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#language en
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Porting of Dynare to [http://www.octave.org Octave] is under progress. Development is done using Octave version 3.0 (now available in Debian Testing aka "Lenny"). Porting of Dynare to Octave is under progress. Development is done using Octave versions 3.0.0 and 3.0.1.

== About Octave ==

Octave is a free clone of Matlab, running under Linux, Windows and MacOS.

It normally runs in a command window, and displays graphics in separate windows (using Gnuplot).

Some ressources:

 * [http://www.octave.org Octave official site]
 * [http://octave.sourceforge.net Octave Forge]: a set of extensions for Octave
 * Official [http://www.gnu.org/software/octave/doc/interpreter/ Octave manual] online
 * On the compatibility between Octave and Matlab:
   * List of [http://www.gnu.org/software/octave/FAQ.html#MATLAB-compatibility differences between Octave and Matlab]
   * List of [http://wiki.octave.org/wiki.pl?MissingMatlabFunctions missing Matlab functions] in Octave
   * More on [http://wiki.octave.org/wiki.pl?MatlabOctaveCompatibility Matlab/Octave compatibility]

Note that a graphical frontend for Octave is available (see [http://www.unige.ch/math/folks/loisel/www.math.mcgill.ca/loisel/octave-workshop/ Octave workshop]), but it is not at all necessary for running Dynare.

== Development of Dynare for Octave ==
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== Installing and running Dynare for Octave == == Installing Dynare for Octave ==
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Under Debian "Lenny", install package {{{octave3.0}}}. === Octave ===
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At the prompt, type: Under Debian "Lenny", install packages {{{octave3.0}}} and {{{octave-miscellaneous}}} (for {{{waitbar()}}})

For Windows, the Cygwin package is quite outdated. You should rather download [http://sourceforge.net/project/showfiles.php?group_id=2888&package_id=40078 precompiled binaries from Octave Forge].

[http://wiki.octave.org/wiki.pl?CategoryInstall More installation instructions] can be found on Octave Wiki.

=== Dynare for Octave ===

If you don't already have a subversion copy of the whole Dynare tree, you should type (under Linux or Cygwin prompt, assuming you have installed the {{{subversion}}} package):
{{{
svn checkout http://www.cepremap.cnrs.fr/svn/branches/dynare_v4_octave
}}}

Under Linux, you also need to compile the preprocessor by going into the {{{preprocessor/}}} subdirectory and typing {{{make}}}.

Don't forget to update regularly your working copy, using {{{svn update}}}.

== Running Dynare for Octave ==

First, you should run Octave.

Under Linux, at the prompt, just type:
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Under Windows, you should have a shortcut already installed in your Start menu.
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Then add path to {{{dynare_v4_octave}}} using the {{{addpath}}} command, as you would under Matlab. It is possible to autoexecute this command at each Octave start by adding it to the {{{~/.octaverc}}} init file. It is also possible to run [http://www.gnu.org/software/octave/doc/interpreter/Emacs.html Octave under Emacs].
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== List of issues between Matlab and Octave == Then, from Octave, add the path to {{{dynare_v4_octave}}} using the {{{addpath}}} command, as you would under Matlab:
{{{
addpath REPLACE_WITH_RIGHT_PATH/dynare_v4_octave/matlab
}}}
It is possible to autoexecute this command at each Octave start by adding it to the {{{.octaverc}}} startup file (under Linux, this file should be put in the home directory; under Windows, it should be put at the root of the user home under {{{Documents and Settings}}}).
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 * Warning handling is different between Matlab and Octave, and necessitated some adjustments.
 * Ajustments were obviously necessary where {{{version()}}} function is called
 * Generalized eigenvalues are not implemented as a primitive (i.e. {{{eig(A,B)}}} doesn't exist in Octave). This implied a change in {{{dr1.m}}}		 Unless you tell it to do otherwise, Octave won't accept the short syntax when typing {{{dynare}}} command. In other words, to run Dynare on {{{ramst.mod}}}, you need to type:
{{{
dynare('ramst')
}}}
rather than:
{{{
dynare ramst
}}}

However, you can force Octave to accept the short syntax by typing the following (or by adding it to your {{{.octaverc}}}):
{{{
mark_as_command dynare
}}}
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 * Simple deterministic models should work  * Simple deterministic models should work (tested on {{{ramst.mod}}})
 * Simple stochastic simulation should work (tested on {{{example1.mod}}})
 * Simple bayesian estimation should work (tested on {{{arima/mod1a.mod}}})
 * Results are saved in {{{.mat}}} files which can be read from Matlab 6, 7 and from Octave
 * Graphics display:
   * basically works
   * however window titles ("Priors", ...) don't show up
   * the scale is sometimes ugly (overlapping characters)
   * warnings about missing font file show up
 * Graphics saving on filesystem works for EPS, but not for PDF and FIG formats
 * MEX files:
   * can be compiled using {{{mex/sources/build_octave.m}}}
   * successfully tested under Linux
   * under Windows, since the Octave-Forge pre-compiled binary is build using Microsoft Visual C++, one need this compiler to create MEX files

