parent
e95b93f783
commit
6e0f104d7e
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@ -2,7 +2,7 @@ variables:
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GIT_SUBMODULE_STRATEGY: recursive
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TERM: linux
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MATLAB_VERSION: R2020a
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OLD_MATLAB_VERSION: R2009b
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OLD_MATLAB_VERSION: R2014a
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# The next stanza creates the version number used for the source tarball and the
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# binary packages. Here are the following possible cases:
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@ -14,7 +14,7 @@ are necessary in that case.
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In order to run Dynare, you need one of the following:
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* MATLAB version 7.9 (R2009b) or above;
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* MATLAB version 8.3 (R2014a) or above;
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* GNU Octave version 4.4 or above, with the statistics package from
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`Octave-Forge`_. Note however that the Dynare installers for Windows and
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macOS require a more specific version of Octave, as indicated on the download
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@ -207,12 +207,6 @@ Copyright: 1993-1996 Kurt Hornik
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2016-2017 Dynare Team
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License: GPL-3+
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Files: matlab/missing/strjoin/strjoin.m
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Copyright: 2013-2019 Ben Abbott
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2007 Muthiah Annamalai
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2019 Dynare Team
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License: GPL-3+
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Files: matlab/lmmcp/catstruct.m
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Copyright: 2005 Jos van der Geest <jos@jasen.nl>
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2013 Christophe Gouel
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@ -22,7 +22,7 @@ AC_REQUIRE([AX_MATLAB_ARCH])
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AC_REQUIRE([AX_MATLAB_VERSION])
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AC_REQUIRE([AC_PROG_SED])
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AX_COMPARE_VERSION([$MATLAB_VERSION], [lt], [7.9], [AC_MSG_ERROR([Your MATLAB is too old, please upgrade to 7.9 (R2009b) at least.])])
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AX_COMPARE_VERSION([$MATLAB_VERSION], [lt], [8.3], [AC_MSG_ERROR([Your MATLAB is too old, please upgrade to 8.3 (R2014a) at least.])])
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AC_MSG_CHECKING([for options to compile MEX for MATLAB])
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@ -80,10 +80,6 @@ case ${MATLAB_ARCH} in
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;;
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esac
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# Kludge for incompatibility of older MATLABs (≤ R2011a) with recent gcc
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# Include <uchar.h>, because matrix.h needs char16_t
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AX_COMPARE_VERSION([$MATLAB_VERSION], [le], [7.12], [MATLAB_CFLAGS="$MATLAB_CFLAGS -include uchar.h"])
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# Converts the MATLAB version number into comparable integers with only major and minor version numbers
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# For example, 7.4.2 will become 0704
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ax_matlab_ver=$(echo "$MATLAB_VERSION" | $SED -e 's/\([[0-9]]*\)\.\([[0-9]]*\).*/Z\1ZZ\2Z/' \
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@ -88,7 +88,7 @@ make -j"$NTHREADS"
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NAME=dynare-"$VERSION"
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PKGFILES="$ROOTDIR"/macOS/pkg/"$NAME"
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mkdir -p \
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"$PKGFILES"/mex/matlab/maci64-7.9-9.3 \
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"$PKGFILES"/mex/matlab/maci64-8.3-9.3 \
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"$PKGFILES"/mex/matlab/maci64-9.4-9.8 \
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"$PKGFILES"/mex/octave \
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"$PKGFILES"/doc/dynare++ \
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@ -107,7 +107,7 @@ cp -p "$ROOTDIR"/license.txt "$PKGFILES"
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cp -pr "$ROOTDIR"/matlab "$PKGFILES"
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cp -pr "$ROOTDIR"/examples "$PKGFILES"
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cp -L "$ROOTDIR"/mex/matlab/* "$PKGFILES"/mex/matlab/maci64-7.9-9.3
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cp -L "$ROOTDIR"/mex/matlab/* "$PKGFILES"/mex/matlab/maci64-8.3-9.3
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cp -p "$ROOTDIR"/scripts/dynare.el "$PKGFILES"/scripts
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cp -pr "$ROOTDIR"/contrib/ms-sbvar/TZcode/MatlabFiles "$PKGFILES"/contrib/ms-sbvar/TZcode
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@ -1,6 +1,6 @@
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function mexpath = add_path_to_mex_files(dynareroot, modifypath)
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% Copyright (C) 2015-2019 Dynare Team
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% Copyright (C) 2015-2020 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -54,7 +54,7 @@ if isoctave
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else
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% Add win32 specific paths for Dynare Windows package
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if strcmp(computer, 'PCWIN')
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tmp = [dynareroot '../mex/matlab/win32-7.9-8.6/'];
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tmp = [dynareroot '../mex/matlab/win32-8.3-8.6/'];
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if exist(tmp, 'dir')
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mexpath = tmp;
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if modifypath
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@ -65,7 +65,7 @@ else
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% Add win64 specific paths for Dynare Windows package
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if strcmp(computer, 'PCWIN64')
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if matlab_ver_less_than('9.4')
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tmp = [dynareroot '../mex/matlab/win64-7.9-9.3/'];
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tmp = [dynareroot '../mex/matlab/win64-8.3-9.3/'];
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if exist(tmp, 'dir')
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mexpath = tmp;
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if modifypath
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@ -85,7 +85,7 @@ else
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% Add macOS paths for Dynare Mac package
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if strcmp(computer, 'MACI64')
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if matlab_ver_less_than('9.4')
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tmp = [dynareroot '../mex/matlab/maci64-7.9-9.3/'];
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tmp = [dynareroot '../mex/matlab/maci64-8.3-9.3/'];
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if exist(tmp, 'dir')
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mexpath = tmp;
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if modifypath
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@ -17,7 +17,7 @@ function oo_ = compute_moments_varendo(type, options_, M_, oo_, var_list_)
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2008-2018 Dynare Team
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% Copyright (C) 2008-2020 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -145,7 +145,7 @@ if M_.exo_nbr > 1
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end
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skipline();
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if ~all(M_.H==0)
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if isoctave || matlab_ver_less_than('8.1')
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if isoctave
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[observable_name_requested_vars, varlist_pos] = intersect_stable(var_list_, options_.varobs);
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else
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[observable_name_requested_vars, varlist_pos] = intersect(var_list_, options_.varobs, 'stable');
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@ -17,7 +17,7 @@ function [ConditionalVarianceDecomposition, ConditionalVarianceDecomposition_ME]
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% h is the number of Steps
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% p is the number of state innovations and
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% Copyright (C) 2010-2017 Dynare Team
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% Copyright (C) 2010-2020 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -89,7 +89,7 @@ end
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% Measurement error
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if ~all(StateSpaceModel.measurement_error==0)
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if isoctave || matlab_ver_less_than('8.1')
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if isoctave
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[observable_pos,index_subset,index_observables]=intersect_stable(SubsetOfVariables,StateSpaceModel.observable_pos);
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else
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[observable_pos,index_subset,index_observables]=intersect(SubsetOfVariables,StateSpaceModel.observable_pos,'stable');
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@ -22,7 +22,7 @@ function oo_ = ...
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% OUTPUTS
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% oo_ [structure] Dynare structure where the results are saved.
