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/!\ /!\ /!\ THIS PAGE IS OBSOLETE. The up-to-date instructions for building Dynare from the source code is contained in the [[https://github.com/DynareTeam/dynare/blob/master/README.md|README.md]] file in the Dynare root directory.


/!\ 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.
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 * Dynare (unstable version), including preprocessor and MEX files for MATLAB and Octave  * Dynare, including preprocessor and MEX files for MATLAB and Octave
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 * all the associated documentation (PDF and HTML) from source

This source can be retrieved in two forms:
 * with subversion (SVN), at [[https://www.dynare.org/svn/dynare/trunk]]
 * or using a snapshot or (when Dynare 4.1 is released) an official source archive, from the website

Note that if you use the SVN version, you will need to install more tools (see below).		  * all the associated documentation (PDF and HTML)

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 [[https://github.com/DynareTeam/dynare.git]]

Note that if you use the Git version, you will need to install more tools (see below).
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For Windows users, there is no pareto-optimum between MinGW and Cygwin, it depends on what you want to do:
 * MinGW is simpler to setup if you just want to quickly compile the binaries,
 * Cygwin is recommended for those who update through SVN, or who want to build documentation.
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 * [[http://www.boost.org|Boost libraries]], version 1.34 or later. Actually only the Graph library is needed. (mandatory)
 * [[http://www.gnu.org/software/bison/|Bison]], version 2.3 or later (only if you get the source through SVN)
 * [[http://flex.sourceforge.net/|Flex]], version 2.5.4 or later (only if you get the source through SVN)
 * [[http://www.gnu.org/software/autoconf/|Autoconf]], version 2.61 or later (only if you get the source through SVN)
 * [[http://www.gnu.org/software/automake/|Automake]] (only if you get the source through SVN)
 * [[http://www-cs-faculty.stanford.edu/~knuth/cweb.html|CWEB]], with its tools {{{ctangle}}} and {{{cweave}}} (only if you want to build Dynare++ and get the source through SVN)
 * An implementation of BLAS and LAPACK: either [[http://math-atlas.sourceforge.net/|ATLAS]], Netlib ([[http://www.netlib.org/blas/|BLAS]], [[http://www.netlib.org/lapack/|LAPACK]]) or [[http://software.intel.com/en-us/intel-mkl/|MKL]] (only if you want to build Dynare++)
 * An implementation of [[http://en.wikipedia.org/wiki/POSIX_Threads|POSIX Threads]] (only if you want to build Dynare++)		  * [[http://www.boost.org|Boost libraries]], version 1.36 or later
 * [[http://www.gnu.org/software/bison/|Bison]], version 2.3 or later (only if you get the source through Git)
 * [[http://flex.sourceforge.net/|Flex]], version 2.5.4 or later (only if you get the source through Git)
 * [[http://www.gnu.org/software/autoconf/|Autoconf]], version 2.62 or later (only if you get the source through Git) (see [[AutoMake| Installing an updated version of Autoconf in your own directory, in GNU/Linux]])
 * [[http://www.gnu.org/software/automake/|Automake]], version 1.11.2 or later (only if you get the source through Git) (see [[AutoMake| Installing an updated version of AutoMake in your own directory, in GNU/Linux]])
 * [[http://www-cs-faculty.stanford.edu/~knuth/cweb.html|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 [[http://math-atlas.sourceforge.net/|ATLAS]], [[http://xianyi.github.com/OpenBLAS/|OpenBLAS]], Netlib ([[http://www.netlib.org/blas/|BLAS]], [[http://www.netlib.org/lapack/|LAPACK]]) or [[http://software.intel.com/en-us/intel-mkl/|MKL]] (only if you want to build Dynare++)
 * An implementation of [[http://en.wikipedia.org/wiki/POSIX_Threads|POSIX Threads]] (optional, for taking advantage of multi-core)
 * [[http://sourceforge.net/projects/matio/|MAT File I/O library]] (if you want to compile Markov-Switching code, the estimation DLL, k-order DLL and Dynare++ in unstable)
 * [[http://www.slicot.org|SLICOT]] (if you want to compile the Kalman steady state DLL)
 * [[http://www.gnu.org/software/gsl/|GSL library]] (if you want to compile Markov-Switching code)
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   * The Econometrica bibliography style: you need [[http://www.ctan.org/tex-archive/macros/latex/contrib/harvard/|harvard]] and [[http://www.ctan.org/tex-archive/biblio/bibtex/contrib/economic/|economic]] packages from CTAN (only if you want to build Dynare user guide)    * The Econometrica bibliography style: you need [[http://www.ctan.org/tex-archive/macros/latex/contrib/harvard/|harvard]] and [[http://www.ctan.org/tex-archive/biblio/bibtex/contrib/economic/|economic]] packages from CTAN (only if you want to build Dynare user guide, no more needed with Dynare unstable)
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 * [[http://dblatex.sourceforge.net/|DBLaTeX]] (if you want to build Dynare reference manual in PDF)
 * [[http://xmlsoft.org/XSLT/xsltproc2.html|xsltproc]] and [[http://wiki.docbook.org/topic/DocBookXslStylesheets|DocBook XSL Stylesheets]] (if you want to build Dynare reference manual in HTML)
 * [[http://www.stack.nl/~dimitri/doxygen/|Doxygen]] (if you want to build Dynare preprocessor source documentation)		  * For building the reference manual:
   * [[http://www.gnu.org/software/texinfo/|GNU Texinfo]]
   * [[http://www.nongnu.org/texi2html|Texi2HTML]] and [[http://www.latex2html.org|Latex2HTML]], if you want nice mathematical formulas in HTML output
   * [[http://www.stack.nl/~dimitri/doxygen/|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)
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If you have downloaded the sources from an official source archive or the snapshot, just unpack it.