== Main changes between Matlab and Octave versions of Dynare ==

 * '''Generalized eigenvalues:''' {{{eig(A,B)}}} doesn't exist in Octave. But a call to {{{lambda = qz(A,B)}}} does the same job. Implied a change in {{{dr1.m}}}
 * '''QZ decomposition''': {{{[AA,BB,Q,Z] = qz(A,B)}}} works under Octave, but the convention for {{{Q}}} is different. We have {{{AA = Q*A*Z}}} under Matlab and {{{AA = Q'*A*Z}}} under Octave. Implied changes in {{{gensylv/sylvester3.m}}} and {{{qz/mjdgges.m}}}
 * '''Reciprocal condition number''': {{{rcond(A)}}} doesn't exist under Octave. For the moment, the workaround is to create a {{{rcond.m}}} M-file which does {{{1/(norm(A,1)*norm(inv(A), 1))}}}. The {{{rcond()}}} function should be available in the next major release of Octave, see [http://www.cae.wisc.edu/pipermail/octave-maintainers/2008-May/007332.html this post] and its reply.
 * '''Saving data on the filesystem''':
   * Octave can read and write Matlab's MAT format. A call to {{{default_save_options('-mat')}}} was added in {{{dynare.m}}} to make Dynare for Octave create MAT files
   * But {{{save()}}} and {{{load()}}} under Octave don't assume the {{{.mat}}} extension. Need to explicitly add them
 * '''Saving graphics on the filesystem''':
   * Saving graphics with {{{saveas()}}} don't work, since it uses a Matlab specific format
   * Creation of PDF files is not supported (through {{{print -dpdf}}}). This comes from the fact that PDF support in GNUPlot is non-free, and therefore not available under Debian or Windows package. See [http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=248426 Debian bug #248426]
   * Creation of EPS files works (though file extension is not automatically added by Octave, contrary to Matlab)
 * '''Warning handling''' is different between Matlab and Octave, and necessitated some adjustments
 * Adjustments were obviously necessary where {{{version()}}} function is called
 * The operator {{{&}}} under Matlab is buggy: it doesn't execute its second argument if the first is false. This behaviour should be restricted to {{{&&}}}. Implied a change in {{{mh_optimal_bandwith.m}}}, since this file expects the buggy behaviour
 * {{{waitbar()}}} exists under Octave, but is text-only. Implied changes in {{{random_walk_metropolis_hastings.m}}}
 * {{{mkdir()}}} works slightly differently under Octave: it won't simultaneously create several depths of subdirectories. Implied a change in {{{CheckPath.m}}}
 * {{{setdiff()}}} doesn't return a second argument under Octave. Implied a workaround in {{{dynare_estimation.m}}} and {{{dynare_estimation_init.m}}}
 * {{{matrix.h}}} header doesn't exist under Octave for MEX files, and can just be omitted. The same probably applies to Matlab, since {{{mex.h}}} is supposed to define everything. Implied a change in {{{A_times_B_kronecker_C.cc}}} and {{{sparse_hessian_times_B_kronecker_C.cc}}}

Dynare for Octave

Porting of Dynare to Octave is under progress. Development is done using Octave versions 3.0.0 and 3.0.1.

About Octave

Octave is a free clone of Matlab, running under Linux, Windows and MacOS.

It normally runs in a command window, and displays graphics in separate windows (using Gnuplot).

Some ressources:

Note that a graphical frontend for Octave is available (see [http://www.unige.ch/math/folks/loisel/www.math.mcgill.ca/loisel/octave-workshop/ Octave workshop]), but it is not at all necessary for running Dynare.

Development of Dynare for Octave

A specific subversion branch has been created under branches/dynare_v4_octave. Note that this branch is supposed to work on both Matlab and Octave (using tests to differentiate between the two when necessary). Please report any failure to run under Matlab.

It is possible to view the differences between Matlab and Octave versions of Dynare by issuing: 

svn diff http://www.cepremap.cnrs.fr/svn/dynare_v4 http://www.cepremap.cnrs.fr/svn/branches/dynare_v4_octave

Note: be aware that recent changes to Matlab version of Dynare may not have been yet merged into the Octave branch, and may thus appear as spurious differences.

Installing Dynare for Octave

Octave

Under Debian "Lenny", install packages octave3.0 and octave-miscellaneous (for waitbar())

For Windows, the Cygwin package is quite outdated. You should rather download [http://sourceforge.net/project/showfiles.php?group_id=2888&package_id=40078 precompiled binaries from Octave Forge].