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% Copyright (C) 2017-2018 Dynare Team
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% Copyright (C) 2017-2020 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -63,7 +63,7 @@ if isempty(exogenous_variable_index)
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end
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end
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if isoctave || matlab_ver_less_than('8.1')
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if isoctave
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[observable_pos_requested_vars,index_subset,index_observables]=intersect_stable(var_list,options_.varobs);
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else
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[observable_pos_requested_vars,index_subset,index_observables]=intersect(var_list,options_.varobs,'stable');
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@ -11,7 +11,7 @@ function oo_=disp_moments(y,var_list,M_,options_,oo_)
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% OUTPUTS
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% oo_ [structure] Dynare's results structure,
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% Copyright (C) 2001-2019 Dynare Team
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% Copyright (C) 2001-2020 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -50,7 +50,7 @@ y = y(ivar,options_.drop+1:end)';
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ME_present=0;
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if ~all(M_.H==0)
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if isoctave || matlab_ver_less_than('8.1')
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if isoctave
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[observable_pos_requested_vars, index_subset, index_observables] = intersect_stable(ivar, options_.varobs_id);
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else
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[observable_pos_requested_vars, index_subset, index_observables] = intersect(ivar, options_.varobs_id, 'stable');
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@ -2,7 +2,7 @@ function oo_ = disp_th_moments(dr, var_list, M_, options_, oo_)
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% Display theoretical moments of variables
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% Copyright (C) 2001-2018 Dynare Team
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% Copyright (C) 2001-2020 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -55,7 +55,7 @@ oo_.var = oo_.gamma_y{1};
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ME_present=0;
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if ~all(M_.H==0)
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if isoctave || matlab_ver_less_than('8.1')
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if isoctave
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[observable_pos_requested_vars,index_subset,index_observables]=intersect_stable(ivar,options_.varobs_id);
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else
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[observable_pos_requested_vars,index_subset,index_observables]=intersect(ivar,options_.varobs_id,'stable');
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@ -105,7 +105,7 @@ if size(stationary_vars, 1) > 0
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lh = cellofchararraymaxlength(M_.endo_names(ivar(stationary_vars)))+2;
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dyntable(options_, title, headers, M_.endo_names(ivar(stationary_vars)), 100*oo_.gamma_y{options_.ar+2}(stationary_vars,:), lh, 8, 2);
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if ME_present
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if isoctave || matlab_ver_less_than('8.1')
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if isoctave
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[stationary_observables, pos_index_subset] = intersect_stable(index_subset, stationary_vars);
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else
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[stationary_observables, pos_index_subset] = intersect(index_subset, stationary_vars, 'stable');
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@ -16,7 +16,7 @@ function [ldens,Dldens,D2ldens] = lpdfgweibull(x,a,b,c) % --*-- Unitary tests -
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2015-2017 Dynare Team
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% Copyright (C) 2015-2020 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -205,7 +205,7 @@ end
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%$ density = @(x) exp(lpdfgweibull(x,shape,scale));
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%$
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%$ try
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%$ if isoctave || matlab_ver_less_than('7.14')
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%$ if isoctave
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%$ s = quadl(density, .0000000001, 100000, 1e-10);
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%$ else
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%$ s = integral(density, 0, 100000);
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%$ density = @(x) exp(lpdfgweibull(x,shape,scale));
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%$
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%$ try
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%$ if isoctave || matlab_ver_less_than('7.14')
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%$ if isoctave
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%$ s = quadl(density, .0000000001, 100000, 1e-10);
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%$ else
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%$ s = integral(density, 0, 100000);
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%$ density = @(x) exp(lpdfgweibull(x,shape,scale));
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%$
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%$ try
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%$ if isoctave || matlab_ver_less_than('7.14')
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%$ if isoctave
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%$ s = quadl(density, .0000000001, 100000, 1e-10);
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%$ else
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%$ s = integral(density, 0, 100000);
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@ -262,7 +262,7 @@ end
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%$ end
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%$
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%$ if t(1)
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%$ if isoctave || matlab_ver_less_than('7.14')
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%$ if isoctave
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%$ t(2) = abs(s-1)<5e-5;
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%$ else
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%$ t(2) = abs(s-1)<1e-6;
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@ -280,8 +280,6 @@ end
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%$ try
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%$ if isoctave
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%$ s = quadgk(xdens, .0000000001, 100000, 1e-10);
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%$ elseif matlab_ver_less_than('7.14')
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%$ s = quadgk(xdens, .0000000001, 100000, 'AbsTol', 1e-10);
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%$ else
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%$ s = integral(xdens, 0, 100000);
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%$ end
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@ -303,7 +301,7 @@ end
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%$ xdens = @(x) x.*exp(lpdfgweibull(x,shape,scale));
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%$
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%$ try
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%$ if isoctave || matlab_ver_less_than('7.14')
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%$ if isoctave
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%$ s = quadl(xdens, .0000000001, 100000, 1e-10);
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%$ else
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%$ s = integral(xdens, 0, 100000);
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%$ xdens = @(x) x.*exp(lpdfgweibull(x,shape,scale));
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%$
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%$ try
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%$ if isoctave || matlab_ver_less_than('7.14')
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%$ if isoctave
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%$ s = quadl(xdens, .0000000001, 100000, 1e-10);
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%$ else
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%$ s = integral(xdens, 0, 100000);
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@ -352,7 +350,7 @@ end
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%$ try
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%$ s = NaN(n, 1);
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%$ for i=1:n
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%$ if isoctave || matlab_ver_less_than('7.14')
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%$ if isoctave
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%$ s(i) = quadl(density, .0000000001, .1*i, 1e-10);
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%$ else
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%$ s(i) = integral(density, 0, .1*i);
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@ -383,7 +381,7 @@ end
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%$ try
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%$ s = NaN(n, 1);
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%$ for i=1:n
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%$ if isoctave || matlab_ver_less_than('7.14')
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%$ if isoctave
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%$ s(i) = quadl(density, .0000000001, .1*i, 1e-10);
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%$ else
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%$ s(i) = integral(density, 0, .1*i);
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@ -414,7 +412,7 @@ end
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%$ try
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%$ s = NaN(n, 1);
