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Merge remote-tracking branch 'community/master' into enterprise

time-shift
Sébastien Villemot 2019-12-03 15:39:59 +01:00
parent 999cb15601 3159162d76
commit 6a89783b65
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106 changed files with 2078 additions and 940 deletions
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14
.gitlab-ci.yml
View File

@ -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

38
CONTRIBUTING.md
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@ -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

10
Makefile.am
View File

@ -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 \

219
configure.ac
View File

@ -73,40 +73,116 @@ 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_ARG_ENABLE([matlab], AS_HELP_STRING([--disable-matlab], [disable compilation of MEX files for MATLAB]), [], [enable_matlab=yes])
AM_CONDITIONAL([ENABLE_MATLAB], [test "$enable_matlab" = yes])
AC_CHECK_PROG([SPHINXBUILD], [sphinx-build], [sphinx-build])
AM_CONDITIONAL([HAVE_SPHINXBUILD], [test -n "$SPHINXBUILD"])
AC_ARG_ENABLE([octave], AS_HELP_STRING([--disable-octave], [disable compilation of MEX files for Octave]), [], [enable_octave=yes])
AM_CONDITIONAL([ENABLE_OCTAVE], [test "$enable_octave" = yes])
if test -n "$PDFLATEX" -a -n "$BIBTEX"; then
AX_LATEX_CLASS([beamer], [ax_latex_have_beamer])
AC_ARG_ENABLE([org-export], AS_HELP_STRING([--enable-org-export], [enable exporting of Org files (requires Emacs, org-mode and other external programs)]))
AM_CONDITIONAL([ENABLE_ORG_EXPORT], [test -n "$enable_org_export"])
# 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_BEAMER], [test "$ax_latex_have_beamer" = yes])
AC_PROG_F77
AC_F77_LIBRARY_LDFLAGS
case ${host_os} in
*darwin*)
# * OS X doesn't need to link against the Fortran libraries because
# everything is contained within the vecLib framework.
FLIBS=''
;;
esac
if test -n "$F77"; then
AX_BLAS
AX_LAPACK
# 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
AM_CONDITIONAL([HAVE_BLAS], [test "$ax_blas_ok" = yes])
AM_CONDITIONAL([HAVE_LAPACK], [test "$ax_lapack_ok" = 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
# Check for Octave
if test "$enable_octave" = yes; then
AC_CONFIG_SUBDIRS([mex/build/octave])
AC_CHECK_PROG([OCTAVE], [octave], [octave], [no])
test "$OCTAVE" = no && AC_MSG_ERROR([Octave cannot be found. If you want to compile Dynare without Octave support, pass the --disable-octave flag.])
fi
# Construct final output message
if test "$enable_dynareplusplus" = yes; then
BUILD_DYNAREPLUSPLUS="yes"
TESTSUITE_DYNAREPLUSPLUS="yes"
else
BUILD_DYNAREPLUSPLUS="no"
TESTSUITE_DYNAREPLUSPLUS="no"
fi
if test "$enable_doc" = yes; then
BUILD_DOC="yes"
else
BUILD_DOC="no"
fi
if test -n "$enable_org_export"; then
BUILD_INTERNAL_DOC="yes"
else
BUILD_INTERNAL_DOC="no"
fi
if test "$enable_matlab" = yes; then
TESTSUITE_MATLAB="yes"
else
TESTSUITE_MATLAB="no"
fi
if test "$enable_octave" = yes; then
TESTSUITE_OCTAVE="yes"
else
TESTSUITE_OCTAVE="no"
fi
AC_MSG_NOTICE([
Dynare is now configured for building the following components...
Binaries (with "make"):
Dynare++: $BUILD_DYNAREPLUSPLUS
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++: $TESTSUITE_DYNAREPLUSPLUS
])
AC_CONFIG_FILES([Makefile
VERSION
@ -139,93 +215,4 @@ AC_CONFIG_FILES([Makefile
mex/sources/Makefile
])
AC_ARG_ENABLE([matlab], AS_HELP_STRING([--disable-matlab], [disable compilation of MEX files for MATLAB]), [], [enable_matlab=yes])
if test "$enable_matlab" = yes; then
AC_CONFIG_SUBDIRS([mex/build/matlab])
AX_MATLAB
AX_MATLAB_BATCH_OPTIONS
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])
if test "$enable_octave" = yes; then
AC_CONFIG_SUBDIRS([mex/build/octave])
AC_CHECK_PROG([OCTAVE], [octave], [octave])
fi
AM_CONDITIONAL([ENABLE_OCTAVE], [test "$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
BUILD_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)"
fi
if test "x$PDFLATEX" != "x"; then
BUILD_OTHER_PDF_DOC="yes"
else
BUILD_OTHER_PDF_DOC="no (missing pdflatex)"
fi
if test -n "$enable_org_export"; then
BUILD_DYNARE_INTERNAL_DOC="yes"
else
BUILD_DYNARE_INTERNAL_DOC="no (Org export not enabled)"
fi
if test -n "$SPHINXBUILD"; then
BUILD_DYNARE_HTML_MANUAL="yes"
BUILD_DYNARE_PDF_MANUAL="yes"
else
BUILD_DYNARE_HTML_MANUAL="no (missing sphinx-build)"
BUILD_DYNARE_PDF_MANUAL="no (missing sphinx-build)"
fi
if test -n "$OCTAVE"; 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...
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
Testsuites (run with "make check"):
Dynare for Octave: $TESTSUITE_OCTAVE
Dynare++: $TESTSUITE_DYNAREPLUSPLUS
])
AC_OUTPUT

