diff --git a/matlab/bfgsi.m b/matlab/bfgsi.m index 1f6546477..0f3c1b426 100644 --- a/matlab/bfgsi.m +++ b/matlab/bfgsi.m @@ -4,6 +4,9 @@ function H = bfgsi(H0,dg,dx) % 6/8/93 version that updates inverse hessian instead of hessian % itself. +% Original file downloaded from: +% http://sims.princeton.edu/yftp/optimize/mfiles/bfgsi.m + % Copyright (C) 1993-2007 Christopher Sims % % This file is part of Dynare. diff --git a/matlab/bvar_density.m b/matlab/bvar_density.m index a3699c225..e74bb57bb 100644 --- a/matlab/bvar_density.m +++ b/matlab/bvar_density.m @@ -61,6 +61,9 @@ function w = matrictint(S, df, XXi) % % (where k is the dimension of XXi and ny is the dimension of S and % Sigma) + +% Original file downloaded from: +% http://sims.princeton.edu/yftp/VARtools/matlab/matrictint.m k=size(XXi,1); ny=size(S,1); diff --git a/matlab/bvar_toolbox.m b/matlab/bvar_toolbox.m index cd4c11527..6a0a4ddd4 100644 --- a/matlab/bvar_toolbox.m +++ b/matlab/bvar_toolbox.m @@ -181,7 +181,9 @@ function [ydum,xdum,breaks]=varprior(nv,nx,lags,mnprior,vprior) % prior mean generates larger prior variances for own than for cross-effects even in % this formulation, but here there is no way to shrink toward a set of unconstrained % univariate AR's. -% Author: C. Sims + +% Original file downloaded from: +% http://sims.princeton.edu/yftp/VARtools/matlab/varprior.m if ~isempty(mnprior) xdum = zeros(lags+1,nx,lags,nv); @@ -247,7 +249,10 @@ function var=rfvar3(ydata,lags,xdata,breaks,lambda,mu) % repeating the initial xdata(lags+1,:) row or copying xdata(lags+1:2*lags,:) into % xdata(1:lags,:) are reasonable subsititutes. These values are used in forming the % persistence priors. -% Code written by Christopher Sims. This version 6/15/03. + +% Original file downloaded from: +% http://sims.princeton.edu/yftp/VARtools/matlab/rfvar3.m + [T,nvar] = size(ydata); nox = isempty(xdata); if ~nox diff --git a/matlab/check.m b/matlab/check.m index e1abd5351..2d1a5be1f 100644 --- a/matlab/check.m +++ b/matlab/check.m @@ -1,6 +1,4 @@ function result = check - - % function result = check % checks determinacy conditions by computing the eigenvalues % @@ -13,7 +11,7 @@ function result = check % SPECIAL REQUIREMENTS % none -% Copyright (C) 2001-2007 Dynare Team +% Copyright (C) 2001-2008 Dynare Team % % This file is part of Dynare. % diff --git a/matlab/csminit.m b/matlab/csminit.m index d603a62ca..f018e9fcf 100644 --- a/matlab/csminit.m +++ b/matlab/csminit.m @@ -16,7 +16,11 @@ function [fhat,xhat,fcount,retcode] = csminit(fcn,x0,f0,g0,badg,H0,varargin) % Fixed 7/19/93 to flip eigenvalues of H to get better performance when % it's not psd. +% Original file downloaded from: +% http://sims.princeton.edu/yftp/optimize/mfiles/csminit.m + % Copyright (C) 1993-2007 Christopher Sims +% Copyright (C) 2008 Dynare Team % % This file is part of Dynare. % diff --git a/matlab/csminwel.m b/matlab/csminwel.m index 516c5e7dc..809d7314e 100644 --- a/matlab/csminwel.m +++ b/matlab/csminwel.m @@ -19,7 +19,11 @@ function [fh,xh,gh,H,itct,fcount,retcodeh] = csminwel(fcn,x0,H0,grad,crit,nit,me % write g2.mat and g3.mat as well. If all were written at about the same time, any of them % may be a decent starting point. One can also start from the one with best function value.) +% Original file downloaded from: +% http://sims.princeton.edu/yftp/optimize/mfiles/csminwel.m + % Copyright (C) 1993-2007 Christopher Sims +% Copyright (C) 2006-2008 Dynare Team % % This file is part of Dynare. % diff --git a/matlab/csolve.m b/matlab/csolve.m index 6a7dbf334..40be2d8db 100644 --- a/matlab/csolve.m +++ b/matlab/csolve.m @@ -18,7 +18,11 @@ function [x,rc] = csolve(FUN,x,gradfun,crit,itmax,varargin) % in step length (very likely a numerical problem, or a discontinuity). 