/!\ If you are using the snapshot, since it contains a build tree for Windows, you first need to clean it with:
{{{
make clean
}}}

If you want to use SVN, do the following from a terminal:
{{{
svn checkout https://www.dynare.org/svn/dynare/trunk dynare		 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 https://github.com/DynareTeam/dynare.git
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git submodule update --init
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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 snapshot). 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).
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If you have MATLAB, you need to indicate both MATLAB location and MATLAB version. For example, on Linux: If you have MATLAB, you need to indicate both the MATLAB location and version. For example, on GNU/Linux:
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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
}}}
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Binaries are built with: Binaries and Info documentation are built with:
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All the prerequisites are packaged. If you want to build everything, install the following packages: 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:
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 * {{{octave3.2-headers}}} or {{{octave3.0-headers}}} (will install ATLAS)
 * {{{libboost-graph1.40-dev}}}, {{{libboost-graph1.39-dev}}}, {{{libboost-graph1.38-dev}}}, {{{libboost-graph1.37-dev}}}, {{{libboost-graph1.35-dev}}} or {{{libboost-graph-dev}}}		  * {{{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)
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 * {{{texlive-latex-extra}}} (for fullpage.sty)
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 * {{{dblatex}}}
 * {{{xsltproc}}}
 * {{{docbook-xsl}}}		  * {{{texinfo}}}
 * {{{texi2html}}}, {{{latex2html}}}
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= Windows 32-bit, using MinGW =

The easiest way to setup a build environment for MinGW is to install the [[http://sourceforge.net/project/showfiles.php?group_id=2888&package_id=287261|Octave MinGW installer]]. Pick the latest version in the 3.2.x series (3.2.3 at the time of this writing), and install it on your machine.

Installing MinGW this way has the following advantages:
 * you get all the MinGW/MSYS tools in a single package;
 * you get a compiled version of ATLAS, for use with Dynare++;
 * you can directly compile MEX files for that version of Octave, which is the recommended one for use with Dynare.

