Merge branch 'cet-octave-one-more-time' into 'master'

Fixes for CET tests on Octave

See merge request Dynare/dynare!2254

.gitlab-ci.yml

@@ -11,12 +11,12 @@ variables:
 # - if VERSION was already set (when manually running a pipeline), use it
 # - if we are in the official Dynare repository:
 #   + if on a tag: use the tag
-#   + if on master: use 6-unstable-$TIMESTAMP-$COMMIT
+#   + if on master: use 7-unstable-$TIMESTAMP-$COMMIT
 #   + on another branch: use $BRANCH-$TIMESTAMP-$COMMIT
 # - if in a personal repository: use $USER-$TIMESTAMP-$COMMIT
 before_script:
   - 'if [[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && [[ -n $CI_COMMIT_TAG ]]; then export VERSION=$CI_COMMIT_TAG; fi'
-  - 'if [[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && [[ $CI_COMMIT_REF_NAME == master ]]; then export VERSION=6-unstable-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA; fi'
+  - 'if [[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && [[ $CI_COMMIT_REF_NAME == master ]]; then export VERSION=7-unstable-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA; fi'
   - 'if [[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]]; then export VERSION=$CI_COMMIT_REF_NAME-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA; fi'
   - 'if [[ -z $VERSION ]]; then export VERSION=$CI_PROJECT_NAMESPACE-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA; fi'
 

matlab/+mom/graph_comparison_irfs.m

@@ -108,8 +108,9 @@ for jexo = unique_shock_entries' % loop over cell with shock names
             % Adding a legend at the bottom
             axes('Position',[0, 0, 1, 1],'Visible','off');
             lgd = legend([plt_data,plt_model],{'Data', 'Model'}, 'Location', 'southeast','NumColumns',2,'FontSize',14);
-            lgd.Position = [0.37 0.01 lgd.Position(3) lgd.Position(4)];
-
+            if ~isoctave
+                lgd.Position = [0.37 0.01 lgd.Position(3) lgd.Position(4)];
+            end
             dyn_saveas(fig_irf,[graph_directory_name filesep fname '_matched_irf_' jexo{:} int2str(fig)],nodisplay,graph_format);
             if TeX && any(strcmp('eps',cellstr(graph_format)))
                 fprintf(fid_TeX,'\\begin{figure}[H]\n');

matlab/+occbin/set_default_options.m

@@ -44,6 +44,7 @@ end
 if ismember(flag,{'filter','all'})
     options_occbin_.filter.state_covariance = false;
     options_occbin_.filter.guess_regime = false;
+    options_occbin_.filter.periodic_solution = true;
     options_occbin_.filter.use_relaxation = false;
 end
 

matlab/accessors/get_mean.m

@@ -1,14 +1,15 @@
 function y0 = get_mean(varargin)
-% function x = get_mean(vname1, vname2, <order>)
-% returns the steady-state of a variable identified by its name
+% function y0 = get_mean(varargin)
+% returns the mean of a variable identified by its name
 %
 % INPUTS:
-%   vname1, vname2, ... :  list of variable names
-%   order: if integer 1 or 2, optionally last input can trigger the order
-%   at which steady state is computed
+%   vargargin           inputs containing
+%                       - vname1, vname2, ... :  list of variable names
+%                       - order: if integer 1 or 2, optionally last input can trigger the order
+%                           at which steady state is computed
 %
 % OUTPUTS
-%   x:      steady state values
+%   y0:      mean values
 %
 % SPECIAL REQUIREMENTS
 %   none
@@ -30,27 +31,6 @@ function y0 = get_mean(varargin)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
 
