MATLAB R2018b does not have a true batch mode, and will not exit if there is no
final quit statement in a script. Hence ensure there is one when testing a .m
file.
By the way, remove a batch argument for Windows that is obviously incorrect.
If under a Wayland desktop session, some graphics would be displayed on the
screen, despite Octave being run in the virtual X11 frame buffer (xvfb).
Moreover, some unexplained random crashes would occur.
This commit ensures that Wayland is never used when running the testsuite.
By the way, add a command to explain why xvfb-run is needed and the
--no-window-system option cannot be run (see commit
96346b77e5).
By the way, simplify the dependency build system by removing 32-bit
SLICOT (was only used for the Octave package), and the symlinks for MatIO and
GSL (no longer needed with Meson).
Mostly working. The testsuite remains to be done.
In particular, windows/deps/mkoctfile64 is modified to print its version number
on stdout instead of stderr. This is what the standard mkoctfile does, and it
allows easier capture of the output from Meson.
It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
The taget in PAC equation can be decomposed into an arbitrary number of components (variables
in the VAR auxiliary model).
TODO Iterative OLS estimation (which is not the preferred estimation routine).
TODO Decomposition in the routine evaluating the forecasts for each component.
– multiple “model” and “estimated_params” block are supported
– new “model_options” statement to set model options in a global fashion
– new “model_remove” command to remove equations
– new “model_replace” block to replace equations
– new “var_remove” command to remove variables (or parameters)
– new “estimated_params_remove” block to remove estimated parameters
These command solve the problem where agents think they know perfectly the
future (they behave as in perfect foresight), but make expectation errors.
Hence they can potentially be surprised in every period, and their expectations
about the future (incl. the final steady state) may change.
Currently the sequence of information sets needs to be passed through a CSV
file. Another interface may be added in the future.
The algorithm uses a sequence of (true) perfect foresight simulations (not
necessarily as many as there are periods, because if the information set does
not change between two periods, there is no need to do a new computation).
There are two possibilities for guess values:
— the default is to use the initial steady state for the simulation using the
first-period information set; then use previously simulated values as guess
values
— alternatively, with the terminal_steady_state_as_guess_value option, use the
terminal steady state as guess value for all future periods (this is actually
what the “true” perfect foresight solver does by default)
The Emacs lisp source file was failing byte-compilation, because the
“dynare-blocks” variable was used within an “eval-when-compile” block, while
its definition was not in such a block.
Accordingly update the MATLAB routines, the testsuite, and the manual.
In particular, “squeeze_shock_decomp” has been renamed to
“squeeze_shock_decomposition” for consistency with other commands.
Ref. #1687, !1655
Willi Mutschler
Sébastien Villemot
Stéphane Adjemian (Ryûk)
Marco Ratto