README.md 19 KB
Newer Older
Stéphane Adjemian's avatar
Stéphane Adjemian committed
1
<a name="logo"/>
Houtan Bastani's avatar
Houtan Bastani committed
2
<div align="center">
3 4
<a href="https://www.dynare.org/" target="_blank">
<img src="https://www.dynare.org/assets/images/logo/dlogo.svg" alt="Dynare Logo"></img>
Houtan Bastani's avatar
Houtan Bastani committed
5 6 7
</a>
</div>

8 9
# Dynare

10
Described on the homepage: <https://www.dynare.org/>
11

12
Most users should use the precompiled package available for their OS, also
13
available via the Dynare homepage: <https://www.dynare.org/download/>.
14

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>
34 35
- using the stable source archive of the latest Dynare version from <https://www.dynare.org/download/>
- using a source snapshot of the unstable version, also from <https://www.dynare.org/download/>
36 37 38 39 40

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.

41 42 43 44 45
**Note:** Here, when we refer to 32-bit or 64-bit, we refer to the type of
MATLAB or Octave installation, not the type of operating system installation.
For example, 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/Octave installation, type:
46 47 48
```matlab
>> computer
```
49 50 51 52 53
at the MATLAB/Octave prompt. Under MATLAB, if it returns `PCWIN64`, `GLNX64` or
`MACI64`, then it is a 64-bit MATLAB; if it returns `PCWIN`, `MACI` or `GLNX`,
then it is a 32-bit MATLAB. Under Octave, if it returns a string that begins
with `x86_64`, it is a 64-bit Octave; if the strings begins with `i686`, it is
a 32-bit Octave.
54 55 56 57 58

**Contents**

1. [**General Instructions**](#general-instructions)
1. [**Debian or Ubuntu**](#debian-or-ubuntu)
59
1. [**Fedora or RHEL**](#fedora)
60
1. [**Windows**](#windows)
61
1. [**macOS**](#macos)
62 63 64 65 66 67 68 69

## 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)
Sébastien Villemot's avatar
Sébastien Villemot committed
70
- The [GNU Compiler Collection](http://gcc.gnu.org/), version 8 or later, with
71
  gcc, g++ and gfortran (mandatory)
72 73 74 75 76 77
- [MATLAB](https://mathworks.com) (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)
  - the development libraries corresponding to the [UMFPACK](https://people.engr.tamu.edu/davis/suitesparse.html) packaged with Octave
  - Optionally, the [Control](https://wiki.octave.org/Control_package), [IO](https://wiki.octave.org/IO_package), [Optimization](https://wiki.octave.org/Optimization_package) and [Statistics](https://wiki.octave.org/Statistics_package) package either installed via your package manager or through [Octave Forge](https://wiki.octave.org/Category:Octave_Forge).

Sébastien Villemot's avatar
Sébastien Villemot committed
78
- [Boost libraries](http://www.boost.org), version 1.36 or later
79
- [Bison](http://www.gnu.org/software/bison/), version 3.2 or later (only if you get the source through Git)
80
- [Flex](http://flex.sourceforge.net/), version 2.5.4 or later (only if you get the source through Git)
81 82
- [Autoconf](http://www.gnu.org/software/autoconf/), version 2.62 or later (only if you get the source through Git)
- [Automake](http://www.gnu.org/software/automake/), version 1.11.2 or later (only if you get the source through Git)
83
- 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++)
84
- [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++)
85 86
- [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)
87 88
- A decent LaTeX distribution (if you want to compile PDF documentation),
  ideally with Beamer
89
- For building the reference manual:
90 91 92
  - [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)
93
- [X-13ARIMA-SEATS Seasonal Adjustment Program](https://www.census.gov/srd/www/x13as/)
94 95 96 97 98 99

