Unverified Commit 0e1c9312 authored by Stéphane Adjemian's avatar Stéphane Adjemian Committed by Sébastien Villemot
Browse files

Merge remote-tracking branch 'Dynare/master' into enterprise

parents e066556d c3e7ef42
......@@ -70,12 +70,9 @@ doc/internals/*.html
doc/internals/ltxpng
# MATLAB dir
/matlab/preprocessor*
/matlab/preprocessor64/
/matlab/dynare_version.m
# JULIA dir
/julia/preprocessor*
# DLL rules
*.mex
*.oct
......
......@@ -33,7 +33,7 @@ build_binaries:
- make -j $(nproc) LN_S="cp -p"
artifacts:
paths:
- matlab/preprocessor*/*
- preprocessor/dynare-preprocessor
- mex/octave/
- mex/matlab/
- dynare++/parser/cc/*_tab.cc
......
......@@ -27,25 +27,29 @@ EXTRA_DIST = \
scripts \
.dir-locals.el
all-local: preprocessor/src/dynare_m$(EXEEXT)
if file preprocessor/src/dynare_m$(EXEEXT) | grep -q x86.64; then \
ARCH="64"; \
else \
ARCH="32"; \
fi; \
mkdir -p $(abs_srcdir)/matlab/preprocessor$$ARCH && \
$(LN_S) -f $(abs_builddir)/preprocessor/src/dynare_m$(EXEEXT) $(abs_srcdir)/matlab/preprocessor$$ARCH
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 -rf $(abs_srcdir)/matlab/preprocessor32 $(abs_srcdir)/matlab/preprocessor64
rm -f preprocessor/dynare-preprocessor$(EXEEXT)
rm -rf matlab/preprocessor64/
dist-hook:
rm -rf `find $(distdir)/matlab $(distdir)/examples -name *~`
rm -rf $(distdir)/matlab/preprocessor* $(distdir)/matlab/dynare_version.m
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
......@@ -53,14 +57,17 @@ install-exec-local:
cp -r examples $(DESTDIR)$(pkglibdir)
cp -r matlab $(DESTDIR)$(pkglibdir)
find $(DESTDIR)$(pkglibdir) -name LICENSE.md -delete
rm -rf $(DESTDIR)$(pkglibdir)/matlab/preprocessor*
if file preprocessor/src/dynare_m | grep -q x86.64; then \
ARCH="64"; \
else \
ARCH="32"; \
fi; \
mkdir -p $(DESTDIR)$(pkglibdir)/matlab/preprocessor$$ARCH && \
cp preprocessor/src/dynare_m $(DESTDIR)$(pkglibdir)/matlab/preprocessor$$ARCH
# 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) $(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 $(docdir)
-cp -r doc/manual/build/html $(docdir)/dynare-manual.html
$(MKDIR_P) $(docdir)/dynare++
-cp dynare++/doc/*.pdf $(docdir)/dynare++
uninstall-local:
rm -rf $(DESTDIR)$(pkglibdir)
rm -rf $(DESTDIR)$(docdir)
Announcement for Dynare 4.6.3 (on 2020-11-23)
=============================================
We are pleased to announce the release of Dynare 4.6.3.
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 7.9 (R2009b) to
9.9 (R2020b), and with GNU Octave versions 5.2.0 (under Windows) and 4.4.1
(under macOS).
Here is a list of the problems identified in version 4.6.2 and that have been
fixed in version 4.6.3:
* Using an unknown symbol in `irf_shocks` option of `stoch_simul` would lead to
a crash of the preprocessor
* `identification` would crash for purely forward-looking models
* The `endogenous_prior` option did not properly handle missing observations
* The auxiliary particle filter with pruning and resampling would crash
* Initialization of the state variance for particle filters was buggy
* An `@#else` clause after an `@#ifndef` was not correctly interpreted
* An `@#elseif` clause after an `@#ifdef` or an `@#ifndef` was not correctly
interpreted
* Perfect foresight simulations of models with a single equation would crash
when using either the `lmmcp` option or the `linear_approximation`
* Inequality constraints on endogenous variables (when using the `lmmcp`
option) were not enforced on purely backward or purely forward models
* Perfect foresight simulations with `bytecode` and `block` options could crash
if there was a purely forward variable whose value in all periods could be
evaluated backward (typically a process of the form `y=a*y(+1)+e`)
* `extended_path` was broken with `bytecode`
* Under Windows, with Octave, the k-order perturbation and MS-SBVAR MEX files
could not be loaded
* On Fedora (and possibly other GNU/Linux distributions), compilation from
source would fail against Octave 5
Announcement for Dynare 4.6.2 (on 2020-09-07)
=============================================
......
