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.clang-format 0 → 100644
View file @ d38bfd73
# NB: whenever the present file is modified, the same modification should be
# applied to the copy in preprocessor.git
# For general information about our coding style, and the specific version
# of clang-format used, see:
# https://git.dynare.org/Dynare/dynare/-/wikis/CodingGuidelines#c-code
# For the list of options of clang-format, see:
# https://clang.llvm.org/docs/ClangFormatStyleOptions.html
# Effective configuration can be obtained with:
# clang-format --dump-config
# The RemoveParentheses and RemoveSemicolon option are not permanently set,
# because the clang-format manual (as of version 19) states that these
# options can lead to incorrect formatting and thus their result should be
# carefully reviewed.
Language: Cpp
Standard: c++20
ColumnLimit: 100
BasedOnStyle: GNU
AllowShortFunctionsOnASingleLine: None
AlwaysBreakTemplateDeclarations: Yes
BreakConstructorInitializers: AfterColon
BreakInheritanceList: AfterColon
Cpp11BracedListStyle: true
DeriveLineEnding: false
IndentPPDirectives: AfterHash
InsertNewlineAtEOF: true
PackConstructorInitializers: NextLine
PPIndentWidth: 1
PointerAlignment: Left
# RemoveParentheses: ReturnStatement
# RemoveSemicolon: true
SpaceAfterTemplateKeyword: false
SpaceBeforeParens: ControlStatements
SpaceBeforeCpp11BracedList: true
.clang-tidy 0 → 100644
View file @ d38bfd73
# NB: to use clang-tidy on the MEX source code, make sure that you have
# libomp-dev installed (the LLVM implementation of OpenMP)
# TODO: add the following check families:
# - bugprone-*
# - cppcoreguidelines-
Checks: 'performance-*,modernize-*,-modernize-use-trailing-return-type,-clang-diagnostic-unqualified-std-cast-call'
.dir-locals.el
View file @ d38bfd73
((c-mode . ((indent-tabs-mode . nil)
(fill-column . 100)
(c-file-style . "gnu")))
(c++-mode . ((indent-tabs-mode . nil)
(fill-column . 100)
(c-file-style . "gnu")))
(makefile-mode . ((indent-tabs-mode . t)))
(octave-mode . ((indent-tabs-mode . nil)
......
.gitignore
View file @ d38bfd73
# For checking that no file has been unduly ignored, run:
# $ git ls-files -i --exclude-per-directory=.gitignore
# $ git ls-files -i -c --exclude-per-directory=.gitignore
# Any file that is displayed should be removed from the ignore list
# (possibly by an exclusion rule beginning with an exclamation mark)
# Generic ignore rules
*~
*.o
*.a
*.fig
\#*\#
TAGS
*.mat
# Build system rules
.deps
Makefile
Makefile.in
confdefs.h
configure
config.log
config.status
aclocal.m4
autom4te.cache
config.guess
config.sub
depcomp
install-sh
/missing
/mex/build/matlab/missing
/mex/build/octave/missing
/compile
/mex/build/matlab/compile
/mex/build/octave/compile
ylwrap
ar-lib
# checksum associated with fast option
checksum
# Make Check Rules
*.trs
*.tls
# Doc rules
*.pdf
*.aux
*.log
*.out
*.toc
*.idx
*.scn
*.nav
*.snm
*.vrb
*.bbl
*.blg
*.lof
/doc/manual/build
/doc/manual/utils/version.py
# Created when building the reference manual
/doc/manual/utils/__pycache__/*
!/doc/guide.bbl
!/doc/parallel/AvenueParadigm.pdf
!/doc/parallel/iVaNo_*.pdf
!/doc/parallel/netbook_*.pdf
!/doc/parallel/quest_*.pdf
!/doc/parallel/RWMH_quest1_*.pdf
!/doc/parallel/waitbars*.pdf
doc/internals/*.html
doc/internals/ltxpng
# MATLAB dir
# Created by the Windows package build script
/windows/deps/lib64/
/windows/deps/lib64-msys2/
/windows/deps/matlab64/
/windows/deps/mingw64/
/windows/deps/octave64/
/windows/deps/sources64/
/windows/deps/tarballs/
/windows/exe/
/windows/7z/
/windows/zip/
/matlab/preprocessor64/
/matlab/dynare_version.m
# DLL rules
*.mex
*.oct
*.mexglx
*.mexa64
*.mexw32
*.mexw64
*.mexmaci
*.mexmaci64
/mex/matlab/
/mex/octave/
# Symbolic links created for building MEX files
/mex/build/matlab/*/*.c
/mex/build/matlab/*/*.cc
/mex/build/matlab/*/*.f08
/mex/build/matlab/*/*.F08
/mex/build/octave/*/*.c
/mex/build/octave/*/*.cc
/mex/build/octave/*/*.f08
/mex/build/octave/*/*.F08
# Fortran modules
/mex/build/matlab/*/*.mod
/mex/build/octave/*/*.mod
# Extra rules for trust_region MEX testfiles
/mex/sources/block_trust_region/test/*.mod
/mex/sources/block_trust_region/test/dulmage_mendelsohn_test
/mex/sources/block_trust_region/test/trust_region_test
!/mex/sources/block_trust_region/test/Makefile
/matlab/supported_octave_version.m
# Windows
!/windows/Makefile
!/windows/deps/Makefile
windows/deps/lib32/
windows/deps/lib64/
windows/deps/lib32-msys2/
windows/deps/lib64-msys2/
windows/deps/matlab32/
windows/deps/matlab64/
windows/deps/mingw32/
windows/deps/mingw64/
windows/deps/octave32/
windows/deps/octave64/
windows/deps/sources32/
windows/deps/sources64/
windows/deps/tarballs/
windows/exe/
windows/7z/
windows/zip/
# MacOS stuff
.DS_Store
macOS/pkg/
macOS/deps/sources64/
macOS/deps/tarballs/
macOS/deps/lib64/
# Created by the macOS package build script
/macOS/deps/arm64/sources64/
/macOS/deps/x86_64/sources64/
/macOS/deps/tarballs/
/macOS/deps/arm64/lib64/
/macOS/deps/x86_64/lib64/
build-doc
# Emacs stuff
TAGS
scripts/dynare.elc
# MS-Sbvar
/contrib/ms-sbvar/*.prn
/contrib/ms-sbvar/*.dat
/contrib/ms-sbvar/sbvar_commandline
/contrib/ms-sbvar/sbvar_init_file
!/contrib/ms-sbvar/Makefile
/tests/ms-sbvar/*.tmp
# Reporting
*synctex.gz
tests/reporting/tmpRepDir
# Julia Tests
tests/julia/rbc/rbc*.jl
# Octave variables saved when Octave crashes
octave-workspace
# VERSION generated file
VERSION
matlab/supported_octave_version.m
.gitlab-ci.yml
View file @ d38bfd73
variables:
GIT_SUBMODULE_STRATEGY: recursive
TERM: linux
MATLAB_VERSION: R2022b
OLD_MATLAB_VERSION: R2014a
OCTAVE_VERSION: 7.3.0
MATLAB_VERSION: R2024b
OLD_MATLAB_VERSION: R2020a
# To ensure that "false && true" fails, see https://gitlab.com/gitlab-org/gitlab-runner/-/issues/25394#note_412609647
FF_ENABLE_BASH_EXIT_CODE_CHECK: 'true'
# The next stanza creates the version number used for the source tarball and the
# binary packages. Here are the following possible cases:
# - if VERSION was already set (when manually running a pipeline), use it
# - if we are in the official Dynare repository:
# + if on a tag: use the tag
# + if on master: use 6-unstable-$TIMESTAMP-$COMMIT
# + if on master: use 7-unstable-$TIMESTAMP-$COMMIT
# + on another branch: use $BRANCH-$TIMESTAMP-$COMMIT
# - if in a personal repository: use $USER-$TIMESTAMP-$COMMIT
before_script:
- '[[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && [[ -n $CI_COMMIT_TAG ]] && export VERSION=$CI_COMMIT_TAG'
- '[[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && [[ $CI_COMMIT_REF_NAME == master ]] && export VERSION=6-unstable-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA'
- '[[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && export VERSION=$CI_COMMIT_REF_NAME-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA'
- '[[ -z $VERSION ]] && export VERSION=$CI_PROJECT_NAMESPACE-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA'
- 'if [[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && [[ -n $CI_COMMIT_TAG ]]; then export VERSION=$CI_COMMIT_TAG; fi'
- 'if [[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && [[ $CI_COMMIT_REF_NAME == master ]]; then export VERSION=7-unstable-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA; fi'
- 'if [[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]]; then export VERSION=$CI_COMMIT_REF_NAME-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA; fi'
- 'if [[ -z $VERSION ]]; then export VERSION=$CI_PROJECT_NAMESPACE-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA; fi'
stages:
- build
- test
- pkg
- sign
- deploy
build_binaries:
build_matlab:
stage: build
script:
- autoreconf -si
- ./configure --with-matlab=/usr/local/MATLAB/$MATLAB_VERSION --with-octave=/usr/local/octave/$OCTAVE_VERSION PACKAGE_VERSION=$VERSION PACKAGE_STRING="dynare $VERSION"
- make -j $(nproc) LN_S="cp -p"
- meson setup -Dbuild_for=matlab -Dmatlab_path=/opt/MATLAB/$MATLAB_VERSION -Dbuildtype=release build-matlab
- meson compile -v -C build-matlab
artifacts:
paths:
- preprocessor/dynare-preprocessor
- mex/octave/
- mex/matlab/
- build-matlab/
expire_in: 3 days
build_octave:
stage: build
script:
- meson setup -Dbuild_for=octave -Dbuildtype=release build-octave
- meson compile -v -C build-octave
artifacts:
paths:
- build-octave/
expire_in: 3 days
build_doc:
stage: build
script:
- autoreconf -si
- ./configure --disable-matlab --disable-octave PACKAGE_VERSION=$VERSION PACKAGE_STRING="dynare $VERSION"
- make -j $(nproc) pdf html
- meson rewrite kwargs set project / version "$VERSION"
# Use a local copy of MathJax to avoid using CDN (which are a privacy issue)
# NB: Debian 12 “Bookworm” has MathJax 2. The following needs to be updated
# when Debian moves to MathJax 3.
- meson setup -Dbuild_for=octave -Dmathjax_path=mathjax/MathJax.js?config=TeX-AMS-MML_HTMLorMML build-doc
- meson compile -v -C build-doc doc
- cp -dR /usr/share/javascript/mathjax build-doc/dynare-manual.html/_static/
artifacts:
paths:
- doc/manual/build/
- doc/**/*.pdf
- preprocessor/doc/*/*.pdf
- build-doc/
expire_in: 3 days
pkg_source:
stage: pkg
script:
- rm doc/manual/source/_static/mathjax && sed -i "/^mathjax_path *=/d" doc/manual/source/conf.py
- 'for f in configure.ac preprocessor/configure.ac mex/build/matlab/configure.ac mex/build/octave/configure.ac; do sed -i "s/^AC_INIT(\[\(.*\)\],\s*\[\(.*\)\])/AC_INIT([\1], [$VERSION])/" $f; done'
- autoreconf -si
- ./configure --with-matlab=/usr/local/MATLAB/$MATLAB_VERSION --with-octave=/usr/local/octave/$OCTAVE_VERSION
- make dist
- meson rewrite kwargs set project / version "$VERSION"
- git commit -a -m "Source for $VERSION"
- meson setup -Dbuild_for=octave build-src
- meson dist -C build-src --no-tests
artifacts:
paths:
- dynare-*.tar.xz
- build-src/meson-dist/dynare-*.tar.xz
expire_in: 3 days
needs: []
pkg_windows:
stage: pkg
script:
- ln -s ~/tarballs windows/deps/
- meson rewrite kwargs set project / version "$VERSION"
- mkdir -p windows/deps/tarballs && cp /usr/lib/dynare-runner/matlab64-* windows/deps/tarballs/
- make -C windows
- rm windows/deps/tarballs/matlab64-* # No need to cache these files
cache:
key: "$CI_JOB_NAME-$CI_COMMIT_REF_SLUG"
- key: "$CI_JOB_NAME-$CI_COMMIT_REF_SLUG"
paths:
