Most users need not follow the instructions on this page. Only GNU/Linux users (and users of old versions of Mac OS X) should be interested in recompiling Dynare from source. Windows and Mac users should rather use a precompiled package.

This page explains how to build from source:

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

This source can be retrieved in three forms:

• using the stable source archive of the latest Dynare version (4.3 at this time) from http://www.dynare.org/download/dynare-4.3/source

• using a source snapshot of the unstable version, from http://www.dynare.org/download/dynare-unstable/source-snapshot

• with Git, at http://www.dynare.org/git/dynare.git

Note that if you use the Git version, 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.

Here, when we refer to 32-bit or 64-bit, we refer to the type of MATLAB installation, not the type of Windows installation. It is perfectly possible to run a 32-bit MATLAB on a 64-bit Windows: in that case, instructions for Windows 32-bit should be followed. To determine the type of your MATLAB installation, type:

>> computer

at the MATLAB prompt: if it returns PCWIN, then you have a 32-bit MATLAB; if it returns PCWIN64, then you have a 64-bit MATLAB.

1. General instructions

1.1. Prerequisites

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

• A POSIX compliant shell and an implementation of Make (mandatory)

• The GNU Compiler Collection, with gcc, g++ and gfortran (mandatory)

• MATLAB (if you want to compile MEX for MATLAB)

• GNU Octave, with the development headers (if you want to compile MEX for Octave)

• Boost libraries, version 1.36 or later

• Bison, version 2.3 or later (only if you get the source through Git)

• Flex, version 2.5.4 or later (only if you get the source through Git)

• Autoconf, version 2.62 or later (only if you get the source through Git) (see Installing an updated version of Autoconf in your own directory, in GNU/Linux)

• Automake, version 1.11.2 or later (only if you get the source through Git) (see Installing an updated version of AutoMake in your own directory, in GNU/Linux)

• CWEB, with its tools ctangle and cweave (only if you want to build Dynare++ and get the source through Git)

• An implementation of BLAS and LAPACK: either ATLAS, OpenBLAS, Netlib (BLAS, LAPACK) or MKL (only if you want to build Dynare++)

• An implementation of POSIX Threads (optional, for taking advantage of multi-core)

• MAT File I/O library (if you want to compile Markov-Switching code, the estimation DLL, k-order DLL and Dynare++ in unstable)

• SLICOT (if you want to compile the Kalman steady state DLL)

• GSL library (if you want to compile Markov-Switching code)

• A decent LaTeX distribution (if you want to compile PDF documentation). The following extra components may be needed:

  • The Econometrica bibliography style: you need harvard and economic packages from CTAN (only if you want to build Dynare user guide)

  • Eplain TeX macros (only if you want to build Dynare++ source documentation)

  • Beamer (for some PDF presentations)

• For building the reference manual:

  • GNU Texinfo

  • Texi2HTML and Latex2HTML, if you want nice mathematical formulas in HTML output

  • Doxygen (if you want to build Dynare preprocessor source documentation)

• For Octave, the development libraries corresponding to the UMFPACK packaged with Octave (only in unstable)

1.2. 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 http://www.dynare.org/git/dynare.git
cd dynare
autoreconf -s -i

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 are using the unstable version, you need to configure submodules:

git submodule update --init

1.3. Configuring the build tree

You just launch the configure script from a terminal:

./configure

If you have MATLAB, you need to indicate both MATLAB location and MATLAB version. For example, on GNU/Linux:

./configure --with-matlab=/usr/local/matlab78 MATLAB_VERSION=7.8

Note that MATLAB version can also specified via the MATLAB family product release (R2009a, R2008b, ...).

On MATLAB versions strictly older than 7.1, you need to explicitly give the MEX extension, via MEXEXT variable of the configure script (for example, MEXEXT=dll for Windows with MATLAB < 7.1).

Alternatively, you can disable the compilation of MEX files for MATLAB with the --disable-matlab flag, and MEX files for Octave with --disable-octave.

You may need to specify additional options to the configure script, see the platform specific instructions below.