......@@ -56,6 +56,7 @@ 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. [**Windows**](#windows)
1. [**macOS**](#macos)
......@@ -68,9 +69,12 @@ A number of tools and libraries are needed in order to recompile everything. You
- A POSIX compliant shell and an implementation of Make (mandatory)
- The [GNU Compiler Collection](http://gcc.gnu.org/), version 8 or later, with
gcc, g++ and gfortran (mandatory)
- MATLAB (if you want to compile the MEX for MATLAB)
- [GNU Octave](http://www.octave.org), with the development headers (if you
want to compile the MEX for Octave)
- [MATLAB](https://mathworks.com) (if you want to compile the MEX for MATLAB)
- [GNU Octave](http://www.octave.org) with
- the development headers (if you want to compile the MEX for Octave)
- the development libraries corresponding to the [UMFPACK](https://people.engr.tamu.edu/davis/suitesparse.html) packaged with Octave
- Optionally, the [Control](https://wiki.octave.org/Control_package), [IO](https://wiki.octave.org/IO_package), [Optimization](https://wiki.octave.org/Optimization_package) and [Statistics](https://wiki.octave.org/Statistics_package) package either installed via your package manager or through [Octave Forge](https://wiki.octave.org/Category:Octave_Forge).
- [Boost libraries](http://www.boost.org), version 1.36 or later
- [Bison](http://www.gnu.org/software/bison/), version 3.2 or later (only if you get the source through Git)
- [Flex](http://flex.sourceforge.net/), version 2.5.4 or later (only if you get the source through Git)
......@@ -86,48 +90,35 @@ A number of tools and libraries are needed in order to recompile everything. You
- [Sphinx](http://www.sphinx-doc.org/)
- [MathJax](https://www.mathjax.org/)
- [Doxygen](http://www.stack.nl/%7Edimitri/doxygen/) (if you want to build Dynare preprocessor source documentation)
- For Octave, the development libraries corresponding to the UMFPACK packaged with Octave
- [X-13ARIMA-SEATS Seasonal Adjustment Program](https://www.census.gov/srd/www/x13as/)
### Preparing the sources
If you have downloaded the sources from an official source archive or the source snapshot, just unpack it.
If you want to use Git, do the following from a terminal:
git clone --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).
```sh
git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git
cd dynare
autoreconf -si
```
The last line runs Autoconf and Automake in order to prepare the build environment (this is not necessary if you got the sources from an official source archive or the source snapshot). If you want a certain version (e.g. 4.6) , then add `--single-branch --branch 4.6` to the git clone command.
### Configuring the build tree
Simply launch the configure script from a terminal:
```sh
./configure --with-matlab=<…>
```
./configure
```
If you have MATLAB, you need to indicate both the MATLAB location. For example, on GNU/Linux:
```
./configure --with-matlab=/usr/local/MATLAB/R2019a
```
where the path to MATLAB is specified.
Alternatively, you can disable the compilation of MEX files for MATLAB with the `--disable-matlab` flag, and MEX files for Octave with `--disable-octave`.
Some important options:
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.
- `--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)
Note that if you don't want to compile the C/C++ programs with debugging information, you can specify the `CFLAGS` and `CXXFLAGS` variables to the configure script, such as:
```
./configure CFLAGS="-O3" CXXFLAGS="-O3"
```
To remove debugging information for MATLAB MEX functions, the analogous call would be:
```
./configure MATLAB_MEX_CFLAGS="-O3" MATLAB_MEX_CXXFLAGS="-O3"
```
If the configuration goes well, the script will tell you which components are
correctly configured and will be built.