### 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:
100 101 102 103 104 105
```sh
git clone --recurse-submodules https://git.dynare.org/Dynare/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). If you want a certain version (e.g. 4.6) , then add `--single-branch --branch 4.6` to the git clone command.
106 107 108 109

### Configuring the build tree

Simply launch the configure script from a terminal:
110
```sh
111 112
./configure
```
113 114
If you have MATLAB, you need to indicate the MATLAB location using the `with-matlab` flag. For example, on GNU/Linux:
```sh
115
./configure --with-matlab=/usr/local/MATLAB/R2019a
116
```
117
Some important options:
118

119 120 121 122 123
- `--disable-matlab`: skip the compilation of MEX files for MATLAB
- `--disable-octave`: skip the compilation of MEX files for Octave
- `--disable-doc`: skip the compilation of the documentation (PDF and HTML)
- `CFLAGS="-O3" CXXFLAGS="-O3"`: don't compile the C/C++ programs with debugging information
- `MATLAB_MEX_CFLAGS="-O3" MATLAB_MEX_CXXFLAGS="-O3"`: remove debugging information for MATLAB MEX functions
124

125
You may need to specify additional options to the configure script, see the output of the `--help` option, and also the platform specific instructions below. If the configuration goes well, the script will tell you which components are correctly configured and will be built. 
126

127 128 129 130 131 132 133 134 135 136 137 138
Note that it is possible that some MEX files cannot be compiled, due to missing
build dependencies. If you find no way of installing the missing dependencies,
a workaround can be to give up on compiling these MEX files and rather use
slower implementations (in the MATLAB/Octave language) that are available under
the `matlab/missing/mex/` subdirectories. For example, if you fail to compile
the gensylv MEX, you can type the following at the MATLAB/Octave prompt before
running Dynare:
```matlab
addpath <DYNARE_ROOT>/matlab/missing/mex/gensylv
```
(where you need to replace `<DYNARE_ROOT>` with the full path to your Dynare copy).

139
### Building
140

141 142
Binaries are built with:
```sh
143 144 145
make
```
PDF and HTML documentation are respectively built with:
146
```sh
147 148 149
make pdf
make html
```
150

151 152
### Check

Sébastien Villemot's avatar
Sébastien Villemot committed
153
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:
154 155 156
```
make check
```
157
in the `tests` subfolder. If Dynare has been compiled against MATLAB and Octave, the tests will be run with both MATLAB and Octave. Depending on the performance of your machine, this can take several hours. It is possible to run the tests only with MATLAB:
158 159 160 161 162
```
make check-matlab
```
or only with Octave:
```
163
make check-octave
164
```
165 166 167
Note that running the testsuite with Octave requires the additional packages `pstoedit`, `epstool`, `xfig`, and `gnuplot`. 

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:
168 169 170
```
make deterministic_simulations
```
Sébastien Villemot's avatar
Sébastien Villemot committed
171
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:
172 173 174 175 176 177 178
```
make m/deterministic_simulations
```
or with Octave:
```
make o/deterministic_simulations
```
Sébastien Villemot's avatar
Sébastien Villemot committed
179
Finally if you want to run a single integration test, e.g. `deterministic_simulations/lbj/rbc.mod` with MATLAB:
180 181 182 183 184 185 186 187 188 189 190 191 192 193 194
```
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
```
195 196 197 198 199
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).
200

201 202
## Debian or Ubuntu

203
All the prerequisites are packaged:
204 205

- `build-essential` (for gcc, g++ and make)
206
- `gfortran`
207
- `liboctave-dev`
Sébastien Villemot's avatar
Sébastien Villemot committed
208
- `libboost-graph-dev`
209
- `libgsl-dev`
210 211
- `libmatio-dev`
- `libslicot-dev` and `libslicot-pic`
Sébastien Villemot's avatar
Sébastien Villemot committed
212
- `libsuitesparse-dev`
213 214 215 216 217 218 219
- `flex`
- `bison`
- `autoconf`
- `automake`
- `texlive`
- `texlive-publishers` (for Econometrica bibliographic style)
- `texlive-latex-extra` (for fullpage.sty)
220
- `texlive-fonts-extra` (for ccicons)
221 222
- `texlive-latex-recommended`
- `texlive-science` (for amstex)
223
- `texlive-plain-generic`
224
- `lmodern` (for macroprocessor PDF)
225
- `python3-sphinx`
226
- `latexmk`
227
- `libjs-mathjax`
228
- `doxygen`
229
- `x13as`
230

231
You can install them all at once with:
232
```
233
apt install build-essential gfortran liboctave-dev libboost-graph-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex bison autoconf automake texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-latex-recommended texlive-science texlive-plain-generic lmodern python3-sphinx latexmk libjs-mathjax doxygen x13as
234
```
235 236 237 238 239 240
If you use MATLAB, we strongly advise to also `apt install matlab-support` and confirm to rename the GCC libraries shipped with MATLAB to avoid possible conflicts with GCC libraries shipped by your distribution.

Tested on
- Debian 10
- Ubuntu 20.04
- Ubuntu 20.10
241

242
## Fedora or RHEL
243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274

Almost all prerequisites are packaged:

- `gcc`, `gcc-c++`, `make`
- `gcc-gfortran`
- `lapack` and `lapack-devel`
- `openblas` and `openblas-devel`
- `boost-devel`
- `gsl-devel`
- `matio-devel`
- `suitesparse-devel`
- `flex`
- `bison`
- `autoconf`
- `automake`
- `redhat-rpm-config`
-  `octave`, `octave-devel`, `octave-statistics`, `octave-io`, `octave-optim`, `octave-control`
- `texlive-scheme-minimal`, `texlive-collection-publishers`, `texlive-collection-latexextra`, `texlive-collection-fontsextra`, `texlive-collection-latexrecommended`, `texlive-collection-science`, `texlive-collection-plaingeneric`, `texlive-lm`
- `python3-sphinx`
- `latexmk`
- `mathjax`
- `doxygen`

You can install them all at once with:
```sh
# Minimal packages (use --disable-doc and --disable-octave flags)
dnf install -y gcc gcc-c++ make gcc-gfortran lapack lapack-devel openblas openblas-devel boost-devel gsl-devel matio-devel suitesparse-devel flex bison autoconf automake redhat-rpm-config
# Octave packages (use --disable-doc flag)
dnf install octave octave-devel octave-statistics octave-io octave-optim octave-control
# Documentation packages
dnf install texlive-scheme-minimal texlive-collection-publishers texlive-collection-latexextra texlive-collection-fontsextra texlive-collection-latexrecommended texlive-collection-science texlive-collection-plaingeneric texlive-lm python3-sphinx latexmk mathjax doxygen
```
275
For RHEL you need to enable the `CodeReady Linux Builder` repository, e.g. by running `subscription-manager repos --enable codeready-builder-for-rhel-8-x86_64-rpms`.
276

277
`Slicot` and `x13as` need to be compiled from source:
278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312