In the remaining of this section it is assumed that you installed Octave this way, in {{{c:/Octave/3.2.3_gcc4.4.0/}}}. It is probably possible to compile Dynare without this Octave/MinGW bundle, but we won't document it here.

/!\ The 3.2.3 version of the Octave installer does not have Pthreads-win32 (POSIX threads for Windows), but the configure script will think it has it; fix it by renaming {{{c:/Octave/3.2.3_gcc4.4.0/mingw32/mingw32/lib/libpthread.a}}} to something else.

First, from the Windows Explorer, run the {{{MSYS.bat}}} script located in {{{c:/Octave/3.2.3_gcc4.4.0/MSYS/}}}. This should open a terminal window.

Second, download Dynare sources from the website (either the snapshot or the official sources when Dynare 4.1 is released). Using SVN is not recommended with MinGW, since you will not have all the necessary tools to rebuild some sources. Uncompress Dynare sources in your MinGW home. This directory is located in {{{c:/Octave/3.2.3_gcc4.4.0/MSYS/home/user}}} (where {{{user}}} is your login name).

Third, download Boost sources (from [[http://www.boost.org]]) and uncompress them in your home. Let's say they are located in {{{c:/Octave/3.2.3_gcc4.4.0/MSYS/home/user/boost_1_40_0}}}

Then, from the terminal, go to the directory containing Dynare sources (using the {{{cd}}} command).

If you got the sources with the snapshot, clean the build tree:
{{{
make clean
}}}

Then you need to adjust the path to include MinGW executables and Octave libraries:
{{{
export PATH=$PATH:/c/Octave/3.2.3_gcc4.4.0/mingw32/bin:/c/Octave/3.2.3_gcc4.4.0/bin
}}}

Then configure the package.

If you don't have MATLAB:
{{{
./configure CC=mingw32-gcc-4.4.0-dw2 CXX=mingw32-g++-4.4.0-dw2 F77=mingw32-gfortran-4.4.0-dw2 CPPFLAGS="-I/home/user/boost_1_40_0" LDFLAGS="-L/c/Octave/3.2.3_gcc4.4.0/lib"
}}}
Here it is necessary to give the full name of C, C++ and Fortran 77 compilers, since they use non-standard names.

If you have MATLAB, let's say version R2009a installed in {{{c:/Program Files/MATLAB/R2009a}}}, do:
{{{
./configure --with-matlab=/c/Progra~1/MATLAB/R2009a MATLAB_VERSION=R2009a CC=mingw32-gcc-4.4.0-dw2 CXX=mingw32-g++-4.4.0-dw2 F77=mingw32-gfortran-4.4.0-dw2 CPPFLAGS="-I/home/user/boost_1_40_0" LDFLAGS="-L/c/Octave/3.2.3_gcc4.4.0/lib"}}}

/!\ 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.

/!\ On MATLAB < 7.1, you need to explicitly give the MEX extension, with {{{MEXEXT=dll}}}

/!\ On MATLAB >= 7.1, 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 Dynare and Dynare++ with:
{{{
make
}}}

= Windows 32-bit, using Cygwin =

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

Then, install the following packages:
 * {{{make}}}
 * {{{gcc}}}, {{{gcc-g++}}} and {{{gcc-g77}}}
 * {{{gcc-mingw}}}, {{{gcc-mingw-g++}}} and {{{gcc-mingw-g77}}}
 * {{{gcc4}}}, {{{gcc4-g++}}} and {{{gcc4-gfortran}}}		 = Fedora =
 * {{{octave-devel}}}
 * {{{boost-devel}}}
 * {{{gsl-devel}}}
 * {{{matio-devel}}}
 * {{{flex}}}
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 * {{{flex}}}
 * {{{autoconf}}} and {{{autoconf2.5}}}
 * {{{automake}}} and {{{automake1.11}}}
 * {{{octave}}} and {{{octave-devel}}} (will install BLAS and LAPACK)
 * {{{readline}}}
 * {{{libhdf5-devel}}}
 * {{{tetex}}} and {{{tetex-extra}}}
 * {{{libxslt}}} (for xsltproc)
 * {{{docbook-xsl}}}		  * {{{autoconf}}}
 * {{{automake}}}
 * {{{texlive}}}
 * {{{texinfo}}}
 * {{{texi2html}}}, {{{latex2html}}}
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 * {{{subversion}}} (only if you retrieve Dynare sources through SVN)

/!\ If you want to use the graphics capabilities of Octave, note that you must also install an X11 server.

