Xcode 10 dropped 32-bit support
+ args << "--disable-multilib" if DevelopmentTools.clang_build_version >= 1000
+
+ # Ensure correct install names when linking against libgcc_s;
+ # see discussion in https://github.com/Homebrew/legacy-homebrew/pull/34303
+ inreplace "libgcc/config/t-slibgcc-darwin", "@shlib_slibdir@", "#{HOMEBREW_PREFIX}/lib/gcc/#{version_suffix}"
+
+ mkdir "build" do
+ if !MacOS::CLT.installed?
+ # For Xcode-only systems, we need to tell the sysroot path
+ args << "--with-native-system-header-dir=/usr/include"
+ args << "--with-sysroot=#{MacOS.sdk_path}"
+ elsif MacOS.version >= :mojave
+ # System headers are no longer located in /usr/include
+ args << "--with-native-system-header-dir=/usr/include"
+ args << "--with-sysroot=/Library/Developer/CommandLineTools/SDKs/MacOSX#{MacOS.version}.sdk"
+ end
+
+ system "../configure", *args
+
+ # Use -headerpad_max_install_names in the build,
+ # otherwise updated load commands won't fit in the Mach-O header.
+ # This is needed because `gcc` avoids the superenv shim.
+ system "make", "BOOT_LDFLAGS=-Wl,-headerpad_max_install_names"
+ system "make", "install"
+
+ bin.install_symlink bin/"gfortran-#{version_suffix}" => "gfortran"
+ end
+
+ # Handle conflicts between GCC formulae and avoid interfering
+ # with system compilers.
+ # Rename man7.
+ Dir.glob(man7/"*.7") { |file| add_suffix file, version_suffix }
+ # Even when we disable building info pages some are still installed.
+ info.rmtree
+ end
+
+ def add_suffix(file, suffix)
+ dir = File.dirname(file)
+ ext = File.extname(file)
+ base = File.basename(file, ext)
+ File.rename file, "#{dir}/#{base}-#{suffix}#{ext}"
+ end
+
+ test do
+ (testpath/"hello-c.c").write <<~EOS
+ #include <stdio.h>
+ int main()
+ {
+ puts("Hello, world!");
+ return 0;
+ }
+ EOS
+ system "#{bin}/gcc-#{version_suffix}", "-o", "hello-c", "hello-c.c"
+ assert_equal "Hello, world!\n", `./hello-c`
+
+ (testpath/"hello-cc.cc").write <<~EOS
+ #include <iostream>
+ int main()
+ {
+ std::cout << "Hello, world!" << std::endl;
+ return 0;
+ }
+ EOS
+ system "#{bin}/g++-#{version_suffix}", "-o", "hello-cc", "hello-cc.cc"
+ assert_equal "Hello, world!\n", `./hello-cc`
+
+ (testpath/"test.f90").write <<~EOS
+ integer,parameter::m=10000
+ real::a(m), b(m)
+ real::fact=0.5
+
+ do concurrent (i=1:m)
+ a(i) = a(i) + fact*b(i)
+ end do
+ write(*,"(A)") "Done"
+ end
+ EOS
+ system "#{bin}/gfortran", "-o", "test", "test.f90"
+ assert_equal "Done\n", `./test`
+ end
+end
diff --git a/macOS/brewfiles/gmp.rb b/macOS/brewfiles/gmp.rb
new file mode 100644
index 0000000000000000000000000000000000000000..d18eefa01c1067b9dd96219e9337e3a401e5a181
--- /dev/null
+++ b/macOS/brewfiles/gmp.rb
@@ -0,0 +1,56 @@
+class Gmp < Formula
+ desc "GNU multiple precision arithmetic library"
+ homepage "https://gmplib.org/"
+ url "https://gmplib.org/download/gmp/gmp-6.1.2.tar.xz"
+ mirror "https://ftp.gnu.org/gnu/gmp/gmp-6.1.2.tar.xz"
+ sha256 "87b565e89a9a684fe4ebeeddb8399dce2599f9c9049854ca8c0dfbdea0e21912"
+ revision 2
+
+ bottle do
+ root_url "https://homebrew.bintray.com/bottles"
+ cellar :any
+ rebuild 1
+ sha256 "2409417943fceda33eac12a8229fbf7b990eee18ee341b543be575550a077bb0" => :catalina
+ sha256 "84f74594086bccc53bdb141f4d06d7847680374e255ebe016654da1e47db2dfc" => :mojave
+ sha256 "a536c51149806b73b2e1178be94300832b6b151455006bc7f2a32b9dc493c7a3" => :high_sierra
+ sha256 "ada22a8bbfe8532d71f2b565e00b1643beaf72bff6b36064cbad0cd7436e4948" => :sierra
+ end
+
+ def install
+ # Work around macOS Catalina / Xcode 11 code generation bug
+ # (test failure t-toom53, due to wrong code in mpn/toom53_mul.o)
+ ENV.append_to_cflags "-fno-stack-check"
+
+ # Enable --with-pic to avoid linking issues with the static library
+ args = %W[--prefix=#{prefix} --enable-cxx --with-pic]
+ args << "--build=#{Hardware.oldest_cpu}-apple-darwin#{`uname -r`.to_i}"
+ system "./configure", *args
+ system "make"
+ system "make", "check"
+ system "make", "install"
+ end
+
+ test do
+ (testpath/"test.c").write <<~EOS
+ #include <gmp.h>
+ #include <stdlib.h>
+
+ int main() {
+ mpz_t i, j, k;
+ mpz_init_set_str (i, "1a", 16);
+ mpz_init (j);
+ mpz_init (k);
+ mpz_sqrtrem (j, k, i);
+ if (mpz_get_si (j) != 5 || mpz_get_si (k) != 1) abort();
+ return 0;
+ }
+ EOS
+
+ system ENV.cc, "test.c", "-L#{lib}", "-lgmp", "-o", "test"
+ system "./test"
+
+ # Test the static library to catch potential linking issues
+ system ENV.cc, "test.c", "#{lib}/libgmp.a", "-o", "test"
+ system "./test"
+ end
+end
diff --git a/macOS/brewfiles/isl.rb b/macOS/brewfiles/isl.rb
new file mode 100644
index 0000000000000000000000000000000000000000..2703a97ef0a70153b26ccff8ab6774853a3bf489
--- /dev/null
+++ b/macOS/brewfiles/isl.rb
@@ -0,0 +1,59 @@
+class Isl < Formula
+ desc "Integer Set Library for the polyhedral model"
+ homepage "https://isl.gforge.inria.fr/"
+ # Note: Always use tarball instead of git tag for stable version.
+ #
+ # Currently isl detects its version using source code directory name
+ # and update isl_version() function accordingly. All other names will
+ # result in isl_version() function returning "UNKNOWN" and hence break
+ # package detection.
+ url "http://isl.gforge.inria.fr/isl-0.21.tar.xz"
+ mirror "https://deb.debian.org/debian/pool/main/i/isl/isl_0.21.orig.tar.xz"
+ sha256 "777058852a3db9500954361e294881214f6ecd4b594c00da5eee974cd6a54960"
+
+ bottle do
+ root_url "https://homebrew.bintray.com/bottles"
+ cellar :any
+ sha256 "1f42c08dd84a2f418c8446be2679f027d8b1250d337b5e3135c401eba578cbb7" => :catalina
+ sha256 "f9188b5d486b2a835cd865f219be1a9848ce3926e27089a1538ee989db65447d" => :mojave
+ sha256 "d997d49958218e521bc4f73369414ff9fad040d28601d94012e4c68cd090ea93" => :high_sierra
+ sha256 "d5dc353916cd98da04552a3d7cb86a3203612df422c4e9389e13e12f86945865" => :sierra
+ end
+
+ head do
+ url "https://repo.or.cz/isl.git"
+
+ depends_on "autoconf" => :build
+ depends_on "automake" => :build
+ depends_on "libtool" => :build
+ end
+
+ depends_on "gmp"
+
+ def install
+ system "./autogen.sh" if build.head?
+ system "./configure", "--disable-dependency-tracking",
+ "--disable-silent-rules",
+ "--prefix=#{prefix}",
+ "--with-gmp=system",
+ "--with-gmp-prefix=#{Formula["gmp"].opt_prefix}"
+ system "make", "check"
+ system "make", "install"
+ (share/"gdb/auto-load").install Dir["#{lib}/*-gdb.py"]
+ end
+
+ test do
+ (testpath/"test.c").write <<~EOS
+ #include <isl/ctx.h>
+
+ int main()
+ {
+ isl_ctx* ctx = isl_ctx_alloc();
+ isl_ctx_free(ctx);
+ return 0;
+ }
+ EOS
+ system ENV.cc, "test.c", "-L#{lib}", "-lisl", "-o", "test"
+ system "./test"
+ end
+end
diff --git a/macOS/brewfiles/libmpc.rb b/macOS/brewfiles/libmpc.rb
new file mode 100644
index 0000000000000000000000000000000000000000..d4dadb13b4619b874e92cb77e5e84bcafee76da7
--- /dev/null
+++ b/macOS/brewfiles/libmpc.rb
@@ -0,0 +1,55 @@
+class Libmpc < Formula
+ desc "C library for the arithmetic of high precision complex numbers"
+ homepage "http://www.multiprecision.org/mpc/"
+ url "https://ftp.gnu.org/gnu/mpc/mpc-1.1.0.tar.gz"
+ sha256 "6985c538143c1208dcb1ac42cedad6ff52e267b47e5f970183a3e75125b43c2e"
+
+ bottle do
+ root_url "https://homebrew.bintray.com/bottles"
+ cellar :any
+ sha256 "b9491bbc04d1e52dfb8311dc9aa0081fd3041cb6b2f6b59a4104d712d341979d" => :catalina
+ sha256 "1cb3a09238830d45d64a87f520f06122d24a020403fac1800c831d15c605282e" => :mojave
+ sha256 "3b28ec506ab53ef5f3163e87fb72ae735b7f91ee2fc20fe184cf1241481b72a5" => :high_sierra
+ sha256 "18d620a1612bc51b1fbd1b3b62c9c73766b90549c746740c5a27d2ab1ec5ede7" => :sierra
+ sha256 "6f19f936781dae0db248abdd84a72c3e25451c44379706bc3800760f0aa43888" => :el_capitan
+ end
+
+ depends_on "gmp"
+ depends_on "mpfr"
+
+ def install
+ args = %W[
+ --prefix=#{prefix}
+ --disable-dependency-tracking
+ --with-gmp=#{Formula["gmp"].opt_prefix}
+ --with-mpfr=#{Formula["mpfr"].opt_prefix}
+ ]
+
+ system "./configure", *args
+ system "make"
+ system "make", "check"
+ system "make", "install"
+ end
+
+ test do
+ (testpath/"test.c").write <<~EOS
+ #include <mpc.h>
+ #include <assert.h>
+ #include <math.h>
+
+ int main() {
+ mpc_t x;
+ mpc_init2 (x, 256);
+ mpc_set_d_d (x, 1., INFINITY, MPC_RNDNN);
+ mpc_tanh (x, x, MPC_RNDNN);
+ assert (mpfr_nan_p (mpc_realref (x)) && mpfr_nan_p (mpc_imagref (x)));
+ mpc_clear (x);
+ return 0;
+ }
+ EOS
+ system ENV.cc, "test.c", "-L#{lib}", "-L#{Formula["mpfr"].opt_lib}",
+ "-L#{Formula["gmp"].opt_lib}", "-lmpc", "-lmpfr",
+ "-lgmp", "-o", "test"
+ system "./test"
+ end
+end
diff --git a/macOS/brewfiles/mpfr.rb b/macOS/brewfiles/mpfr.rb
new file mode 100644
index 0000000000000000000000000000000000000000..e5690923c88c62c0c86b104818a406457b123643
--- /dev/null
+++ b/macOS/brewfiles/mpfr.rb
@@ -0,0 +1,53 @@
+class Mpfr < Formula
+ desc "C library for multiple-precision floating-point computations"
+ homepage "https://www.mpfr.org/"
+ url "https://ftp.gnu.org/gnu/mpfr/mpfr-4.0.2.tar.xz"
+ mirror "https://ftpmirror.gnu.org/mpfr/mpfr-4.0.2.tar.xz"
+ sha256 "1d3be708604eae0e42d578ba93b390c2a145f17743a744d8f3f8c2ad5855a38a"
+
+ bottle do
+ root_url "https://homebrew.bintray.com/bottles"
+ cellar :any
+ sha256 "140d29bfee0c8cf356fbb5391465f781df559e6076988de3ea8bcfd812f3c5bd" => :catalina
+ sha256 "cfce7ab866e98360c9364cd924da620ae7936d3a224d686aacc209c2107d19aa" => :mojave
+ sha256 "bf5d21e7e8e549f7e8d07791a90f44a487f4c7151897b7c64d02928b5bd73520" => :high_sierra
+ sha256 "4fb1860a481e24c70eefc8e5782030612840f1bb8f50586ca76a4c6c53629deb" => :sierra
+ end
+
+ depends_on "gmp"
+
+ def install
+ # Work around macOS Catalina / Xcode 11 code generation bug
+ # (test failure t-toom53, due to wrong code in mpn/toom53_mul.o)
+ ENV.append_to_cflags "-fno-stack-check"
+
+ system "./configure", "--disable-dependency-tracking", "--prefix=#{prefix}",
+ "--disable-silent-rules"
+ system "make"
+ system "make", "check"
+ system "make", "install"
+ end
+
+ test do
+ (testpath/"test.c").write <<~EOS
+ #include <mpfr.h>
+ #include <math.h>
+ #include <stdlib.h>
+
+ int main() {
+ mpfr_t x, y;
+ mpfr_inits2 (256, x, y, NULL);
+ mpfr_set_ui (x, 2, MPFR_RNDN);
+ mpfr_root (y, x, 2, MPFR_RNDN);
+ mpfr_pow_si (x, y, 4, MPFR_RNDN);
+ mpfr_add_si (y, x, -4, MPFR_RNDN);
+ mpfr_abs (y, y, MPFR_RNDN);
+ if (fabs(mpfr_get_d (y, MPFR_RNDN)) > 1.e-30) abort();
+ return 0;
+ }
+ EOS
+ system ENV.cc, "test.c", "-L#{lib}", "-L#{Formula["gmp"].opt_lib}",
+ "-lgmp", "-lmpfr", "-o", "test"
+ system "./test"
+ end
+end
diff --git a/macOS/build.sh b/macOS/build.sh
index 2d8f682236b501aaad411f07ec92fcbddb9cf251..5de924a83bc20bdb60d2befe675ea3295e6ea603 100755
--- a/macOS/build.sh
+++ b/macOS/build.sh
@@ -19,6 +19,8 @@
set -ex
+ROOTDIR=$(pwd)/..
+
# Set the compilers
CC=gcc-9
CXX=g++-9
@@ -26,21 +28,35 @@ CXX=g++-9
# Set the number of threads
NTHREADS=$(nproc)
+# Set dependency directory
+LIB64="$ROOTDIR"/macOS/deps/lib64
+
+
##
## Find Dynare Version
##
-ROOTDIR=$(pwd)/..
+DATE=$(date +%Y-%m-%d-%H%M)
+DATELONG=$(date '+%d %B %Y')
+if [[ -d ../.git/ ]]; then
+ SHA=$(git rev-parse HEAD)
+ SHASHORT=$(git rev-parse --short HEAD)
+fi
+
if [[ -z $VERSION ]]; then
VERSION=$(grep '^AC_INIT(' ../configure.ac | sed 's/AC_INIT(\[dynare\], \[\(.*\)\])/\1/')
if [[ -d ../.git/ ]]; then
- SHA=$(git rev-parse --short HEAD)
- VERSION_READ="$VERSION-$SHA"
- VERSION=$VERSION-$(date +%Y-%m-%d-%H%M)-"$SHA"
+ VERSION="$VERSION"-"$SHASHORT"
fi
fi
-# Set dependency directory
-LIB64="$ROOTDIR"/macOS/deps/lib64
+# Install location must be truncated for installation of `gcc`
+# If it's too long, the headers of the compiled libraries cannot be modified
+# obliging recompilation on the user's system. Truncate to 5 characters
+# To allow for distribution version to appear
+LOCATION=$(echo "$VERSION" | cut -f1 -d"-" | cut -c 1-5)
+if [[ "$VERSION" == *-unstable* || "$VERSION" == [a-zA-Z]* ]]; then
+ LOCATION="$LOCATION"-"$DATE"
+fi
##
@@ -71,14 +87,18 @@ make -j"$NTHREADS"
##
NAME=dynare-"$VERSION"
PKGFILES="$ROOTDIR"/macOS/pkg/"$NAME"
-mkdir -p "$PKGFILES"/mex/matlab/maci64-7.9-9.3
-mkdir "$PKGFILES"/mex/matlab/maci64-9.4-9.7
-mkdir "$PKGFILES"/mex/octave
-mkdir -p "$PKGFILES"/doc/dynare++
-mkdir "$PKGFILES"/dynare++
-mkdir "$PKGFILES"/scripts
-mkdir -p "$PKGFILES"/contrib/ms-sbvar/TZcode
-
+mkdir -p \
+ "$PKGFILES"/mex/matlab/maci64-7.9-9.3 \
+ "$PKGFILES"/mex/matlab/maci64-9.4-9.7 \
+ "$PKGFILES"/mex/octave \
+ "$PKGFILES"/doc/dynare++ \
+ "$PKGFILES"/dynare++ \
+ "$PKGFILES"/scripts \
+ "$PKGFILES"/contrib/ms-sbvar/TZcode
+
+if [[ $VERSION == *-unstable* ]]; then
+ echo "$SHA" > "$PKGFILES"/sha.txt
+fi
cp -p "$ROOTDIR"/NEWS "$PKGFILES"
cp -p "$ROOTDIR"/COPYING "$PKGFILES"
cp -p "$ROOTDIR"/VERSION "$PKGFILES"
@@ -149,12 +169,32 @@ echo -e "function v = supported_octave_version\nv=\"$(octave --eval "disp(OCTAVE
## Make package
##
cd "$ROOTDIR"/macOS/pkg
-pkgbuild --root "$PKGFILES" --identifier com.cepremap.dynare --version "$VERSION" --install-location /Applications/Dynare/"$VERSION" "$NAME".pkg
-sed "s/VERSION_READ/$VERSION_READ/g" "$ROOTDIR"/macOS/distribution_template.xml > distribution_tmp.xml
+
+# Dynare option
+pkgbuild --root "$PKGFILES" --identifier com.cepremap.dynare --version "$VERSION" --install-location /Applications/Dynare/"$LOCATION" "$NAME".pkg
+
+# GCC option
+# Create dummy payload for GCC package; otherwise the size is displayed as 0 bytes in the installer
+dd if=/dev/zero of="$ROOTDIR"/macOS/brewfiles/dummy bs=1m count=800
+pkgbuild --root "$ROOTDIR"/macOS/brewfiles --identifier com.cepremap.dynare.gcc --version "$VERSION" --scripts "$ROOTDIR"/macOS/scripts --install-location /Applications/Dynare/"$LOCATION" "$NAME"-gcc.pkg
+
+# Replace variables in displayed files
+sed "s/VERSION_READ/$VERSION/g" "$ROOTDIR"/macOS/distribution_template.xml > distribution_tmp.xml
sed "s/VERSION_NO_SPACE/$VERSION/g" distribution_tmp.xml > distribution.xml
-ln -s "$ROOTDIR"/COPYING "$ROOTDIR"/macOS/
+sed "s/GCC_BINARY/$CC/g" "$ROOTDIR"/macOS/welcome_template.html > "$ROOTDIR"/macOS/welcome.html
+sed "s/VERSION_NO_SPACE/$VERSION/g" "$ROOTDIR"/macOS/welcome.html > "$ROOTDIR"/macOS/welcome_tmp.html
+sed "s/DATE/$DATELONG/g" "$ROOTDIR"/macOS/welcome_tmp.html > "$ROOTDIR"/macOS/welcome.html
+
+# Create installer
productbuild --distribution distribution.xml --resources "$ROOTDIR"/macOS --package-path ./"$NAME".pkg "$NAME"-new.pkg
+
+# cleanup
rm -f ./*.xml
rm -rf "$PKGFILES"
-rm "$ROOTDIR"/macOS/COPYING
+rm -f "$NAME"-gcc.pkg
+rm -f "$ROOTDIR"/macOS/brewfiles/dummy
+rm -f "$ROOTDIR"/macOS/welcome.html
+rm -f "$ROOTDIR"/macOS/welcome_tmp.html
+
+# Final pkg
mv "$NAME"-new.pkg "$NAME".pkg
diff --git a/macOS/distribution_template.xml b/macOS/distribution_template.xml
index e4ad873b3771ae7defce17e4b9df110ac481da51..15bfa4d1fbe6a544a71a488d73e373047fb6d0b8 100644
--- a/macOS/distribution_template.xml
+++ b/macOS/distribution_template.xml
@@ -1,19 +1,22 @@
<?xml version="1.0" encoding="utf-8"?>
<installer-gui-script minSpecVersion="1">
- <pkg-ref id="com.cepremap.dynare"/>
- <options customize="never" require-scripts="false"/>
- <choices-outline>
- <line choice="default">
- <line choice="com.cepremap.dynare"/>
- </line>
- </choices-outline>
- <choice id="default"/>
- <choice id="com.cepremap.dynare" visible="false">
- <pkg-ref id="com.cepremap.dynare"/>
- </choice>
- <pkg-ref id="com.cepremap.dynare" version="VERSION_NO_SPACE" onConclusion="none">dynare-VERSION_NO_SPACE.pkg</pkg-ref>
- <title>Dynare VERSION_READ</title>
- <background file="background.png" scaling="tofit" mime-type="image/png" alignment="topleft" />
- <background-darkAqua file="background.png" scaling="tofit" mime-type="image/png" alignment="topleft" />
- <license file="COPYING" mime-type="text/plain" />
+ <title>Dynare VERSION_READ</title>
+ <background file="background.png" scaling="tofit" mime-type="image/png" alignment="topleft" />
+ <background-darkAqua file="background.png" scaling="tofit" mime-type="image/png" alignment="topleft" />
+ <welcome file="welcome.html" mime-type="text/html" />
+ <license file="gpl-3.0-standalone.html" mime-type="text/html" />
+ <pkg-ref id="com.cepremap.dynare" />
+ <options customize="allow" require-scripts="false" hostArchitectures="x86_64" />
+ <choices-outline>
+ <line choice="com.cepremap.dynare" />
+ <line choice="com.cepremap.dynare.gcc" />
+ </choices-outline>
+ <choice id="com.cepremap.dynare" title="Dynare" description="Dynare Required Files" start_enabled="false" enabled="false">
+ <pkg-ref id="com.cepremap.dynare" />
+ </choice>
+ <choice id="com.cepremap.dynare.gcc" title="GCC compiler for use_dll" description="This is necessary for the use of Dynare with the `use_dll` option. NB: This takes a few minutes and requires an active internet connection">
+ <pkg-ref id="com.cepremap.dynare.gcc" />
+ </choice>
+ <pkg-ref id="com.cepremap.dynare" version="VERSION_NO_SPACE">dynare-VERSION_NO_SPACE.pkg</pkg-ref>
+ <pkg-ref id="com.cepremap.dynare.gcc" version="VERSION_NO_SPACE">dynare-VERSION_NO_SPACE-gcc.pkg</pkg-ref>
</installer-gui-script>
diff --git a/macOS/gpl-3.0-standalone.html b/macOS/gpl-3.0-standalone.html
new file mode 100644
index 0000000000000000000000000000000000000000..7c25d863c323d6f02513a1196a1194f308962982
--- /dev/null
+++ b/macOS/gpl-3.0-standalone.html
@@ -0,0 +1,693 @@
+<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
+<html xmlns="http://www.w3.org/1999/xhtml" xml:lang="en" lang="en"><head>
+ <meta http-equiv="Content-Type" content="text/html; charset=UTF-8">
+ <title>GNU General Public License v3.0 - GNU Project - Free Software Foundation (FSF)</title>
+ <link rel="alternate" type="application/rdf+xml" href="http://www.gnu.org/licenses/gpl-3.0.rdf">
+</head>
+<body>
+<h3 style="text-align: center;">GNU GENERAL PUBLIC LICENSE</h3>
+<p style="text-align: center;">Version 3, 29 June 2007</p>
+
+<p>Copyright © 2007 Free Software Foundation, Inc.
