Differences between revisions 3 and 62 (spanning 59 versions)
⇤ ← Revision 3 as of 2008-05-26 10:27:08 →
Size: 3077
Editor: SébastienVillemot
Comment:
← Revision 62 as of 2011-02-21 10:49:09 → ⇥
Size: 8780
Editor: SébastienVillemot
Comment:
Deletions are marked like this. Additions are marked like this.
Line 3: Line 3:
= Dynare for Octave = = Dynare with Octave =
Line 5: Line 5:
Porting of Dynare to Octave is under progress. Development is done using Octave version 3.0. Dynare is now able to run on GNU Octave, which is basically a free clone of MATLAB.

Octave 3.0.x and 3.2.x series are supported. As of Dynare 4.2.0, Octave 3.4.x series is not fully supported.

''Note:'' Dynare doesn't work on Octave 3.2.0, because of a bug in Octave's which() function. This bug was fixed in Octave 3.2.2.
Line 9: Line 13:
Octave is a free clone of Matlab, running under both Linux and Windows. GNU Octave is a free clone of MATLAB, running under Linux, Windows and MacOS.
Line 11: Line 15:
Ressources: It normally runs in a command window, and displays graphics in separate windows (using Gnuplot).
Line 13: Line 17:
 * [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		 Some ressources:
Line 17: Line 19:
== Development of Dynare for Octave ==  * [[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]]
 * Octave tutorials:
   * [[http://en.wikibooks.org/wiki/Octave_Programming_Tutorial|Octave Programming Tutorial]] on Wiki``Books
   * [[http://www8.cs.umu.se/~fotios/OctaveRevPack.pdf|GNU Octave/MATLAB revision pack]]
Line 19: Line 30:
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. == Installing Dynare 4.2 with Octave ==
Line 21: Line 32:
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.		 === Windows (without Cygwin) ===
Line 27: Line 34:
== Installing Dynare for Octave == This is the recommended way for Windows users.
Line 29: Line 36:
=== Octave ===  * Download Octave for Windows on the [[http://sourceforge.net/projects/octave/files/Octave_Windows%20-%20MinGW/|following page]]. Pick version 3.2.4
 * Download and install the latest Dynare package for Windows, see [[http://www.dynare.org/download/dynare-4.2/windows]].
Line 31: Line 39:
Under Debian "Lenny", install package {{{octave3.0}}} ''Note:'' the distribution of Octave for Windows contains a nice text editor, which you can invoke with {{{edit}}} as you would under MATLAB.
Line 33: Line 41:
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]. === Windows (with Cygwin) ===
Line 35: Line 43:
=== Dynare ===  * Download and uncompress Dynare 4.2 sources from [[http://www.dynare.org/download/dynare-4.1/source]]
 * Follow the instructions for Cygwin on BuildingDynareFromSource.
Line 37: Line 46:
If you don't already have a subversion copy of the whole Dynare tree, you should type (under Linux or under Cygwin prompt, assuming you have installed the {{{subversion}}} package):
{{{
svn checkout http://www.cepremap.cnrs.fr/svn/branches/dynare_v4_octave
}}}		 Note that graphics are not supported when Octave is run from the Cygwin prompt; you need to use the option {{{nograph}}} in your MOD file. If you want graphics, install the X windows server.
Line 42: Line 48:
=== GNU/Linux ===
Line 43: Line 50:
== Running Dynare for Octave == For Debian or Ubuntu distributions, see InstallOnDebianOrUbuntu.

For other distributions:
 * install the package for Octave from your distribution
 * download and uncompress Dynare 4.2 sources from [[http://www.dynare.org/download/dynare-4.1/source]]
 * follow the instructions on BuildingDynareFromSource

== Running Dynare with Octave ==
Line 53: Line 67:
Then, from Octave, add the 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}}} 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}}}). It is also possible to run [[http://www.gnu.org/software/octave/doc/interpreter/Emacs.html|Octave under Emacs]].
Line 55: Line 69:
At first glance, Octave doesn't accept short syntax when typing {{{dynare}}} command (need to investigate that issue). In other words, to run Dynare on {{{ramst.mod}}}, you need to type: 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}}}).