14
doc/Makefile.am
View File

@ -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

4
doc/dseries-and-reporting/Makefile.am
View File

@ -1,8 +1,6 @@
if HAVE_PDFLATEX
if HAVE_BEAMER
if ENABLE_DOC
pdf-local: dseriesReporting.pdf
endif
endif
SRC = dseriesReporting.tex

4
doc/gsa/Makefile.am
View File

@ -1,8 +1,6 @@
if HAVE_PDFLATEX
if HAVE_BIBTEX
if ENABLE_DOC
pdf-local: gsa.pdf
endif
endif
SRC = gsa.tex marco.bib

4
doc/manual/source/_templates/navigation.html
View File

@ -9,3 +9,7 @@
{% endfor %}
</ul>
{% endif %}
<hr />
<ul>
<li class="toctree-l1"><a href="{{pathto('genindex.html', 1)}}">Index</a></li>
</ul>

35
doc/manual/source/index.rst
View File

@ -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.

8
doc/manual/source/installation-and-configuration.rst
View File

@ -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

28
doc/manual/source/introduction.rst
View File

@ -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

14
doc/manual/source/reporting.rst
View File

@ -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

2
doc/manual/source/running-dynare.rst
View File

@ -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.

84
doc/manual/source/the-model-file.rst
View File

@ -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

7
doc/manual/source/time-series.rst
View File

@ -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::

4
doc/parallel/Makefile.am
View File

@ -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 \

2
dynare++/doc/Makefile.am
View File

@ -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

3
dynare++/kord/approximation.cc
View File

@ -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)
{

3
dynare++/kord/first_order.cc
View File

@ -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()");

5
dynare++/kord/first_order.hh
View File

@ -71,11 +71,6 @@ public:
{
solve(FFSTensor(f));
}
bool
isStable() const
{
return bk_cond;
}
const TwoDMatrix &
getGy() const
{

12
examples/NK_baseline_steadystate.m
View File

@ -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

33
license.txt
View File

@ -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+

8
m4/ax_matlab_batch_options.m4
View File

@ -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'

161
macOS/brewfiles/gcc.rb Normal file
View File

@ -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

56
macOS/brewfiles/gmp.rb Normal file
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@ -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

59
macOS/brewfiles/isl.rb Normal file
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@ -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

55
macOS/brewfiles/libmpc.rb Normal file
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@ -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

53
macOS/brewfiles/mpfr.rb Normal file
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@ -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