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%$ for i=1:n
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%$ if isoctave || matlab_ver_less_than('7.14')
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%$ if isoctave
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%$ s(i) = quadl(density, .0000000001, .1*i, 1e-10);
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%$ else
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%$ s(i) = integral(density, 0, .1*i);
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@ -429,7 +427,7 @@ end
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%$ for i=1:n
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%$ x = .1*i;
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%$ q = 1-exp(-(x/scale)^shape);
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%$ if isoctave || matlab_ver_less_than('7.14')
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%$ if isoctave
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%$ t(i+1) = abs(s(i)-q)<5e-5;
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%$ else
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%$ t(i+1) = abs(s(i)-q)<1e-6;
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@ -83,7 +83,7 @@ MaXNumberOfConditionalDecompLines = ceil(options_.MaxNumberOfBytes/NumberOfSaved
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ME_present=0;
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if ~all(M_.H==0)
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if isoctave || matlab_ver_less_than('8.1')
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if isoctave
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[observable_pos_requested_vars,index_subset,index_observables]=intersect_stable(ivar,options_.varobs_id);
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else
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[observable_pos_requested_vars,index_subset,index_observables]=intersect(ivar,options_.varobs_id,'stable');
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@ -86,7 +86,7 @@ MaXNumberOfDecompLines = ceil(options_.MaxNumberOfBytes/NumberOfSavedElementsPer
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ME_present=0;
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if ~all(M_.H==0)
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if isoctave || matlab_ver_less_than('8.1')
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if isoctave
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[observable_pos_requested_vars,index_subset,index_observables]=intersect_stable(ivar,options_.varobs_id);
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else
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[observable_pos_requested_vars,index_subset,index_observables]=intersect(ivar,options_.varobs_id,'stable');
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@ -82,10 +82,10 @@ if isoctave
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skipline()
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end
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else
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if matlab_ver_less_than('7.9') % Should match the test in mex/build/matlab/configure.ac
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if matlab_ver_less_than('8.3') % Should match the test in mex/build/matlab/configure.ac
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% and in m4/ax_mexopts.m4
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skipline()
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warning('This version of Dynare has only been tested on MATLAB 7.9 (R2009b) and above. Since your MATLAB version is older than that, Dynare may fail to run, or give unexpected results. Consider upgrading your MATLAB installation, or switch to Octave.');
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warning('This version of Dynare has only been tested on MATLAB 8.3 (R2014a) and above. Since your MATLAB version is older than that, Dynare may fail to run, or give unexpected results. Consider upgrading your MATLAB installation, or switch to Octave.');
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skipline()
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end
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end
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@ -87,8 +87,8 @@ if isoctave && octave_ver_less_than('5')
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p{end+1} = '/missing/ordeig';
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end
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%% intersect(…, 'stable') doesn't exist in Octave and in MATLAB < R2013a
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if isoctave || matlab_ver_less_than('8.1')
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%% intersect(…, 'stable') doesn't exist in Octave
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if isoctave
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p{end+1} = '/missing/intersect_stable';
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end
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@ -116,33 +116,12 @@ if (isoctave && octave_ver_less_than('5')) || (~isoctave && matlab_ver_less_than
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p{end+1} = '/missing/isfile';
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end
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% strsplit and strjoin are missing in MATLAB < R2013a
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if ~isoctave && matlab_ver_less_than('8.1')
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p{end+1} = '/missing/strsplit';
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p{end+1} = '/missing/strjoin';
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end
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% contains and splitlines don't exist in Octave and in MATLAB < R2016b
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if isoctave || matlab_ver_less_than('9.1')
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p{end+1} = '/missing/contains';
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p{end+1} = '/missing/splitlines';
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end
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% isrow, iscolumn and ismatrix are missing in Matlab<R2010b
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if ~isoctave && matlab_ver_less_than('7.11')
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p{end+1} = '/missing/is-row-column-matrix';
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end
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%% isdiag is missing in MATLAB < R2014a
|
||||
if ~isoctave && matlab_ver_less_than('8.3')
|
||||
p{end+1} = '/missing/isdiag';
|
||||
end
|
||||
|
||||
%% narginchk is missing in MATLAB < R2011b
|
||||
if ~isoctave && matlab_ver_less_than('7.13')
|
||||
p{end+1} = '/missing/narginchk';
|
||||
end
|
||||
|
||||
P = cellfun(@(c)[dynareroot(1:end-1) c], p, 'uni',false);
|
||||
|
||||
% Get mex files folder(s)
|
||||
|
|
|
@ -6,7 +6,7 @@ function [state_u,state_n] = get_dynare_random_generator_state()
|
|||
% For backward compatibility, we return two vectors, but, in recent
|
||||
% versions of Matlab and in Octave, we return two identical vectors.
|
||||
|
||||
% Copyright (C) 2010-2017 Dynare Team
|
||||
% Copyright (C) 2010-2020 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -23,14 +23,8 @@ function [state_u,state_n] = get_dynare_random_generator_state()
|
|||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
matlab_random_streams = ~isoctave;
|
||||
|
||||
if matlab_random_streams% Use new matlab interface.
|
||||
if matlab_ver_less_than('7.12')
|
||||
s = RandStream.getDefaultStream();
|
||||
else
|
||||
s = RandStream.getGlobalStream();
|
||||
end
|
||||
if ~isoctave
|
||||
s = RandStream.getGlobalStream();
|
||||
if isequal(s.Type,'legacy')
|
||||
state_u = rand('state');
|
||||
state_n = randn('state');
|
||||
|
@ -38,7 +32,7 @@ if matlab_random_streams% Use new matlab interface.
|
|||
state_u = s.State;
|
||||
state_n = state_u;
|
||||
end
|
||||
else% Use old matlab interface.
|
||||
else
|
||||
state_u = rand('state');
|
||||
state_n = randn('state');
|
||||
end
|
||||
end
|
||||
|
|
|
@ -327,7 +327,7 @@ if info(1) == 0 %no errors in solution
|
|||
cmm = simulated_moment_uncertainty(ind_dMOMENTS, periods, replic,options_,M_,oo_); %covariance matrix of moments
|
||||
sd = sqrt(diag(cmm));
|
||||
cc = cmm./(sd*sd');
|
||||
if isoctave || matlab_ver_less_than('8.3')
|
||||
if isoctave
|
||||
[VV,DD] = eig(cc);
|
||||
%fix for older Matlab versions that do not support computing left eigenvalues, see http://mathworks.com/help/releases/R2012b/matlab/ref/eig.html
|
||||
[WW,~] = eig(cc.');
|
||||
|
@ -536,4 +536,4 @@ if info(1) == 0 %no errors in solution
|
|||
identification_checks(tilda_dSPECTRUM, 3, tol_rank, tol_sv, totparam_nbr);
|
||||
end
|
||||
end
|
||||
end
|
||||
end
|
||||
|
|
|
@ -1,20 +0,0 @@
|
|||
function r = iscolumn(V)
|
||||
% Copyright (C) 2018 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/>.
|
||||
|
||||
sz = size(V);
|
||||
r = (length(sz) == 2) && (sz(2) == 1);
|
|
@ -1,19 +0,0 @@
|
|||
function r = ismatrix(V)
|
||||
% Copyright (C) 2018 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/>.
|
||||
|
||||
r = (ndims(V) == 2);
|
|
@ -1,20 +0,0 @@
|
|||
function r = isrow(V)
|
||||
% Copyright (C) 2018 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/>.
|
||||
|
||||
sz = size(V);
|
||||
r = (length(sz) == 2) && (sz(1) == 1);
|
|
@ -1,62 +0,0 @@
|
|||
function b = isdiag(A) % --*-- Unitary tests --*--
|
||||
|
||||
% Copyright (C) 2014-2017 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/>.
|
||||
|
||||
if isnumeric(A)
|
||||
if isquare(A)
|
||||
% Find non zero elements in matrix A...
|
||||
[ir, ic] = find(A);
|
||||
% If the non zero elements are on the diagonal, the corresponding elements
|
||||
% in ir and ic (row and column numbers) should be equal.
|
||||
b = isequal(ir, ic);
|
||||
else
|
||||
error('isdiag: Input must be a square matrix!')
|
||||
end
|
||||
else
|
||||
error('isdiag: Input must be numeric!')
|
||||
end
|
||||
|
||||
%@test:1
|
||||
%$ A = zeros(3,3);
|
||||
%$ t = isdiag(A);
|
||||
%$ T = all(t);
|
||||
%@eof:1
|
||||
|
||||
%@test:2
|
||||
%$ A = zeros(3,3); A(1,3) = 1;
|
||||
%$ t = ~isdiag(A);
|
||||
%$ T = all(t);
|
||||
%@eof:2
|
||||
|
||||
%@test:3
|
||||
%$ A = randn(3,3);
|
||||
%$ t = ~isdiag(A);
|
||||
%$ T = all(t);
|
||||
%@eof:3
|
||||
|
||||
%@test:4
|
||||
%$ A = diag(randn(3,1));
|
||||
%$ t = isdiag(A);
|
||||
%$ T = all(t);
|
||||
%@eof:4
|
||||
|
||||
%@test:5
|
||||
%$ A = diag(randn(3,1)); A(1,1) = 0;
|
||||
%$ t = isdiag(A);
|
||||
%$ T = all(t);
|
||||
%@eof:5
|
|
@ -1,28 +0,0 @@
|
|||
function narginchk(minArgs,maxArgs)
|
||||
|
||||
% 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/>.