-global M_ oo_ options_
+global M_ options_ oo_
 
-if ~isempty(regexp(varargin{end},'\d','ONCE')) && isempty(regexp(varargin{end},'\D','ONCE'))
-    order=eval(varargin{end});
-else
-    order=1;
-end
-if order==1
-    ys_ = oo_.steady_state;
-    ys_ = evaluate_steady_state(ys_,[oo_.exo_steady_state; oo_.exo_det_steady_state],M_,options_,true);
-elseif order==2
-    ys_ = oo_.dr.ys;
-    ys_(oo_.dr.order_var)=ys_(oo_.dr.order_var)+oo_.dr.ghs2./2;
-else
-    return
-end
-lgy_ = M_.endo_names;
-
-mfys=nan(length(varargin),1);
-for j=1:length(varargin)
-    mfys(j) = find(strcmp(varargin{j},lgy_));
-end
-
-y0 = ys_(mfys);
+y0=get_mean_no_globals(M_, oo_, options_, varargin{:});

matlab/accessors/get_mean_no_globals.m

@@ -0,0 +1,76 @@
+function y0 = get_mean_no_globals(M_, oo_, options_, varargin)
+% function y0 = get_mean_no_globals(M_, oo_, options_, varargin)
+% returns the mean of a variable identified by its name
+%
+% INPUTS:
+%   M_                  [structure] describing the model
+%   oo_                 [structure] storing the results
+%   options_            [structure] describing the options
+%   vargargin           inputs containing
+%                       - vname1, vname2, ... :  list of variable names
+%                       - order: if integer 1 or 2, optionally last input can trigger the order
+%                           at which steady state is computed
+%
+% OUTPUTS
+%   y0:      mean values
+%
+% SPECIAL REQUIREMENTS
+%   none
+
+% Copyright © 2019-2023 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 <https://www.gnu.org/licenses/>.
+
+if ~isempty(regexp(varargin{end},'\d','ONCE')) && isempty(regexp(varargin{end},'\D','ONCE'))
+    order=eval(varargin{end});
+    nvars=length(varargin)-1;
+else
+    order=1;
+    nvars=length(varargin);
+end
+if order==1
+    if isfield(oo_,'dr') && isfield(oo_.dr,'ys')
+        ys_=oo_.dr.ys;
+    else
+        ys_ = oo_.steady_state;
+        ys_ = evaluate_steady_state(ys_,[oo_.exo_steady_state; oo_.exo_det_steady_state],M_,options_,true);
+    end
+elseif order==2
+    if isfield(oo_,'dr') && isfield(oo_.dr,'ys')
+        ys_=oo_.dr.ys;
+        if ~isfield(oo_.dr,'ghs2')
+            error('get_mean: ghs2 needs to be present in oo_ to compute mean at order=2')
+        else
+            ys_(oo_.dr.order_var)=ys_(oo_.dr.order_var)+oo_.dr.ghs2./2;
+        end
+    else
+        error('get_mean: decision rules need to be present in oo_ to compute mean') 
+    end
+else
+    error('get_mean: order>2 not implemented')
+end
+
+mfys=NaN(nvars,1);
+for j=1:nvars
+    endo_index=find(strcmp(varargin{j},M_.endo_names));
+    if isempty(endo_index)
+        error('get_mean: unknown variables %s requested',varargin{j})
+    else
+    mfys(j) = find(strcmp(varargin{j},M_.endo_names));
+    end
+end
+
+y0 = ys_(mfys);

matlab/shock_decomposition/plot_shock_decomposition.m

@@ -249,6 +249,15 @@ end
 
 
 if ~isempty(init2shocks) && ~expand
+    if not(isfield(oo_,'initval_decomposition'))
+        disp('computing initval shock decomposition ...')
+        bayestopt_ = evalin('base','bayestopt_');
+        estim_params_ = evalin('base','estim_params_');
+        M_= evalin('base','M_');
+        options_ = set_default_initial_condition_decomposition_options(options_);
+        oo_ = initial_condition_decomposition(M_,oo_,options_,0,bayestopt_,estim_params_);
+        out = oo_;
+    end
     n=size(init2shocks,1);
     M_.exo_names_init=M_.exo_names;
     for i=1:n
@@ -347,7 +356,7 @@ if options_.plot_shock_decomp.use_shock_groups
         else
             % here we know we only have one variable to handle
             if isstruct(q2a.aux) && ischar(q2a.aux.y)
-                steady_state_aux  = get_mean(q2a.aux.y);
+                steady_state_aux  = get_mean_no_globals(M_, oo_, options_, q2a.aux.y);
                 q2a.aux.y=repmat(steady_state_aux,16,1);
                 q2a.aux.yss=steady_state_aux;
             end

