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| ## page was renamed from DynareOctave | |
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| = Dynare for Octave = | Main differences between MATLAB and Octave which are dealt with by Dynare: |
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| 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] * [http://en.wikibooks.org/wiki/Octave_Programming_Tutorial Octave Programming Tutorial] on Wiki``Books == Installing Dynare for Octave == === GNU/Linux === For Debian "Lenny" or Ubuntu "Hardy Heron", see InstallOnDebianOrUbuntu. For other distributions, you should begin by installing the {{{octave3.0}}} package. Then pickup Dynare sources via the daily snapshot, or via SVN with: {{{ svn checkout http://www.cepremap.cnrs.fr/svn/dynare_v4 }}} Compile the preprocessor by typing {{{make}}} in the {{{preprocessor}}} directory. Finally, compile the dynamic libraries (MEX-files) by typing {{{octave build_octave.m}}} from the {{{mex/sources}}} directory. === Windows === The recommended Octave distribution is the [http://sourceforge.net/project/showfiles.php?group_id=2888&package_id=40078 precompiled binaries from Octave Forge]. Pick up the {{{octave-3.0.1-vs2008-setup.exe}}} installer. Note that this binary distribution has a bug which makes Octave crash everytime one types {{{clear all}}} (and therefore everytime one runs Dynare!). A simple workaround is to type the following command the first time you run Octave: {{{ pkg rebuild -noauto ftp ann database }}} [http://wiki.octave.org/wiki.pl?CategoryInstall Other binary packages for Windows] are listed on Octave Wiki, but they look not very stable. Also note that the Cygwin package is quite outdated. Then, form a Cygwin prompt, assuming you have installed the {{{subversion}}} package, download the source tree in the current directory with: {{{ svn checkout http://www.cepremap.cnrs.fr/svn/dynare_v4 }}} Compile the preprocessor by typing {{{make}}} in the {{{preprocessor}}} directory. The dynamic libraries (MEX-files) can be compiled with [http://www.microsoft.com/express/download/default.aspx Microsoft Visual C++ 2008], which is now freely downloadable. The exact procedure will be soon detailed. == 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 with the {{{addpath}}} command, as you would under Matlab: {{{ addpath REPLACE_WITH_INSTALL_PATH/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 * Excel data files are not supported by Octave. A workaround is to convert the file to a text format (more details to come shortly) * 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++ 2008, one need this compiler to create MEX files * Bug: using beta PDF for estimation priors don't work, it will make Dynare stall (bug in {{{qbeta.m}}}) == 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. |
* '''Generalized eigenvalues:''' {{{eig(A,B)}}} doesn't exist in Octave. A call to {{{lambda = qz(A,B)}}} does the same job, except that it doesn't return infinite eigenvalues, so we can't use it. 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 a change in {{{gensylv/sylvester3.m}}} * Octave is only able to compute real QZ, while MATLAB can do both complex and real, and does complex by default. As a consequence, {{{qz/mjdgges.m}}} is implemented differently for Octave and MATLAB: under MATLAB we compute the complex decomposition, and use Sims' code for reordering the eigenvalues; under Octave, we use the native reordered QZ, but as a consequence the criterium is de facto always 1.0 * '''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 is now available in Octave 3.2. |
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| * 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/Ubuntu or Windows package. See [http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=248426 Debian bug #248426] | * 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/Ubuntu or Windows package. See [[http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=248426|Debian bug #248426]] |
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| * 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 | * The operator {{{&}}} under MATLAB is buggy: it doesn't execute its second argument if the first is false, when used in an {{{if}}} statement. This behaviour should be restricted to {{{&&}}}. This also applies to {{{|}}} and {{{||}}}. Implied a change in {{{mh_optimal_bandwith.m}}}, since this file expects the buggy behaviour |
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| * {{{ordeig()}}} doesn't exist under Octave (nor on MATLAB < 7.0.1). Use {{{my_ordeig()}}} instead. * '''Case sensitivity''' : under GNU/Linux, calls to Octave functions and variables are case sensitive. So non preprocessed instructions at the end of modfiles should be written with lowercase. |
Main differences between MATLAB and Octave which are dealt with by Dynare:
Generalized eigenvalues: eig(A,B) doesn't exist in Octave. A call to lambda = qz(A,B) does the same job, except that it doesn't return infinite eigenvalues, so we can't use it. 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 a change in gensylv/sylvester3.m
Octave is only able to compute real QZ, while MATLAB can do both complex and real, and does complex by default. As a consequence, qz/mjdgges.m is implemented differently for Octave and MATLAB: under MATLAB we compute the complex decomposition, and use Sims' code for reordering the eigenvalues; under Octave, we use the native reordered QZ, but as a consequence the criterium is de facto always 1.0
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 is now available in Octave 3.2.
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/Ubuntu or Windows package. See 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, when used in an if statement. This behaviour should be restricted to &&. This also applies to | and ||. Implied a change in mh_optimal_bandwith.m, since this file expects the buggy behaviour
waitbar() exists under Octave, but is text-only and is not very flexible. Replaced by calls to printf() 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
ordeig() doesn't exist under Octave (nor on MATLAB < 7.0.1). Use my_ordeig() instead.
Case sensitivity : under GNU/Linux, calls to Octave functions and variables are case sensitive. So non preprocessed instructions at the end of modfiles should be written with lowercase.