Package 'DynareR'

Description

It allows running 'Dynare' program from base R, R Markdown and Quarto. 'Dynare' is a software platform for handling a wide class of economic models, in particular dynamic stochastic general equilibrium ('DSGE') and overlapping generations ('OLG') models. This package does not only integrate R and Dynare but also serves as a 'Dynare' Knit-Engine for 'knitr' package. The package requires 'Dynare' (https://www.dynare.org/) and 'Octave' (https://www.octave.org/download.html). Write all your 'Dynare' commands in R or R Markdown chunk.

Author(s)

Maintainer: Sagiru Mati [email protected] (ORCID)

See Also

Useful links:

• https://CRAN.R-project.org/package=DynareR

• Report bugs at https://github.com/sagirumati/DynareR/issues

Other important functions: add_matlab_path(), add_path(), eng_dynare(), import_log(), include_IRF(), input_tex(), run_dynare(), run_models(), set_dynare_version(), set_matlab_path(), set_octave_path(), write_dyn(), write_mod()

Description

Use this function to add matlab folder. Use this function if Dynare is NOT installed in the standard location

Usage

add_matlab_path(matlab_path)

Arguments

Value

Set of Dynare (open-source software for DSGE modelling) outputs

See Also

Other important functions: DynareR-package, add_path(), eng_dynare(), import_log(), include_IRF(), input_tex(), run_dynare(), run_models(), set_dynare_version(), set_matlab_path(), set_octave_path(), write_dyn(), write_mod()

Examples

library(DynareR)
## Not run: 
add_matlab_path('/usr/lib/dynare/matlab') #  Default for Linux

add_matlab_path('c:/dynare/5.1/matlab') # Default for Windows, but 5.1 can change
# if later version of `Dynare` is installed.

add_matlab_path('/usr/lib/dynare/matlab') # Default for macOS


## End(Not run)

Description

Use this function to add matlab folder. Use this function if Dynare is NOT installed in the standard location

Usage

add_path(path)

Arguments

Value

Set of Dynare (open-source software for DSGE modelling) outputs

See Also

Other important functions: DynareR-package, add_matlab_path(), eng_dynare(), import_log(), include_IRF(), input_tex(), run_dynare(), run_models(), set_dynare_version(), set_matlab_path(), set_octave_path(), write_dyn(), write_mod()

Examples

library(DynareR)
## Not run: 
add_path('/usr/lib/dynare/matlab') #  Default for Linux

add_path('c:/dynare/5.1/matlab') # Default for Windows, but 5.1 can change if later version of
# `Dynare` is installed.

add_path('/usr/lib/dynare/matlab') # Default for macOS


## End(Not run)

Description

This package runs on top of knitr to facilitate communication with Dynare. Run Dynare scripts from R Markdown document.

Usage

eng_dynare(options)

Arguments

Details

The dynare engine can be activated via

knitr::knit_engines$set(dynare = DynareR::eng_dynare)

This will be set within an R Markdown document's setup chunk.

Value

Set of Dynare (open-source software for DSGE modelling) codes

Author(s)

Sagiru Mati, ORCID: 0000-0003-1413-3974, https://smati.com.ng

• Yusuf Maitama Sule (Northwest) University Kano, Nigeria

• SMATI Academy

References

Mati S. 2020a. “DynareR: Bringing the Power of Dynare to R, R Markdown, and Quarto.” CRAN. https://CRAN.R-project.org/package=DynareR.

Mati S. 2020b. EviewsR: A Seamless Integration of EViews and R. https://CRAN.R-project.org/package=EviewsR.

Mati S. 2020c. gretlR: A Seamless Integration of Gretl and R. https://CRAN.R-project.org/package=gretlR.

Mati S. 2023a. URooTab: Tabular Reporting of EViews Unit Root Tests. https://CRAN.R-project.org/package=URooTab.

Mati S, Civcir I., and Abba S. I. 2023. “EviewsR: An r Package for Dynamic and Reproducible Research Using EViews, r, r Markdown and Quarto.” The R Journal 15 (2): 169–205. doi:10.32614/rj-2023-045.

Bob Rudis (2015).Running Go language chunks in R Markdown (Rmd) files. Available at: https://gist.github.com/hrbrmstr/9accf90e63d852337cb7

Yihui Xie (2019). knitr: A General-Purpose Package for Dynamic Report Generation in R. R package version 1.24.