|
||||
|
||||
n = evalin('caller', 'nargin;');
|
||||
|
||||
if n < minArgs
|
||||
error('narginchk: not enough input arguments');
|
||||
end
|
||||
|
||||
if n > maxArgs
|
||||
error('narginchk: too many input arguments');
|
||||
end
|
|
@ -10,7 +10,7 @@ function t = wblinv(proba, scale, shape) % --*-- Unitary tests --*--
|
|||
% OUTPUTS
|
||||
% - t [double] scalar such that P(X<=t)=proba
|
||||
|
||||
% Copyright (C) 2015-2017 Dynare Team
|
||||
% Copyright (C) 2015-2020 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -147,7 +147,7 @@ t = exp(log(scale)+log(-log(1-proba))/shape);
|
|||
%$ if debug
|
||||
%$ [shape, scale, x(k-1)]
|
||||
%$ end
|
||||
%$ if isoctave || matlab_ver_less_than('7.14')
|
||||
%$ if isoctave
|
||||
%$ s = quadv(density, 0, x(k-1),1e-10);
|
||||
%$ else
|
||||
%$ s = integral(density, 0, x(k-1));
|
||||
|
@ -155,7 +155,7 @@ t = exp(log(scale)+log(-log(1-proba))/shape);
|
|||
%$ if debug
|
||||
%$ [s, abs(p-s)]
|
||||
%$ end
|
||||
%$ if isoctave || matlab_ver_less_than('7.14')
|
||||
%$ if isoctave
|
||||
%$ t(k) = abs(p-s)<1e-9;
|
||||
%$ else
|
||||
%$ t(k) = abs(p-s)<1e-12;
|
||||
|
|
|
@ -1,62 +0,0 @@
|
|||
function rval = strjoin (cstr, delimiter)
|
||||
|
||||
% Adapted from Octave's implementation of strjoin
|
||||
%
|
||||
% Limitation: escaped characters (e.g. '\n') in delimiters will not be
|
||||
% interpreted as the characters they represent.
|
||||
|
||||
% Copyright (C) 2013-2019 Ben Abbott
|
||||
% Copyright (C) 2007 Muthiah Annamalai
|
||||
% 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 nargin == 1
|
||||
delimiter = ' ';
|
||||
elseif nargin < 1 || nargin > 2
|
||||
error('strjoin: must have either one or two arguments')
|
||||
end
|
||||
if ~(iscellstr(cstr) && (ischar(delimiter) || iscellstr(delimiter)))
|
||||
error('strjoin: first argument must be a cell array, second array either a char array or a cell array')
|
||||
end
|
||||
|
||||
if numel(cstr) == 1
|
||||
rval = cstr{1};
|
||||
return;
|
||||
end
|
||||
|
||||
if ischar(delimiter)
|
||||
% There is no equivalent to do_string_escapes in MATLAB
|
||||
%delimiter = do_string_escapes(delimiter);
|
||||
delimiter = {delimiter};
|
||||
end
|
||||
|
||||
num = numel(cstr);
|
||||
if numel(delimiter) == 1 && num > 1
|
||||
delimiter = repmat(delimiter, 1, num);
|
||||
delimiter(end) = {''};
|
||||
elseif num > 0 && numel(delimiter) ~= num - 1
|
||||
error('strjoin: the number of delimiters does not match the number of strings');
|
||||
else
|
||||
delimiter(end+1) = {''};
|
||||
end
|
||||
|
||||
if num == 0
|
||||
rval = '';
|
||||
else
|
||||
tmp = [cstr(:).'; delimiter(:).'];
|
||||
rval = [tmp{:}];
|
||||
end
|
|
@ -1,27 +0,0 @@
|
|||
function l = ischarint(x)
|
||||
|
||||
% Returns true if and only if char x represents an integer.
|
||||
|
||||
% Copyright © 2018 DynareTeam
|
||||
%
|
||||
% 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/>.
|
||||
|
||||
s = warning;
|
||||
warning off;
|
||||
|
||||
l = isint(str2double(x));
|
||||
|
||||
warning(s);
|
|
@ -1,35 +0,0 @@
|
|||
function l = ischarnum(x)
|
||||
|
||||
% Returns true if and only if char x represents a real number.
|
||||
|
||||
% Copyright © 2018 DynareTeam
|
||||
%
|
||||
% 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/>.
|
||||
|
||||
l = false;
|
||||
|
||||
s = warning;
|
||||
warning off;
|
||||
|
||||
number = str2double(x);
|
||||
|
||||
warning(s);
|
||||
|
||||
if ~isempty(number)
|
||||
if isreal(number)
|
||||
l = true;
|
||||
end
|
||||
end
|
|
@ -1,90 +0,0 @@
|
|||
function tok = strsplit(str, delimiters)
|
||||
|
||||
% Splits a string into multiple terms.
|
||||
%
|
||||
% INPUTS
|
||||
% - str [char] String to be splitted.
|
||||
% - delimiters [char, cell(char)] Delimiters.
|
||||
%
|
||||
% OUTPUTS
|
||||
% - tok [cell(char)] Terms.
|
||||
|
||||
% Copyright © 2018 DynareTeam
|
||||
%
|
||||
% 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/>.
|
||||
|
||||
remove_empty = true;
|
||||
remove_numbers = false;
|
||||
|
||||
% Check first input arguments
|
||||
assert(ischar(str) && ndims(str)==2 && size(str,1)<=1, 'The first arugment has to be a row char array!');
|
||||
|
||||
% Set default value for second input arguments
|
||||
if nargin<2
|
||||
delimiters = {' '};
|
||||
end
|
||||
|
||||
% If second input argument is a char transform it into a sigleton cell of char
|
||||
if nargin>1
|
||||
if ischar(delimiters)
|
||||
assert(ndims(delimiters)==2 && size(delimiters,1)==1, 'The second input argument has to be be a char string!');
|
||||
delimiters = {delimiters};
|
||||
end
|
||||
end
|
||||
|
||||
% Check that `delimiters` is a one dimensional cell
|
||||
assert(ndim(delimiters)<=1, 'The second input argument has to be a one dimensional cell array!')
|
||||
|
||||
% Check that `delimiters` is a cell of row char arrays
|
||||
assert(all(cellfun(@ischar, delimiters)) && all(cellfun(@rows, delimiters)==1), 'The second input argument has to be a cell of row char arrays!')