+ <<a href="https://fsf.org/">https://fsf.org/</a>></p><p>
+ Everyone is permitted to copy and distribute verbatim copies
+ of this license document, but changing it is not allowed.</p>
+
+<h3><a name="preamble"></a>Preamble</h3>
+
+<p>The GNU General Public License is a free, copyleft license for
+software and other kinds of works.</p>
+
+<p>The licenses for most software and other practical works are designed
+to take away your freedom to share and change the works. By contrast,
+the GNU General Public License is intended to guarantee your freedom to
+share and change all versions of a program--to make sure it remains free
+software for all its users. We, the Free Software Foundation, use the
+GNU General Public License for most of our software; it applies also to
+any other work released this way by its authors. You can apply it to
+your programs, too.</p>
+
+<p>When we speak of free software, we are referring to freedom, not
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+
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+
+<p>Developers that use the GNU GPL protect your rights with two steps:
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+<p>Finally, every program is threatened constantly by software patents.
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+
+<h3><a name="terms"></a>TERMS AND CONDITIONS</h3>
+
+<h4><a name="section0"></a>0. Definitions.</h4>
+
+<p>“This License” refers to version 3 of the GNU General Public License.</p>
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+<p>To “propagate” a work means to do anything with it that, without
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+
+<h4><a name="section3"></a>3. Protecting Users' Legal Rights From Anti-Circumvention Law.</h4>
+
+<p>No covered work shall be deemed part of an effective technological
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+
+<p>You may convey verbatim copies of the Program's source code as you
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+unpacking, reading or copying.</p>
+
+<h4><a name="section7"></a>7. Additional Terms.</h4>
+
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+Additional permissions that are applicable to the entire Program shall
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+
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+<p>Additional terms, permissive or non-permissive, may be stated in the
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+
+<h4><a name="section8"></a>8. Termination.</h4>
+
+<p>You may not propagate or modify a covered work except as expressly
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+<p>Moreover, your license from a particular copyright holder is
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+<h4><a name="section9"></a>9. Acceptance Not Required for Having Copies.</h4>
+
+<p>You are not required to accept this License in order to receive or
+run a copy of the Program. Ancillary propagation of a covered work
+occurring solely as a consequence of using peer-to-peer transmission
+to receive a copy likewise does not require acceptance. However,
+nothing other than this License grants you permission to propagate or
+modify any covered work. These actions infringe copyright if you do
+not accept this License. Therefore, by modifying or propagating a
+covered work, you indicate your acceptance of this License to do so.</p>
+
+<h4><a name="section10"></a>10. Automatic Licensing of Downstream Recipients.</h4>
+
+<p>Each time you convey a covered work, the recipient automatically
+receives a license from the original licensors, to run, modify and
+propagate that work, subject to this License. You are not responsible
+for enforcing compliance by third parties with this License.</p>
+
+<p>An “entity transaction” is a transaction transferring control of an
+organization, or substantially all assets of one, or subdividing an
+organization, or merging organizations. If propagation of a covered
+work results from an entity transaction, each party to that
+transaction who receives a copy of the work also receives whatever
+licenses to the work the party's predecessor in interest had or could
+give under the previous paragraph, plus a right to possession of the
+Corresponding Source of the work from the predecessor in interest, if
+the predecessor has it or can get it with reasonable efforts.</p>
+
+<p>You may not impose any further restrictions on the exercise of the
+rights granted or affirmed under this License. For example, you may
+not impose a license fee, royalty, or other charge for exercise of
+rights granted under this License, and you may not initiate litigation
+(including a cross-claim or counterclaim in a lawsuit) alleging that
+any patent claim is infringed by making, using, selling, offering for
+sale, or importing the Program or any portion of it.</p>
+
+<h4><a name="section11"></a>11. Patents.</h4>
+
+<p>A “contributor” is a copyright holder who authorizes use under this
+License of the Program or a work on which the Program is based. The
+work thus licensed is called the contributor's “contributor version”.</p>
+
+<p>A contributor's “essential patent claims” are all patent claims
+owned or controlled by the contributor, whether already acquired or
+hereafter acquired, that would be infringed by some manner, permitted
+by this License, of making, using, or selling its contributor version,
+but do not include claims that would be infringed only as a
+consequence of further modification of the contributor version. For
+purposes of this definition, “control” includes the right to grant
+patent sublicenses in a manner consistent with the requirements of
+this License.</p>
+
+<p>Each contributor grants you a non-exclusive, worldwide, royalty-free
+patent license under the contributor's essential patent claims, to
+make, use, sell, offer for sale, import and otherwise run, modify and
+propagate the contents of its contributor version.</p>
+
+<p>In the following three paragraphs, a “patent license” is any express
+agreement or commitment, however denominated, not to enforce a patent
+(such as an express permission to practice a patent or covenant not to
+sue for patent infringement). To “grant” such a patent license to a
+party means to make such an agreement or commitment not to enforce a
+patent against the party.</p>
+
+<p>If you convey a covered work, knowingly relying on a patent license,
+and the Corresponding Source of the work is not available for anyone
+to copy, free of charge and under the terms of this License, through a
+publicly available network server or other readily accessible means,
+then you must either (1) cause the Corresponding Source to be so
+available, or (2) arrange to deprive yourself of the benefit of the
+patent license for this particular work, or (3) arrange, in a manner
+consistent with the requirements of this License, to extend the patent
+license to downstream recipients. “Knowingly relying” means you have
+actual knowledge that, but for the patent license, your conveying the
+covered work in a country, or your recipient's use of the covered work
+in a country, would infringe one or more identifiable patents in that
+country that you have reason to believe are valid.</p>
+
+<p>If, pursuant to or in connection with a single transaction or
+arrangement, you convey, or propagate by procuring conveyance of, a
+covered work, and grant a patent license to some of the parties
+receiving the covered work authorizing them to use, propagate, modify
+or convey a specific copy of the covered work, then the patent license
+you grant is automatically extended to all recipients of the covered
+work and works based on it.</p>
+
+<p>A patent license is “discriminatory” if it does not include within
+the scope of its coverage, prohibits the exercise of, or is
+conditioned on the non-exercise of one or more of the rights that are
+specifically granted under this License. You may not convey a covered
+work if you are a party to an arrangement with a third party that is
+in the business of distributing software, under which you make payment
+to the third party based on the extent of your activity of conveying
+the work, and under which the third party grants, to any of the
+parties who would receive the covered work from you, a discriminatory
+patent license (a) in connection with copies of the covered work
+conveyed by you (or copies made from those copies), or (b) primarily
+for and in connection with specific products or compilations that
+contain the covered work, unless you entered into that arrangement,
+or that patent license was granted, prior to 28 March 2007.</p>
+
+<p>Nothing in this License shall be construed as excluding or limiting
+any implied license or other defenses to infringement that may
+otherwise be available to you under applicable patent law.</p>
+
+<h4><a name="section12"></a>12. No Surrender of Others' Freedom.</h4>
+
+<p>If conditions are imposed on you (whether by court order, agreement or
+otherwise) that contradict the conditions of this License, they do not
+excuse you from the conditions of this License. If you cannot convey a
+covered work so as to satisfy simultaneously your obligations under this
+License and any other pertinent obligations, then as a consequence you may
+not convey it at all. For example, if you agree to terms that obligate you
+to collect a royalty for further conveying from those to whom you convey
+the Program, the only way you could satisfy both those terms and this
+License would be to refrain entirely from conveying the Program.</p>
+
+<h4><a name="section13"></a>13. Use with the GNU Affero General Public License.</h4>
+
+<p>Notwithstanding any other provision of this License, you have
+permission to link or combine any covered work with a work licensed
+under version 3 of the GNU Affero General Public License into a single
+combined work, and to convey the resulting work. The terms of this
+License will continue to apply to the part which is the covered work,
+but the special requirements of the GNU Affero General Public License,
+section 13, concerning interaction through a network will apply to the
+combination as such.</p>
+
+<h4><a name="section14"></a>14. Revised Versions of this License.</h4>
+
+<p>The Free Software Foundation may publish revised and/or new versions of
+the GNU General Public License from time to time. Such new versions will
+be similar in spirit to the present version, but may differ in detail to
+address new problems or concerns.</p>
+
+<p>Each version is given a distinguishing version number. If the
+Program specifies that a certain numbered version of the GNU General
+Public License “or any later version” applies to it, you have the
+option of following the terms and conditions either of that numbered
+version or of any later version published by the Free Software
+Foundation. If the Program does not specify a version number of the
+GNU General Public License, you may choose any version ever published
+by the Free Software Foundation.</p>
+
+<p>If the Program specifies that a proxy can decide which future
+versions of the GNU General Public License can be used, that proxy's
+public statement of acceptance of a version permanently authorizes you
+to choose that version for the Program.</p>
+
+<p>Later license versions may give you additional or different
+permissions. However, no additional obligations are imposed on any
+author or copyright holder as a result of your choosing to follow a
+later version.</p>
+
+<h4><a name="section15"></a>15. Disclaimer of Warranty.</h4>
+
+<p>THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY
+APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT
+HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM “AS IS” WITHOUT WARRANTY
+OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO,
+THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
+PURPOSE. THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM
+IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF
+ALL NECESSARY SERVICING, REPAIR OR CORRECTION.</p>
+
+<h4><a name="section16"></a>16. Limitation of Liability.</h4>
+
+<p>IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING
+WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS
+THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY
+GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE
+USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF
+DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD
+PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS),
+EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
+SUCH DAMAGES.</p>
+
+<h4><a name="section17"></a>17. Interpretation of Sections 15 and 16.</h4>
+
+<p>If the disclaimer of warranty and limitation of liability provided
+above cannot be given local legal effect according to their terms,
+reviewing courts shall apply local law that most closely approximates
+an absolute waiver of all civil liability in connection with the
+Program, unless a warranty or assumption of liability accompanies a
+copy of the Program in return for a fee.</p>
+
+<p>END OF TERMS AND CONDITIONS</p>
+
+<h3><a name="howto"></a>How to Apply These Terms to Your New Programs</h3>
+
+<p>If you develop a new program, and you want it to be of the greatest
+possible use to the public, the best way to achieve this is to make it
+free software which everyone can redistribute and change under these terms.</p>
+
+<p>To do so, attach the following notices to the program. It is safest
+to attach them to the start of each source file to most effectively
+state the exclusion of warranty; and each file should have at least
+the “copyright” line and a pointer to where the full notice is found.</p>
+
+<pre> <one line to give the program's name and a brief idea of what it does.>
+ Copyright (C) <year> <name of author>
+
+ This program 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.
+
+ This program 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 this program. If not, see <https://www.gnu.org/licenses/>.
+</pre>
+
+<p>Also add information on how to contact you by electronic and paper mail.</p>
+
+<p>If the program does terminal interaction, make it output a short
+notice like this when it starts in an interactive mode:</p>
+
+<pre> <program> Copyright (C) <year> <name of author>
+ This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
+ This is free software, and you are welcome to redistribute it
+ under certain conditions; type `show c' for details.
+</pre>
+
+<p>The hypothetical commands `show w' and `show c' should show the appropriate
+parts of the General Public License. Of course, your program's commands
+might be different; for a GUI interface, you would use an “about box”.</p>
+
+<p>You should also get your employer (if you work as a programmer) or school,
+if any, to sign a “copyright disclaimer” for the program, if necessary.
+For more information on this, and how to apply and follow the GNU GPL, see
+<<a href="https://www.gnu.org/licenses/">https://www.gnu.org/licenses/</a>>.</p>
+
+<p>The GNU General Public License does not permit incorporating your program
+into proprietary programs. If your program is a subroutine library, you
+may consider it more useful to permit linking proprietary applications with
+the library. If this is what you want to do, use the GNU Lesser General
+Public License instead of this License. But first, please read
+<<a href="https://www.gnu.org/licenses/why-not-lgpl.html">https://www.gnu.org/licenses/why-not-lgpl.html</a>>.</p>
+
+
+</body></html>
\ No newline at end of file
diff --git a/macOS/scripts/postinstall b/macOS/scripts/postinstall
new file mode 100755
index 0000000000000000000000000000000000000000..e0d0f851d297107e8af25eef33be1d2dd3ae8269
--- /dev/null
+++ b/macOS/scripts/postinstall
@@ -0,0 +1,77 @@
+#!/usr/bin/env bash
+
+# Copyright © 2019 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 <http://www.gnu.org/licenses/>.
+
+set -ex
+
+set -o errexit
+readonly LOG_FILE="$2"/install.log
+sudo touch "$LOG_FILE"
+exec 1>"$LOG_FILE"
+exec 2>&1
+
+# Remove dummy payload
+rm -f "$2"/dummy
+
+# Test for Internet connection
+[[ -z $(curl -s -m 4 www.google.com) ]] && { echo "No internet connection found"; exit 1; }
+
+# Install Command Line Tools
+if [[ -z $(/usr/bin/xcode-select -print-path) ]]; then
+ touch /tmp/.com.apple.dt.CommandLineTools.installondemand.in-progress;
+ SUC=$(softwareupdate -l |
+ grep "\*.*Command Line" |
+ grep -m1 "" |
+ awk -F"*" '{print $2}' |
+ sed -e 's/^ *//' |
+ tr -d '\n')
+ # On macOS 10.15 softwareupdate output is preceded by "Label: "
+ [[ $SUC == Label:* ]] && SUC=${SUC#"Label: "}
+ softwareupdate -i "$SUC" --verbose;
+ rm -f /tmp/.com.apple.dt.CommandLineTools.installondemand.in-progress;
+ softwareupdate -l
+fi
+
+# If CLT installation didn't work, exit
+[[ -z $(/usr/bin/xcode-select -print-path) ]] && \
+ { echo "You must install Command Line Tools to proceed with installation of GCC"; exit 1; }
+
+# Install Homebrew
+BREWDIR="$2"/.brew
+[ -d "$BREWDIR" ] || mkdir -p "$BREWDIR"
+
+BREW_URL="https://github.com/Homebrew/brew"
+BREW_BRANCH="master"
+
+curl -\# -L "$BREW_URL"/tarball/"$BREW_BRANCH" | tar xz -m --strip 1 -C "$BREWDIR"
+
+# Change ownership of Dynare directory
+chown -R "$USER":staff "$2"
+
+sudo -u "$USER" "$BREWDIR"/bin/brew tap homebrew/core
+HOMEBREW_CACHE="$HOME"/Library/Caches/Homebrew-Dynare
+HOMEBREW_NO_AUTO_UPDATE=1
+[[ -z "${HOMEBREW_NO_ANALYTICS}" ]] && HOMEBREW_NO_ANALYTICS=1
+
+# Move modified formulas to Homebrew Formula directory
+mv "$2"/*.rb "$BREWDIR"/Library/Taps/homebrew/homebrew-core/Formula
+
+# Install GCC & deps
+sudo -u "$USER" "$BREWDIR"/bin/brew install gcc -v --force-bottle
+
+exit 0
diff --git a/macOS/welcome_template.html b/macOS/welcome_template.html
new file mode 100644
index 0000000000000000000000000000000000000000..5d023a2b74be0983b88f6e8410d5a7f3f22c223b
--- /dev/null
+++ b/macOS/welcome_template.html
@@ -0,0 +1,15 @@
+<html lang="en">
+ <body>
+ <h3 style="text-align: center;">Welcome to Dynare</h3>
+ <p style="text-align: center;">Version VERSION_NO_SPACE</p>
+ <p style="text-align: center;">DATE</p>
+
+ <p><b>Just a few things to note</b>. This installation can be customized as you can choose not to install the GNU C Compiler (GCC). Installing GCC is necessary if you want to use the <tt>use_dll</tt> option in Dynare, but otherwise unnecessary.</p>
+
+ <p>To install GCC we run a script that first installs the XCode Command Line Tools (an Apple product). The script then installs Homebrew, a package manager for macOS and, finally, GCC itself. Both Homebrew and GCC will be installed in your Dynare installation folder. So, when you delete this folder, they too will be deleted.</p>
+
+ <p>Installing GCC will require an active internet connection and will take a few minutes to a half an hour during the <i>Running package scripts</i> phase of Installation. The time it takes depends on your internet speed, the speed of your computer, and whether or not you already have XCode Command Line Tools installed. The progress bar will not advance during this phase. Please be patient.</p>
+
+ <p> You can choose not to install GCC by choosing <i>Customize</i> from the <i>Installation Type</i> screen and deselecting <i>GCC compiler</i>. If you already have <tt>GCC_BINARY</tt> installed under <tt>/usr/local</tt>, you can forgo the installation of GCC here as Dynare will find your system compiler when you use <tt>use_dll</tt>.</p>
+ </body>
+</html>
diff --git a/matlab/collect_latex_files.m b/matlab/collect_latex_files.m
index 77f98b975ea21db5fe48741002147149c343a21f..0b9f284078c266c6d2814c3bed7695dca63840d5 100644
--- a/matlab/collect_latex_files.m
+++ b/matlab/collect_latex_files.m
@@ -40,15 +40,6 @@ fprintf(fid,'%s \n','\usepackage{breqn}');
fprintf(fid,'%s \n','\usepackage{float,morefloats,caption}');
fprintf(fid,'%s \n','\begin{document}');
-%% Include LaTeX files from root directory
-TeX_Files=dir([M_.fname,'*.tex']);
-for ii=1:length(TeX_Files)
- [pathstr,f_name,ext] = fileparts(TeX_Files(ii).name);
- if ~strcmp(TeX_Files(ii).name,f_name_binder)
- fprintf(fid,'%s \n',['\include{',f_name,'}']);
- end
-end
-
%% Include LaTeX files from <fname>/latex/ directory, except the standalone ones
TeX_Files=dir([M_.dname filesep 'latex' filesep '*.tex']);
for ii=1:length(TeX_Files)
diff --git a/matlab/convert_dyn_45_to_44.m b/matlab/convert_dyn_45_to_44.m
deleted file mode 100644
index 3f0561b5853f21a5c7aea52316009b82eab1562a..0000000000000000000000000000000000000000
--- a/matlab/convert_dyn_45_to_44.m
+++ /dev/null
@@ -1,192 +0,0 @@
-function oo_ = convert_dyn_45_to_44(M_, options_, oo_,bayestopt_)
-%function oo_ = convert_dyn_45_to_44(M_, options_, oo_,bayestopt_)
-% Converts oo_ from 4.5 to 4.4
-%
-% INPUTS
-% M_ [struct] dynare model struct
-% options_ [struct] dynare options struct
-% oo_ [struct] dynare output struct
-% bayestopt_ [struct] structure storing information about priors
-% OUTPUTS
-% oo_ [struct] dynare output struct
-%
-% SPECIAL REQUIREMENTS
-% none
-
-% Copyright (C) 2015-2017 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 <http://www.gnu.org/licenses/>.
-
-%% add initial conditions to Bayesian forecasts
-if isfield(oo_,'PointForecast')
- var_names=fieldnames(oo_.PointForecast.HPDinf);
- moment_names=fieldnames(oo_.PointForecast);
- for moment_iter=1:length(moment_names)
- for var_iter=1:length(var_names)
- if strcmp(moment_names{moment_iter},'deciles')
- oo_.MeanForecast.(moment_names{moment_iter}).(var_names{var_iter})=...
- [oo_.SmoothedVariables.(moment_names{moment_iter}).(var_names{var_iter})(:,end)*ones(M_.maximum_endo_lag,1) oo_.MeanForecast.(moment_names{moment_iter}).(var_names{var_iter})];
- oo_.PointForecast.(moment_names{moment_iter}).(var_names{var_iter})=...
- [oo_.SmoothedVariables.(moment_names{moment_iter}).(var_names{var_iter})(:,end)*ones(M_.maximum_endo_lag,1) oo_.PointForecast.(moment_names{moment_iter}).(var_names{var_iter})];
- else
- oo_.MeanForecast.(moment_names{moment_iter}).(var_names{var_iter})=...
- [oo_.SmoothedVariables.(moment_names{moment_iter}).(var_names{var_iter})(end)*ones(M_.maximum_endo_lag,1); oo_.MeanForecast.(moment_names{moment_iter}).(var_names{var_iter})];
- oo_.PointForecast.(moment_names{moment_iter}).(var_names{var_iter})=...
