From 80b5c23346bc9875c520e8b13dfe53f8d3be8c49 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien.villemot@ens.fr>
Date: Tue, 25 Jan 2011 17:13:00 -0500
Subject: [PATCH] Build system for MEX files: - remove the dirty vpath hack -
 factorize between the two estimation DLLs - factorize within SWZ makefile

---
 mex/build/bytecode.am                         |  24 +-
 mex/build/dynare_simul_.am                    |   9 +-
 mex/build/estimation.am                       |  68 ++
 mex/build/gensylv.am                          |   7 +-
 mex/build/k_order_perturbation.am             |  27 +-
 mex/build/kalman_steady_state.am              |   4 +-
 mex/build/kronecker.am                        |   6 +-
 mex/build/libdynare++.am                      | 121 ++-
 mex/build/libslicot.am                        | 950 +++++++++---------
 mex/build/logMHMCMCposterior.am               |  62 --
 mex/build/logposterior.am                     |  58 --
 mex/build/matlab/Makefile.am                  |   2 +-
 mex/build/matlab/configure.ac                 |  11 +-
 mex/build/matlab/estimation/Makefile.am       |   2 +
 .../matlab/logMHMCMCposterior/Makefile.am     |   2 -
 mex/build/matlab/logposterior/Makefile.am     |   2 -
 mex/build/mjdgges.am                          |   4 +-
 mex/build/octave/Makefile.am                  |   2 +-
 mex/build/octave/configure.ac                 |   7 +-
 mex/build/octave/estimation/Makefile.am       |   5 +
 .../octave/logMHMCMCposterior/Makefile.am     |   5 -
 mex/build/octave/logposterior/Makefile.am     |   3 -
 mex/build/octave/ordschur/Makefile.am         |   4 +-
 mex/build/octave/qzcomplex/Makefile.am        |   4 +-
 mex/build/swz.am                              |  77 +-
 25 files changed, 712 insertions(+), 754 deletions(-)
 create mode 100644 mex/build/estimation.am
 delete mode 100644 mex/build/logMHMCMCposterior.am
 delete mode 100644 mex/build/logposterior.am
 create mode 100644 mex/build/matlab/estimation/Makefile.am
 delete mode 100644 mex/build/matlab/logMHMCMCposterior/Makefile.am
 delete mode 100644 mex/build/matlab/logposterior/Makefile.am
 create mode 100644 mex/build/octave/estimation/Makefile.am
 delete mode 100644 mex/build/octave/logMHMCMCposterior/Makefile.am
 delete mode 100644 mex/build/octave/logposterior/Makefile.am

diff --git a/mex/build/bytecode.am b/mex/build/bytecode.am
index b1c8d7955..4d5193eb9 100644
--- a/mex/build/bytecode.am
+++ b/mex/build/bytecode.am
@@ -1,18 +1,16 @@
-vpath %.cc $(top_srcdir)/../../sources/bytecode
-vpath %.hh $(top_srcdir)/../../sources/bytecode
-
 noinst_PROGRAMS = bytecode
 
-# bytecode_CPPFLAGS interacts badly with VPATH
-CPPFLAGS += -I$(top_srcdir)/../../sources/bytecode -I$(top_srcdir)/../../../preprocessor
+bytecode_CPPFLAGS = -I$(top_srcdir)/../../sources/bytecode -I$(top_srcdir)/../../../preprocessor
+
+TOPDIR = $(top_srcdir)/../../sources/bytecode
 
 nodist_bytecode_SOURCES = \
-	bytecode.cc \
-	Interpreter.cc \
-	Mem_Mngr.cc \
-	SparseMatrix.cc \
-	Interpreter.hh \
-	Mem_Mngr.hh \
-	SparseMatrix.hh \
-	ErrorHandling.hh
+	$(TOPDIR)/bytecode.cc \
+	$(TOPDIR)/Interpreter.cc \
+	$(TOPDIR)/Mem_Mngr.cc \
+	$(TOPDIR)/SparseMatrix.cc \
+	$(TOPDIR)/Interpreter.hh \
+	$(TOPDIR)/Mem_Mngr.hh \
+	$(TOPDIR)/SparseMatrix.hh \
+	$(TOPDIR)/ErrorHandling.hh
 
diff --git a/mex/build/dynare_simul_.am b/mex/build/dynare_simul_.am
index b9a12eae9..65fc789cc 100644
--- a/mex/build/dynare_simul_.am
+++ b/mex/build/dynare_simul_.am
@@ -1,13 +1,10 @@
-vpath %.cpp $(top_srcdir)/../../../dynare++/extern/matlab
-
 noinst_PROGRAMS = dynare_simul_
 
-# Can't use gensylv_CPPFLAGS, because it interacts badly with VPATH
-CPPFLAGS += -I$(top_srcdir)/../../../dynare++/sylv/cc -I$(top_srcdir)/../../../dynare++/tl/cc -I$(top_srcdir)/../../../dynare++/kord -I$(top_srcdir)/../../sources
+dynare_simul__CPPFLAGS = -I$(top_srcdir)/../../../dynare++/sylv/cc -I$(top_srcdir)/../../../dynare++/tl/cc -I$(top_srcdir)/../../../dynare++/kord -I$(top_srcdir)/../../sources
 
-CXXFLAGS += $(PTHREAD_CFLAGS)
+dynare_simul__CXXFLAGS = $(PTHREAD_CFLAGS)
 