- windows/deps/sources64/
- windows/deps/lib64/
# We do not cache lib64-msys2, mingw64, octave64 and
# matlab64, because those are simply extracted from a tarball. It
# would be a waste of space and of (re-compression) time.
- key: $CI_JOB_NAME
# This cache is shared between all branches, to save space
paths:
- windows/deps/tarballs/
artifacts:
paths:
- windows/exe/*
......@@ -86,16 +102,18 @@ pkg_windows:
expire_in: 3 days
needs: [ "build_doc" ]
pkg_macOS:
pkg_macOS_x86_64:
stage: pkg
script:
# Enforce the arm64 meson for rewrite, as a workaround to https://github.com/mesonbuild/meson/issues/12282
- env PATH="/opt/homebrew/bin:$PATH" meson rewrite kwargs set project / version "$VERSION"
- ln -s ~/tarballs macOS/deps/
- arch -x86_64 make -C macOS
- make -C macOS build-x86_64
cache:
key: "$CI_JOB_NAME-$CI_COMMIT_REF_SLUG"
paths:
- macOS/deps/sources64/
- macOS/deps/lib64/
- macOS/deps/x86_64/sources64/
- macOS/deps/x86_64/lib64/
tags:
- macOS
artifacts:
......@@ -104,32 +122,61 @@ pkg_macOS:
expire_in: 3 days
needs: [ "build_doc" ]
.test_matlab_template:
stage: test
pkg_macOS_arm64:
stage: pkg
script:
# Enforce the arm64 meson for rewrite, as a workaround to https://github.com/mesonbuild/meson/issues/12282
- env PATH="/opt/homebrew/bin:$PATH" meson rewrite kwargs set project / version "$VERSION"
- ln -s ~/tarballs macOS/deps/
- make -C macOS build-arm64
cache:
key: "$CI_JOB_NAME-$CI_COMMIT_REF_SLUG"
paths:
- macOS/deps/arm64/sources64/
- macOS/deps/arm64/lib64/
tags:
- macOS
artifacts:
paths:
- tests/**/*.m.log
- tests/**/*.m.trs
- tests/**/*.jnl
- tests/run_test_matlab_output.txt
when: always
needs: [ "build_binaries" ]
- macOS/pkg/*
expire_in: 3 days
needs: [ "build_doc" ]
pkg_matlab_online:
stage: pkg
script:
- meson rewrite kwargs set project / version "$VERSION"
- cd scripts/matlab-online && ./packageDynare.sh
tags:
- matlab-online
artifacts:
paths:
- scripts/matlab-online/*.mltbx
expire_in: 3 days
needs: []
when: manual
test_matlab:
extends: .test_matlab_template
stage: test
script:
- autoreconf -si
- ./configure --disable-octave --with-matlab=/usr/local/MATLAB/$MATLAB_VERSION
- make -j $(($(nproc) * 3 / 4)) -C tests check-matlab
- meson test -C build-matlab --no-rebuild --num-processes $(($(nproc) * 3 / 4))
artifacts:
paths:
- build-matlab/meson-logs/testlog.txt
when: always
needs: [ "build_matlab" ]
test_old_matlab:
extends: .test_matlab_template
stage: test
script:
- autoreconf -si
- ./configure --disable-octave --with-matlab=/usr/local/MATLAB/$OLD_MATLAB_VERSION
- make -C mex/build/matlab clean
- make -j $(nproc) -C mex/build/matlab
- make -j $(($(nproc) * 3 / 4)) -C tests check-matlab
- meson setup -Dbuild_for=matlab -Dmatlab_path=/opt/MATLAB/$OLD_MATLAB_VERSION -Dbuildtype=release build-old-matlab
- meson compile -v -C build-old-matlab
- meson test -C build-old-matlab --num-processes $(($(nproc) * 3 / 4))
artifacts:
paths:
- build-old-matlab/meson-logs/testlog.txt
when: always
needs: []
when: manual
test_octave:
......@@ -137,22 +184,52 @@ test_octave:
variables:
OPENBLAS_NUM_THREADS: 1
script:
- autoreconf -si
- ./configure --disable-matlab --with-octave=/usr/local/octave/$OCTAVE_VERSION
- make -j $(nproc) -C tests check-octave
- meson test -C build-octave --no-rebuild
artifacts:
paths:
- tests/**/*.o.log
- tests/**/*.o.trs
- tests/**/*.jnl
- tests/run_test_octave_output.txt
- build-octave/meson-logs/testlog.txt
when: always
needs: [ "build_binaries" ]
needs: [ "build_octave" ]
when: manual
# For the deploy jobs, we don’t use the “needs” keyword, since we don’t want
# those jobs to start before the “test” and “pkg” stages have succeeded. Hence
# we stick to the “dependencies” keyword.
test_clang_format:
stage: test
script:
- meson setup -Dbuild_for=octave build-clang-format
- ninja -C build-clang-format clang-format-check
needs: []
test_clang_tidy:
stage: test
script:
# Hack needed for meson < 1.6.0 which only looks for unversioned clang-tidy
- mkdir -p ~/.local/bin && ln -s /usr/bin/clang-tidy-19 ~/.local/bin/clang-tidy
- export PATH="$HOME/.local/bin:$PATH"
- meson setup -Dbuild_for=octave build-clang-tidy
- ninja -C build-clang-tidy clang-tidy
needs: []
when: manual
# For the sign and deploy jobs, we don’t use the “needs” keyword, since we
# don’t want those jobs to start before the “test” and “pkg” stages have
# succeeded. Hence we stick to the “dependencies” keyword.
sign_windows:
stage: sign
rules:
- if: '$CI_PROJECT_NAMESPACE == "Dynare" && $CI_COMMIT_REF_NAME == "master"'
when: on_success
- when: never
tags:
- sign
dependencies:
- pkg_windows
script:
- f=(windows/exe/*) && mkdir -p windows/exe-signed/ && osslsigncode sign -pkcs11module /usr/lib/x86_64-linux-gnu/libykcs11.so.2 -key "pkcs11:id=%01;type=private;pin-value=$YUBIKEY_PIN" -certs ~/cepremap-code-signing-comodo-sectigo.pem -n Dynare -i https://www.dynare.org -t http://timestamp.comodoca.com -in ${f[0]} -out windows/exe-signed/${f[0]##*/}
artifacts:
paths:
- windows/exe-signed/*
expire_in: 3 days
deploy_manual_unstable:
stage: deploy
......@@ -161,13 +238,11 @@ deploy_manual_unstable:
when: on_success
- when: never
tags:
- restricted
- deploy
dependencies:
- build_doc
script:
- rm -rf doc/manual/build/html/_static/mathjax
- ln -s /usr/share/javascript/mathjax doc/manual/build/html/_static/mathjax
- rsync --recursive --links --delete doc/manual/build/html/ /srv/www.dynare.org/manual-unstable/
- rsync --recursive --links --delete build-doc/dynare-manual.html/ /srv/www.dynare.org/manual-unstable/
deploy_snapshot_unstable:
stage: deploy
......@@ -176,17 +251,19 @@ deploy_snapshot_unstable:
when: on_success
- when: never
tags:
- restricted
- deploy
dependencies:
- pkg_source
- pkg_windows
- pkg_macOS
- sign_windows
- pkg_macOS_arm64
- pkg_macOS_x86_64
script:
- f=(windows/exe/*) && osslsigncode sign -pkcs12 ~/cepremap-comodo-sectigo-code-signing.p12 -n Dynare -i https://www.dynare.org -t http://timestamp.comodoca.com -in ${f[0]} -out ${f[0]}.signed && mv ${f[0]}.signed ${f[0]}
- cp *.tar.xz /srv/www.dynare.org/snapshot/source/ && ln -sf *.tar.xz /srv/www.dynare.org/snapshot/source/dynare-latest-src.tar.xz
- f=(windows/exe/*) && cp ${f[0]} /srv/www.dynare.org/snapshot/windows/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/windows/dynare-latest-win.exe
- cp build-src/meson-dist/*.tar.xz /srv/www.dynare.org/snapshot/source/ && ln -sf *.tar.xz /srv/www.dynare.org/snapshot/source/dynare-latest-src.tar.xz
- f=(windows/exe-signed/*) && cp ${f[0]} /srv/www.dynare.org/snapshot/windows/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/windows/dynare-latest-win.exe
- f=(windows/7z/*) && cp ${f[0]} /srv/www.dynare.org/snapshot/windows-7z/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/windows-7z/dynare-latest-win.7z
- f=(windows/zip/*) && cp ${f[0]} /srv/www.dynare.org/snapshot/windows-zip/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/windows-zip/dynare-latest-win.zip
- f=(macOS/pkg/*) && cp ${f[0]} /srv/www.dynare.org/snapshot/macos/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/macos/dynare-latest-macos.pkg
- f=(macOS/pkg/*-arm64.pkg) && cp ${f[0]} /srv/www.dynare.org/snapshot/macos-arm64/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/macos-arm64/dynare-latest-macos-arm64.pkg
- f=(macOS/pkg/*-x86_64.pkg) && cp ${f[0]} /srv/www.dynare.org/snapshot/macos-x86_64/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/macos-x86_64/dynare-latest-macos-x86_64.pkg
- ~/update-snapshot-list.sh
- curl -X POST -F token="$WEBSITE_PIPELINE_TRIGGER_TOKEN" -F ref=master https://git.dynare.org/api/v4/projects/40/trigger/pipeline
.gitmodules
View file @ d38bfd73
......@@ -10,19 +10,10 @@
[submodule "matlab/utilities/tests"]
path = matlab/utilities/tests
url = ../../Dynare/m-unit-tests.git
[submodule "matlab/particles"]
path = matlab/particles
url = ../../Dynare/particles.git
[submodule "matlab/modules/dseries"]
path = matlab/modules/dseries
[submodule "matlab/dseries"]
path = matlab/dseries
url = ../../Dynare/dseries.git
branch = master
[submodule "matlab/modules/reporting"]
path = matlab/modules/reporting
url = ../../Dynare/reporting.git
[submodule "contrib/jsonlab"]
path = contrib/jsonlab
url = https://github.com/fangq/jsonlab.git
[submodule "preprocessor"]
path = preprocessor
url = ../../Dynare/preprocessor.git
CONTRIBUTING.md
View file @ d38bfd73
......@@ -2,31 +2,29 @@
## Introduction
Hello from the Dynare Team! We're happy you're on this page because hopefully that means you're thinking of getting directly involved with the Dynare project. Herein, we outline how you can contribute to Dynare. Please read this document all the way through before contributing.
Hello from the Dynare Team! We’re happy you’re on this page because hopefully that means you’re thinking of getting directly involved with the Dynare project. Herein, we outline how you can contribute to Dynare. Please read this document all the way through before contributing.
Please follow the steps in the sections below in order. Note that, though we'd love for you to contribute code, you don't need to be a programmer to contribute to Dynare. You can report bugs, ask for enhancements, fix typos in the manual, contribute tests to the test suite, or do something we haven't thought of yet!
Please follow the steps in the sections below in order. Note that, though we’d love for you to contribute code, you don’t need to be a programmer to contribute to Dynare. You can report bugs, ask for enhancements, fix typos in the manual, contribute tests to the test suite, or do something we haven’t thought of yet!
If something is not clear, don't hesitate to ask if you can't find the answer online. You can contact us directly at [dev@dynare.org](mailto:dev@dynare.org).
If something is not clear, don’t hesitate to ask if you can’t find the answer online. You can contact us directly at [dev@dynare.org](mailto:dev@dynare.org).
Please note that the repositories under the purview of this page are:
* [Dynare](https://git.dynare.org/Dynare/dynare)
* [Preprocessor](https://git.dynare.org/Dynare/preprocessor)
* [Particles](https://git.dynare.org/Dynare/particles)
* [Dseries](https://git.dynare.org/Dynare/dseries)
* [Reporting](https://git.dynare.org/Dynare/reporting)
* [Testsuite](https://git.dynare.org/Dynare/testsuite)
* [M-unit-tests](https://git.dynare.org/Dynare/m-unit-tests)
## Making your Intentions Known
Before making changes to the codebase, it'd be helpful if you communicated your intentions with us. This will avoid double work and ensure that you don't contribute code that won't be included in Dynare for one reason or another.
Before making changes to the codebase, it’d be helpful if you communicated your intentions with us. This will avoid double work and ensure that you don’t contribute code that won’t be included in Dynare for one reason or another.
### Create your account on our GitLab instance
All the development of Dynare happens in [GitLab](https://about.gitlab.com/), which is an integrated environment for storing code under git, keeping track of issues and milestones, and perform testing. The Dynare Team has its own instance of GitLab.
In order to work with us, you need to create your account on our GitLab instance on the [register page](https://git.dynare.org/users/sign_in).
In order to work with us, you need to create your account on our GitLab instance on the [register page](https://git.dynare.org/users/sign_in). Note that account requests are manually validated, so be prepared to wait for a couple of hours or days before your account is created; if your account request is rejected, do not hesitate to contact us directly.
You will also need to register your SSH key in your GitLab profile if you want to contribute code.
......@@ -36,7 +34,7 @@ You can report bugs in both the stable and unstable versions of Dynare. Before r
To report a bug in Dynare, simply open a Gitlab issue in the repository where the bug resides. For example, to report a bug in Dynare itself, go to the [Dynare repository issue page](https://git.dynare.org/Dynare/dynare/issues) and click on "New Issue."
The minimal information to add is a subject and a description of the steps needed to reproduce the bug. However, the most helpful description would also provide the code to reproduce the bug (often times a `.mod` file). The most helpful `.mod` file is a minimal, quick-running example that reproduces the bug, but we'll take anything that will help us squash a bug.
The minimal information to add is a subject and a description of the steps needed to reproduce the bug. However, the most helpful description would also provide the code to reproduce the bug (often times a `.mod` file). The most helpful `.mod` file is a minimal, quick-running example that reproduces the bug, but we’ll take anything that will help us squash a bug.
To include short amounts of code, please paste it into the description box, using the appropriate [GitLab Flavored Markdown](https://docs.gitlab.com/ee/user/markdown.html) code. For larger amounds of code like `.mod` files, please create a new [GitLab snippet](https://git.dynare.org/dashboard/snippets) and provide the link in the description box.
......@@ -44,13 +42,13 @@ To include short amounts of code, please paste it into the description box, usin
Issues are not only used to report bugs. They are also used to ask for improvements to the codebase or new features to Dynare in general. Please be descriptive when asking for improvements or new features. Links or references to papers or detailed examples are helpful.
Though our development priorities lay with those who finance Dynare and with what we think may most benefit the Dynare community, this does not mean we are closed to outside ideas for enhancements. On the contrary: we invite them! Moreover, if you are willing to program the enhancement you want, the odds of it being included in Dynare are much higher than if you needed us to do it. That said, it is best to create an issue with an enhancement idea **before** beginning the work. As stated above, this is important to avoid duplication of work and also because we wouldn't want you to take the time to work on something that would not end up being included in Dynare.