Yihui Xie (2015) Dynamic Documents with R and knitr. 2nd edition. Chapman and Hall/CRC. ISBN 978-1498716963

Yihui Xie (2014) knitr: A Comprehensive Tool for Reproducible Research in R. In Victoria Stodden, Friedrich Leisch and Roger D. Peng, editors, Implementing Reproducible Computational Research. Chapman and Hall/CRC. ISBN 978-1466561595

See Also

Other important functions: DynareR-package, add_matlab_path(), add_path(), import_log(), include_IRF(), input_tex(), run_dynare(), run_models(), set_dynare_version(), set_matlab_path(), set_octave_path(), write_dyn(), write_mod()

Examples

knitr::knit_engines$set(dynare = DynareR::eng_dynare)
library(DynareR)

Description

Use this function to import dynare log file as a list of R dataframes. The imported list can be accessed via dynare$modelNmae.

Usage

import_log(path = ".", model = "")

Arguments

Value

Set of Dynare (open-source software for DSGE modelling) outputs

See Also

Other important functions: DynareR-package, add_matlab_path(), add_path(), eng_dynare(), include_IRF(), input_tex(), run_dynare(), run_models(), set_dynare_version(), set_matlab_path(), set_octave_path(), write_dyn(), write_mod()

Examples

## Not run: 

library(DynareR)

demo(bkk)

import_log(model="bkk")

# Alternatively, use the path to the log file

import_log(path="bkk/bkk.log")

# Access the mported list

dynare$bkk

dynare$bkk$moments

knitr::kable(dynare$bkk$decomposition,format='pandoc')

## End(Not run)

Description

Use this function to include Dynare IRF into the R Markdown document

Usage

include_IRF(path = ".", model = "", IRF = "", crop = TRUE)

Arguments

Value

Set of Dynare (open-source software for DSGE modelling) outputs

Author(s)

Sagiru Mati, ORCID: 0000-0003-1413-3974

• Yusuf Maitama Sule (Northwest) University Kano, Nigeria

• SMATI Academy

References

Bob Rudis (2015).Running Go language chunks in R Markdown (Rmd) files. Available at: https://gist.github.com/hrbrmstr/9accf90e63d852337cb7

Yihui Xie (2019). knitr: A General-Purpose Package for Dynamic Report Generation in R. R package version 1.24.

Yihui Xie (2015) Dynamic Documents with R and knitr. 2nd edition. Chapman and Hall/CRC. ISBN 978-1498716963

Yihui Xie (2014) knitr: A Comprehensive Tool for Reproducible Research in R. In Victoria Stodden, Friedrich Leisch and Roger D. Peng, editors, Implementing Reproducible Computational Research. Chapman and Hall/CRC. ISBN 978-1466561595

See Also

Other important functions: DynareR-package, add_matlab_path(), add_path(), eng_dynare(), import_log(), input_tex(), run_dynare(), run_models(), set_dynare_version(), set_matlab_path(), set_octave_path(), write_dyn(), write_mod()

Examples

## Not run: 
library(DynareR)

demo(bkk)

include_IRF(model="bkk",IRF="E_H2")

# The above code fetches the IRF graph from "bkk/bkk/graphs/bkk_IRF_E_H2.pdf"

# Alternatively, the `path` argument can be used as follows

include_IRF(path="bkk/bkk/graphs/bkk_IRF_E_H2.pdf")

## End(Not run)

Description

Use this function to include TeX file in R Markdown or Quarto document.

Usage

input_tex(path, start = NA, end = NA)

Arguments

Value

Set of TeX text

See Also

Other important functions: DynareR-package, add_matlab_path(), add_path(), eng_dynare(), import_log(), include_IRF(), run_dynare(), run_models(), set_dynare_version(), set_matlab_path(), set_octave_path(), write_dyn(), write_mod()

Examples

library(DynareR)
## Not run: 

input_tex("DynareR/TeXFolder/olsTable.tex")

## End(Not run)

Description

Use this function to create and run Dynare mod file. Use run_dynare(code="someCode",model="someModel") if you want the Dynare files to live in the current working directory. Use run_dynare(run_dynare(code="someCode",model="someDirectory/someModel")) if you want the Dynare files to live in the path different from the current working directory (for example, someDirectory).