Note that if you don't want to compile with debugging information, you can specify the CFLAGS and CXXFLAGS variables to configure, such as:

./configure CFLAGS="-O3" CXXFLAGS="-O3"

If you want to give a try to the parallelized versions of some mex files (A_times_B_kronecker_C and sparse_hessian_times_B_kronecker_C used to get the reduced form of the second order approximation of the model) you can add the --enable-openmp flag, for instance:

./configure --with-matlab=/usr/local/matlab78 MATLAB_VERSION=7.8 --enable-openmp

If the configuration goes well, the script will tell you which components are correctly configured and will be built.

1.4. Building

Binaries and Info documentation are built with:

make

PDF and HTML documentation are respectively built with:

make pdf
make html

The testsuites can be run with:

make check

2. Debian or Ubuntu

All the prerequisites are packaged.

The easiest way to install the pre-requisites in Debian is to use Debian's dynare package and do:

apt-get build-dep dynare

Alternatively, if you want to build everything, manually install the following packages:

• build-essential (for gcc, g++ and make)

• octave3.2-headers or liboctave-dev (will install ATLAS)

• libboost-graph-dev

• libgsl0-dev

• libmatio-dev

• libslicot-dev and libslicot-pic

• libsuitesparse-dev (only for Unstable)

• flex

• bison

• autoconf

• automake

• texlive

• texlive-publishers (for Econometrica bibliographic style)

• texlive-extra-utils (for CWEB)

• texlive-formats-extra (for Eplain)

• texlive-latex-extra (for fullpage.sty)

• latex-beamer

• texinfo

• texi2html, latex2html

• doxygen

3. Fedora

• octave-devel

• boost-devel

• gsl-devel

• matio-devel

• flex

• bison

• autoconf

• automake

• texlive

• texinfo

• texi2html, latex2html

• doxygen

4. Windows

The following instructions are compatible with MATLAB or with Octave/MinGW (as downloadable here).

4.1. Setting up the compilation environment

• First, you need to setup a Cygwin environment, following the instructions at http://www.cygwin.com. You need the following packages:

  • make

  • bison

  • flex

  • autoconf and autoconf2.5

  • automake and automake1.11

  • texlive, texlive-collection-latexextra, texlive-collection-formatsextra, texlive-collection-publishers

  • texinfo

  • doxygen

  • mingw64-i686-gcc, mingw64-i686-gcc-g++, mingw64-i686-gcc-fortran (if you have Octave/MinGW or if you have MATLAB 32-bit)

  • mingw64-x86_64-gcc, mingw64-x86_64-gcc-g++, mingw64-x86_64-gcc-fortran (if you have MATLAB 64-bit)

• Second, install precompiled librairies for BLAS, LAPACK, Boost and GSL:

  • If you have Octave or MATLAB 32-bit, download dynare-mingw32-libs.zip, and uncompress it in c:\cygwin\usr\local\lib\mingw32

  • If you have MATLAB 64-bit, download dynare-mingw64-libs.zip, and uncompress it in c:\cygwin\usr\local\lib\mingw64

4.2. Compiling the preprocessor, Dynare++, the MEX for MATLAB and the documentation

Download and uncompress the Dynare source tree, let’s say in c:\cygwin\home\user\dynare.

Launch a Cygwin shell, and enter the Dynare source tree:

cd dynare

If you retrieved the source from Git, don't forget to do:

autoreconf -i -s

Then, configure the package.

• If your MATLAB is 32-bit, let's say version R2008b installed in c:\Program Files\MATLAB\R2008b

./configure --host=i686-w64-mingw32 --with-boost=/usr/local/lib/mingw32/boost --with-blas=/usr/local/lib/mingw32/blas/libopenblas.a --with-lapack=/usr/local/lib/mingw32/lapack/liblapack.a --with-gsl=/usr/local/lib/mingw32/gsl --with-matio=/usr/local/lib/mingw32/matio --with-slicot=/usr/local/lib/mingw32/slicot --with-matlab=/cygdrive/c/Progra~1/MATLAB/R2008b MATLAB_VERSION=R2008b --disable-octave

• If your MATLAB is 64-bit:

