Described on the homepage: http://www.dynare.org/
Most users should use the precompiled package available for your OS, also available via the Dynare homepage: http://www.dynare.org/download/dynare-stable.
To contribute to Dynare and participate in the Dynare community, please see: CONTRIBUTING.md
Most of the source files are covered by the GNU General Public Licence version 3 or later (there are some exceptions to this, see license.txt in Dynare distribution for specifics).
Building Dynare From Source
Here, we explain how to build from source:
- Dynare, including preprocessor and MEX files for MATLAB and Octave
- all the associated documentation (PDF and HTML)
This source can be retrieved in three forms:
- via git, at https://git.dynare.org/Dynare/dynare.git
- using the stable source archive of the latest Dynare version (currently 4.4) from http://www.dynare.org/download/dynare-stable/
- using a source snapshot of the unstable version, from http://www.dynare.org/download/dynare-unstable/source-snapshot
Note that if you obtain the source code via git, 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.
NB: 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:
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.
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 1.36 or later
- Bison, version 2.5 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 2.62 or later (only if you get the source through Git) (see Installing an updated version of Autoconf in your own directory, in GNU/Linux)
- Automake, version 1.11.2 or later (only if you get the source through Git) (see Installing an updated version of AutoMake in your own directory, in GNU/Linux)
- CWEB, with its tools
cweave(only if you want to build Dynare++ and get the source through Git)
- An implementation of BLAS and LAPACK: either ATLAS, OpenBLAS, Netlib (BLAS, LAPACK) or MKL (only if you want to build Dynare++)
- An implementation of POSIX Threads (optional, for taking advantage of multi-core)
- MAT File I/O library (if you want to compile Markov-Switching code, the estimation DLL, k-order DLL and Dynare++)
- SLICOT (if you want to compile the Kalman steady state DLL)
- GSL library (if you want to compile Markov-Switching code)
- A decent LaTeX distribution (if you want to compile PDF documentation). The following extra components may be needed:
- For building the reference manual:
- For Octave, the development libraries corresponding to the UMFPACK packaged with Octave
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 --recursive https://git.dynare.org/Dynare/dynare.git cd dynare autoreconf -si
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).
Configuring the build tree
Simply launch the configure script from a terminal:
If you have MATLAB, you need to indicate both the MATLAB location and version. For example, on GNU/Linux:
./configure --with-matlab=/usr/local/MATLAB/R2013a MATLAB_VERSION=8.1
Note that the MATLAB version can also be specified via the MATLAB family product release (R2009a, R2008b, ...).
NB: For 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
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 the C/C++ programs with debugging information, you can specify the
CXXFLAGS variables to the configure script, such as:
./configure CFLAGS="-O3" CXXFLAGS="-O3"
To remove debugging information for Matlab mex functions, the analagous call would be:
./configure MATLAB_MEX_CFLAGS="-O3" MATLAB_MEX_CXXFLAGS="-O3"
If you want to give a try to the parallelized versions of some mex files (
sparse_hessian_times_B_kronecker_C used to get the reduced form of the second order approximation of the model) you can add the
--enable-openmp flag, for instance:
./configure --with-matlab=/usr/local/matlab78 MATLAB_VERSION=7.8 --enable-openmp
If the configuration goes well, the script will tell you which components are correctly configured and will be built.
Binaries and Info documentation are built with:
PDF and HTML documentation are respectively built with:
make pdf make html
The testsuites can be run with:
Note that running the testsuite with Octave requires the additional packages
The Git source comes with unit tests (in the matlab functions) and integration tests (under the
tests subfolder). All the tests can be run with:
tests subfolder. If Dynare has been compiled against Matlab and Octave, the tests will be run with Matlab and Octave. Depending on
your PC, this can take several hours. It is possible to run the tests only with Matlab:
or only with Octave:
A summary of the results is available in
tests/run_test_octave_output.txt. Often, it does not make sense
to run the complete testsuite. For instance, if you modify codes only related to the perfect foresight model solver, you can decide to run only a
subset of the integration tests, with:
This will run all the integration tests in
tests/deterministic_simulations with Matlab and Octave. Again, it is possible to do this only with Matlab:
or with Octave:
Finally if you want to run a single integration test, e.g.
deterministic_simulations/lbj/rbc.mod with Matlab:
or with Octave:
The result of the test (
FAILED) will be printed in the terminal, the produced log can be displayed with:
Note that only tests will be executed where the
m.trs/o.trs does not yet exist. You can run
tests folder to delete files that were created by the run of the testsuite. You can also manually delete the desired
Debian or Ubuntu
All the prerequisites are packaged.