74
macOS/build.sh
View File

@ -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

35
macOS/distribution_template.xml
View File

@ -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>

693
macOS/gpl-3.0-standalone.html Normal file
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@ -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.
&lt;<a href="https://fsf.org/">https://fsf.org/</a>&gt;</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
price. Our General Public Licenses are designed to make sure that you
have the freedom to distribute copies of free software (and charge for
them if you wish), that you receive source code or can get it if you
want it, that you can change the software or use pieces of it in new
free programs, and that you know you can do these things.</p>
<p>To protect your rights, we need to prevent others from denying you
these rights or asking you to surrender the rights. Therefore, you have
certain responsibilities if you distribute copies of the software, or if
you modify it: responsibilities to respect the freedom of others.</p>
<p>For example, if you distribute copies of such a program, whether
gratis or for a fee, you must pass on to the recipients the same
freedoms that you received. You must make sure that they, too, receive
or can get the source code. And you must show them these terms so they
know their rights.</p>
<p>Developers that use the GNU GPL protect your rights with two steps:
(1) assert copyright on the software, and (2) offer you this License
giving you legal permission to copy, distribute and/or modify it.</p>
<p>For the developers' and authors' protection, the GPL clearly explains
that there is no warranty for this free software. For both users' and
authors' sake, the GPL requires that modified versions be marked as
changed, so that their problems will not be attributed erroneously to
authors of previous versions.</p>
<p>Some devices are designed to deny users access to install or run
modified versions of the software inside them, although the manufacturer
can do so. This is fundamentally incompatible with the aim of
protecting users' freedom to change the software. The systematic
pattern of such abuse occurs in the area of products for individuals to
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of the GPL, as needed to protect the freedom of users.</p>
<p>Finally, every program is threatened constantly by software patents.
States should not allow patents to restrict development and use of
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avoid the special danger that patents applied to a free program could
make it effectively proprietary. To prevent this, the GPL assures that
patents cannot be used to render the program non-free.</p>
<p>The precise terms and conditions for copying, distribution and
modification follow.</p>
<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>
<p>“Copyright” also means copyright-like laws that apply to other kinds of
works, such as semiconductor masks.</p>
<p>“The Program” refers to any copyrightable work licensed under this
License. Each licensee is addressed as “you”. “Licensees” and
“recipients” may be individuals or organizations.</p>
<p>To “modify” a work means to copy from or adapt all or part of the work
in a fashion requiring copyright permission, other than the making of an
exact copy. The resulting work is called a “modified version” of the
earlier work or a work “based on” the earlier work.</p>
<p>A “covered work” means either the unmodified Program or a work based
on the Program.</p>
<p>To “propagate” a work means to do anything with it that, without
permission, would make you directly or secondarily liable for
infringement under applicable copyright law, except executing it on a
computer or modifying a private copy. Propagation includes copying,
distribution (with or without modification), making available to the
public, and in some countries other activities as well.</p>
<p>To “convey” a work means any kind of propagation that enables other
parties to make or receive copies. Mere interaction with a user through
a computer network, with no transfer of a copy, is not conveying.</p>
<p>An interactive user interface displays “Appropriate Legal Notices”
to the extent that it includes a convenient and prominently visible
feature that (1) displays an appropriate copyright notice, and (2)
tells the user that there is no warranty for the work (except to the
extent that warranties are provided), that licensees may convey the
work under this License, and how to view a copy of this License. If
the interface presents a list of user commands or options, such as a
menu, a prominent item in the list meets this criterion.</p>
<h4><a name="section1"></a>1. Source Code.</h4>
<p>The “source code” for a work means the preferred form of the work
for making modifications to it. “Object code” means any non-source
form of a work.</p>
<p>A “Standard Interface” means an interface that either is an official
standard defined by a recognized standards body, or, in the case of
interfaces specified for a particular programming language, one that
is widely used among developers working in that language.</p>
<p>The “System Libraries” of an executable work include anything, other
than the work as a whole, that (a) is included in the normal form of
packaging a Major Component, but which is not part of that Major
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implementation is available to the public in source code form. A
