Don't hesitate to post the error messages, maybe I can help.
1) Matlab: When I run the configure script (with --with-matlab=/Applications/MATLAB_R2007b MATLAB_VERSION=7.5) I get
checking for MATLAB machine architecture... maci
checking for MATLAB version... 7.5
checking for options to compile MEX for MATLAB... unknown
Binaries (with "make"):
...
MEX files for MATLAB: no (missing MATLAB, or unknown version, or unknown architecture)
which prevents building MEX files for Matlab. I'm not quite sure what the file structure is with the Linux installation of Matlab, but that might provide some clues. I don't have the install disc I used for Matlab a long time ago, so I'm lacking some options.
2) Octave: Here, I think I installed the wrong version a long time ago and will try the one with development headers tomorrow. However, the problem I get when I run make is of the form:
...
ld: warning: in /Applications/Octave.app/Contents/Resources/lib/gcc-lib/i386-apple-darwin8.11.1/4.0.3/libf95.a, file is not of required architecture
ld: warning: in /Applications/Octave.app/Contents/Resources/lib/gcc-lib/i386-apple-darwin8.11.1/4.0.3/libgcc.a, file is not of required architecture
Undefined symbols:
"_mxGetM", referenced from:
_mexFunction in mjdgges.o
_mexFunction in mjdgges.o
"_mxGetN", referenced from:
...
here, the libraries are from OS X 10.4, so I need to compile Octave from source unless I can find a recently ported version
3) When running "make pdf" the errors are of the form:
...
/Users/houtan/Documents/dynare/project0/dynare/doc/manual.xml:2740: parser error : Entity 'gamma' not defined
<listitem><para>γ: parameters to be optimized. They must be elements of ma
^
XSLT stylesheets DocBook - LaTeX 2e (0.2.10)
===================================================
Processing Bibliography
Output Mode: all
Build manual.pdf
This is pdfTeXk, Version 3.1415926-1.40.9 (Web2C 7.5.7)
%&-line parsing enabled.
entering extended mode
pdflatex failed
manual_tmp.tex:154: Undefined control sequence \dynare.
manual_tmp.tex:154: leading text: ... directory is \nolinkurl{c:\dynare\4.x.y}
manual_tmp.tex:154: Undefined control sequence \4.
manual_tmp.tex:154: leading text: ... directory is \nolinkurl{c:\dynare\4.x.y}
manual_tmp.tex:160: Undefined control sequence \dynare.
manual_tmp.tex:160: leading text: ...ing (for example in \nolinkurl{c:\dynare}
manual_tmp.tex: File ended while scanning use of \hyper@n@rmalise.
manual_tmp.tex: Emergency stop.
Error: pdflatex compilation failed
make[2]: *** [manual.pdf] Error 1
make[1]: *** [pdf-recursive] Error 1
make: *** [pdf-recursive] Error 1