The easiest way to install the pre-requisites in Debian is to use Debian's dynare package and do
(requires that you have added the
deb-src repositories to your
apt-get build-dep dynare
followed by (only for building the master branch):
apt-get install texlive-fonts-extra
which is missing in Debian's list of pre-requisites.
Alternatively, if you want to build everything, manually install the following packages:
build-essential(for gcc, g++ and make)
octave3.2-headerson older systems)
libgsl0-devon older systems)
texlive-publishers(for Econometrica bibliographic style)
latex-beameron older systems)
texlive-math-extraon older systems) (for amstex)
lmodern(for macroprocessor PDF)
NB: Documentation still in progress…
We no longer support compilation on Windows. To use the unstable version of Dynare on a Windows system, please download it from the Dynare website.
Windows Subsystem for Linux
Dynare can also be compiled from source for the Windows Subsystem for Linux (WSL). The WSL offers Windows 10 Anniversary Update users easy access to a Linux environment. To install the WSL, see https://msdn.microsoft.com/en-us/commandline/wsl/install_guide
To install most of the build dependencies, make sure that the local
deb-src http://archive.ubuntu.com/ubuntu trusty main restricted universe multiverse deb-src http://archive.ubuntu.com/ubuntu trusty-updates main restricted universe multiverse deb-src http://security.ubuntu.com/ubuntu trusty-security main restricted universe multiverse
in addition to the regular
NB: you cannot edit this file from Windows as this will make the file unreadable for the WSL (rendering WSL unable to detect any package). Therefore, use any Linux editor of your choice.
After that, run
apt update apt-get build-dep dynare
If you are building the unstable version, you might also need to install other packages required, e.g
apt-get install texlive-fonts-extra
NB: it might be necessary to preface your calls by
sudo in case you do not have root access with the current user
After this, prepare the source and configure the build tree as described for Linux above.
Mac OS X
- Install the Xcode Command Line Tools:
- Download "Command Line Tools (OS X 10.X) for Xcode," where 10.X corresponds to your OS X version, from https://developer.apple.com/downloads/index.action
- Install the latest version of MacTeX, deselecting the option to install Ghostscript
- Install Homebrew by following the instructions on the website
- Tap Homebrew Science by opening Terminal and typing:
brew tap homebrew/science
- (Optional) To compile Dynare mex files for use on Octave:
brew install octave
brew install suite-sparse
- To see the available options for compiling Dynare, type:
brew info dynare
- Install Dynare via a command of the form:
brew install dynare --HEAD --without-check
- (with Matlab mex)
brew install dynare --HEAD --without-check --with-matlab=/Applications/MATLAB_R2015a.app --with-matlab-version=8.5
- NB: If compiling Dynare documentation, add
--with-docto the installation command
- NB: If not compiling Dynare mex files for Octave, add
--without-octaveto the installation command
- NB: To compile the latest stable version of dynare, follow the same instructions as above, omitting the
- NB: To update a
--HEADinstall of dynare you need to uninstall it then install it again:
brew uninstall dynare; brew install dynare --HEAD.
- NB: If you want to maintain a separate git directory of dynare, you can do a
--HEADinstall of dynare, then uninstall it. This will have the effect of bringing in all the dependencies you will need to then compile dynare from your git directory. (For
bisonit may be necessary to symlink them via
brew link bison --forceand
brew link flex --forceas they are keg-only). Then, change to the git directory and type:
autoreconf -si; ./configure --with-matlab=/Applications/MATLAB_R2015a.app MATLAB_VERSION=R2015a, adjusting the Matlab path and version to accord with your version
- Once compilation is done, open Matlab and type the last line shown when you type
brew info dynarein the Terminal window. With the typical Homebrew setup, this is: