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freebsd-ports/math/dynare/Makefile
Fernando Apesteguía 4b694a4117 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

57 lines
1.6 KiB
Makefile

# $FreeBSD$
PORTNAME= dynare
DISTVERSION= 4.5.7
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= ${LOCALBASE}/include/boost/unordered_set.hpp:devel/boost-libs \
ctangle:devel/cweb
LIB_DEPENDS= libumfpack.so:math/suitesparse \
libmatio.so:math/matio \
libhdf5.so:science/hdf5 \
libopenblas.so:math/openblas \
libfftw3_threads.so:math/fftw3 \
libfftw3f_threads.so:math/fftw3-float
USES= fortran gmake localbase pkgconfig shebangfix tar:xz
GNU_CONFIGURE= yes
SHEBANG_FILES= matlab/modules/reporting/success.sh
INFO= dynare
OPTIONS_DEFINE= OCTAVE MATLAB
OCTAVE_DESC= Enable compilation of MEX files for Octave
MATLAB_DESC= Enable compilation of MEX files for MATLAB
OPTIONS_DEFAULT= OCTAVE
OPTIONS_SUB= yes
MATLAB_CONFIGURE_ENABLE= matlab
OCTAVE_CONFIGURE_ENABLE= octave
OCTAVE_LIB_DEPENDS= liboctave.so:math/octave
OCTAVE_USES= compiler:c++14-lang
OCTAVE_VARS= CXXFLAGS=--std=c++14 # https://github.com/DynareTeam/dynare/issues/1599
post-configure:
@${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} ""
.include <bsd.port.mk>