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freebsd-ports/math/dynare/Makefile

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# $FreeBSD$
PORTNAME= dynare
math/dynare: update to 4.5.7 Bug fix release. From ChangeLog: https://www.dynare.org/new-dynare-release/dynare-4.5.7-released * The mex-file conducting the QZ decomposition erroneously applied the qz_criterium to the square absolute value of eigenvalues instead of the absolute value itself (as done in mjdgges.m and the AIM solver). * In pathological cases, mode_compute=5 (newrat) might enter an infinite loop. * discretionary_policy might erroneously state that the derivatives of the objective function are non-zero if there are NaN present. * Dynare++, when conducting the QZ decomposition, erroneously applied the qz_criterium to the square absolute value of eigenvalues instead of the absolute value itself. * Dynare++: IRFs were incorrectly computed. * dynare_sensitivity did not display the figures of irf_calibration, it only stored them on the disk. * Scatter plots generated by dynare_sensitivity did not correctly display LaTeX names. * Parameter updating via steady state files did not correctly work in case of using [static]/[dynamic] equation tags. * Memory leaks in k_order_pert (used by higher order stochastic simulations) could lead to crashes. * Predetermined variables were not properly set when used in model local variables. * Posterior moment computation did not correctly update the covariance matrix of exogenous shocks during posterior sampling. * Dynare was crashing with a cryptic message if a non estimated parameter was initialized in the estimated_params_init block. * The forecast command crashed if the model was declared as linear and contained deterministic exogenous variables. * Block decomposition is broken when used in conjunction with varexo_det. * The model was not correctly specified when identification was run without another stochastic command in the .mod file (e.g. estimation, stoch_simul, etc.). * Realtime annualized shock decompositions added the wrong steady state value. * mh_recover option crashed when using slice sampler. * x-axis values in plots of moment restrictions were wrong for autocovariances.
2019-02-10 17:59:22 +00:00
DISTVERSION= 4.5.7
PORTREVISION= 3
CATEGORIES= math
MASTER_SITES= http://www.dynare.org/release/source/
MAINTAINER= fernape@FreeBSD.org
COMMENT= Software platform for handling a wide class of economic models
LICENSE= GPLv3
LICENSE_FILE= ${WRKSRC}/COPYING
ONLY_FOR_ARCHS= amd64 i386
ARCH_amd64= 64
ARCH_i386= 32
PLIST_SUB= ARCH=${ARCH_${ARCH}}
BUILD_DEPENDS= ${LOCALBASE}/include/boost/unordered_set.hpp:devel/boost-libs \
ctangle:devel/cweb
LIB_DEPENDS= libumfpack.so:math/suitesparse \
libmatio.so:math/matio \
libhdf5.so:science/hdf5 \
libopenblas.so:math/openblas \
libfftw3_threads.so:math/fftw3 \
libfftw3f_threads.so:math/fftw3-float
math/dynare: Update from 4.5.1 to 4.5.3 This release is compatible with MATLAB versions 7.3 (R2006b) to 9.3 (R2017b) and with GNU Octave versions 4.2. Here is a list of the problems identified in version 4.5.1 and that have been fixed in version 4.5.2: - Fixed bug in perfect foresight solver: + If expected shocks were declared after the terminal period, as specified by the `periods` option, Dynare was crashing. + Models declared with the `linear` option were crashing if exogenous variables were present with a lead or lag. - After ML or Bayesian estimation when the smoother option or `mh_replic=0` were not specified, not all smoothed measurement errors were displayed. - Fixed error in reference manual about the `conditional_forecasts` command. - Fixed smoother behaviour, provide informative error instead of crashing when model cannot be solved. - The `nopathchange` preprocessor option was always triggered, regardless of whether it was passed or not. - When `ramsey_policy` is used, allow state variables to be set in `histval` block. - `histval` erroneously accepted leads, leading to cryptic crashes. - The prior MC draws from previous runs were not deleted, potentially resulting in loading stale files. - `estim_params_` was being declared `global` more than once. - Fixed crashes happening when simulating linear models with order>1. - Make empirical moments independent of `simul_replic`, as stated in the reference manual, by outputting moments computed with the first simulated sample. - The `prior_function` required a preceding `estimation`-command to properly set up the prior. - If the mode for a parameter was at exactly 0, `mode_check` was crashing. - Fixed `get_posterior_parameters`-routine which should not do more than getting parameters. As a consequence, the `shock_decomposition`-command did not correctly set the `parameter_set` for use in subsequent function calls if shocks are correlated or measurement error is present. - Fixed bug in Ramsey problem with constraints both on a policy instrument and another variable. Note that the constraint on a variable that is not an instrument of the Ramsey problem must be written with an equation tag in the model block. - Fixed bug in Ramsey problem with constraints on policy instrument. - Fixed crash with optimizer 5 when not used with DSGE model at order 1. - Fixed mex file used for third order approximation (was crashing on Matlab/Windows 7). - `isfile` routine was failing with MATLAB older than R2016b. This bug did not affect Octave. PR: 223430 Submitted by: fernando.apesteguia@gmail.com (maintainer) Approved by: tcberner (mentor) MFH: 2017Q4 Differential Revision: https://reviews.freebsd.org/D13058