Though our development priorities lay with those who finance Dynare and with what we think may most benefit the Dynare community, this does not mean we are closed to outside ideas for enhancements. On the contrary: we invite them! Moreover, if you are willing to program the enhancement you want, the odds of it being included in Dynare are much higher than if you needed us to do it. That said, it is best to create an issue with an enhancement idea **before** beginning the work. As stated above, this is important to avoid duplication of work and also because we wouldn’t want you to take the time to work on something that would not end up being included in Dynare.
## Get to Coding!
So, now you've reported the bug or asked for an enhancemnt by creating a GitLab issue. That's already a great help. Thank you!
So, now you’ve reported the bug or asked for an enhancemnt by creating a GitLab issue. That’s already a great help. Thank you!
Now, if you want to go the extra mile, you'll volunteer to contribute code to fix the GitLab issue you created above. Once we've agreed that you'll do it, please do the following:
Now, if you want to go the extra mile, you’ll volunteer to contribute code to fix the GitLab issue you created above. Once we’ve agreed that you’ll do it, please do the following:
1. Clone the Dynare repository:
* `git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git`
......@@ -63,7 +61,7 @@ Now, if you want to go the extra mile, you'll volunteer to contribute code to fi
1. Do your work, all the while respecting the [Dynare Coding Guidelines](https://git.dynare.org/Dynare/dynare/-/wikis/CodingGuidelines)
1. You may also want to have a look at the [coding resources](https://git.dynare.org/Dynare/dynare/-/wikis/CodingResources)
As you work, your forked repository will likely fall out of sync with the main Dynare repository as we'll be working in parallel. No matter. Follow these steps to ensure your changes will be merge-able when they're done:
As you work, your forked repository will likely fall out of sync with the main Dynare repository as we’ll be working in parallel. No matter. Follow these steps to ensure your changes will be merge-able when they’re done:
1. Get the changes from the main Dynare repository:
* `git checkout master`
......@@ -74,7 +72,7 @@ As you work, your forked repository will likely fall out of sync with the main D
* `git rebase origin/master`
* This last command may cause a conflict. It is up to you to resolve this conflict.
Once you've made the changes necessary to fix the bug or add an enhancement, ensure that it has been rebased on the master branch (following the steps above), commit it, push it to your forked Dynare repository, and create a pull request:
Once you’ve made the changes necessary to fix the bug or add an enhancement, ensure that it has been rebased on the master branch (following the steps above), commit it, push it to your forked Dynare repository, and create a pull request:
1. Get the latest changes from Dynare and rebase your branch on top of them (see above)
1. Commit your changes:
......@@ -86,17 +84,17 @@ Once you've made the changes necessary to fix the bug or add an enhancement, ens
## Tests
The Dynare testsuite runs every time a commit is pushed, either in the official repository or in your personal repository, through [GitLab Continuous Integration](https://docs.gitlab.com/ee/ci/). It's how we quickly catch bugs that may have been introduced by changes made.
The Dynare testsuite runs every time a commit is pushed, either in the official repository or in your personal repository, through [GitLab Continuous Integration](https://docs.gitlab.com/ee/ci/). It’s how we quickly catch bugs that may have been introduced by changes made.
The output from the latest run of the test suite can be found in the `test_matlab` job associated to the [latest pipeline](https://git.dynare.org/Dynare/dynare/pipelines). This is also a good place to start fixing bugs. If you see a `.mod` file that doesn't run in the test suite and think you can fix it, create an issue and once you have the go ahead, go for it!
The output from the latest run of the test suite can be found in the `test_matlab` job associated to the [latest pipeline](https://git.dynare.org/Dynare/dynare/pipelines). This is also a good place to start fixing bugs. If you see a `.mod` file that doesn’t run in the test suite and think you can fix it, create an issue and once you have the go ahead, go for it!
### Integration tests
It's useful to contribute `.mod` files that test some aspect of Dynare that is not currently tested. A `.mod` file that runs into a bug is perfect. As the test suite currently takes several hours to run, we prefer you modify a current test to also create the bug you've found. If you can't do that, please add a new test that runs as quickly as possible. It will contain only those commands necessary to create the bug, nothing more. To contribute a test, after having made an issue and cloned and forked the repository as described above, do the following:
It’s useful to contribute `.mod` files that test some aspect of Dynare that is not currently tested. A `.mod` file that runs into a bug is perfect. As the test suite currently takes several hours to run, we prefer you modify a current test to also create the bug you’ve found. If you can’t do that, please add a new test that runs as quickly as possible. It will contain only those commands necessary to create the bug, nothing more. To contribute a test, after having made an issue and cloned and forked the repository as described above, do the following:
1. Modify the `MODFILES` variable in `tests/Makefile.am` with a line containing your test file name
1. If any ancillary files are needed to run your test, please include them in the `EXTRA_DIST` variable in `tests/Makefile.am`
1. Add and commit your test file and `tests/Makefile.am` as described above
1. Modify the `mod_and_m_tests` variable in `meson.build` with a entry containing your test file name
1. If any ancillary files are needed to run your test, please include them in the `'extra'` field
1. Add and commit your test file and `meson.build` as described above
1. Push and create a pull request as described above
### Unit tests
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Makefile.am deleted 100644 → 0
View file @ 4c1af789
SUBDIRS = preprocessor doc tests mex/sources
if ENABLE_MATLAB
SUBDIRS += mex/build/matlab
endif
if ENABLE_OCTAVE
SUBDIRS += mex/build/octave
endif
ACLOCAL_AMFLAGS = -I m4
EXTRA_DIST = \
matlab \
dynare++ \
contrib \
NEWS.md \
license.txt \
README.md \
COPYING \
CONTRIBUTING.md \
windows \
macOS \
examples \
scripts \
.dir-locals.el
all-local:
# Create top-level preprocessor symlink needed by matlab/dynare.m (when Dynare is run
# from the locally-built copy)
$(LN_S) -f $(abs_builddir)/preprocessor/src/dynare-preprocessor$(EXEEXT) $(abs_builddir)/preprocessor/dynare-preprocessor$(EXEEXT)
# Create backward-compatibility symlink for old location of preprocessor
$(MKDIR_P) matlab/preprocessor64/
$(LN_S) -f $(abs_builddir)/preprocessor/src/dynare-preprocessor$(EXEEXT) $(abs_srcdir)/matlab/preprocessor64/dynare_m$(EXEEXT)
clean-local:
rm -f preprocessor/dynare-preprocessor$(EXEEXT)
rm -rf matlab/preprocessor64/
dist-hook:
rm -rf `find $(distdir)/matlab $(distdir)/examples -name *~`
rm -f $(distdir)/matlab/dynare_version.m
rm -rf $(distdir)/matlab/preprocessor64/
$(MKDIR_P) $(distdir)/mex/matlab $(distdir)/mex/octave
rm -rf `find $(distdir) -name '.git*'`
install-exec-local:
$(MKDIR_P) $(DESTDIR)$(pkglibdir)/preprocessor
# The following will break under Windows, but we don’t use the install rule there
$(LN_S) -f $(bindir)/dynare-preprocessor$(EXEEXT) $(DESTDIR)$(pkglibdir)/preprocessor/dynare-preprocessor$(EXEEXT)
$(MKDIR_P) $(DESTDIR)$(pkglibdir)/contrib/ms-sbvar/TZcode
cp -r contrib/ms-sbvar/TZcode/MatlabFiles $(DESTDIR)$(pkglibdir)/contrib/ms-sbvar/TZcode
$(MKDIR_P) $(DESTDIR)$(pkglibdir)/contrib/jsonlab
cp -r contrib/jsonlab $(DESTDIR)$(pkglibdir)/contrib/jsonlab
cp -r examples $(DESTDIR)$(pkglibdir)
cp -r matlab $(DESTDIR)$(pkglibdir)
find $(DESTDIR)$(pkglibdir) -name LICENSE.md -delete
# Recreate backward-compatibility symlink
rm -f $(DESTDIR)$(pkglibdir)/matlab/preprocessor64/dynare_m$(EXEEXT)
$(LN_S) -f $(bindir)/dynare-preprocessor$(EXEEXT) $(DESTDIR)$(pkglibdir)/matlab/preprocessor64/dynare_m$(EXEEXT)
# We don’t fail over doc install rules, since the user may deliberately not have compiled them
# (e.g. with the “nodoc” option under Debian)
$(MKDIR_P) $(DESTDIR)$(docdir)
-cp doc/*.pdf doc/gsa/gsa.pdf doc/parallel/parallel.pdf doc/dseries-and-reporting/dseriesReporting.pdf preprocessor/doc/preprocessor/preprocessor.pdf preprocessor/doc/macroprocessor/macroprocessor.pdf doc/manual/build/latex/dynare-manual.pdf $(DESTDIR)$(docdir)
-cp -r doc/manual/build/html $(DESTDIR)$(docdir)/dynare-manual.html
uninstall-local:
rm -rf $(DESTDIR)$(pkglibdir)
rm -rf $(DESTDIR)$(docdir)
NEWS.md
View file @ d38bfd73
Announcement for Dynare 6.3 (on 2025-02-19)
===========================================
We are pleased to announce the release of Dynare 6.3.
This maintenance release fixes various bugs.
The Windows, macOS, MATLAB online and source packages are available for
download at [the Dynare website](https://www.dynare.org/download/).
This release is compatible with MATLAB versions ranging from 9.5 (R2018b) to
24.2 (R2024b), and with GNU Octave versions ranging from 7.1.0 to 9.4.0 (NB:
the Windows package requires version 9.4.0 specifically).
Here is a list of the problems identified in version 6.2 and that have been
fixed in version 6.3:
* OccBin with option `smoother_inversion_filter` would crash the MCMC
estimation if the `filtered_variables` or `filter_step_ahead` options were
used
* OccBin with option `smoother_inversion_filter` would use the PKF if
`mh_replic>0`
* OccBin with option `smoothed_state_uncertainty` would crash Dynare if the
MCMC smoother was run after the classical one
* OccBin's smoother would crash when encountering an internal error due to the
output of the linear smoother not having been computed
* Calling `model_info` with `differentiate_forward_vars` would crash
* The `identification` command would compute the asymptotic Hessian via
simulation instead of via moments as intended
* The `identification` command would crash during prior sampling if the initial
draw did not solve the model
* The `gsa_sample_file` was broken
* Optimization algorithm `mode_compute=5` (`newrat`) would crash with
`analytic_derivation`
* The `discretionary_policy` command would crash if the model was purely
forward-looking
* The `dsample` command would crash
* The `conditional_forecast_paths` block did not accept vector inputs
* For MCMC chains with fewer than 6000 draws, the default number of `sub_draws`
used to compute posterior moments was incorrect
* Bi-annual dates (e.g. `2024S1` or `2024H1`) were not accepted within Dynare
statements
* Plotting `dseries` did not correctly show dates on the x-axis
Announcement for Dynare 6.2 (on 2024-09-25)
===========================================
We are pleased to announce the release of Dynare 6.2.
This maintenance release fixes various bugs.
The Windows, macOS, MATLAB online and source packages are available for
download at [the Dynare website](https://www.dynare.org/download/).
This release is compatible with MATLAB versions ranging from 9.5 (R2018b) to
24.2 (R2024b), and with GNU Octave versions ranging from 7.1.0 to 9.2.0 (NB:
the Windows package requires version 9.2.0 specifically).
Here is a list of the problems identified in version 6.1 and that have been
fixed in version 6.2:
* The mixed complementarity problem (MCP) solver could fail or give wrong
results in some cases where there were multiple complementarity conditions
* The `qmc_sequence` MEX file from the macOS package would fail to load
* OccBin forecasts would crash in case of shocks with zero variance
* OccBin smoother would crash if simulation did not converge
* Computation of posterior moments could crash in large models
* The auxiliary particle filter and the Liu & West online filter
(`mode_compute=11`) required the Statistics Toolbox
* The auxiliary particle filter and the Liu & West online filter
(`mode_compute=11`) would not work with the `discretionary_policy` command
* The `discretionary_policy` command would crash if there were fewer than two
exogenous variables
* Using the `forecast` command with a model solved at `order>1` without
`varexo_det` would return forecasts based on a first order approximation
instead of providing an error message
* Using the `forecast` command with a model solved at `order=2` with
`varexo_det` and `pruning` would return forecasts without `pruning` instead
of providing an error message
* Using the `forecast` command with a model solved at `order=3` would crash
* SMC methods could return wrong posterior results if the Parallel Toolbox was
installed
* The Herbst-Schorfheide SMC sampler would crash at `order>1`
* Annualized shock decomposition would not output results if desired vintage
date did not coincide to an end-of-the-year Q4 period
* Using `rand_multivariate_student` as the proposal density in the
`tailored_random_block_metropolis_hastings` posterior sampler would return
wrong results
* The `onlyclearglobals` of the `dynare` command was not working as intended
* The `det_cond_forecast` command would crash with plans including only
expected shocks
* Estimation could crash in some rare cases when computing the 2nd order
moments of prior or posterior distribution
* Successive calls of the Herbst-Schorfheide SMC sampler could crash due to
some stale files being left on disk
* The shock decomposition plot could be wrong in the presence of leads/lags on
exogenous variables, or when the steady state is squeezed
Announcement for Dynare 6.1 (on 2024-05-02)
===========================================
We are pleased to announce the release of Dynare 6.1.
This maintenance release fixes various bugs.
The Windows, macOS, MATLAB online and source packages are already available for
download at [the Dynare website](https://www.dynare.org/download/).