 # libdynare++ must come before pthread
 dynare_simul__LDADD = ../libdynare++/libdynare++.a $(PTHREAD_LIBS)
 
-nodist_dynare_simul__SOURCES = dynare_simul.cpp
+nodist_dynare_simul__SOURCES = $(top_srcdir)/../../../dynare++/extern/matlab/dynare_simul.cpp
diff --git a/mex/build/estimation.am b/mex/build/estimation.am
new file mode 100644
index 000000000..3d919c7de
--- /dev/null
+++ b/mex/build/estimation.am
@@ -0,0 +1,68 @@
+noinst_PROGRAMS = logposterior logMHMCMCposterior
+
+# We use shared flags so that automake does not compile things two times
+CPPFLAGS += -I$(top_srcdir)/../../sources/estimation/libmat -I$(top_srcdir)/../../sources/estimation/utils $(BOOST_CPPFLAGS)
+LDFLAGS += $(BOOST_LDFLAGS)
+LDADD = $(LIBADD_DLOPEN)
+
+TOPDIR = $(top_srcdir)/../../sources/estimation
+
+MAT_SRCS = \
+	$(TOPDIR)/libmat/Matrix.hh \
+	$(TOPDIR)/libmat/Matrix.cc \
+	$(TOPDIR)/libmat/Vector.hh \
+	$(TOPDIR)/libmat/Vector.cc \
+	$(TOPDIR)/libmat/BlasBindings.hh \
+	$(TOPDIR)/libmat/DiscLyapFast.hh \
+	$(TOPDIR)/libmat/GeneralizedSchurDecomposition.cc \
+	$(TOPDIR)/libmat/GeneralizedSchurDecomposition.hh \
+	$(TOPDIR)/libmat/LapackBindings.hh \
+	$(TOPDIR)/libmat/LUSolver.cc \
+	$(TOPDIR)/libmat/LUSolver.hh \
+	$(TOPDIR)/libmat/QRDecomposition.cc \
+	$(TOPDIR)/libmat/QRDecomposition.hh \
+	$(TOPDIR)/libmat/VDVEigDecomposition.cc \
+	$(TOPDIR)/libmat/VDVEigDecomposition.hh
+
+COMMON_SRCS = \
+	$(MAT_SRCS) \
+	$(TOPDIR)/DecisionRules.cc \
+	$(TOPDIR)/DecisionRules.hh \
+	$(TOPDIR)/DetrendData.cc \
+	$(TOPDIR)/DetrendData.hh \
+	$(TOPDIR)/EstimatedParameter.cc \
+	$(TOPDIR)/EstimatedParameter.hh \
+	$(TOPDIR)/EstimatedParametersDescription.cc \
+	$(TOPDIR)/EstimatedParametersDescription.hh \
+	$(TOPDIR)/EstimationSubsample.cc \
+	$(TOPDIR)/EstimationSubsample.hh \
+	$(TOPDIR)/InitializeKalmanFilter.cc \
+	$(TOPDIR)/InitializeKalmanFilter.hh \
+	$(TOPDIR)/KalmanFilter.cc \
+	$(TOPDIR)/KalmanFilter.hh \
+	$(TOPDIR)/LogLikelihoodSubSample.cc \
+	$(TOPDIR)/LogLikelihoodSubSample.hh \
+	$(TOPDIR)/LogLikelihoodMain.hh \
+	$(TOPDIR)/LogLikelihoodMain.cc \
+	$(TOPDIR)/LogPosteriorDensity.cc \
+	$(TOPDIR)/LogPosteriorDensity.hh \
+	$(TOPDIR)/LogPriorDensity.cc \
+	$(TOPDIR)/LogPriorDensity.hh \
+	$(TOPDIR)/ModelSolution.cc \
+	$(TOPDIR)/ModelSolution.hh \
+	$(TOPDIR)/Prior.cc \
+	$(TOPDIR)/Prior.hh \
+	$(TOPDIR)/utils/dynamic_dll.cc \
+	$(TOPDIR)/utils/dynamic_dll.hh
+
+nodist_logposterior_SOURCES = \
+	$(COMMON_SRCS) \
+	$(TOPDIR)/logposterior.cc
+
+nodist_logMHMCMCposterior_SOURCES = \
+	$(COMMON_SRCS) \
+	$(TOPDIR)/Proposal.cc \
+	$(TOPDIR)/Proposal.hh \
+	$(TOPDIR)/RandomWalkMetropolisHastings.cc \
+	$(TOPDIR)/RandomWalkMetropolisHastings.hh \
+	$(TOPDIR)/logMHMCMCposterior.cc
diff --git a/mex/build/gensylv.am b/mex/build/gensylv.am
index ebedd6594..80e1c6ca1 100644
--- a/mex/build/gensylv.am
+++ b/mex/build/gensylv.am
@@ -1,10 +1,7 @@
-vpath %.cpp $(top_srcdir)/../../../dynare++/sylv/matlab
-
 noinst_PROGRAMS = gensylv
 
-# Can't use gensylv_CPPFLAGS, because it interacts badly with VPATH
-CPPFLAGS += -I$(top_srcdir)/../../../dynare++/sylv/cc -I$(top_srcdir)/../../sources
+gensylv_CPPFLAGS = -I$(top_srcdir)/../../../dynare++/sylv/cc -I$(top_srcdir)/../../sources
 
 gensylv_LDADD = ../libdynare++/libdynare++.a
 
-nodist_gensylv_SOURCES = gensylv.cpp
+nodist_gensylv_SOURCES = $(top_srcdir)/../../../dynare++/sylv/matlab/gensylv.cpp
diff --git a/mex/build/k_order_perturbation.am b/mex/build/k_order_perturbation.am
index 28deafc96..bc604cb09 100644
--- a/mex/build/k_order_perturbation.am
+++ b/mex/build/k_order_perturbation.am
@@ -1,22 +1,21 @@
-vpath %.cc $(top_srcdir)/../../sources/k_order_perturbation
-
 noinst_PROGRAMS = k_order_perturbation
 
-# Can't use k_order_perturbation_CPPFLAGS, because it interacts badly with VPATH
-CPPFLAGS += -I$(top_srcdir)/../../../dynare++/src -I$(top_srcdir)/../../../dynare++/kord -I$(top_srcdir)/../../../dynare++/tl/cc -I$(top_srcdir)/../../../dynare++/utils/cc -I$(top_srcdir)/../../../dynare++/sylv/cc -I$(top_srcdir)/../../../dynare++/integ/cc -I$(top_srcdir)/../../sources
+k_order_perturbation_CPPFLAGS = -I$(top_srcdir)/../../../dynare++/src -I$(top_srcdir)/../../../dynare++/kord -I$(top_srcdir)/../../../dynare++/tl/cc -I$(top_srcdir)/../../../dynare++/utils/cc -I$(top_srcdir)/../../../dynare++/sylv/cc -I$(top_srcdir)/../../../dynare++/integ/cc -I$(top_srcdir)/../../sources
 
-CXXFLAGS += $(PTHREAD_CFLAGS)
+k_order_perturbation_CXXFLAGS = $(PTHREAD_CFLAGS)
 
 # libdynare++ must come before pthread
 k_order_perturbation_LDADD = ../libdynare++/libdynare++.a $(PTHREAD_LIBS) $(LIBADD_DLOPEN)
 
+TOPDIR = $(top_srcdir)/../../sources/k_order_perturbation
+
 nodist_k_order_perturbation_SOURCES = \
-	k_order_perturbation.cc \
-	k_ord_dynare.cc \
-	k_ord_dynare.hh \
-	dynamic_dll.cc \
-	dynamic_dll.hh \
-	dynamic_abstract_class.cc \
-	dynamic_abstract_class.hh \
-	dynamic_m.cc \
-	dynamic_m.hh
+	$(TOPDIR)/k_order_perturbation.cc \
+	$(TOPDIR)/k_ord_dynare.cc \
+	$(TOPDIR)/k_ord_dynare.hh \
+	$(TOPDIR)/dynamic_dll.cc \
+	$(TOPDIR)/dynamic_dll.hh \
+	$(TOPDIR)/dynamic_abstract_class.cc \
+	$(TOPDIR)/dynamic_abstract_class.hh \
+	$(TOPDIR)/dynamic_m.cc \
+	$(TOPDIR)/dynamic_m.hh
diff --git a/mex/build/kalman_steady_state.am b/mex/build/kalman_steady_state.am
index a1a5ae0a8..80ed84de6 100644
--- a/mex/build/kalman_steady_state.am
+++ b/mex/build/kalman_steady_state.am
@@ -1,8 +1,6 @@
-vpath %.cc $(top_srcdir)/../../sources/kalman_steady_state
-
 noinst_PROGRAMS = kalman_steady_state
 
 kalman_steady_state_LDADD = ../libslicot/libslicot.a 
 kalman_steady_state_LDADD +=../libslicot/libauxslicot.a
 