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 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,
......@@ -143,70 +134,62 @@ addpath <DYNARE_ROOT>/matlab/missing/mex/gensylv
### Building
Binaries and Info documentation are built with:
```
Binaries are built with:
```sh
make
```
PDF and HTML documentation are respectively built with:
```
```sh
make pdf
make html
```
The testsuites can be run with:
```
make check
```
Note that running the testsuite with Octave requires the additional packages
`pstoedit`, `epstool`, `xfig`, and `gnuplot`.
### Check
The Git source comes with unit tests (in the MATLAB functions) and integration tests (under the `tests` subfolder). All the tests can be run with:
```
```sh
make check
```
In the `tests` subfolder. If Dynare has been compiled against MATLAB and Octave, the tests will be run with MATLAB and Octave. Depending on
the performance of your machine, this can take several hours. It is possible to run the tests only with MATLAB:
```
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:
```sh
make check-matlab
```
or only with Octave:
```
```sh
make check-octave
```
A summary of the results is available in `tests/run_test_matlab_output.txt` or `tests/run_test_octave_output.txt`. Often, it does not make sense
to run the complete testsuite. For instance, if you modify codes only related to the perfect foresight model solver, you can decide to run only a
subset of the integration tests, with:
```
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:
```
```sh
make deterministic_simulations/lbj/rbc.m.trs
```
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
```
```sh
make clean
```
in the `tests` folder to delete files that were created by the run of the testsuite. You can also manually delete the desired `m.trs/o.trs` file(s).
......@@ -239,11 +222,120 @@ All the prerequisites are packaged:
- `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 bison autoconf automake texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-latex-recommended texlive-science texlive-plain-generic lmodern python3-sphinx latexmk libjs-mathjax doxygen x13as
```
apt install build-essential gfortran liboctave-dev libboost-graph-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex bison autoconf automake texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-latex-recommended texlive-science texlive-plain-generic lmodern python3-sphinx latexmk libjs-mathjax doxygen
If you use MATLAB, we strongly advise to also `apt install matlab-support` and confirm to rename the GCC libraries shipped with MATLAB to avoid possible conflicts with GCC libraries shipped by your distribution.
Tested on
- Debian 10
- Ubuntu 20.04
- Ubuntu 20.10
## Fedora, CentOS or RHEL
Almost all prerequisites are packaged:
- `gcc`, `gcc-c++`, `make`
- `gcc-gfortran`
- `lapack` and `lapack-devel`
- `openblas` and `openblas-devel`
- `boost-devel`
- `gsl-devel`
- `matio-devel`
- `suitesparse-devel`
- `flex`
- `bison`
- `autoconf`
- `automake`
- `redhat-rpm-config`
- `octave`, `octave-devel`, `octave-statistics`, `octave-io`, `octave-optim`, `octave-control`
- `texlive-scheme-minimal`, `texlive-collection-publishers`, `texlive-collection-latexextra`, `texlive-collection-fontsextra`, `texlive-collection-latexrecommended`, `texlive-collection-science`, `texlive-collection-plaingeneric`, `texlive-lm`
- `python3-sphinx`
- `latexmk`
- `mathjax`
- `doxygen`
You can install them all at once with:
```sh
# Minimal packages (use --disable-doc and --disable-octave flags)
dnf install -y gcc gcc-c++ make gcc-gfortran lapack lapack-devel openblas openblas-devel boost-devel gsl-devel matio-devel suitesparse-devel flex bison autoconf automake redhat-rpm-config
# Octave packages (use --disable-doc flag)
dnf install octave octave-devel octave-statistics octave-io octave-optim octave-control
# Documentation packages
dnf install texlive-scheme-minimal texlive-collection-publishers texlive-collection-latexextra texlive-collection-fontsextra texlive-collection-latexrecommended texlive-collection-science texlive-collection-plaingeneric texlive-lm python3-sphinx latexmk mathjax doxygen
```
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
yum install https://dl.fedoraproject.org/pub/epel/epel-release-latest-8.noarch.rpm
# CentOS 8
dnf config-manager --set-enabled PowerTools
# RHEL 8
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.