- [oo_.SmoothedVariables.(moment_names{moment_iter}).(var_names{var_iter})(end)*ones(M_.maximum_endo_lag,1); oo_.PointForecast.(moment_names{moment_iter}).(var_names{var_iter})];
- end
- end
- end
-end
-
-%% change HPD-fields back to row vectors
-if isfield(oo_,'PointForecast') && isfield(oo_.PointForecast,'HPDinf')
- names=fieldnames(oo_.PointForecast.HPDinf);
- for ii=1:length(names)
- oo_.PointForecast.HPDinf.(names{ii})=oo_.PointForecast.HPDinf.(names{ii})';
- oo_.PointForecast.HPDsup.(names{ii})=oo_.PointForecast.HPDsup.(names{ii})';
- end
-end
-
-if isfield(oo_,'MeanForecast') && isfield(oo_.MeanForecast,'HPDinf')
- names=fieldnames(oo_.MeanForecast.HPDinf);
- for ii=1:length(names)
- oo_.MeanForecast.HPDinf.(names{ii})=oo_.MeanForecast.HPDinf.(names{ii})';
- oo_.MeanForecast.HPDsup.(names{ii})=oo_.MeanForecast.HPDsup.(names{ii})';
- end
-end
-
-if isfield(oo_,'UpdatedVariables') && isfield(oo_.UpdatedVariables,'HPDinf')
- names=fieldnames(oo_.UpdatedVariables.HPDinf);
- for ii=1:length(names)
- oo_.UpdatedVariables.HPDinf.(names{ii})=oo_.UpdatedVariables.HPDinf.(names{ii})';
- oo_.UpdatedVariables.HPDsup.(names{ii})=oo_.UpdatedVariables.HPDsup.(names{ii})';
- end
-end
-
-if isfield(oo_,'SmoothedVariables') && isfield(oo_.SmoothedVariables,'HPDinf')
- names=fieldnames(oo_.SmoothedVariables.HPDinf);
- for ii=1:length(names)
- oo_.SmoothedVariables.HPDinf.(names{ii})=oo_.SmoothedVariables.HPDinf.(names{ii})';
- oo_.SmoothedVariables.HPDsup.(names{ii})=oo_.SmoothedVariables.HPDsup.(names{ii})';
- end
-end
-
-if isfield(oo_,'FilteredVariables') && isfield(oo_.FilteredVariables,'HPDinf')
- names=fieldnames(oo_.FilteredVariables.HPDinf);
- for ii=1:length(names)
- oo_.FilteredVariables.HPDinf.(names{ii})=oo_.FilteredVariables.HPDinf.(names{ii})';
- oo_.FilteredVariables.HPDsup.(names{ii})=oo_.FilteredVariables.HPDsup.(names{ii})';
- end
-end
-
-if isfield(oo_,'SmoothedShocks') && isfield(oo_.SmoothedShocks,'HPDinf')
- names=fieldnames(oo_.SmoothedShocks.HPDinf);
- for ii=1:length(names)
- oo_.SmoothedShocks.HPDinf.(names{ii})=oo_.SmoothedShocks.HPDinf.(names{ii})';
- oo_.SmoothedShocks.HPDsup.(names{ii})=oo_.SmoothedShocks.HPDsup.(names{ii})';
- end
-end
-
-%% subtract mean from classical Updated variables
-if isfield(oo_,'UpdatedVariables')
- names=fieldnames(oo_.UpdatedVariables);
- for ii=1:length(names)
- %make sure Bayesian fields are not affected
- if ~strcmp(names{ii},'Mean') && ~strcmp(names{ii},'Median') && ~strcmp(names{ii},'deciles') ...
- && ~strcmp(names{ii},'Var') && ~strcmp(names{ii},'HPDinf') && ~strcmp(names{ii},'HPDsup')
- current_var_index=find(strmatch(names{ii},deblank(M_.endo_names),'exact'));
- if options_.loglinear == 1 %logged steady state must be used
- constant_current_variable=log(oo_.dr.ys(current_var_index));
- elseif options_.loglinear == 0 %unlogged steady state must be used
- constant_current_variable=oo_.dr.ys(current_var_index);
- end
- oo_.UpdatedVariables.(names{ii})=oo_.UpdatedVariables.(names{ii})-constant_current_variable;
- if isfield(oo_.Smoother,'Trend') && isfield(oo_.Smoother.Trend,names{ii})
- oo_.UpdatedVariables.(names{ii})=oo_.UpdatedVariables.(names{ii})-oo_.Smoother.Trend.(names{ii});
- end
- end
- end
-end
-
-%% padd classical filtered variables with redundant zeros and subtract mean
-if isfield(oo_,'FilteredVariables')
- names=fieldnames(oo_.FilteredVariables);
- for ii=1:length(names)
- %make sure Bayesian fields are not affected
- if ~strcmp(names{ii},'Mean') && ~strcmp(names{ii},'Median') && ~strcmp(names{ii},'deciles') ...
- && ~strcmp(names{ii},'Var') && ~strcmp(names{ii},'HPDinf') && ~strcmp(names{ii},'HPDsup')
- current_var_index=find(strmatch(names{ii},deblank(M_.endo_names),'exact'));
- if options_.loglinear == 1 %logged steady state must be used
- constant_current_variable=log(oo_.dr.ys(current_var_index));
- elseif options_.loglinear == 0 %unlogged steady state must be used
- constant_current_variable=oo_.dr.ys(current_var_index);
- end
- oo_.FilteredVariables.(names{ii})=oo_.FilteredVariables.(names{ii})-constant_current_variable;
- if isfield(oo_.Smoother,'Trend') && isfield(oo_.Smoother.Trend,names{ii})
- oo_.FilteredVariables.(names{ii})=oo_.FilteredVariables.(names{ii})-oo_.Smoother.Trend.(names{ii});
- end
- oo_.FilteredVariables.(names{ii})=[0; oo_.FilteredVariables.(names{ii}); zeros(options_.nk-1,1)];
- end
- end
-end
-
-%% resort fields that are in declaration order to decision rule order (previous undocumented behavior)
-if ~isempty(options_.nk) && options_.nk ~= 0 && ~isempty(bayestopt_)
- if ~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file)) %no Bayesian estimation
- positions_in_decision_order=oo_.dr.inv_order_var(bayestopt_.smoother_var_list(bayestopt_.smoother_saved_var_list));
- if options_.loglinear == 1 %logged steady state must be used
- constant_all_variables=log(oo_.dr.ys(bayestopt_.smoother_var_list(bayestopt_.smoother_saved_var_list)));
- elseif options_.loglinear == 0 %unlogged steady state must be used
- constant_all_variables=oo_.dr.ys(bayestopt_.smoother_var_list(bayestopt_.smoother_saved_var_list));
- end
- if ~(options_.selected_variables_only && ~(options_.forecast > 0)) %happens only when selected_variables_only is not used
- oo_.FilteredVariablesKStepAhead(:,positions_in_decision_order,:)=oo_.FilteredVariablesKStepAhead-constant_all_variables;
- if ~isempty(PK) %get K-step ahead variances
- oo_.FilteredVariablesKStepAheadVariances(:,positions_in_decision_order,positions_in_decision_order,:)=oo_.FilteredVariablesKStepAheadVariances;
- end
- if ~isempty(decomp)
- oo_.FilteredVariablesShockDecomposition(:,positions_in_decision_order,:,:)=oo_.FilteredVariablesShockDecomposition;
- end
- else
- fprintf('\nconvert_dyn_45_to_44:: Due to a bug in Dynare 4.4.3 with the selected_variables_only option, the previous behavior\n')
- fprintf('convert_dyn_45_to_44:: cannot be restored for FilteredVariablesKStepAhead, FilteredVariablesKStepAheadVariances, and\n')
- fprintf('convert_dyn_45_to_44:: FilteredVariablesShockDecomposition\n')
- end
- end
-end
-
-if options_.filter_covariance
- oo_.Smoother.Variance(oo_.dr.inv_order_var,oo_.dr.inv_order_var,:)=oo_.Smoother.Variance;
-end
-
-
-%% set old field posterior_std and remove new field posterior_std_at_mode
-if isfield(oo_,'posterior_std_at_mode')
- oo_.posterior_std=oo_.posterior_std_at_mode;
- oo_=rmfield(oo_,'posterior_std_at_mode');
-end
-
-
-%Deal with OSR
-if ~isempty(M_.osr.variable_weights)
- evalin('base','optim_weights_=M_.osr.variable_weights')
-end
-if ~isempty(M_.osr.variable_indices)
- evalin('base','obj_var_=M_.osr.variable_indices')
-end
-if ~isempty(M_.osr.param_names)
- evalin('base','osr_params_=char(M_.osr.param_names)')
-end
diff --git a/matlab/convert_oo_.m b/matlab/convert_oo_.m
deleted file mode 100644
index 914cc0adbe36d916f8ecedfb3766df0d248a1dbb..0000000000000000000000000000000000000000
--- a/matlab/convert_oo_.m
+++ /dev/null
@@ -1,85 +0,0 @@
-function oo_ = convert_oo_(M_, options_, oo_, from_ver, to_ver)
-%function oo_ = convert_oo_(M_, options_, oo_, from_ver, to_ver)
-% Converts oo_ from oo_.dynare_version to ver
-%
-% INPUTS
-% M_ [struct] dynare model struct
-% options_ [struct] dynare options struct
-% oo_ [struct] dynare output struct
-% from_ver [string] original oo_ output version
-% to_ver [string] desired oo_ output version
-%
-% OUTPUTS
-% oo_ [struct] dynare output struct
-%
-% SPECIAL REQUIREMENTS
-% none
-
-% Copyright (C) 2015-2017 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 <http://www.gnu.org/licenses/>.
-
-check_valid_ver(to_ver);
-check_valid_ver(from_ver);
-
-MIN_VER = '4.4';
-MAX_VER = '4.5';
-
-if ver_less_than(to_ver, MIN_VER)
- error(['Can only convert as far back as Dynare ' MIN_VER
- '. All versions before have the same oo_ structure.']);
-end
-
-if ver_greater_than(to_ver, MAX_VER)
- error(['Can only convert up to Dynare ' MAX_VER]);
-end
-
-min_ver = strsplit(MIN_VER, {'.', '-'});
-max_ver = strsplit(MAX_VER, {'.', '-'});
-from_ver_split = strsplit(from_ver, {'.', '-'});
-to_ver_split = strsplit(to_ver, {'.', '-'});
-
-if length(from_ver_split) ~= 2 || length(to_ver_split) ~= 2
- error('The version numbers may only be of the form X.Y');
-end
-
-if to_ver_split{2} > from_ver_split{2}
- new_to_ver = [to_ver_split{1} '.' num2str(str2double(to_ver_split{2})-1)];
-else
- new_to_ver = [to_ver_split{1} '.' num2str(str2double(to_ver_split{2})+1)];
-end
-
-if strcmp(from_ver, to_ver)
- return
-end
-
-if ver_greater_than(to_ver, from_ver)
- moving_up = 1;
-else
- moving_up = -1;
-end
-
-oo_ = convert_oo_(M_, options_, oo_, from_ver, new_to_ver)
-
-if abs(to_ver_split{2} - (from_ver_split{2} - moving_up)) > 1
- new_from_ver = [to_ver_split{1} '.' num2str(str2double(to_ver_split{2}) - moving_up)];
-else
- new_from_ver = from_ver;
-end
-
-eval(['oo_ = convert_dyn_' strrep(new_from_ver, '.', '') '_to_' ...
- strrep(to_ver, '.', '') '(M_, options_, oo_);']);
-end
diff --git a/matlab/default_option_values.m b/matlab/default_option_values.m
index 8cbac5f6753a237044b82821be3952af2a27f6eb..46d9afc7b4bb90df9d02743d8f8fea8586460b9b 100644
--- a/matlab/default_option_values.m
+++ b/matlab/default_option_values.m
@@ -131,6 +131,7 @@ options_.nodisplay = false;
options_.nograph = false;
options_.no_graph.posterior = false;
options_.no_graph.shock_decomposition = false;
+options_.no_graph.plot_shock_decomposition = false;
options_.XTick = [];
options_.XTickLabel = [];
options_.console_mode = false;
diff --git a/matlab/distributions/lpdfgweibull.m b/matlab/distributions/lpdfgweibull.m
index cd8c8fd5c5091c0844c96463a497e38a86204f0f..7848b35469008e90ece1c9a0bce7338e47b1f621 100644
--- a/matlab/distributions/lpdfgweibull.m
+++ b/matlab/distributions/lpdfgweibull.m
@@ -205,7 +205,7 @@ end
%$ density = @(x) exp(lpdfgweibull(x,shape,scale));
%$
%$ try
-%$ if isoctave
+%$ if isoctave || matlab_ver_less_than('7.14')
%$ s = quadl(density, .0000000001, 100000, 1e-10);
%$ else
%$ s = integral(density, 0, 100000);
@@ -228,7 +228,7 @@ end
%$ density = @(x) exp(lpdfgweibull(x,shape,scale));
%$
%$ try
-%$ if isoctave
+%$ if isoctave || matlab_ver_less_than('7.14')
%$ s = quadl(density, .0000000001, 100000, 1e-10);
%$ else
%$ s = integral(density, 0, 100000);
@@ -251,7 +251,7 @@ end
%$ density = @(x) exp(lpdfgweibull(x,shape,scale));
%$
%$ try
-%$ if isoctave
+%$ if isoctave || matlab_ver_less_than('7.14')
%$ s = quadl(density, .0000000001, 100000, 1e-10);
%$ else
%$ s = integral(density, 0, 100000);
@@ -262,7 +262,7 @@ end
%$ end
%$
%$ if t(1)
-%$ if isoctave()
+%$ if isoctave || matlab_ver_less_than('7.14')
%$ t(2) = abs(s-1)<5e-5;
%$ else
%$ t(2) = abs(s-1)<1e-6;
@@ -280,6 +280,8 @@ end
%$ try
%$ if isoctave
%$ s = quadgk(xdens, .0000000001, 100000, 1e-10);
+%$ elseif matlab_ver_less_than('7.14')
+%$ s = quadgk(xdens, .0000000001, 100000, 'AbsTol', 1e-10);
%$ else
%$ s = integral(xdens, 0, 100000);
%$ end
@@ -301,7 +303,7 @@ end
%$ xdens = @(x) x.*exp(lpdfgweibull(x,shape,scale));
%$
%$ try
-%$ if isoctave
+%$ if isoctave || matlab_ver_less_than('7.14')
%$ s = quadl(xdens, .0000000001, 100000, 1e-10);
%$ else
%$ s = integral(xdens, 0, 100000);
@@ -324,7 +326,7 @@ end
%$ xdens = @(x) x.*exp(lpdfgweibull(x,shape,scale));
%$
%$ try
-%$ if isoctave
+%$ if isoctave || matlab_ver_less_than('7.14')
%$ s = quadl(xdens, .0000000001, 100000, 1e-10);
%$ else
%$ s = integral(xdens, 0, 100000);
@@ -350,7 +352,7 @@ end
%$ try
%$ s = NaN(n, 1);
%$ for i=1:n
-%$ if isoctave()
+%$ if isoctave || matlab_ver_less_than('7.14')
%$ s(i) = quadl(density, .0000000001, .1*i, 1e-10);
%$ else
%$ s(i) = integral(density, 0, .1*i);
@@ -381,7 +383,7 @@ end
%$ try
%$ s = NaN(n, 1);
%$ for i=1:n
-%$ if isoctave()
+%$ if isoctave || matlab_ver_less_than('7.14')
%$ s(i) = quadl(density, .0000000001, .1*i, 1e-10);
%$ else
%$ s(i) = integral(density, 0, .1*i);
@@ -412,7 +414,7 @@ end
%$ try
%$ s = NaN(n, 1);
%$ for i=1:n
-%$ if isoctave()
+%$ if isoctave || matlab_ver_less_than('7.14')
%$ s(i) = quadl(density, .0000000001, .1*i, 1e-10);
%$ else
%$ s(i) = integral(density, 0, .1*i);
@@ -427,7 +429,7 @@ end
%$ for i=1:n
%$ x = .1*i;
%$ q = 1-exp(-(x/scale)^shape);
-%$ if isoctave()
+%$ if isoctave || matlab_ver_less_than('7.14')
%$ t(i+1) = abs(s(i)-q)<5e-5;
%$ else
%$ t(i+1) = abs(s(i)-q)<1e-6;
@@ -436,4 +438,4 @@ end
%$ end
%$
%$ T = all(t);
-%@eof:16
\ No newline at end of file
+%@eof:16
diff --git a/matlab/dynare_config.m b/matlab/dynare_config.m
index 2b17fbd2c73d2fa8b2c2392e27582d2839ea0d44..e74fa1cf5c9a5fe974c236922d0c33c20cbe5c12 100644
--- a/matlab/dynare_config.m
+++ b/matlab/dynare_config.m
@@ -127,6 +127,12 @@ if ~isoctave && matlab_ver_less_than('8.1')
p{end+1} = '/missing/strjoin';
end
+% contains and splitlines don't exist in Octave and in MATLAB < R2016b
+if isoctave || matlab_ver_less_than('9.1')
+ p{end+1} = '/missing/contains';
+ p{end+1} = '/missing/splitlines';
+end
+
% isrow, iscolumn and ismatrix are missing in Matlab<R2010b
if ~isoctave && matlab_ver_less_than('7.11')
p{end+1} = '/missing/is-row-column-matrix';
diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m
index 933321d9bb2de7f1cbc90d19bd74b39f149825c7..2245dc290c58a90acd5b3f8db502db979fa821d2 100644
--- a/matlab/dynare_estimation_1.m
+++ b/matlab/dynare_estimation_1.m
@@ -365,9 +365,13 @@ if any(bayestopt_.pshape > 0) && ~options_.mh_posterior_mode_estimation
% Laplace approximation to the marginal log density:
if options_.cova_compute
estim_params_nbr = size(xparam1,1);
- log_det_invhess = log(det(invhess./(stdh*stdh')))+2*sum(log(stdh));
- likelihood = feval(objective_function,xparam1,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,bounds,oo_);
- oo_.MarginalDensity.LaplaceApproximation = .5*estim_params_nbr*log(2*pi) + .5*log_det_invhess - likelihood;
+ if ispd(invhess)
+ log_det_invhess = log(det(invhess./(stdh*stdh')))+2*sum(log(stdh));
+ likelihood = feval(objective_function,xparam1,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,bounds,oo_);
+ oo_.MarginalDensity.LaplaceApproximation = .5*estim_params_nbr*log(2*pi) + .5*log_det_invhess - likelihood;
+ else
+ oo_.MarginalDensity.LaplaceApproximation = NaN;
+ end
skipline()
disp(sprintf('Log data density [Laplace approximation] is %f.',oo_.MarginalDensity.LaplaceApproximation))
skipline()
@@ -556,8 +560,11 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
if ~options_.nograph
[nbplt,nr,nc,lr,lc,nstar] = pltorg(M_.exo_nbr);
+ if ~exist([M_.fname '/graphs'],'dir')
+ mkdir(M_.fname,'graphs');
+ end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
- fidTeX = fopen([M_.fname '_SmoothedShocks.tex'],'w');
+ fidTeX = fopen([M_.fname, '/graphs/' M_.fname '_SmoothedShocks.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
@@ -604,14 +611,14 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
end
title(name,'Interpreter','none')
end
- dyn_saveas(fh,[M_.fname '_SmoothedShocks' int2str(plt)],options_.nodisplay,options_.graph_format);
+ dyn_saveas(fh,[M_.fname, '/graphs/' M_.fname '_SmoothedShocks' int2str(plt)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
for jj = 1:nstar0
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
end
fprintf(fidTeX,'\\centering \n');
- fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_SmoothedShocks%s}\n',options_.figures.textwidth*min(i/nc,1),M_.fname,int2str(plt));
+ fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_SmoothedShocks%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.fname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Smoothed shocks.}');
fprintf(fidTeX,'\\label{Fig:SmoothedShocks:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
@@ -636,7 +643,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
if ~options_.nograph
[nbplt,nr,nc,lr,lc,nstar] = pltorg(number_of_plots_to_draw);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
- fidTeX = fopen([M_.fname '_SmoothedObservationErrors.tex'],'w');
+ fidTeX = fopen([M_.fname, '/graphs/' M_.fname '_SmoothedObservationErrors.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
@@ -684,14 +691,14 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
end
title(name,'Interpreter','none')
end
- dyn_saveas(fh,[M_.fname '_SmoothedObservationErrors' int2str(plt)],options_.nodisplay,options_.graph_format);
+ dyn_saveas(fh,[M_.fname, '/graphs/' M_.fname '_SmoothedObservationErrors' int2str(plt)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
for jj = 1:nstar0
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
end
fprintf(fidTeX,'\\centering \n');
- fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_SmoothedObservationErrors%s}\n',options_.figures.textwidth*min(i/nc,1),M_.fname,int2str(plt));
+ fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_SmoothedObservationErrors%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.fname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Smoothed observation errors.}');
fprintf(fidTeX,'\\label{Fig:SmoothedObservationErrors:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
@@ -711,7 +718,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
if ~options_.nograph
[nbplt,nr,nc,lr,lc,nstar] = pltorg(n_varobs);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
- fidTeX = fopen([M_.fname '_HistoricalAndSmoothedVariables.tex'],'w');
+ fidTeX = fopen([M_.fname, '/graphs/' M_.fname '_HistoricalAndSmoothedVariables.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by dynare_estimation_1.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
@@ -759,14 +766,14 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
end
title(name,'Interpreter','none')
end
- dyn_saveas(fh,[M_.fname '_HistoricalAndSmoothedVariables' int2str(plt)],options_.nodisplay,options_.graph_format);
+ dyn_saveas(fh,[M_.fname, '/graphs/' M_.fname '_HistoricalAndSmoothedVariables' int2str(plt)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
for jj = 1:nstar0
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
end
fprintf(fidTeX,'\\centering \n');
- fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_HistoricalAndSmoothedVariables%s}\n',options_.figures.textwidth*min(i/nc,1),M_.fname,int2str(plt));
+ fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_HistoricalAndSmoothedVariables%s}\n',options_.figures.textwidth*min(i/nc,1),[M_.fname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Historical and smoothed variables.}');
fprintf(fidTeX,'\\label{Fig:HistoricalAndSmoothedVariables:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
diff --git a/matlab/ep/solve_stochastic_perfect_foresight_model.m b/matlab/ep/solve_stochastic_perfect_foresight_model.m
index 995e699f843f050fab647986078dee5b0539a5e2..05de9860882828ddb6acbeda5215b5b505173152 100644
--- a/matlab/ep/solve_stochastic_perfect_foresight_model.m
+++ b/matlab/ep/solve_stochastic_perfect_foresight_model.m
@@ -27,10 +27,10 @@ ny = pfm.ny;
periods = pfm.periods;
dynamic_model = pfm.dynamic_model;
lead_lag_incidence = pfm.lead_lag_incidence;
+lead_lag_incidence_t = transpose(lead_lag_incidence);
nyp = pfm.nyp;
nyf = pfm.nyf;
i_cols_1 = pfm.i_cols_1;
-i_cols_A1 = pfm.i_cols_A1;
i_cols_j = pfm.i_cols_j;
i_cols_T = nonzeros(lead_lag_incidence(1:2,:)');
@@ -45,7 +45,7 @@ number_of_shocks = size(exo_simul,2);
if number_of_shocks>1
nodes = repmat(nodes,1,number_of_shocks)*chol(pfm.Sigma);
% to be fixed for Sigma ~= I
- for i=1:number_of_shocks
+ for i=number_of_shocks:-1:1
rr(i) = {nodes(:,i)};
ww(i) = {weights};
end
@@ -56,16 +56,14 @@ else
nodes = nodes*sqrt(pfm.Sigma);
end
-innovations = zeros(periods+2,number_of_shocks);
-
if verbose
- disp ([' -----------------------------------------------------']);
- disp (['MODEL SIMULATION :']);
+ disp (' -----------------------------------------------------');
+ disp ('MODEL SIMULATION :');
fprintf('\n');
end
-z = endo_simul(find(lead_lag_incidence'));
-[d1,jacobian] = dynamic_model(z,exo_simul,params,steady_state,2);
+z = endo_simul(lead_lag_incidence_t(:)>0);
+[~, jacobian] = dynamic_model(z, exo_simul, params,steady_state, 2);
% Each column of Y represents a different world
% The upper right cells are unused
@@ -92,7 +90,6 @@ else
n1 = ny+1;
n2 = 2*ny;
for i=2:periods
- k = n1:n2;
for j=1:nnodes^min(i-1,order)
i_upd_r(i1:i2) = (n1:n2)+(j-1)*ny*periods;
i_upd_y(i1:i2) = (n1:n2)+ny+(j-1)*ny*(periods+2);
@@ -115,7 +112,6 @@ else
end
h1 = clock;
for iter = 1:maxit
- h2 = clock;
A1 = sparse([],[],[],ny*(sum(nnodes.^(0:order-1),2)+1),dimension,(order+1)*world_nbr*nnz(jacobian));
res = zeros(ny,periods,world_nbr);
i_rows = 1:ny;
@@ -123,7 +119,6 @@ for iter = 1:maxit
i_cols_p = i_cols(1:nyp);
i_cols_s = i_cols(nyp+(1:ny));
i_cols_f = i_cols(nyp+ny+(1:nyf));
- i_cols_A = i_cols;
i_cols_Ap = i_cols_p;
i_cols_As = i_cols_s;
i_cols_Af = i_cols_f - ny;
@@ -212,13 +207,11 @@ for iter = 1:maxit
fprintf('\n') ;
disp([' Total time of simulation :' num2str(etime(clock,h1))]) ;
fprintf('\n') ;
- disp([' Convergency obtained.']) ;
+ disp(' Convergency obtained.') ;
fprintf('\n') ;
end
flag = 0;% Convergency obtained.