meson.build

@@ -1,14 +1,6 @@
-# TODO:
-# - find a way to set GSL_BLAS_LIB to an empty value when querying pkg-config
-#   for gsl; otherwise there is a risk of overriding OpenBLAS/MKL (though
-#   probably not in our current setup); the pkgconfig_define option of
-#   dep.get_variable() is unfortunately not helpful
-#   Close to https://github.com/mesonbuild/meson/issues/3606
-# - See what to do with xvfb-run (see #1892). Maybe try to detect it from meson.build, and pass it optionally to the test driver script
-
 project('dynare',
         'cpp', 'fortran', 'c',
-        version : '6-unstable',
+        version : '7-unstable',
         # NB: update C++ standard in .clang-format whenever the following is modified
         default_options : [ 'cpp_std=gnu++20', 'fortran_std=f2018',
                             'c_std=gnu17', 'warning_level=2' ],
@@ -75,6 +67,12 @@ else
 endif
 
 openmp_dep = dependency('openmp')
+
+# TODO: find a way to set GSL_BLAS_LIB to an empty value; otherwise there is a
+# risk of overriding OpenBLAS/MKL (though probably not in our current setup);
+# the pkgconfig_define option of dep.get_variable() is unfortunately not
+# helpful, since that latter method cannot query the “libs”. Reported as:
+# https://github.com/mesonbuild/meson/issues/12649
 gsl_dep = dependency('gsl')
 
 if get_option('build_for') == 'octave'
@@ -1836,9 +1834,15 @@ mod_and_m_tests = [
 
 base_test_driver_args = [ get_option('build_for') ]
 if get_option('build_for') == 'matlab'
-  base_test_driver_args += [ matlab_exe.full_path(), matlab_version, matlab_arch ]
+  base_test_driver_args += [ matlab_exe.full_path(), matlab_version, matlab_arch, '' ]
 else
   base_test_driver_args += [ octave_exe.full_path(), octave_version, '' ]
+  xvfb_run_exe = find_program('xvfb-run', required : false) # Debian-specific utility
+  if xvfb_run_exe.found()
+    base_test_driver_args += xvfb_run_exe.full_path()
+  else
+    base_test_driver_args += ''
+  endif
 endif
 base_test_driver_args += [ meson.current_source_dir(), meson.current_build_dir() ]
 

preprocessor

@@ -1 +1 @@
-Subproject commit 520876560d5bb4c886a11de681557dd05cbc200e
+Subproject commit e32025a76fb156a9af8101f9f43faf7eaa2f72ef

scripts/dynare.el

@@ -88,7 +88,7 @@
   '("stderr" "values" "periods" "scales" "restriction" "exclusion"
     "upper_cholesky" "lower_cholesky" "equation" "bind" "relax" "error_bind"
     "error_relax" "add" "multiply" "target" "auxname_target_nonstationary"
-    "component" "growth" "auxname" "kind")
+    "component" "growth" "auxname" "kind" "weights")
   "Dynare statements-like keywords.")
 
 ;; Those keywords that makes the lexer enter the DYNARE_BLOCK start condition
@@ -105,7 +105,8 @@
       "deterministic_trends" "optim_weights" "homotopy_setup"
       "conditional_forecast_paths" "svar_identification" "moment_calibration"
       "irf_calibration" "ramsey_constraints" "generate_irfs" "matched_moments"
-      "occbin_constraints" "model_replace" "pac_target_info" "verbatim")
+      "occbin_constraints" "model_replace" "pac_target_info" "matched_irfs"
+      "matched_irfs_weights" "verbatim")
     "Dynare block keywords."))
 
