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| ## page was renamed from DynareOctave | |
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| = Dynare with Octave = Dynare is now able to run on GNU Octave, which is basically a free clone of Matlab. Octave versions greater or equal to 3.0.0 are supported. == 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: * [[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 with Octave == === Windows (without Cygwin) === This is the recommended way for Windows users. Note that the version of Octave compiled with Visual C++ that we used for making the Dynare 4.0.3 package is no longer distributed. So, until we release a new Dynare version, Octave users under Windows have to recompile the MEX files. * Download Octave for Windows on the [[http://sourceforge.net/project/showfiles.php?group_id=2888&package_id=287261|following page]] (pick the latest, 3.0.5 at the time of writing). Note that this distribution contains a nice text editor, which you can invoke with {{{edit}}} as you would under Matlab. * Download Dynare source from [[http://www.dynare.org]] (pick the most recent package for source code in the download section). * Follow the instructions on BuildingPreprocessor and BuildingDlls. === Windows (with Cygwin) === * Install the following Cygwin packages: octave, octave-devel, readline, libhdf5-devel, gcc4-g++, gcc4-gfortran * 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 }}} * Download Dynare source from [[http://www.dynare.org]] (pick the most recent package for source code in the download section). * Follow the instructions on BuildingPreprocessor and BuildingDlls. 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 "Lenny" or Ubuntu "Hardy Heron" or "Intrepid Ibex", see InstallOnDebianOrUbuntu. For other distributions: * install the package for Octave 3.0 from your distribution * download and uncompress Dynare version 4 sources from [[http://www.dynare.org]] (download section) * compile the preprocessor (see BuildingPreprocessor) * compile the dynamic libaries (see BuildingDlls) == 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 [[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 Dynare with Octave == |
= Current status of Dynare with Octave = |
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| 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) * Diffuse Kalman filter doesn't work (no {{{ordschur}}} function in Octave) |
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) |
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| * Results are saved in {{{.mat}}} files which can be read from Matlab 6, 7 and from Octave | * Results are saved in {{{.mat}}} files which can be read from MATLAB and from Octave |
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| * 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 |
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| == Main differences between Matlab and Octave which are dealt with by Dynare == | = Main differences between MATLAB and Octave which are dealt with by Dynare = |
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| * '''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. |
* '''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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| * 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 | * 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 Linux, calls to Octave functions and variables are case sensitive. So non preprocessed instructions at the end of modfiles should be written with lowercase. |
* {{{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. |
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 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"
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.