- endo_simul = reshape(Y(:,1),ny,periods+2);%Y(ny+(1:ny),1);
- % figure;plot(Y(16:ny:(periods+2)*ny,:))
- % pause
+ endo_simul = reshape(Y(:,1),ny,periods+2);
break
end
A2 = [nzA{:}]';
@@ -232,12 +225,12 @@ if ~stop
fprintf('\n') ;
disp([' Total time of simulation :' num2str(etime(clock,h1))]) ;
fprintf('\n') ;
- disp(['WARNING : maximum number of iterations is reached (modify options_.simul.maxit).']) ;
+ disp('WARNING : maximum number of iterations is reached (modify options_.simul.maxit).') ;
fprintf('\n') ;
end
flag = 1;% more iterations are needed.
endo_simul = 1;
end
if verbose
- disp (['-----------------------------------------------------']) ;
+ disp ('-----------------------------------------------------') ;
end
diff --git a/matlab/evaluate_steady_state_file.m b/matlab/evaluate_steady_state_file.m
index 08213b7a688354fa0e6d22bd38554d430198c348..7a299f0fad12de0a27aa0ed29748dbbe047eb17d 100644
--- a/matlab/evaluate_steady_state_file.m
+++ b/matlab/evaluate_steady_state_file.m
@@ -46,8 +46,7 @@ if options.steadystate_flag == 1
assignin('base','tmp_00_',params);
evalin('base','M_.params=tmp_00_; clear(''tmp_00_'')');
h_steadystate = str2func([fname '_steadystate']);
- [ys,check] = h_steadystate(ys_init, exo_ss);
- params1 = evalin('base','M_.params');
+ [ys,params1,check] = h_steadystate(ys_init, exo_ss,M,options);
else % steadystate_flag == 2
% new format
h_steadystate = str2func([fname '.steadystate']);
diff --git a/matlab/imcforecast.m b/matlab/imcforecast.m
index 935c453a56bf26b9447aef3ef04223131a972643..dc3bca34c27b4db76b185f7064320826911093e9 100644
--- a/matlab/imcforecast.m
+++ b/matlab/imcforecast.m
@@ -25,10 +25,10 @@ function imcforecast(constrained_paths, constrained_vars, options_cond_fcst)
% This routine has to be called after an estimation statement or an estimated_params block.
%
% REMARKS
-% [1] Results are stored in a structure which is saved in a mat file called conditional_forecasts.mat.
+% [1] Results are stored in oo_.conditional_forecast.
% [2] Use the function plot_icforecast to plot the results.
-% Copyright (C) 2006-2018 Dynare Team
+% Copyright (C) 2006-2019 Dynare Team
%
% This file is part of Dynare.
%
@@ -310,5 +310,4 @@ forecasts.graph.fname = M_.fname;
%reset qz_criterium
options_.qz_criterium=qz_criterium_old;
-
-save('conditional_forecasts.mat','forecasts');
+oo_.conditional_forecast = forecasts;
diff --git a/matlab/load_m_file_data_legacy.m b/matlab/load_m_file_data_legacy.m
index 466c60634980252ce0b6ac3691d20e1245717ccf..6b404774f38538eecf2a4e4f18292bae66f4b6f4 100644
--- a/matlab/load_m_file_data_legacy.m
+++ b/matlab/load_m_file_data_legacy.m
@@ -97,13 +97,14 @@ fclose(fid);
% Define a set of variables to be loaded.
listofvariablestobeloaded = {'b'; 'a'};
% Test if we can load the data.
+exist('example1.m', 'file'); % To force the detection of the new file under old MATLAB
try
data = load_m_file_data_legacy('example1.m', listofvariablestobeloaded);
- delete('example1.m');
t(1) = 1;
catch
t(1) = 0;
end
+delete('example1.m');
T = all(t);
%@eof:1
@@ -124,13 +125,14 @@ fclose(fid);
% Define a set of variables to be loaded.
listofvariablestobeloaded = {'e'; 'a'};
% Test if we can load the data.
+exist('example2.m', 'file'); % To force the detection of the new file under old MATLAB
try
data = load_m_file_data_legacy('example2.m', listofvariablestobeloaded);
- delete('example2.m');
t(1) = 0;
catch
t(1) = 1;
end
+delete('example2.m');
T = all(t);
%@eof:2
@@ -151,12 +153,13 @@ fclose(fid);
% Define a set of variables to be loaded.
listofvariablestobeloaded = {'c'; 'a'};
% Test if we can load the data.
+exist('example3.m', 'file'); % To force the detection of the new file under old MATLAB
try
data = load_m_file_data_legacy('example3.m', listofvariablestobeloaded);
- delete('example3.m');
t(1) = 1;
catch
t(1) = 0;
end
+delete('example3.m');
T = all(t);
%@eof:3
diff --git a/matlab/missing/contains/contains.m b/matlab/missing/contains/contains.m
new file mode 100644
index 0000000000000000000000000000000000000000..56d6f981b35d34b277290e7c0c4af3396a38bc50
--- /dev/null
+++ b/matlab/missing/contains/contains.m
@@ -0,0 +1,70 @@
+function tf = contains(string, pattern, varargin)
+
+% CONTAINS Returns 1 if the pattern is found in string, and 0 otherwise.
+%
+% INPUTS
+% - string [string, char, cell(str)] String to be searhced.
+% - pattern [string, char, cell(str)] The searched pattern.
+%
+% If 'IgnoreCase',IGNORE is provided, the function ignores case if IGNORE is true.
+% The default value is false.
+%
+% OUTPUT
+% - tf [logical]
+%
+% Copyright (C) 2019 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 <http://www.gnu.org/licenses/>.
+
+if mod(nargin,2) ~= 0
+ error('contains: inputs should be a text, followed by the queried patterns, then Name-Value pair arguments.');
+end
+
+if ~((ischar(string) || isstring(string) || iscellstr(string)) && (ischar(pattern) || isstring(pattern) || iscellstr(pattern)))
+ error('contains: first and second input arguments must be a string array, char array or cell array');
+end
+
+if ~isempty(varargin)
+ if ~ischar(varargin{1})
+ error('The #%d and #%d inputs must be a Name-Value pair.', nargin-1, nargin);
+ end
+ parameters = {'ignorecase', 'caseignore','insensitivecase', 'caseinsensitive','insensitive','ignore',...
+ 'casesensitive', 'sensitive', 'sensitivecase'};
+ if ~cellfun('isempty',(cellfun(@(s)strcmpi(varargin{1}, s), parameters, 'uni', 0)))
+ case_ignore = varargin{end};
+ else
+ error('Unsupported parameter "%s".', varargin{1});
+ end
+else
+ case_ignore = false;
+end
+
+string = cellstr(string);
+pattern = cellstr(pattern);
+
+if case_ignore
+ string = lower(string);
+ pattern = lower(pattern);
+end
+
+tf = false(size(string));
+for ii = 1:numel(pattern)
+ idx = regexp(string, pattern{ii});
+ for jj = 1:numel(string)
+ tf(jj) = tf(jj) || ~isempty(idx{jj});
+ end
+end
+end
\ No newline at end of file
diff --git a/matlab/missing/splitlines/splitlines.m b/matlab/missing/splitlines/splitlines.m
new file mode 100644
index 0000000000000000000000000000000000000000..e08cd551584e4ea3192b6ef34c09a91276e159f5
--- /dev/null
+++ b/matlab/missing/splitlines/splitlines.m
@@ -0,0 +1,32 @@
+function s = splitlines(string)
+
+% SPLITLINES splits strings at newline characters into a string array.
+%
+% INPUT
+% - string [string] String to be splitted with newline characters.
+%
+% OUTPUT
+% - s [string]
+%
+% Copyright (C) 2019 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 <http://www.gnu.org/licenses/>.
+
+assert(ischar(string) && ndims(string)==2 && size(string,1)<=1, 'The first argument has to be a row char array!');
+
+s = strsplit(string, '\n');
+s = reshape(s,size(s, 2), size(s,1));
+end
\ No newline at end of file
diff --git a/matlab/missing/stats/wblinv.m b/matlab/missing/stats/wblinv.m
index 363d5180192bdb0262bad5c57f743790dc4dadca..105a6cf7e8073e7939bdf53f9685f0019eae62a0 100644
--- a/matlab/missing/stats/wblinv.m
+++ b/matlab/missing/stats/wblinv.m
@@ -147,7 +147,7 @@ t = exp(log(scale)+log(-log(1-proba))/shape);
%$ if debug
%$ [shape, scale, x(k-1)]
%$ end
-%$ if isoctave
+%$ if isoctave || matlab_ver_less_than('7.14')
%$ s = quadv(density, 0, x(k-1),1e-10);
%$ else
%$ s = integral(density, 0, x(k-1));
@@ -155,8 +155,8 @@ t = exp(log(scale)+log(-log(1-proba))/shape);
%$ if debug
%$ [s, abs(p-s)]
%$ end
-%$ if isoctave
-%$ t(k) = abs(p-s)<1e-10;
+%$ if isoctave || matlab_ver_less_than('7.14')
+%$ t(k) = abs(p-s)<1e-9;
%$ else
%$ t(k) = abs(p-s)<1e-12;
%$ end
diff --git a/matlab/mode_check.m b/matlab/mode_check.m
index ca0bb96ab778c4b27feb554847ddbf4c957cb17a..e061af3a2b45688ea42904d0c8ff664483c4f092 100644
--- a/matlab/mode_check.m
+++ b/matlab/mode_check.m
@@ -77,8 +77,11 @@ end
[nbplt,nr,nc,lr,lc,nstar] = pltorg(length(x));
+if ~exist([Model.fname filesep 'graphs'],'dir')
+ mkdir(Model.fname,'graphs');
+end
if TeX && any(strcmp('eps',cellstr(DynareOptions.graph_format)))
- fidTeX = fopen([Model.fname '_CheckPlots.tex'],'w');
+ fidTeX = fopen([Model.fname, '/graphs/', Model.fname '_CheckPlots.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by mode_check.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
@@ -202,7 +205,7 @@ for plt = 1:nbplt
text(0.25,0.5,'log-post')
text(0.69,0.5,'log-lik kernel')
end
- dyn_saveas(hh,[ Model.fname '_CheckPlots' int2str(plt) ],DynareOptions.nodisplay,DynareOptions.graph_format);
+ dyn_saveas(hh,[Model.fname, '/graphs/', Model.fname '_CheckPlots' int2str(plt) ],DynareOptions.nodisplay,DynareOptions.graph_format);
if TeX && any(strcmp('eps',cellstr(DynareOptions.graph_format)))
% TeX eps loader file
fprintf(fidTeX,'\\begin{figure}[H]\n');
@@ -210,7 +213,7 @@ for plt = 1:nbplt
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
end
fprintf(fidTeX,'\\centering \n');
- fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_CheckPlots%s}\n',DynareOptions.figures.textwidth*min(k/nc,1),Model.fname,int2str(plt));
+ fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_CheckPlots%s}\n',DynareOptions.figures.textwidth*min(k/nc,1),[Model.fname, '/graphs/',Model.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Check plots.}');
fprintf(fidTeX,'\\label{Fig:CheckPlots:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
diff --git a/matlab/modules/reporting b/matlab/modules/reporting
index f2fd7524d73b240e5c1764f33b37ed92c03484fe..a25d3abdb6312d619352a7b276c70ec98b3d5f00 160000
--- a/matlab/modules/reporting
+++ b/matlab/modules/reporting
@@ -1 +1 @@
-Subproject commit f2fd7524d73b240e5c1764f33b37ed92c03484fe
+Subproject commit a25d3abdb6312d619352a7b276c70ec98b3d5f00
diff --git a/matlab/perfect-foresight-models/det_cond_forecast.m b/matlab/perfect-foresight-models/det_cond_forecast.m
index 0819820f9eed4a55c3a79d37f02b08791095cdde..98875fb91757d54442cab2f511e9be3f5d97ca62 100644
--- a/matlab/perfect-foresight-models/det_cond_forecast.m
+++ b/matlab/perfect-foresight-models/det_cond_forecast.m
@@ -39,7 +39,7 @@ end
%We have to get an initial guess for the conditional forecast
% and terminal conditions for the non-stationary variables, we
% use the first order approximation of the rational expectation solution.
-if ~isfield(oo_,'dr') || (isempty(oo_.dr))
+if ~isfield(oo_,'dr') || ~isfield(oo_.dr,'ghx')
fprintf('computing the first order solution of the model as initial guess...');
dr = struct();
oo_.dr=set_state_space(dr,M_,options_);
diff --git a/matlab/perfect-foresight-models/sim1_purely_backward.m b/matlab/perfect-foresight-models/sim1_purely_backward.m
index 91e76bf455d1f495906b110f8e37a6fb06bf5538..b3d88a7123674ba40893e0f2fe615cd7dfd55f0d 100644
--- a/matlab/perfect-foresight-models/sim1_purely_backward.m
+++ b/matlab/perfect-foresight-models/sim1_purely_backward.m
@@ -42,7 +42,7 @@ for it = 2:options.periods+1
yb = endogenousvariables(:,it-1); % Values at previous period, also used as guess value for current period
yb1 = yb(iyb);
[tmp, check] = solve1(dynamicmodel, [yb1; yb], 1:M.endo_nbr, nyb+1:nyb+M.endo_nbr, ...
- 1, options.gstep, options.solve_tolf, options.solve_tolx, ...
+ 1, options.gstep, options.dynatol.f, options.dynatol.x, ...
options.simul.maxit, options.debug, exogenousvariables, ...
M.params, steadystate, it+M.maximum_lag-1);
if check
diff --git a/matlab/perfect-foresight-models/sim1_purely_forward.m b/matlab/perfect-foresight-models/sim1_purely_forward.m
index 256d647277a76ecb8edb9aa9eb93c0aea8ccd2ec..459efc02e731fab8d0c4e11b6c6fccdad228b73c 100644
--- a/matlab/perfect-foresight-models/sim1_purely_forward.m
+++ b/matlab/perfect-foresight-models/sim1_purely_forward.m
@@ -33,8 +33,8 @@ for it = options.periods:-1:1
yf = endogenousvariables(:,it+1); % Values at next period, also used as guess value for current period
yf1 = yf(iyf);
[tmp, check] = solve1(dynamicmodel, [yf; yf1], 1:M.endo_nbr, 1:M.endo_nbr, ...
- 1, options.gstep, options.solve_tolf, ...
- options.solve_tolx, options.simul.maxit, ...
+ 1, options.gstep, options.dynatol.f, ...
+ options.dynatol.x, options.simul.maxit, ...
options.debug, exogenousvariables, M.params, steadystate, ...
it+M.maximum_lag);
if check
diff --git a/matlab/plot_icforecast.m b/matlab/plot_icforecast.m
index 862a101cd0c7da62f38f1deace7c4447b67b875e..1c7dcdc775435e0e9f986f80d279c7f69581329f 100644
--- a/matlab/plot_icforecast.m
+++ b/matlab/plot_icforecast.m
@@ -1,8 +1,11 @@
-function plot_icforecast(Variables,periods,options_)
+function plot_icforecast(Variables,periods,options_,oo_)
% Build plots for the conditional forecasts.
%
% INPUTS
-% o Variables [cell] names of the endogenous variables to be plotted.
+% o Variables [cell] Names of the endogenous variables to be plotted.
+% o periods [int] Number of periods to be plotted.
+% o options_ [structure] Options.
+% o oo_ [structure] Storage of results.
%
% OUTPUTS
% None.
@@ -10,7 +13,7 @@ function plot_icforecast(Variables,periods,options_)
% SPECIAL REQUIREMENTS
% This routine has to be called after imcforecast.m.
-% Copyright (C) 2006-2018 Dynare Team
+% Copyright (C) 2006-2019 Dynare Team
%
% This file is part of Dynare.
%
@@ -27,7 +30,11 @@ function plot_icforecast(Variables,periods,options_)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-load conditional_forecasts;
+if ~isfield(oo_, 'conditional_forecast')
+ error('Can''t find conditional forecasts');
+else
+ forecasts = oo_.conditional_forecast;
+end
forecast_periods = length(forecasts.cond.Mean.(Variables{1}));
if nargin==1 || isempty(periods) % Set default number of periods.
