Since Octave 7, LDFLAGS as returned by mkoctfile include -shared, which is
undesirable for generic LDFLAGS. Pass the --link-stand-alone option to strip
this flag.
By the way, drop the -static-* flags from LDFLAGS in Windows mkoctfile stub. It
is no more needed and creates duplicates in the link command line (since those
flags are already in DL_LDFLAGS).
- Creates the library `libkordersim` with all the relevant Fortran routines to `folded_to_unfolded_dr` and `local_state_space_iteration_fortran`
- Implements `folded_to_unfolded_dr`, which converts folded decision rule matrices to their unfolded counterparts
Partially addresses issue #1680:
- unconditional welfare resorts to dynare++ simulation tools, which shall be updated very soon
TO DO:
- implement a function computing kth-order approximation of simulated moments of y
— allow the user to override compilation flags for MATLAB MEX (it was already
working for the preprocessor, the MEX for Octave and Dynare++)
— increase the symmetry of MEX build infrastructure between MATLAB and Octave
— when linking MEX for Octave, do not add the output of “mkoctfile -p FLIBS”.
It is unneeded, and it can create a conflict between the system compiler and
a user-supplied compiler
By the way:
— restore optimization on macOS for C/C++ MEX (it had been removed in
5df2392a09)
— remove -fno-omit-frame-pointer on MATLAB/Linux, since it would be cancelled
by subsequent -O2 and should not be needed anyways
— remove FFLAGS under Octave, unused
The current Octave support is utterly broken (both in stable and unstable), it
crashes Octave. It relies on an unofficial Octave app for
macOS (https://octave-app.org), which is infrequently updated.
This commits drop support for Octave in the macOS package. We will now tell our
macOS+octave users to use the Homebrew Dynare package (which is maintained by
the Homebrew team, and is in reasonably good shape).
— FCFLAGS needs to contain the compilation flags used when compiling Octave,
otherwise it fails at configure stage when looking for gfortran
— Explicitly add -L$OCTLIBDIR, because with Octave 5 it is no longer there, and
on Fedora the Octave libraries are no in the default linker search path
It applies the approximated policy function to a set of particles, using
Dynare++ routines.
There is support for parallelization, using Dynare++ multithreading
model (itself based on C++11 threads; we don’t use OpenMP because it is
incompatible with MKL). For the time being, default to a single thread. This
should be later refined through empirical testing.
Sébastien Villemot
NormannR
Stéphane Adjemian (Odysseus)
Houtan Bastani