4 means itmax % termination. +% Original file downloaded from: +% http://sims.princeton.edu/yftp/optimize/mfiles/csolve.m + % Copyright (C) 1993-2007 Christopher Sims +% Copyright (C) 2007 Dynare Team % % This file is part of Dynare. % diff --git a/matlab/dgamma.m b/matlab/dgamma.m deleted file mode 100644 index c94be4e8d..000000000 --- a/matlab/dgamma.m +++ /dev/null @@ -1,15 +0,0 @@ -function f = dgamma(x,a,b) -%DGAMMA The gamma density function -% -% f = dgamma(x,a) - -% Anders Holtsberg, 18-11-93 -% Copyright (c) Anders Holtsberg - -if any(any(a<=0)) - error('Parameter a is wrong') -end - -f = (x./b) .^ (a-1) .* exp(-x./b) ./ (b.*gamma(a)); -I0 = find(x<0); -f(I0) = zeros(size(I0)); diff --git a/matlab/dr11_sparse.m b/matlab/dr11_sparse.m index 424b88fb4..7fddf48e7 100644 --- a/matlab/dr11_sparse.m +++ b/matlab/dr11_sparse.m @@ -1,4 +1,23 @@ function [dr,info,M_,options_,oo_] = dr11_sparse(dr,task,M_,options_,oo_, jacobia_, hessian) +%function [dr,info,M_,options_,oo_] = dr11_sparse(dr,task,M_,options_,oo_, jacobia_, hessian) + +% Copyright (C) 2008 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see . + info = 0; klen = M_.maximum_endo_lag + M_.maximum_endo_lead + 1; kstate = dr.kstate; diff --git a/matlab/independent_metropolis_hastings.m b/matlab/independent_metropolis_hastings.m index ff32f17fc..7f74a813a 100644 --- a/matlab/independent_metropolis_hastings.m +++ b/matlab/independent_metropolis_hastings.m @@ -17,9 +17,24 @@ function independent_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv,mh_bou % % SPECIAL REQUIREMENTS % None. -% -% part of DYNARE, copyright Dynare Team (2006-2008) -% Gnu Public License. + +% Copyright (C) 2006-2008 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see . + global M_ options_ bayestopt_ %%%% %%%% Initialization of the independent metropolis-hastings chains. diff --git a/matlab/model_info.m b/matlab/model_info.m index 897e5b31b..f1f92c55b 100644 --- a/matlab/model_info.m +++ b/matlab/model_info.m @@ -1,4 +1,23 @@ function model_info; +%function model_info; + +% Copyright (C) 2008 Dynare Team +% +% This file is part of Dynare. +% +% Dynare is free software: you can redistribute it and/or modify +% it under the terms of the GNU General Public License as published by +% the Free Software Foundation, either version 3 of the License, or +% (at your option) any later version. +% +% Dynare is distributed in the hope that it will be useful, +% but WITHOUT ANY WARRANTY; without even the implied warranty of +% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +% GNU General Public License for more details. +% +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see . + global M_; fprintf(' Informations about %s\n',M_.fname); fprintf(strcat(' ===================',char(ones(1,length(M_.fname))*'='),'\n\n')); diff --git a/matlab/numgrad.m b/matlab/numgrad.m index 317577e3d..b3c4f494a 100644 --- a/matlab/numgrad.m +++ b/matlab/numgrad.m @@ -1,7 +1,11 @@ function [g, badg] = numgrad(fcn,x,varargin) % function [g badg] = numgrad(fcn,xvarargin) +% Original file downloaded from: +% http://sims.princeton.edu/yftp/optimize/mfiles/numgrad.m + % Copyright (C) 1993-2007 Christopher Sims +% Copyright (C) 2008 Dynare Team % % This file is part of Dynare. % diff --git a/matlab/numgrad3.m