Note that package for Octave 3.0.3 has a little packaging bug, which you need to fix by typing the following at Cygwin prompt:
{{{
mv /usr/lib/octave-3.0.3/libctave.dll.a /usr/lib/octave-3.0.3/liboctave.dll.a
}}}

The version of Boost included with Cygwin is too old. You need to download a more recent version (1.40 at the time of this writing), on [[http://www.boost.org]].

Then uncompress the Boost sources somewhere, let's say in {{{/home/user}}}:
{{{
tar xvjf boost_1_40_0.tar.bz2
}}}
Note that you don't need to compile any Boost libraries; Dynare only make use of the headers.

Also note that dblatex, Econometrica biliographic style and eplain are not packaged in Cygwin: you need to install them manually if you want to build the corresponding documentation.

Now, go to the Dynare source tree from a Cygwin shell.

If you retrieved the source from SVN, don't forget to do:
= Windows =

The following instructions are compatible with MATLAB or with Octave/MinGW (as
downloadable [[http://www.dynare.org/download/octave|here]]).

== 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 [[attachment:dynare-mingw32-libs.zip]], and uncompress it in {{{c:\cygwin\usr\local\lib\mingw32}}}
  * If you have MATLAB 64-bit, download [[attachment:dynare-mingw64-libs.zip]], and uncompress it in {{{c:\cygwin\usr\local\lib\mingw64}}}

== 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:
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If you don't have MATLAB, do:
{{{
./configure CPPFLAGS="-I/home/user/boost_1_40_0"
}}}

If you have MATLAB, let's say version R2009a installed in {{{c:/Program Files/MATLAB/R2009a}}}, do:
{{{
./configure --with-matlab=/cygdrive/c/Progra~1/MATLAB/R2009a MATLAB_VERSION=R2009a CPPFLAGS="-I/home/user/boost_1_40_0"
}}}

/!\ 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.

/!\ On MATLAB < 7.1, you need to explicitly give the MEX extension, with {{{MEXEXT=dll}}}

/!\ On MATLAB >= 7.1, if your MATLAB is 32-bit and your Windows is 64-bit, you need to explicitly give the MEX extension, with {{{MEXEXT=mexw32}}}		  * 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}}}
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make
make pdf
make html		 make all pdf html
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 * Dynare MEX files for Octave (for use with the Octave version bundled with Cygwin)
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/!\ In order to be able to run Dynare from MATLAB, you need to tell MATLAB where to find the Cygwin DLL. More precisely, you need to add {{{c:\cygwin\bin}}} to your execution path, otherwise Dynare will fail to run the preprocessor. There are two ways of doing it:
 * Locally from MATLAB, only for one session, by typing the following at MATLAB prompt:
{{{
>> setenv('PATH', [ getenv('PATH') ';c:\cygwin\bin' ])
}}}
 * Globally and once, by changing the global Windows settings. Go to the configuration panel, then in "System", then in "Advanced settings" tab, then "Environment Variables", and modify the variable {{{PATH}}} by adding {{{;c:\cygwin\bin}}} at the end of it (the semicolon is the separator)

= Windows 64-bit =

Compiling the preprocessor, the MEX files for Octave and the documentation are done the same way as you would for Windows 32-bit (a 32-bit preprocessor binary is fine, and Octave distributions are all 32-bit at this time). Follow the instructions for Cygwin or MinGW (whichever you prefer), without specifying MATLAB to the configure script, i.e. using the {{{--disable-matlab}}} flag.