This release is compatible with MATLAB versions ranging from 9.5 (R2018b) to
24.1 (R2024a), and with GNU Octave versions ranging from 7.1.0 to 9.1.0 (NB:
the Windows package requires version 9.1.0 specifically).
Here is a list of the problems identified in version 6.0 and that have been
fixed in version 6.1:
* Identification: simulated moments were triggered instead of theoretical ones
* Variance decompositions would crash with measurement errors when zero
variance shocks were present
* The handling of Lagrange multipliers in the display of problems with the
Jacobian was wrong
* The option `auxname` was missing in the documentation of the `pac_model`
command
* PAC equation estimation/simulation was crashing in the case of composite
target
* The PAC equation estimation would crash if the PAC target was a transformed
variable
* The `perfect_foresight_with_expectation_errors_solver` command could return
incorrect results when used in conjunction with
`homotopy_linearization_fallback` or
`homotopy_marginal_linearization_fallback` options
* For scalar values, the description of the `horizon` option of the
`var_expectation_model` command was incorrect
* The steady state computation with the `bytecode` option in a Ramsey model
was broken
* OccBin: the piecewise Kalman filter would crash in case of a periodic
solution
* The `heteroskedastic_filter` option of the `estimation` command would cause a
crash if there was only one shock
* The `method_of_moments` command would crash during the J-test for just and
underidentified models
* User-defined `warning` settings were internally overwritten with the
`method_of_moments` command or the piecewise Kalman filter
* The SMC sampler would crash if any of the `bayesian_irf`, `moments_varendo`,
or `smoother` options of the `estimation` command had been specified
* The `bvar_irf` command would ignore the `SquareRoot` option and instead
employ a Cholesky decomposition
* The univariate Kalman filter erroneously treated observations with negative
prediction variances due to numerical issues as missing values instead of
discarding the parameter draw
Moreover, a new `homotopy_exclude_varexo` option to the
`perfect_foresight_solver` command has been added, to exclude some exogenous
variables from the homotopy procedure (*i.e.* to keep them at their value
corresponding to 100% of the shock during all homotopy iterations).
Announcement for Dynare 6.0 (on 2024-02-02)
===========================================
We are pleased to announce the release of Dynare 6.0.
This major release adds new features and fixes various bugs.
The Windows, macOS, MATLAB Online and source packages are already available for
download at [the Dynare website](https://www.dynare.org/download/).
This release is compatible with MATLAB versions ranging from 9.5 (R2018b) to
23.2 (R2023b), and with GNU Octave versions ranging from 7.1.0 to 8.4.0 (NB:
the Windows package requires version 8.4.0 specifically).
Major user-visible changes
--------------------------
- The Sequential Monte Carlo sampler as described by Herbst and Schorfheide
(2014) is now available under value `hssmc` for option
`posterior_sampling_method`.
- New routines for perfect foresight simulation with expectation errors. In
such a scenario, agents make expectation errors in that the path they had
anticipated in period 1 is not realized exactly. More precisely, in some
simulation periods, they may receive new information that makes them revise
their anticipation for the path of future shocks. Also, under this scenario,
it is assumed that agents behave as under perfect foresight, *i.e.* they
make their decisions as if there were no uncertainty and they knew exactly
the path of future shocks; the new information that they may receive comes
as a total surprise to them. Available under new
`perfect_foresight_with_expectation_errors_setup` and
`perfect_foresight_with_expectation_errors_solver` commands, and
`shocks(learnt_in=…)`, `mshocks(learnt_in=…)` and `endval(learnt_in=…)`
blocks.
- New routines for IRF matching with stochastic simulations:
- Both frequentist (as in Christiano, Eichenbaum, and Evans, 2005) and
Bayesian (as in Christiano, Trabandt, and Walentin, 2010) IRF matching
approaches are implemented. The core idea of IRF matching is to treat
empirical impulse responses (*e.g.* given from an SVAR or local projection
estimation) as data and select model parameters that align the model’s
IRFs closely with their empirical counterparts.
- Available under option `mom_method = irf_matching` option to the
`method_of_moments` command.
- New blocks `matched_irfs` and `matched_irfs_weights` for specifying the
values and weights of the empirical impulse response functions.
- Pruning à la Andreasen et al. (2018) is now available at an arbitrary
approximation order when performing stochastic simulations with
`stoch_simul`, and at 3rd order when performing particle filtering.
- New `log` option to the `var` statement. In addition to the endogenous
variable(s) thus declared, this option also triggers the creation of
auxiliary variable(s) equal to the log of the corresponding endogenous
variable(s). For example, given a `var(log) y;` statement, two endogenous
will be created (`y` and `LOG_y`), and an auxiliary equation linking the two
will also be added (equal to `y = exp(LOG_y);`). Moreover, every occurrence
of `y` in the model will be replaced by `exp(LOG_y)`. This option is, for
example, useful for performing a loglinear approximation of some variable(s)
in the context of a first-order stochastic approximation; or for ensuring
that the variable(s) stay(s) in the definition domain of the function
defining the steady state or the dynamic residuals when the nonlinear solver
is used.
- New model editing features
- Multiple `model` blocks are now supported (this was already working but
not explicitly documented).
- Multiple `estimated_params` blocks now concatenate their contents (instead
of overwriting previous ones, which was the former undocumented behavior);
an `overwrite` option has been added to provide the old behavior.
- New `model_options` statement to set model options in a global fashion.
- New `model_remove` command to remove equations.
- New `model_replace` block to replace equations.
- New `var_remove` command to remove variables (or parameters).
- New `estimated_params_remove` block to remove estimated parameters.
- Stochastic simulations
- Performance improvements for simulation of the solution under perturbation
and for particle filtering at higher order (⩾ 3).
- Performance improvement for the first order perturbation solution using
either cycle reduction (`dr=cycle_reduction` option) or logarithmic
reduction (`dr=logarithmic_reduction`).
- New `nomodelsummary` option to the `stoch_simul` command, to suppress the
printing of the model summary and the covariance of the exogenous shocks.
- Estimation
- A truncated normal distribution can now be specified as a prior, using the
3rd and 4th parameters of the `estimated_params` block as the bounds.
- New `conditional_likelihood` option to the `estimation` command. When the
option is set, instead of using the Kalman filter to evaluate the
likelihood, Dynare will evaluate the conditional likelihood based on the
first-order reduced form of the model by assuming that the initial state
vector is at its steady state.
- New `additional_optimizer_steps` option to the `estimation` command to
trigger the sequential execution of several optimizers when looking for
the posterior mode.
- The `generate_trace_plots` command now allows comparing multiple chains.
- The Geweke and Raftery-Lewis convergence diagnostics will now also be
displayed when `mh_nblocks>1`.
- New `robust`, `TolGstep`, and `TolGstepRel` options to the optimizer
available under `mode_compute=5` (“newrat”).
- New `brooks_gelman_plotrows` option to the `estimation` command for
controlling the number of parameters to depict along the rows of the
figures depicting the Brooks and Gelman (1998) convergence diagnostics.
- New `mh_init_scale_factor` option to the `estimation` command tor govern
the overdispersion of the starting draws when initializing several Monte
Carlo Markov Chains. This option supersedes the `mh_init_scale` option,
which is now deprecated.
- Steady state computation
- Steady state computation now accounts for occasionally-binding constraints
of mixed-complementarity problems (as defined by `mcp` tags).
- New `tolx` option to the `steady` command for governing the termination
based on the step tolerance.
- New `fsolve_options` option to the `steady` command for passing options to
`fsolve` (in conjunction with the `solve_algo=0` option).
- New option `from_initval_to_endval` option to the `homotopy_setup` block,
for easily computing homotopy from initial to terminal steady state (when
the former is already computed).
- New `non_zero` option to `resid` command to restrict display to non-zero
residuals.
- Perfect foresight
- Significant performance improvement of the `stack_solve_algo=1` option to
the `perfect_foresight_solver` command (Laffargue-Boucekkine-Juillard
algorithm) when used in conjunction with options `block` and/or `bytecode`
of the `model` block.
- New `relative_to_initval` option to the `mshocks` block, to use the
initial steady state as a basis for the multiplication when there is an
`endval` block.
- New `static_mfs` option to the `model` block (and to the `model_options`
command), for controlling the minimum feedback set computation for the
static model. It defaults to `0` (corresponding to the behavior in Dynare
version 5).
- Various improvements to homotopy
- New `endval_steady` option to the `perfect_foresight_setup` command for
computing the terminal steady state at the same time as the transitory
dynamics (and new options `steady_solve_algo`, `steady_tolf`,
`steady_tolx`, `steady_maxit` and `steady_markowitz` for controlling the
steady state nonlinear solver).
- New `homotopy_linearization_fallback` and
`homotopy_marginal_linearization_fallback` options to the
`perfect_foresight_solver` command to get an approximate solution when
homotopy fails to go to 100%.
- New `homotopy_initial_step_size`, `homotopy_min_step_size`,
`homotopy_step_size_increase_success_count` and
`homotopy_max_completion_share` options to the
`perfect_foresight_solver` command to fine tune the homotopy behavior.
- Purely backward, forward and static models are now supported by the
homotopy procedure.
- The `stack_solve_algo=1` and `stack_solve_algo=6` options of the
`perfect_foresight_solver` command were merged and are now synonymous.
They both provide the Laffargue-Boucekkine-Juillard algorithm and work
with and without the `block` and `bytecode` options of the `model` block.
Using `stack_solve_algo=1` is now recommended, but `stack_solve_algo=6` is
kept for backward compatibility.
- OccBin
- New `simul_reset_check_ahead_periods` option to the `occbin_setup` and
`occbin_solver` commands, for resetting `check_ahead_periods` in each
simulation period.
- new `simul_max_check_ahead_periods`, `likelihood_max_check_ahead_periods`,
and `smoother_max_check_ahead_periods` options to the `occbin_setup`
command, for truncating the number of periods for which agents check ahead
which regime is present.
- Optimal policy
- The `osr` command now accepts the `analytic_derivation` and
`analytic_derivation_mode` options.
- The `evaluate_planner_objective` command now computes the unconditional
welfare for higher-order approximations (⩾ 3).
- New `periods` and `drop` options to the `evaluate_planner_objective`
command.
- Semi-structural models
- New `pac_target_info` block for decomposing the PAC target into an
arbitrary number of components. Furthermore, in the presence of such a
block, the new `pac_target_nonstationary` operator can be used to select
the non stationary part of the target (typically useful in the error
correction term of the PAC equation).
- New `kind` option to the `pac_model` command. This option allows the user
to select the formula used to compute the weights on the VAR companion
matrix variables that are used to form PAC expectations.
- Performance improvement to `solve_algo=12` and `solve_algo=14`, which
significantly accelerates the simulation of purely backward, forward and
static models with the `perfect_foresight_solver` command and the routines
for semi-structural models.
- dseries classes
- The `remove` and `remove_` methods now accept a list of variables (they
would previously only accept a single variable).
- New MATLAB/Octave command `dplot` to plot mathematical expressions
generated from variables fetched from (different) dseries objects.
- Misc
- New `display_parameter_values` command to print the parameter values in
the command window.
- New `collapse_figures_in_tabgroup` command to dock all figures.
- Performance improvement for the `use_dll` option of the `model` block. The
preprocessor now takes advantage of parallelization when compiling the MEX
files.
- New mathematical primitives available: complementary error function
(`erfc`), hyperbolic functions (`cosh`, `sinh`, `tanh`, `acosh`, `asinh`,
`atanh`).
- New `last_simulation_period` option to the `initval_file` command.
- The `calib_smoother` command now accepts the `nobs` and
`heteroskedastic_filter` options.
- Under the MATLAB Desktop, autocompletion is now available for the `dynare`
command and other CLI commands (thanks to Eduard Benet Cerda from
MathWorks).
- Model debugging: The preprocessor now creates files for evaluating the
left- and right-hand sides of model equations separately. For a model file
called `ramst.mod`, you can call
`[lhs,rhs]=ramst.debug.static_resid(y,x,params);` (for the static model)
and `[lhs,rhs]=ramst.debug.dynamic_resid(y,x,params,steady_state);` (for
the dynamic model), where `y` are the endogenous, `x` the exogenous,
`params` the parameters, and `steady_state` is self-explanatory. NB: In
the dynamic case, the vector `y` of endogenous must have 3n elements
where n is the number of endogenous (including auxiliary ones); the
first n elements correspond to the lagged values, the middle n
elements to the contemporaneous values, and the last n elements to the
lead values.
- New interactive MATLAB/Octave command `search` for listing the equations
in which given variable(s) appear (requires `json` command line option).
- The `model_info` command allows to print the block decomposition even if
the `block` option of the `model` block has not been used, by specifying
the new options `block_static` and `block_dynamic`.
- There is now a default value for the global initialization file
(`GlobalInitFile` option of the configuration file): the `global_init.m`
in the Dynare configuration directory (typically
`$HOME/.config/dynare/global_init.m` under Linux and macOS, and
`c:\Users\USERNAME\AppData\Roaming\dynare\global_init.m` under Windows).
- For those compiling Dynare from source, the build system has been entirely
rewritten and now uses Meson; as a consequence, it is now faster and
easier to understand.
- References:
- Andreasen, Martin M., Jesús Fernández-Villaverde, and Juan Rubio-Ramírez
(2018): “The Pruned State-Space System for Non-Linear DSGE Models: Theory
and Empirical Applications,” *Review of Economic Studies*, 85(1), 1-49.
- Brooks, Stephen P., and Andrew Gelman (1998): “General methods for
monitoring convergence of iterative simulations,” *Journal of Computational
and Graphical Statistics*, 7, pp. 434–455.