b/matlab/numgrad3.m index f79ab7f07..19f0ce941 100644 --- a/matlab/numgrad3.m +++ b/matlab/numgrad3.m @@ -7,6 +7,9 @@ function [g, badg, f0, f1, f2] = numgrad3(fcn,x,varargin) % See section 25.3.4 in Abramovitz and Stegun (1972, Tenth Printing, December) Handbook of Mathematical Functions. % http://www.math.sfu.ca/~cbm/aands/ +% Original file downloaded from: +% http://sims.princeton.edu/yftp/optimize/mfiles/numgrad.m + % Copyright (C) 1993-2007 Christopher Sims % Copyright (C) 2008 Dynare Team % diff --git a/matlab/numgrad5.m b/matlab/numgrad5.m index c93e0a0fd..0afe3f5bf 100644 --- a/matlab/numgrad5.m +++ b/matlab/numgrad5.m @@ -9,6 +9,9 @@ function [g, badg, f0, f1, f2, f3, f4] = numgrad5(fcn,x,varargin) % % TODO Try Four points formula when cost_flag3=0 or cost_flag4=0. +% Original file downloaded from: +% http://sims.princeton.edu/yftp/optimize/mfiles/numgrad.m + % Copyright (C) 1993-2007 Christopher Sims % Copyright (C) 2008 Dynare Team % diff --git a/matlab/qz/qzdiv.m b/matlab/qz/qzdiv.m index 5f1a0fd95..eebe52a46 100644 --- a/matlab/qz/qzdiv.m +++ b/matlab/qz/qzdiv.m @@ -6,6 +6,9 @@ function [A,B,Q,Z] = qzdiv(stake,A,B,Q,Z) % corner, while preserving U.T. and orthonormal properties and Q'AZ' and % Q'BZ'. +% Original file downloaded from: +% http://sims.princeton.edu/yftp/gensys/mfiles/qzdiv.m + % Copyright (C) 1993-2007 Christopher Sims % % This file is part of Dynare. diff --git a/matlab/qz/qzswitch.m b/matlab/qz/qzswitch.m index 72bf41574..f16d604cf 100644 --- a/matlab/qz/qzswitch.m +++ b/matlab/qz/qzswitch.m @@ -10,6 +10,9 @@ function [A,B,Q,Z] = qzswitch(i,A,B,Q,Z) % the qz transformation is not unique and it is not possible simply to switch % the positions of the diagonal elements of both A and B. +% Original file downloaded from: +% http://sims.princeton.edu/yftp/gensys/mfiles/qzswitch.m + % Copyright (C) 1993-2007 Christopher Sims % % This file is part of Dynare. diff --git a/matlab/resol.m b/matlab/resol.m index 937d6e0d2..135baf8fd 100644 --- a/matlab/resol.m +++ b/matlab/resol.m @@ -1,5 +1,4 @@ function [dr,info]=resol(ys,check_flag) - % function [dr,info]=resol(ys,check_flag) % Computes first and second order approximations % @@ -22,7 +21,7 @@ function [dr,info]=resol(ys,check_flag) % SPECIAL REQUIREMENTS % none -% Copyright (C) 2001-2007 Dynare Team +% Copyright (C) 2001-2008 Dynare Team % % This file is part of Dynare. % diff --git a/matlab/sim1.m b/matlab/sim1.m index 6462e42b6..24fe7dcae 100644 --- a/matlab/sim1.m +++ b/matlab/sim1.m @@ -14,9 +14,8 @@ function sim1 % % SPECIAL REQUIREMENTS % None. -% -% Copyright (C) 1996-2007 Dynare Team +% Copyright (C) 1996-2008 Dynare Team % % This file is part of Dynare. % diff --git a/matlab/steady.m b/matlab/steady.m index 4272e0fc5..ed475145b 100644 --- a/matlab/steady.m +++ b/matlab/steady.m @@ -11,7 +11,7 @@ function steady() % SPECIAL REQUIREMENTS % none -% Copyright (C) 2001-2007 Dynare Team +% Copyright (C) 2001-2008 Dynare Team % % This file is part of Dynare. % diff --git a/matlab/transition_matrix.m b/matlab/transition_matrix.m index 3894ae9e8..b3f8b7e97 100644 --- a/matlab/transition_matrix.m +++ b/matlab/transition_matrix.m @@ -1,5 +1,4 @@ function [A,B] = transition_matrix(dr, varargin) - % function [A,B] = transition_matrix(dr, varargin) % Makes transition matrices out of ghx and ghu % @@ -14,7 +13,7 @@ function [A,B] = transition_matrix(dr, varargin) % SPECIAL REQUIREMENTS % none -% Copyright (C) 2003-2007 Dynare Team +% Copyright (C) 2003-2008 Dynare Team % % This file is part of Dynare. %