“Major Component”, in this context, means a major essential component
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(if any) on which the executable work runs, or a compiler used to
produce the work, or an object code interpreter used to run it.</p>
<p>The “Corresponding Source” for a work in object code form means all
the source code needed to generate, install, and (for an executable
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System Libraries, or general-purpose tools or generally available free
programs which are used unmodified in performing those activities but
which are not part of the work. For example, Corresponding Source
includes interface definition files associated with source files for
the work, and the source code for shared libraries and dynamically
linked subprograms that the work is specifically designed to require,
such as by intimate data communication or control flow between those
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<p>The Corresponding Source need not include anything that users
can regenerate automatically from other parts of the Corresponding
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<p>The Corresponding Source for a work in source code form is that
same work.</p>
<h4><a name="section2"></a>2. Basic Permissions.</h4>
<p>All rights granted under this License are granted for the term of
copyright on the Program, and are irrevocable provided the stated
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<p>You may make, run and propagate covered works that you do not
convey, without conditions so long as your license otherwise remains
in force. You may convey covered works to others for the sole purpose
of having them make modifications exclusively for you, or provide you
with facilities for running those works, provided that you comply with
the terms of this License in conveying all material for which you do
not control copyright. Those thus making or running the covered works
for you must do so exclusively on your behalf, under your direction
and control, on terms that prohibit them from making any copies of
your copyrighted material outside their relationship with you.</p>
<p>Conveying under any other circumstances is permitted solely under
the conditions stated below. Sublicensing is not allowed; section 10
makes it unnecessary.</p>
<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
measure under any applicable law fulfilling obligations under article
11 of the WIPO copyright treaty adopted on 20 December 1996, or
similar laws prohibiting or restricting circumvention of such
measures.</p>
<p>When you convey a covered work, you waive any legal power to forbid
circumvention of technological measures to the extent such circumvention
is effected by exercising rights under this License with respect to
the covered work, and you disclaim any intention to limit operation or
modification of the work as a means of enforcing, against the work's
users, your or third parties' legal rights to forbid circumvention of
technological measures.</p>
<h4><a name="section4"></a>4. Conveying Verbatim Copies.</h4>
<p>You may convey verbatim copies of the Program's source code as you
receive it, in any medium, provided that you conspicuously and
appropriately publish on each copy an appropriate copyright notice;
keep intact all notices stating that this License and any
non-permissive terms added in accord with section 7 apply to the code;
keep intact all notices of the absence of any warranty; and give all
recipients a copy of this License along with the Program.</p>
<p>You may charge any price or no price for each copy that you convey,
and you may offer support or warranty protection for a fee.</p>
<h4><a name="section5"></a>5. Conveying Modified Source Versions.</h4>
<p>You may convey a work based on the Program, or the modifications to
produce it from the Program, in the form of source code under the
terms of section 4, provided that you also meet all of these conditions:</p>
<ul>
<li>a) The work must carry prominent notices stating that you modified
it, and giving a relevant date.</li>
<li>b) The work must carry prominent notices stating that it is
released under this License and any conditions added under section
7. This requirement modifies the requirement in section 4 to
“keep intact all notices”.</li>
<li>c) You must license the entire work, as a whole, under this
License to anyone who comes into possession of a copy. This
License will therefore apply, along with any applicable section 7
additional terms, to the whole of the work, and all its parts,
regardless of how they are packaged. This License gives no
permission to license the work in any other way, but it does not
invalidate such permission if you have separately received it.</li>
<li>d) If the work has interactive user interfaces, each must display
Appropriate Legal Notices; however, if the Program has interactive
interfaces that do not display Appropriate Legal Notices, your
work need not make them do so.</li>
</ul>
<p>A compilation of a covered work with other separate and independent
works, which are not by their nature extensions of the covered work,
and which are not combined with it such as to form a larger program,
in or on a volume of a storage or distribution medium, is called an
“aggregate” if the compilation and its resulting copyright are not
used to limit the access or legal rights of the compilation's users
beyond what the individual works permit. Inclusion of a covered work