2017-12-19 18:01:43 +00:00
USES= fortran gmake localbase pkgconfig shebangfix tar:xz
GNU_CONFIGURE= yes
SHEBANG_FILES= matlab/modules/reporting/success.sh
math/dynare: Update from 4.5.1 to 4.5.3 This release is compatible with MATLAB versions 7.3 (R2006b) to 9.3 (R2017b) and with GNU Octave versions 4.2. Here is a list of the problems identified in version 4.5.1 and that have been fixed in version 4.5.2: - Fixed bug in perfect foresight solver: + If expected shocks were declared after the terminal period, as specified by the `periods` option, Dynare was crashing. + Models declared with the `linear` option were crashing if exogenous variables were present with a lead or lag. - After ML or Bayesian estimation when the smoother option or `mh_replic=0` were not specified, not all smoothed measurement errors were displayed. - Fixed error in reference manual about the `conditional_forecasts` command. - Fixed smoother behaviour, provide informative error instead of crashing when model cannot be solved. - The `nopathchange` preprocessor option was always triggered, regardless of whether it was passed or not. - When `ramsey_policy` is used, allow state variables to be set in `histval` block. - `histval` erroneously accepted leads, leading to cryptic crashes. - The prior MC draws from previous runs were not deleted, potentially resulting in loading stale files. - `estim_params_` was being declared `global` more than once. - Fixed crashes happening when simulating linear models with order>1. - Make empirical moments independent of `simul_replic`, as stated in the reference manual, by outputting moments computed with the first simulated sample. - The `prior_function` required a preceding `estimation`-command to properly set up the prior. - If the mode for a parameter was at exactly 0, `mode_check` was crashing. - Fixed `get_posterior_parameters`-routine which should not do more than getting parameters. As a consequence, the `shock_decomposition`-command did not correctly set the `parameter_set` for use in subsequent function calls if shocks are correlated or measurement error is present. - Fixed bug in Ramsey problem with constraints both on a policy instrument and another variable. Note that the constraint on a variable that is not an instrument of the Ramsey problem must be written with an equation tag in the model block. - Fixed bug in Ramsey problem with constraints on policy instrument. - Fixed crash with optimizer 5 when not used with DSGE model at order 1. - Fixed mex file used for third order approximation (was crashing on Matlab/Windows 7). - `isfile` routine was failing with MATLAB older than R2016b. This bug did not affect Octave. PR: 223430 Submitted by: fernando.apesteguia@gmail.com (maintainer) Approved by: tcberner (mentor) MFH: 2017Q4 Differential Revision: https://reviews.freebsd.org/D13058
2017-12-19 18:01:43 +00:00
INFO= dynare
OPTIONS_DEFINE= OCTAVE MATLAB
OCTAVE_DESC= Enable compilation of MEX files for Octave
MATLAB_DESC= Enable compilation of MEX files for MATLAB
OPTIONS_DEFAULT= OCTAVE
math/dynare: Update from 4.5.1 to 4.5.3 This release is compatible with MATLAB versions 7.3 (R2006b) to 9.3 (R2017b) and with GNU Octave versions 4.2. Here is a list of the problems identified in version 4.5.1 and that have been fixed in version 4.5.2: - Fixed bug in perfect foresight solver: + If expected shocks were declared after the terminal period, as specified by the `periods` option, Dynare was crashing. + Models declared with the `linear` option were crashing if exogenous variables were present with a lead or lag. - After ML or Bayesian estimation when the smoother option or `mh_replic=0` were not specified, not all smoothed measurement errors were displayed. - Fixed error in reference manual about the `conditional_forecasts` command. - Fixed smoother behaviour, provide informative error instead of crashing when model cannot be solved. - The `nopathchange` preprocessor option was always triggered, regardless of whether it was passed or not. - When `ramsey_policy` is used, allow state variables to be set in `histval` block. - `histval` erroneously accepted leads, leading to cryptic crashes. - The prior MC draws from previous runs were not deleted, potentially resulting in loading stale files. - `estim_params_` was