-nodist_kalman_steady_state_SOURCES = kalman_steady_state.cc
+nodist_kalman_steady_state_SOURCES = $(top_srcdir)/../../sources/kalman_steady_state/kalman_steady_state.cc
diff --git a/mex/build/kronecker.am b/mex/build/kronecker.am
index 428fdc54a..ad1571b7f 100644
--- a/mex/build/kronecker.am
+++ b/mex/build/kronecker.am
@@ -1,6 +1,4 @@
-vpath %.cc $(top_srcdir)/../../sources/kronecker
-
 noinst_PROGRAMS = sparse_hessian_times_B_kronecker_C A_times_B_kronecker_C
 
-nodist_sparse_hessian_times_B_kronecker_C_SOURCES = sparse_hessian_times_B_kronecker_C.cc
-nodist_A_times_B_kronecker_C_SOURCES = A_times_B_kronecker_C.cc
+nodist_sparse_hessian_times_B_kronecker_C_SOURCES = $(top_srcdir)/../../sources/kronecker/sparse_hessian_times_B_kronecker_C.cc
+nodist_A_times_B_kronecker_C_SOURCES = $(top_srcdir)/../../sources/kronecker/A_times_B_kronecker_C.cc
diff --git a/mex/build/libdynare++.am b/mex/build/libdynare++.am
index bbe523012..3db5bbd0a 100644
--- a/mex/build/libdynare++.am
+++ b/mex/build/libdynare++.am
@@ -1,78 +1,77 @@
-vpath %.cpp $(top_srcdir)/../../../dynare++/sylv/cc $(top_srcdir)/../../../dynare++/tl/cc $(top_srcdir)/../../../dynare++/kord $(top_srcdir)/../../../dynare++/integ/cc $(top_srcdir)/../../../dynare++/src
-
 noinst_LIBRARIES = libdynare++.a
 
-# Can't use k_order_perturbation_CPPFLAGS, because it interacts badly with VPATH
-CPPFLAGS += -I$(top_srcdir)/../../../dynare++/src -I$(top_srcdir)/../../../dynare++/kord -I$(top_srcdir)/../../../dynare++/tl/cc -I$(top_srcdir)/../../../dynare++/utils/cc -I$(top_srcdir)/../../../dynare++/sylv/cc -I$(top_srcdir)/../../../dynare++/integ/cc -I$(top_srcdir)/../../sources
+libdynare___a_CPPFLAGS = -I$(top_srcdir)/../../../dynare++/src -I$(top_srcdir)/../../../dynare++/kord -I$(top_srcdir)/../../../dynare++/tl/cc -I$(top_srcdir)/../../../dynare++/utils/cc -I$(top_srcdir)/../../../dynare++/sylv/cc -I$(top_srcdir)/../../../dynare++/integ/cc -I$(top_srcdir)/../../sources
 
-CXXFLAGS += $(PTHREAD_CFLAGS)
+libdynare___a_CXXFLAGS = $(PTHREAD_CFLAGS)
+
+TOPDIR = $(top_srcdir)/../../../dynare++
 
 KORD_SRCS = \
-	faa_di_bruno.cpp \
-	korder_stoch.cpp \
-	journal.cpp \
-	decision_rule.cpp \
-	dynamic_model.cpp \
-	random.cpp \
-	first_order.cpp \
-	normal_conjugate.cpp \
-	approximation.cpp \
-	global_check.cpp \
-	korder.cpp
+	$(TOPDIR)/kord/faa_di_bruno.cpp \
+	$(TOPDIR)/kord/korder_stoch.cpp \
+	$(TOPDIR)/kord/journal.cpp \
+	$(TOPDIR)/kord/decision_rule.cpp \
+	$(TOPDIR)/kord/dynamic_model.cpp \
+	$(TOPDIR)/kord/random.cpp \
+	$(TOPDIR)/kord/first_order.cpp \
+	$(TOPDIR)/kord/normal_conjugate.cpp \
+	$(TOPDIR)/kord/approximation.cpp \
+	$(TOPDIR)/kord/global_check.cpp \
+	$(TOPDIR)/kord/korder.cpp
 
 SYLV_SRCS = \
-	IterativeSylvester.cpp \
-	QuasiTriangular.cpp \
-	QuasiTriangularZero.cpp \
-	GeneralMatrix.cpp \
-	GeneralSylvester.cpp \
-	SimilarityDecomp.cpp \
-	SylvException.cpp \
-	SchurDecompEig.cpp \
-	Vector.cpp \
-	TriangularSylvester.cpp \
-	SylvParams.cpp \
-	BlockDiagonal.cpp \
-	KronVector.cpp \
-	SylvMemory.cpp \
-	SymSchurDecomp.cpp \
-	SylvMatrix.cpp \
-	SchurDecomp.cpp \
-	KronUtils.cpp
+	$(TOPDIR)/sylv/cc/IterativeSylvester.cpp \
+	$(TOPDIR)/sylv/cc/QuasiTriangular.cpp \
+	$(TOPDIR)/sylv/cc/QuasiTriangularZero.cpp \
+	$(TOPDIR)/sylv/cc/GeneralMatrix.cpp \
+	$(TOPDIR)/sylv/cc/GeneralSylvester.cpp \
+	$(TOPDIR)/sylv/cc/SimilarityDecomp.cpp \
+	$(TOPDIR)/sylv/cc/SylvException.cpp \
+	$(TOPDIR)/sylv/cc/SchurDecompEig.cpp \
+	$(TOPDIR)/sylv/cc/Vector.cpp \
+	$(TOPDIR)/sylv/cc/TriangularSylvester.cpp \
+	$(TOPDIR)/sylv/cc/SylvParams.cpp \
+	$(TOPDIR)/sylv/cc/BlockDiagonal.cpp \
+	$(TOPDIR)/sylv/cc/KronVector.cpp \
+	$(TOPDIR)/sylv/cc/SylvMemory.cpp \
+	$(TOPDIR)/sylv/cc/SymSchurDecomp.cpp \
+	$(TOPDIR)/sylv/cc/SylvMatrix.cpp \
+	$(TOPDIR)/sylv/cc/SchurDecomp.cpp \
+	$(TOPDIR)/sylv/cc/KronUtils.cpp
 