diff --git a/matlab/plot_identification.m b/matlab/plot_identification.m
index c5a3e791dad016b63e3862be4de9fbe939e2b3e1..48fff502e66784212373a63d5b256849ad530875 100644
--- a/matlab/plot_identification.m
+++ b/matlab/plot_identification.m
@@ -68,13 +68,23 @@ if SampleSize == 1
plot((1:length(idehess.ide_strength_J(:,is)))-0.15,log([idehess.ide_strength_J(:,is)']),'o','MarkerSize',7,'MarkerFaceColor',[0 0 0],'MarkerEdgeColor','none')
plot((1:length(idehess.ide_strength_J_prior(:,is)))+0.15,log([idehess.ide_strength_J_prior(:,is)']),'o','MarkerSize',7,'MarkerFaceColor',[0 0 0],'MarkerEdgeColor','none')
if any(isinf(log(idehess.ide_strength_J(idehess.identified_parameter_indices))))
- inf_indices=find(isinf(log(idehess.ide_strength_J(idehess.identified_parameter_indices))));
- inf_pos=ismember(is,inf_indices);
+ %-Inf, i.e. 0 strength
+ inf_indices=find(isinf(log(idehess.ide_strength_J(idehess.identified_parameter_indices))) & log(idehess.ide_strength_J(idehess.identified_parameter_indices))<0);
+ inf_pos=ismember(is,idehess.identified_parameter_indices(inf_indices));
+ plot(find(inf_pos)-0.15,zeros(sum(inf_pos),1),'o','MarkerSize',7,'MarkerFaceColor',[1 0 0],'MarkerEdgeColor',[0 0 0])
+ %+Inf, i.e. Inf strength
+ inf_indices=find(isinf(log(idehess.ide_strength_J(idehess.identified_parameter_indices))) & log(idehess.ide_strength_J(idehess.identified_parameter_indices))>0);
+ inf_pos=ismember(is,idehess.identified_parameter_indices(inf_indices));
plot(find(inf_pos)-0.15,zeros(sum(inf_pos),1),'o','MarkerSize',7,'MarkerFaceColor',[1 1 1],'MarkerEdgeColor',[0 0 0])
end
if any(isinf(log(idehess.ide_strength_J_prior(idehess.identified_parameter_indices))))
- inf_indices=find(isinf(log(idehess.ide_strength_J_prior(idehess.identified_parameter_indices))));
- inf_pos=ismember(is,inf_indices);
+ %-Inf, i.e. 0 strength
+ inf_indices=find(isinf(log(idehess.ide_strength_J_prior(idehess.identified_parameter_indices))) & log(idehess.ide_strength_J_prior(idehess.identified_parameter_indices))<0);
+ inf_pos=ismember(is,idehess.identified_parameter_indices(inf_indices));
+ plot(find(inf_pos)+0.15,zeros(sum(inf_pos),1),'o','MarkerSize',7,'MarkerFaceColor',[1 0 0],'MarkerEdgeColor',[0 0 0])
+ %+Inf, i.e. 0 strength
+ inf_indices=find(isinf(log(idehess.ide_strength_J_prior(idehess.identified_parameter_indices))) & log(idehess.ide_strength_J_prior(idehess.identified_parameter_indices))>0);
+ inf_pos=ismember(is,idehess.identified_parameter_indices(inf_indices));
plot(find(inf_pos)+0.15,zeros(sum(inf_pos),1),'o','MarkerSize',7,'MarkerFaceColor',[1 1 1],'MarkerEdgeColor',[0 0 0])
end
set(gca,'xlim',[0 nparam+1])
diff --git a/matlab/plot_priors.m b/matlab/plot_priors.m
index 2b2fc83f6f41da02b38cf6da3b9ffe9ae939355b..cbe288d2ca8590d608bc4f491a50cbd86d801643 100644
--- a/matlab/plot_priors.m
+++ b/matlab/plot_priors.m
@@ -36,8 +36,11 @@ figurename = 'Priors';
npar = length(bayestopt_.p1);
[nbplt,nr,nc,lr,lc,nstar] = pltorg(npar);
+if ~exist([M_.fname '/graphs'],'dir')
+ mkdir(M_.fname,'graphs');
+end
if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
- fidTeX = fopen([M_.fname '_Priors.tex'],'w');
+ fidTeX = fopen([M_.fname, '/graphs/' M_.fname '_Priors.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by plot_priors.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
@@ -70,14 +73,14 @@ for plt = 1:nbplt
title(nam,'Interpreter','none')
drawnow
end
- dyn_saveas(hplt,[M_.fname '_Priors' int2str(plt)],options_.nodisplay,options_.graph_format);
+ dyn_saveas(hplt,[M_.fname, '/graphs/' M_.fname '_Priors' int2str(plt)],options_.nodisplay,options_.graph_format);
if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
for jj = 1:nstar0
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{%s}\n',deblank(NAMES(jj,:)),deblank(TeXNAMES(jj,:)));
end
fprintf(fidTeX,'\\centering\n');
- fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_Priors%s}\n',options_.figures.textwidth*min(index/nc,1),M_.fname,int2str(plt));
+ fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_Priors%s}\n',options_.figures.textwidth*min(index/nc,1),[M_.fname, '/graphs/' M_.fname],int2str(plt));
fprintf(fidTeX,'\\caption{Priors.}');
fprintf(fidTeX,'\\label{Fig:Priors:%s}\n',int2str(plt));
fprintf(fidTeX,'\\end{figure}\n');
diff --git a/matlab/solve1.m b/matlab/solve1.m
index ba3c263b95817bf98fae62e59b8d4dc5bb33dfcb..fa2f188057e9efc7009189b3f4c9fcc72ac04eaa 100644
--- a/matlab/solve1.m
+++ b/matlab/solve1.m
@@ -64,7 +64,7 @@ end
f = 0.5*(fvec'*fvec) ;
-if max(abs(fvec)) < tolf
+if max(abs(fvec)) < tolf*tolf
return ;
end
diff --git a/matlab/stoch_simul.m b/matlab/stoch_simul.m
index 190796b28ecef648d94c4768bbb04c33fb902857..43e5c068ca3b860d3ddf49acd249cb782594a2b5 100644
--- a/matlab/stoch_simul.m
+++ b/matlab/stoch_simul.m
@@ -201,9 +201,13 @@ end
if options_.irf
var_listTeX = M_.endo_names_tex(i_var);
-
+ if ~options_.nograph
+ if ~exist([M_.fname '/graphs'],'dir')
+ mkdir(M_.fname,'graphs');
+ end
+ end
if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
- fidTeX = fopen([M_.fname '_IRF.tex'],'w');
+ fidTeX = fopen([M_.fname, '/graphs/' M_.fname '_IRF.tex'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by stoch_simul.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
@@ -290,14 +294,14 @@ if options_.irf
remove_fractional_xticks;
title(deblank(mylist(j,:)),'Interpreter','none');
end
- dyn_saveas(hh,[M_.fname '_IRF_' tit{i}],options_.nodisplay,options_.graph_format);
+ dyn_saveas(hh,[M_.fname, '/graphs/' M_.fname '_IRF_' tit{i}],options_.nodisplay,options_.graph_format);
if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
for j = 1:number_of_plots_to_draw
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{$%s$}\n',deblank(mylist(j,:)),deblank(mylistTeX(j,:)));
end
fprintf(fidTeX,'\\centering \n');
- fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_IRF_%s}\n',options_.figures.textwidth*min(j/nc,1),M_.fname,tit{i});
+ fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_IRF_%s}\n',options_.figures.textwidth*min(j/nc,1),[M_.fname, '/graphs/' M_.fname],tit{i});
fprintf(fidTeX,'\\caption{Impulse response functions (orthogonalized shock to $%s$).}\n',titTeX{i});
fprintf(fidTeX,'\\label{Fig:IRF:%s}\n', tit{i});
fprintf(fidTeX,'\\end{figure}\n');
@@ -322,14 +326,14 @@ if options_.irf
remove_fractional_xticks
title(deblank(mylist((fig-1)*nstar+plt,:)),'Interpreter','none');
end
- dyn_saveas(hh,[ M_.fname '_IRF_' tit{i} int2str(fig)],options_.nodisplay,options_.graph_format);
+ dyn_saveas(hh,[M_.fname, '/graphs/' M_.fname '_IRF_' tit{i} int2str(fig)],options_.nodisplay,options_.graph_format);
if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
for j = 1:nstar
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{$%s$}\n',deblank(mylist((fig-1)*nstar+j,:)),deblank(mylistTeX((fig-1)*nstar+j,:)));
end
fprintf(fidTeX,'\\centering \n');
- fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_IRF_%s%s}\n',options_.figures.textwidth*min(plt/nc,1),M_.fname,tit{i},int2str(fig));
+ fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_IRF_%s%s}\n',options_.figures.textwidth*min(plt/nc,1),[M_.fname, '/graphs/' M_.fname],tit{i},int2str(fig));
if options_.relative_irf
fprintf(fidTeX,'\\caption{Relative impulse response functions (orthogonalized shock to $%s$).}', titTeX{i});
else
@@ -353,14 +357,14 @@ if options_.irf
remove_fractional_xticks
title(deblank(mylist((nbplt-1)*nstar+plt,:)),'Interpreter','none');
end
- dyn_saveas(hh,[ M_.fname '_IRF_' tit{i} int2str(nbplt) ],options_.nodisplay,options_.graph_format);
+ dyn_saveas(hh,[M_.fname, '/graphs/' M_.fname '_IRF_' tit{i} int2str(nbplt) ],options_.nodisplay,options_.graph_format);
if TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
for j = 1:m
fprintf(fidTeX,'\\psfrag{%s}[1][][0.5][0]{$%s$}\n',deblank(mylist((nbplt-1)*nstar+j,:)),deblank(mylistTeX((nbplt-1)*nstar+j,:)));
end
fprintf(fidTeX,'\\centering \n');
- fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_IRF_%s%s}\n',options_.figures.textwidth*min(m/lc,1),M_.fname,tit{i},int2str(nbplt));
+ fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s_IRF_%s%s}\n',options_.figures.textwidth*min(m/lc,1),[M_.fname, '/graphs/' M_.fname],tit{i},int2str(nbplt));
if options_.relative_irf
fprintf(fidTeX,'\\caption{Relative impulse response functions (orthogonalized shock to $%s$).}', titTeX{i});
else
diff --git a/matlab/trust_region.m b/matlab/trust_region.m
index f4b445cc7be2d91e4e6bfa972c9baf2c4bee894d..b0e8566dbdf210e19cb321e60bfa6ca2c5194727 100644
--- a/matlab/trust_region.m
+++ b/matlab/trust_region.m
@@ -25,7 +25,7 @@ function [x,check,info] = trust_region(fcn,x0,j1,j2,jacobian_flag,gstep,tolf,tol
% none
% Copyright (C) 2008-2012 VZLU Prague, a.s.
-% Copyright (C) 2014-2017 Dynare Team
+% Copyright (C) 2014-2019 Dynare Team
%
% This file is part of Dynare.
%
@@ -65,24 +65,27 @@ info = 0;
fvec = fcn (x, varargin{:});
fvec = fvec(j1);
fn = norm (fvec);
+recompute_jacobian = true;
% Outer loop.
while (niter < maxiter && ~info)
- % Calculate function value and Jacobian (possibly via FD).
- if jacobian_flag
- [fvec, fjac] = fcn (x, varargin{:});
- fvec = fvec(j1);
- fjac = fjac(j1,j2);
- else
- dh = max(abs(x(j2)),gstep(1)*ones(n,1))*eps^(1/3);
+ % Calculate Jacobian (possibly via FD).
+ if recompute_jacobian
+ if jacobian_flag
+ [~, fjac] = fcn (x, varargin{:});
+ fjac = fjac(j1,j2);
+ else
+ dh = max(abs(x(j2)),gstep(1)*ones(n,1))*eps^(1/3);
- for j = 1:n
- xdh = x ;
- xdh(j2(j)) = xdh(j2(j))+dh(j) ;
- t = fcn(xdh,varargin{:});
- fjac(:,j) = (t(j1) - fvec)./dh(j) ;
+ for j = 1:n
+ xdh = x ;
+ xdh(j2(j)) = xdh(j2(j))+dh(j) ;
+ t = fcn(xdh,varargin{:});
+ fjac(:,j) = (t(j1) - fvec)./dh(j) ;
+ end
end
+ recompute_jacobian = false;
end
% Get column norms, use them as scaling factors.
@@ -164,20 +167,13 @@ while (niter < maxiter && ~info)
xn = norm (dg .* x(j2));
fvec = fvec1;
fn = fn1;
+ recompute_jacobian = true;
end
niter = niter + 1;
- % Tests for termination conditions. A mysterious place, anything
- % can happen if you change something here...
-
- % The rule of thumb (which I'm not sure M*b is quite following)
- % is that for a tolerance that depends on scaling, only 0 makes
- % sense as a default value. But 0 usually means uselessly long
- % iterations, so we need scaling-independent tolerances wherever
- % possible.
-
+ % Tests for termination condition
if (fn <= tolf)
info = 1;
end
diff --git a/matlab/write_latex_definitions.m b/matlab/write_latex_definitions.m
index 30e96506f01a31de518ad03976809af014cfebde..531e799cf6633699a9e381f4c47c6b5eecc18fc7 100644
--- a/matlab/write_latex_definitions.m
+++ b/matlab/write_latex_definitions.m
@@ -12,7 +12,7 @@ function write_latex_definitions
% SPECIAL REQUIREMENTS
% none
-% Copyright (C) 2013-2018 Dynare Team
+% Copyright (C) 2013-2019 Dynare Team
%
% This file is part of Dynare.
%
@@ -39,7 +39,10 @@ else
M_var_root = {'M_.endo', 'M_.exo', 'M_.exo_det', 'M_.param'};
end
-fid = fopen([M_.fname '_latex_definitions.tex'], 'w');
+if ~exist([M_.fname '/latex'],'dir')
+ mkdir(M_.fname,'latex');
+end
+fid = fopen([M_.fname, '/latex/' M_.fname '_latex_definitions.tex'], 'w');
for i=1:length(tables)
fprintf(fid, '\\begin{center}\n');
fprintf(fid, '\\begin{longtable}{ccc}\n');
diff --git a/matlab/write_latex_parameter_table.m b/matlab/write_latex_parameter_table.m
index 7d76880ff7cf76bf4d01a6ce04e60412fb5c6d6a..8b1b1b98b4705c7c63a5ec77923f802f122e2fd1 100644
--- a/matlab/write_latex_parameter_table.m
+++ b/matlab/write_latex_parameter_table.m
@@ -12,7 +12,7 @@ function write_latex_parameter_table
% SPECIAL REQUIREMENTS
% none
-% Copyright (C) 2015-2018 Dynare Team
+% Copyright (C) 2015-2019 Dynare Team
%
% This file is part of Dynare.
%
@@ -37,7 +37,11 @@ if ~isequal(M_.param_names, M_.param_names_long)
Long_names_present = true;
end
-fid = fopen([M_.fname '_latex_parameters.tex'], 'w');
+if ~exist([M_.fname '/latex'],'dir')
+ mkdir(M_.fname,'latex');
+end
+
+fid = fopen([M_.fname, '/latex/' M_.fname '_latex_parameters.tex'], 'w');
fprintf(fid, '\\begin{center}\n');
if Long_names_present==1
fprintf(fid, '\\begin{longtable}{ccc}\n');
diff --git a/matlab/write_latex_prior_table.m b/matlab/write_latex_prior_table.m
index 2fb738bd73d9895309631f2b1e541e34213eaff1..3bae6d8c5c4568dfe12349973020e4dff1b8c2d9 100644
--- a/matlab/write_latex_prior_table.m
+++ b/matlab/write_latex_prior_table.m
@@ -11,7 +11,7 @@ function write_latex_prior_table
% SPECIAL REQUIREMENTS
% none
-% Copyright (C) 2015-2017 Dynare Team
+% Copyright (C) 2015-2019 Dynare Team
%
% This file is part of Dynare.
%
@@ -54,7 +54,10 @@ ub=bounds.ub;
PriorNames = { 'Beta' , 'Gamma' , 'Gaussian' , 'Inv. Gamma' , 'Uniform' , 'Inv. Gamma -- 2', '', 'Weibull' };
-fidTeX = fopen([Model.fname '_priors_table.tex'],'w+');
+if ~exist([M_.fname '/latex'],'dir')
+ mkdir(M_.fname,'latex');
+end
+fidTeX = fopen([M_.fname, '/latex/' Model.fname '_priors_table.tex'],'w+');
fprintf(fidTeX,'%% TeX-table generated by Dynare write_latex_prior_table.m.\n');
fprintf(fidTeX,'%% Prior Information\n');
fprintf(fidTeX,['%% ' datestr(now,0)]);
diff --git a/mex/build/matlab/Makefile.am b/mex/build/matlab/Makefile.am
index 4fc41e759bd021e9844efdef42d42725ba656da5..a4aedc2c3386eb42b9e0b0f822f9b39c2e958e4a 100644
--- a/mex/build/matlab/Makefile.am
+++ b/mex/build/matlab/Makefile.am
@@ -1,18 +1,17 @@
ACLOCAL_AMFLAGS = -I ../../../m4
-if DO_SOMETHING
SUBDIRS = mjdgges kronecker bytecode block_kalman_filter sobol local_state_space_iterations perfect_foresight_problem num_procs
# libdynare++ must come before gensylv, k_order_perturbation, dynare_simul_
-if HAVE_MATIO
+if ENABLE_MEX_DYNAREPLUSPLUS
SUBDIRS += libdynare++ gensylv k_order_perturbation dynare_simul_
endif
-if HAVE_GSL
+if ENABLE_MEX_MS_SBVAR
SUBDIRS += ms_sbvar
endif
-if HAVE_SLICOT
+if ENABLE_MEX_KALMAN_STEADY_STATE
SUBDIRS += kalman_steady_state
endif
@@ -31,6 +30,5 @@ endif
install-exec-local:
$(MKDIR_P) $(DESTDIR)$(pkglibdir)/mex/matlab
-endif
EXTRA_DIST = mex.def mexFunction-MacOSX.map
diff --git a/mex/build/matlab/configure.ac b/mex/build/matlab/configure.ac
index cc4c771b1442adf3affa8b6b306073dd85a35bcd..88420331fff97de939c97545d891cd12c80c84e6 100644
--- a/mex/build/matlab/configure.ac
+++ b/mex/build/matlab/configure.ac
@@ -26,22 +26,17 @@ dnl The following must occur before we modify CFLAGS/CXXFLAGS
AC_CANONICAL_HOST
AX_MATLAB
+AX_MATLAB_VERSION
+AX_DOT_MEXEXT
+AX_MATLAB_ARCH
+AX_MEXOPTS
-if test "$ax_enable_matlab" = yes; then
- AX_MATLAB_VERSION
- AX_DOT_MEXEXT
- AX_MATLAB_ARCH
-
- if test "$ax_matlab_version_ok" = yes; then
- AX_MEXOPTS
- AX_COMPARE_VERSION([$MATLAB_VERSION], [lt], [7.9], [AC_MSG_ERROR([Your MATLAB is too old, please upgrade to version 7.9 (R2009b) at least.])])
- fi
-
- CFLAGS="$MATLAB_CFLAGS"
- CXXFLAGS="$MATLAB_CXXFLAGS"
- FFLAGS="$MATLAB_FFLAGS"
+if test "$ax_enable_matlab" != yes -o "$ax_matlab_version_ok" != yes -o "$ax_mexopts_ok" != yes; then
+ AC_MSG_ERROR([MATLAB cannot be found])
fi
+AX_COMPARE_VERSION([$MATLAB_VERSION], [lt], [7.9], [AC_MSG_ERROR([Your MATLAB is too old, please upgrade to version 7.9 (R2009b) at least (or disable MATLAB support with --disable-matlab).])])
+
case ${host_os} in
*cygwin*)
AC_MSG_WARN([You are compiling for the Cygwin target. This means that the MEX files will])
@@ -50,9 +45,9 @@ case ${host_os} in
;;
esac
-CFLAGS="$CFLAGS -Wall -Wno-parentheses"
-FFLAGS="$FFLAGS -Wall"
-CXXFLAGS="$CXXFLAGS -Wall -Wno-parentheses -Wold-style-cast"
+CFLAGS="$MATLAB_CFLAGS -Wall -Wno-parentheses"
+FFLAGS="$MATLAB_FFLAGS -Wall"
+CXXFLAGS="$MATLAB_CXXFLAGS -Wall -Wno-parentheses -Wold-style-cast"
AC_PROG_F77([gfortran g77 f77])
AC_PROG_CC
@@ -82,17 +77,34 @@ AX_CXX11_THREAD
# Check for dlopen(), needed by k_order_perturbation DLL
AC_CHECK_LIB([dl], [dlopen], [LIBADD_DLOPEN="-ldl"], [])
AC_SUBST([LIBADD_DLOPEN])
-# Check for GSL, needed by MS-SBVAR
-AX_GSL
-AM_CONDITIONAL([HAVE_GSL], [test "$has_gsl" = yes])
+
+# Define optional components and their corresponding flags and Automake conditionals
+AC_ARG_ENABLE([mex-ms-sbvar], AS_HELP_STRING([--disable-mex-ms-sbvar], [disable compilation of the MS-SBVAR MEX]), [], [enable_mex_ms_sbvar=yes])
+AM_CONDITIONAL([ENABLE_MEX_MS_SBVAR], [test "$enable_mex_ms_sbvar" = yes])
+
+AC_ARG_ENABLE([mex-dynare++], AS_HELP_STRING([--disable-mex-dynare++], [disable compilation of MEX based on Dynare++]), [], [enable_mex_dynareplusplus=yes])
+AM_CONDITIONAL([ENABLE_MEX_DYNAREPLUSPLUS], [test "$enable_mex_dynareplusplus" = yes])
+
+AC_ARG_ENABLE([mex-kalman-steady-state], AS_HELP_STRING([--disable-mex-kalman-steady-state], [disable compilation of the kalman_steady_state MEX]), [], [enable_mex_kalman_steady_state=yes])
+AM_CONDITIONAL([ENABLE_MEX_KALMAN_STEADY_STATE], [test "$enable_mex_kalman_steady_state" = yes])
+
+# Check for GSL, needed by MS-SBVAR MEX
+if test "$enable_mex_ms_sbvar" = yes; then
+ AX_GSL
+ test "$has_gsl" != yes && AC_MSG_ERROR([GSL cannot be found. If you want to skip the compilation of the MS-SBVAR MEX, pass the --disable-mex-ms-sbvar flag.])
+fi
# Check for libmatio, needed by MEX files using Dynare++ code
-AX_MATIO
-AM_CONDITIONAL([HAVE_MATIO], [test "$has_matio" = yes])
+if test "$enable_mex_dynareplusplus" = yes; then
+ AX_MATIO
+ test "$has_matio" != yes && AC_MSG_ERROR([libmatio cannot be found. If you want to skip the compilation of MEX files based Dynare++, pass the --disable-mex-dynare++ flag.])
+fi
# Check for libslicot, needed by kalman_steady_state
-AX_SLICOT([matlab])
-AM_CONDITIONAL([HAVE_SLICOT], [test "$has_slicot" = yes])
+if test "$enable_mex_kalman_steady_state" = yes; then
+ AX_SLICOT([matlab])
+ test "$has_slicot" != yes && AC_MSG_ERROR([slicot cannot be found. If you want to skip the compilation of the kalman_steady_state MEX, pass the --disable-mex-kalman-steady-state flag.])
+fi
# On Windows, we want static linking of the external libraries
case ${host_os} in
@@ -103,48 +115,42 @@ case ${host_os} in
;;
esac
-AM_CONDITIONAL([DO_SOMETHING], [test "$ax_enable_matlab" = yes -a "$ax_matlab_version_ok" = yes -a "$ax_mexopts_ok" = yes])
-
-if test "$ax_enable_matlab" = yes -a "$ax_matlab_version_ok" = yes -a "$ax_mexopts_ok" = yes; then
- BUILD_MEX_MATLAB="yes"
-else
- BUILD_MEX_MATLAB="no (missing MATLAB, or unknown version, or unknown architecture)"
-fi
+# Support for M2HTML
+AC_ARG_WITH([m2html], AS_HELP_STRING([--with-m2html=DIR], [specify installation directory of M2HTML]), [
+M2HTML=$withval
+BUILD_M2HTML=yes
+], [
+M2HTML=
+BUILD_M2HTML=no
+])
+AC_SUBST([M2HTML])
+AM_CONDITIONAL([HAVE_M2HTML], [test "x$M2HTML" != "x"])
-if test "$ax_enable_matlab" = yes -a "$has_matio" = yes; then
+# Construct final output message
+if test "$enable_mex_dynareplusplus" = yes; then
BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_MATLAB="yes"
else
- BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_MATLAB="no (missing MatIO library)"
+ BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_MATLAB="no"
fi
-if test "$ax_enable_matlab" = yes -a "$ax_matlab_version_ok" = yes -a "$ax_mexopts_ok" = yes -a "$has_slicot" = yes; then
+if test "$enable_mex_kalman_steady_state" = yes; then
BUILD_KALMAN_STEADY_STATE_MATLAB="yes"
else
- BUILD_KALMAN_STEADY_STATE_MATLAB="no (missing SLICOT)"
+ BUILD_KALMAN_STEADY_STATE_MATLAB="no"
fi
-if test "$ax_enable_matlab" = yes -a "$ax_matlab_version_ok" = yes -a "$ax_mexopts_ok" = yes -a "$has_gsl" = yes; then
+if test "$enable_mex_ms_sbvar" = yes; then
BUILD_MS_SBVAR_MEX_MATLAB="yes"
else
- BUILD_MS_SBVAR_MEX_MATLAB="no (missing GSL)"
+ BUILD_MS_SBVAR_MEX_MATLAB="no"
fi
-AC_ARG_WITH([m2html], AS_HELP_STRING([--with-m2html=DIR], [specify installation directory of M2HTML]), [
-M2HTML=$withval
-BUILD_M2HTML=yes
-], [
-M2HTML=
-BUILD_M2HTML=no
-])
-AC_SUBST([M2HTML])
-AM_CONDITIONAL([HAVE_M2HTML], [test "x$M2HTML" != "x"])
-
AC_MSG_NOTICE([
Dynare is now configured for building the following components...
