From 44623a1d3f113c1d778c51e521975feb8885e461 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Karaba=29?=
 <stephane.adjemian@ens.fr>
Date: Sat, 13 Feb 2010 19:19:57 +0100
Subject: [PATCH] Fixed bug related to squeeze. Replaced matlab's squeeze
 function by dynare_squeeze.

---
 matlab/DiffuseKalmanSmoother1.m           | 6 +++---
 matlab/DiffuseKalmanSmoother1_Z.m         | 6 +++---
 matlab/DiffuseKalmanSmoother3.m           | 6 +++---
 matlab/DiffuseKalmanSmoother3_Z.m         | 2 +-
 matlab/DiffuseKalmanSmootherH1.m          | 6 +++---
 matlab/DiffuseKalmanSmootherH1_Z.m        | 6 +++---
 matlab/DiffuseKalmanSmootherH3.m          | 6 +++---
 matlab/DiffuseKalmanSmootherH3corr.m      | 6 +++---
 matlab/missing_DiffuseKalmanSmoother1.m   | 4 ++--
 matlab/missing_DiffuseKalmanSmoother1_Z.m | 4 ++--
 matlab/missing_DiffuseKalmanSmoother3.m   | 4 ++--
 matlab/missing_DiffuseKalmanSmoother3_Z.m | 4 ++--
 12 files changed, 30 insertions(+), 30 deletions(-)

diff --git a/matlab/DiffuseKalmanSmoother1.m b/matlab/DiffuseKalmanSmoother1.m
index def1b080c..f23f9de7a 100644
--- a/matlab/DiffuseKalmanSmoother1.m
+++ b/matlab/DiffuseKalmanSmoother1.m
@@ -99,7 +99,7 @@ while rank(Pinf(:,:,t+1),crit1) & t<smpl
     a(:,t+1)            = T*atilde(:,t);
     aK(1,:,t+1)         = a(:,t+1);
     for jnk=2:nk,
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
     Linf(:,:,t)         = T - Kinf(:,:,t)*Z;
     Fstar(:,:,t)        = Pstar(mf,mf,t);
@@ -131,7 +131,7 @@ while notsteady & t<smpl
     a(:,t+1)    = T*atilde(:,t);
     aK(1,:,t+1) = a(:,t+1);
     for jnk=2:nk,
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1))';
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
     P(:,:,t+1)  = T*P(:,:,t)*transpose(T)-T*P(:,mf,t)*transpose(K(:,:,t)) + QQ;
     notsteady   = ~(max(max(abs(P(:,:,t+1)-P(:,:,t))))<crit);
@@ -154,7 +154,7 @@ while t<smpl
     a(:,t+1) = T*a(:,t) + K_s*v(:,t);
     aK(1,:,t+1) = a(:,t+1);
     for jnk=2:nk,
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1))';
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
 end
 t = smpl+1;
diff --git a/matlab/DiffuseKalmanSmoother1_Z.m b/matlab/DiffuseKalmanSmoother1_Z.m
index debf47c54..807ec74ef 100644
--- a/matlab/DiffuseKalmanSmoother1_Z.m
+++ b/matlab/DiffuseKalmanSmoother1_Z.m
@@ -106,7 +106,7 @@ while rank(Pinf(:,:,t+1),crit1) & t<smpl
     aK(1,:,t+1)         = a(:,t+1);
     % isn't a meaningless as long as we are in the diffuse part? MJ
     for jnk=2:nk
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
     Linf(:,:,t)         = T - Kinf(:,:,t)*Z;
     Fstar(:,:,t)        = Z*Pstar(:,:,t)*Z';
@@ -143,7 +143,7 @@ while notsteady & t<smpl
         Pf = T*Pf*T' + QQ;
         PK(jnk,:,:,t+jnk) = Pf;
         if jnk>1
-            aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+            aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
         end
     end
     P(:,:,t+1)  = T*P(:,:,t)*T'-T*P(:,:,t)*Z'*K(:,:,t)' + QQ;
@@ -170,7 +170,7 @@ while t<smpl
         Pf = T*Pf*T' + QQ;
         PK(jnk,:,:,t+jnk) = Pf;