 TL_SRCS = \
-	normal_moments.cpp \
-	int_sequence.cpp \
-	tensor.cpp \
-	ps_tensor.cpp \
-	pyramid_prod2.cpp \
-	equivalence.cpp \
-	fine_container.cpp \
-	kron_prod.cpp \
-	t_polynomial.cpp \
-	symmetry.cpp \
-	stack_container.cpp \
-	twod_matrix.cpp \
-	sparse_tensor.cpp \
-	sthread.cpp \
-	gs_tensor.cpp \
-	pyramid_prod.cpp \
-	fs_tensor.cpp \
-	permutation.cpp \
-	rfs_tensor.cpp \
-	t_container.cpp \
-	tl_static.cpp
+	$(TOPDIR)/tl/cc/normal_moments.cpp \
+	$(TOPDIR)/tl/cc/int_sequence.cpp \
+	$(TOPDIR)/tl/cc/tensor.cpp \
+	$(TOPDIR)/tl/cc/ps_tensor.cpp \
+	$(TOPDIR)/tl/cc/pyramid_prod2.cpp \
+	$(TOPDIR)/tl/cc/equivalence.cpp \
+	$(TOPDIR)/tl/cc/fine_container.cpp \
+	$(TOPDIR)/tl/cc/kron_prod.cpp \
+	$(TOPDIR)/tl/cc/t_polynomial.cpp \
+	$(TOPDIR)/tl/cc/symmetry.cpp \
+	$(TOPDIR)/tl/cc/stack_container.cpp \
+	$(TOPDIR)/tl/cc/twod_matrix.cpp \
+	$(TOPDIR)/tl/cc/sparse_tensor.cpp \
+	$(TOPDIR)/tl/cc/sthread.cpp \
+	$(TOPDIR)/tl/cc/gs_tensor.cpp \
+	$(TOPDIR)/tl/cc/pyramid_prod.cpp \
+	$(TOPDIR)/tl/cc/fs_tensor.cpp \
+	$(TOPDIR)/tl/cc/permutation.cpp \
+	$(TOPDIR)/tl/cc/rfs_tensor.cpp \
+	$(TOPDIR)/tl/cc/t_container.cpp \
+	$(TOPDIR)/tl/cc/tl_static.cpp
 
 INTEG_SRCS = \
-	product.cpp \
-	quadrature.cpp \
-	quasi_mcarlo.cpp \
-	smolyak.cpp \
-	vector_function.cpp
+	$(TOPDIR)/integ/cc/product.cpp \
+	$(TOPDIR)/integ/cc/quadrature.cpp \
+	$(TOPDIR)/integ/cc/quasi_mcarlo.cpp \
+	$(TOPDIR)/integ/cc/smolyak.cpp \
+	$(TOPDIR)/integ/cc/vector_function.cpp
 
 nodist_libdynare___a_SOURCES = \
 	$(KORD_SRCS) \
 	$(TL_SRCS) \
 	$(SYLV_SRCS) \
 	$(INTEG_SRCS) \
-	nlsolve.cpp
+	$(TOPDIR)/src/nlsolve.cpp
diff --git a/mex/build/libslicot.am b/mex/build/libslicot.am
index 295d931dd..d5d9b21ff 100644
--- a/mex/build/libslicot.am
+++ b/mex/build/libslicot.am
@@ -1,484 +1,478 @@
-vpath %.f $(top_srcdir)/../../sources/libslicot
-
 noinst_LIBRARIES = libslicot.a libauxslicot.a
 
-SLICOT_SRC = \
-	AB01MD.f \
-	AB01ND.f \
-	AB01OD.f \
-	AB04MD.f \
-	AB05MD.f \
-	AB05ND.f \
-	AB05OD.f \
-	AB05PD.f \
-	AB05QD.f \
-	AB05RD.f \
-	AB05SD.f \
-	AB07MD.f \
-	AB07ND.f \
-	AB08MD.f \
-	AB08MZ.f \
-	AB08ND.f \
-	AB08NX.f \
-	AB08NZ.f \
-	AB09AD.f \
-	AB09AX.f \
-	AB09BD.f \
-	AB09BX.f \
-	AB09CD.f \
-	AB09CX.f \
-	AB09DD.f \
-	AB09ED.f \
-	AB09FD.f \
-	AB09GD.f \
-	AB09HD.f \
-	AB09HX.f \
-	AB09HY.f \
-	AB09ID.f \
-	AB09IX.f \
-	AB09IY.f \
-	AB09JD.f \
-	AB09JV.f \
-	AB09JW.f \
-	AB09JX.f \
-	AB09KD.f \
-	AB09KX.f \
-	AB09MD.f \
-	AB09ND.f \
-	AB13AD.f \
-	AB13AX.f \
-	AB13BD.f \
-	AB13CD.f \
-	AB13DD.f \
-	AB13DX.f \
-	AB13ED.f \
-	AB13FD.f \
-	AB13MD.f \
-	AB8NXZ.f \
-	AG07BD.f \
-	AG08BD.f \
-	AG08BY.f \
-	AG08BZ.f \
-	AG8BYZ.f \
-	BB01AD.f \
-	BB02AD.f \
-	BB03AD.f \
-	BB04AD.f \
-	BD01AD.f \
-	BD02AD.f \
-	DE01OD.f \
-	DE01PD.f \
-	delctg.f \
-	DF01MD.f \
-	DG01MD.f \
-	DG01ND.f \
-	DG01NY.f \
-	DG01OD.f \
-	DK01MD.f \
-	FB01QD.f \
-	FB01RD.f \
-	FB01SD.f \
-	FB01TD.f \
-	FB01VD.f \
-	FD01AD.f \
-	IB01AD.f \
-	IB01BD.f \
-	IB01CD.f \
-	IB01MD.f \
-	IB01MY.f \
-	IB01ND.f \
-	IB01OD.f \
-	IB01OY.f \
-	IB01PD.f \
-	IB01PX.f \
-	IB01PY.f \
-	IB01QD.f \
-	IB01RD.f \
-	IB03AD.f \
-	IB03BD.f \
-	MA01AD.f \
-	MA02AD.f \
-	MA02BD.f \
-	MA02BZ.f \
-	MA02CD.f \
-	MA02CZ.f \
-	MA02DD.f \
-	MA02ED.f \
-	MA02FD.f \
-	MA02GD.f \
-	MA02HD.f \
-	MA02ID.f \
-	MA02JD.f \
-	MB01MD.f \
-	MB01ND.f \
-	MB01PD.f \
-	MB01QD.f \
-	MB01RD.f \
-	MB01RU.f \
-	MB01RW.f \
-	MB01RX.f \
-	MB01RY.f \
-	MB01SD.f \
-	MB01TD.f \
-	MB01UD.f \
-	MB01UW.f \
-	MB01UX.f \
-	MB01VD.f \
-	MB01WD.f \
-	MB01XD.f \
-	MB01XY.f \
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-	SB16AD.f \
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-	SB16BD.f \
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-	SB16CY.f \
-	select.f \
-	SG02AD.f \
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-	SG03BD.f \
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-	SG03BW.f \
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-	SG03BY.f \
-	TB01ID.f \
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-	TB03AD.f \
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-	TB04AD.f \
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-	TD03AD.f \
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-	TG01ED.f \
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-	UD01BD.f \
-	UD01CD.f \
-	UD01DD.f \
-	UD01MD.f \
-	UD01MZ.f \
-	UD01ND.f \
-	UE01MD.f
-
-SLICOT_AUX = \
-	dcabs1.f \
-	dhgeqz.f \
-	dtgsy2.f
+TOPDIR = $(top_srcdir)/../../sources/libslicot
 