[http://wiki.octave.org/wiki.pl?CategoryInstall More installation instructions] can be found on Octave Wiki.

Dynare for Octave

If you don't already have a subversion copy of the whole Dynare tree, you should type (under Linux or Cygwin prompt, assuming you have installed the subversion package): 

svn checkout http://www.cepremap.cnrs.fr/svn/branches/dynare_v4_octave

Under Linux, you also need to compile the preprocessor by going into the preprocessor/ subdirectory and typing make.

Don't forget to update regularly your working copy, using svn update.

Running Dynare for Octave

First, you should run Octave.

Under Linux, at the prompt, just type: 

octave

Under Windows, you should have a shortcut already installed in your Start menu.

It is also possible to run [http://www.gnu.org/software/octave/doc/interpreter/Emacs.html Octave under Emacs].

Then, from Octave, add the path to dynare_v4_octave using the addpath command, as you would under Matlab: 

addpath REPLACE_WITH_RIGHT_PATH/dynare_v4_octave/matlab

It is possible to autoexecute this command at each Octave start by adding it to the .octaverc startup file (under Linux, this file should be put in the home directory; under Windows, it should be put at the root of the user home under Documents and Settings).

Unless you tell it to do otherwise, Octave won't accept the short syntax when typing dynare command. In other words, to run Dynare on ramst.mod, you need to type: 

dynare('ramst')

rather than: 

dynare ramst

However, you can force Octave to accept the short syntax by typing the following (or by adding it to your .octaverc): 

mark_as_command dynare

Current status of development

  • Simple deterministic models should work (tested on ramst.mod)

  • Simple stochastic simulation should work (tested on example1.mod)

  • Simple bayesian estimation should work (tested on arima/mod1a.mod)

  • Results are saved in .mat files which can be read from Matlab 6, 7 and from Octave

  • Graphics display:
    • basically works
    • however window titles ("Priors", ...) don't show up
    • the scale is sometimes ugly (overlapping characters)
    • warnings about missing font file show up
  • Graphics saving on filesystem works for EPS, but not for PDF and FIG formats
  • MEX files:

    • can be compiled using mex/sources/build_octave.m

    • successfully tested under Linux
    • under Windows, since the Octave-Forge pre-compiled binary is build using Microsoft Visual C++, one need this compiler to create MEX files

Main changes between Matlab and Octave versions of Dynare

  • Generalized eigenvalues: eig(A,B) doesn't exist in Octave. But a call to lambda = qz(A,B) does the same job. Implied a change in dr1.m

  • QZ decomposition: [AA,BB,Q,Z] = qz(A,B) works under Octave, but the convention for Q is different. We have AA = Q*A*Z under Matlab and AA = Q'*A*Z under Octave. Implied changes in gensylv/sylvester3.m and qz/mjdgges.m

  • Reciprocal condition number: rcond(A) doesn't exist under Octave. For the moment, the workaround is to create a rcond.m M-file which does 1/(norm(A,1)*norm(inv(A), 1)). The rcond() function should be available in the next major release of Octave, see [http://www.cae.wisc.edu/pipermail/octave-maintainers/2008-May/007332.html this post] and its reply.

  • Saving data on the filesystem:

    • Octave can read and write Matlab's MAT format. A call to default_save_options('-mat') was added in dynare.m to make Dynare for Octave create MAT files

    • But save() and load() under Octave don't assume the .mat extension. Need to explicitly add them

  • Saving graphics on the filesystem:

    • Saving graphics with saveas() don't work, since it uses a Matlab specific format

    • Creation of PDF files is not supported (through print -dpdf). This comes from the fact that PDF support in GNUPlot is non-free, and therefore not available under Debian or Windows package. See [http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=248426 Debian bug #248426]

    • Creation of EPS files works (though file extension is not automatically added by Octave, contrary to Matlab)

  • Warning handling is different between Matlab and Octave, and necessitated some adjustments

  • Adjustments were obviously necessary where version() function is called

  • The operator & under Matlab is buggy: it doesn't execute its second argument if the first is false. This behaviour should be restricted to &&. Implied a change in mh_optimal_bandwith.m, since this file expects the buggy behaviour

  • waitbar() exists under Octave, but is text-only. Implied changes in random_walk_metropolis_hastings.m

  • mkdir() works slightly differently under Octave: it won't simultaneously create several depths of subdirectories. Implied a change in CheckPath.m

  • setdiff() doesn't return a second argument under Octave. Implied a workaround in dynare_estimation.m and dynare_estimation_init.m

  • matrix.h header doesn't exist under Octave for MEX files, and can just be omitted. The same probably applies to Matlab, since mex.h is supposed to define everything. Implied a change in A_times_B_kronecker_C.cc and sparse_hessian_times_B_kronecker_C.cc

DynareWiki: OctaveCompatibility (last edited 2012-10-08 11:47:00 by SébastienVillemot)