in an aggregate does not cause this License to apply to the other
parts of the aggregate.</p>
<h4><a name="section6"></a>6. Conveying Non-Source Forms.</h4>
<p>You may convey a covered work in object code form under the terms
of sections 4 and 5, provided that you also convey the
machine-readable Corresponding Source under the terms of this License,
in one of these ways:</p>
<ul>
<li>a) Convey the object code in, or embodied in, a physical product
(including a physical distribution medium), accompanied by the
Corresponding Source fixed on a durable physical medium
customarily used for software interchange.</li>
<li>b) Convey the object code in, or embodied in, a physical product
(including a physical distribution medium), accompanied by a
written offer, valid for at least three years and valid for as
long as you offer spare parts or customer support for that product
model, to give anyone who possesses the object code either (1) a
copy of the Corresponding Source for all the software in the
product that is covered by this License, on a durable physical
medium customarily used for software interchange, for a price no
more than your reasonable cost of physically performing this
conveying of source, or (2) access to copy the
Corresponding Source from a network server at no charge.</li>
<li>c) Convey individual copies of the object code with a copy of the
written offer to provide the Corresponding Source. This
alternative is allowed only occasionally and noncommercially, and
only if you received the object code with such an offer, in accord
with subsection 6b.</li>
<li>d) Convey the object code by offering access from a designated
place (gratis or for a charge), and offer equivalent access to the
Corresponding Source in the same way through the same place at no
further charge. You need not require recipients to copy the
Corresponding Source along with the object code. If the place to
copy the object code is a network server, the Corresponding Source
may be on a different server (operated by you or a third party)
that supports equivalent copying facilities, provided you maintain
clear directions next to the object code saying where to find the
Corresponding Source. Regardless of what server hosts the
Corresponding Source, you remain obligated to ensure that it is
available for as long as needed to satisfy these requirements.</li>
<li>e) Convey the object code using peer-to-peer transmission, provided
you inform other peers where the object code and Corresponding
Source of the work are being offered to the general public at no
charge under subsection 6d.</li>
</ul>
<p>A separable portion of the object code, whose source code is excluded
from the Corresponding Source as a System Library, need not be
included in conveying the object code work.</p>
<p>A “User Product” is either (1) a “consumer product”, which means any
tangible personal property which is normally used for personal, family,
or household purposes, or (2) anything designed or sold for incorporation
into a dwelling. In determining whether a product is a consumer product,
doubtful cases shall be resolved in favor of coverage. For a particular
product received by a particular user, “normally used” refers to a
typical or common use of that class of product, regardless of the status
of the particular user or of the way in which the particular user
actually uses, or expects or is expected to use, the product. A product
is a consumer product regardless of whether the product has substantial
commercial, industrial or non-consumer uses, unless such uses represent
the only significant mode of use of the product.</p>
<p>“Installation Information” for a User Product means any methods,
procedures, authorization keys, or other information required to install
and execute modified versions of a covered work in that User Product from
a modified version of its Corresponding Source. The information must
suffice to ensure that the continued functioning of the modified object
code is in no case prevented or interfered with solely because
modification has been made.</p>
<p>If you convey an object code work under this section in, or with, or
specifically for use in, a User Product, and the conveying occurs as
part of a transaction in which the right of possession and use of the
User Product is transferred to the recipient in perpetuity or for a
fixed term (regardless of how the transaction is characterized), the
Corresponding Source conveyed under this section must be accompanied
by the Installation Information. But this requirement does not apply
if neither you nor any third party retains the ability to install
modified object code on the User Product (for example, the work has
been installed in ROM).</p>
<p>The requirement to provide Installation Information does not include a
requirement to continue to provide support service, warranty, or updates
for a work that has been modified or installed by the recipient, or for
the User Product in which it has been modified or installed. Access to a
network may be denied when the modification itself materially and
adversely affects the operation of the network or violates the rules and
protocols for communication across the network.</p>
<p>Corresponding Source conveyed, and Installation Information provided,
in accord with this section must be in a format that is publicly
documented (and with an implementation available to the public in
source code form), and must require no special password or key for
unpacking, reading or copying.</p>