Then you need to compile the MEX files for MATLAB, which must be 64-bit. There exists a MinGW for 64-bit platforms, but at this time it is unfortunately unable to link with MATLAB libraries. So the solution is to use Microsoft Visual Studio C++ (freely available).

For the installation, please follow the instructions given on ConfigureMatlabWindowsForMexCompilation for Microsoft Visual C++.

Then compile the MEX files by launching the script {{{build_matlab.m}}} available in {{{mex/sources}}} subdirectory of Dynare installation.

= Mac OS X 10.6 =		 == 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
}}}

= Mac OS X =

== Creating an executable that runs on either 10.5 or 10.6 ==
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 * XCode: Install the latest version of [[http://developer.apple.com/technology/Xcode.html|Xcode]].
 * gfortran: Install gfortran-42-5646.pkg from [[http://r.research.att.com/tools/|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 [[http://sourceforge.net/projects/octave/files/Octave%20MacOSX%20Binary|Mac Os X binary]] and add {{{/Applications/Octave.app/Contents/Resources/bin}}} to your search path. Add the following lines to the {{{/Applications/Octave.app/Contents/Resources/bin/mkoctfile-3.2.3}}} file after the {{{set -e}}} statement at the top of the file
{{{
CFLAGS="-arch i386 ${CFLAGS}"
FFLAGS="-arch i386 ${FFLAGS}"
CPPFLAGS="-arch i386 ${CPPFLAGS}"
CXXFLAGS="-arch i386 ${CXXFLAGS}"
LDFLAGS="-arch i386 ${LDFLAGS}"
}}}
If you're using GCC4.5 as opposed to the default OS X version of GCC4.2.1, replace {{{-arch i386}}} above with {{{-m32}}}.
  * 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 [[http://r.research.att.com/tools/|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 [[http://sourceforge.net/projects/octave/files/Octave%20MacOSX%20Binary|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.
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 * DBLaTeX (version >=0.2.12): This can be obtained either through Fink or from the [[http://sourceforge.net/projects/dblatex/files/|DBLaTeX]] site, installed via the instructions available [[http://dblatex.sourceforge.net/html/manual/ch02s02.html#id3316615|here]]. Further, it requires the additional installation of [[http://www.linuxfromscratch.org/blfs/view/svn/pst/DocBook.html|DocBook XML DTD]]. For the DocBook installation, replace the {{{chown}}} command from the website's installation inscructions with
{{{		  * DBLaTeX (version >=0.3): This can be obtained either through Fink or from the [[http://sourceforge.net/projects/dblatex/files/|DBLaTeX]] site, installed via the instructions available [[http://dblatex.sourceforge.net/html/manual/ch02s02.html#id3316615|here]]. Further, it requires the additional installation of [[http://www.linuxfromscratch.org/blfs/view/svn/pst/DocBook.html|DocBook XML DTD]]. For the !DocBook installation, replace the {{{chown}}} command from the website's installation inscructions with
 {{{
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}}}  }}}
Line 307: Line 271:
 * Matlab: Call the configure script with the options {{{--with-matlab=/Applications/MATLAB_R2008a/ MATLAB_VERSION=7.6}}}, 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' LDFLAGS='-arch i386 -framework Accelerate'}}} to link to the BLAS and LAPACK libraries.		  * 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}}}.

== 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($sgemm, [ax_blas_ok=yes], [BLAS_LIBS=""])}}} with {{{ax_blas_ok=yes}}}
 1. In {{{m4/ax_lapack.m4}}}, comment out {{{AC_F77_FUNC(cheev)}}} and replace {{{AC_TRY_LINK_FUNC($cheev, [ax_lapack_ok=yes], [LAPACK_LIBS=""])}}} with {{{ax_lapack_ok=yes}}}
 1. In both {{{mex/build/matlab/configure.ac}}} and {{{mex/build/octave/configure.ac}}}, move {{{AC_PROG_CC}}} above {{{AC_PROG_F77}}}
 1. run {{{autoreconf -s -i}}}
 1. 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'}}}