being declared `global` more than once. - Fixed crashes happening when simulating linear models with order>1. - Make empirical moments independent of `simul_replic`, as stated in the reference manual, by outputting moments computed with the first simulated sample. - The `prior_function` required a preceding `estimation`-command to properly set up the prior. - If the mode for a parameter was at exactly 0, `mode_check` was crashing. - Fixed `get_posterior_parameters`-routine which should not do more than getting parameters. As a consequence, the `shock_decomposition`-command did not correctly set the `parameter_set` for use in subsequent function calls if shocks are correlated or measurement error is present. - Fixed bug in Ramsey problem with constraints both on a policy instrument and another variable. Note that the constraint on a variable that is not an instrument of the Ramsey problem must be written with an equation tag in the model block. - Fixed bug in Ramsey problem with constraints on policy instrument. - Fixed crash with optimizer 5 when not used with DSGE model at order 1. - Fixed mex file used for third order approximation (was crashing on Matlab/Windows 7). - `isfile` routine was failing with MATLAB older than R2016b. This bug did not affect Octave. PR: 223430 Submitted by: fernando.apesteguia@gmail.com (maintainer) Approved by: tcberner (mentor) MFH: 2017Q4 Differential Revision: https://reviews.freebsd.org/D13058
2017-12-19 18:01:43 +00:00
OPTIONS_SUB= yes
MATLAB_CONFIGURE_ENABLE= matlab
OCTAVE_BROKEN= Does not build after octave upgrade in r495225
OCTAVE_CONFIGURE_ENABLE= octave
OCTAVE_LIB_DEPENDS= liboctave.so:math/octave
OCTAVE_USES= compiler:c++14-lang
OCTAVE_VARS= CXXFLAGS=--std=c++14 # https://github.com/DynareTeam/dynare/issues/1599
post-configure:
@${ECHO_MSG} ""
@${ECHO_MSG} ""
@${ECHO_MSG} "*******************************************************************************"
@${ECHO_MSG} "Follow instructions at http://www.freebsd.org/doc/handbook/linuxemu-matlab.html"
@${ECHO_MSG} "on how to install MATLAB on FreeBSD"
@${ECHO_MSG} "*******************************************************************************"
@${ECHO_MSG} ""
@${ECHO_MSG} ""
math/dynare: Update from 4.5.1 to 4.5.3 This release is compatible with MATLAB versions 7.3 (R2006b) to 9.3 (R2017b) and with GNU Octave versions 4.2. Here is a list of the problems identified in version 4.5.1 and that have been fixed in version 4.5.2: - Fixed bug in perfect foresight solver: + If expected shocks were declared after the terminal period, as specified by the `periods` option, Dynare was crashing. + Models declared with the `linear` option were crashing if exogenous variables were present with a lead or lag. - After ML or Bayesian estimation when the smoother option or `mh_replic=0` were not specified, not all smoothed measurement errors were displayed. - Fixed error in reference manual about the `conditional_forecasts` command. - Fixed smoother behaviour, provide informative error instead of crashing when model cannot be solved. - The `nopathchange` preprocessor option was always triggered, regardless of whether it was passed or not. - When `ramsey_policy` is used, allow state variables to be set in `histval` block. - `histval` erroneously accepted leads, leading to cryptic crashes. - The prior MC draws from previous runs were not deleted, potentially resulting in loading stale files. - `estim_params_` was being declared `global` more than once. - Fixed crashes happening when simulating linear models with order>1. - Make empirical moments independent of `simul_replic`, as stated in the reference manual, by outputting moments computed with the first simulated sample. - The `prior_function` required a preceding `estimation`-command to properly set up the prior. - If the mode for a parameter was at exactly 0, `mode_check` was crashing. - Fixed `get_posterior_parameters`-routine which should not do more than getting parameters. As a consequence, the `shock_decomposition`-command did not correctly set the `parameter_set` for use in subsequent function calls if shocks are correlated or measurement error is present. - Fixed bug in Ramsey problem with constraints both on a policy instrument and another variable. Note that the constraint on a variable that is not an instrument of the Ramsey problem must be written with an equation tag in the model block. - Fixed bug in Ramsey problem with constraints on policy instrument. - Fixed crash with optimizer 5 when not used with DSGE model at order 1. - Fixed mex file used for third order approximation (was crashing on Matlab/Windows 7). - `isfile` routine was failing with MATLAB older than R2016b. This bug did not affect Octave. PR: 223430 Submitted by: fernando.apesteguia@gmail.com (maintainer) Approved by: tcberner (mentor) MFH: 2017Q4 Differential Revision: https://reviews.freebsd.org/D13058
2017-12-19 18:01:43 +00:00
.include <bsd.port.mk>