`Slicot` and `x13as` need to be compiled from source:
```sh
# compile slicot from source and put it into /home/$USER/dynare/slicot/lib/
mkdir -p /home/$USER/dynare/slicot
cd /home/$USER/dynare/slicot
wget https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
tar xf slicot_5.0+20101122.orig.tar.gz
cd slicot-5.0+20101122
make FORTRAN=gfortran OPTS="-O2 -fPIC -fdefault-integer-8" LOADER=gfortran lib
mkdir -p /home/$USER/dynare/slicot/lib
cp slicot.a /home/$USER/dynare/slicot/lib/libslicot64_pic.a #for matlab
cp slicot.a /home/$USER/dynare/slicot/lib/libslicot_pic.a #for octave
# compile x13as from source and put it into /usr/bin/
mkdir -p /home/$USER/dynare/x13as
cd /home/$USER/dynare/x13as
wget https://www.census.gov/ts/x13as/unix/x13assrc_V1.1_B39.tar.gz
tar xf x13assrc_V1.1_B39.tar.gz
sed -i "s|-static| |" makefile.gf # this removes '-static' in the makefile.gf
make -f makefile.gf FFLAGS="-O2 -std=legacy" PROGRAM=x13as
sudo cp x13as /usr/bin/
```
If you use MATLAB, we strongly advise to also rename or exclude the GCC libraries shipped with MATLAB to avoid possible conflicts with GCC libraries shipped by Fedora, see e.g. [Matlab on Fedora 33](https://mutschler.eu/linux/install-guides/fedora-post-install/#matlab) or [MATLAB-ArchWiki](https://wiki.archlinux.org/index.php/MATLAB) for instructions.
Keep in mind to use the `--with-slicot` option to the configure command, e.g.:
```sh
cd /home/$USER/dynare
git clone --recurse-submodules https://git.dynare.org/dynare/dynare.git unstable
cd unstable
autoreconf -si
./configure --with-slicot=/home/$USER/dynare/slicot --with-matlab=/usr/local/MATLAB/R2020b
make -j$(($(nproc)+1)) #rule of thumb: one more than CPUs as shown by e.g. lscpu
```
If your distribution ships an older version of `bison`, compile it from source and append it *temporarily* to your path before calling the configure script:
```sh
bison --version # bison (GNU Bison) 3.0.4
mkdir -p /home/$USER/dynare/bison
cd /home/$USER/dynare/bison
wget http://ftp.gnu.org/gnu/bison/bison-3.6.4.tar.gz #change the version number accordingly
tar xf bison-3.6.4.tar.gz
cd bison-3.6.4
./configure --prefix=/home/$USER/dynare/bison
make
make install
export PATH=/home/$USER/dynare/bison/bin:$PATH
bison --version # bison (GNU Bison) 3.6.4
```
Now configure dynare as above.
Tested on
- CentOS 8
- Fedora Workstation 32
- Fedora Workstation 33
- Red Hat Enterprise Linux 8
## Windows
......@@ -251,18 +343,18 @@ apt install build-essential gfortran liboctave-dev libboost-graph-dev libgsl-dev
have a 32-bit Windows, in which case see below)
- Run a MSYS MinGW 64-bit shell
- Update the system:
```
```sh
pacman -Syu
```
You may be asked to close the window at the end of the
first upgrade batch, in which case you should rerun the upgrade in a new
window to complete the upgrade.
- 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 mingw-w64-x86_64-openblas
```
- Compile and install SLICOT, needed for the `kalman_steady_state` MEX file
```
```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
......@@ -272,13 +364,13 @@ cp slicot.a /usr/local/lib/libslicot64_pic.a
cd ..
```
- Prepare the Dynare sources, either by unpacking the source tarball, or with:
```
```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
```
where the path of MATLAB is specified. Note that you should use
......@@ -288,11 +380,11 @@ does not have short filenames (8dot3), then you can run `mkdir -p
/usr/local/MATLAB && mount c:/Program\ Files/MATLAB /usr/local/MATLAB`, and
then pass `/usr/local/MATLAB/…` as MATLAB path to the configure script.
