README.md 13.8 KB
Newer Older
Stéphane Adjemian's avatar
Stéphane Adjemian committed
1
<a name="logo"/>
Houtan Bastani's avatar
Houtan Bastani committed
2 3 4 5 6 7
<div align="center">
<a href="http://www.dynare.org/" target="_blank">
<img src="http://www.dynare.org/img/dynare.png" alt="Dynare Logo"></img>
</a>
</div>

8 9 10 11 12 13 14
# 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>.

Houtan Bastani's avatar
Houtan Bastani committed
15 16
# Contributions

17
To contribute to Dynare and participate in the Dynare community, please see: [CONTRIBUTING.md](https://git.dynare.org/Dynare/dynare/blob/master/CONTRIBUTING.md)
Houtan Bastani's avatar
Houtan Bastani committed
18

19 20 21 22 23 24 25 26 27 28 29 30 31 32
# 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](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:
33
- via git, at <https://git.dynare.org/Dynare/dynare.git>
Sébastien Villemot's avatar
Sébastien Villemot committed
34
- using the stable source archive of the latest Dynare version (currently 4.4) from <http://www.dynare.org/download/dynare-stable/>
35 36 37 38 39 40
- 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.

Sébastien Villemot's avatar
Sébastien Villemot committed
41
**Note:** 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:
42 43 44
```matlab
>> computer
```
Sébastien Villemot's avatar
Sébastien Villemot committed
45 46 47
at the MATLAB prompt: if it returns `PCWIN64`, `GLNX64` or `MACI64`, then you
have a 64-bit MATLAB; if it returns `PCWIN`, `MACI` or `GLNX`, then you have a
32-bit MATLAB.
48 49 50 51 52 53

**Contents**

1. [**General Instructions**](#general-instructions)
1. [**Debian or Ubuntu**](#debian-or-ubuntu)
1. [**Windows**](#windows)
54
1. [**macOS**](#macos)
55 56 57 58 59 60 61 62

## 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)
63 64
- The [GNU Compiler Collection](http://gcc.gnu.org/), version 6 or later, with
  gcc, g++ and gfortran (mandatory)
Sébastien Villemot's avatar
Sébastien Villemot committed
65 66 67
- MATLAB (if you want to compile the MEX for MATLAB)
- [GNU Octave](http://www.octave.org), with the development headers (if you
  want to compile the MEX for Octave)
68
- [Boost libraries](http://www.boost.org), version 1.36 or later (with the filesystem library compiled)
69
- [Bison](http://www.gnu.org/software/bison/), version 3.0 or later (only if you get the source through Git)
70 71 72 73
- [Flex](http://flex.sourceforge.net/), version 2.5.4 or later (only if you get the source through Git)
- [Autoconf](http://www.gnu.org/software/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](http://www.dynare.org/DynareWiki/AutoMake))
- [Automake](http://www.gnu.org/software/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](http://www.dynare.org/DynareWiki/AutoMake))
- An implementation of BLAS and LAPACK: either [ATLAS](http://math-atlas.sourceforge.net/), [OpenBLAS](http://xianyi.github.com/OpenBLAS/), Netlib ([BLAS](http://www.netlib.org/blas/), [LAPACK](http://www.netlib.org/lapack/)) or [MKL](http://software.intel.com/en-us/intel-mkl/) (only if you want to build Dynare++)
74
- [MAT File I/O library](http://sourceforge.net/projects/matio/), version 1.5 or later (if you want to compile Markov-Switching code, the estimation DLL, k-order DLL and Dynare++)
75 76
- [SLICOT](http://www.slicot.org) (if you want to compile the Kalman steady state DLL)
- [GSL library](http://www.gnu.org/software/gsl/) (if you want to compile Markov-Switching code)
77 78
- A decent LaTeX distribution (if you want to compile PDF documentation),
  ideally with Beamer
79
- For building the reference manual:
80 81 82
  - [Sphinx](http://www.sphinx-doc.org/)
  - [MathJax](https://www.mathjax.org/)
- [Doxygen](http://www.stack.nl/%7Edimitri/doxygen/) (if you want to build Dynare preprocessor source documentation)
Sébastien Villemot's avatar
Sébastien Villemot committed
83
- For Octave, the development libraries corresponding to the UMFPACK packaged with Octave
84 85 86 87 88 89 90

### 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:

91
    git clone --recursive https://git.dynare.org/Dynare/dynare.git
92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112
    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, ...).

