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.

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 4.3) from http://www.dynare.org/download/dynare-4.3/source
• 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. Mac OS X

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 2.3 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++ in unstable)
• 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:
  • The Econometrica bibliography style: you need harvard and economic packages from CTAN (only if you want to build Dynare user guide, no more needed with Dynare unstable)
  • Eplain TeX macros (only if you want to build Dynare++ source documentation)
  • Beamer (for some PDF presentations)
• For building the reference manual:
  • GNU Texinfo
  • Texi2HTML and 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 (only in unstable)

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 http://github.com/DynareTeam/dynare.git
cd dynare
git submodule update --init
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 with debugging information, you can specify the CFLAGS and CXXFLAGS variables to configure, such as:

./configure CFLAGS="-O3" 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.

Bulding

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

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:

apt-get build-dep dynare

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

• build-essential (for gcc, g++ and make)
• octave3.2-headers or liboctave-dev (will install ATLAS)
• libboost-graph-dev
• libgsl0-dev
• libmatio-dev
• libslicot-dev and libslicot-pic
• libsuitesparse-dev (only for Unstable)
• 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)
• latex-beamer
• texinfo
• texi2html, latex2html
• doxygen

Fedora

NB: Documentation still in progress…

• octave-devel
• boost-devel
• gsl-devel
• matio-devel
• flex
• bison
• autoconf
• automake
• texlive
• texinfo
• texi2html, latex2html
• doxygen

Windows

The following instructions are compatible with MATLAB or with Octave/MinGW (as downloadable here).

Setting up the Compilation Environment

• First, you need to setup a Cygwin environment, following the instructions at http://www.cygwin.com. You need the following packages:
  • make
  • bison
  • flex
  • autoconf and autoconf2.5
  • automake and automake1.11
  • texlive, texlive-collection-latexextra, texlive-collection-formatsextra, texlive-collection-publishers
  • texinfo
  • doxygen
  • mingw64-i686-gcc, mingw64-i686-gcc-g++, mingw64-i686-gcc-fortran (if you have Octave/MinGW or if you have MATLAB 32-bit)
  • mingw64-x86_64-gcc, mingw64-x86_64-gcc-g++, mingw64-x86_64-gcc-fortran (if you have MATLAB 64-bit)
• Second, install precompiled librairies for BLAS, LAPACK, Boost and GSL:
  • If you have Octave or MATLAB 32-bit, download dynare-mingw32-libs.zip, and uncompress it in c:\cygwin\usr\local\lib\mingw32
  • If you have MATLAB 64-bit, download dynare-mingw64-libs.zip, and uncompress it in c:\cygwin\usr\local\lib\mingw64

Compiling the preprocessor, Dynare++, the MEX for MATLAB and the documentation

Download and uncompress the Dynare source tree, let’s say in c:\cygwin\home\user\dynare.

Launch a Cygwin shell, and enter the Dynare source tree:

cd dynare

If you retrieved the source from Git, don't forget to do:

autoreconf -i -s

Then, configure the package.

• If your MATLAB is 32-bit, let's say version R2008b installed in c:\Program Files\MATLAB\R2008b

./configure --host=i686-w64-mingw32 --with-boost=/usr/local/lib/mingw32/boost --with-blas=/usr/local/lib/mingw32/blas/libopenblas.a --with-lapack=/usr/local/lib/mingw32/lapack/liblapack.a --with-gsl=/usr/local/lib/mingw32/gsl --with-matio=/usr/local/lib/mingw32/matio --with-slicot=/usr/local/lib/mingw32/slicot --with-matlab=/cygdrive/c/Progra~1/MATLAB/R2008b MATLAB_VERSION=R2008b --disable-octave

• If your MATLAB is 64-bit:

./configure --host=x86_64-w64-mingw32 --with-boost=/usr/local/lib/mingw64/boost --with-blas=/usr/local/lib/mingw64/blas/libopenblas.a --with-lapack=/usr/local/lib/mingw64/lapack/liblapack.a --with-gsl=/usr/local/lib/mingw64/gsl --with-matio=/usr/local/lib/mingw64/matio --with-slicot=/usr/local/lib/mingw64/slicot --with-matlab=/cygdrive/c/Progra~1/MATLAB/R2008b MATLAB_VERSION=R2008b --disable-octave

A few remarks:

• Note that here we use Progra~1 (the 8.3 filename) instead of Program Files. This is because spaces in filenames confuse the configuration scripts.
• If you don’t have MATLAB, then drop the --with-matlab and MATLAB_VERSION options
• If your MATLAB is 32-bit and your Windows is 64-bit, you need to explicitly give the MEX extension, with MEXEXT=mexw32

Then compile everything with:

make all pdf html

This should build:

• Dynare preprocessor
• Dynare MEX files for MATLAB (provided you gave the MATLAB path to configure)
• Dynare++
• Part of the documentation

Compiling the MEX for Octave (MinGW package)

Launch a Cygwin shell, and enter the Dynare source tree for Octave MEX:

cd dynare/mex/build/octave

Configure and make:

./configure MKOCTFILE=/usr/local/lib/mingw32/mkoctfile-win --with-boost=/usr/local/lib/mingw32/boost --with-gsl=/usr/local/lib/mingw32/gsl --with-matio=/usr/local/lib/mingw32/matio --with-slicot=/usr/local/lib/mingw32/slicot-underscore
make

Mac OS X

• Install the Xcode Common Tools:

  • Install Xcode from the App Store
  • Open Xcode
  • Go to Xcode->Preferences...
  • In the window that opens, click on the Downloads tab
  • In the tab that appears, click on the Components button
  • Next to Command Line Tools, click on Install

• Download MacOSX10.6.sdk.zip and unzip it in /Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs. Change the owner to be root and the group to be wheel

• Install Homebrew

• Install the following brews:

    brew install automake
    brew install gsl
    brew install boost
    brew install gfortran
    brew install matlab2tikz --HEAD
    brew install libmatio --with-hdf5
    brew install slicot --with-default-integer-8

• (Optional) To compile Dynare mex files for use on Octave, first install Octave following the Simple Installation Instructions. Then, you will probably also want to install graphicsmagick via Homebrew with brew install graphicsmagick.
• (Optional) To compile Dynare's documentation, first install the latest version of MacTeX. Then install doxygen and latex2html via Homebrew with the following commands:
• (On OS X 10.7 Only) Copy FlexLexer.h into the preprocessor directory (there was an error in the FlexLexer.h file distributed with 10.7)
• Finally, switch to the root dynare directory. Ensure your path contains /usr/bin:/bin:/usr/sbin:/sbin:/usr/local/bin:/opt/X11/bin:/usr/texbin:/usr/local/sbin. Run:
  • autoconf -si
  • ./configure --with-matlab=/Applications/MATLAB_R2013a.app MATLAB_VERSION=8.1 for builds with Matlab or ./configure for builds just using Octave
  • make