         if jnk>1
-            aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+            aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
         end
     end
 end
diff --git a/matlab/DiffuseKalmanSmoother3.m b/matlab/DiffuseKalmanSmoother3.m
index 514890cf7..8675118c2 100644
--- a/matlab/DiffuseKalmanSmoother3.m
+++ b/matlab/DiffuseKalmanSmoother3.m
@@ -168,7 +168,7 @@ while newRank & t < smpl
     a1(:,t+1)   = T*a(:,t);
     aK(1,:,t+1) = a1(:,t+1);
     for jnk=2:nk
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
     Pstar(:,:,t+1)      = T*Pstar(:,:,t)*transpose(T)+ QQ;
     Pinf(:,:,t+1)       = T*Pinf(:,:,t)*transpose(T);
@@ -215,7 +215,7 @@ while notsteady & t<smpl
         Pf = T*Pf*T' + QQ;
         PK(jnk,:,:,t+jnk) = Pf;
         if jnk>1
-            aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+            aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
         end
     end
     P(:,:,t+1) = T*P(:,:,t)*transpose(T) + QQ;
@@ -248,7 +248,7 @@ while t<smpl
         Pf = T*Pf*T' + QQ;
         PK(jnk,:,:,t+jnk) = Pf;
         if jnk>1
-            aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+            aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
         end
     end
 end
diff --git a/matlab/DiffuseKalmanSmoother3_Z.m b/matlab/DiffuseKalmanSmoother3_Z.m
index c6fa2a285..6402e6fbb 100644
--- a/matlab/DiffuseKalmanSmoother3_Z.m
+++ b/matlab/DiffuseKalmanSmoother3_Z.m
@@ -211,7 +211,7 @@ while notsteady & t<smpl
         Pf = T*Pf*T' + QQ;
         PK(jnk,:,:,t+jnk) = Pf;
         if jnk>1
-            aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+            aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
         end
     end
     P(:,:,t+1) = T*P(:,:,t)*T' + QQ;
diff --git a/matlab/DiffuseKalmanSmootherH1.m b/matlab/DiffuseKalmanSmootherH1.m
index 8e1602308..12b320dcf 100644
--- a/matlab/DiffuseKalmanSmootherH1.m
+++ b/matlab/DiffuseKalmanSmootherH1.m
@@ -100,7 +100,7 @@ while rank(Pinf(:,:,t+1),crit1) & t<smpl
     a(:,t+1)            = T*atilde(:,t);
     aK(1,:,t+1)         = a(:,t+1);
     for jnk=1:nk
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
     Linf(:,:,t)         = T - Kinf(:,:,t)*Z;
     Fstar(:,:,t)        = Pstar(mf,mf,t) + H;
@@ -132,7 +132,7 @@ while notsteady & t<smpl
     a(:,t+1)    = T*atilde(:,t);
     aK(1,:,t+1) = a(:,t+1);
     for jnk=2:nk
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
     P(:,:,t+1)  = T*P(:,:,t)*transpose(T)-T*P(:,mf,t)*transpose(K(:,:,t)) + QQ;
     notsteady   = ~(max(max(abs(P(:,:,t+1)-P(:,:,t))))<crit);
@@ -155,7 +155,7 @@ while t<smpl
     a(:,t+1) = T*atilde(:,t);
     aK(1,:,t+1) = a(:,t+1); 
     for jnk=2:nk
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
 end
 t = smpl+1;
diff --git a/matlab/DiffuseKalmanSmootherH1_Z.m b/matlab/DiffuseKalmanSmootherH1_Z.m
index 65fcd4415..63c4f6c8e 100644
--- a/matlab/DiffuseKalmanSmootherH1_Z.m
+++ b/matlab/DiffuseKalmanSmootherH1_Z.m
@@ -109,7 +109,7 @@ while rank(Pinf(:,:,t+1),crit1) & t<smpl