- Compile:
```
```sh
make
```
- Run the testsuite:
```
```sh
make -C tests check-matlab
```
......@@ -309,43 +401,53 @@ currently not supported.
## macOS
To simply use a snapshot of Dynare, you have two choices. On MATLAB, you can
use the [snapshot build](https://www.dynare.org/snapshot/macos/) provided by
Dynare. On Octave, you can simply install [Homebrew](https://brew.sh/) and run
```brew install dynare --HEAD``` (See the Install Dynare (unstable) section of
[this webpage](https://archives.dynare.org/DynareWiki/InstallOnMacOSX) for more
details).
If you do not wish to use the snapshots provided by Dynare or Homebrew, follow
the directions below to build Dynare on your local machine.
Preparatory work:
- Install the Xcode Command Line Tools:
- Open Terminal.app and type `xcode-select --install`
- Install the Xcode Command Line Tools. Open Terminal.app and type:
```sh
xcode-select --install
```
- Install [Homebrew](https://brew.sh/) by following the instructions on their website
The following commands will install the programs that Dynare needs to
compile. They should be entered at the command prompt in Terminal.app.
- `brew install automake bison flex boost fftw gcc gsl hdf5 libmatio metis veclibfort`
- **(Optional)** To compile Dynare mex files for use on Octave:
- `brew install octave`
- **(Optional)** To compile Dynare documentation
- Install the latest version of [MacTeX](http://www.tug.org/mactex/), deselecting the option to install Ghostscript
- `brew install doxygen latex2html`
- Install [MacTeX](http://www.tug.org/mactex/index.html). Alternatively, if you
don’t want to install MacTeX, you should pass the `--disable-doc` flag to the
`configure` command below.
- Install required Homebrew packages. Open Terminal.app and type:
```sh
brew install automake bison flex boost gcc gsl libmatio veclibfort octave sphinx-doc wget
brew link --force sphinx-doc
```
- Compile and install SLICOT, needed for the `kalman_steady_state` MEX file.
Still from Terminal.app:
```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 -j$(nproc) FORTRAN=gfortran OPTS="-O2" LOADER=gfortran lib
cp slicot.a /usr/local/lib/libslicot_pic.a
make clean
make -j$(nproc) FORTRAN=gfortran OPTS="-O2 -fdefault-integer-8" LOADER=gfortran lib
cp slicot.a /usr/local/lib/libslicot64_pic.a
cd ..
```
The following commands will download the Dynare source code and compile
it. They should be entered at the command prompt in Terminal.app from the
folder where you want Dynare installed.
- `git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git`
- `cd dynare`
- `PATH="/usr/local/opt/bison/bin:/usr/local/opt/flex/bin:$PATH"`
- `autoreconf -si`
- `CC=gcc-9 CXX=g++-9 ./configure --disable-octave --with-matlab=/Applications/MATLAB_R2019a.app --with-matio=/usr/local --with-gsl=/usr/local --with-slicot=/usr/local`, adjusting the MATLAB path to accord with your local installation. If you don't have MATLAB, simply remove `--with-matlab=/Applications/MATLAB_R2019a.app` from the above command
- `make -j`
- **(Optional)** To then build mex files for Octave, run
- `cd mex/build/octave`
- `CC=gcc-9 CXX=g++-9 ./configure --with-matio=/usr/local --with-gsl=/usr/local --with-slicot=/usr/local LDFLAGS=-L/usr/local/lib`
- `make -j`
- Prepare the Dynare sources:
```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-matlab=<…> CC=gcc-10 CXX=g++-10 CPPFLAGS=-I/usr/local/include LDFLAGS=-L/usr/local/lib LEX=/usr/local/opt/flex/bin/flex YACC=/usr/local/opt/bison/bin/bison
```
where the path to MATLAB is specified, typically of the form
`/Applications/MATLAB_R2020b.app`. If you don’t have MATLAB, simply replace
`--with-matlab=<…>` in the above command by `--disable-matlab`.