=== Invoking Dynare on Octave 3.2 ===

If your MOD file is {{{ramst.mod}}}, just type:
{{{
dynare ramst
}}}

=== Invoking Dynare on Octave 3.0 ===

Unless you tell it to do otherwise, Octave 3.0 won't accept the short syntax when typing {{{dynare}}} command. In other words, to run Dynare on {{{ramst.mod}}}, you need to type:
Line 64: Line 93:
== List of issues between Matlab and Octave == However, you can force Octave 3.0 to accept the short syntax by typing the following (or by adding it to your {{{.octaverc}}}):
{{{
mark_as_command dynare
}}}
Line 66: Line 98:
 * 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}}}		 == Current status of Dynare with Octave ==
Line 70: Line 100:
== Current status of development ==  * Deterministic simulation works (tested on {{{ramst.mod}}})
 * Stochastic simulation works (tested on {{{example1.mod}}})
 * Bayesian estimation works (tested on {{{arima/mod1a.mod}}}).
   However, Excel data files are not supported by Octave. A workaround is to convert the file to a text format (more details to come shortly)
 * Ramsey policy works
 * 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 (with GNUplot backend)
   * the scale is sometimes ugly (overlapping characters) (with GNUplot backend)
   * warnings about missing font file show up (with GNUplot backend)
   * graphics are vertically shrinked when several plots are on the same window (with JHandles backend)
   * graphics saving on filesystem works for EPS, but not for PDF and FIG formats
   * currently, Dynare crashes when Octave is run without graphical capabilities; a workaround is to use option "nograph"
 * 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
Line 72: Line 119:
 * Simple deterministic models should work == 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 [[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, 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 Linux, calls to Octave functions and variables are case sensitive. So non preprocessed instructions at the end of modfiles should be written with lowercase.

Dynare with Octave

Dynare is now able to run on GNU Octave, which is basically a free clone of MATLAB.

Octave 3.0.x and 3.2.x series are supported. As of Dynare 4.2.0, Octave 3.4.x series is not fully supported.

Note: Dynare doesn't work on Octave 3.2.0, because of a bug in Octave's which() function. This bug was fixed in Octave 3.2.2.

About Octave

GNU 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:

Installing Dynare 4.2 with Octave

Windows (without Cygwin)

This is the recommended way for Windows users.

Note: the distribution of Octave for Windows contains a nice text editor, which you can invoke with edit as you would under MATLAB.

Windows (with Cygwin)

Note that graphics are not supported when Octave is run from the Cygwin prompt; you need to use the option nograph in your MOD file. If you want graphics, install the X windows server.

GNU/Linux

For Debian or Ubuntu distributions, see InstallOnDebianOrUbuntu.

For other distributions:

Running Dynare with 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 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).

Invoking Dynare on Octave 3.2

If your MOD file is ramst.mod, just type: 

dynare ramst

Invoking Dynare on Octave 3.0

Unless you tell it to do otherwise, Octave 3.0 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 3.0 to accept the short syntax by typing the following (or by adding it to your .octaverc): 

mark_as_command dynare

Current status of Dynare with Octave

  • Deterministic simulation works (tested on ramst.mod)

  • Stochastic simulation works (tested on example1.mod)

  • Bayesian estimation works (tested on arima/mod1a.mod).

    • However, Excel data files are not supported by Octave. A workaround is to convert the file to a text format (more details to come shortly)
  • Ramsey policy works

  • 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 (with GNUplot backend)
    • the scale is sometimes ugly (overlapping characters) (with GNUplot backend)
    • warnings about missing font file show up (with GNUplot backend)
    • graphics are vertically shrinked when several plots are on the same window (with JHandles backend)
    • graphics saving on filesystem works for EPS, but not for PDF and FIG formats
    • currently, Dynare crashes when Octave is run without graphical capabilities; a workaround is to use option "nograph"
  • 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

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 Linux, calls to Octave functions and variables are case sensitive. So non preprocessed instructions at the end of modfiles should be written with lowercase.

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