<h4><a name="section7"></a>7. Additional Terms.</h4>
<p>“Additional permissions” are terms that supplement the terms of this
License by making exceptions from one or more of its conditions.
Additional permissions that are applicable to the entire Program shall
be treated as though they were included in this License, to the extent
that they are valid under applicable law. If additional permissions
apply only to part of the Program, that part may be used separately
under those permissions, but the entire Program remains governed by
this License without regard to the additional permissions.</p>
<p>When you convey a copy of a covered work, you may at your option
remove any additional permissions from that copy, or from any part of
it. (Additional permissions may be written to require their own
removal in certain cases when you modify the work.) You may place
additional permissions on material, added by you to a covered work,
for which you have or can give appropriate copyright permission.</p>
<p>Notwithstanding any other provision of this License, for material you
add to a covered work, you may (if authorized by the copyright holders of
that material) supplement the terms of this License with terms:</p>
<ul>
<li>a) Disclaiming warranty or limiting liability differently from the
terms of sections 15 and 16 of this License; or</li>
<li>b) Requiring preservation of specified reasonable legal notices or
author attributions in that material or in the Appropriate Legal
Notices displayed by works containing it; or</li>
<li>c) Prohibiting misrepresentation of the origin of that material, or
requiring that modified versions of such material be marked in
reasonable ways as different from the original version; or</li>
<li>d) Limiting the use for publicity purposes of names of licensors or
authors of the material; or</li>
<li>e) Declining to grant rights under trademark law for use of some
trade names, trademarks, or service marks; or</li>
<li>f) Requiring indemnification of licensors and authors of that
material by anyone who conveys the material (or modified versions of
it) with contractual assumptions of liability to the recipient, for
any liability that these contractual assumptions directly impose on
those licensors and authors.</li>
</ul>
<p>All other non-permissive additional terms are considered “further
restrictions” within the meaning of section 10. If the Program as you
received it, or any part of it, contains a notice stating that it is
governed by this License along with a term that is a further
restriction, you may remove that term. If a license document contains
a further restriction but permits relicensing or conveying under this
License, you may add to a covered work material governed by the terms
of that license document, provided that the further restriction does
not survive such relicensing or conveying.</p>
<p>If you add terms to a covered work in accord with this section, you
must place, in the relevant source files, a statement of the
additional terms that apply to those files, or a notice indicating
where to find the applicable terms.</p>
<p>Additional terms, permissive or non-permissive, may be stated in the
form of a separately written license, or stated as exceptions;
the above requirements apply either way.</p>
<h4><a name="section8"></a>8. Termination.</h4>
<p>You may not propagate or modify a covered work except as expressly
provided under this License. Any attempt otherwise to propagate or
modify it is void, and will automatically terminate your rights under
this License (including any patent licenses granted under the third
paragraph of section 11).</p>
<p>However, if you cease all violation of this License, then your
license from a particular copyright holder is reinstated (a)
provisionally, unless and until the copyright holder explicitly and
finally terminates your license, and (b) permanently, if the copyright
holder fails to notify you of the violation by some reasonable means
prior to 60 days after the cessation.</p>
<p>Moreover, your license from a particular copyright holder is
reinstated permanently if the copyright holder notifies you of the
violation by some reasonable means, this is the first time you have
received notice of violation of this License (for any work) from that
copyright holder, and you cure the violation prior to 30 days after
your receipt of the notice.</p>
<p>Termination of your rights under this section does not terminate the
licenses of parties who have received copies or rights from you under
this License. If your rights have been terminated and not permanently
reinstated, you do not qualify to receive new licenses for the same
material under section 10.</p>
<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> &lt;one line to give the program's name and a brief idea of what it does.&gt;
Copyright (C) &lt;year&gt; &lt;name of author&gt;
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 &lt;https://www.gnu.org/licenses/&gt;.
</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> &lt;program&gt; Copyright (C) &lt;year&gt; &lt;name of author&gt;
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
&lt;<a href="https://www.gnu.org/licenses/">https://www.gnu.org/licenses/</a>&gt;.</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
&lt;<a href="https://www.gnu.org/licenses/why-not-lgpl.html">https://www.gnu.org/licenses/why-not-lgpl.html</a>&gt;.</p>
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#!/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

