Dynare

Described on the homepage: https://www.dynare.org/

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

Contributions

To contribute to Dynare and participate in the Dynare community, please see: CONTRIBUTING.md

License

Most of the source files are covered by the GNU General Public Licence version 3 or later (there are some exceptions to this, see license.txt in Dynare distribution for specifics).

Building Dynare From Source

Here, we explain how to build from source:

• Dynare, including preprocessor and MEX files for MATLAB and Octave
• all the associated documentation (PDF and HTML)

This source can be retrieved in three forms:

• via git, at https://git.dynare.org/Dynare/dynare.git
• 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/

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 MATLAB or Octave installation, not the type of operating system installation. For example, it is perfectly possible to run a 32-bit MATLAB on a 64-bit Windows: in that case, instructions for Windows 32-bit should be followed. To determine the type of your MATLAB/Octave installation, type:

>> computer

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.

Contents

1. General Instructions
2. Debian or Ubuntu
3. Fedora, CentOS or RHEL
4. Windows
5. macOS
6. Docker

General Instructions

Prerequisites

A number of tools and libraries are needed in order to recompile everything. You don't necessarily need to install everything, depending on what you want to compile.

• The GNU Compiler Collection, version 10 or later, with gcc, g++ and gfortran
• MATLAB (if you want to compile the MEX for MATLAB)
• GNU Octave with
  • the development headers (if you want to compile the MEX for Octave)
  • the development libraries corresponding to the UMFPACK packaged with Octave (if you want to compile the MEX for Octave)
  • the statistics package and, optionally, the control, io and optimization packages, either installed via your package manager or through Octave Forge
• Meson, version 0.64.0 or later
• Pkgconf, or another pkg-config implementation
• Bash
• Boost libraries, version 1.36 or later
• Bison, version 3.2 or later
• Flex, version 2.5.4 or later
• MAT File I/O library, version 1.5 or later (only when compiling for Octave)
• SLICOT
• GSL library
• A decent LaTeX distribution (if you want to compile PDF documentation), ideally with Beamer
• For building the reference manual:
  • Sphinx
  • MathJax
• X-13ARIMA-SEATS Seasonal Adjustment Program

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 (note that you must have the Git LFS extension installed):

git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git
cd dynare

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 directory

If you want to compile for MATLAB, please run the following (after adapting the path to MATLAB):

meson setup -Dmatlab_path=/usr/local/MATLAB/R2023b -Dbuildtype=debugoptimized build-matlab

The build directory will thus be build-matlab.

Or for Octave:

meson setup -Dbuild_for=octave -Dbuildtype=debugoptimized build-octave

The build directory will thus be build-octave.

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.

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

For compiling the preprocessor and the MEX files:

meson compile -C <builddir>

where <builddir> is the build directory, typically either build-matlab or build-octave.

PDF and HTML documentation can be built with:

meson compile -C <builddir> doc

Check

Dynare comes with unit tests (in the MATLAB functions) and integration tests (under the tests subfolder). All the tests can be run with:

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.

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:

meson test -C <builddir> --suite deterministic_simulations

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:

meson test -C <builddir> deterministic_simulations/lbj/rbc.mod

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:

• gcc
• g++
• gfortran
• octave-dev (or liboctave-dev on older Debian/Ubuntu releases)
• libboost-graph-dev
• libgsl-dev
• libmatio-dev
• libslicot-dev and libslicot-pic
• libsuitesparse-dev
• flex and libfl-dev
• bison
• meson
• pkgconf
• texlive
• texlive-publishers (for Econometrica bibliographic style)
• texlive-latex-extra (for fullpage.sty)
• texlive-fonts-extra (for ccicons)
• texlive-science (for amstex)
• lmodern (for macroprocessor PDF)
• python3-sphinx
• tex-gyre
• latexmk
• libjs-mathjax
• x13as

You can install them all at once with:

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 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.

Fedora, CentOS or RHEL

Almost all prerequisites are packaged:

• gcc, gcc-c++
• gcc-gfortran
• boost-devel
• gsl-devel
• matio-devel
• suitesparse-devel
• flex
• bison
• 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
• make (for building Slicot)

You can install them all at once with:

# 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 (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) repository and either the PowerTools repository for CentOS or the CodeReady Linux Builder repository for RHEL:

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, but this should only impact you if you build the documentation.

Slicot and x13as need to be compiled from source:

# compile slicot from source and put it into /home/$USER/dynare/slicot/lib/
mkdir -p /home/$USER/dynare/slicot
cd /home/$USER/dynare/slicot
wget https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
tar xf slicot_5.0+20101122.orig.tar.gz
cd slicot-5.0+20101122
mkdir -p /home/$USER/dynare/slicot/lib
# The following two lines are only for MATLAB
make FORTRAN=gfortran OPTS="-O2 -fPIC -fdefault-integer-8" LOADER=gfortran lib
cp slicot.a /home/$USER/dynare/slicot/lib/libslicot64_pic.a
# The following two lines are only for Octave
make FORTRAN=gfortran OPTS="-O2 -fPIC" LOADER=gfortran lib
cp slicot.a /home/$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-b60.tar.gz
tar xf x13as_asciisrc-v1-1-b60.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 or MATLAB-ArchWiki for instructions.