Usage

run_dynare(code, model, import_log = FALSE)

Arguments

Value

Set of Dynare (open-source software for DSGE modelling) outputs

See Also

Other important functions: DynareR-package, add_matlab_path(), add_path(), eng_dynare(), import_log(), include_IRF(), input_tex(), run_models(), set_dynare_version(), set_matlab_path(), set_octave_path(), write_dyn(), write_mod()

Examples

library(DynareR)
## Not run: 
DynareCodes='var y, c, k, a, h, b;
varexo e, u;
parameters beta, rho, alpha, delta, theta, psi, tau;
alpha = 0.36;
rho   = 0.95;
tau   = 0.025;
beta  = 0.99;
delta = 0.025;
psi   = 0;
theta = 2.95;
phi   = 0.1;
model;
c*theta*h^(1+psi)=(1-alpha)*y;
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
          *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
k = exp(b)*(y-c)+(1-delta)*k(-1);
a = rho*a(-1)+tau*b(-1) + e;
b = tau*a(-1)+rho*b(-1) + u;
end;
initval;
y = 1.08068253095672;
c = 0.80359242014163;
h = 0.29175631001732;
k = 11.08360443260358;
a = 0;
b = 0;
e = 0;
u = 0;
end;

shocks;
var e; stderr 0.009;
var u; stderr 0.009;
var e, u = phi*0.009*0.009;
end;

stoch_simul;'

# This is "example1" of the `Dynare` example files executed in current working directory

run_dynare(code=DynareCodes,model="example1",import_log=T)

# import_log=T returns the `dynare` log file as a list of dataframes in an environment `dynare`,
# which can be accessed using `dynare$modelName`

dynare$example1

dynare$example1$correlations

dynare$example1$autocorrelation[4,3]

knitr::kable(dynare$example1$moments,format='pandoc')

# This is "example1" of the `Dynare` example files executed in "DynareR/run_dynare/" folder

run_dynare(code=DynareCodes,model="DynareR/run_dynare/example1")

## End(Not run)

Description

Use this function to execute multiple existing Dynare files. Use run_models(model='someModel') if the Dynare files live in the current working directory. Use run_models(model='someDirectory/someModel') if the Dynare files live in the path different from the current working directory (for example, someDirectory).

Usage

run_models(model = "*", import_log = FALSE)

Arguments

Value

Set of Dynare (open-source software for DSGE modelling) outputs

See Also

Other important functions: DynareR-package, add_matlab_path(), add_path(), eng_dynare(), import_log(), include_IRF(), input_tex(), run_dynare(), set_dynare_version(), set_matlab_path(), set_octave_path(), write_dyn(), write_mod()

Examples

library(DynareR)

## Not run: 
demo(agtrend)
demo(bkk)
demo(example1)

# Provide the list of the `Dynare` files in a vector
# Ensure that "agtrend.mod", "bkk.mod" and "example1.mod"
# live in the current working directory

# Copy the dynare files to the current working directory

lapply(c("agtrend","bkk","example1"),\(x) file.copy(paste0(x,"/",x,".mod"),"."))

run_models(c("agtrend","bkk","example1")) # Run the models in the vector.

run_models() # Run all models in Current Working Directory.

# You can run all models that live in "DynareR/run_dynare/" folder

# Copy the dynare files to the 'DynareR/run_dynare' directory

lapply(c("agtrend","bkk","example1"),\(x) file.copy(paste0(x,".mod"),"DynareR/run_dynare"))

run_models("DynareR/run_dynare*") # Note the * at the end.

## End(Not run)

Description

Use this function to set Dynare version

Usage

set_dynare_version(dynare_version="")

Arguments

Value

Character

See Also

Other important functions: DynareR-package, add_matlab_path(), add_path(), eng_dynare(), import_log(), include_IRF(), input_tex(), run_dynare(), run_models(), set_matlab_path(), set_octave_path(), write_dyn(), write_mod()

Examples

library(DynareR)
## Not run: 

# If you want to use the development version of Dynare

set_dynare_version("6-unstable-2022-04-03-0800-700a0e3a") # The development version of Dynare

# If you want to use Dynare version 5.2

set_dynare_version("5.2")

## End(Not run)

Description

Use this function to set Matlab path

Usage

set_matlab_path(matlab_path = "matlab")

Arguments

Value

Character

See Also

Other important functions: DynareR-package, add_matlab_path(), add_path(), eng_dynare(), import_log(), include_IRF(), input_tex(), run_dynare(), run_models(), set_dynare_version(), set_octave_path(), write_dyn(), write_mod()

Examples

library(DynareR)
## Not run: 
set_matlab_path('C:/Program Files/MATLAB/R2024a/bin/matlab')