== Building Dynare on OS X 10.7 & 10.8 ==
 1. Install the Xcode Common Tools:
  1. Install [[http://developer.apple.com/xcode/|Xcode]] from the App Store
  1. Open Xcode
  1. Go to {{{Xcode->Preferences...}}}
  1. In the window that opens, click on the {{{Downloads}}} tab
  1. In the tab that appears, click on the {{{Components}}} button
  1. Next to {{{Command Line Tools}}}, click on {{{Install}}}
 1. Download [[http://www.jamesgeorge.org/uploads/MacOSX10.6.sdk.zip|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}}}
 1. Install [[http://mxcl.github.com/homebrew/|Homebrew]]
 1. Install the following brews:
  {{{
brew install automake
brew install gsl
brew install boost
brew install gfortran
brew install matlab2tikz --HEAD
brew install libmatio --with-hdf5
brew install slicot --with-default-integer-8
}}}
 1. ('''Optional''') To compile Dynare mex files for use on Octave, first install Octave following the [[http://wiki.octave.org/Octave_for_MacOS_X#Simple_Installation_Instructions_3|Simple Installation Instructions]]. Then, you will probably also want to install graphicsmagick via Homebrew with {{{brew install graphicsmagick}}}.
 1. ('''Optional''') To compile Dynare's documentation, first install the latest version of [[http://www.tug.org/mactex/|MacTeX]]. Then install {{{doxygen}}} and {{{latex2html}}} via Homebrew with the following commands:
  {{{
brew install doxygen
brew install texi2html
brew install latex2html
}}}
 1. ('''On OS X 10.7 Only''') Copy [[attachment:FlexLexer.h]] into the {{{preprocessor}}} directory (there was an error in the {{{FlexLexer.h}}} file distributed with 10.7)
 1. 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}}}
   1. {{{./configure --with-matlab=/Applications/MATLAB_R2013a.app MATLAB_VERSION=8.1}}} for builds with Matlab or {{{./configure}}} for builds just using Octave
   1. {{{make}}}

/!\ /!\ /!\ THIS PAGE IS OBSOLETE. The up-to-date instructions for building Dynare from the source code is contained in the README.md file in the Dynare root directory.

/!\ 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)

This source can be retrieved in three forms:

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.

Contents

  1. General instructions
  2. Debian or Ubuntu
  3. Fedora
  4. Windows
  5. Mac OS X

/!\ 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, no more needed with Dynare unstable)

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

    • Beamer (for some PDF presentations)

  • For building the reference manual:
  • 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 https://github.com/DynareTeam/dynare.git
cd dynare
git submodule update --init
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).

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 the MATLAB location and 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:

    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. In the tab that appears, click on the Components button

    6. Next to Command Line Tools, click on Install

  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. Install Homebrew

  4. Install the following brews: 
    • brew install automake
brew install gsl
brew install boost
brew install gfortran
brew install matlab2tikz --HEAD
brew install libmatio --with-hdf5
brew install slicot --with-default-integer-8

  5. (Optional) To compile Dynare mex files for use on Octave, first install Octave following the Simple Installation Instructions. Then, you will probably also want to install graphicsmagick via Homebrew with brew install graphicsmagick.

  6. (Optional) To compile Dynare's documentation, first install the latest version of MacTeX. Then install doxygen and latex2html via Homebrew with the following commands: 

    • brew install doxygen
brew install texi2html
brew install latex2html

  7. (On OS X 10.7 Only) Copy FlexLexer.h into the preprocessor directory (there was an error in the FlexLexer.h file distributed with 10.7)

  8. 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_R2013a.app MATLAB_VERSION=8.1 for builds with Matlab or ./configure for builds just using Octave

    3. make

DynareWiki: BuildingDynareFromSource (last edited 2013-06-19 16:52:12 by HoutanBastani)