Binaries (with "make"):
- MEX files for MATLAB (except those listed below): $BUILD_MEX_MATLAB
+ MEX files for MATLAB (except those listed below): yes
Gensylv, k-order and dynare_simul MEX files for MATLAB: $BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_MATLAB
MS-SBVAR MEX files for MATLAB: $BUILD_MS_SBVAR_MEX_MATLAB
Kalman Steady State MEX file for MATLAB: $BUILD_KALMAN_STEADY_STATE_MATLAB
diff --git a/mex/build/octave/Makefile.am b/mex/build/octave/Makefile.am
index c982f9efa9ac1cdf2358edbce8b26989ebd5c8dd..09d85162d8addde2be0b42e47adb37f9b8f6da68 100644
--- a/mex/build/octave/Makefile.am
+++ b/mex/build/octave/Makefile.am
@@ -1,24 +1,19 @@
ACLOCAL_AMFLAGS = -I ../../../m4
-if DO_SOMETHING
SUBDIRS = mjdgges kronecker bytecode block_kalman_filter sobol local_state_space_iterations perfect_foresight_problem num_procs
# libdynare++ must come before gensylv, k_order_perturbation, dynare_simul_
-if HAVE_MATIO
+if ENABLE_MEX_DYNAREPLUSPLUS
SUBDIRS += libdynare++ gensylv k_order_perturbation dynare_simul_
endif
-if HAVE_GSL
-if HAVE_MATIO
+if ENABLE_MEX_MS_SBVAR
SUBDIRS += ms_sbvar
endif
-endif
-if HAVE_SLICOT
+if ENABLE_MEX_KALMAN_STEADY_STATE
SUBDIRS += kalman_steady_state
endif
install-exec-local:
$(MKDIR_P) $(DESTDIR)$(pkglibdir)/mex/octave
-
-endif
diff --git a/mex/build/octave/configure.ac b/mex/build/octave/configure.ac
index 1e14e5948cee7777dae5a363556af5c67f207ff4..56ebe1eb16a70417c2ef5dac78a5967109fb1532 100644
--- a/mex/build/octave/configure.ac
+++ b/mex/build/octave/configure.ac
@@ -22,22 +22,18 @@ AC_INIT([dynare], [4.6-unstable])
AC_CONFIG_SRCDIR([configure.ac])
AM_INIT_AUTOMAKE([-Wall -Wno-portability foreign])
-AC_CHECK_PROG([MKOCTFILE], [mkoctfile], [mkoctfile])
-
-if test -n "$MKOCTFILE"; then
- CC=$($MKOCTFILE -p CC)
- CXX=$($MKOCTFILE -p CXX)
- CFLAGS=$($MKOCTFILE -p CFLAGS)
- FFLAGS=$($MKOCTFILE -p FFLAGS)
- CXXFLAGS=$($MKOCTFILE -p CXXFLAGS)
- LDFLAGS="$($MKOCTFILE -p LFLAGS) $($MKOCTFILE -p LDFLAGS)"
- OCTAVE_VERSION=$($MKOCTFILE -v 2>&1 | sed 's/mkoctfile, version //')
- AX_COMPARE_VERSION([$OCTAVE_VERSION], [lt], [4.2], [AC_MSG_ERROR([Your Octave is too old, please upgrade to version 4.2 at least.])])
-fi
+AC_CHECK_PROG([MKOCTFILE], [mkoctfile], [mkoctfile], [no])
+test "$MKOCTFILE" = no && AC_MSG_ERROR([Octave cannot be found])
+
+CC=$($MKOCTFILE -p CC)
+CXX=$($MKOCTFILE -p CXX)
+CFLAGS="$($MKOCTFILE -p CFLAGS) -Wall -Wno-parentheses"
+FFLAGS="$($MKOCTFILE -p FFLAGS) -Wall"
+CXXFLAGS="$($MKOCTFILE -p CXXFLAGS) -Wall -Wno-parentheses -Wold-style-cast"
+LDFLAGS="$($MKOCTFILE -p LFLAGS) $($MKOCTFILE -p LDFLAGS)"
-CFLAGS="$CFLAGS -Wall -Wno-parentheses"
-FFLAGS="$FFLAGS -Wall"
-CXXFLAGS="$CXXFLAGS -Wall -Wno-parentheses -Wold-style-cast"
+OCTAVE_VERSION=$($MKOCTFILE -v 2>&1 | sed 's/mkoctfile, version //')
+AX_COMPARE_VERSION([$OCTAVE_VERSION], [lt], [4.2], [AC_MSG_ERROR([Your Octave is too old, please upgrade to version 4.2 at least (or disable Octave support with --disable-octave).])])
AC_PROG_F77([gfortran g77 f77])
AC_PROG_CC
@@ -54,46 +50,56 @@ AX_CXX11_THREAD
# Check for dlopen(), needed by k_order_perturbation DLL
AC_CHECK_LIB([dl], [dlopen], [LIBADD_DLOPEN="-ldl"], [])
AC_SUBST([LIBADD_DLOPEN])
+
+# Define optional components and their corresponding flags and Automake conditionals
+AC_ARG_ENABLE([mex-ms-sbvar], AS_HELP_STRING([--disable-mex-ms-sbvar], [disable compilation of the MS-SBVAR MEX]), [], [enable_mex_ms_sbvar=yes])
+AM_CONDITIONAL([ENABLE_MEX_MS_SBVAR], [test "$enable_mex_ms_sbvar" = yes])
+
+AC_ARG_ENABLE([mex-dynare++], AS_HELP_STRING([--disable-mex-dynare++], [disable compilation of MEX based on Dynare++]), [], [enable_mex_dynareplusplus=yes])
+AM_CONDITIONAL([ENABLE_MEX_DYNAREPLUSPLUS], [test "$enable_mex_dynareplusplus" = yes])
+
+AC_ARG_ENABLE([mex-kalman-steady-state], AS_HELP_STRING([--disable-mex-kalman-steady-state], [disable compilation of the kalman_steady_state MEX]), [], [enable_mex_kalman_steady_state=yes])
+AM_CONDITIONAL([ENABLE_MEX_KALMAN_STEADY_STATE], [test "$enable_mex_kalman_steady_state" = yes])
+
# Check for GSL, needed by MS-SBVAR
-AX_GSL
-AM_CONDITIONAL([HAVE_GSL], [test "$has_gsl" = yes])
+if test "$enable_mex_ms_sbvar" = yes; then
+ AX_GSL
+ test "$has_gsl" != yes && AC_MSG_ERROR([GSL cannot be found. If you want to skip the compilation of the MS-SBVAR MEX, pass the --disable-mex-ms-sbvar flag.])
+fi
# Check for libmatio, needed by MEX files using Dynare++ code, and by ms-sbvar (the latter only under Octave, as an alternative to MATLAB's libmat)
-AX_MATIO
-AM_CONDITIONAL([HAVE_MATIO], [test "$has_matio" = yes])
+if test "$enable_mex_dynareplusplus" = yes -o "$enable_mex_ms_sbvar" = yes; then
+ AX_MATIO
+ test "$has_matio" != yes && AC_MSG_ERROR([libmatio cannot be found. If you want to skip the compilation of MS-SBVAR MEX and MEX files based Dynare++, pass the --disable-mex-dynare++ and --disable-mex-ms-sbvar flags.])
+fi
# Check for libslicot, needed by kalman_steady_state
-AX_SLICOT([octave])
-AM_CONDITIONAL([HAVE_SLICOT], [test "$has_slicot" = yes])
+if test "$enable_mex_kalman_steady_state" = yes; then
+ AX_SLICOT([octave])
+ test "$has_slicot" != yes && AC_MSG_ERROR([slicot cannot be found. If you want to skip the compilation of the kalman_steady_state MEX, pass the --disable-mex-kalman-steady-state flag.])
+fi
# Check for UMFPACK, needed by bytecode
AC_CHECK_LIB([umfpack], [umfpack_dl_defaults], [LIBADD_UMFPACK="-lumfpack"], [AC_MSG_ERROR([Can't find UMFPACK])])
AC_SUBST([LIBADD_UMFPACK])
-AM_CONDITIONAL([DO_SOMETHING], [test -n "$MKOCTFILE"])
-
-if test -n "$MKOCTFILE"; then
- BUILD_MEX_OCTAVE="yes"
-else
- BUILD_MEX_OCTAVE="no (missing mkoctfile)"
-fi
-
-if test -n "$MKOCTFILE" -a "$has_matio" = yes; then
- BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_OCTAVE="yes"
+# Construct final output message
+if test "$enable_mex_dynareplusplus" = yes; then
+ BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_OCTAVE="yes"
else
- BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_OCTAVE="no (missing MatIO library)"
+ BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_OCTAVE="no"
fi
-if test -n "$MKOCTFILE" -a "$has_slicot" = yes; then
+if test "$enable_mex_kalman_steady_state" = yes; then
BUILD_KALMAN_STEADY_STATE_OCTAVE="yes"
else
- BUILD_KALMAN_STEADY_STATE_OCTAVE="no (missing SLICOT)"
+ BUILD_KALMAN_STEADY_STATE_OCTAVE="no"
fi
-if test -n "$MKOCTFILE" -a "$has_gsl" = yes -a "$has_matio" = yes; then
+if test "$enable_mex_ms_sbvar" = yes; then
BUILD_MS_SBVAR_MEX_OCTAVE="yes"
else
- BUILD_MS_SBVAR_MEX_OCTAVE="no (missing GSL or MatIO library)"
+ BUILD_MS_SBVAR_MEX_OCTAVE="no"
fi
AC_MSG_NOTICE([
@@ -101,7 +107,7 @@ AC_MSG_NOTICE([
Dynare is now configured for building the following components...
Binaries (with "make"):
- MEX files for Octave (except those listed below): $BUILD_MEX_OCTAVE
+ MEX files for Octave (except those listed below): yes
Gensylv, k-order and dynare_simul MEX for Octave: $BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_OCTAVE
MS-SBVAR MEX files for Octave: $BUILD_MS_SBVAR_MEX_OCTAVE
Kalman Steady State MEX file for Octave: $BUILD_KALMAN_STEADY_STATE_OCTAVE
diff --git a/mex/sources/bytecode/SparseMatrix.cc b/mex/sources/bytecode/SparseMatrix.cc
index 1f4cb7fb670d588a8e238be218899ce2505bbf19..322b6943f2f00c85aad01d993a425c753b3eb60d 100644
--- a/mex/sources/bytecode/SparseMatrix.cc
+++ b/mex/sources/bytecode/SparseMatrix.cc
@@ -2618,7 +2618,7 @@ dynSparseMatrix::Sparse_substract_SA_SB(mxArray *A_m, mxArray *B_m)
C_j[A_col+1] = nze_C++;
C_col = A_col;
}
- else if (A_row < B_row || (nze_B >= total_nze_B && nze_A < total_nze_A))
+ else if ((A_row < B_row && nze_A < total_nze_A) || nze_B == total_nze_B)
{
C_d[nze_C] = A_d[nze_A++];
C_i[nze_C] = A_row;
@@ -2637,7 +2637,7 @@ dynSparseMatrix::Sparse_substract_SA_SB(mxArray *A_m, mxArray *B_m)
C_col = B_col;
}
}
- else if (A_col < B_col || (nze_B >= total_nze_B && nze_A < total_nze_A))
+ else if ((A_col < B_col && nze_A < total_nze_A) || nze_B == total_nze_B)
{
C_d[nze_C] = A_d[nze_A++];
C_i[nze_C] = A_row;
diff --git a/mex/sources/perfect_foresight_problem/DynamicModelCaller.cc b/mex/sources/perfect_foresight_problem/DynamicModelCaller.cc
index 73d7a46425d973221b02ca62ab0951fea2156a37..4e7e819fdbddc744d9f4b1f0f198dc058f8f8c31 100644
--- a/mex/sources/perfect_foresight_problem/DynamicModelCaller.cc
+++ b/mex/sources/perfect_foresight_problem/DynamicModelCaller.cc
@@ -75,8 +75,8 @@ DynamicModelDllCaller::unload_dll()
#endif
}
-DynamicModelDllCaller::DynamicModelDllCaller(size_t ntt, mwIndex nx, mwIndex ny, size_t ndynvars, const double *x_arg, size_t nb_row_x_arg, const double *params_arg, const double *steady_state_arg, bool compute_jacobian_arg) :
- DynamicModelCaller{compute_jacobian_arg},
+DynamicModelDllCaller::DynamicModelDllCaller(size_t ntt, mwIndex nx, mwIndex ny, size_t ndynvars, const double *x_arg, size_t nb_row_x_arg, const double *params_arg, const double *steady_state_arg, bool linear_arg, bool compute_jacobian_arg) :
+ DynamicModelCaller{linear_arg, compute_jacobian_arg},
nb_row_x{nb_row_x_arg}, x{x_arg}, params{params_arg}, steady_state{steady_state_arg}
{
tt = std::make_unique<double[]>(ntt);
@@ -94,11 +94,14 @@ DynamicModelDllCaller::eval(int it, double *resid)
{
g1_tt_fct(y_p.get(), x, nb_row_x, params, steady_state, it, tt.get());
g1_fct(y_p.get(), x, nb_row_x, params, steady_state, it, tt.get(), jacobian_p.get());
+
+ if (linear)
+ compute_jacobian = false; // If model is linear, no need to recompute Jacobian later
}
}
-DynamicModelMatlabCaller::DynamicModelMatlabCaller(std::string basename_arg, size_t ntt, size_t ndynvars, const mxArray *x_mx_arg, const mxArray *params_mx_arg, const mxArray *steady_state_mx_arg, bool compute_jacobian_arg) :
- DynamicModelCaller{compute_jacobian_arg},
+DynamicModelMatlabCaller::DynamicModelMatlabCaller(std::string basename_arg, size_t ntt, size_t ndynvars, const mxArray *x_mx_arg, const mxArray *params_mx_arg, const mxArray *steady_state_mx_arg, bool linear_arg, bool compute_jacobian_arg) :
+ DynamicModelCaller{linear_arg, compute_jacobian_arg},
basename{std::move(basename_arg)},
T_mx{mxCreateDoubleMatrix(ntt, 1, mxREAL)},
y_mx{mxCreateDoubleMatrix(ndynvars, 1, mxREAL)},
@@ -178,6 +181,9 @@ DynamicModelMatlabCaller::eval(int it, double *resid)
jacobian_mx = cmplxToReal(plhs[0]);
else
jacobian_mx = plhs[0];
+
+ if (linear)
+ compute_jacobian = false; // If model is linear, no need to recompute Jacobian later
}
}
diff --git a/mex/sources/perfect_foresight_problem/DynamicModelCaller.hh b/mex/sources/perfect_foresight_problem/DynamicModelCaller.hh
index 4d10bb1ad8eddd3d6c58f40fe9c5ce66ebd1f4c2..4dd1d02c84c5a2b6792fae15592b4fbd4cf05ce2 100644
--- a/mex/sources/perfect_foresight_problem/DynamicModelCaller.hh
+++ b/mex/sources/perfect_foresight_problem/DynamicModelCaller.hh
@@ -33,12 +33,13 @@
class DynamicModelCaller
{
public:
- const bool compute_jacobian;
+ const bool linear;
+ bool compute_jacobian; // Not constant, because will be changed from true to false for linear models after first evaluation
// Used to store error messages (as exceptions cannot cross the OpenMP boundary)
static std::string error_msg;
- DynamicModelCaller(bool compute_jacobian_arg) : compute_jacobian{compute_jacobian_arg} {};
+ DynamicModelCaller(bool linear_arg, bool compute_jacobian_arg) : linear{linear_arg}, compute_jacobian{compute_jacobian_arg} {};
virtual ~DynamicModelCaller() = default;
virtual double &y(size_t i) const = 0;
virtual double jacobian(size_t i) const = 0;
@@ -62,7 +63,7 @@ private:
std::unique_ptr<double[]> tt, y_p, jacobian_p;
public:
- DynamicModelDllCaller(size_t ntt, mwIndex nx, mwIndex ny, size_t ndynvars, const double *x_arg, size_t nb_row_x_arg, const double *params_arg, const double *steady_state_arg, bool compute_jacobian_arg);
+ DynamicModelDllCaller(size_t ntt, mwIndex nx, mwIndex ny, size_t ndynvars, const double *x_arg, size_t nb_row_x_arg, const double *params_arg, const double *steady_state_arg, bool linear_arg, bool compute_jacobian_arg);
virtual ~DynamicModelDllCaller() = default;
double &y(size_t i) const override { return y_p[i]; };
double jacobian(size_t i) const override { return jacobian_p[i]; };
@@ -82,7 +83,7 @@ private:
Destroys the original matrix. */
static mxArray *cmplxToReal(mxArray *m);
public:
- DynamicModelMatlabCaller(std::string basename_arg, size_t ntt, size_t ndynvars, const mxArray *x_mx_arg, const mxArray *params_mx_arg, const mxArray *steady_state_mx_arg, bool compute_jacobian_arg);
+ DynamicModelMatlabCaller(std::string basename_arg, size_t ntt, size_t ndynvars, const mxArray *x_mx_arg, const mxArray *params_mx_arg, const mxArray *steady_state_mx_arg, bool linear_arg, bool compute_jacobian_arg);
~DynamicModelMatlabCaller() override;
double &y(size_t i) const override { return mxGetPr(y_mx)[i]; };
double jacobian(size_t i) const override { return jacobian_mx ? mxGetPr(jacobian_mx)[i] : std::numeric_limits<double>::quiet_NaN(); };
diff --git a/mex/sources/perfect_foresight_problem/perfect_foresight_problem.cc b/mex/sources/perfect_foresight_problem/perfect_foresight_problem.cc
index 107dc3caaf1d31719e2d803af98d5b45342edf46..c813b1697aa54f1236e2d9ad0a398c03f5c0fe28 100644
--- a/mex/sources/perfect_foresight_problem/perfect_foresight_problem.cc
+++ b/mex/sources/perfect_foresight_problem/perfect_foresight_problem.cc
@@ -86,6 +86,11 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
mexErrMsgTxt("options_.use_dll should be a logical scalar");
bool use_dll = static_cast<bool>(mxGetScalar(use_dll_mx));
+ const mxArray *linear_mx = mxGetField(options_mx, 0, "linear");
+ if (!(linear_mx && mxIsLogicalScalar(linear_mx)))
+ mexErrMsgTxt("options_.linear should be a logical scalar");
+ bool linear = static_cast<bool>(mxGetScalar(linear_mx));
+
const mxArray *threads_mx = mxGetField(options_mx, 0, "threads");
if (!threads_mx)
mexErrMsgTxt("Can't find field options_.threads");
@@ -211,9 +216,9 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
// Allocate (thread-private) model evaluator (which allocates space for temporaries)
std::unique_ptr<DynamicModelCaller> m;
if (use_dll)
- m = std::make_unique<DynamicModelDllCaller>(ntt, nx, ny, ndynvars, exo_path, nb_row_x, params, steady_state, compute_jacobian);
+ m = std::make_unique<DynamicModelDllCaller>(ntt, nx, ny, ndynvars, exo_path, nb_row_x, params, steady_state, linear, compute_jacobian);
else
- m = std::make_unique<DynamicModelMatlabCaller>(basename, ntt, ndynvars, exo_path_mx, params_mx, steady_state_mx, compute_jacobian);
+ m = std::make_unique<DynamicModelMatlabCaller>(basename, ntt, ndynvars, exo_path_mx, params_mx, steady_state_mx, linear, compute_jacobian);
// Main computing loop
#pragma omp for
diff --git a/preprocessor b/preprocessor
index e3a3979eba816d3a24d28b1556cb34c7c815ca9d..23ff36a0dd4f5ee56f553d72849a79d320b2a456 160000
--- a/preprocessor
+++ b/preprocessor
@@ -1 +1 @@
-Subproject commit e3a3979eba816d3a24d28b1556cb34c7c815ca9d
+Subproject commit 23ff36a0dd4f5ee56f553d72849a79d320b2a456
diff --git a/tests/Makefile.am b/tests/Makefile.am
index 067b2c507d5795add0d04c62cfb9d005c866c293..e0c9bbab0c84c1920c6b4b8a995c89d212986e1d 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -977,6 +977,7 @@ EXTRA_DIST = \
block_bytecode/run_ls2003.m \
bvar_a_la_sims/bvar_sample.m \
dates/fsdat_simul.m \
+ dates/data_uav.xls \
dates/data_uav.xlsx \
external_function/extFunDeriv.m \
external_function/extFunNoDerivs.m \
@@ -986,6 +987,7 @@ EXTRA_DIST = \
expectations/expectation_ss_old_steadystate.m \
filter_step_ahead/trend_cycle_decomposition_data.m \
steady_state/walsh1_old_ss_steadystate.m \
+ data/test.xls \
data/test.xlsx \
gsa/morris/nk_est_data.m \
analytic_derivatives/fsdat_simul.m \
@@ -1014,6 +1016,7 @@ EXTRA_DIST = \
ms-sbvar/archive-files/specification_2v2c.dat \
recursive/data_ca1.m \
recursive/data_ca1_csv.csv \
+ recursive/data_ca1_xls.xls \
recursive/data_ca1_xls.xlsx \
kalman_filter_smoother/fsdat_simul.m \
kalman/lik_init/fs2000_common.inc \
@@ -1023,8 +1026,6 @@ EXTRA_DIST = \
kalman/likelihood_from_dynare/fs2000_estimation_check.inc \
kalman/likelihood_from_dynare/fs2000ns_model.inc \
kalman/likelihood_from_dynare/fs2000ns_estimation_check.inc \
- identification/kim/kim2_steadystate.m \
- identification/as2007/as2007_steadystate.m \
estimation/fsdat_simul.m \
ep/mean_preserving_spread.m \
decision_rules/example1_results_dyn_432.mat \
@@ -1075,11 +1076,11 @@ EXTRA_DIST = \
ecb/aggregate/3/parameter-values.inc \
ecb/aggregate/3/model.inc
-if HAVE_MATLAB
+if ENABLE_MATLAB
check-local: check-matlab
endif
-if HAVE_OCTAVE
+if ENABLE_OCTAVE
check-local: check-octave
endif
diff --git a/tests/bgp/nk-1/nk.mod b/tests/bgp/nk-1/nk.mod
index 091b0a2e29e5aae149695bcf108cda0224d51a50..aa0c3721a9ab2bb250dfb14b31fe15d0813be09a 100644
--- a/tests/bgp/nk-1/nk.mod
+++ b/tests/bgp/nk-1/nk.mod
@@ -21,10 +21,21 @@ end;
verbatim;
bgp.write(M_);
- options = optimoptions('fsolve','Display','iter','Algorithm','levenberg-marquardt','MaxFunctionEvaluations',1000000,'MaxIterations',100000,'SpecifyObjectiveGradient',true,'FunctionTolerance',1e-8,'StepTolerance',1e-8);
+ if isoctave || matlab_ver_less_than('8.1')
+ options = optimset('Display', 'iter', 'MaxFunEvals', 1000000,'MaxIter',100000,'Jacobian','on','TolFun',1e-8,'TolX',1e-8);
+ else
+ options = optimoptions('fsolve','Display','iter','Algorithm','levenberg-marquardt','MaxFunctionEvaluations',1000000,'MaxIterations',100000,'SpecifyObjectiveGradient',true,'FunctionTolerance',1e-8,'StepTolerance',1e-8);
+ end
+ if isoctave
+ % Octave can't take a function handle of a function in a package
+ % See https://savannah.gnu.org/bugs/index.php?46659
+ fun = str2func('nk.bgpfun');
+ else
+ fun = @nk.bgpfun;
+ end
y = 1+(rand(3,1)-.5)*.5;
g = 1+(rand(3,1)-.5)*.1;
- [y, fval, exitflag] = fsolve(@nk.bgpfun, [y;g], options);
+ [y, fval, exitflag] = fsolve(fun, [y;g], options);
assert(max(abs(y-1))<1e-9);
-end;
\ No newline at end of file
+end;
diff --git a/tests/bgp/ramsey-1/ramsey.mod b/tests/bgp/ramsey-1/ramsey.mod
index 7645aae8031285b3107b597893b8b61e2c64583e..54e71e58378ff072fcfe890e6e451d2acd8c8d08 100644
--- a/tests/bgp/ramsey-1/ramsey.mod
+++ b/tests/bgp/ramsey-1/ramsey.mod
@@ -16,10 +16,21 @@ end;
verbatim;
bgp.write(M_);
- options = optimoptions('fsolve','Display','iter','Algorithm','levenberg-marquardt','MaxFunctionEvaluations',1000000,'MaxIterations',100000,'SpecifyObjectiveGradient',true,'FunctionTolerance',1e-6,'StepTolerance',1e-6);
+ if isoctave || matlab_ver_less_than('8.1')
+ options = optimset('Display', 'iter', 'MaxFunEvals', 1000000,'MaxIter',100000,'Jacobian','on','TolFun',1e-6,'TolX',1e-6);
+ else
+ options = optimoptions('fsolve','Display','iter','Algorithm','levenberg-marquardt','MaxFunctionEvaluations',1000000,'MaxIterations',100000,'SpecifyObjectiveGradient',true,'FunctionTolerance',1e-6,'StepTolerance',1e-6);
+ end
+ if isoctave
+ % Octave can't take a function handle of a function in a package
+ % See https://savannah.gnu.org/bugs/index.php?46659
+ fun = str2func('ramsey.bgpfun');
+ else
+ fun = @ramsey.bgpfun;
+ end
y = 1+(rand(M_.endo_nbr,1)-.5)*.5;
g = ones(M_.endo_nbr,1);% 1+(rand(M_.endo_nbr,1)-.5)*.1;
- [y, fval, exitflag] = fsolve(@ramsey.bgpfun, [y;g], options);
+ [y, fval, exitflag] = fsolve(fun, [y;g], options);
assert(max(abs(y(M_.endo_nbr+(1:M_.orig_endo_nbr))-1.02))<1e-6)
end;