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.

113
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:
114 115 116
```
./configure CFLAGS="-O3" CXXFLAGS="-O3"
```
Sébastien Villemot's avatar
Sébastien Villemot committed
117
To remove debugging information for MATLAB MEX functions, the analagous call would be:
118 119 120 121
```
./configure MATLAB_MEX_CFLAGS="-O3" MATLAB_MEX_CXXFLAGS="-O3"
```

122 123
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:
```
Sébastien Villemot's avatar
Sébastien Villemot committed
124
./configure --with-matlab=/usr/local/MATLAB/R2013a MATLAB_VERSION=8.1 --enable-openmp
125 126 127
```
If the configuration goes well, the script will tell you which components are correctly configured and will be built.

128
### Building
129 130 131 132 133 134 135 136 137 138 139 140 141 142

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
```
143 144 145 146

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

147 148
### Check

Sébastien Villemot's avatar
Sébastien Villemot committed
149
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:
150 151 152
```
make check
```
Sébastien Villemot's avatar
Sébastien Villemot committed
153 154
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:
155 156 157 158 159
```
make check-matlab
```
or only with Octave:
```
160
make check-octave
161 162 163 164 165 166 167
```
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
```
Sébastien Villemot's avatar
Sébastien Villemot committed
168
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:
169 170 171 172 173 174 175
```
make m/deterministic_simulations
```
or with Octave:
```
make o/deterministic_simulations
```
Sébastien Villemot's avatar
Sébastien Villemot committed
176
Finally if you want to run a single integration test, e.g. `deterministic_simulations/lbj/rbc.mod` with MATLAB:
177 178 179 180 181 182 183 184 185 186 187 188 189 190 191
```
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
```
192 193 194 195 196
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).
197

198 199
## Debian or Ubuntu

200
All the prerequisites are packaged:
201 202

- `build-essential` (for gcc, g++ and make)
203
- `gfortran`
204
- `liboctave-dev`
205
- `libboost-graph-dev` and `libboost-filesystem-dev`
206
- `libgsl-dev`
207 208
- `libmatio-dev`
- `libslicot-dev` and `libslicot-pic`
Sébastien Villemot's avatar
Sébastien Villemot committed
209
- `libsuitesparse-dev`
210 211 212 213 214 215 216
- `flex`
- `bison`
- `autoconf`
- `automake`
- `texlive`
- `texlive-publishers` (for Econometrica bibliographic style)
- `texlive-latex-extra` (for fullpage.sty)
217
- `texlive-fonts-extra` (for ccicons)
218 219
- `texlive-latex-recommended`
- `texlive-science` (for amstex)
220
- `lmodern` (for macroprocessor PDF)
221 222
- `python3-sphinx`
- `libjs-mathjax`
223 224
- `doxygen`

225
You can install them all at once with:
226
```
227
apt install build-essential gfortran liboctave-dev libboost-graph-dev libboost-filesystem-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex bison autoconf automake texlive texlive-publishers texlive-extra-utils texlive-formats-extra texlive-latex-extra texlive-fonts-extra texlive-latex-recommended texlive-science lmodern doxygen
228 229
```

