saiahlee/dynare

A platform for handling a wide class of economic models

Dynare

Described on the homepage: http://www.dynare.org/

Most users should use the precompiled package available for your OS, also available via the Dynare homepage: http://www.dynare.org/download/dynare-stable.

Contributions

To contribute to Dynare and participate in the Dynare community, please see: CONTRIBUTING.md

License

Most of the source files are covered by the GNU General Public Licence version 3 or later (there are some exceptions to this, see license.txt in Dynare distribution for specifics).

Building Dynare From Source

Here, we explain how to build from source:

• Dynare, including preprocessor and MEX files for MATLAB and Octave
• Dynare++
• all the associated documentation (PDF and HTML)

This source can be retrieved in three forms:

• via git, at https://github.com/DynareTeam/dynare.git
• using the stable source archive of the latest Dynare version (currently 4.4) from http://www.dynare.org/download/dynare-stable/
• using a source snapshot of the unstable version, from http://www.dynare.org/download/dynare-unstable/source-snapshot

Note that if you obtain the source code via git, you will need to install more tools (see below).

The first section of this page gives general instructions, which apply to all platforms. Then some specific platforms are discussed.

NB: Here, when we refer to 32-bit or 64-bit, we refer to the type of MATLAB installation, not the type of Windows installation. It is perfectly possible to run a 32-bit MATLAB on a 64-bit Windows: in that case, instructions for Windows 32-bit should be followed. To determine the type of your MATLAB installation, type:

>> computer

at the MATLAB prompt: if it returns PCWIN, then you have a 32-bit MATLAB; if it returns PCWIN64, then you have a 64-bit MATLAB.

Contents

1. General Instructions
2. Debian or Ubuntu
3. Fedora
4. Windows
5. Windows Subsystem for Linux
6. macOS

General Instructions

Prerequisites

A number of tools and libraries are needed in order to recompile everything. You don't necessarily need to install everything, depending on what you want to compile.

• A POSIX compliant shell and an implementation of Make (mandatory)
• The GNU Compiler Collection, with gcc, g++ and gfortran (mandatory)
• MATLAB (if you want to compile MEX for MATLAB)
• GNU Octave, with the development headers (if you want to compile MEX for Octave)
• Boost libraries, version 1.36 or later
• Bison, version 2.5 or later (only if you get the source through Git)
• Flex, version 2.5.4 or later (only if you get the source through Git)
• Autoconf, version 2.62 or later (only if you get the source through Git) (see Installing an updated version of Autoconf in your own directory, in GNU/Linux)
• Automake, version 1.11.2 or later (only if you get the source through Git) (see Installing an updated version of AutoMake in your own directory, in GNU/Linux)
• CWEB, with its tools ctangle and cweave (only if you want to build Dynare++ and get the source through Git)
• An implementation of BLAS and LAPACK: either ATLAS, OpenBLAS, Netlib (BLAS, LAPACK) or MKL (only if you want to build Dynare++)
• An implementation of POSIX Threads (optional, for taking advantage of multi-core)
• MAT File I/O library (if you want to compile Markov-Switching code, the estimation DLL, k-order DLL and Dynare++)
• SLICOT (if you want to compile the Kalman steady state DLL)
• GSL library (if you want to compile Markov-Switching code)
• A decent LaTeX distribution (if you want to compile PDF documentation). The following extra components may be needed:
  • Eplain TeX macros (only if you want to build Dynare++ source documentation)
  • Beamer (for some PDF presentations)
• For building the reference manual:
  • GNU Texinfo
  • Latex2HTML, if you want nice mathematical formulas in HTML output
  • Doxygen (if you want to build Dynare preprocessor source documentation)
• For Octave, the development libraries corresponding to the UMFPACK packaged with Octave

Preparing the sources

If you have downloaded the sources from an official source archive or the source snapshot, just unpack it.

If you want to use Git, do the following from a terminal:

git clone --recursive https://github.com/DynareTeam/dynare.git
cd dynare
autoreconf -si

The last line runs Autoconf and Automake in order to prepare the build environment (this is not necessary if you got the sources from an official source archive or the source snapshot).