|
||||
|
||||
% If space is one of the delimiters obtain the index in `delimiters`
|
||||
idspace = strmatch(' ', delimiters);
|
||||
|
||||
% Get the number of delimiters
|
||||
n = length(delimiters);
|
||||
|
||||
% Remove unnecessary spaces
|
||||
delimiters(setdiff(1:n, idspace)) = strtrim(delimiters(setdiff(1:n, idspace)));
|
||||
|
||||
% Join all the delimiters (strjoin is not available with matlab version less than R2013a)
|
||||
if n>1
|
||||
delimiter = '';
|
||||
for i=1:n
|
||||
if isspace(delimiters{i})
|
||||
delimiter = horzcat(delimiter, '\s');
|
||||
else
|
||||
delimiter = horzcat(delimiter, delimiters{i});
|
||||
end
|
||||
delimiter = horzcat(delimiter,'|');
|
||||
end
|
||||
delimiter = horzcat(delimiter, '\W');
|
||||
else
|
||||
delimiter = delimiters{1};
|
||||
end
|
||||
|
||||
% Get tokens
|
||||
tok = regexp(str, delimiter, 'split');
|
||||
|
||||
if remove_empty
|
||||
% Remove empty tokens
|
||||
tok = tok(find(~cellfun(@isempty, tok)));
|
||||
end
|
||||
|
||||
if remove_numbers
|
||||
% Remove numbers
|
||||
tok = tok(find(~cellfun(@ischarnum, tok)));
|
||||
end
|
|
@ -1 +1 @@
|
|||
Subproject commit 59739c38d9253990dddf8f6a7c88a81f6a72d66b
|
||||
Subproject commit a4479b5cb56b0f2b83d567652735c5410254f0fb
|
|
@ -1 +1 @@
|
|||
Subproject commit a25d3abdb6312d619352a7b276c70ec98b3d5f00
|
||||
Subproject commit 13c98b256d8d42f62692aa9d48d379e897f2ca5e
|
|
@ -1,6 +1,6 @@
|
|||
function oo_ = posterior_analysis(type,arg1,arg2,arg3,options_,M_,oo_)
|
||||
|
||||
% Copyright (C) 2008-2018 Dynare Team
|
||||
% Copyright (C) 2008-2020 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -66,7 +66,7 @@ switch type
|
|||
M_.exo_names,arg2,vartan,arg1,options_.mh_conf_sig,oo_,options_);
|
||||
if ~all(M_.H==0)
|
||||
if strmatch(arg1,options_.varobs,'exact')
|
||||
if isoctave || matlab_ver_less_than('8.1')
|
||||
if isoctave
|
||||
[observable_name_requested_vars,index_subset,index_observables]=intersect_stable(vartan,options_.varobs);
|
||||
else
|
||||
[observable_name_requested_vars,index_subset,index_observables]=intersect(vartan,options_.varobs,'stable');
|
||||
|
|
|
@ -6,7 +6,7 @@ function [state_u,state_n] = set_dynare_random_generator_state(state_u,state_n)
|
|||
% For backward compatibility, we return two vectors, but, in recent
|
||||
% versions of Matlab and in Octave, we return two identical vectors.
|
||||
%
|
||||
% Copyright (C) 2010-2017 Dynare Team
|
||||
% Copyright (C) 2010-2020 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -23,14 +23,8 @@ function [state_u,state_n] = set_dynare_random_generator_state(state_u,state_n)
|
|||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
matlab_random_streams = ~isoctave;
|
||||
|
||||
if matlab_random_streams% Use new matlab interface.
|
||||
if matlab_ver_less_than('7.12')
|
||||
s = RandStream.getDefaultStream();
|
||||
else
|
||||
s = RandStream.getGlobalStream();
|
||||
end
|
||||
if ~isoctave
|
||||
s = RandStream.getGlobalStream();
|
||||
if isequal(s.Type,'legacy')
|
||||
rand('state',state_u);
|
||||
randn('state',state_n);
|
||||
|
@ -47,13 +41,9 @@ if matlab_random_streams% Use new matlab interface.
|
|||
'please, contact Dynare''s development team.'])
|
||||
end
|
||||
s.State = state_u;
|
||||
if matlab_ver_less_than('7.12')
|
||||
RandStream.setDefaultStream(s);
|
||||
else
|
||||
RandStream.setGlobalStream(s);
|
||||
end
|
||||
RandStream.setGlobalStream(s);
|
||||
end
|
||||
else% Use old matlab interface.
|
||||
else
|
||||
rand('state',state_u);
|
||||
randn('state',state_n);
|
||||
end
|
||||
end
|
||||
|
|
|
@ -2,7 +2,7 @@ function set_dynare_seed(a,b)
|
|||
% Set seeds depending on matlab (octave) version. This routine is called in dynare_config and can be called by the
|
||||
% user in the mod file.
|
||||
%
|
||||
% Copyright (C) 2010-2017 Dynare Team
|
||||
% Copyright (C) 2010-2020 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -32,20 +32,12 @@ if matlab_random_streams% Use new matlab interface.
|
|||
options_.DynareRandomStreams.algo = 'mt19937ar';
|
||||
options_.DynareRandomStreams.seed = 0;
|
||||
s = RandStream(options_.DynareRandomStreams.algo,'Seed',options_.DynareRandomStreams.seed);
|
||||
if matlab_ver_less_than('7.12')
|
||||
reset(RandStream.setDefaultStream(s));
|
||||
else
|
||||
reset(RandStream.setGlobalStream(s));
|
||||
end
|
||||
reset(RandStream.setGlobalStream(s));
|
||||
return
|
||||
end
|
||||
if ischar(a) && strcmpi(a,'reset')
|
||||
s = RandStream(options_.DynareRandomStreams.algo,'Seed',options_.DynareRandomStreams.seed);
|
||||
if matlab_ver_less_than('7.12')
|
||||
reset(RandStream.setDefaultStream(s));
|
||||
else
|
||||
reset(RandStream.setGlobalStream(s));
|
||||
end
|
||||
reset(RandStream.setGlobalStream(s));
|
||||
return
|
||||
end
|
||||
if ~ischar(a) || (ischar(a) && strcmpi(a, 'clock'))
|
||||
|
@ -56,11 +48,7 @@ if matlab_random_streams% Use new matlab interface.
|
|||
options_.DynareRandomStreams.seed = a;
|
||||
end
|
||||
s = RandStream(options_.DynareRandomStreams.algo,'Seed',options_.DynareRandomStreams.seed);
|
||||
if matlab_ver_less_than('7.12')
|
||||
reset(RandStream.setDefaultStream(s));
|
||||
else
|
||||
reset(RandStream.setGlobalStream(s));
|
||||
end
|
||||
reset(RandStream.setGlobalStream(s));
|
||||
return
|
||||
end
|
||||
error('set_dynare_seed:: something is wrong in the calling sequence!')
|
||||
|
@ -84,11 +72,7 @@ if matlab_random_streams% Use new matlab interface.
|
|||
options_.DynareRandomStreams.algo = a;
|
||||
options_.DynareRandomStreams.seed = b;
|
||||
s = RandStream(options_.DynareRandomStreams.algo,'Seed',options_.DynareRandomStreams.seed);
|
||||
if matlab_ver_less_than('7.12')
|
||||
reset(RandStream.setDefaultStream(s));
|
||||
else
|
||||
reset(RandStream.setGlobalStream(s));
|
||||
end
|
||||
reset(RandStream.setGlobalStream(s));
|
||||
end
|
||||
else% Use old matlab interface.
|
||||
if nargin==1
|
||||
|
@ -122,4 +106,4 @@ else% Use old matlab interface.
|
|||
else
|
||||
error('set_dynare_seed:: Cannot use more than one input argument with your version of Matlab/Octave!')
|
||||
end
|
||||
end
|
||||
end
|
||||
|
|
|
@ -14,7 +14,7 @@ function [param,sigma] = simulated_moments_estimation(dataset,options,parallel)
|
|||
% SPECIAL REQUIREMENTS
|
||||
% The user has to provide a file where the moment conditions are defined.
