Modest modelling and estimation package source code.

Folders in this repository:

Folder mcmcf90 is a copy from [https://github.com/mjlaine/mcmcf90]. The odepack library is a copy from https://netlib.org/odepack with added Makefile, modified directory structure, as well as some auxiliary error handling files. There are some old instructions in the folder doc.

This version creates one main modest library libmodest.a that also contains reference implementation of LAPACK and BLAS from Reference LAPACK.

You need gfortran compiler to build the modest library.

Installing modest library (libmodest.a) and nmlio executable:

git clone --recurse-submodules http://github.com/mjlaine/modest
cd modest
make
sudo make install

Testing with the "boxo" example in folder boxo:

cd boxo
make run

Each folder has a separate Makefile for building the code. The Makefile in the main folder builds all libraries and makes a combined libmodest.a in the main folder. Command make install builds everything and copies libmodest.a to /usr/local/lib and nmlio to /usr/local/bin.

Use instruction for Linux. You can use the gfortran compiler provided by Homebrew package manager and its gcc formula.

If you have git, gfortran, make and other build tools already installed in Windows, follow the instructions for Linux. Below are some ideas on installing the needed build tools in Windows. This will probably not work easily, so you would better use Linux (or Linux on Windows, WSL, see below).

In PowerShell use command:

winget install --id Git.Git -e --source winget

Not tested, some options below.

https://www.msys2.org/ After installin msys2, you probably need something similar to:

pacman -S mingw-w64-ucrt-x86_64-gcc
pacman -S mingw-w64-ucrt-x86_64-gcc-fortran
pacman -S make
pacman -S git

Alternative way to use MSYS2 is given here: https://cran.r-project.org/bin/windows/Rtools/rtools40.html

Yet another alternative for gfortran and make are:

• http://www.equation.com/servlet/equation.cmd?fa=fortran
• http://www.equation.com/servlet/equation.cmd?fa=make These will not need a separate unix environment, so they can be used inside an usual Windows command prompt.

Follow the instructions for Linux.

• install Windows Terminal using the link or with command winget install --id Microsoft.WindowsTerminal -e.
• install WSL wsl --install (needs administrator rights), reboot.
• Inside Ubuntu WSL: sudo apt update && sudo apt install gfortran make
• Inside Ubuntu WSL install Modest as in Linux.

The provided Dockerfile can be used to build a docker container that compiles the modest library and can be used to run modest programs.

Building the modest container:

docker build --rm -t modest .

Or directly from github (nothing needs to be downloaded before):

docker build --rm -t modest https://github.com/mjlaine/modest.git

Quick test run:

docker run --rm -it modest sh -c 'cp -r /opt/modest/boxo . && make -C boxo run'

Start an interactive shell and mount current directory to sub directory work inside the container:

docker run --rm -it -h modest -v $(pwd):/home/modest/work modest

Everything in one session:

docker build --rm -t modest https://github.com/mjlaine/modest.git
docker run --rm -it -h modest modest
cp -r /opt/modest/boxo .
make -C boxo run

Or, if you want to download and check the Dockerfile first:

wget http://github.com/mjlaine/modest/blob/master/Dockerfile
docker build --rm -t modest .
...

marko.laine@fmi.fi