- Christiano, Eichenbaum and Charles L. Evans (2005): “Nominal Rigidities and
the Dynamic Effects of a Shock to Monetary Policy,” *Journal of Political
Economy*, 113(1), 1–45.
- Christiano, Lawrence J., Mathias Trabandt, and Karl Walentin (2010): “DSGE
Models for Monetary Policy Analysis,” In: *Handbook of Monetary Economics
3*, 285–367.
- Herbst, Edward and Schorfheide, Frank (2014): "Sequential Monte Carlo
Sampling for DSGE Models," *Journal of Applied Econometrics*, 29,
1073-1098.
Incompatible changes
--------------------
- The default value of the `mode_compute` option of the `estimation` command
has been changed to `5` (it was previously `4`).
- When using block decomposition (with the `block` option of the `model`
block), the option `mfs` now defaults to `1`. This setting should deliver
better performance in perfect foresight simulation on most models.
- The default location for the configuration file has changed. On Linux and
macOS, the configuration file is now searched by default under
`dynare/dynare.ini` in the configuration directories defined by the XDG
specification (typically `$HOME/.config/dynare/dynare.ini` for the
user-specific configuration and `/etc/xdg/dynare/dynare.ini` for the
system-wide configuration, the former having precedence over the latter).
Under Windows, the configuration file is now searched by default in
`%APPDATA%\dynare\dynare.ini` (typically
`c:\Users\USERNAME\AppData\Roaming\dynare\dynare.ini`).
- The information stored in `oo_.endo_simul, oo_.exo_simul`, and `oo_.irfs` is
no longer duplicated in the base workspace. New helper functions
`send_endogenous_variables_to_workspace`,
`send_exogenous_variables_to_workspace`, and `send_irfs_to_workspace` have
been introduced to explicitly request these outputs and to mimic the old
behavior.
- The `dynare_sensitivity` command has been renamed `sensitivity`. The old
name is still accepted but triggers a warning.
- The syntax `resid(1)` is no longer supported.
- The `mode_compute=6` option to the `estimation` command now recursively
updates the covariance matrix across the `NumberOfMh` Metropolis-Hastings
runs, starting with the `InitialCovarianceMatrix` in the first run, instead
of computing it from scratch in every Metropolis-Hastings run.
- The `periods` command has been removed.
- The `Sigma_e` command has been removed.
- The `block` option of the `model` block no longer has an effect when used in
conjunction with `stoch_simul` or `estimation` commands.
- The Dynare++ executable is no longer distributed since almost all of its
functionalities have been integrated inside Dynare for MATLAB/Octave.
- A macro-processor variable defined without a value (such as `@#define var`
in the `.mod` file or alternatively `-Dvar` on the `dynare` command line) is
now assigned the `true` logical value (it was previously assigned `1`).
- The `parallel_slave_open_mode` option of the `dynare` command has been
renamed `parallel_follower_open_mode`.
- The `static` option of the `model_info` command is now deprecated and is
replaced by the `block_static` option.
Bugs that were present in 5.5 and that have been fixed in 6.0
-------------------------------------------------------------
* The `mh_initialize_from_previous_mcmc` option of the `estimation` command
would not work if estimation was conducted with a different prior and the
last draw in the previous MCMC fell outside the new prior bounds
* When specifying a generalized inverse Gamma prior, the hyperparameter
computation would erroneously ignore the resulting mean shift
* When using the `mh_recover` option of the `estimation` command, the status
bar always started at zero instead of showing the overall progress of the
recovered chain
* The `model_diagnostics` command would fail to check the correctness of
user-defined steady state files
* GSA: LaTeX output was not working as expected
* Forecasts and filtered variables could not be retrieved with the
`heteroskedastic_shocks` block
* The OccBin smoother would potentially not display all smoothed shocks with
`heteroskedastic_filter` option
* The OccBin smoother would crash if the number of requested periods was
smaller than the data length
* The multivariate OccBin smoother would return wrong results if the constraint
was binding in the first period
* The `plot_shock_decomposition` command would fail with the `init2shocks`
block if the `initial_condition_decomposition` was not run before
* LaTeX output under Windows failed to compile for `plot_priors=1` option of
the `estimation` command and Brooks and Gelman (1998) convergence diagnostics
* The plot produced by the `shock_decomposition` command was too big, making
the close button inaccessible
* Monthly dates for October, November and December (*i.e.* with a 2-digit month
number) were not properly interpreted by the preprocessor
* Theoretical moments computed by `stoch_simul` at `order=2` with `pruning`
would not contain unconditional and conditional variance decomposition
Announcement for Dynare 5.5 (on 2023-10-23)
===========================================
We are pleased to announce the release of Dynare 5.5.
This maintenance release fixes various bugs.
The Windows, macOS and source packages are already available for download at
[the Dynare website](https://www.dynare.org/download/).
All users are strongly encouraged to upgrade.
This release is compatible with MATLAB versions ranging from 8.3 (R2014a) to
23.2 (R2023b), and with GNU Octave version 8.3.0 (under Windows).
Note for macOS users with an Apple Silicon processor: this is the first Dynare
release that comes with native Apple Silicon (arm64) support under MATLAB.
Please download the corresponding package, to be used with MATLAB R2023b for
Apple Silicon.
Here is a list of the problems identified in version 5.4 and that have been
fixed in version 5.5:
* In a stochastic context, results could be incorrect if an endogenous with a
lead ⩾ 2 or an exogenous with a lead ⩾ 1 appeared in the argument(s) of a
call to a (nonlinear) external function
* With the `use_dll` option of the `model` block, the expression `sign(x)`
would evaluate to ±1 instead of 0 if `x=0`
* If the guess value given to the `steady` command was such that the residuals
were all below tolerance, except some that are `NaN`, then this guess value
was incorrectly accepted as the solution to the steady state problem
* The `method_of_moments` command with GMM was ignoring the
`analytic_standard_errors` option when using `mode_compute=4`
* Homotopy with the `extended_path` command at `order=0` was broken
* The `parallel_use_psexec` command-line option was ignored
* With the `bytecode` option of the `model` block, using the operators `abs()`,
`cbrt()` and `sign()` would lead to a crash
* The `fast` command-line option was broken under MATLAB with Windows
* Ramsey steady state computation could fail if an `expectation` or `diff`
operator was present in the model
* A crash could occur if some external function call was present in an
auxiliary variable
* The `endogenous_prior` option of the `estimation` command could erroneously
display a warning message about missing observations
* The `model_comparison` command would crash if the `.mod` file name had less
than four characters
* The `shock_decomposition` command would overwrite previously stored smoother
results
* The `x13` interface in dseries did not handle missing values, particularly at
the beginning of a series
* The `x13` interface in dseries would occasionally crash under Windows with
segmentation violations
* OccBin: estimation would crash if a previous `shocks(surprise)` simulation
was conducted
* The `internals` command would not find the location of the `_results.mat`
file
* The `prior optimize` command would not work with `mode_compute=5`
Announcement for Dynare 5.4 (on 2023-03-22)
===========================================
We are pleased to announce the release of Dynare 5.4.
This maintenance release fixes various bugs.
The Windows, macOS and source packages are already available for download at
[the Dynare website](https://www.dynare.org/download/).
All users are strongly encouraged to upgrade.
This release is compatible with MATLAB versions ranging from 8.3 (R2014a) to
9.14 (R2023a), and with GNU Octave version 8.1.0 (under Windows).
Note for macOS users with an Apple Silicon processor, and who are also MATLAB
users: the official MATLAB version for use on those processors is still the
Intel version (running through Rosetta 2), so the official Dynare package for
download on our website is built for Intel only. However, since Mathworks has
released a beta version of MATLAB for Apple Silicon, we created a beta package
of Dynare that you can try with it. See this forum thread for more details:
https://forum.dynare.org/t/testers-wanted-release-of-dynare-5-x-beta-for-apple-silicon-m1-m2-chips/20499
Here is a list of the problems identified in version 5.3 and that have been
fixed in version 5.4:
* Files installed through the Windows installer had too weak permissions and
could be modified by unpriviledged local users, if the default installation
location (`c:\dynare\`) had been chosen
* Estimation:
+ the `load_results_after_load_mh` option would not find the location of the
results file
+ the computation of prior/posterior statistics would crash if the value of
the `filter step_ahead` option was greater than 1 without requesting a
`forecast` or the `smoother`
+ NaN or complex parameters returned by steady state files were not correctly
handled
+ `analytical_derivation` could be triggered with `endogenous_prior` but
would not take the endogenous prior into account for the Jacobian and
Hessian
* OccBin:
+ running the `calib_smoother` command with `smoother_inversion_filter` would
crash unless `likelihood_inversion_filter` was also specified
+ running the piecewise Kalman smoother would crash if an error was
encountered during computation of the decision rules
* PAC equation estimation through iterative OLS would crash if the auxiliary
model contained a constant
* The variable label was incorrect for leads and lags of exogenous variables in
the display of decision rules and in the `model_info` command
* Declaring a `trend_var` variable while not having a `var(deflator=...)`
statement would cause the preprocessor to crash
* Macro processor: error messages following a `@#define`, `@#include` or
`@#includepath` directive could in some cases point to a line number off by 1
* Perfect foresight simulations: the `debug` option would not preserve
sparsity, causing out of memory errors
Announcement for Dynare 5.3 (on 2022-11-21)
===========================================
......
README.md
View file @ d38bfd73
......@@ -33,8 +33,6 @@ This source can be retrieved in three forms:
- 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/>
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.
**Note:** Here, when we refer to 32-bit or 64-bit, we refer to the type of
......@@ -45,8 +43,8 @@ determine the type of your MATLAB/Octave installation, type:
```matlab
>> computer
```
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`,
at the MATLAB/Octave prompt. Under MATLAB, if it returns `PCWIN64`, `GLNX64`,
`MACI64` or `MACA64` 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.
......@@ -56,8 +54,10 @@ a 32-bit Octave.
1. [**General Instructions**](#general-instructions)
1. [**Debian or Ubuntu**](#debian-or-ubuntu)
1. [**Fedora, CentOS or RHEL**](#fedora-centos-or-rhel)
1. [**Arch Linux**](#arch-linux)
1. [**Windows**](#windows)
1. [**macOS**](#macos)
1. [**Docker**](#docker)
## General Instructions
......@@ -65,28 +65,27 @@ a 32-bit Octave.
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](https://gcc.gnu.org/), version 10 or later, with
gcc, g++ and gfortran (mandatory)
gcc, g++ and gfortran
- [MATLAB](https://mathworks.com) (if you want to compile the MEX for MATLAB)
- [GNU Octave](https://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://octave.sourceforge.io/control/), [IO](https://octave.sourceforge.io/io/), [Optimization](https://octave.sourceforge.io/optim/) and [Statistics](https://octave.sourceforge.io/statistics/) package either installed via your package manager or through [Octave Forge](https://octave.sourceforge.io/).
- the development libraries corresponding to the [UMFPACK](https://people.engr.tamu.edu/davis/suitesparse.html) packaged with Octave (if you want to compile the MEX for Octave)
- the [statistics](https://octave.sourceforge.io/statistics/) package and, optionally, the [control](https://octave.sourceforge.io/control/), [io](https://octave.sourceforge.io/io/) and [optimization](https://octave.sourceforge.io/optim/) packages, either installed via your package manager or through [Octave Forge](https://octave.sourceforge.io/)
- [Meson](https://mesonbuild.com), version 0.64.0 or later
- [Pkgconf](http://pkgconf.org/), or another pkg-config implementation
- [Bash](https://www.gnu.org/software/bash/)
- [Boost libraries](https://www.boost.org), version 1.36 or later
- [Bison](https://www.gnu.org/software/bison/), version 3.2 or later (only if you get the source through Git)
- [Flex](https://github.com/westes/flex), version 2.5.4 or later (only if you get the source through Git)
- [Autoconf](https://www.gnu.org/software/autoconf/), version 2.62 or later (only if you get the source through Git)
- [Automake](https://www.gnu.org/software/automake/), version 1.11.2 or later (only if you get the source through Git)
- [MAT File I/O library](https://sourceforge.net/projects/matio/), version 1.5 or later (if you want to compile Markov-Switching code, the estimation DLL, and the k-order DLL)
- [SLICOT](http://www.slicot.org) (if you want to compile the Kalman steady state DLL)
- [GSL library](https://www.gnu.org/software/gsl/) (if you want to compile Markov-Switching code)
- [Bison](https://www.gnu.org/software/bison/), version 3.2 or later
- [Flex](https://github.com/westes/flex), version 2.5.4 or later
- [MAT File I/O library](https://sourceforge.net/projects/matio/), version 1.5 or later (only when compiling for Octave)
- [SLICOT](http://www.slicot.org)
- [GSL library](https://www.gnu.org/software/gsl/)
- A decent LaTeX distribution (if you want to compile PDF documentation),
ideally with Beamer
- For building the reference manual:
- [Sphinx](https://www.sphinx-doc.org/)
- [MathJax](https://www.mathjax.org/)
- [Doxygen](https://www.doxygen.nl) (if you want to build Dynare preprocessor source documentation)
- [X-13ARIMA-SEATS Seasonal Adjustment Program](https://www.census.gov/data/software/x13as.html)
### Preparing the sources
......@@ -98,107 +97,78 @@ have the [Git LFS](https://git-lfs.github.com/) extension installed):
```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. 5.x) , then add `--single-branch --branch 5.x` to the git clone command.
If you want a certain version (e.g. 5.x) , then add `--single-branch --branch 5.x` to the git clone command.