./configure --host=x86_64-w64-mingw32 --with-boost=/usr/local/lib/mingw64/boost --with-blas=/usr/local/lib/mingw64/blas/libopenblas.a --with-lapack=/usr/local/lib/mingw64/lapack/liblapack.a --with-gsl=/usr/local/lib/mingw64/gsl --with-matio=/usr/local/lib/mingw64/matio --with-slicot=/usr/local/lib/mingw64/slicot --with-matlab=/cygdrive/c/Progra~1/MATLAB/R2008b MATLAB_VERSION=R2008b --disable-octave

A few remarks:

• Note that here we use Progra~1 (the 8.3 filename) instead of Program Files. This is because spaces in filenames confuse the configuration scripts.

• If you don’t have MATLAB, then drop the --with-matlab and MATLAB_VERSION options

• If your MATLAB is 32-bit and your Windows is 64-bit, you need to explicitly give the MEX extension, with MEXEXT=mexw32

Then compile everything with:

make all pdf html

This should build:

• Dynare preprocessor
• Dynare MEX files for MATLAB (provided you gave the MATLAB path to configure)
• Dynare++
• Part of the documentation

4.3. Compiling the MEX for Octave (MinGW package)

Launch a Cygwin shell, and enter the Dynare source tree for Octave MEX:

cd dynare/mex/build/octave

Configure and make:

./configure MKOCTFILE=/usr/local/lib/mingw32/mkoctfile-win --with-boost=/usr/local/lib/mingw32/boost --with-gsl=/usr/local/lib/mingw32/gsl --with-matio=/usr/local/lib/mingw32/matio --with-slicot=/usr/local/lib/mingw32/slicot-underscore
make

5. Mac OS X

5.1. Creating an executable that runs on either 10.5 or 10.6

You do not need to install BLAS, LAPACK, xsltproc or the GNU Compilers as these come standard with OS X. Further, after installing XCode, you will not need to install Bison, Flex, Autoconf and Automake.

To build Dynare on Mac OS X, follow the General Instructions above, modified as described herein. NB: Install XCode first.

• XCode: Install version 3 of XCode from your installation disc. NB This page (and probably configure scripts need to be updated to work with XCode 4).

• gfortran: Install gfortran-42-5646.pkg (or gfortran-42-5649.pkg, depending on the build number associated with your version of gcc) from AT&T's R Research site. The link is found under the "Alternative and experimental tools" section. NB: This may cease to work with a newer version of XCode > 3.2.1, at which point you will need to find a new source for gfortran.

• Octave: Install the latest Mac Os X binary and add /Applications/Octave.app/Contents/Resources/bin to your search path. Next, open /Applications/Octave.app/Contents/Resources/bin/mkoctfile-3.2.3 with your favorite text editor. After the line that reads

  # along with this program; If not, see <http://www.gnu.org/licenses/>

  add the following lines:

  CFLAGS="-m32 ${CFLAGS}"
  FFLAGS="-m32 ${FFLAGS}"
  CPPFLAGS="-m32 ${CPPFLAGS}"
  CXXFLAGS="-m32 ${CXXFLAGS}"
  LDFLAGS="-m32 ${LDFLAGS}"

  If the above does not work for your version of gcc, try replacing -m32 with -arch i386 in the above lines.

• Boost: copy the Boost Library to /usr/local/include/boost/, maintaining the directory hierarchy found in the downloaded file

• LaTeX Distribution: Download and install MacTeX

• DBLaTeX (version >=0.3): This can be obtained either through Fink or from the DBLaTeX site, installed via the instructions available here. Further, it requires the additional installation of DocBook XML DTD. For the DocBook installation, replace the chown command from the website's installation inscructions with

  sudo chown -R root:wheel *

• Doxygen: download the Doxygen binary distribution for Mac, install the package and place /Applications/Doxygen.app/Contents/Resources/ in your search path

• Matlab: Call the configure script with the options --with-matlab=/Applications/MatlabR2010a/MATLAB_R2010a.app/ MATLAB_VERSION=7.10, adjusting the path and version passed to match those of your local Matlab installation.

