Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
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@ -318,4 +318,3 @@ function [fval,llik,cost_flag,ys,trend_coeff,info] = DsgeLikelihood_hh(xparam1,g
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fval = (likelihood-lnprior);
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options_.kalman_algo = kalman_algo;
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llik=[-lnprior; lik(start:end)];
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@ -43,4 +43,3 @@ function ys1 = add_auxiliary_variables_to_steadystate(ys,aux_vars,fname, ...
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end
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end
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end
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@ -82,4 +82,3 @@ function f=calib_obj(M_.Sigma_e,A,ghu1,ghx,ghu,targets,var_weights,iy,nar)
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% 11/04/02 MJ generalized for correlations, autocorrelations and
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% constraints on M_.Sigma_e
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% 01/25/03 MJ targets std. dev. instead of variances
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@ -21,4 +21,3 @@ function y=dy_date(year,period)
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y = M_.freq*(year-M_.start_date(1))+period-M_.start_date(2)+1;
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@ -135,4 +135,3 @@ function [resids, rJ,mult] = dyn_ramsey_static_(x,M_,options_,oo_,it_)
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% rJ(209,210) = rJ(209,210)+1-1e-3;
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@ -76,4 +76,3 @@ function dynare_graph_init(figure_name,nplot,line_types,line_width)
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dyn_graph.nr = min(ceil(nplot/dyn_graph.nc),options_.graphics.nrows);
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end
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dyn_graph.max_nplot = dyn_graph.nc*dyn_graph.nr;
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@ -85,4 +85,3 @@ function [yf,int_width]=forcst(dr,y0,horizon,var_list)
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end
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yf = yf(ivar,:);
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@ -103,4 +103,3 @@ function homotopy2(values, step_nbr)
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steady_;
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end
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end
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@ -100,4 +100,3 @@ function estim_params_ = initialize_from_mode(fname,M_,estim_params_)
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error([name 'doesn''t exist in this model'])
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end
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@ -44,4 +44,3 @@ function [xparams,lpd,hessian] = ...
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prior_shape, prior_hyperparameter_1, prior_hyperparameter_2, prior_inf_bound, prior_sup_bound);
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lpd = -lpd;
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@ -404,4 +404,3 @@ function gamma_variates = best_1978_algorithm(a,b)
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gamma_variates = X.*b;
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@ -1,4 +1,4 @@
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function [alphahat,etahat,atilde, aK] = DiffuseKalmanSmoother1(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf,data_index)
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function [alphahat,etahat,atilde, aK] = missing_DiffuseKalmanSmoother1(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf,data_index)
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% function [alphahat,etahat,a, aK] = DiffuseKalmanSmoother1(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
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% Computes the diffuse kalman smoother without measurement error, in the case of a non-singular var-cov matrix
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@ -1,4 +1,4 @@
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function [alphahat,etahat,atilde,P,aK,PK,d,decomp] = DiffuseKalmanSmoother1_Z(T,Z,R,Q,Pinf1,Pstar1,Y,pp,mm,smpl,data_index)
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function [alphahat,etahat,atilde,P,aK,PK,d,decomp] = missing_DiffuseKalmanSmoother1_Z(T,Z,R,Q,Pinf1,Pstar1,Y,pp,mm,smpl,data_index)
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% function [alphahat,etahat,a, aK] = DiffuseKalmanSmoother1(T,Z,R,Q,Pinf1,Pstar1,Y,pp,mm,smpl)
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% Computes the diffuse kalman smoother without measurement error, in the case of a non-singular var-cov matrix
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@ -118,4 +118,3 @@ function dr=mult_elimination(varlist,M_, options_, oo_)
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disp(' ')
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end
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@ -227,4 +227,3 @@ function [Gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_,options_,node
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else
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warning on MATLAB:dividebyzero
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end
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@ -1,4 +1,4 @@
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function i = isopenmp()
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function i = isopmenmp()
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% This file is called only if the mex files are not compiled with the openmp flag (mutithreaded computations).
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% Copyright (C) 2009 Dynare Team
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@ -61,4 +61,3 @@ function [A,B] = transition_matrix(dr, varargin)
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A(i1,i0(j))=eye(n1);
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i0 = i1;
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end
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