### Configuring the build tree
### Configuring the build directory
Simply launch the configure script from a terminal:
If you want to compile for MATLAB, please run the following (after adapting the path to MATLAB):
```sh
./configure --with-matlab=<…>
meson setup -Dmatlab_path=/usr/local/MATLAB/R2023b --buildtype=debugoptimized build-matlab
```
where the path to MATLAB is specified.
Some important options:
The build directory will thus be `build-matlab`.
- `--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)
Or for Octave:
```sh
meson setup -Dbuild_for=octave --buildtype=debugoptimized build-octave
```
The build directory will thus be `build-octave`.
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.
Note that if you do not chose `build-matlab` (under MATLAB) or `build-octave`
(under Octave) as the build directory, you will need to set the environment
variable `DYNARE_BUILD_DIR` to the full path of your build tree, before running
MATLAB or Octave, if you want Dynare to be able to find the preprocessor and
the MEX files.
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).
It is possible to specify various Meson options, see the Meson documentation
for more details. Modifying options of an existing build directory can be
done using the `meson configure` command.
### Building
Binaries are built with:
For compiling the preprocessor and the MEX files:
```sh
make
meson compile -C <builddir>
```
PDF and HTML documentation are respectively built with:
where `<builddir>` is the build directory, typically either `build-matlab` or `build-octave`.
PDF and HTML documentation can be built with:
```sh
make pdf
make html
meson compile -C <builddir> doc
```
### 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:
```sh
make check
```
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:
Dynare comes with unit tests (in the MATLAB functions) and integration tests (under the `tests` subfolder). All the tests can be run with:
```sh
make check-matlab
```
or only with Octave:
```sh
make check-octave
meson test -C <builddir>
```
Depending on the performance of your machine, this can take several hours.
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:
```sh
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:
```sh
make m/deterministic_simulations
```
or with Octave:
```sh
make o/deterministic_simulations
```
Finally if you want to run a single integration test, e.g. `deterministic_simulations/lbj/rbc.mod` with MATLAB:
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:
```sh
make deterministic_simulations/lbj/rbc.m.trs
meson test -C <builddir> --suite deterministic_simulations
```
or with Octave:
```sh
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:
```sh
make deterministic_simulations/lbj/rbc.m.drs
```
or
```sh
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
This will run all the integration tests in `tests/deterministic_simulations`.
This syntax also works with a nested directory (e.g. `--suite deterministic_simulations/purely_forward`).
Finally if you want to run a single integration test, e.g. `deterministic_simulations/lbj/rbc.mod`:
```sh
make clean
meson test -C <builddir> deterministic_simulations/lbj/rbc.mod
```
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).
NB: Some individual tests cannot be run using that syntax, if they are a dependency in a chain of tests (see the `mod_and_m_tests` variable `meson.build`); in that case, you should use the name of the last `.mod` file in the chain as the test name to be passed to `meson test`.
## Debian or Ubuntu
All the prerequisites are packaged:
- `build-essential` (for gcc, g++ and make)
- `gcc`
- `g++`
- `gfortran`
- `liboctave-dev`
- `octave-dev` (or `liboctave-dev` on older Debian/Ubuntu releases)
- `libboost-graph-dev`
- `libgsl-dev`
- `libmatio-dev`
......@@ -206,40 +176,32 @@ All the prerequisites are packaged:
- `libsuitesparse-dev`
- `flex` and `libfl-dev`
- `bison`
- `autoconf`
- `automake`
- `meson`
- `pkgconf`
- `texlive`
- `texlive-publishers` (for Econometrica bibliographic style)
- `texlive-latex-extra` (for fullpage.sty)
- `texlive-fonts-extra` (for ccicons)
- `texlive-latex-recommended`
- `texlive-science` (for amstex)
- `texlive-plain-generic`
- `lmodern` (for macroprocessor PDF)
- `cm-super` (for BVAR à la Sims and GSA PDFs)
- `python3-sphinx`
- `tex-gyre`
- `latexmk`
- `libjs-mathjax`
- `doxygen`
- `x13as`
You can install them all at once with:
```sh
apt install build-essential gfortran liboctave-dev libboost-graph-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex libfl-dev bison autoconf automake texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-latex-recommended texlive-science texlive-plain-generic lmodern python3-sphinx tex-gyre latexmk libjs-mathjax doxygen x13as
apt install gcc g++ gfortran octave-dev libboost-graph-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex libfl-dev bison meson pkgconf texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-science lmodern cm-super python3-sphinx make tex-gyre latexmk libjs-mathjax x13as
```
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 “Buster” 10
- Debian “Bullseye” 11
- Ubuntu 20.04
- Ubuntu 20.10
## Fedora, CentOS or RHEL
Almost all prerequisites are packaged:
- `gcc`, `gcc-c++`, `make`
- `gcc`, `gcc-c++`
- `gcc-gfortran`
- `boost-devel`
- `gsl-devel`
......@@ -247,24 +209,23 @@ Almost all prerequisites are packaged:
- `suitesparse-devel`
- `flex`
- `bison`
- `autoconf`
- `automake`
- `meson`
- `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`
- `make` (for building Slicot)
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 boost-devel gsl-devel matio-devel suitesparse-devel flex bison autoconf automake redhat-rpm-config
# Octave packages (use --disable-doc flag)
# Minimal packages
dnf install -y gcc gcc-c++ make gcc-gfortran boost-devel gsl-devel matio-devel suitesparse-devel flex bison meson redhat-rpm-config
# Octave packages
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
# Documentation packages (only needed if you build documentation)
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
```
In Fedora these are available from the default repositories; whereas for CentOS and RHEL you need to enable the [Extra Packages for Enterprise Linux (EPEL)](https://fedoraproject.org/wiki/EPEL) repository and either the PowerTools repository for CentOS or the CodeReady Linux Builder repository for RHEL:
```sh
......@@ -275,7 +236,7 @@ dnf config-manager --set-enabled PowerTools
ARCH=$( /bin/arch )
subscription-manager repos --enable "codeready-builder-for-rhel-8-${ARCH}-rpms"
```
The documentation packages have slightly different names in CentOS and RHEL, you can also choose to pass the `--disable-doc` flag to your configure script to skip these dependencies.
The documentation packages have slightly different names in CentOS and RHEL, but this should only impact you if you build the documentation.
`Slicot` and `x13as` need to be compiled from source:
......@@ -283,37 +244,40 @@ The documentation packages have slightly different names in CentOS and RHEL, you
# compile slicot from source and put it into /home/$USER/dynare/slicot/lib/
mkdir -p /home/$USER/dynare/slicot
cd /home/$USER/dynare/slicot
wget https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
tar xf slicot_5.0+20101122.orig.tar.gz
cd slicot-5.0+20101122
make FORTRAN=gfortran OPTS="-O2 -fPIC -fdefault-integer-8" LOADER=gfortran lib
wget https://github.com/SLICOT/SLICOT-Reference/archive/refs/tags/v5.9.tar.gz
tar xf v5.9.tar.gz
cd SLICOT-Reference-5.9
mkdir -p /home/$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
# The following two lines are only for MATLAB
make -f makefile_Unix FORTRAN=gfortran OPTS="-O2 -fPIC -fdefault-integer-8" LOADER=gfortran lib
cp slicot.a /home/$USER/dynare/slicot/lib/libslicot64_pic.a
# The following two lines are only for Octave
make -f makefile_Unix FORTRAN=gfortran OPTS="-O2 -fPIC" LOADER=gfortran lib
cp slicot.a /home/$USER/dynare/slicot/lib/libslicot_pic.a
# compile x13as from source and put it into /usr/bin/
mkdir -p /home/$USER/dynare/x13as
cd /home/$USER/dynare/x13as
wget https://www2.census.gov/software/x-13arima-seats/x13as/unix-linux/program-archives/x13as_asciisrc-v1-1-b59.tar.gz
tar xf x13as_asciisrc-v1-1-b59.tar.gz
wget https://www2.census.gov/software/x-13arima-seats/x13as/unix-linux/program-archives/x13as_asciisrc-v1-1-b61.tar.gz
tar xf x13as_asciisrc-v1-1-b61.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.
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. the [OpenGL Section of the ArchWiki article on MATLAB](https://wiki.archlinux.org/title/MATLAB#OpenGL_acceleration) for instructions.
Keep in mind to use the `--with-slicot` option to the configure command, e.g.:
Now use the following commands if using MATLAB (adapt them for Octave, see above):
```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
meson setup -Dmatlab_path=/usr/local/MATLAB/R2023b -Dfortran_args="[ '-B', '/home/$USER/dynare/slicot']" --buildtype=debugoptimized build-matlab
meson compile -C build-matlab
```
If your distribution ships an older version of `bison`, compile it from source and append it *temporarily* to your path before calling the configure script:
If your distribution ships an older version of `bison`, compile it from source and append it *temporarily* to your path before running meson:
```sh
bison --version # bison (GNU Bison) 3.0.4
mkdir -p /home/$USER/dynare/bison
......@@ -329,11 +293,42 @@ bison --version # bison (GNU Bison) 3.6.4
```
Now configure dynare as above.
Tested on
- CentOS 8
- Fedora Workstation 32
- Fedora Workstation 33
- Red Hat Enterprise Linux 8
## Arch Linux
The following steps show how to install Dynare on Arch Linux from source.
- Install all needed dependencies:
```sh
pacman -S git make meson boost blas gsl libmatio gcc-fortran gcc-libs
```
- Compile and install SLICOT:
```sh
wget https://github.com/SLICOT/SLICOT-Reference/archive/refs/tags/v5.9.tar.gz
tar xf v5.9.tar.gz
cd SLICOT-Reference-5.9
make -f makefile_Unix FORTRAN=gfortran OPTS="-O2 -fno-underscoring -fdefault-integer-8" LOADER=gfortran lib
mkdir -p /usr/local/lib
cp slicot.a /usr/local/lib/libslicot64_pic.a
cd ..
```
- Install `x13as-bin` from the AUR ([link to PKGBUILD](https://aur.archlinux.org/packages/x13as-bin)), either by using your favorite AUR-helper or by following the [Arch wiki](https://wiki.archlinux.org/title/Arch_User_Repository)
- Prepare the Dynare sources:
```sh
git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git
cd dynare
```
- Configure Dynare from the source directory (adjust `matlab_path` if you use a different version than R2024a):
```sh
meson setup -Dmatlab_path=/usr/local/MATLAB/R2024a --buildtype=debugoptimized build-matlab
```
- Compile:
```sh
meson compile -C build-matlab
```
- Optionally, run the testsuite:
```sh
meson test -C build-matlab
```
If you run into errors with GCC libraries/`libstdc++`, you need to prevent MATLAB from using the libraries it is shipping. For example, you could follow the [OpenGL Section of the ArchWiki article on MATLAB](https://wiki.archlinux.org/title/MATLAB#OpenGL_acceleration) by setting/exporting `LD_PRELOAD` and `LD_LIBRARY` (the exports could also be placed in your `.zprofile`). If necessary, add `java.opts` as described in the section.
## Windows
......@@ -348,14 +343,14 @@ pacman -Syu
window to complete the upgrade.
- Install all needed dependencies:
```sh
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
pacman -S git bison flex make tar mingw-w64-x86_64-meson 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-pkgconf
```
- Compile and install SLICOT, needed for the `kalman_steady_state` MEX file
- Compile and install SLICOT
```sh
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 -fno-underscoring -fdefault-integer-8" LOADER=gfortran lib
wget https://github.com/SLICOT/SLICOT-Reference/archive/refs/tags/v5.9.tar.gz
tar xf v5.9.tar.gz
cd SLICOT-Reference-5.9
make -f makefile_Unix FORTRAN=gfortran OPTS="-O2 -fno-underscoring -fdefault-integer-8" LOADER=gfortran lib
mkdir -p /usr/local/lib
cp slicot.a /usr/local/lib/libslicot64_pic.a
cd ..
......@@ -364,11 +359,10 @@ cd ..
```sh
git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git
cd dynare
autoreconf -si
```
- Configure Dynare from the source directory:
```sh
./configure --with-slicot=/usr/local --with-matlab=<…> --disable-octave --disable-doc
meson setup -Dmatlab_path=<…> --buildtype=debugoptimized --prefer-static -Dfortran_args="['-B','C:/msys64/usr/local/lib']" build-matlab
```
where the path of MATLAB is specified. Note that you should use
the MSYS2 notation and not put spaces in the MATLAB path, so you probably want
......@@ -378,11 +372,11 @@ does not have short filenames (8dot3), then you can run `mkdir -p
then pass `/usr/local/MATLAB/…` as MATLAB path to the configure script.
- Compile:
```sh
make
meson compile -C build-matlab
```
- Run the testsuite:
```sh
make -C tests check-matlab
meson test -C build-matlab
```
**Note:** The above assumes that you have a 64-bit version of MATLAB. It can be
......@@ -397,118 +391,168 @@ adapted to a 32-bit MATLAB with the following modifications:
currently not supported.
## macOS
Dynare supports both Intel and Apple Silicon chips and is compiled from source
using a [Homebrew](https://brew.sh/) toolchain. However, if you have a *M1*,
*M1 PRO*, *M1 MAX*, *M2* or *M2 PRO* processor, you need to make sure that you are not using the ARM
Homebrew packages. This is due to the fact that although MATLAB runs natively on
Intel, it is not yet available in an ARM version and therefore must be run with the
Intel compatibility layer called Rosetta 2. Accordingly, if you are on Apple Silicon
you need to compile Dynare under Rosetta 2 as well and use the Intel packages from
Homebrew. You can check this by e.g. running `which brew` which should point to
`/usr/local/bin/brew` and not to `/opt/homebrew/bin/brew`. In the steps below, we
create a temporary alias to ensure that `brew` points to the Intel packages.
using a [Homebrew](https://brew.sh/) toolchain. If you have an Apple silicon processor
(*M1/M2 PRO/MAX/ULTRA*), you can compile Dynare both for Intel's `x86_64` (using Rosetta 2)
as well as Apple's native `arm64` platform by using the corresponding Homebrew packages.