 nodist_libslicot_a_SOURCES = \
-	$(SLICOT_SRC)
+	$(TOPDIR)/AB01MD.f \
+	$(TOPDIR)/AB01ND.f \
+	$(TOPDIR)/AB01OD.f \
+	$(TOPDIR)/AB04MD.f \
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+	$(TOPDIR)/AB13AD.f \
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+	$(TOPDIR)/AG08BZ.f \
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+	$(TOPDIR)/BD01AD.f \
+	$(TOPDIR)/BD02AD.f \
+	$(TOPDIR)/DE01OD.f \
+	$(TOPDIR)/DE01PD.f \
+	$(TOPDIR)/delctg.f \
+	$(TOPDIR)/DF01MD.f \
+	$(TOPDIR)/DG01MD.f \
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+	$(TOPDIR)/DK01MD.f \
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+	$(TOPDIR)/MA01AD.f \
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+	$(TOPDIR)/MA02CD.f \
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+	$(TOPDIR)/MB01ZD.f \
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+	$(TOPDIR)/MB02DD.f \
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+	$(TOPDIR)/MB02FD.f \
+	$(TOPDIR)/MB02GD.f \
+	$(TOPDIR)/MB02HD.f \
+	$(TOPDIR)/MB02ID.f \
+	$(TOPDIR)/MB02JD.f \
+	$(TOPDIR)/MB02JX.f \
+	$(TOPDIR)/MB02KD.f \
+	$(TOPDIR)/MB02MD.f \
+	$(TOPDIR)/MB02ND.f \
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+	$(TOPDIR)/MB02OD.f \
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+	$(TOPDIR)/MB02QD.f \
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+	$(TOPDIR)/MB04IZ.f \
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+	$(TOPDIR)/MB04KD.f \
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+	$(TOPDIR)/MB04MD.f \
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+	$(TOPDIR)/MB04PA.f \
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+	$(TOPDIR)/SB01BY.f \
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+	$(TOPDIR)/SB01FY.f \
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+	$(TOPDIR)/SB03OV.f \
+	$(TOPDIR)/SB03OY.f \
+	$(TOPDIR)/SB03PD.f \
+	$(TOPDIR)/SB03QD.f \
+	$(TOPDIR)/SB03QX.f \
+	$(TOPDIR)/SB03QY.f \
+	$(TOPDIR)/SB03RD.f \
+	$(TOPDIR)/SB03SD.f \
+	$(TOPDIR)/SB03SX.f \
+	$(TOPDIR)/SB03SY.f \
+	$(TOPDIR)/SB03TD.f \
+	$(TOPDIR)/SB03UD.f \
+	$(TOPDIR)/SB04MD.f \
+	$(TOPDIR)/SB04MR.f \
+	$(TOPDIR)/SB04MU.f \
+	$(TOPDIR)/SB04MW.f \
+	$(TOPDIR)/SB04MY.f \
+	$(TOPDIR)/SB04ND.f \
+	$(TOPDIR)/SB04NV.f \
+	$(TOPDIR)/SB04NW.f \
+	$(TOPDIR)/SB04NX.f \
+	$(TOPDIR)/SB04NY.f \
+	$(TOPDIR)/SB04OD.f \
+	$(TOPDIR)/SB04OW.f \
+	$(TOPDIR)/SB04PD.f \
+	$(TOPDIR)/SB04PX.f \
+	$(TOPDIR)/SB04PY.f \
+	$(TOPDIR)/SB04QD.f \
+	$(TOPDIR)/SB04QR.f \
+	$(TOPDIR)/SB04QU.f \
+	$(TOPDIR)/SB04QY.f \
+	$(TOPDIR)/SB04RD.f \
+	$(TOPDIR)/SB04RV.f \
+	$(TOPDIR)/SB04RW.f \
+	$(TOPDIR)/SB04RX.f \
+	$(TOPDIR)/SB04RY.f \
+	$(TOPDIR)/SB06ND.f \
+	$(TOPDIR)/SB08CD.f \
+	$(TOPDIR)/SB08DD.f \
+	$(TOPDIR)/SB08ED.f \
+	$(TOPDIR)/SB08FD.f \
+	$(TOPDIR)/SB08GD.f \
+	$(TOPDIR)/SB08HD.f \
+	$(TOPDIR)/SB08MD.f \
+	$(TOPDIR)/SB08MY.f \
+	$(TOPDIR)/SB08ND.f \
+	$(TOPDIR)/SB08NY.f \
+	$(TOPDIR)/SB09MD.f \
+	$(TOPDIR)/SB10AD.f \
+	$(TOPDIR)/SB10DD.f \
+	$(TOPDIR)/SB10ED.f \
+	$(TOPDIR)/SB10FD.f \
+	$(TOPDIR)/SB10HD.f \
+	$(TOPDIR)/SB10ID.f \
+	$(TOPDIR)/SB10JD.f \
+	$(TOPDIR)/SB10KD.f \
+	$(TOPDIR)/SB10LD.f \
+	$(TOPDIR)/SB10MD.f \
+	$(TOPDIR)/SB10PD.f \
+	$(TOPDIR)/SB10QD.f \
+	$(TOPDIR)/SB10RD.f \
+	$(TOPDIR)/SB10SD.f \
+	$(TOPDIR)/SB10TD.f \
+	$(TOPDIR)/SB10UD.f \
+	$(TOPDIR)/SB10VD.f \
+	$(TOPDIR)/SB10WD.f \
+	$(TOPDIR)/SB10YD.f \
+	$(TOPDIR)/SB10ZD.f \
+	$(TOPDIR)/SB10ZP.f \
+	$(TOPDIR)/SB16AD.f \
+	$(TOPDIR)/SB16AY.f \
+	$(TOPDIR)/SB16BD.f \
+	$(TOPDIR)/SB16CD.f \
+	$(TOPDIR)/SB16CY.f \
+	$(TOPDIR)/select.f \
+	$(TOPDIR)/SG02AD.f \
+	$(TOPDIR)/SG03AD.f \
+	$(TOPDIR)/SG03AX.f \
+	$(TOPDIR)/SG03AY.f \
+	$(TOPDIR)/SG03BD.f \
+	$(TOPDIR)/SG03BU.f \
+	$(TOPDIR)/SG03BV.f \
+	$(TOPDIR)/SG03BW.f \
+	$(TOPDIR)/SG03BX.f \
+	$(TOPDIR)/SG03BY.f \
+	$(TOPDIR)/TB01ID.f \
+	$(TOPDIR)/TB01IZ.f \
+	$(TOPDIR)/TB01KD.f \
+	$(TOPDIR)/TB01LD.f \
+	$(TOPDIR)/TB01MD.f \
+	$(TOPDIR)/TB01ND.f \
+	$(TOPDIR)/TB01PD.f \
+	$(TOPDIR)/TB01TD.f \
+	$(TOPDIR)/TB01TY.f \
+	$(TOPDIR)/TB01UD.f \
+	$(TOPDIR)/TB01VD.f \
+	$(TOPDIR)/TB01VY.f \
+	$(TOPDIR)/TB01WD.f \
+	$(TOPDIR)/TB01XD.f \
+	$(TOPDIR)/TB01XZ.f \
+	$(TOPDIR)/TB01YD.f \
+	$(TOPDIR)/TB01ZD.f \
+	$(TOPDIR)/TB03AD.f \
+	$(TOPDIR)/TB03AY.f \
+	$(TOPDIR)/TB04AD.f \
+	$(TOPDIR)/TB04AY.f \
+	$(TOPDIR)/TB04BD.f \
+	$(TOPDIR)/TB04BV.f \
+	$(TOPDIR)/TB04BW.f \
+	$(TOPDIR)/TB04BX.f \
+	$(TOPDIR)/TB04CD.f \
+	$(TOPDIR)/TB05AD.f \
+	$(TOPDIR)/TC01OD.f \
+	$(TOPDIR)/TC04AD.f \
+	$(TOPDIR)/TC05AD.f \
+	$(TOPDIR)/TD03AD.f \
+	$(TOPDIR)/TD03AY.f \
+	$(TOPDIR)/TD04AD.f \
+	$(TOPDIR)/TD05AD.f \
+	$(TOPDIR)/TF01MD.f \
+	$(TOPDIR)/TF01MX.f \
+	$(TOPDIR)/TF01MY.f \
+	$(TOPDIR)/TF01ND.f \
+	$(TOPDIR)/TF01OD.f \
+	$(TOPDIR)/TF01PD.f \
+	$(TOPDIR)/TF01QD.f \
+	$(TOPDIR)/TF01RD.f \
+	$(TOPDIR)/TG01AD.f \
+	$(TOPDIR)/TG01AZ.f \
+	$(TOPDIR)/TG01BD.f \
+	$(TOPDIR)/TG01CD.f \
+	$(TOPDIR)/TG01DD.f \
+	$(TOPDIR)/TG01ED.f \
+	$(TOPDIR)/TG01FD.f \
+	$(TOPDIR)/TG01FZ.f \
+	$(TOPDIR)/TG01HD.f \
+	$(TOPDIR)/TG01HX.f \
+	$(TOPDIR)/TG01ID.f \
+	$(TOPDIR)/TG01JD.f \
+	$(TOPDIR)/TG01WD.f \
+	$(TOPDIR)/UD01BD.f \
+	$(TOPDIR)/UD01CD.f \
+	$(TOPDIR)/UD01DD.f \
+	$(TOPDIR)/UD01MD.f \
+	$(TOPDIR)/UD01MZ.f \
+	$(TOPDIR)/UD01ND.f \
+	$(TOPDIR)/UE01MD.f
 