|
||||
|
||||
% Copyright (C) 2010-2018 Dynare Team
|
||||
% Copyright (C) 2010-2020 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -269,11 +269,7 @@ fprintf(fid,['tmp([' num2str(variance_idx) ']) = xparams(1:' int2str(nv) ').^2;
|
|||
fprintf(fid,'M_.Sigma_e = diag(tmp);')
|
||||
|
||||
fprintf(fid,['stream=RandStream(''mt19937ar'',''Seed'',' int2str(slave_number) ');\n']);
|
||||
if matlab_ver_less_than('7.12')
|
||||
fprintf(fid,['RandStream.setDefaultStream(stream);\n\n']);
|
||||
else
|
||||
fprintf(fid,['RandStream.setGlobalStream(stream);\n\n']);
|
||||
end
|
||||
fprintf(fid,['RandStream.setGlobalStream(stream);\n\n']);
|
||||
|
||||
fprintf(fid,['maxNumCompThreads(' int2str(threads_per_job) ');\n\n']);
|
||||
|
||||
|
@ -299,4 +295,4 @@ if ((job_number>1) && strcmpi(hostname,remotename)) || ~strcmpi(hostname,remoten
|
|||
fprintf(fid,'exit');
|
||||
end
|
||||
|
||||
fclose(fid);
|
||||
fclose(fid);
|
||||
|
|
|
@ -15,7 +15,7 @@ function [r,flag] = smm_objective(xparams,sample_moments,weighting_matrix,option
|
|||
% SPECIAL REQUIREMENTS
|
||||
% The user has to provide a file where the moment conditions are defined.
|
||||
|
||||
% Copyright (C) 2010-2019 Dynare Team
|
||||
% Copyright (C) 2010-2020 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -40,11 +40,7 @@ flag = 1;
|
|||
|
||||
if nargin<5
|
||||
if isempty(mainStream)
|
||||
if matlab_ver_less_than('7.12')
|
||||
mainStream = RandStream.getDefaultStream;
|
||||
else
|
||||
mainStream = RandStream.getGlobalStream;
|
||||
end
|
||||
mainStream = RandStream.getGlobalStream;
|
||||
mainState = mainStream.State;
|
||||
else
|
||||
mainStream.State = mainState;
|
||||
|
@ -156,4 +152,4 @@ if (options.optimization_routine>0) && exist('optimization_path.mat')
|
|||
new_state = [ r; xparams];
|
||||
estimated_parameters_optimization_path = [ estimated_parameters_optimization_path , new_state ];
|
||||
save('optimization_path.mat','estimated_parameters_optimization_path');
|
||||
end
|
||||
end
|
||||
|
|
|
@ -11,7 +11,7 @@ function [hasLicense] = user_has_matlab_license(toolbox)
|
|||
% SPECIAL REQUIREMENTS
|
||||
% none
|
||||
|
||||
% Copyright (C) 2012-2017 Dynare Team
|
||||
% Copyright (C) 2012-2020 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
|
@ -28,11 +28,8 @@ function [hasLicense] = user_has_matlab_license(toolbox)
|
|||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
if matlab_ver_less_than('7.12')
|
||||
hasLicense = license('test', toolbox);
|
||||
else
|
||||
[hasLicense, ~] = license('checkout',toolbox);
|
||||
end
|
||||
[hasLicense, ~] = license('checkout',toolbox);
|
||||
|
||||
if ~hasLicense
|
||||
return
|
||||
end
|
||||
|
@ -68,4 +65,4 @@ else
|
|||
hasInstallation=1;
|
||||
end
|
||||
end
|
||||
end
|
||||
end
|
||||
|
|
|
@ -1 +1 @@
|
|||
Subproject commit 371f3f0e6ec209b4277a2fd7911ccf80570d7473
|
||||
Subproject commit bc4df1c1ec89a338424b5eb617fa568a76f14b45
|
|
@ -1,6 +1,6 @@
|
|||
dnl Process this file with autoconf to produce a configure script.
|
||||
|
||||
dnl Copyright © 2009-2019 Dynare Team
|
||||
dnl Copyright © 2009-2020 Dynare Team
|
||||
dnl
|
||||
dnl This file is part of Dynare.
|
||||
dnl
|
||||
|
@ -35,7 +35,7 @@ if test "$ax_enable_matlab" != yes -o "$ax_matlab_version_ok" != yes -o "$ax_mex
|
|||
AC_MSG_ERROR([MATLAB cannot be found])
|
||||
fi
|
||||
|
||||
AX_COMPARE_VERSION([$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).])])
|
||||
AX_COMPARE_VERSION([$MATLAB_VERSION], [lt], [8.3], [AC_MSG_ERROR([Your MATLAB is too old, please upgrade to version 8.3 (R2014a) at least (or disable MATLAB support with --disable-matlab).])])
|
||||
|
||||
case ${host_os} in
|
||||
*cygwin*)
|
||||
|
|
|
@ -8,7 +8,7 @@
|
|||
* and MATLAB_VERSION (for version 7.4, define it to 0x0704).
|
||||
*
|
||||
*
|
||||
* Copyright © 2009-2013 Dynare Team
|
||||
* Copyright © 2009-2020 Dynare Team
|
||||
*
|
||||
* This file is part of Dynare.
|
||||
*
|
||||
|
@ -29,8 +29,7 @@
|
|||
#ifndef _DYNBLAS_H
|
||||
#define _DYNBLAS_H
|
||||
|
||||
/* Starting from version 7.8, MATLAB BLAS expects ptrdiff_t arguments for integers */
|
||||
#if defined(MATLAB_MEX_FILE) && MATLAB_VERSION >= 0x0708
|
||||
#if defined(MATLAB_MEX_FILE)
|
||||
# ifdef __cplusplus
|
||||
# include <cstddef>
|
||||
# else
|
||||
|
|
|
@ -8,7 +8,7 @@
|
|||
* and MATLAB_VERSION (for version 7.4, define it to 0x0704).
|
||||
*
|
||||
*
|
||||
* Copyright © 2009-2011 Dynare Team
|
||||
* Copyright © 2009-2020 Dynare Team
|
||||
*
|
||||
* This file is part of Dynare.
|
||||
*
|
||||
|
@ -29,8 +29,7 @@
|
|||
#ifndef _DYNLAPACK_H
|
||||
#define _DYNLAPACK_H
|
||||
|
||||
/* Starting from version 7.8, MATLAB LAPACK expects ptrdiff_t arguments for integers */
|
||||
#if defined(MATLAB_MEX_FILE) && MATLAB_VERSION >= 0x0708
|
||||
#if defined(MATLAB_MEX_FILE)
|
||||
# ifdef __cplusplus
|
||||
# include <cstddef>
|
||||
# else
|
||||
|
|
|
@ -55,10 +55,6 @@ subroutine mexFunction(nlhs, plhs, nrhs, prhs) bind(c, name='mexFunction')
|
|||
#else
|
||||
real(real64), dimension(:), pointer :: gev_r, gev_i
|
||||
#endif
|
||||
#if defined(MATLAB_MEX_FILE) && MATLAB_VERSION < 0x0904
|
||||
! Workaround for MKL bug, see below
|
||||
real(real64), dimension(:), allocatable, target :: vsl_target
|
||||
#endif
|
||||
|
||||
if (nrhs < 2 .or. nrhs > 4 .or. nlhs /= 6) then
|
||||
call mexErrMsgTxt("MJDGGES: takes 2, 3 or 4 input arguments and exactly 6 output arguments.")
