Most users need not follow the instructions on this page. Only Linux users 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 (unstable version), 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 (4.1 at this time) from http://www.dynare.org/download/dynare-4.1/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.

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 Git, or who want to build documentation.

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 1.34 or later. Actually only the Graph library is needed. (mandatory)

• 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 2.61 or later (only if you get the source through Git)

• Automake (only if you get the source through Git)

• 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, Netlib (BLAS, LAPACK) or MKL (only if you want to build Dynare++)

• An implementation of POSIX Threads (only if you want to build Dynare++)

• 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)

• DBLaTeX (if you want to build Dynare reference manual in PDF)

• xsltproc and DocBook XSL Stylesheets (if you want to build Dynare reference manual in HTML)

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

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).

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

1.4. Building

Binaries 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. If you want to build everything, install the following packages:

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

• 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

• flex

• bison

• autoconf

• automake

• texlive

• texlive-publishers (for Econometrica bibliographic style)

• texlive-extra-utils (for CWEB)

• texlive-formats-extra (for Eplain)

• latex-beamer

• dblatex

• xsltproc

• docbook-xsl

• doxygen

3. Windows 32-bit, using MinGW

The easiest way to setup a build environment for MinGW is to install the 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 stable source archive or the source snapshot). Using Git 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_41_0

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

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_41_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_41_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

4. Windows 32-bit, using Cygwin

The following applies to Cygwin version 1.7 or later

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++

• gcc-mingw, gcc-mingw-g++

• gcc4, gcc4-g++ and gcc4-gfortran

• bison

• 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

• doxygen

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

The version of Boost included with Cygwin is too old. You need to download a more recent version (1.41 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_41_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 Git, don't forget to do:

autoreconf -i -s

Then, configure the package.

If you don't have MATLAB, do:

./configure CPPFLAGS="-I/home/user/boost_1_41_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_41_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

Then compile everything with:

make
make pdf
make html

This should build:

• Dynare preprocessor
• Dynare MEX files for Octave (for use with the Octave version bundled with Cygwin)
• Dynare MEX files for MATLAB (provided you gave the MATLAB path to configure)
• Dynare++
• Part of the documentation

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)

5. 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.

6. Mac OS X 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 the latest version of Xcode.

• gfortran: Install gfortran-42-5646.pkg 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. 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.

• 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 >=0.2.12): 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/MATLAB_R2009a.app/ MATLAB_VERSION=7.8, 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.