Now use the following commands if using MATLAB (adapt them for Octave, see above):

cd /home/$USER/dynare
git clone --recurse-submodules https://git.dynare.org/dynare/dynare.git unstable
cd unstable
meson setup -Dmatlab_path=/usr/local/MATLAB/R2023b -Dfortran_args="[ '-B', '/home/$USER/dynare/slicot']" -Dbuildtype=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 running meson:

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.

Windows

• Install MSYS2
• Run a MSYS MinGW 64-bit shell
• Update the system:

pacman -Syu

You may be asked to close the window at the end of the first upgrade batch, in which case you should rerun the upgrade in a new window to complete the upgrade.

• Install all needed dependencies:

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

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
mkdir -p /usr/local/lib
cp slicot.a /usr/local/lib/libslicot64_pic.a
cd ..

• Prepare the Dynare sources, either by unpacking the source tarball, or with:

git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git
cd dynare

• Configure Dynare from the source directory:

meson setup -Dmatlab_path=<…> -Dbuildtype=debugoptimized -Dprefer_static=true -Dfortran_args="['-B','/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 to use something like /c/Progra~1/MATLAB/…. Alternatively, if your filesystem does not have short filenames (8dot3), then you can run mkdir -p /usr/local/MATLAB && mount c:/Program\ Files/MATLAB /usr/local/MATLAB, and then pass /usr/local/MATLAB/… as MATLAB path to the configure script.

• Compile:

meson compile -C build-matlab

• Run the testsuite:

meson test -C build-matlab

Note: The above assumes that you have a 64-bit version of MATLAB. It can be adapted to a 32-bit MATLAB with the following modifications:

• run the MSYS MinGW 32-bit shell
• replace x86_64 by i686 in packages names on the pacman command-line
• for SLICOT, remove the -fdefault-integer-8 option, and instead copy the library into /usr/local/lib/libslicot_pic.a

Note: Compiling the MEX files for Octave and the documentation under MSYS2 is currently not supported.

macOS

Dynare supports both Intel and Apple Silicon chips and is compiled from source using a Homebrew 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.

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:

xcode-select --install

• Install Rosetta 2 (Apple Silicon only):

softwareupdate --install-rosetta --agree-to-license

• Install Homebrew: Create environment variables for which platform you want to compile for, i.e. either arm64 or x86_64:

For arm64 run the following commands:

export ARCH=arm64
export BREWDIR=/opt/homebrew

For x86_64 run the following commands:

export ARCH=x86_64
export BREWDIR=/usr/local

Install Homebrew using the environment variables:

arch -$ARCH /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/HEAD/install.sh)"

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.

If you have both Homebrew installations installed, make sure that you are accessing the correct packages by temporarily (!) prepending it to the path:

export PATH="$BREWDIR/bin:$PATH"

• Install required Homebrew packages:

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.

• Link the sphinx-doc package to be able to compile the documentation:

arch -$ARCH $BREWDIR/bin/brew link --force sphinx-doc

• Install MacTeX 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:

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 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

export DYNAREDIR=$HOME/dynare

• Compile and install SLICOT

mkdir -p $DYNAREDIR/slicot/lib
cd $DYNAREDIR/slicot
curl -O https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
tar xf slicot_5.0+20101122.orig.tar.gz
cd slicot-5.0+20101122
make -j$(sysctl -n hw.ncpu) FORTRAN=$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=$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

mkdir -p $DYNAREDIR/x13as
cd $DYNAREDIR/x13as
curl -O https://www2.census.gov/software/x-13arima-seats/x13as/unix-linux/program-archives/x13as_asciisrc-v1-1-b60.tar.gz
tar xf x13as_asciisrc-v1-1-b60.tar.gz
sed -i '' 's/-static//g' makefile.gf
make -j$(sysctl -n hw.ncpu) -f makefile.gf FC=$BREWDIR/bin/gfortran LINKER=$BREWDIR/bin/gcc-13 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.

• Prepare the Dynare sources for the unstable version:

git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git $DYNAREDIR/unstable
cd $DYNAREDIR/unstable

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:

export BUILDDIR=build-matlab
export MATLABPATH=/Applications/MATLAB_R2023b.app
arch -$ARCH meson setup --native-file macOS/homebrew-native-$ARCH.ini -Dmatlab_path=$MATLABPATH -Dbuildtype=debugoptimized -Dfortran_args="['-B','$DYNAREDIR/slicot/lib']" $BUILDDIR

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:

arch -$ARCH meson compile -C $BUILDDIR

If no errors occured, you are done. Dynare is now ready to use.

• If you additionally want to compile the documentation run:

arch -$ARCH meson compile -C $BUILDDIR doc

• Optionally, run the testsuite:

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. The scripts/docker folder contains information and instructions to interact, built and customize the containers.