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<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>

9
matlab/collect_latex_files.m
View File

@ -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)

192
matlab/convert_dyn_45_to_44.m
View File

@ -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

85
matlab/convert_oo_.m
View File

@ -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

1
matlab/default_option_values.m
View File

@ -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;

24
matlab/distributions/lpdfgweibull.m
View File

@ -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
%@eof:16

6
matlab/dynare_config.m
View File

@ -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';

31
matlab/dynare_estimation_1.m
View File

@ -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');

27
matlab/ep/solve_stochastic_perfect_foresight_model.m
View File

@ -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

3
matlab/evaluate_steady_state_file.m
View File

@ -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']);

7
matlab/imcforecast.m
View File

@ -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;

9
matlab/load_m_file_data_legacy.m
View File

@ -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

70
matlab/missing/contains/contains.m Normal file
View File

@ -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

32
matlab/missing/splitlines/splitlines.m Normal file
View File

@ -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

6
matlab/missing/stats/wblinv.m
View File

@ -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

9
matlab/mode_check.m
View File

@ -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');

2
matlab/modules/reporting

@ -1 +1 @@
Subproject commit f2fd7524d73b240e5c1764f33b37ed92c03484fe
Subproject commit a25d3abdb6312d619352a7b276c70ec98b3d5f00

2
matlab/perfect-foresight-models/det_cond_forecast.m
View File

@ -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_);

2
matlab/perfect-foresight-models/sim1_purely_backward.m
View File

@ -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

4
matlab/perfect-foresight-models/sim1_purely_forward.m
View File

@ -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

15
matlab/plot_icforecast.m
View File

@ -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.

18
matlab/plot_identification.m
View File

@ -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])

9
matlab/plot_priors.m
View File

@ -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');

2
matlab/solve1.m
View File

@ -64,7 +64,7 @@ end
f = 0.5*(fvec'*fvec) ;
if max(abs(fvec)) < tolf
if max(abs(fvec)) < tolf*tolf
return ;
end

20
matlab/stoch_simul.m
View File

@ -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

40
matlab/trust_region.m
View File

@ -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

7
matlab/write_latex_definitions.m
View File

@ -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');

8
matlab/write_latex_parameter_table.m
View File

@ -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');

7
matlab/write_latex_prior_table.m
View File

@ -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)]);

8
mex/build/matlab/Makefile.am
View File

@ -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

106
mex/build/matlab/configure.ac
View File

@ -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
@ -103,32 +115,7 @@ 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 "$ax_mexopts_ok" = yes; then
BUILD_MEX_MATLAB="yes"
else
BUILD_MEX_MATLAB="no (missing MATLAB, or unknown version, or unknown architecture)"
fi
if test "$ax_enable_matlab" = yes -a "$has_matio" = yes; then
BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_MATLAB="yes"
else
BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_MATLAB="no (missing MatIO library)"
fi
if test "$ax_enable_matlab" = yes -a "$ax_matlab_version_ok" = yes -a "$ax_mexopts_ok" = yes -a "$has_slicot" = yes; then
BUILD_KALMAN_STEADY_STATE_MATLAB="yes"
else
BUILD_KALMAN_STEADY_STATE_MATLAB="no (missing SLICOT)"
fi
if test "$ax_enable_matlab" = yes -a "$ax_matlab_version_ok" = yes -a "$ax_mexopts_ok" = yes -a "$has_gsl" = yes; then
BUILD_MS_SBVAR_MEX_MATLAB="yes"
else
BUILD_MS_SBVAR_MEX_MATLAB="no (missing GSL)"
fi
# Support for M2HTML
AC_ARG_WITH([m2html], AS_HELP_STRING([--with-m2html=DIR], [specify installation directory of M2HTML]), [
M2HTML=$withval
BUILD_M2HTML=yes
@ -139,12 +126,31 @@ BUILD_M2HTML=no
AC_SUBST([M2HTML])
AM_CONDITIONAL([HAVE_M2HTML], [test "x$M2HTML" != "x"])
# Construct final output message
if test "$enable_mex_dynareplusplus" = yes; then
BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_MATLAB="yes"
else
BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_MATLAB="no"
fi
if test "$enable_mex_kalman_steady_state" = yes; then
BUILD_KALMAN_STEADY_STATE_MATLAB="yes"
else
BUILD_KALMAN_STEADY_STATE_MATLAB="no"
fi
if test "$enable_mex_ms_sbvar" = yes; then
BUILD_MS_SBVAR_MEX_MATLAB="yes"
else
BUILD_MS_SBVAR_MEX_MATLAB="no"
fi
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

