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Iris Toolbox for Macroeconomic Modeling

Programmatical evolution

jaromir.benes@iris-toolbox.com

Branching model

bleeding

  • Default branch
  • Works with R2019b and later (uses arguments validation syntax)
  • Bleeding edge development
  • Tested but not guaranteed

stable

  • Explicitly select when cloning or downloading
  • Works with R2018a and later
  • Bleeding edge development
  • Tested but not guaranteed

Everything is an object or namespace

  • Avoid name conflicts (with other toolboxes in particular)
  • Enable cleaner and maintainable (production) code
  • Class names capitalized
  • Class methods verbalized
  • Namespaces (packages) lowercase

Time series evolution


tseries → Series

  • Introduced in 2014–2015
  • Main reason for Series: Matlab HG2 graphics and datetime
  • Parallel existence until 2022
  • tseries no longer exists as a useable class, only an abstract class to enable the loading of tseries from mat files as Series

Model and Plan evolution

model → Model

  • Introduced 2018, parallel existence ever since
  • Main reason for Model: reimplements the nonlinear solution methods
  • model strongly discouraged and scheduled for removal


plan → Plan

  • Consistently with Model, a new simulation Plan object reimplements the simulation of combined anticipated-unanticipated events (shocks, exogenized variables)

Reporting to explanatory equations evolution

rpteq → Explanatory

  • Introduced 2018–2020

  • Multipurpose single-equation model, or a collection of sequential (non-simultaneous) equations

  • Linear regression with ARMA errors

  • Nonlinear regression

  • Non-simultaneous simulation

  • Can be included as !preprocessor and/or !postprocessor in Model objects but not part of the model itself

Databank namespace (package)

dbxxx → +databank

  • Create namespace
  • Reimplement batch processing
  • New import-export functions

Reporting revolution

+report → +rephrase

  • LaTeX hopelessly outdated in separating content vs visual

  • HTML-CSS-JS implements the idea the right way, and provides infinite flexibility

  • Ready for use outside Matlab

![[rephrase.png]]

Static constructors

  • Best practice to construct objects in different contexts

  • Examples

Model.fromFile(...)
Model.fromString(...)
Model.fromExplanatory(...)

Plan.forModel(...)
Plan.forExplanatory(...)
Plan.forVAR(...)

Series.fromData(...)
Series.empty(...)