     aK(1,:,t+1)         = a(:,t+1);
     % isn't a meaningless as long as we are in the diffuse part? MJ
     for jnk=2:nk
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
     Linf(:,:,t)         = T - Kinf(:,:,t)*Z;
     Fstar(:,:,t)        = Z*Pstar(:,:,t)*Z' + H;
@@ -146,7 +146,7 @@ while notsteady & t<smpl
         Pf = T*Pf*T' + QQ;
         PK(jnk,:,:,t+jnk) = Pf;
         if jnk>1
-            aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+            aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
         end
     end
     P(:,:,t+1)  = T*P(:,:,t)*T'-T*P(:,:,t)*Z'*K(:,:,t)' + QQ;
@@ -173,7 +173,7 @@ while t<smpl
         Pf = T*Pf*T' + QQ;
         PK(jnk,:,:,t+jnk) = Pf;
         if jnk>1
-            aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+            aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
         end
     end
 end
diff --git a/matlab/DiffuseKalmanSmootherH3.m b/matlab/DiffuseKalmanSmootherH3.m
index afa98b534..c6becb69a 100644
--- a/matlab/DiffuseKalmanSmootherH3.m
+++ b/matlab/DiffuseKalmanSmootherH3.m
@@ -166,7 +166,7 @@ while newRank & t < smpl
     a1(:,t+1)   = T*a(:,t);
     aK(1,:,t+1) = a1(:,t+1) 
     for jnk=2:nk
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
     Pstar(:,:,t+1)      = T*Pstar(:,:,t)*transpose(T)+ QQ;
     Pinf(:,:,t+1)       = T*Pinf(:,:,t)*transpose(T);
@@ -209,7 +209,7 @@ while notsteady & t<smpl
     a1(:,t+1) = T*a(:,t);
     aK(1,:,t+1) = a1(:,t+1);  
     for jnk=2:nk
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
     P(:,:,t+1) = T*P(:,:,t)*transpose(T) + QQ;
     notsteady   = ~(max(max(abs(P(:,:,t+1)-P(:,:,t))))<crit);
@@ -237,7 +237,7 @@ while t<smpl
     a1(:,t+1) = T*a(:,t);
     aK(1,:,t+1) = a1(:,t+1);
     for jnk=2:nk
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
 end
 ri=zeros(mm,1);
diff --git a/matlab/DiffuseKalmanSmootherH3corr.m b/matlab/DiffuseKalmanSmootherH3corr.m
index cfbd82621..7efceefdf 100644
--- a/matlab/DiffuseKalmanSmootherH3corr.m
+++ b/matlab/DiffuseKalmanSmootherH3corr.m
@@ -124,7 +124,7 @@ while newRank & t < smpl
     a1(:,t+1)           = T*a(:,t);
     aK(1,:,t+1)         = a1(:,t+1) 
     for jnk=2:nk
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
     Pstar(:,:,t+1)      = T*Pstar(:,:,t)*transpose(T)+ QQ;
     Pinf(:,:,t+1)       = T*Pinf(:,:,t)*transpose(T);
@@ -162,7 +162,7 @@ while notsteady & t<smpl
     a1(:,t+1) = T*a(:,t);
     aK(1,:,t+1) = a1(:,t+1);
     for jnk=2:nk
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
     P(:,:,t+1) = T*P(:,:,t)*transpose(T) + QQ;
     notsteady   = ~(max(max(abs(P(:,:,t+1)-P(:,:,t))))<crit);
@@ -190,7 +190,7 @@ while t<smpl
     a1(:,t+1) = T*a(:,t);
     aK(1,:,t+1) = a1(:,t+1);
     for jnk=2:nk
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
 end
 
diff --git a/matlab/missing_DiffuseKalmanSmoother1.m b/matlab/missing_DiffuseKalmanSmoother1.m
index 5d7650568..a20cbf54f 100644
--- a/matlab/missing_DiffuseKalmanSmoother1.m
+++ b/matlab/missing_DiffuseKalmanSmoother1.m
