| Type: | Package |
| Title: | Bringing the Power of 'Dynare' to 'R', 'R Markdown', and 'Quarto' |
| Version: | 0.1.5 |
| Maintainer: | Sagiru Mati <sagirumati@gmail.com> |
| 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. |
| Depends: | R (≥ 3.2.3) |
| Imports: | knitr (≥ 1.20),magrittr, magick |
| SystemRequirements: | Dynare, Octave |
| Suggests: | rmarkdown |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| URL: | https://CRAN.R-project.org/package=DynareR |
| BugReports: | https://github.com/sagirumati/DynareR/issues |
| Encoding: | UTF-8 |
| VignetteBuilder: | knitr |
| NeedsCompilation: | no |
| Packaged: | 2024-10-26 19:32:27 UTC; User |
| Repository: | CRAN |
| Date/Publication: | 2024-10-26 20:10:11 UTC |
| RoxygenNote: | 7.3.2 |
| Author: | Sagiru Mati  [aut,
cre] |
DynareR: Bringing the Power of 'Dynare' to 'R', 'R Markdown', and 'Quarto'
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 sagirumati@gmail.com (ORCID)
See Also
Useful links:
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()
A wrapper for Octave's addpath to add matlab folder.
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
matlab_path |
Path to the |
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)
A wrapper for Octave's addpath to add matlab folder.
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
path |
Path to the |
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)
DynareR: A Seamless Integration of R and Dynare
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
options |
Chunk options, as provided by |
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)
Import dynare log file as a list of R dataframes.
Description
Use this function to import dynare log file as a list of R dataframes.
The imported list can be accessed via dynare$modelNmae.
Usage
import_log(path = ".", model = "")
Arguments
path |
A character string for the path to the |
model |
Object or a character string representing the name of the |
Value
Set of Dynare (open-source software for DSGE modelling) outputs
See Also
Other important functions:
DynareR-package,
add_matlab_path(),
add_path(),
eng_dynare(),
include_IRF(),
input_tex(),
run_dynare(),
run_models(),
set_dynare_version(),
set_matlab_path(),
set_octave_path(),
write_dyn(),
write_mod()
Examples
## Not run:
library(DynareR)
demo(bkk)
import_log(model="bkk")
# Alternatively, use the path to the log file
import_log(path="bkk/bkk.log")
# Access the mported list
dynare$bkk
dynare$bkk$moments
knitr::kable(dynare$bkk$decomposition,format='pandoc')
## End(Not run)
Embed the graphs of Impulse Response Function (IRF) in R Markdown document
Description
Use this function to include Dynare IRF into the R Markdown document
Usage
include_IRF(path = ".", model = "", IRF = "", crop = TRUE)
Arguments
path |
A character string for the path to the IRF graph. |
model |
Object or a character string representing the name of the |
IRF |
A character string for the name of the Impulse Response Function as defined in the |
crop |
Whether to crop the white space around the graph |
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)
Include TeX file in R Markdown or Quarto document.
Description
Use this function to include TeX file in R Markdown or Quarto document.
Usage
input_tex(path, start = NA, end = NA)
Arguments
path |
Object or a character string representing the path to the |
start |
Numeric. The start line(s) of the |
end |
Numeric. The last line(s) of the |
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)
Create and run Dynare mod file
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
code |
Object or a character string representing the set of |
model |
Object or a character string representing the name of the |
import_log |
Logical. Whether or not to import |
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)
Run multiple existing mod or dyn files.
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
model |
Object or a vector of character strings representing the names of the |
import_log |
Logical. Whether or not to import |
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)
Set Dynare version
Description
Use this function to set Dynare version
Usage
set_dynare_version(dynare_version="")
Arguments
dynare_version |
Character representing |
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)
Set Matlab path
Description
Use this function to set Matlab path
Usage
set_matlab_path(matlab_path = "matlab")
Arguments
matlab_path |
Path to the Matlab executable. This overwrites |
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)
Set Octave path
Description
Use this function to set Octave path
Usage
set_octave_path(octave_path = "octave")
Arguments
octave_path |
Path to the Octave executable |
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)
write a new dyn file.
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
code |
Object or a character string representing the set of |
model |
Object or a character string representing the name of the |
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)
Write a new mod file.
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
code |
Object or a character string representing the set of |
model |
Object or a character string representing the name of the |
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)