Configuring the build tree

Simply launch the configure script from a terminal:

./configure

If you have MATLAB, you need to indicate both the MATLAB location and version. For example, on GNU/Linux:

./configure --with-matlab=/usr/local/MATLAB/R2013a MATLAB_VERSION=8.1

Note that the MATLAB version can also be specified via the MATLAB family product release (R2009a, R2008b, ...).

NB: For MATLAB versions strictly older than 7.1, you need to explicitly give the MEX extension, via MEXEXT variable of the configure script (for example, MEXEXT=dll for Windows with MATLAB < 7.1).

Alternatively, you can disable the compilation of MEX files for MATLAB with the --disable-matlab flag, and MEX files for Octave with --disable-octave.

You may need to specify additional options to the configure script, see the platform specific instructions below.

Note that if you don't want to compile the C/C++ programs with debugging information, you can specify the CFLAGS and CXXFLAGS variables to the configure script, such as:

./configure CFLAGS="-O3" CXXFLAGS="-O3"

To remove debugging information for Matlab mex functions, the analagous call would be:

./configure MATLAB_MEX_CFLAGS="-O3" MATLAB_MEX_CXXFLAGS="-O3"

If you want to give a try to the parallelized versions of some mex files (A_times_B_kronecker_C and sparse_hessian_times_B_kronecker_C used to get the reduced form of the second order approximation of the model) you can add the --enable-openmp flag, for instance:

./configure --with-matlab=/usr/local/matlab78 MATLAB_VERSION=7.8 --enable-openmp

If the configuration goes well, the script will tell you which components are correctly configured and will be built.

Building

Binaries and Info documentation are built with:

make

PDF and HTML documentation are respectively built with:

make pdf
make html

The testsuites can be run with:

make check

Note that running the testsuite with Octave requires the additional packages pstoedit, epstool, xfig, and gnuplot.

Check

The Git source comes with unit tests (in the matlab functions) and integration tests (under the tests subfolder). All the tests can be run with:

make check

In the tests subfolder. If Dynare has been compiled against Matlab and Octave, the tests will be run with Matlab and Octave. Depending on your PC, this can take several hours. It is possible to run the tests only with Matlab:

make check-matlab

or only with Octave:

make check-octave

A summary of the results is available in tests/run_test_matlab_output.txt or tests/run_test_octave_output.txt. Often, it does not make sense to run the complete testsuite. For instance, if you modify codes only related to the perfect foresight model solver, you can decide to run only a subset of the integration tests, with:

make deterministic_simulations

This will run all the integration tests in tests/deterministic_simulations with Matlab and Octave. Again, it is possible to do this only with Matlab:

make m/deterministic_simulations

or with Octave:

make o/deterministic_simulations

Finally if you want to run a single integration test, e.g. deterministic_simulations/lbj/rbc.mod with Matlab:

make deterministic_simulations/lbj/rbc.m.trs

or with Octave:

make deterministic_simulations/lbj/rbc.o.trs

The result of the test (PASSED or FAILED) will be printed in the terminal, the produced log can be displayed with:

make deterministic_simulations/lbj/rbc.m.drs

or

make deterministic_simulations/lbj/rbc.o.drs

Note that only tests will be executed where the m.trs/o.trs does not yet exist. You can run

make clean

in the tests folder to delete files that were created by the run of the testsuite. You can also manually delete the desired m.trs/o.trs file(s).

Debian or Ubuntu

All the prerequisites are packaged.

The easiest way to install the pre-requisites in Debian is to use Debian's dynare package and do (requires that you have added the deb-src repositories to your sources.list):

apt-get build-dep dynare

followed by (only for building the master branch):

apt-get install texlive-fonts-extra

which is missing in Debian's list of pre-requisites.