 ;; Mathematical functions and operators used in model equations (see "hand_side" in Bison file)

scripts/test-driver

@@ -6,7 +6,7 @@ set -e
 shopt -s extglob
 
 if (($# < 7 )); then
-    echo "Usage: $0 build_for matlab_octave_exe matlab_octave_version matlab_arch source_root build_root test_file(s) [-- extra_file(s)]" 2>&1
+    echo "Usage: $0 build_for matlab_octave_exe matlab_octave_version matlab_arch xvfb_run_exe source_root build_root test_file(s) [-- extra_file(s)]" 2>&1
     exit 1
 fi
 
@@ -14,9 +14,10 @@ build_for=$1
 matlab_octave_exe=$2
 matlab_octave_version=$3
 matlab_arch=$4
-source_root=$5
-build_root=$6
-shift 6
+xvfb_run_exe=$5
+source_root=$6
+build_root=$7
+shift 7
 
 test_files=()
 while (($# > 0)); do
@@ -111,6 +112,11 @@ for test_file in "${test_files[@]}"; do
         # We cannot use the --no-window-system option, and we have to use xvfb
         # See the following Octave bug: https://savannah.gnu.org/bugs/?62101
         # (this affects at least tests/shock_decomposition/ls2003_plot.mod)
-        xvfb-run -a "$matlab_octave_exe" --no-init-file --silent --no-history "$test_arg"
+        test_cmd=("$matlab_octave_exe" --no-init-file --silent --no-history "$test_arg")
+        if [[ -n $xvfb_run_exe ]]; then
+            "$xvfb_run_exe" -a "${test_cmd[@]}"
+        else
+            "${test_cmd[@]}"
+        fi
     fi
 done

tests/estimation/method_of_moments/CET/cet_rwmh.mod

@@ -83,7 +83,7 @@ method_of_moments(mom_method = irf_matching
 %, mode_check_neighbourhood_size
 %, mode_check_number_of_points
 , mode_check_symmetric_plots = 0
-, mode_compute = 1
+, mode_compute = 4
 , mode_file = cet_original_mode
 %, nobs
 %, no_posterior_kernel_density

tests/estimation/method_of_moments/CET/cet_slice.mod

@@ -192,7 +192,7 @@ method_of_moments(mom_method = irf_matching
 , mh_replic=10
 , plot_priors = 0
 , nograph
-, mode_compute = 1
+, mode_compute = 5
 , posterior_sampling_method = 'slice'
 , posterior_sampler_options = ('rotated',1
 %                              ,'mode_files'

tests/estimation/method_of_moments/CET/cet_tarb.mod

@@ -156,14 +156,14 @@ method_of_moments(mom_method = irf_matching
 
 
 method_of_moments(mom_method = irf_matching
-, additional_optimizer_steps = [1]
+, additional_optimizer_steps = [4]
 , cova_compute=1
 , dirname=cet_tarb_results
 , irf_matching_file = cet_irf_matching_file
 , mh_conf_sig = 0.90
 , mh_replic=0
 %, mode_check
-, mode_compute = 4
+, mode_compute = 5
 , mode_file = 'cet_tarb_results/method_of_moments/cet_tarb_mh_mode'
 , plot_priors = 0
 , nograph

windows/deps/versions.mk

@@ -18,7 +18,7 @@ MATLAB64_VERSION = 20231122
 ## Build dependencies
 
 # pacman -Ss mingw-w64-x86_64-boost
-MINGW64_BOOST_VERSION = 1.83.0-2
+MINGW64_BOOST_VERSION = 1.84.0-1
 
 # pacman -Ss mingw-w64-x86_64-gsl
 MINGW64_GSL_VERSION = 2.7.1-2