Empirical Dynamic Modelling (edm) Stata package

Please visit the package's homepage for a description of this plugin, documentation, and examples.

This repository stores the source code (Stata ado and C++) for the plugin.

Our dependencies include:

• the Eigen math library is used under Mozilla Public License 2, and
• arrayfire which can be downloaded from ArrayFire download page.
• CUDA 11.*

Build Instructions

Given below is the CMake command to build the project using ArrayFire and CUDA.

mkdir build
cd build
cmake .. -DArrayFire_DIR:PATH="$AF_PATH/share/ArrayFire/cmake" -DCMAKE_TOOLCHAIN_FILE:FILEPATH="$VCPKG_ROOT/scripts/buildsystems/vcpkg.cmake"

where

• AF_PATH variable points to ArrayFire installation root.
• VCPKG_ROOT variable points to vcpkg repository root folder.

We also have provided a new CMake option EDM_WITH_ARRAYFIRE that compiles EDM with ArrayFire support. When this option is set to OFF, the resulting edm binary can be used for systems where there are no CUDA GPUs.