[skip ci]

(cherry picked from commit 51e9429f)

(cherry picked from commit 992c0417)

(cherry picked from commit 25ffd847)

(cherry picked from commit 9337d792)

Willi Mutschler authored 1 year ago and Sébastien Villemot committed 1 year ago

[skip ci]
This creates the Docker containers for 5.5 and 6.0

(cherry picked from commit 1b3c1c33)

Also, use the local git checkout instead of downloading a source tarball from
the website.

(cherry picked from commit b2f60309)

xvfb-run is a Debian-specific program.

Closes: #1892

[skip ci]

The old name is still accepted, but will trigger a deprecation warning.

– “bvar_irf” added to statements
– “target”, “auxname_target_nonstationary”, “component”, “growth”, “auxname”,
  “kind” added to statements-like
– “filter_initial_state” added to blocks

[skip ci]

MATLAB R2018b does not have a true batch mode, and will not exit if there is no
final quit statement in a script. Hence ensure there is one when testing a .m
file.

By the way, remove a batch argument for Windows that is obviously incorrect.

As a consequence, drop old uncrustify config file.

If under a Wayland desktop session, some graphics would be displayed on the
screen, despite Octave being run in the virtual X11 frame buffer (xvfb).
Moreover, some unexplained random crashes would occur.

This commit ensures that Wayland is never used when running the testsuite.

By the way, add a command to explain why xvfb-run is needed and the
--no-window-system option cannot be run (see commit
96346b77).

XCode 15 (on Ventura and Sonoma) has a linker issue, see https://github.com/mesonbuild/meson/issues/12282, workaround is to use ld_classic

By the way, switch the CI to use the Meson testsuite, because some test files
have been modified and no longer work with the old build system.

By the way, simplify the dependency build system by removing unused SLICOT
builds.

By the way, simplify the dependency build system by removing 32-bit
SLICOT (was only used for the Octave package), and the symlinks for MatIO and
GSL (no longer needed with Meson).

The tests that are individually listed in {M,O}_TRS_FILES of tests/Makefile.am
are still missing.

Mostly working. The testsuite remains to be done.

In particular, windows/deps/mkoctfile64 is modified to print its version number
on stdout instead of stderr. This is what the standard mkoctfile does, and it
allows easier capture of the output from Meson.

[skip ci]

E.g. indentation was incorrect following “model(block);”.

[skip ci]

The configuration is still unsatisfactory for quite a few items.

[skip ci]

It is now supported by the MATLAB editor (as of R2022a).

The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).

The particles submodule is not updated at this point, because it is in an
inconsistent state.

[skip ci]

The taget in PAC equation can be decomposed into an arbitrary number of components (variables
in the VAR auxiliary model).

TODO Iterative OLS estimation (which is not the preferred estimation routine).
TODO Decomposition in the routine evaluating the forecasts for each component.

– multiple “model” and “estimated_params” block are supported
– new “model_options” statement to set model options in a global fashion
– new “model_remove” command to remove equations
– new “model_replace” block to replace equations
– new “var_remove” command to remove variables (or parameters)
– new “estimated_params_remove” block to remove estimated parameters

[skip ci]

Marco Ratto authored 3 years ago and Sébastien Villemot committed 3 years ago

Syntax is not yet finalized (see preprocessor#68).
Documentation still to be done.

Ref. #569

These command solve the problem where agents think they know perfectly the
future (they behave as in perfect foresight), but make expectation errors.
Hence they can potentially be surprised in every period, and their expectations
about the future (incl. the final steady state) may change.

Currently the sequence of information sets needs to be passed through a CSV
file. Another interface may be added in the future.

The algorithm uses a sequence of (true) perfect foresight simulations (not
necessarily as many as there are periods, because if the information set does
not change between two periods, there is no need to do a new computation).

There are two possibilities for guess values:
— the default is to use the initial steady state for the simulation using the
  first-period information set; then use previously simulated values as guess
  values
— alternatively, with the terminal_steady_state_as_guess_value option, use the
  terminal steady state as guess value for all future periods (this is actually
  what the “true” perfect foresight solver does by default)