diff --git a/tests/bgp/solow-1/solow.mod b/tests/bgp/solow-1/solow.mod
index 6302b221cd4f2ab3840ad63936158551616a9f34..7ef45993fc9699ce8f012359d3bc6b1ce4a77cd1 100644
--- a/tests/bgp/solow-1/solow.mod
+++ b/tests/bgp/solow-1/solow.mod
@@ -45,13 +45,16 @@ verbatim;
GY = NaN(MC,1);
GK = NaN(MC,1);
EG = NaN(MC,1);
- if isoctave
+ if isoctave || matlab_ver_less_than('8.1')
options = optimset('Display', 'off', 'MaxFunEvals', 1000000,'MaxIter',100000,'Jacobian','on','TolFun',1e-8,'TolX',1e-8);
+ else
+ options = optimoptions('fsolve','Display','off','Algorithm','levenberg-marquardt','MaxFunctionEvaluations',1000000,'MaxIterations',100000,'SpecifyObjectiveGradient',true,'FunctionTolerance',1e-8,'StepTolerance',1e-8);
+ end
+ if isoctave
% Octave can't take a function handle of a function in a package
% See https://savannah.gnu.org/bugs/index.php?46659
fun = str2func('solow.bgpfun');
else
- options = optimoptions('fsolve','Display','off','Algorithm','levenberg-marquardt','MaxFunctionEvaluations',1000000,'MaxIterations',100000,'SpecifyObjectiveGradient',true,'FunctionTolerance',1e-8,'StepTolerance',1e-8);
fun = @solow.bgpfun;
end
for i=1:MC
diff --git a/tests/conditional_forecasts/2/fs2000_est.mod b/tests/conditional_forecasts/2/fs2000_est.mod
index db6f5e3ab18d7309b49d076d927131d18e463224..9786c1885ab66326bc12abf66262b985af752402 100644
--- a/tests/conditional_forecasts/2/fs2000_est.mod
+++ b/tests/conditional_forecasts/2/fs2000_est.mod
@@ -120,25 +120,16 @@ end;
conditional_forecast(parameter_set=prior_mode, controlled_varexo=(e_a,e_m));
-if ~(exist('OCTAVE_VERSION') && octave_ver_less_than('3.4.0'))
plot_conditional_forecast(periods=10) gy_obs gp_obs;
-end
conditional_forecast(parameter_set=posterior_mode, controlled_varexo=(e_a,e_m));
-if ~(exist('OCTAVE_VERSION') && octave_ver_less_than('3.4.0'))
plot_conditional_forecast(periods=10) gy_obs gp_obs;
-end
conditional_forecast(parameter_set=posterior_mean, controlled_varexo=(e_a,e_m));
-if ~(exist('OCTAVE_VERSION') && octave_ver_less_than('3.4.0'))
plot_conditional_forecast(periods=10) gy_obs gp_obs;
-end
conditional_forecast(parameter_set=posterior_median, controlled_varexo=(e_a,e_m));
-if ~(exist('OCTAVE_VERSION') && octave_ver_less_than('3.4.0'))
plot_conditional_forecast(periods=10) gy_obs gp_obs;
-end
-
diff --git a/tests/conditional_forecasts/3/fs2000_conditional_forecast_initval.mod b/tests/conditional_forecasts/3/fs2000_conditional_forecast_initval.mod
index 95481d2dc834b043564e2c6bdc0b6174672658de..4bd3e6ae063906bfde4ea9e7494ec163eb1a37f1 100644
--- a/tests/conditional_forecasts/3/fs2000_conditional_forecast_initval.mod
+++ b/tests/conditional_forecasts/3/fs2000_conditional_forecast_initval.mod
@@ -85,8 +85,8 @@ plot_conditional_forecast(periods=100) gy_obs gp_obs k;
forecast(periods=100);
%compare unconditional forecasts
-cond_forecast=load('conditional_forecasts.mat');
-if max(abs(cond_forecast.forecasts.uncond.Mean.k(2:end)-oo_.forecast.Mean.k))>1e-8
+cond_forecast=oo_.conditional_forecast;
+if max(abs(cond_forecast.uncond.Mean.k(2:end)-oo_.forecast.Mean.k))>1e-8
error('Unconditional Forecasts do not match')
end
@@ -94,11 +94,11 @@ end
%conditions need to be set with histval;
initial_condition_states = oo_.dr.ys;
shock_matrix = zeros(options_cond_fcst_.periods ,M_.exo_nbr); %create shock matrix with found controlled shocks
-shock_matrix(1:5,strmatch('e_a',M_.exo_names,'exact')) = cond_forecast.forecasts.controlled_exo_variables.Mean.e_a; %set controlled shocks to their values
-shock_matrix(1:5,strmatch('e_m',M_.exo_names,'exact')) = cond_forecast.forecasts.controlled_exo_variables.Mean.e_m; %set controlled shocks to their values
+shock_matrix(1:5,strmatch('e_a',M_.exo_names,'exact')) = cond_forecast.controlled_exo_variables.Mean.e_a; %set controlled shocks to their values
+shock_matrix(1:5,strmatch('e_m',M_.exo_names,'exact')) = cond_forecast.controlled_exo_variables.Mean.e_m; %set controlled shocks to their values
y_simult = simult_(M_,options_,initial_condition_states,oo_.dr,shock_matrix,1);
-if max(abs(y_simult(strmatch('k',M_.endo_names,'exact'),:)'-cond_forecast.forecasts.cond.Mean.k))>1e-8
+if max(abs(y_simult(strmatch('k',M_.endo_names,'exact'),:)'-cond_forecast.cond.Mean.k))>1e-8
error('Unconditional Forecasts do not match')
end
diff --git a/tests/conditional_forecasts/4/fs2000_conditional_forecast_histval.mod b/tests/conditional_forecasts/4/fs2000_conditional_forecast_histval.mod
index fa4912d010edb319b49e43ec36dafca5b6d4b36f..51433faebb55eeff21ec863ad9b5a655ffa1aec2 100644
--- a/tests/conditional_forecasts/4/fs2000_conditional_forecast_histval.mod
+++ b/tests/conditional_forecasts/4/fs2000_conditional_forecast_histval.mod
@@ -86,8 +86,8 @@ plot_conditional_forecast(periods=100) gy_obs gp_obs k;
forecast(periods=100);
%compare unconditional forecasts
-cond_forecast=load('conditional_forecasts.mat');
-if max(abs(cond_forecast.forecasts.uncond.Mean.k(2:end)-oo_.forecast.Mean.k))>1e-8
+cond_forecast=oo_.conditional_forecast;
+if max(abs(cond_forecast.uncond.Mean.k(2:end)-oo_.forecast.Mean.k))>1e-8
error('Unconditional Forecasts do not match')
end
@@ -95,11 +95,11 @@ end
initial_condition_states = oo_.dr.ys;
initial_condition_states(strmatch('k',M_.endo_names,'exact')) = 6;
shock_matrix = zeros(options_cond_fcst_.periods ,M_.exo_nbr); %create shock matrix with found controlled shocks
-shock_matrix(1:5,strmatch('e_a',M_.exo_names,'exact')) = cond_forecast.forecasts.controlled_exo_variables.Mean.e_a; %set controlled shocks to their values
-shock_matrix(1:5,strmatch('e_m',M_.exo_names,'exact')) = cond_forecast.forecasts.controlled_exo_variables.Mean.e_m; %set controlled shocks to their values
+shock_matrix(1:5,strmatch('e_a',M_.exo_names,'exact')) = cond_forecast.controlled_exo_variables.Mean.e_a; %set controlled shocks to their values
+shock_matrix(1:5,strmatch('e_m',M_.exo_names,'exact')) = cond_forecast.controlled_exo_variables.Mean.e_m; %set controlled shocks to their values
y_simult = simult_(M_,options_,initial_condition_states,oo_.dr,shock_matrix,1);
-if max(abs(y_simult(strmatch('k',M_.endo_names,'exact'),:)'-cond_forecast.forecasts.cond.Mean.k))>1e-8
+if max(abs(y_simult(strmatch('k',M_.endo_names,'exact'),:)'-cond_forecast.cond.Mean.k))>1e-8
error('Unconditional Forecasts do not match')
end
diff --git a/tests/conditional_variance_decomposition/example1.mod b/tests/conditional_variance_decomposition/example1.mod
index 039fa99ab478e4996662de23c8322e0c6c490a06..e53ea53824776b458206c5d442c9b1fd3dbadd04 100644
--- a/tests/conditional_variance_decomposition/example1.mod
+++ b/tests/conditional_variance_decomposition/example1.mod
@@ -76,7 +76,7 @@ for i=1:nvar
SubsetOfVariables(i) = i_tmp;
end
-if isoctave
+if isoctave || matlab_ver_less_than('8.1')
[observable_pos,index_observables,index_subset]=intersect_stable(SubsetOfVariables,options_.varobs_id);
else
[observable_pos,index_observables,index_subset]=intersect(SubsetOfVariables,options_.varobs_id,'stable');
@@ -114,7 +114,7 @@ if max(abs(sum(oo_.variance_decomposition,2)-100))>2
error(['Variance decomposition at order ',num2str(options_.order),' does not work'])
end
-if isoctave
+if isoctave || matlab_ver_less_than('8.1')
[observable_pos,index_observables,index_subset]=intersect_stable(SubsetOfVariables,options_.varobs_id);
else
[observable_pos,index_observables,index_subset]=intersect(SubsetOfVariables,options_.varobs_id,'stable');
diff --git a/tests/data/mod1a.mod b/tests/data/mod1a.mod
index a2f0ff9512d98b37e9b105b9854f12602b2e27aa..f475bc52c0b45f3fdaf9dfe5ac01021c3dab41ab 100644
--- a/tests/data/mod1a.mod
+++ b/tests/data/mod1a.mod
@@ -20,4 +20,8 @@ end;
varobs dx dy;
check;
+if isoctave || ~matlab_ver_less_than('7.14') % xlsread is able to read XLSX without Excel installed since R2012a
estimation(datafile='test.xlsx',nobs=1000,mh_replic=2000,mh_jscale=1.3);
+else
+estimation(datafile='test.xls',nobs=1000,mh_replic=2000,mh_jscale=1.3);
+end
diff --git a/tests/data/test.xls b/tests/data/test.xls
new file mode 100644
index 0000000000000000000000000000000000000000..0855a60d64b2efed348503f2e765c4378350ac7f
Binary files /dev/null and b/tests/data/test.xls differ
diff --git a/tests/dates/data_uav.xls b/tests/dates/data_uav.xls
new file mode 100644
index 0000000000000000000000000000000000000000..d35bdc3ba9e5bc6932d3c5e3b5349f8471bfad41
Binary files /dev/null and b/tests/dates/data_uav.xls differ
diff --git a/tests/dates/dseries_interact.mod b/tests/dates/dseries_interact.mod
index 21132901685bf0bd00a3bc93f38aa915780dc583..50cc5b51db996955c96ce6b302c4a34bcabf704d 100644
--- a/tests/dates/dseries_interact.mod
+++ b/tests/dates/dseries_interact.mod
@@ -41,9 +41,17 @@ varobs log_nn;
%reading Excel sheet from column A on creates quarterly dseries starting in
%1950
-estimation(first_obs=2,datafile=data_uav, xls_sheet=Tabelle1, xls_range=a1:b54, mh_replic=2, mh_nblocks=1, mh_jscale=1.1, mh_drop=0.8, plot_priors=0, smoother) log_nn nn hh ;
+if isoctave || ~matlab_ver_less_than('7.14') % xlsread is able to read XLSX without Excel installed since R2012a
+estimation(first_obs=2,datafile='data_uav.xlsx', xls_sheet=Tabelle1, xls_range=a1:b54, mh_replic=2, mh_nblocks=1, mh_jscale=1.1, mh_drop=0.8, plot_priors=0, smoother) log_nn nn hh ;
+else
+estimation(first_obs=2,datafile='data_uav.xls', xls_sheet=Tabelle1, xls_range=a1:b54, mh_replic=2, mh_nblocks=1, mh_jscale=1.1, mh_drop=0.8, plot_priors=0, smoother) log_nn nn hh ;
+end
shock_decomposition( parameter_set=posterior_median ) nn hh;
%reading Excel sheet from column B on creates annual dseries starting with 1
-estimation(first_obs=2,datafile=data_uav, xls_sheet=Tabelle1, xls_range=b1:b54, mh_replic=2, mh_nblocks=1, mh_jscale=1.1, mh_drop=0.8, plot_priors=0, smoother) log_nn nn hh ;
+if isoctave || ~matlab_ver_less_than('7.14') % xlsread is able to read XLSX without Excel installed since R2012a
+estimation(first_obs=2,datafile='data_uav.xlsx', xls_sheet=Tabelle1, xls_range=b1:b54, mh_replic=2, mh_nblocks=1, mh_jscale=1.1, mh_drop=0.8, plot_priors=0, smoother) log_nn nn hh ;
+else
+estimation(first_obs=2,datafile='data_uav.xls', xls_sheet=Tabelle1, xls_range=b1:b54, mh_replic=2, mh_nblocks=1, mh_jscale=1.1, mh_drop=0.8, plot_priors=0, smoother) log_nn nn hh ;
+end
shock_decomposition( parameter_set=posterior_median ) nn hh;
diff --git a/tests/deterministic_simulations/multiple_lead_lags/AR2.mod b/tests/deterministic_simulations/multiple_lead_lags/AR2.mod
index 3a773488130af676ba1ab292f93d6425cd50ab5c..df4839fecfc701e3ec8a6b289da7190c2bd994a9 100644
--- a/tests/deterministic_simulations/multiple_lead_lags/AR2.mod
+++ b/tests/deterministic_simulations/multiple_lead_lags/AR2.mod
@@ -27,8 +27,7 @@ end;
check;
// Deterministic simulation of the model for 200 periods
-options_.solve_tolf=1e-12;
-simul(periods=100);
+simul(periods=100, tolf=1e-12);
if ~oo_.deterministic_simulation.status
error('Perfect foresight simulation failed')
diff --git a/tests/deterministic_simulations/multiple_lead_lags/AR2_forward.mod b/tests/deterministic_simulations/multiple_lead_lags/AR2_forward.mod
index 8e6b3f083934754bee9133e6514603e37bc07c04..d17f1a017bfbbbad82da330f8f6cfc4dc84a2de8 100644
--- a/tests/deterministic_simulations/multiple_lead_lags/AR2_forward.mod
+++ b/tests/deterministic_simulations/multiple_lead_lags/AR2_forward.mod
@@ -6,7 +6,7 @@ rho_1=0.2;
rho_2=0.1;
// Equilibrium conditions
-model;
+model(linear);
y_backward=rho_1*y_backward(-1)+rho_2*y_backward(-2);
dummy_var=0.9*dummy_var(+1);
end;
@@ -29,8 +29,7 @@ end;
check;
// Deterministic simulation of the model for 200 periods
-options_.solve_tolf=1e-12;
-simul(periods=100);
+simul(periods=100, tolf=1e-12);
if ~oo_.deterministic_simulation.status
error('Perfect foresight simulation failed')
diff --git a/tests/ep/ar.mod b/tests/ep/ar.mod
index bdf447a205b00732aac604bbc3c2b5b6a9467ca4..6d3d1495581a83d320a903be7eeb4817e19695bb 100644
--- a/tests/ep/ar.mod
+++ b/tests/ep/ar.mod
@@ -29,6 +29,11 @@ shocks;
var EfficiencyInnovation = 1;
end;
+steady_state_model;
+efficiency=0;
+Efficiency=effstar;
+end;
+
steady;
options_.ep.stochastic.order = 0;
diff --git a/tests/ep/ar_steadystate.m b/tests/ep/ar_steadystate.m
deleted file mode 100644
index 966331f8e29d9a92e282d4b9b3a179f664956c54..0000000000000000000000000000000000000000
--- a/tests/ep/ar_steadystate.m
+++ /dev/null
@@ -1,9 +0,0 @@
-function [ys, info] = ar_steadystate(ys, exogenous)
-% Steady state routine for ar.mod (First order autoregressive process)
-
-global M_
-
-info = 0;
-
-ys(1)=M_.params(2);
-ys(2)=0;
\ No newline at end of file
diff --git a/tests/example1_macro.mod b/tests/example1_macro.mod
index 9d547fa8cad16736bd5b7e3775cd3133502f3330..be5da189ce302f6d998c4b39535b810df3520801 100644
--- a/tests/example1_macro.mod
+++ b/tests/example1_macro.mod
@@ -214,5 +214,9 @@ stoch_simul;
@#error "Range error"
@#endif
+@#if (bool)"FaLse" || !(bool)"TRUE" || (bool)"0" || !(bool)"-3"
+@#error "Error in cast of string to bool"
+@#endif
+
@#echomacrovars(save)
@#echomacrovars
diff --git a/tests/expectations/expectation_ss_old_steadystate.m b/tests/expectations/expectation_ss_old_steadystate.m
index bfd46d82a7f0eb7c3fbfc4879b029d12b64a648e..fb5a88426d93909c5aa90c16fffdcdc69a83ae0d 100644
--- a/tests/expectations/expectation_ss_old_steadystate.m
+++ b/tests/expectations/expectation_ss_old_steadystate.m
@@ -1,12 +1,13 @@
-function [ys_, check_] = expectation_ss_old_steadystate(ys_orig_, exo_)
+function [ys_, params, check_] = expectation_ss_old_steadystate(ys_orig_, exo_,M_,options_)
ys_=zeros(6,1);
- global M_
+ params=NaN(size(M_.params));
+ params=M_.params;
ys_(4)=0;
ys_(6)=0;
ys_(5)=0.3333333333333333;
ys_(3)=((1/M_.params(1)-(1-M_.params(4)))/(M_.params(3)*ys_(5)^(1-M_.params(3))))^(1/(M_.params(3)-1));
ys_(1)=ys_(5)^(1-M_.params(3))*ys_(3)^M_.params(3);
ys_(2)=ys_(1)-M_.params(4)*ys_(3);
- M_.params(5)=(1-M_.params(3))*ys_(1)/(ys_(2)*ys_(5)^(1+M_.params(6)));
+ params(5)=(1-M_.params(3))*ys_(1)/(ys_(2)*ys_(5)^(1+M_.params(6)));
check_=0;
end
diff --git a/tests/identification/as2007/as2007.mod b/tests/identification/as2007/as2007.mod
index 591388554a53fc3a8900071d20aa6ee36ab43b41..f33a937e38b79d4950875ff3aef688c3d949f50c 100644
--- a/tests/identification/as2007/as2007.mod
+++ b/tests/identification/as2007/as2007.mod
@@ -30,6 +30,17 @@ INFL = pi_steady+400*pie;
INT = pi_steady+rr_steady+4*gam_steady+400*R;
end;
+steady_state_model;
+pie=0;
+y=0;
+R=0;
+g=0;
+z=0;
+YGR=gam_steady;
+INFL = pi_steady;
+INT = pi_steady+rr_steady+4*gam_steady;
+end;
+
estimated_params;
tau, gamma_pdf, 2, 0.5;
kap, beta_pdf, 0.2, 0.1;
diff --git a/tests/identification/as2007/as2007_steadystate.m b/tests/identification/as2007/as2007_steadystate.m
deleted file mode 100644
index f231e9786ced8e942cbba8c59c52b28a82997fc9..0000000000000000000000000000000000000000
--- a/tests/identification/as2007/as2007_steadystate.m
+++ /dev/null
@@ -1,34 +0,0 @@
-function [ys,check1]=as2007_steadystate(ys,exo)
-
-global M_
-
-for j=1:length(M_.param_names)
- eval([M_.param_names{j},' = M_.params(j);'])
- assignin('base', M_.param_names{j} , M_.params(j));
-end
-for j=1:length(M_.endo_names)
- eval([M_.endo_names{j},' = NaN;'])
-end
-
-check1=0;
-
-pie=0;
-y=0;
-R=0;
-g=0;
-z=0;
-YGR=gam_steady;
-INFL = pi_steady;
-INT = pi_steady+rr_steady+4*gam_steady;
-
-%% end own model equations
-
-for iter = 1:length(M_.params) %update parameters set in the file
- eval([ 'M_.params(' num2str(iter) ') = ' M_.param_names{iter} ';' ])
-end
-
-NumberOfEndogenousVariables = M_.orig_endo_nbr; %auxiliary variables are set automatically
-for ii = 1:NumberOfEndogenousVariables
- varname = M_.endo_names{ii};
- eval(['ys(' int2str(ii) ') = ' varname ';']);
-end
diff --git a/tests/identification/kim/kim2.mod b/tests/identification/kim/kim2.mod
index 1601f0a3b4f8865937d0dc1bf727b0776625d6f6..172a8fa3f15fae747df5cc458cdf641af8d12dc0 100644
--- a/tests/identification/kim/kim2.mod
+++ b/tests/identification/kim/kim2.mod
@@ -33,6 +33,15 @@ lam = (1-(betae*delta*alph/(1-betae+delta*betae)))^theta/c^(1+theta)/(1+theta);
//cobs = c+ec;
end;
+steady_state_model;
+s=betae*delta*alph/(1-betae+delta*betae);
+a=as; %as^((1-alph)/(1+theta))*(delta^((phi+theta+1)/(theta+1))/s)^alph;
+k=(delta/s/a)^(1/(alph-1));
+i=delta*k;
+c=(((a*k^alph)^(1+theta)-s*(i/s)^(1+theta))/(1-s))^(1/(1+theta))*(1-s);
+lam = (1-s)^theta/c^(1+theta)/(1+theta);
+end;
+
steady;
check;
diff --git a/tests/identification/kim/kim2_steadystate.m b/tests/identification/kim/kim2_steadystate.m
deleted file mode 100644
index d0796adb13673b8d05795fbbc6ca9860f474b094..0000000000000000000000000000000000000000
--- a/tests/identification/kim/kim2_steadystate.m
+++ /dev/null
@@ -1,32 +0,0 @@
-function [ys,check1]=kim2_steadystate(ys,exo)
-
-global M_
-
-for j=1:length(M_.param_names)
- eval([M_.param_names{j}, ' = M_.params(j);'])
- assignin('base', M_.param_names{j}, M_.params(j));
-end
-for j=1:length(M_.endo_names)
- eval([M_.endo_names{j}, ' = NaN;'])
-end
-
-check1=0;
-
-s=betae*delta*alph/(1-betae+delta*betae);
-a=as; %as^((1-alph)/(1+theta))*(delta^((phi+theta+1)/(theta+1))/s)^alph;
-k=(delta/s/a)^(1/(alph-1));
-i=delta*k;
-c=(((a*k^alph)^(1+theta)-s*(i/s)^(1+theta))/(1-s))^(1/(1+theta))*(1-s);
-lam = (1-s)^theta/c^(1+theta)/(1+theta);
-
-%% end own model equations
-
-for iter = 1:length(M_.params) %update parameters set in the file
- eval([ 'M_.params(' num2str(iter) ') = ' M_.param_names{iter} ';' ])
-end
-
-NumberOfEndogenousVariables = M_.orig_endo_nbr; %auxiliary variables are set automatically
-for ii = 1:NumberOfEndogenousVariables
- varname = M_.endo_names{ii};
- eval(['ys(' int2str(ii) ') = ' varname ';']);
-end
diff --git a/tests/loglinear/example4_exp.mod b/tests/loglinear/example4_exp.mod
index 4fd4811bf4613303f67b3bf9459ee03fcf524508..1e1dc30bc4754d048aedd7dee028f81317e8b89b 100644
--- a/tests/loglinear/example4_exp.mod
+++ b/tests/loglinear/example4_exp.mod
@@ -77,6 +77,5 @@ end;
conditional_forecast(parameter_set=calibration, controlled_varexo=(u,e));
oo_exp=oo_;
-load('conditional_forecasts.mat')
-conditional_forecasts_exp=forecasts;
+conditional_forecasts_exp=oo_.conditional_forecast;
save results_exp.mat oo_exp conditional_forecasts_exp
\ No newline at end of file
diff --git a/tests/loglinear/example4_exp_histval.mod b/tests/loglinear/example4_exp_histval.mod
index e07a0a6fbf094754f29a7c9687b0555bce5667c3..7c4940d20311fdb8de4f0f688390a166035f221b 100644
--- a/tests/loglinear/example4_exp_histval.mod
+++ b/tests/loglinear/example4_exp_histval.mod
@@ -85,8 +85,7 @@ end;
conditional_forecast(parameter_set=calibration, controlled_varexo=(u,e));
oo_exp=oo_;
-load('conditional_forecasts.mat')
-conditional_forecasts_exp=forecasts;
+conditional_forecasts_exp=oo_.conditional_forecast;
oo_exp=oo_;
save results_exp_histval.mat oo_exp conditional_forecasts_exp
diff --git a/tests/loglinear/example4_loglinear.mod b/tests/loglinear/example4_loglinear.mod
index 81f4583a424a77e98d2e12529ab62624146c5d84..ebb403a5d011d541ffb3f6ae41f995c8bac3f913 100644
--- a/tests/loglinear/example4_loglinear.mod
+++ b/tests/loglinear/example4_loglinear.mod
@@ -118,7 +118,7 @@ if max(max(abs(struct2array(oo_.forecast.Mean)-struct2array(oo_exp.forecast.Mean
error('Option loglinear wrong, forecast not equal')
end
-load('conditional_forecasts.mat')
+forecasts=oo_.conditional_forecast;
if max(max(abs(struct2array(forecasts.cond.Mean)-struct2array(conditional_forecasts_exp.cond.Mean))))>1e-10 || ...