230 231
## Windows

232 233
- Install [MSYS2](http://www.msys2.org) (pick the 64-bit version)
- Run a MSYS MinGW 64-bit shell
234 235 236 237 238 239 240
- Update the system:
```
pacman -Syu
```
  You may be asked to close the window at the end of the
  first upgrade batch, in which case you should rerun the upgrade in a new
  window to complete the upgrade.
241 242 243 244
- Install all needed dependencies:
```
pacman -S git autoconf automake-wrapper bison flex make tar texinfo mingw-w64-x86_64-gcc mingw-w64-x86_64-gcc-fortran mingw-w64-x86_64-boost mingw-w64-x86_64-gsl mingw-w64-x86_64-matio mingw-w64-x86_64-openblas
```
Sébastien Villemot's avatar
Sébastien Villemot committed
245
- **(Optional)** compile and install SLICOT, needed for the `kalman_steady_state`
246 247 248 249 250
  MEX file
```
wget https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
tar xf slicot_5.0+20101122.orig.tar.gz
cd slicot-5.0+20101122
251
make FORTRAN=gfortran OPTS="-O2 -fno-underscoring -fdefault-integer-8" LOADER=gfortran slicot.a
252 253 254 255 256 257 258 259 260 261 262 263 264 265
mkdir -p /usr/local/lib
cp slicot.a /usr/local/lib/libslicot64_pic.a
cd ..
```
- Clone and prepare the Dynare sources:
```
git clone --recursive https://git.dynare.org/Dynare/dynare.git
cd dynare
autoreconf -si
```
- Configure Dynare:
```
./configure --with-boost-system=boost_system-mt --with-boost-filesystem=boost_filesystem-mt --with-slicot=/usr/local --with-matlab=<…> MATLAB_VERSION=<…> --disable-octave
```
266 267 268
where the path and version of MATLAB are specified. Note that you should use
the MSYS2 notation and not put spaces in the MATLAB path, so you probably want
to use something like `/c/Progra~1/MATLAB/…`.
269 270 271 272
- Compile:
```
make
```
273 274 275 276
- Run the testsuite:
```
make -C tests check-matlab
```
277

Sébastien Villemot's avatar
Sébastien Villemot committed
278
**Note:** The above assumes that you have a 64-bit version of MATLAB. It can be
279 280 281
adapted to a 32-bit MATLAB with the following modifications:

- run the MSYS MinGW 32-bit shell
Sébastien Villemot's avatar
Sébastien Villemot committed
282
- replace `x86_64` by `i686` in packages names on the `pacman` command-line
283 284 285
- for SLICOT, remove the `-fdefault-integer-8` option, and instead copy the
  library into `/usr/local/lib/libslicot_pic.a`

Sébastien Villemot's avatar
Sébastien Villemot committed
286
**Note:** Compiling the MEX files for Octave and the documentation under MSYS2 is
287
currently not supported.
288

289 290
## macOS

Sébastien Villemot's avatar
Sébastien Villemot committed
291
To simply use a snapshot of Dynare, you have two choices. On MATLAB, you can
292 293 294 295 296
use the [snapshot build](http://www.dynare.org/snapshot/macosx/) provided by
Dynare. On Octave, you can simply install [Homebrew](https://brew.sh/) and run
```brew install dynare --HEAD``` (See the Install Dynare (unstable) section of
[this webpage](http://www.dynare.org/DynareWiki/InstallOnMacOSX) for more
details).
297 298

If you do not wish to use the snapshots provided by Dynare or Homebrew, follow
299 300 301
the directions below to build Dynare on your local machine.

Preparatory work:
302

303
- Install the Xcode Command Line Tools:
304 305 306 307 308 309 310
    - Open Terminal.app and type `xcode-select --install`
- Install [Homebrew](https://brew.sh/) 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`
311
- **(Optional)** To compile Dynare mex files for use on Octave:
312 313 314 315 316
    - `brew install octave`
    - `brew install suite-sparse`
- **(Optional)** To compile Dynare documentation
     - Install the latest version of [MacTeX](http://www.tug.org/mactex/), deselecting the option to install Ghostscript
     - `brew install doxygen latex2html`
317 318 319 320 321

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.

322
- `git clone https://git.dynare.org/Dynare/dynare.git`
323 324 325
- `cd dynare`
- `PATH="/usr/local/opt/bison/bin:/usr/local/opt/flex/bin:$PATH"`
- `autoreconf -si`
Sébastien Villemot's avatar
Sébastien Villemot committed
326
- `./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`
327 328 329 330 331
- `make -j`
- **(Optional)** To then build mex files for Octave, run
     - `cd mex/build/octave`
     - `./configure CXXFLAGS="-std=c++0x"`
     - `make -j`