 nodist_libauxslicot_a_SOURCES = \
-	$(SLICOT_AUX)
\ No newline at end of file
+	$(TOPDIR)/dcabs1.f \
+	$(TOPDIR)/dhgeqz.f \
+	$(TOPDIR)/dtgsy2.f
diff --git a/mex/build/logMHMCMCposterior.am b/mex/build/logMHMCMCposterior.am
deleted file mode 100644
index 5deaa96e9..000000000
--- a/mex/build/logMHMCMCposterior.am
+++ /dev/null
@@ -1,62 +0,0 @@
-vpath %.cc $(top_srcdir)/../../sources/estimation $(top_srcdir)/../../sources/estimation/libmat $(top_srcdir)/../../sources/estimation/utils
-vpath %.hh $(top_srcdir)/../../sources/estimation $(top_srcdir)/../../sources/estimation/libmat
-
-CPPFLAGS += -I$(top_srcdir)/../../sources/estimation/libmat -I$(top_srcdir)/../../sources/estimation/utils $(BOOST_CPPFLAGS)
-LDFLAGS += $(BOOST_LDFLAGS)
-
-noinst_PROGRAMS = logMHMCMCposterior
-
-logMHMCMCposterior_LDADD = $(LIBADD_DLOPEN)
-
-MAT_SRCS = \
-	Matrix.hh \
-	Matrix.cc \
-	Vector.hh \
-	Vector.cc \
-	BlasBindings.hh \
-	DiscLyapFast.hh \
-	GeneralizedSchurDecomposition.cc \
-	GeneralizedSchurDecomposition.hh \
-	LapackBindings.hh \
-	LUSolver.cc \
-	LUSolver.hh \
-	QRDecomposition.cc \
-	QRDecomposition.hh \
-	VDVEigDecomposition.cc \
-	VDVEigDecomposition.hh
-
-nodist_logMHMCMCposterior_SOURCES = \
-	$(MAT_SRCS) \
-	DecisionRules.cc \
-	DecisionRules.hh \
-	DetrendData.cc \
-	DetrendData.hh \
-	EstimatedParameter.cc \
-	EstimatedParameter.hh \
-	EstimatedParametersDescription.cc \
-	EstimatedParametersDescription.hh \
-	EstimationSubsample.cc \
-	EstimationSubsample.hh \
-	InitializeKalmanFilter.cc \
-	InitializeKalmanFilter.hh \
-	KalmanFilter.cc \
-	KalmanFilter.hh \
-	LogLikelihoodSubSample.cc \
-	LogLikelihoodSubSample.hh \
-	LogLikelihoodMain.hh \
-	LogLikelihoodMain.cc \
-	LogPosteriorDensity.cc \
-	LogPosteriorDensity.hh \
-	LogPriorDensity.cc \
-	LogPriorDensity.hh \
-	ModelSolution.cc \
-	ModelSolution.hh \
-	Prior.cc \
-	Prior.hh \
-	Proposal.cc \
-	Proposal.hh \
-	RandomWalkMetropolisHastings.cc \
-	RandomWalkMetropolisHastings.hh \
-	dynamic_dll.cc \
-	dynamic_dll.hh \
-	logMHMCMCposterior.cc
diff --git a/mex/build/logposterior.am b/mex/build/logposterior.am
deleted file mode 100644
index daab40e27..000000000
--- a/mex/build/logposterior.am
+++ /dev/null
@@ -1,58 +0,0 @@
-vpath %.cc $(top_srcdir)/../../sources/estimation $(top_srcdir)/../../sources/estimation/libmat $(top_srcdir)/../../sources/estimation/utils
-vpath %.hh $(top_srcdir)/../../sources/estimation $(top_srcdir)/../../sources/estimation/libmat
-
-CPPFLAGS += -I$(top_srcdir)/../../sources/estimation/libmat -I$(top_srcdir)/../../sources/estimation/utils $(BOOST_CPPFLAGS)
-LDFLAGS += $(BOOST_LDFLAGS)
-
-noinst_PROGRAMS = logposterior
-
-logposterior_LDADD = $(LIBADD_DLOPEN)
-
-MAT_SRCS = \
-	Matrix.hh \
-	Matrix.cc \
-	Vector.hh \
-	Vector.cc \
-	BlasBindings.hh \
-	DiscLyapFast.hh \
-	GeneralizedSchurDecomposition.cc \
-	GeneralizedSchurDecomposition.hh \
-	LapackBindings.hh \
-	LUSolver.cc \
-	LUSolver.hh \
-	QRDecomposition.cc \
-	QRDecomposition.hh \
-	VDVEigDecomposition.cc \
-	VDVEigDecomposition.hh
-
-nodist_logposterior_SOURCES = \
-	$(MAT_SRCS) \
-	DecisionRules.cc \
-	DecisionRules.hh \
-	DetrendData.cc \
-	DetrendData.hh \
-	EstimatedParameter.cc \
-	EstimatedParameter.hh \
-	EstimatedParametersDescription.cc \
-	EstimatedParametersDescription.hh \
-	EstimationSubsample.cc \
-	EstimationSubsample.hh \
-	InitializeKalmanFilter.cc \
-	InitializeKalmanFilter.hh \
-	KalmanFilter.cc \
-	KalmanFilter.hh \
-	LogLikelihoodSubSample.cc \
-	LogLikelihoodSubSample.hh \
-	LogLikelihoodMain.hh \
-	LogLikelihoodMain.cc \
-	LogPosteriorDensity.cc \
-	LogPosteriorDensity.hh \
-	LogPriorDensity.cc \
-	LogPriorDensity.hh \
-	ModelSolution.cc \
-	ModelSolution.hh \
-	Prior.cc \
-	Prior.hh \
-	dynamic_dll.cc \
-	dynamic_dll.hh \
-	logposterior.cc
diff --git a/mex/build/matlab/Makefile.am b/mex/build/matlab/Makefile.am
index a97e0e5b1..e75e5c479 100644
--- a/mex/build/matlab/Makefile.am
+++ b/mex/build/matlab/Makefile.am
@@ -2,7 +2,7 @@ ACLOCAL_AMFLAGS = -I ../../../m4
 