max(max(abs(struct2array(forecasts.cond.ci)-struct2array(conditional_forecasts_exp.cond.ci))))>1e-10 || ...
diff --git a/tests/loglinear/example4_loglinear_histval.mod b/tests/loglinear/example4_loglinear_histval.mod
index 752baa8bc3cd100baad229aa497b6c2b0cc70db1..de380a6d93ca2e4d65c08c7415afe3bd0dc92fa9 100644
--- a/tests/loglinear/example4_loglinear_histval.mod
+++ b/tests/loglinear/example4_loglinear_histval.mod
@@ -114,7 +114,7 @@ end;
conditional_forecast(parameter_set=calibration, controlled_varexo=(u,e));
-load('conditional_forecasts.mat')
+forecasts=oo_.conditional_forecast;
if max(max(abs(struct2array(forecasts.cond.Mean)-struct2array(conditional_forecasts_exp.cond.Mean))))>1e-10 || ...
max(max(abs(struct2array(forecasts.cond.ci)-struct2array(conditional_forecasts_exp.cond.ci))))>1e-10 || ...
diff --git a/tests/observation_trends_and_prefiltering/Trend_no_prefilter_conditional_forecast.inc b/tests/observation_trends_and_prefiltering/Trend_no_prefilter_conditional_forecast.inc
index c2cd41cb3630d33030489087324384e012a7ba24..9c4602d7c04cccd32ec3b8a5701176cc717b61e2 100644
--- a/tests/observation_trends_and_prefiltering/Trend_no_prefilter_conditional_forecast.inc
+++ b/tests/observation_trends_and_prefiltering/Trend_no_prefilter_conditional_forecast.inc
@@ -12,8 +12,8 @@ conditional_forecast(periods=100,parameter_set=posterior_mode,replic=1000, contr
plot_conditional_forecast(periods=100) Y_obs P_obs;
%compare unconditional forecasts
-cond_forecast=load('conditional_forecasts.mat');
-if max(abs(cond_forecast.forecasts.uncond.Mean.P_obs(2:end)-oo_.forecast.Mean.P_obs))>1e-8
+cond_forecast=oo_.conditional_forecast;
+if max(abs(cond_forecast.uncond.Mean.P_obs(2:end)-oo_.forecast.Mean.P_obs))>1e-8
error('Unconditional Forecasts do not match')
end
@@ -24,16 +24,16 @@ initial_condition_states(strmatch('P_obs',M_.endo_names,'exact')) = oo_.Smoothed
initial_condition_states(strmatch('junk1',M_.endo_names,'exact')) = oo_.SmoothedVariables.junk1(end);
initial_condition_states(strmatch('junk2',M_.endo_names,'exact')) = oo_.SmoothedVariables.junk2(end)-oo_.Smoother.Trend.junk2(end);
shock_matrix = zeros(options_cond_fcst_.periods ,M_.exo_nbr); %create shock matrix with found controlled shocks
-shock_matrix(1:5,strmatch('e_y',M_.exo_names,'exact')) = cond_forecast.forecasts.controlled_exo_variables.Mean.e_y; %set controlled shocks to their values
-shock_matrix(1:5,strmatch('e_p',M_.exo_names,'exact')) = cond_forecast.forecasts.controlled_exo_variables.Mean.e_p; %set controlled shocks to their values
+shock_matrix(1:5,strmatch('e_y',M_.exo_names,'exact')) = cond_forecast.controlled_exo_variables.Mean.e_y; %set controlled shocks to their values
+shock_matrix(1:5,strmatch('e_p',M_.exo_names,'exact')) = cond_forecast.controlled_exo_variables.Mean.e_p; %set controlled shocks to their values
y_simult = simult_(M_,options_,initial_condition_states,oo_.dr,shock_matrix,1);
-if max(abs(y_simult(strmatch('Y_obs',M_.endo_names,'exact'),:)'+(options_.first_obs-1+options_.nobs:options_.first_obs-1+options_.nobs+options_.forecast)'*g_y-cond_forecast.forecasts.cond.Mean.Y_obs))>1e-8
+if max(abs(y_simult(strmatch('Y_obs',M_.endo_names,'exact'),:)'+(options_.first_obs-1+options_.nobs:options_.first_obs-1+options_.nobs+options_.forecast)'*g_y-cond_forecast.cond.Mean.Y_obs))>1e-8
error('Conditional Forecasts do not match')
end
-if max(abs(y_simult(strmatch('P_obs',M_.endo_names,'exact'),:)'+(options_.first_obs-1+options_.nobs:options_.first_obs-1+options_.nobs+options_.forecast)'*g_p-cond_forecast.forecasts.cond.Mean.P_obs))>1e-8
+if max(abs(y_simult(strmatch('P_obs',M_.endo_names,'exact'),:)'+(options_.first_obs-1+options_.nobs:options_.first_obs-1+options_.nobs+options_.forecast)'*g_p-cond_forecast.cond.Mean.P_obs))>1e-8
error('Conditional Forecasts do not match')
end
diff --git a/tests/recursive/data_ca1_xls.xls b/tests/recursive/data_ca1_xls.xls
new file mode 100644
index 0000000000000000000000000000000000000000..062baaeaa9512d5cc7755a6fa06df9aa30f4c27e
Binary files /dev/null and b/tests/recursive/data_ca1_xls.xls differ
diff --git a/tests/recursive/ls2003_bayesian_xls.mod b/tests/recursive/ls2003_bayesian_xls.mod
index 967c3321b527c930f6394e24bc34fb85bd491650..0fb926123c2db246f786b8a86204e150fb1967f8 100644
--- a/tests/recursive/ls2003_bayesian_xls.mod
+++ b/tests/recursive/ls2003_bayesian_xls.mod
@@ -61,4 +61,8 @@ stderr e_ys,inv_gamma_pdf,1.2533,0.6551;
stderr e_pies,inv_gamma_pdf,1.88,0.9827;
end;
-estimation(datafile=data_ca1_xls,first_obs=8,nobs=[76 79],mh_nblocks=1,prefilter=1,mh_jscale=0.5,mh_replic=2000,forecast=8) y_obs R_obs pie_obs dq de;
+if isoctave || ~matlab_ver_less_than('7.14') % xlsread is able to read XLSX without Excel installed since R2012a
+estimation(datafile='data_ca1_xls.xlsx',first_obs=8,nobs=[76 79],mh_nblocks=1,prefilter=1,mh_jscale=0.5,mh_replic=2000,forecast=8) y_obs R_obs pie_obs dq de;
+else
+estimation(datafile='data_ca1_xls.xls',first_obs=8,nobs=[76 79],mh_nblocks=1,prefilter=1,mh_jscale=0.5,mh_replic=2000,forecast=8) y_obs R_obs pie_obs dq de;
+end
diff --git a/tests/reporting/runDynareReport.m b/tests/reporting/runDynareReport.m
index 01e0cec43a3f0fea6f8ea2fe723d7b72e72242fe..20450916ab203b85bd0e8c497edbcc215c4ef86e 100644
--- a/tests/reporting/runDynareReport.m
+++ b/tests/reporting/runDynareReport.m
@@ -1,5 +1,5 @@
function runDynareReport(dc_a, dc_q, db_a, db_q)
-% Copyright (C) 2013-2018 Dynare Team
+% Copyright (C) 2013-2019 Dynare Team
%
% This file is part of Dynare.
%
@@ -32,7 +32,7 @@ longNames = {'Coca Cola', 'Kinder Bueno', 'Pizza', ...
'Vegetarianism Is Good', 'OS X', 'Dothraki'};
%% Begin Report
-rep = report();
+rep = report('title', 'Report Title', 'maketoc', true);
%% Page 1: GDP
diff --git a/tests/seeds.mod b/tests/seeds.mod
index 02b24f90c998dd2386a11f0d062eb77ca799b570..467b80a0bee14e22f6671f0a84cbfe98d9e2e7e5 100644
--- a/tests/seeds.mod
+++ b/tests/seeds.mod
@@ -86,7 +86,7 @@ if any(abs(t4(:))>1e-12)
error('Test failure:: Problem with the seed of the random number algorithm')
end
-if ~exist('OCTAVE_VERSION') && ~matlab_ver_less_than('7.7')
+if ~isoctave && ~matlab_ver_less_than('7.7')
set_dynare_seed('mlfg6331_64',0)
stoch_simul(periods=1000,irf=0,nomoments);
diff --git a/tests/steady_state/walsh1_old_ss_steadystate.m b/tests/steady_state/walsh1_old_ss_steadystate.m
index cc09a2d2f0d62cfae26f891d4565caf1629f5582..6543d06186599bce8cea8efaa603bd6371bab0c4 100644
--- a/tests/steady_state/walsh1_old_ss_steadystate.m
+++ b/tests/steady_state/walsh1_old_ss_steadystate.m
@@ -1,5 +1,4 @@
-function [ys,check] = walsh1_old_ss_steadystate(ys,exo)
-global M_
+function [ys,params,check] = walsh1_old_ss_steadystate(ys,exo,M_,options_)
% read out parameters to access them with their name
NumberOfParameters = M_.param_nbr;
@@ -34,8 +33,9 @@ check = 0;
%% end own model equations
-for iter = 1:length(M_.params) %update parameters set in the file
- eval([ 'M_.params(' num2str(iter) ') = ' M_.param_names{iter} ';' ])
+params=NaN(NumberOfParameters,1);
+for iter = 1:NumberOfParameters %update parameters set in the file
+ eval([ 'params(' num2str(iter) ') = ' M_.param_names{iter} ';' ])
end
NumberOfEndogenousVariables = M_.orig_endo_nbr; %auxiliary variables are set automatically
diff --git a/windows/build.sh b/windows/build.sh
index d92d0428c3886dfc1060880deeb75b4a4f193aba..76980bbe0ba5fc33ecc535900d3763c21f1128ca 100755
--- a/windows/build.sh
+++ b/windows/build.sh
@@ -219,7 +219,7 @@ NTHREADS=$((NTHREADS/${#TASKS[@]}))
# Build all the mex files (parallel).
# Some variables and functions need to be available in subshells.
cd "$ROOT_DIRECTORY"
-export TMP_DIRECTORY ROOT_DIRECTORY LIB32 LIB64 VERSION NTHREADS
+export TMP_DIRECTORY ROOT_DIRECTORY LIB32 LIB32_MSYS2 LIB64 LIB64_MSYS2 VERSION NTHREADS
export -f "${TASKS[@]}"
parallel "set -ex;shopt -s globstar;" ::: "${TASKS[@]}"
diff --git a/windows/deps/mkoctfile32 b/windows/deps/mkoctfile32
index 7fbbf4642f571c1ff244ff845022177fd8ef2800..5174c4664b40d8cf9626fc25aefc14c3710c80a4 100755
--- a/windows/deps/mkoctfile32
+++ b/windows/deps/mkoctfile32
@@ -78,7 +78,7 @@ fi
: ${LIBOCTINTERP=-loctinterp}
: ${READLINE_LIBS=-lreadline}
: ${LAPACK_LIBS="-llapack"}
-: ${BLAS_LIBS="-lblas"}
+: ${BLAS_LIBS="-lblas -lxerbla"}
: ${FFTW3_LDFLAGS=""}
: ${FFTW3_LIBS="-lfftw3"}
: ${FFTW3F_LDFLAGS=""}
diff --git a/windows/deps/mkoctfile64 b/windows/deps/mkoctfile64
index 4cc3365fa6b764eb2b2c476cd827d155e4da0993..c4dc7c2af1583bcd0181de1e70cd908e027e2319 100755
--- a/windows/deps/mkoctfile64
+++ b/windows/deps/mkoctfile64
@@ -78,7 +78,7 @@ fi
: ${LIBOCTINTERP=-loctinterp}
: ${READLINE_LIBS=-lreadline}
: ${LAPACK_LIBS="-llapack"}
-: ${BLAS_LIBS="-lblas"}
+: ${BLAS_LIBS="-lblas -lxerbla"}
: ${FFTW3_LDFLAGS=""}
: ${FFTW3_LIBS="-lfftw3"}
: ${FFTW3F_LDFLAGS=""}
diff --git a/windows/deps/versions.mk b/windows/deps/versions.mk
index e07274cc352648088fe00339f72594ffe2f2733c..893de385d36864f480765bed1dcb89ea9dfde95b 100644
--- a/windows/deps/versions.mk
+++ b/windows/deps/versions.mk
@@ -20,8 +20,8 @@ MATLAB64_VERSION = 20181204
## Build dependencies
# pacman -Ss .*-boost$
-MINGW32_BOOST_VERSION = 1.71.0-1
-MINGW64_BOOST_VERSION = 1.71.0-1
+MINGW32_BOOST_VERSION = 1.71.0-3
+MINGW64_BOOST_VERSION = 1.71.0-3
# pacman -Ss .*-gsl$
MINGW32_GSL_VERSION = 2.6-1
@@ -32,8 +32,8 @@ MINGW32_OPENBLAS_VERSION = 0.3.7-1
MINGW64_OPENBLAS_VERSION = 0.3.7-1
# pacman -Ss .*-matio$
-MINGW32_MATIO_VERSION = 1.5.14-1
-MINGW64_MATIO_VERSION = 1.5.14-1
+MINGW32_MATIO_VERSION = 1.5.17-1
+MINGW64_MATIO_VERSION = 1.5.17-1
# Dependency of matio
# pacman -Ss .*-zlib$
@@ -42,9 +42,8 @@ MINGW64_ZLIB_VERSION = 1.2.11-7
# Dependency of matio
# pacman -Ss .*-hdf5$
-# Can't yet update to 1.10 because of https://github.com/msys2/MINGW-packages/issues/5758
-MINGW32_HDF5_VERSION = 1.8.21-2
-MINGW64_HDF5_VERSION = 1.8.21-2
+MINGW32_HDF5_VERSION = 1.10.5-1
+MINGW64_HDF5_VERSION = 1.10.5-1
# Dependency of HDF5
# pacman -Ss .*-szip$
@@ -62,22 +61,22 @@ MINGW32_GMP_VERSION = 6.1.2-1
MINGW64_GMP_VERSION = 6.1.2-1
# pacman -Ss mingw-w64-.*-binutils
-MINGW32_BINUTILS_VERSION = 2.32-3
-MINGW64_BINUTILS_VERSION = 2.32-3
+MINGW32_BINUTILS_VERSION = 2.33.1-1
+MINGW64_BINUTILS_VERSION = 2.33.1-1
# pacman -Ss mingw-w64-.*-headers-git
-MINGW32_HEADERS_VERSION = 7.0.0.5524.2346384e-1
-MINGW64_HEADERS_VERSION = 7.0.0.5524.2346384e-1
+MINGW32_HEADERS_VERSION = 8.0.0.5576.34082b63-1
+MINGW64_HEADERS_VERSION = 8.0.0.5576.34082b63-1
# pacman -Ss mingw-w64-.*-crt-git
-MINGW32_CRT_VERSION = 7.0.0.5524.2346384e-1
-MINGW64_CRT_VERSION = 7.0.0.5524.2346384e-1
+MINGW32_CRT_VERSION = 8.0.0.5576.34082b63-1
+MINGW64_CRT_VERSION = 8.0.0.5576.34082b63-1
# pacman -Ss mingw-w64-.*-winpthreads-git
-MINGW32_WINPTHREADS_VERSION = 7.0.0.5522.977a9720-1
-MINGW64_WINPTHREADS_VERSION = 7.0.0.5522.977a9720-1
+MINGW32_WINPTHREADS_VERSION = 8.0.0.5574.33e5a2ac-1
+MINGW64_WINPTHREADS_VERSION = 8.0.0.5574.33e5a2ac-1
# pacman -Ss mingw-w64-.*-libwinpthread-git
# NB: "thread" is singular here
-MINGW32_LIBWINPTHREAD_VERSION = 7.0.0.5522.977a9720-1
-MINGW64_LIBWINPTHREAD_VERSION = 7.0.0.5522.977a9720-1
+MINGW32_LIBWINPTHREAD_VERSION = 8.0.0.5574.33e5a2ac-1
+MINGW64_LIBWINPTHREAD_VERSION = 8.0.0.5574.33e5a2ac-1