If you have an Intel chip you can only compile for `x86_64`.
For the following steps open Terminal.app and enter the commands listed below.
You can check the platform of your current Homebrew installation by e.g. running
`which brew` which should point to `/opt/homebrew/bin/brew` for `arm64` and to
`/usr/local/bin/brew` for `x86_64` systems. In the steps below, we
create a temporary environment variable `BREWDIR` to ensure that the correct packages are used.
The following commands install all requirements and Dynare from source.
They should be entered at the command prompt in Terminal.app.
### Preparatory work
- Install the Xcode Command Line Tools:
```sh
xcode-select --install
```
- Install Rosetta 2 (Apple Silicon only):
```sh
softwareupdate --install-rosetta --agree-to-license
```
- Install the Xcode Command Line Tools:
- Install [Homebrew](https://brew.sh/):
Create environment variables for which platform you want to compile for, i.e. either `arm64` or `x86_64`:
For `arm64` run the following commands:
```sh
xcode-select --install
export ARCH=arm64
export BREWDIR=/opt/homebrew
```
- Install [Homebrew](https://brew.sh/):
For `x86_64` run the following commands:
```sh
export ARCH=x86_64
export BREWDIR=/usr/local
```
Install Homebrew using the environment variables:
```sh
arch -x86_64 /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/HEAD/install.sh)"
arch -$ARCH /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/HEAD/install.sh)"
```
The prefix `arch -x86_64` makes sure that you are using Rosetta 2 to install Homebrew.
The prefix `arch -arm64` or `arch -x86_64` makes sure that you are installing the correct packages.
Don't forget to run the displayed commands (**Next steps**) in the terminal to add Homebrew to your PATH.
- Apple Silicon only: Make a (temporary) alias to run `brew` under Rosetta 2:
If you have both Homebrew installations installed, make sure that you are accessing the correct packages by temporarily (!) prepending it to the path:
```sh
alias brew='arch -x86_64 /usr/local/bin/brew'
which brew
#brew: aliased to arch -x86_64 /usr/local/bin/brew
export PATH="$BREWDIR/bin:$PATH"
```
- Install required Homebrew packages and link sphinx-doc:
- Install required Homebrew packages:
```sh
brew install automake bison flex boost gcc gsl libmatio veclibfort octave sphinx-doc wget
brew link --force sphinx-doc
arch -$ARCH $BREWDIR/bin/brew install meson bison flex boost gcc gsl libmatio veclibfort octave sphinx-doc docutils wget pkg-config git-lfs
```
If you are installing `git-lfs` for the first time, you need to run `git lfs install` once after installing it.
- Install [MacTeX](http://www.tug.org/mactex/index.html) using the universal installer. MacTeX runs natively on both ARM and Intel machines. On Apple Silicon, we need to put `pdflatex` and `bibtex` into our path:
- Link the sphinx-doc package to be able to compile the documentation:
```sh
ln -s /Library/TeX/texbin/pdflatex /usr/local/bin/pdflatex
ln -s /Library/TeX/texbin/bibtex /usr/local/bin/bibtex
arch -$ARCH $BREWDIR/bin/brew link --force sphinx-doc
```
Alternatively, if you don’t want to install MacTeX, you should pass the `--disable-doc` flag to the `configure` command below.
- Install MATLAB and additional toolboxes. We recommend, but don't require, the following: Optimization, Global Optimization, Statistics and Machine Learning, Econometrics, and Control System. As there is no ARM version of MATLAB yet, Rosetta 2 will be used on Apple Silicon machines. Don't forget to run MATLAB at least once to make sure you have a valid license.
- Install [MacTeX](http://www.tug.org/mactex/index.html) using the universal installer, if you want to build the documentation. MacTeX runs natively on both ARM and Intel machines. On Apple Silicon, it is advised to symlink `pdflatex`, `bibtex` and `latexmk` into `/usr/local/bin`:
```sh
sudo ln -s /Library/TeX/texbin/pdflatex /usr/local/bin/pdflatex
sudo ln -s /Library/TeX/texbin/bibtex /usr/local/bin/bibtex
sudo ln -s /Library/TeX/texbin/latexmk /usr/local/bin/latexmk
```
If you don't have admin privileges, then you can also symlink them into `$HOME/.local/bin` and add this folder to your PATH.
- Install MATLAB and additional toolboxes.
We recommend, but don't require, the following: Optimization, Global Optimization, Statistics and Machine Learning, Econometrics, and Control System.
For Apple Silicon: MATLAB offers a native Apple silicon version (arm64) as of version R2023b, see [the official instructions](https://de.mathworks.com/support/requirements/apple-silicon.html) how to install it.
You can also run the Intel version (x86_64) under Rosetta 2.
Don't forget to run MATLAB at least once to make sure you have a valid license.
- Create a folder for Dynare and its dependencies
```sh
export DYNAREDIR=$HOME/dynare
```
- Compile and install SLICOT, needed for the `kalman_steady_state` MEX file.
- Compile and install SLICOT
```sh
mkdir -p $HOME/dynare/slicot
cd $HOME/dynare/slicot
wget https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
tar xf slicot_5.0+20101122.orig.tar.gz
cd slicot-5.0+20101122
make -j$(sysctl -n hw.ncpu) FORTRAN=gfortran OPTS="-O2" LOADER=gfortran lib
cp slicot.a /usr/local/lib/libslicot_pic.a
mkdir -p $DYNAREDIR/slicot/lib
cd $DYNAREDIR/slicot
curl -O https://github.com/SLICOT/SLICOT-Reference/archive/refs/tags/v5.9.tar.gz
tar xf v5.9.tar.gz
cd SLICOT-Reference-5.9
make -f makefile_Unix -j$(sysctl -n hw.ncpu) FORTRAN=$BREWDIR/bin/gfortran OPTS="-O2" LOADER=gfortran lib
cp slicot.a $DYNAREDIR/slicot/lib/libslicot_pic.a
make clean
make -j$(sysctl -n hw.ncpu) FORTRAN=gfortran OPTS="-O2 -fdefault-integer-8" LOADER=gfortran lib
cp slicot.a /usr/local/lib/libslicot64_pic.a
cd $HOME/dynare
make -f makefile_Unix -j$(sysctl -n hw.ncpu) FORTRAN=$BREWDIR/bin/gfortran OPTS="-O2 -fdefault-integer-8" LOADER=gfortran lib
cp slicot.a $DYNAREDIR/slicot/lib/libslicot64_pic.a
```
- Compile and install the X-13ARIMA-SEATS Seasonal Adjustment Program
```sh
mkdir -p $HOME/dynare/x13as
cd $HOME/dynare/x13as
wget https://www2.census.gov/software/x-13arima-seats/x13as/unix-linux/program-archives/x13as_asciisrc-v1-1-b59.tar.gz
tar xf x13as_asciisrc-v1-1-b59.tar.gz
mkdir -p $DYNAREDIR/x13as
cd $DYNAREDIR/x13as
curl -O https://www2.census.gov/software/x-13arima-seats/x13as/unix-linux/program-archives/x13as_asciisrc-v1-1-b61.tar.gz
tar xf x13as_asciisrc-v1-1-b61.tar.gz
sed -i '' 's/-static//g' makefile.gf
make -j$(sysctl -n hw.ncpu) -f makefile.gf FC=gfortran LINKER=gfortran FFLAGS="-O2 -std=legacy" PROGRAM=x13as
cp x13as /usr/local/bin/x13as
cd ;
make -j$(sysctl -n hw.ncpu) -f makefile.gf FC=$BREWDIR/bin/gfortran LINKER=$BREWDIR/bin/gcc-15 FFLAGS="-O2 -std=legacy" LDFLAGS=-static-libgcc LIBS="$BREWDIR/lib/gcc/current/libgfortran.a /$BREWDIR/lib/gcc/current/libquadmath.a" PROGRAM=x13as
sudo cp $DYNAREDIR/x13as/x13as /usr/local/bin/x13as
cd $DYNAREDIR
x13as
```
Alternatively, if you don't have admin privileges you can install it into `$HOME/.local/bin` and add this folder to your PATH.
### Compile Dynare from source
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. Apple Silicon: make sure `brew`
points towards `/usr/local/bin/brew` (see above).
folder where you want Dynare installed.
- Prepare the Dynare sources for the unstable version:
```sh
mkdir -p $HOME/dynare/unstable
git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git $HOME/dynare/unstable
cd $HOME/dynare/unstable
arch -x86_64 autoreconf -si
git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git $DYNAREDIR/unstable
cd $DYNAREDIR/unstable
```
You can also choose a specific version of Dynare by checking out the corresponding branch or a specific tag with git.
If you want a certain version (e.g. 5.x) , then add `--single-branch --branch 5.x` to the git clone command.
- Configure Dynare from the source directory:
```sh
arch -x86_64 ./configure CC=gcc-12 CXX=g++-12 CPPFLAGS=-I/usr/local/include LDFLAGS=-L/usr/local/lib LEX=/usr/local/opt/flex/bin/flex YACC=/usr/local/opt/bison/bin/bison --with-matlab=/Applications/MATLAB_R2021b.app
export BUILDDIR=build-matlab
export MATLABPATH=/Applications/MATLAB_R2023b.app
arch -$ARCH meson setup --native-file macOS/homebrew-native-$ARCH.ini -Dmatlab_path=$MATLABPATH --buildtype=debugoptimized -Dfortran_args="['-B','$DYNAREDIR/slicot/lib']" $BUILDDIR
```
where you need to adapt the path to MATLAB. If you don’t have MATLAB, simply replace `--with-matlab=<…>` by `--disable-matlab`. Check the output of the command whether Dynare is configured for building everything except the internal docs of Dynare and M2HTML.
where you need to adapt the path to MATLAB.
Similarly, if you want to compile for Octave, replace the `-Dmatlab_path` option by `-Dbuild_for=octave`, and change the build directory to `build-octave`.
- Compile:
```sh
arch -x86_64 make -j$(sysctl -n hw.ncpu)
arch -$ARCH meson compile -C $BUILDDIR
```
If no errors occured, you are done. Dynare is now ready to use.
### Optional: pass the full PATH to MATLAB to run system commands
If you start MATLAB from a terminal, you will get the PATH inherited from the shell. However, when you click on the icon in macOS, you are not running at the terminal: the program is run by launcher, which does not go through a shell login session. You get the system default PATH which includes `/usr/bin:/bin:/usr/sbin:/sbin`, but not `/usr/local/bin` or `$HOME/.local/bin`. So if you want to use system commands like `pdflatex` or `x13as` you should either call them by their full path (e.g `/Library/TeX/texbin/pdflatex`) or append the PATH in MATLAB by running `setenv('PATH', [getenv('PATH') ':/usr/local/bin:$HOME/.local/bin:/Library/TeX/texbin']);`. Alternatively, you can create a `startup.m` file or change the system default PATH in the `/etc/paths` file.
- If you additionally want to compile the documentation run:
```sh
arch -$ARCH meson compile -C $BUILDDIR doc
```
Tested on
- macOS Monterey 12.1 (Apple M1 Virtual Machine)
- macOS Monterey 12.1 (MacBook Air Intel)
- macOS Monterey 12.1 (MacBook Air M1)
- Optionally, run the testsuite:
```sh
arch -$ARCH meson test -C $BUILDDIR --num-processes=$(sysctl -n hw.perflevel0.physicalcpu)
```
where `--num-processes` specifies the number of parallel processes to use for the testsuite (here set to the number of performance cores on your mac).
### Optional: pass the full PATH to MATLAB to run system commands
If you start MATLAB from a terminal, you will get the PATH inherited from the shell.
However, when you click on the application icon in macOS, you are not running at the terminal level:
the program is run by launcher, which does not go through a shell login session.
In other words, you get the system default PATH which includes `/usr/bin:/bin:/usr/sbin:/sbin`, but not `/usr/local/bin` or `$HOME/.local/bin`.
So if you want to use system commands like `pdflatex`, `latexmk` or `x13as` you should either call them by their full path (e.g `/Library/TeX/texbin/pdflatex`)
or append the PATH by running `setenv('PATH', [getenv('PATH') ':/usr/local/bin:$HOME/.local/bin:/Library/TeX/texbin']);` in your MATLAB command line once,
e.g. by adding this to your mod file. Alternatively, you can create a `startup.m` file or change the system default PATH in the `/etc/paths` file.
## Docker
We offer a variety of pre-configured Docker containers for Dynare, pre-configured with Octave and MATLAB including all recommended toolboxes.
These are readily available for your convenience on [Docker Hub](https://hub.docker.com/r/dynare/dynare).
The `scripts/docker` folder contains [information and instructions](scripts/docker/README.md) to interact, built and customize the containers.
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@PACKAGE_VERSION@
\ No newline at end of file
configure.ac deleted 100644 → 0
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dnl Process this file with autoconf to produce a configure script.
dnl Copyright © 2009-2023 Dynare Team
dnl
dnl This file is part of Dynare.
dnl
dnl Dynare is free software: you can redistribute it and/or modify
dnl it under the terms of the GNU General Public License as published by
dnl the Free Software Foundation, either version 3 of the License, or
dnl (at your option) any later version.
dnl
dnl Dynare is distributed in the hope that it will be useful,
dnl but WITHOUT ANY WARRANTY; without even the implied warranty of
dnl MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
dnl GNU General Public License for more details.
dnl
dnl You should have received a copy of the GNU General Public License
dnl along with Dynare. If not, see <https://www.gnu.org/licenses/>.