 # libdynare++ must come before gensylv, k_order_perturbation, dynare_simul_
 if DO_SOMETHING
-SUBDIRS = mjdgges kronecker bytecode libdynare++ gensylv k_order_perturbation dynare_simul_ logposterior logMHMCMCposterior
+SUBDIRS = mjdgges kronecker bytecode libdynare++ gensylv k_order_perturbation dynare_simul_ estimation
 
 if HAVE_GSL
 SUBDIRS += swz
diff --git a/mex/build/matlab/configure.ac b/mex/build/matlab/configure.ac
index d55b8a874..6f06334fd 100644
--- a/mex/build/matlab/configure.ac
+++ b/mex/build/matlab/configure.ac
@@ -134,15 +134,14 @@ Binaries (with "make"):
 AC_CONFIG_FILES([Makefile
                  mjdgges/Makefile
                  kronecker/Makefile
-                 gensylv/Makefile
-                 libdynare++/Makefile
                  bytecode/Makefile
+                 libdynare++/Makefile
+                 gensylv/Makefile
                  k_order_perturbation/Makefile
                  dynare_simul_/Makefile
                  swz/Makefile
-                 logposterior/Makefile
-                 logMHMCMCposterior/Makefile
-		 libslicot/Makefile
-		 kalman_steady_state/Makefile])
+                 estimation/Makefile
+                 libslicot/Makefile
+                 kalman_steady_state/Makefile])
 
 AC_OUTPUT
diff --git a/mex/build/matlab/estimation/Makefile.am b/mex/build/matlab/estimation/Makefile.am
new file mode 100644
index 000000000..44c75b50f
--- /dev/null
+++ b/mex/build/matlab/estimation/Makefile.am
@@ -0,0 +1,2 @@
+include ../mex.am
+include ../../estimation.am
diff --git a/mex/build/matlab/logMHMCMCposterior/Makefile.am b/mex/build/matlab/logMHMCMCposterior/Makefile.am
deleted file mode 100644
index 58f0fcc47..000000000
--- a/mex/build/matlab/logMHMCMCposterior/Makefile.am
+++ /dev/null
@@ -1,2 +0,0 @@
-include ../mex.am
-include ../../logMHMCMCposterior.am
diff --git a/mex/build/matlab/logposterior/Makefile.am b/mex/build/matlab/logposterior/Makefile.am
deleted file mode 100644
index aa5387bc2..000000000
--- a/mex/build/matlab/logposterior/Makefile.am
+++ /dev/null
@@ -1,2 +0,0 @@
-include ../mex.am
-include ../../logposterior.am
diff --git a/mex/build/mjdgges.am b/mex/build/mjdgges.am
index 5e2e82db7..087387202 100644
--- a/mex/build/mjdgges.am
+++ b/mex/build/mjdgges.am
@@ -1,5 +1,3 @@
-vpath %.c $(top_srcdir)/../../sources/mjdgges
-
 noinst_PROGRAMS = mjdgges
 
-nodist_mjdgges_SOURCES = mjdgges.c
+nodist_mjdgges_SOURCES = $(top_srcdir)/../../sources/mjdgges/mjdgges.c
diff --git a/mex/build/octave/Makefile.am b/mex/build/octave/Makefile.am
index bc077d8e8..2a6ade576 100644
--- a/mex/build/octave/Makefile.am
+++ b/mex/build/octave/Makefile.am
@@ -14,6 +14,6 @@ SUBDIRS += libslicot kalman_steady_state
 endif
 
 if HAVE_MATIO
-SUBDIRS += logposterior logMHMCMCposterior
+SUBDIRS += estimation
 endif
 endif
diff --git a/mex/build/octave/configure.ac b/mex/build/octave/configure.ac
index b5005415b..4bf8d328f 100644
--- a/mex/build/octave/configure.ac
+++ b/mex/build/octave/configure.ac
@@ -125,11 +125,10 @@ AC_CONFIG_FILES([Makefile
                  k_order_perturbation/Makefile
                  dynare_simul_/Makefile
                  swz/Makefile
-                 logposterior/Makefile
-                 logMHMCMCposterior/Makefile
+                 estimation/Makefile
                  qzcomplex/Makefile
                  ordschur/Makefile
-		 libslicot/Makefile
-		 kalman_steady_state/Makefile])
+                 libslicot/Makefile
+                 kalman_steady_state/Makefile])
 
 AC_OUTPUT
diff --git a/mex/build/octave/estimation/Makefile.am b/mex/build/octave/estimation/Makefile.am
new file mode 100644
index 000000000..bc9c58ab0
--- /dev/null
+++ b/mex/build/octave/estimation/Makefile.am
@@ -0,0 +1,5 @@
+EXEEXT = .mex
+include ../mex.am
+include ../../estimation.am
+
+logMHMCMCposterior_LDADD = $(LIBADD_MATIO)
diff --git a/mex/build/octave/logMHMCMCposterior/Makefile.am b/mex/build/octave/logMHMCMCposterior/Makefile.am
deleted file mode 100644
index 071f3d8af..000000000
--- a/mex/build/octave/logMHMCMCposterior/Makefile.am
+++ /dev/null
@@ -1,5 +0,0 @@
-EXEEXT = .mex
-include ../mex.am
-include ../../logMHMCMCposterior.am
-
-logMHMCMCposterior_LDADD += $(LIBADD_MATIO)
diff --git a/mex/build/octave/logposterior/Makefile.am b/mex/build/octave/logposterior/Makefile.am
deleted file mode 100644
index a4d591844..000000000
--- a/mex/build/octave/logposterior/Makefile.am
+++ /dev/null
@@ -1,3 +0,0 @@
-EXEEXT = .mex
-include ../mex.am
-include ../../logposterior.am
diff --git a/mex/build/octave/ordschur/Makefile.am b/mex/build/octave/ordschur/Makefile.am
index e9225d7ec..7973636f5 100644
--- a/mex/build/octave/ordschur/Makefile.am
+++ b/mex/build/octave/ordschur/Makefile.am
@@ -1,8 +1,6 @@
 EXEEXT = .oct
 include ../mex.am
 