• If building dynare++, call the configure script with the linker option CFLAGS='-arch i386' CXXFLAGS='-arch i386' FFLAGS='-arch i386' LDFLAGS='-arch i386 -framework Accelerate' to link to the BLAS and LAPACK libraries.

• To build for 64-bit enabled machines / Matlab configurations, try ./configure FFLAGS='-arch x86_64' LDFLAGS='-framework Accelerate' --with-matlab=/Applications/MATLAB_R2010b.app/ MATLAB_VERSION=7.11.

5.2. Creating an executable that runs on both 10.5 and 10.6

In order to create executables that run on both 10.5 & 10.6, one must slightly modify the build process. This is because OS X does not provide a fortran compiler. Hence, unless you recompile a fortran compiler against both the 10.5 and 10.6 SDKs, the configure script will fail when it checks for the presence of the blas and lapack libraries.

To modify the build system, follow these steps:

1. In m4/ax_blas.m4, comment out the following lines

   AC_REQUIRE([AC_F77_LIBRARY_LDFLAGS])
   AC_F77_FUNC(sgemm)
   AC_F77_FUNC(dgemm)

   and replace AC_TRY_LINK_FUNC($sgemm, [ax_blas_ok=yes], [BLAS_LIBS=""]) with ax_blas_ok=yes

2. In m4/ax_lapack.m4, comment out AC_F77_FUNC(cheev) and replace AC_TRY_LINK_FUNC($cheev, [ax_lapack_ok=yes], [LAPACK_LIBS=""]) with ax_lapack_ok=yes

3. In both mex/build/matlab/configure.ac and mex/build/octave/configure.ac, move AC_PROG_CC above AC_PROG_F77

4. run autoreconf -s -i

5. run ./configure CFLAGS='-isysroot /Developer/SDKs/MacOSX10.5.sdk -mmacosx-version-min=10.5 -arch i386' FFLAGS='-isysroot /Developer/SDKs/MacOSX10.5.sdk -mmacosx-version-min=10.5 -arch i386' CPPFLAGS='-isysroot /Developer/SDKs/MacOSX10.5.sdk -mmacosx-version-min=10.5 -arch i386' CXXFLAGS='-isysroot /Developer/SDKs/MacOSX10.5.sdk -mmacosx-version-min=10.5 -arch i386' LDFLAGS='-isysroot /Developer/SDKs/MacOSX10.5.sdk -mmacosx-version-min=10.5 -arch i386' BLAS_LIBS='-framework Accelerate' LAPACK_LIBS='-framework Accelerate'

5.3. Building Dynare on OS X 10.7 & 10.8

1. Install the Xcode Common Tools in one of two ways:
   1. Through Xcode (easier)

      1. Install Xcode from the App Store

      2. Open Xcode

      3. Go to Xcode->Preferences...

      4. In the window that opens, click on the Downloads tab

      5. Next to Command Line Tools, click on Install

   2. Direct download

      1. Install Xcode Common Tools from Apple Developer site

2. Download MacOSX10.6.sdk.zip and unzip it in /Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs. Change the owner to be root and the group to be wheel

3. Create a /usr/local directory and change the owner to be $USER and the group to be staff

4. Install homebrew with ruby <(curl -fsSkL raw.github.com/mxcl/homebrew/go)

   • Install the following brews:

     brew install automake
     brew install xz
     brew install gsl
     brew install boost
     brew install doxygen
     brew install gfortran
     brew install --HEAD netpbm
     brew install latex2html
     brew install --with-hdf5 libmatio
     brew install graphicsmagick
     brew install --use-llvm octave
     brew install slicot --with-default-integer-8

5. Install the latest version of MacTeX

6. On 10.7 only: copy FlexLexer.h into the preprocessor directory (there was an error in the FlexLexer.h file distributed with 10.7)

7. Finally, switch to the root dynare directory. Ensure your path contains /usr/bin:/bin:/usr/sbin:/sbin:/usr/local/bin:/opt/X11/bin:/usr/texbin:/usr/local/sbin. Run:

   1. autoconf -si

   2. ./configure --with-matlab=/Applications/MATLAB_R2012b.app MATLAB_VERSION=8.0