11
mex/build/octave/Makefile.am
View File

@ -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

78
mex/build/octave/configure.ac
View File

@ -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])
AC_CHECK_PROG([MKOCTFILE], [mkoctfile], [mkoctfile], [no])
test "$MKOCTFILE" = no && AC_MSG_ERROR([Octave cannot be found])
if test -n "$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([$OCTAVE_VERSION], [lt], [4.2], [AC_MSG_ERROR([Your Octave is too old, please upgrade to version 4.2 at least.])])
fi
CC=$($MKOCTFILE -p CC)
CXX=$($MKOCTFILE -p CXX)
CFLAGS="$($MKOCTFILE -p CFLAGS) -Wall -Wno-parentheses"
FFLAGS="$($MKOCTFILE -p FFLAGS) -Wall"
CXXFLAGS="$($MKOCTFILE -p CXXFLAGS) -Wall -Wno-parentheses -Wold-style-cast"
LDFLAGS="$($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 "$MKOCTFILE"; then
BUILD_MEX_OCTAVE="yes"
# Construct final output message
if test "$enable_mex_dynareplusplus" = yes; then
BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_OCTAVE="yes"
else
BUILD_MEX_OCTAVE="no (missing mkoctfile)"
BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_OCTAVE="no"
fi
if test -n "$MKOCTFILE" -a "$has_matio" = yes; then
BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_OCTAVE="yes"
else
BUILD_GENSYLV_KORDER_DYNSIMUL_MEX_OCTAVE="no (missing MatIO library)"
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

4
mex/sources/bytecode/SparseMatrix.cc
View File

@ -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;

14
mex/sources/perfect_foresight_problem/DynamicModelCaller.cc
View File

@ -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
}
}

9
mex/sources/perfect_foresight_problem/DynamicModelCaller.hh
View File

@ -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(); };

9
mex/sources/perfect_foresight_problem/perfect_foresight_problem.cc
View File

@ -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

2
preprocessor

@ -1 +1 @@
Subproject commit e3a3979eba816d3a24d28b1556cb34c7c815ca9d
Subproject commit 23ff36a0dd4f5ee56f553d72849a79d320b2a456

9
tests/Makefile.am
View File

@ -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

17
tests/bgp/nk-1/nk.mod
View File

@ -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;
end;

15
tests/bgp/ramsey-1/ramsey.mod
View File

@ -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;

7
tests/bgp/solow-1/solow.mod
View File

@ -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

9
tests/conditional_forecasts/2/fs2000_est.mod
View File

@ -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

10
tests/conditional_forecasts/3/fs2000_conditional_forecast_initval.mod
View File

@ -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

10
tests/conditional_forecasts/4/fs2000_conditional_forecast_histval.mod
View File

@ -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

4
tests/conditional_variance_decomposition/example1.mod
View File

@ -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');

4
tests/data/mod1a.mod
View File

@ -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

BIN
tests/data/test.xls Normal file
View File

Binary file not shown.

BIN
tests/dates/data_uav.xls Normal file
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Binary file not shown.

12
tests/dates/dseries_interact.mod
View File

@ -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;

3
tests/deterministic_simulations/multiple_lead_lags/AR2.mod
View File

@ -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')

5
tests/deterministic_simulations/multiple_lead_lags/AR2_forward.mod
View File

@ -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')

5
tests/ep/ar.mod
View File

@ -29,6 +29,11 @@ shocks;
var EfficiencyInnovation = 1;
end;
steady_state_model;
efficiency=0;
Efficiency=effstar;
end;
steady;
options_.ep.stochastic.order = 0;

9
tests/ep/ar_steadystate.m
View File

@ -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;

4
tests/example1_macro.mod
View File

@ -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

7
tests/expectations/expectation_ss_old_steadystate.m
View File

@ -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

11
tests/identification/as2007/as2007.mod
View File

@ -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;

34
tests/identification/as2007/as2007_steadystate.m
View File

@ -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

9
tests/identification/kim/kim2.mod
View File

@ -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;

32
tests/identification/kim/kim2_steadystate.m
View File

@ -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

3
tests/loglinear/example4_exp.mod
View File

@ -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

3
tests/loglinear/example4_exp_histval.mod
View File

@ -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

2
tests/loglinear/example4_loglinear.mod
View File

@ -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 || ...

2
tests/loglinear/example4_loglinear_histval.mod
View File

@ -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 || ...

12
tests/observation_trends_and_prefiltering/Trend_no_prefilter_conditional_forecast.inc
View File

@ -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

BIN
tests/recursive/data_ca1_xls.xls Normal file
View File

Binary file not shown.

6
tests/recursive/ls2003_bayesian_xls.mod
View File

@ -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

4
tests/reporting/runDynareReport.m
View File

@ -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

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