```sh
# compile slicot from source and put it into /home/$USER/dynare/slicot/lib/
mkdir -p /home/$USER/dynare/slicot
cd /home/$USER/dynare/slicot
wget https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
tar xf slicot_5.0+20101122.orig.tar.gz
cd slicot-5.0+20101122
make FORTRAN=gfortran OPTS="-O2 -fPIC -fdefault-integer-8" LOADER=gfortran lib
mkdir -p /home/$USER/dynare/slicot/lib
cp slicot.a /home/$USER/dynare/slicot/lib/libslicot64_pic.a #for matlab
cp slicot.a /home/$USER/dynare/slicot/lib/libslicot_pic.a #for octave

# compile x13as from source and put it into /usr/bin/
mkdir -p /home/$USER/dynare/x13as
cd /home/$USER/dynare/x13as
wget https://www.census.gov/ts/x13as/unix/x13assrc_V1.1_B39.tar.gz
tar xf x13assrc_V1.1_B39.tar.gz
sed -i "s|-static| |" makefile.gf # this removes '-static' in the makefile.gf
make -f makefile.gf FFLAGS="-O2 -std=legacy" PROGRAM=x13as
sudo cp x13as /usr/bin/
```

If you use MATLAB, we strongly advise to also rename or exclude the GCC libraries shipped with MATLAB to avoid possible conflicts with GCC libraries shipped by Fedora, see e.g. [Matlab on Fedora 33](https://mutschler.eu/linux/install-guides/fedora-post-install/#matlab) or [MATLAB-ArchWiki](https://wiki.archlinux.org/index.php/MATLAB) for instructions.

Keep in mind to use the `--with-slicot` option to the configure command, e.g.:
```sh
cd /home/$USER/dynare
git clone --recurse-submodules https://git.dynare.org/dynare/dynare.git unstable
cd unstable
autoreconf -si
./configure --with-slicot=/home/$USER/dynare/slicot --with-matlab=/usr/local/MATLAB/R2020b
make -j$(($(nproc)+1)) #rule of thumb: one more than CPUs as shown by e.g. lscpu
```

313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328
If your distribution ships an older version of `bison`, compile it from source and append it *temporarily* to your path before calling the configure script:
```sh
bison --version # bison (GNU Bison) 3.0.4
mkdir -p /home/$USER/dynare/bison
cd /home/$USER/dynare/bison
wget http://ftp.gnu.org/gnu/bison/bison-3.6.4.tar.gz #change the version number accordingly
tar xf bison-3.6.4.tar.gz
cd bison-3.6.4
./configure --prefix=/home/$USER/dynare/bison
make
make install
export PATH=/home/$USER/dynare/bison/bin:$PATH
bison --version # bison (GNU Bison) 3.6.4
```
Now configure dynare as above.

329 330 331
Tested on
- Fedora Workstation 32
- Fedora Workstation 33
332
- Red Hat Enterprise Linux 8
333

334 335
## Windows

336 337
- Install [MSYS2](http://www.msys2.org) (pick the 64-bit version, unless you
  have a 32-bit Windows, in which case see below)
338
- Run a MSYS MinGW 64-bit shell
339 340 341 342 343 344 345
- 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.
346 347 348 349
- 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
```
350
- Compile and install SLICOT, needed for the `kalman_steady_state` MEX file
351 352 353 354
```
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
355
make FORTRAN=gfortran OPTS="-O2 -fno-underscoring -fdefault-integer-8" LOADER=gfortran lib
356 357 358 359
mkdir -p /usr/local/lib
cp slicot.a /usr/local/lib/libslicot64_pic.a
cd ..
```
360
- Prepare the Dynare sources, either by unpacking the source tarball, or with:
361
```
362
git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git