Alternatively, if you want to build everything, manually install the following packages:

• build-essential (for gcc, g++ and make)
• gfortran
• liboctave-dev (or octave3.2-headers on older systems)
• libboost-graph-dev
• libgsl-dev (or libgsl0-dev on older systems)
• libmatio-dev
• libslicot-dev and libslicot-pic
• libsuitesparse-dev
• flex
• bison
• autoconf
• automake
• texlive
• texlive-publishers (for Econometrica bibliographic style)
• texlive-extra-utils (for CWEB)
• texlive-formats-extra (for Eplain)
• texlive-latex-extra (for fullpage.sty)
• texlive-fonts-extra (for ccicons)
• texlive-latex-recommended (or latex-beamer on older systems)
• texlive-science (or texlive-math-extra on older systems) (for amstex)
• texinfo
• lmodern (for macroprocessor PDF)
• latex2html
• doxygen

Fedora

NB: Documentation still in progress…

• octave-devel
• boost-devel
• gsl-devel
• matio-devel
• flex
• bison
• autoconf
• automake
• texlive
• texinfo
• latex2html
• doxygen

Windows

We no longer support compilation on Windows. To use the unstable version of Dynare on a Windows system, please download it from the Dynare website.

Windows Subsystem for Linux

Dynare can also be compiled from source for the Windows Subsystem for Linux (WSL). The WSL offers Windows 10 Anniversary Update users easy access to a Linux environment. To install the WSL, see https://msdn.microsoft.com/en-us/commandline/wsl/install_guide To install most of the build dependencies, make sure that the local rootfs/etc/apt/sources.list contains

deb-src http://archive.ubuntu.com/ubuntu trusty main restricted universe multiverse
deb-src http://archive.ubuntu.com/ubuntu trusty-updates main restricted universe multiverse
deb-src http://security.ubuntu.com/ubuntu trusty-security main restricted universe multiverse

in addition to the regular deb entries. NB: you cannot edit this file from Windows as this will make the file unreadable for the WSL (rendering WSL unable to detect any package). Therefore, use any Linux editor of your choice.

After that, run

apt update
apt-get build-dep dynare

If you are building the unstable version, you might also need to install other packages required, e.g apt-get install texlive-fonts-extra NB: it might be necessary to preface your calls by sudo in case you do not have root access with the current user

After this, prepare the source and configure the build tree as described for Linux above.

macOS

To simply use a snapshot of Dynare, you have two choices. On Matlab, you can use the snapshot build provided by Dynare. On Octave, you can simply install Homebrew and run brew install dynare --HEAD (See the Install Dynare (unstable) section of this webpage for more details).

If you do not wish to use the snapshots provided by Dynare or Homebrew, follow the directions below to build Dynare on your local machine.

Preparatory work:

• Install the Xcode Command Line Tools:
  • Open Terminal.app and type xcode-select --install
• Install Homebrew by following the instructions on their website

The following commands will install the programs that Dynare needs to compile. They should be entered at the command prompt in Terminal.app.

• brew install automake bison flex boost fftw gcc gsl hdf5 libmatio metis veclibfort
• (Optional) To compile Dynare mex files for use on Octave:
  • brew install octave
  • brew install suite-sparse
• (Optional) To compile Dynare++
  • brew install cweb
• (Optional) To compile Dynare documentation
  • Install the latest version of MacTeX, deselecting the option to install Ghostscript
  • brew install doxygen latex2html

The following commands will download the Dynare source code and compile it. They should be entered at the command prompt in Terminal.app from the folder where you want Dynare installed.

• git clone https://github.com/DynareTeam/dynare.git
• cd dynare
• PATH="/usr/local/opt/bison/bin:/usr/local/opt/flex/bin:$PATH"
• autoreconf -si
• ./configure --disable-octave --with-matlab=/Applications/MATLAB_R2017b.app MATLAB_VERSION=R2017b, adjusting the Matlab path and version to accord with your local installation. If you don't have Matlab, simply type ./configure --disable-octave
• make -j
• (Optional) To then build mex files for Octave, run
  • cd mex/build/octave
  • ./configure CXXFLAGS="-std=c++0x"
  • make -j