- Compile:
```sh
make -j$(nproc)
```
......@@ -71,4 +71,5 @@ Bibliography
* Smets, Frank and Rafael Wouters (2003): “An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area,” *Journal of the European Economic Association*, 1(5), 1123–1175.
* Stock, James H. and Mark W. Watson (1999). “Forecasting Inflation,”, *Journal of Monetary Economics*, 44(2), 293–335.
* Uhlig, Harald (2001): “A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily,” in *Computational Methods for the Study of Dynamic Economies*, Eds. Ramon Marimon and Andrew Scott, Oxford University Press, 30–61.
* U.S. Census Bureau (2017): “X-13 ARIMA-SEATSReference Manual”.
* Villemot, Sébastien (2011): “Solving rational expectations models at first order: what Dynare does,” *Dynare Working Papers*, 2, CEPREMAP.
......@@ -61,4 +61,10 @@ description, please refer to the comments inside the files themselves.
File demonstrating how to conduct optimal policy experiments in a
simple New Keynesian model either under commitment (Ramsey) or using
optimal simple rules (OSR)
\ No newline at end of file
optimal simple rules (OSR)
``Ramsey_steady_file.mod``
File demonstrating how to conduct optimal policy experiments in a
simple New Keynesian model under commitment (Ramsey) with a user-defined
conditional steady state file
\ No newline at end of file
......@@ -3,12 +3,11 @@ The Dynare Reference Manual, version |version|
Currently the development team of Dynare is composed of:
* Stéphane Adjemian (Université du Maine, Gains)
* Stéphane Adjemian (Le Mans Université, Gains)
* Houtan Bastani
* Michel Juillard (Banque de France)
* Sumudu Kankanamge (Toulouse School of Economics)
* Frédéric Karamé (Université du Maine, Gains and CEPREMAP)
* Dóra Kocsis (CEPREMAP)
* Sumudu Kankanamge (Toulouse School of Economics and CEPREMAP)
* Frédéric Karamé (Le Mans Université, Gains and CEPREMAP)
* Junior Maih (Norges Bank)
* Ferhat Mihoubi (Université Paris-Est Créteil, Érudite and CEPREMAP)
* Willi Mutschler (University of Münster)
......@@ -22,10 +21,11 @@ The following people used to be members of the team:
* Alejandro Buesa
* Fabrice Collard
* Assia Ezzeroug
* Dóra Kocsis
* Stéphane Lhuissier
* George Perendia
Copyright © 1996-2020, Dynare Team.
Copyright © 1996-2021, Dynare Team.
Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.3 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts.
......
......@@ -95,8 +95,8 @@ You should cite Dynare if you use it in your research. The
recommended way todo this is to cite the present manual, as:
Stéphane Adjemian, Houtan Bastani, Michel Juillard, Frédéric
Karamé, Junior Maih, Ferhat Mihoubi, George Perendia, Johannes Pfeifer, Marco
Ratto and Sébastien Villemot (2011), “Dynare: Reference Manual,
Karamé, Junior Maih, Ferhat Mihoubi, Willi Mutschler, George Perendia, Johannes Pfeifer,
Marco Ratto and Sébastien Villemot (2011), “Dynare: Reference Manual,
Version 4,” *Dynare Working Papers*, 1, CEPREMAP
For convenience, you can copy and paste the following into your BibTeX file:
......@@ -106,8 +106,8 @@ For convenience, you can copy and paste the following into your BibTeX file:
@TechReport{Adjemianetal2011,
author = {Adjemian, St\'ephane and Bastani, Houtan and
Juillard, Michel and Karam\'e, Fr\'ederic and
Maih, Junior and Mihoubi, Ferhat and
Perendia, George and Pfeifer, Johannes and
Maih, Junior and Mihoubi, Ferhat and Mutschler, Willi
and Perendia, George and Pfeifer, Johannes and
Ratto, Marco and Villemot, S\'ebastien},
title = {Dynare: Reference Manual Version 4},
year = {2011},
......