|
||||
|
@ -113,19 +109,7 @@ subroutine mexFunction(nlhs, plhs, nrhs, prhs) bind(c, name='mexFunction')
|
|||
#endif
|
||||
info => mxGetPr(plhs(6))
|
||||
z => mxGetPr(plhs(3))
|
||||
#if defined(MATLAB_MEX_FILE) && MATLAB_VERSION < 0x0904
|
||||
! The left Schur vectors (VSL) are normally not computed, since JOBVSL="N".
|
||||
! But old MKL versions (at least the one shipped with MATLAB R2009b/7.9,
|
||||
! which is MKL 10.1) are buggy, and passing nullptr for VSL leads to a crash.
|
||||
! Hence we need to allocate space for it.
|
||||
! The bug seems to be fixed in MATLAB R2010a/7.10 (MKL 10.2), but we use the
|
||||
! workaround for all versions < R2018a/9.4, since those share the same
|
||||
! ABI and hence the same executables.
|
||||
allocate(vsl_target(n1*n1))
|
||||
vsl => vsl_target
|
||||
#else
|
||||
vsl => null()
|
||||
#endif
|
||||
|
||||
! Copy input matrices, since we can’t modify them
|
||||
associate (a => mxGetPr(prhs(1)), b => mxGetPr(prhs(2)))
|
||||
|
|
|
@ -832,7 +832,6 @@ 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 \
|
||||
|
@ -842,7 +841,6 @@ 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 \
|
||||
gsa/data_ca1.m \
|
||||
|
@ -877,7 +875,6 @@ 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 \
|
||||
|
|
|
@ -125,10 +125,6 @@ end;
|
|||
calib_params = M_.params;
|
||||
calib_Sigma_e = M_.Sigma_e;
|
||||
|
||||
/* Skip test under MATLAB R2009b
|
||||
MATLAB crashes, most likely due to an internal bug */
|
||||
if isoctave || ~matlab_ver_less_than('7.10')
|
||||
|
||||
stoch_simul(order=@{ORDER},nograph,irf=0,periods=0);
|
||||
identification(order=@{ORDER},nograph,no_identification_strength);
|
||||
|
||||
|
@ -475,5 +471,3 @@ for jj = 1:2
|
|||
end
|
||||
end
|
||||
end
|
||||
|
||||
end % Skip test under old MATLAB
|
||||
|
|
|
@ -21,7 +21,7 @@ end;
|
|||
verbatim;
|
||||
|
||||
bgp.write(M_);
|
||||
if isoctave || matlab_ver_less_than('8.1')
|
||||
if isoctave
|
||||
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);
|
||||
|
|
|
@ -16,7 +16,7 @@ end;
|
|||
verbatim;
|
||||
|
||||
bgp.write(M_);
|
||||
if isoctave || matlab_ver_less_than('8.1')
|
||||
if isoctave
|
||||
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);
|
||||
|
|
|
@ -45,7 +45,7 @@ verbatim;
|
|||
GY = NaN(MC,1);
|
||||
GK = NaN(MC,1);
|
||||
EG = NaN(MC,1);
|
||||
if isoctave || matlab_ver_less_than('8.1')
|
||||
if isoctave
|
||||
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);
|
||||
|
|
|
@ -76,7 +76,7 @@ for i=1:nvar
|
|||
SubsetOfVariables(i) = i_tmp;
|
||||
end
|
||||
|
||||
if isoctave || matlab_ver_less_than('8.1')
|
||||
if isoctave
|
||||
[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 || matlab_ver_less_than('8.1')
|
||||
if isoctave
|
||||
[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');
|
||||
|
|
|
@ -20,8 +20,4 @@ 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
|
||||
|
|
Binary file not shown.
Binary file not shown.
|
@ -41,17 +41,9 @@ varobs log_nn;
|
|||
|
||||
%reading Excel sheet from column A on creates quarterly dseries starting in
|
||||
%1950
|
||||
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
|
||||
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;
|
||||
|
|
|
@ -370,10 +370,6 @@ steady;
|
|||
resid;
|
||||
check;
|
||||
|
||||
/* Skip test under MATLAB R2009b
|
||||
MATLAB crashes, most likely due to an internal bug */
|
||||
if isoctave || ~matlab_ver_less_than('7.10')
|
||||
|
||||
identification(order=1,no_identification_strength,analytic_derivation_mode= 0,ar=5); %works
|
||||
%identification(no_identification_strength,analytic_derivation_mode= 1,ar=5); %works, this takes the longest due to Kronecker products
|
||||
options_.dynatol.x = 1e-9;
|
||||
|
@ -382,7 +378,3 @@ identification(order=1,no_identification_strength,analytic_derivation_mode=-2,ar
|
|||
options_.dynatol.x = 1e-5; %this is the default value
|
||||
identification(order=1,no_identification_strength,analytic_derivation_mode=-1,ar=5); %works only if GBAR_o_YBAR is uncommented
|
||||
identification(order=1,no_identification_strength,analytic_derivation_mode=-2,ar=5); %works only if GBAR_o_YBAR is uncommented
|
||||
|
||||
else % Skip test under old MATLAB
|
||||
error('Test failed as expected')
|
||||
end
|
||||
|
|
|
@ -81,10 +81,6 @@ end;
|
|||
|
||||
varobs c i;
|
||||
|
||||
/* Skip test under MATLAB R2009b
|
||||
MATLAB crashes, most likely due to an internal bug */
|
||||
if isoctave || ~matlab_ver_less_than('7.10')
|
||||
|
||||
identification(advanced=1,max_dim_cova_group=3);
|
||||
//varobs c i lam; //to check if observing lam identifies phi and theta
|
||||
//identification(ar=1,advanced=1,max_dim_cova_group=3,prior_mc=250);
|
||||
|
@ -93,5 +89,3 @@ identification(advanced=1,max_dim_cova_group=3);
|
|||
|
||||
estim_params_=[];
|
||||
identification(advanced=1,max_dim_cova_group=3);
|
||||
|
||||
end
|
||||
|
|
|
@ -1,7 +1,5 @@
|
|||
@#include "fs2000.common.inc"
|
||||
|
||||
% Skip the test under R2009b, because fminunc fails due to Inf value.
|
||||
% It remains to be determined in which version it started to work.
|
||||
if exist('fminunc','file') && (isoctave || ~matlab_ver_less_than('7.10'))
|
||||
if exist('fminunc','file')
|
||||
estimation(mode_compute=3,order=1, datafile='../fs2000/fsdat_simul', nobs=192, mh_replic=0);
|
||||
end
|
||||
|
|
Binary file not shown.
|
@ -61,8 +61,4 @@ stderr e_ys,inv_gamma_pdf,1.2533,0.6551;
|
|||
stderr e_pies,inv_gamma_pdf,1.88,0.9827;
|
||||
end;
|
||||
|
||||
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
|
||||
|
|
|
@ -39,7 +39,7 @@ if isoctave
|
|||
end
|
||||
|
||||
% Set random seed, for reproducibility
|
||||
if isoctave || matlab_ver_less_than('7.12')
|
||||
if isoctave
|
||||
randn('state',1);
|
||||
rand('state',1);
|
||||
else
|
||||
|
|
|
@ -21,7 +21,7 @@ Note: Dynare comes with an automated uninstaller, which you can run from the
|
|||
Using Dynare with MATLAB®
|
||||
─────────────────────────
|
||||
|
||||
Dynare requires MATLAB® version 7.9 (R2009b) or above. With older versions of
|
||||
Dynare requires MATLAB® version 8.3 (R2014a) or above. With older versions of
|
||||
MATLAB®, it may fail or give unexpected results.