## End(Not run)

Description

Use this function to set Octave path

Usage

set_octave_path(octave_path = "octave")

Arguments

Value

Character

See Also

Other important functions: DynareR-package, add_matlab_path(), add_path(), eng_dynare(), import_log(), include_IRF(), input_tex(), run_dynare(), run_models(), set_dynare_version(), set_matlab_path(), write_dyn(), write_mod()

Examples

library(DynareR)
## Not run: 
set_octave_path('C:/Program Files/GNU Octave/Octave-6.4.0/mingw64/bin/octave20.exe')

## End(Not run)

Description

Use write_dyn(code="someCode",model="someModel") if you want the Dynare file to live in the current working directory. Use write_dyn(code="someCode",model="someDirectory/someModel") if you want the Dynare file to live in the path different from the current working directory (for example, someDirectory).

Usage

write_dyn(code, model)

Arguments

Value

Set of Dynare (open-source software for DSGE modelling) outputs

See Also

Other important functions: DynareR-package, add_matlab_path(), add_path(), eng_dynare(), import_log(), include_IRF(), input_tex(), run_dynare(), run_models(), set_dynare_version(), set_matlab_path(), set_octave_path(), write_mod()

Examples

library(DynareR)
## Not run: 
dynareCodes='var y, c, k, a, h, b;
varexo e, u;
parameters beta, rho, alpha, delta, theta, psi, tau;
alpha = 0.36;
rho   = 0.95;
tau   = 0.025;
beta  = 0.99;
delta = 0.025;
psi   = 0;
theta = 2.95;
phi   = 0.1;
model;
c*theta*h^(1+psi)=(1-alpha)*y;
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
          *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
k = exp(b)*(y-c)+(1-delta)*k(-1);
a = rho*a(-1)+tau*b(-1) + e;
b = tau*a(-1)+rho*b(-1) + u;
end;
initval;
y = 1.08068253095672;
c = 0.80359242014163;
h = 0.29175631001732;
k = 11.08360443260358;
a = 0;
b = 0;
e = 0;
u = 0;
end;

shocks;
var e; stderr 0.009;
var u; stderr 0.009;
var e, u = phi*0.009*0.009;
end;

stoch_simul;'

# This writes "example1" of the `Dynare` example with dyn extension

write_dyn(code=dynareCodes,model="example1")

# This writes "example1" of the `Dynare` example with dyn extension in "DynareR/write_dyn" folder

write_dyn(code=dynareCodes,model="DynareR/write_dyn/example1")

## End(Not run)

Description

Use write_mod(code="someCode",model="someModel") if you want the Dynare file to live in the current working directory. Use write_mod(code="someCode",model="someDirectory/someModel") if you want the Dynare file to live in the path different from the current working directory (for example, someDirectory).

Usage

write_mod(code, model)

Arguments

Value

Set of Dynare (open-source software for DSGE modelling) outputs

See Also

Other important functions: DynareR-package, add_matlab_path(), add_path(), eng_dynare(), import_log(), include_IRF(), input_tex(), run_dynare(), run_models(), set_dynare_version(), set_matlab_path(), set_octave_path(), write_dyn()

Examples

library(DynareR)
## Not run: 
dynareCodes='var y, c, k, a, h, b;
varexo e, u;
parameters beta, rho, alpha, delta, theta, psi, tau;
alpha = 0.36;
rho   = 0.95;
tau   = 0.025;
beta  = 0.99;
delta = 0.025;
psi   = 0;
theta = 2.95;
phi   = 0.1;
model;
c*theta*h^(1+psi)=(1-alpha)*y;
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
          *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
k = exp(b)*(y-c)+(1-delta)*k(-1);
a = rho*a(-1)+tau*b(-1) + e;
b = tau*a(-1)+rho*b(-1) + u;
end;
initval;
y = 1.08068253095672;
c = 0.80359242014163;
h = 0.29175631001732;
k = 11.08360443260358;
a = 0;
b = 0;
e = 0;
u = 0;
end;

shocks;
var e; stderr 0.009;
var u; stderr 0.009;
var e, u = phi*0.009*0.009;
end;

stoch_simul;'

# This writes "example1" of the `Dynare` example with mod extension

write_mod(code=dynareCodes,model="example1")

# This writes "example1" of the `Dynare` example with mod extension in "DynareR/write_mod" folder

write_mod(code=dynareCodes,model="DynareR/write_mod/example1")

## End(Not run)