BMLib is a templated C++ library for estimating Bayesian Vector Autoregressive (BVAR) and Dynamic Stochastic General Equilibrium (DSGE) models.
Author: Keith O'Hara
License: BMLib is licensed under the GNU General Public License (GPL) version 2, or (at your option) any later version.
BMLib can be installed in the standard way:
# clone bmlib git clone -b master --single-branch https://github.com/kthohr/bmlib ./bmlib # build and install cd ./bmlib ./configure make make install
The last line will install BMLib into /usr/local
-b deva 'development' build, with install names set to the build directory (as opposed to an install path)
-ca coverage build
-mspecify the BLAS and Lapack libraries to link against; for example,
-m "-framework Accelerate"
-oenable aggressive compiler optimization features:
-penable parallelization features (using OpenMP)