@@ -115,7 +115,7 @@ while rank(Pinf(:,:,t+1),crit1) & t<smpl
     end
     aK(1,:,t+1) = a(:,t+1);
     for jnk=2:nk
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
 end
 d = t;
@@ -150,7 +150,7 @@ while notsteady & t<smpl
     end
     aK(1,:,t+1)     = a(:,t+1);
     for jnk=2:nk,
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
     P(:,:,t+1)  = T*P(:,:,t)*transpose(T)-T*P(:,mf,t)*transpose(K(:,:,t)) + QQ;
     %    notsteady   = ~(max(max(abs(P(:,:,t+1)-P(:,:,t))))<crit);
diff --git a/matlab/missing_DiffuseKalmanSmoother1_Z.m b/matlab/missing_DiffuseKalmanSmoother1_Z.m
index e640fa5bd..992ce1d80 100644
--- a/matlab/missing_DiffuseKalmanSmoother1_Z.m
+++ b/matlab/missing_DiffuseKalmanSmoother1_Z.m
@@ -121,7 +121,7 @@ while rank(Pinf(:,:,t+1),crit1) & t<smpl
     aK(1,:,t+1)         = a(:,t+1);
     % isn't a meaningless as long as we are in the diffuse part? MJ
     for jnk=2:nk,
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
 end
 d = t;
@@ -162,7 +162,7 @@ while notsteady & t<smpl
         Pf = T*Pf*T' + QQ;
         PK(jnk,:,:,t+jnk) = Pf;
         if jnk>1
-            aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+            aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
         end
     end
     %    notsteady   = ~(max(max(abs(P(:,:,t+1)-P(:,:,t))))<crit);
diff --git a/matlab/missing_DiffuseKalmanSmoother3.m b/matlab/missing_DiffuseKalmanSmoother3.m
index c4c6df3a1..b9740dff0 100644
--- a/matlab/missing_DiffuseKalmanSmoother3.m
+++ b/matlab/missing_DiffuseKalmanSmoother3.m
@@ -170,7 +170,7 @@ while newRank & t < smpl
     a1(:,t+1)       = T*a(:,t);
     aK(1,:,t+1)     = a1(:,t+1);
     for jnk=2:nk
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
     Pstar(:,:,t+1)      = T*Pstar(:,:,t)*transpose(T)+ QQ;
     Pinf(:,:,t+1)       = T*Pinf(:,:,t)*transpose(T);
@@ -218,7 +218,7 @@ while notsteady & t<smpl
         Pf = T*Pf*T' + QQ;
         PK(jnk,:,:,t+jnk) = Pf;
         if jnk>1
-            aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+            aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
         end
     end
     P(:,:,t+1) = T*P(:,:,t)*transpose(T) + QQ;
diff --git a/matlab/missing_DiffuseKalmanSmoother3_Z.m b/matlab/missing_DiffuseKalmanSmoother3_Z.m
index 8a7313f2c..a5615c63f 100644
--- a/matlab/missing_DiffuseKalmanSmoother3_Z.m
+++ b/matlab/missing_DiffuseKalmanSmoother3_Z.m
@@ -166,7 +166,7 @@ while newRank & t < smpl
     a1(:,t+1) = T*a(:,t);
     aK(1,:,t+1) = a1(:,t+1); 
     for jnk=2:nk
-        aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));
+        aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
     end
     Pstar(:,:,t+1)        = T*Pstar(:,:,t)*T'+ QQ;
     Pinf(:,:,t+1) = T*Pinf(:,:,t)*T';
@@ -214,7 +214,7 @@ while notsteady & t<smpl
         Pf = T*Pf*T' + QQ;
         PK(jnk,:,:,t+jnk) = Pf;
         if jnk>1
-            aK(jnk,:,t+jnk) = T*squeeze(aK(jnk-1,:,t+jnk-1));    
+            aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));    
         end
     end
     P(:,:,t+1) = T*P(:,:,t)*T' + QQ;