rcr

This directory contains the source code for the RCR program, along with supporting files for compiling and testing.

Description of files:

The current program, as downloaded by (Windows) users

RCR.EXE This is the most recently compiled copy of the executable RCR.ADO These are the Stata files implementing the RCR command and its relatives. RCR_ESTAT.ADO RCR_PREDICT.ADO RCRPLOT.ADO TEST_THETA.ADO RCR.HLP RCR_POSTESTIMATION.HLP RCRPLOT.HLP TEST_THETA.HLP STATA.TOC RCR.PKG This Stata file contains the version number and date. These must be updated by hand when the version is updated. RCR_EXAMPLE.DO This is an example do-file and data set that are provided to users when the RCR package is downloaded. RCR_EXAMPLE.DTA

Files needed to compile the Fortran executable in Windows

SETUP.BAT Sets environment variables needed to run compile.bat COMPILE.BAT Compiles the program RCR.F90 The source code (main program)
RCRUTIL.F90 The source code (utility functions) RCRLIB_IFC.F90 The source code (compiler-specific functions for the Intel Fortran Compiler)

Testing and version control

ARCHIVE.BAT Once a new version is complete, run (for example, if it's version 0.9.45) > ARCHIVE 0.9.45 and this batch file will create a source code archive and update the local copy of the website (updates to the local copy still need to be uploaded by Dreamweaver).

RCR_CERTIFICATION.DO This certification script should always be run after any changes to the program. Read the file to see how to use.

CHANGES_LOG.TXT Log of all changes made to the program since version 0.9.

BUGnnn.DO Any do-files with this kind of name demonstrate currently outstanding bugs in the program.

Miscellaneous files

RCRLIB_AAA.F90 The source code (compiler-specific functions for user-defined compiler). Not currently functional. RCRLIB_IBM.F90 The source code (compiler-specific functions for the IBM compiler). Not currently functional. COMPILE.LINUX Script for compiling program in Linux. Not currently functional. CPS.DTA Not sure if this is used. INSTALLATION.DO This do-file shows how to download and update the program from the web. ZEROTEST.TXT This can be used to test the executable's handling of zeros.
Should be worked into a full bug report and/or certification item, but haven't done that yet. README.TXT This file.

There are also various log files, temporary files, and SMCL files that have been generated in testing. These can usually be deleted.

A note on linking, and new installations of the compiler

This program links in all of its libraries statically so that everything is in a single executable.

This means that we need some library files mkl_blas95.lib and mkl_lapack95.lib that do not exist when the Intel Fortran Compiler is installed. They need to be generated (this only needs to be done once for a given installation of the compiler). Instructions for doing so are copied below from the MKL User Guide.

Fortran 95 Interfaces and Wrappers to LAPACK and BLAS

Fortran 95 interfaces are provided for pure procedures and along with wrappers are delivered as sources. (For more information, see Compiler-dependent Functions and Fortran 90 Modules). The simplest way to use them is building corresponding libraries and linking them as user's libraries.

To do this, you must have administrator rights. [More specifically you must be running the command window as administrator].

Provided the product directory is open for writing, the procedure is simple:

1. Go to the respective directory <mkl_directory>\interfaces\blas95 or <mkl_directory>\interfaces\lapack95

2. Type one of the following commands:

nmake PLAT=win32 lib - for IA-32 architecture nmake PLAT=win32e lib - for Intel® 64 architecture nmake PLAT=win64 lib - for IA-64 architecture.

As a result, the required library and a respective .mod file will be built and installed in the standard catalog of the release.

Compiling in Linux using open-source versions of LAPACK and BLAS

Additional files have been made available for use in compiling on Linux systems using the open-source compiler gfortran and open-source version of the LAPACK and BLAS libraries.

BLAS & LAPACK libraries (OpenBLAS)

To install the open-source BLAS and LAPACK libraries, do the following:

1. Clone the OpenBLAS GitHub repository: git clone https://github.com/xianyi/OpenBLAS

2. Type make FC=gfortran CC=gcc USE_OPENMP=1 in the directory where you cloned the repository

3. Then change to the OpenBLAS directory and type make FC=gfortran CC=gcc USE_OPENMP=1 PREFIX=/path/where/you/installed/it/ install

BLAS & LAPACK libraries (Netlib)

To install the open-source BLAS and LAPACK libraries, do the following:

1. Type (from your home directory): wget http://www.netlib.org/lapack/lapack.tgz

2. Decompress the file: gunzip -c lapack.tgz | tar xvf -

3. Remove the compressed file: rm -f lapack.tgz

4. Copy and edit the file lapack-3.7.1/make.inc.example to lapack-3.7.1/make.inc

5. Edit the file lapack-3.7.1/Makefile and type make. (And wait for 5-10 minutes)

6. (Optional) move the compiled libraries to a different folder, e.g. ~/lib/LAPACK/

Test files

To test the validity of the build, execute the script test.compile and then execute the file randomsys1. Verify that the numerical errors are small (on the order of 1e-10 or smaller)

Other notes for Linux users

• You will need a version of the GCC compiler 5.0 or above. On some machines, multiple version of the GNU C and FORTRAN compilers are stored in "modules" (e.g. module load GCC/5.4.0). You will need to load the appropriate module before executing the rcr command.
• You will need to edit the rcr.ado file to contain the appropriate paths to the GCC and OpenBLAS libraries. This is handled in the macro path_to_libs in the code. An example of the contents of this macro is: "LD_LIBRARY_PATH=/opt/apps/rhel7/gcc-5.4.0/lib64:/lib64/:/hpchome/econ/tmr17/lib/OpenBLAS/lib/"
• You will also need to put the *.ado and *.hlp files in the appropriate places on Stata's search path. N.B. test_betax.ado should be put in the /t/ ado subfolder, while rcr.ado should be placed in the /r/ subfolder.