AC_PREREQ([2.62])
AC_INIT([dynare], [6-unstable])
AC_CONFIG_SRCDIR([preprocessor/src/DynareMain.cc])
AM_INIT_AUTOMAKE([1.11 -Wall -Wno-portability foreign no-dist-gzip dist-xz tar-pax])
AC_CONFIG_SUBDIRS([preprocessor])
AC_PROG_CC
AC_PROG_CXX
AC_CANONICAL_HOST
case ${host_os} in
*cygwin*)
AC_MSG_WARN([You are compiling for the Cygwin target. This means that the preprocessor will])
AC_MSG_WARN([not run from MATLAB unless you add the Cygwin DLL to the path.])
AC_MSG_WARN([This is probably not what you want. Consider using a MinGW cross-compiler.])
if test -z "$F77"; then
# On Cygwin 1.7, g77 comes has version 3, and is not compatible with default gcc/g++ which has version 4
# And by default, the AC_PROG_F77 will pick up g77 if it is present (even if gfortran is also here)
F77=gfortran
fi
;;
esac
# Use C++ for testing headers
AC_LANG([C++])
AM_CXXFLAGS="-std=gnu++20 -Wall -Wno-dangling-else -Wextra -Wno-unused-parameter -Wold-style-cast"
AC_SUBST([AM_CXXFLAGS])
# If default 'ar' is not available, try to find one with a host prefix (see ticket #145)
AC_CHECK_PROGS([AR], [ar ${host_alias}-ar])
AC_PROG_RANLIB
AM_PROG_AR
AX_PROG_LN_S
AC_PROG_MKDIR_P
# Define optional components and their corresponding flags and Automake conditionals
AC_ARG_ENABLE([doc], AS_HELP_STRING([--disable-doc], [disable compilation of documentation]), [], [enable_doc=yes])
AM_CONDITIONAL([ENABLE_DOC], [test "$enable_doc" = yes])
AC_ARG_ENABLE([matlab], AS_HELP_STRING([--disable-matlab], [disable compilation of MEX files for MATLAB]), [], [enable_matlab=yes])
AM_CONDITIONAL([ENABLE_MATLAB], [test "$enable_matlab" = yes])
AC_ARG_ENABLE([octave], AS_HELP_STRING([--disable-octave], [disable compilation of MEX files for Octave]), [], [enable_octave=yes])
AM_CONDITIONAL([ENABLE_OCTAVE], [test "$enable_octave" = yes])
AC_ARG_ENABLE([org-export], AS_HELP_STRING([--enable-org-export], [enable exporting of Org files (requires Emacs, org-mode and other external programs)]))
AM_CONDITIONAL([ENABLE_ORG_EXPORT], [test -n "$enable_org_export"])
# Check utilities needed for documentation
if test "$enable_doc" = yes; then
AC_CHECK_PROG([PDFLATEX], [pdflatex], [pdflatex], [no])
test "$PDFLATEX" = no && AC_MSG_ERROR([pdflatex cannot be found. If you want to skip the compilation of the documentation, pass the --disable-doc flag.])
AC_CHECK_PROG([BIBTEX], [bibtex], [bibtex], [no])
test "$BIBTEX" = no && AC_MSG_ERROR([bibtex cannot be found. If you want to skip the compilation of the documentation, pass the --disable-doc flag.])
AC_CHECK_PROG([SPHINXBUILD], [sphinx-build], [sphinx-build], [no])
test "$SPHINXBUILD" = no && AC_MSG_ERROR([sphinx-build cannot be found. If you want to skip the compilation of the documentation, pass the --disable-doc flag.])
AX_LATEX_CLASS([beamer], [ax_latex_have_beamer], [], [AC_MSG_ERROR([beamer cannot be found. If you want to skip the compilation of the documentation, pass the --disable-doc flag.])])
fi
# Check for MATLAB
if test "$enable_matlab" = yes; then
AC_CONFIG_SUBDIRS([mex/build/matlab])
AX_MATLAB
AX_MATLAB_BATCH_OPTIONS
test "$ax_enable_matlab" != yes && AC_MSG_ERROR([MATLAB cannot be found. If you want to compile Dynare without MATLAB support, pass the --disable-matlab flag.])
fi
# Check for Octave
if test "$enable_octave" = yes; then
AC_CONFIG_SUBDIRS([mex/build/octave])
AX_OCTAVE
test "$ax_enable_octave" != yes && AC_MSG_ERROR([Octave cannot be found. If you want to compile Dynare without Octave support, pass the --disable-octave flag.])
fi
# Construct final output message
if test "$enable_doc" = yes; then
BUILD_DOC="yes"
else
BUILD_DOC="no"
fi
if test -n "$enable_org_export"; then
BUILD_INTERNAL_DOC="yes"
else
BUILD_INTERNAL_DOC="no"
fi
if test "$enable_matlab" = yes; then
TESTSUITE_MATLAB="yes"
else
TESTSUITE_MATLAB="no"
fi
if test "$enable_octave" = yes; then
TESTSUITE_OCTAVE="yes"
else
TESTSUITE_OCTAVE="no"
fi
AC_MSG_NOTICE([
Dynare is now configured for building the following components...
Documentation (with "make html pdf"):
Manual and other documents $BUILD_DOC
Dynare internal doc: $BUILD_INTERNAL_DOC
Testsuites (run with "make check"):
Dynare for MATLAB: $TESTSUITE_MATLAB
Dynare for Octave: $TESTSUITE_OCTAVE
])
AC_CONFIG_FILES([Makefile
VERSION
doc/Makefile
doc/manual/Makefile
doc/manual/utils/version.py
doc/parallel/Makefile
doc/internals/Makefile
doc/gsa/Makefile
doc/dseries-and-reporting/Makefile
tests/Makefile
matlab/dynare_version.m
mex/sources/Makefile
])
AC_OUTPUT
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Subproject commit f1d0fd61ea6d9c4f8694b373780d6c372e344f6e
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utilities_dw @ ac6d0ae1
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Subproject commit 216abedb9ab4df5dd4dca07c721f7c07392801e9
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doc/Makefile.am deleted 100644 → 0
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SUBDIRS = parallel internals gsa dseries-and-reporting
if ENABLE_DOC
SUBDIRS += manual
pdf-local: guide.pdf bvar-a-la-sims.pdf dr.pdf
endif
EXTRA_DIST = guide.tex guide.bbl bibmad.sty bvar-a-la-sims.tex dr.tex dr.bib dynare.plots
guide.pdf: guide.tex guide.bbl bibmad.sty
$(PDFLATEX) guide
$(PDFLATEX) guide
bvar-a-la-sims.pdf: bvar-a-la-sims.tex
$(PDFLATEX) bvar-a-la-sims
$(PDFLATEX) bvar-a-la-sims
dr.pdf: dr.tex
$(PDFLATEX) dr
$(BIBTEX) dr
$(PDFLATEX) dr
$(PDFLATEX) dr
clean-local:
# Do not delete guide.bbl which is not autogenerated
rm -f *~ *.pdf *.log *.aux *.out *.blg dr.bbl
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\message{harvard bibliography,}
\def\@hiteml[#1]#2#3#4{\item[]\if@filesw%
{ \def\protect##1{\string ##1\space}\immediate%
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\protect\hspace*{-\labelwidth}\protect\hspace*{-\labelsep}\ignorespaces}
\def\@hitem#1#2#3{\item[]\if@filesw%
{ \def\protect##1{\string ##1\space}\immediate%
\write\@auxout{\string\harvardcite{#3}{#1}{#1}{#2}}}\fi%
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\def\harvardcite#1#2#3#4{
\global\@namedef{bhf@#1}{#2}
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\def\citeasnoun{\@ifnextchar [{\@tempswatrue\@citex}{\@tempswafalse\@citex[]}}
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{\@tempswafalse\@citexasnoun[]}
}
\def\citeyear{\@ifnextchar [{\@tempswatrue\@citexyear}
{\@tempswafalse\@citexyear[]}
}
\def\citename{\@ifnextchar [{\@tempswatrue\@citexname}
{\@tempswafalse\@citexname[]}
}
% \def\@enamedef#1{\expandafter\edef\csname #1\endcsname}
% Previous line should be replaced by the following to prevent
% problems with the NFSS. Solution by Bernd Raichle.
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\def\@citex[#1]#2{\if@filesw\immediate\write\@auxout{\string\citation{#2}}\fi
\def\@citea{}\@cite{\@for\@citeb:=#2\do
{\@citea\def\@citea{\@hisep\penalty\@m\ }\@ifundefined
{b@\@citeb}{{\bf ?}\@warning
{Citation `\@citeb' on page \thepage \space undefined}}%
{{\csname b@\@citeb\endcsname\@hysep\csname bhy@\@citeb\endcsname}%
\global\@enamedef{b@\@citeb}{\csname bha@\@citeb\endcsname}}%
}}{#1}}
\def\@citexasnoun[#1]#2{%
\if@filesw\immediate\write\@auxout{\string\citation{#2}}\fi%
\@citeasnoun{{\@ifundefined%
{b@#2}%
{[{\bf ?}\@warning{Citation `#2' on page \thepage \space undefined}}%
{{\csname b@#2\endcsname\ [\csname bhy@#2\endcsname}%
\global\@namedef{b@#2}{\csname bha@#2\endcsname}}%
}}{#1}}
\def\@citexname[#1]#2{%
\if@filesw\immediate\write\@auxout{\string\citation{#2}}\fi%
\@citename{{\@ifundefined%
{b@#2}%
{{\bf ?}\@warning{Citation `#2' on page \thepage \space undefined}}%
{{\csname bhf@#2\endcsname}}%
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\def\@citexyear[#1]#2{\if@filesw\immediate\write\@auxout{\string\citation{#2}}\fi
\def\@citeayear{}\@cite{\@for\@citebyear:=#2\do
{\@citeayear\def\@citeayear{\@hisep\penalty\@m\ }\@ifundefined
{b@\@citebyear}{{\bf ?}\@warning
{Citation `\@citebyear' on page \thepage \space undefined}}%
{{\csname bhy@\@citebyear\endcsname}%
}%
}}{#1}}
\gdef\hysep@agsm{\ }\gdef\hisep@agsm{,}%
\gdef\hysep@dcu{, }\gdef\hisep@dcu{;}%
\let\@hysep\hysep@agsm \let\@hisep\hisep@agsm
\def\citationstyle#1{%
\global\@namedef{@hysep}{\csname hysep@#1\endcsname}%
\global\@namedef{@hisep}{\csname hisep@#1\endcsname}}
%DEFAULT DEFINITIONS
\def\@cite#1#2{({#1\if@tempswa , #2\fi})}
\def\@citeasnoun#1#2{{#1\if@tempswa , #2\fi]}}
\def\@citename#1#2{{#1\if@tempswa \ (#2)\fi}}
% CHANGE \end{document} - to handle double definitions
\def\enddocument{\@checkend{document}\clearpage\begingroup
\if@filesw \immediate\closeout\@mainaux
\def\global\@namedef##1##2{}\def\newlabel{\@testdef r}%
\def\bibcite{\@testdef b}%
\def\harvardcite{\@testbibh}\@tempswafalse \makeatletter\input \jobname.aux
\if@tempswa \@warning{Label(s) may have changed. Rerun to get
cross-references right}\fi\fi\endgroup\deadcycles\z@\@@end}
\def\@testbibh #1#2#3{
\def\@tempa{#2}\expandafter
\ifx \csname bhf@#1\endcsname \@tempa
\def\@tempa{#3}\expandafter
\ifx \csname bha@#1\endcsname \@tempa
\else \@tempswatrue
\fi
\else
\@tempswatrue
\fi
}
%
\ No newline at end of file
doc/bvar-a-la-sims.tex
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......@@ -26,7 +26,7 @@
}}
\author{S\'ebastien Villemot\thanks{Paris School of Economics and
CEPREMAP.} \and Johannes Pfeifer\thanks{Universität der Bundeswehr München. E-mail: \href{mailto:johannes.pfeifer@unibw.de}{\texttt{johannes.pfeifer@unibw.de}}.}}
CEPREMAP.} \and Johannes Pfeifer\thanks{University of the Bundeswehr Munich. E-mail: \href{mailto:johannes.pfeifer@unibw.de}{\texttt{johannes.pfeifer@unibw.de}}.}}
\date{First version: September 2007 \hspace{1cm} This version: May 2017}
\maketitle
......
doc/dr.tex
View file @ d38bfd73
......@@ -650,7 +650,7 @@ equation is:
In the general case, this equation is a specialized Sylvester equation, which
can be solved using the algorithm proposed by
\citet{kamenik:2004}\footnote{This paper is distributed with Dynare, in the
\texttt{sylvester.pdf} file under the Dynare++ documentation directory.}.
\texttt{sylvester.pdf} file under the documentation directory.}.
\bibliographystyle{elsarticle-harv}
\bibliography{dr}
......
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if ENABLE_DOC
pdf-local: dseriesReporting.pdf
endif
SRC = dseriesReporting.tex
EXTRA_DIST = $(SRC)
dseriesReporting.pdf: $(SRC)
$(PDFLATEX) dseriesReporting
$(PDFLATEX) dseriesReporting
clean-local:
rm -f dseriesReporting.pdf *.toc *.aux *.log *.nav *.snm *.vrb *.out *~