|
||||
|
||||
To use Dynare, you just have to add the ‘matlab’ subdirectory of your Dynare
|
||||
|
|
|
@ -108,7 +108,7 @@ cp dynare++/src/dynare++.exe dynare++/32-bit/
|
|||
## Note that we do out-of-tree compilation, since we want to do these in
|
||||
## parallel
|
||||
|
||||
# Create Windows 32-bit DLL binaries for MATLAB ≥ R2009b
|
||||
# Create Windows 32-bit DLL binaries for MATLAB ≥ R2014a
|
||||
build_windows_matlab_mex_32 ()
|
||||
{
|
||||
mkdir -p "$TMP_DIRECTORY"/matlab-win32/
|
||||
|
@ -118,18 +118,18 @@ build_windows_matlab_mex_32 ()
|
|||
--with-gsl="$LIB32_MSYS2" \
|
||||
--with-matio="$LIB32_MSYS2" \
|
||||
--with-slicot="$LIB32"/Slicot/without-underscore \
|
||||
--with-matlab="$ROOT_DIRECTORY"/deps/matlab32/R2009b \
|
||||
MATLAB_VERSION=R2009b \
|
||||
--with-matlab="$ROOT_DIRECTORY"/deps/matlab32/R2014a \
|
||||
MATLAB_VERSION=R2014a \
|
||||
MEXEXT=mexw32 \
|
||||
PACKAGE_VERSION="$VERSION" \
|
||||
PACKAGE_STRING="dynare $VERSION"
|
||||
make -j"$NTHREADS" all
|
||||
i686-w64-mingw32-strip -- **/*.mexw32
|
||||
mkdir -p "$ROOT_DIRECTORY"/../mex/matlab/win32-7.9-8.6
|
||||
mv -- **/*.mexw32 "$ROOT_DIRECTORY"/../mex/matlab/win32-7.9-8.6
|
||||
mkdir -p "$ROOT_DIRECTORY"/../mex/matlab/win32-8.3-8.6
|
||||
mv -- **/*.mexw32 "$ROOT_DIRECTORY"/../mex/matlab/win32-8.3-8.6
|
||||
}
|
||||
|
||||
# Create Windows 64-bit DLL binaries for MATLAB ≥ R2009b and ≤ R2017b
|
||||
# Create Windows 64-bit DLL binaries for MATLAB ≥ R2014a and ≤ R2017b
|
||||
build_windows_matlab_mex_64_a ()
|
||||
{
|
||||
mkdir -p "$TMP_DIRECTORY"/matlab-win64-a/
|
||||
|
@ -139,15 +139,15 @@ build_windows_matlab_mex_64_a ()
|
|||
--with-gsl="$LIB64_MSYS2" \
|
||||
--with-matio="$LIB64_MSYS2" \
|
||||
--with-slicot="$LIB64"/Slicot/without-underscore \
|
||||
--with-matlab="$ROOT_DIRECTORY"/deps/matlab64/R2009b \
|
||||
MATLAB_VERSION=R2009b \
|
||||
--with-matlab="$ROOT_DIRECTORY"/deps/matlab64/R2014a \
|
||||
MATLAB_VERSION=R2014a \
|
||||
MEXEXT=mexw64 \
|
||||
PACKAGE_VERSION="$VERSION" \
|
||||
PACKAGE_STRING="dynare $VERSION"
|
||||
make -j"$NTHREADS" all
|
||||
x86_64-w64-mingw32-strip -- **/*.mexw64
|
||||
mkdir -p "$ROOT_DIRECTORY"/../mex/matlab/win64-7.9-9.3
|
||||
mv -- **/*.mexw64 "$ROOT_DIRECTORY"/../mex/matlab/win64-7.9-9.3
|
||||
mkdir -p "$ROOT_DIRECTORY"/../mex/matlab/win64-8.3-9.3
|
||||
mv -- **/*.mexw64 "$ROOT_DIRECTORY"/../mex/matlab/win64-8.3-9.3
|
||||
}
|
||||
|
||||
# Create Windows 64-bit DLL binaries for MATLAB ≥ R2018a
|
||||
|
|
|
@ -1,4 +1,4 @@
|
|||
# Copyright © 2017-2019 Dynare Team
|
||||
# Copyright © 2017-2020 Dynare Team
|
||||
#
|
||||
# This file is part of Dynare.
|
||||
#
|
||||
|
@ -195,13 +195,13 @@ tarballs/matlab%.tar.xz:
|
|||
matlab32: tarballs/matlab32-$(MATLAB32_VERSION).tar.xz
|
||||
rm -rf $@
|
||||
mkdir -p $@
|
||||
tar xf $< --directory $@ --strip-components=1
|
||||
tar xf $< --directory $@
|
||||
touch $@
|
||||
|
||||
matlab64: tarballs/matlab64-$(MATLAB64_VERSION).tar.xz
|
||||
rm -rf $@
|
||||
mkdir -p $@
|
||||
tar xf $< --directory $@ --strip-components=1
|
||||
tar xf $< --directory $@
|
||||
touch $@
|
||||
|
||||
matlab: matlab32 matlab64
|
||||
|
|
|
@ -5,8 +5,8 @@ OCTAVE_VERSION = 5.2.0
|
|||
OCTAVE_W32_BUILD = _1
|
||||
OCTAVE_W64_BUILD = _1
|
||||
|
||||
MATLAB32_VERSION = 20181204
|
||||
MATLAB64_VERSION = 20181204
|
||||
MATLAB32_VERSION = 20200407
|
||||
MATLAB64_VERSION = 20200407
|
||||
|
||||
|
||||
### MSYS2 packages
|
||||
|
|
|
@ -91,9 +91,9 @@ SectionEnd
|
|||
|
||||
SectionGroup "Dynare support for 64-bit MATLAB and Octave"
|
||||
|
||||
Section "MEX files for MATLAB 64-bit, version 7.9 to 9.3 (R2009b to R2017b)"
|
||||
SetOutPath $INSTDIR\mex\matlab\win64-7.9-9.3
|
||||
File ..\mex\matlab\win64-7.9-9.3\*.mexw64
|
||||
Section "MEX files for MATLAB 64-bit, version 8.3 to 9.3 (R2014a to R2017b)"
|
||||
SetOutPath $INSTDIR\mex\matlab\win64-8.3-9.3
|
||||
File ..\mex\matlab\win64-8.3-9.3\*.mexw64
|
||||
SectionEnd
|
||||
|
||||
Section "MEX files for MATLAB 64-bit, version 9.4 to 9.8 (R2018a to R2020a)"
|
||||
|
@ -116,9 +116,9 @@ SectionGroupEnd
|
|||
|
||||
SectionGroup "Dynare support for 32-bit MATLAB and Octave"
|
||||
|
||||
Section "MEX files for MATLAB 32-bit, version 7.9 to 8.6 (R2009b to R2015b)"
|
||||
SetOutPath $INSTDIR\mex\matlab\win32-7.9-8.6
|
||||
File ..\mex\matlab\win32-7.9-8.6\*.mexw32
|
||||
Section "MEX files for MATLAB 32-bit, version 8.3 to 8.6 (R2014a to R2015b)"
|
||||
SetOutPath $INSTDIR\mex\matlab\win32-8.3-8.6
|
||||
File ..\mex\matlab\win32-8.3-8.6\*.mexw32
|
||||
SectionEnd
|
||||
|
||||
Section "MEX files for Octave 5.2.0 (32-bit)"
|
||||
|
|
Loading…
Reference in New Issue