363 364 365
cd dynare
autoreconf -si
```
366
- Configure Dynare from the source directory:
367
```
368
./configure --with-slicot=/usr/local --with-matlab=<…> --disable-octave --disable-doc
369
```
370
where the path of MATLAB is specified. Note that you should use
371
the MSYS2 notation and not put spaces in the MATLAB path, so you probably want
372 373 374 375
to use something like `/c/Progra~1/MATLAB/…`. Alternatively, if your filesystem
does not have short filenames (8dot3), then you can run `mkdir -p
/usr/local/MATLAB && mount c:/Program\ Files/MATLAB /usr/local/MATLAB`, and
then pass `/usr/local/MATLAB/…` as MATLAB path to the configure script.
376 377 378 379
- Compile:
```
make
```
380 381 382 383
- Run the testsuite:
```
make -C tests check-matlab
```
384

Sébastien Villemot's avatar
Sébastien Villemot committed
385
**Note:** The above assumes that you have a 64-bit version of MATLAB. It can be
386 387 388
adapted to a 32-bit MATLAB with the following modifications:

- run the MSYS MinGW 32-bit shell
Sébastien Villemot's avatar
Sébastien Villemot committed
389
- replace `x86_64` by `i686` in packages names on the `pacman` command-line
390 391 392
- 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
393
**Note:** Compiling the MEX files for Octave and the documentation under MSYS2 is
394
currently not supported.
395

396 397
## macOS

Sébastien Villemot's avatar
Sébastien Villemot committed
398
To simply use a snapshot of Dynare, you have two choices. On MATLAB, you can
399
use the [snapshot build](https://www.dynare.org/snapshot/macos/) provided by
400 401
Dynare. On Octave, you can simply install [Homebrew](https://brew.sh/) and run
```brew install dynare --HEAD``` (See the Install Dynare (unstable) section of
402
[this webpage](https://archives.dynare.org/DynareWiki/InstallOnMacOSX) for more
403
details).
404 405

If you do not wish to use the snapshots provided by Dynare or Homebrew, follow
406 407 408
the directions below to build Dynare on your local machine.

Preparatory work:
409

410
- Install the Xcode Command Line Tools:
411 412 413 414 415 416 417
    - 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`
418
- **(Optional)** To compile Dynare mex files for use on Octave:
419 420 421 422
    - `brew install octave`
- **(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`
423 424 425 426 427

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.

428
- `git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git`
429 430 431
- `cd dynare`
- `PATH="/usr/local/opt/bison/bin:/usr/local/opt/flex/bin:$PATH"`
- `autoreconf -si`
432
- `CC=gcc-9 CXX=g++-9 ./configure --disable-octave --with-matlab=/Applications/MATLAB_R2019a.app --with-matio=/usr/local --with-gsl=/usr/local --with-slicot=/usr/local`, adjusting the MATLAB path to accord with your local installation. If you don't have MATLAB, simply remove `--with-matlab=/Applications/MATLAB_R2019a.app` from the above command
433 434 435
- `make -j`
- **(Optional)** To then build mex files for Octave, run
     - `cd mex/build/octave`
436
     - `CC=gcc-9 CXX=g++-9 ./configure --with-matio=/usr/local --with-gsl=/usr/local --with-slicot=/usr/local LDFLAGS=-L/usr/local/lib`
437
     - `make -j`