-vpath %.cc $(top_srcdir)/../../sources/ordschur
-
 noinst_PROGRAMS = ordschur
 
-nodist_ordschur_SOURCES = ordschur.cc
+nodist_ordschur_SOURCES = $(top_srcdir)/../../sources/ordschur/ordschur.cc
diff --git a/mex/build/octave/qzcomplex/Makefile.am b/mex/build/octave/qzcomplex/Makefile.am
index ca9692d8a..0cf65d439 100644
--- a/mex/build/octave/qzcomplex/Makefile.am
+++ b/mex/build/octave/qzcomplex/Makefile.am
@@ -1,8 +1,6 @@
 EXEEXT = .oct
 include ../mex.am
 
-vpath %.cc $(top_srcdir)/../../sources/qzcomplex
-
 noinst_PROGRAMS = qzcomplex
 
-nodist_qzcomplex_SOURCES = qzcomplex.cc
+nodist_qzcomplex_SOURCES = $(top_srcdir)/../../sources/qzcomplex/qzcomplex.cc
diff --git a/mex/build/swz.am b/mex/build/swz.am
index e39b96a81..040b43001 100644
--- a/mex/build/swz.am
+++ b/mex/build/swz.am
@@ -1,26 +1,69 @@
-SWZ_SRC_BASEDIR = ../../../../matlab/swz/c-code
+TOPDIR = ../../../../matlab/swz/c-code
 
-SWZ_SRC_DIRS = $(SWZ_SRC_BASEDIR)/utilities/TZCcode $(SWZ_SRC_BASEDIR)/utilities/DWCcode/matrix $(SWZ_SRC_BASEDIR)/utilities/DWCcode/error $(SWZ_SRC_BASEDIR)/utilities/DWCcode/arrays $(SWZ_SRC_BASEDIR)/utilities/DWCcode/ascii $(SWZ_SRC_BASEDIR)/utilities/DWCcode/histogram $(SWZ_SRC_BASEDIR)/utilities/DWCcode/stat $(SWZ_SRC_BASEDIR)/utilities/DWCcode/spherical $(SWZ_SRC_BASEDIR)/utilities/DWCcode/sort $(SWZ_SRC_BASEDIR)/sbvar/switching $(SWZ_SRC_BASEDIR)/sbvar/var $(SWZ_SRC_BASEDIR)/mex
-
-vpath %.c $(SWZ_SRC_DIRS)
-vpath %.cc $(SWZ_SRC_BASEDIR)/mex
-
-CPPFLAGS += -DINTELCMATHLIBRARY $(GSL_CPPFLAGS) -I$(SWZ_SRC_BASEDIR)/utilities/TZCcode -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/matrix -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/error -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/arrays -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/ascii -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/histogram -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/stat -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/spherical -I$(SWZ_SRC_BASEDIR)/utilities/DWCcode/sort -I$(SWZ_SRC_BASEDIR)/sbvar/switching -I$(SWZ_SRC_BASEDIR)/sbvar/var -I$(SWZ_SRC_BASEDIR)/mex
+CPPFLAGS += -DINTELCMATHLIBRARY $(GSL_CPPFLAGS) -I$(TOPDIR)/utilities/TZCcode -I$(TOPDIR)/utilities/DWCcode/matrix -I$(TOPDIR)/utilities/DWCcode/error -I$(TOPDIR)/utilities/DWCcode/arrays -I$(TOPDIR)/utilities/DWCcode/ascii -I$(TOPDIR)/utilities/DWCcode/histogram -I$(TOPDIR)/utilities/DWCcode/stat -I$(TOPDIR)/utilities/DWCcode/spherical -I$(TOPDIR)/utilities/DWCcode/sort -I$(TOPDIR)/sbvar/switching -I$(TOPDIR)/sbvar/var -I$(TOPDIR)/mex
 
 LIBS += $(GSL_LIBS)
 LDFLAGS += $(GSL_LDFLAGS)
 
 noinst_PROGRAMS = mex_sbvar_init_file mex_sbvar_estimation mex_sbvar_mhm_1 mex_sbvar_mhm_2 mex_sbvar_probabilities mex_sbvar_draws mex_sbvar_forecast
 
-common_mex = mex_top_level.cc modify_for_mex.cc
-swz_common = bmatrix.c swzmatrix.c dw_error.c dw_rand.c dw_matrix_rand.c dw_array.c dw_matrix_array.c dw_matrix_sort.c dw_ascii.c dw_parse_cmd.c dw_histogram.c
-swz_tao    = tzmatlab.c mathlib.c cstz_dw.c
+SWZ_COMMON = \
+	$(TOPDIR)/utilities/DWCcode/matrix/bmatrix.c \
+	$(TOPDIR)/utilities/DWCcode/matrix/swzmatrix.c \
+	$(TOPDIR)/utilities/DWCcode/error/dw_error.c \
+	$(TOPDIR)/utilities/DWCcode/stat/dw_rand.c \
+	$(TOPDIR)/utilities/DWCcode/stat/dw_matrix_rand.c \
+	$(TOPDIR)/utilities/DWCcode/arrays/dw_array.c \
+	$(TOPDIR)/utilities/DWCcode/arrays/dw_matrix_array.c \
+	$(TOPDIR)/utilities/DWCcode/sort/dw_matrix_sort.c \
+	$(TOPDIR)/utilities/DWCcode/ascii/dw_ascii.c \
+	$(TOPDIR)/utilities/DWCcode/ascii/dw_parse_cmd.c \
+	$(TOPDIR)/utilities/DWCcode/histogram/dw_histogram.c \
+	$(TOPDIR)/sbvar/switching/switch.c \
+	$(TOPDIR)/sbvar/switching/switchio.c \
+	$(TOPDIR)/sbvar/var/VARbase.c \
+	$(TOPDIR)/sbvar/var/VARio.c \
+	$(TOPDIR)/mex/mex_top_level.cc \
+	$(TOPDIR)/mex/modify_for_mex.cc
 
-nodist_mex_sbvar_init_file_SOURCES     = $(common_mex) $(swz_common) create_init_file.c switch.c switchio.c VARbase.c VARio.c VARio_matlab.c
-nodist_mex_sbvar_estimation_SOURCES    = $(common_mex) $(swz_common) $(swz_tao) estimate.c VARbase.c VARio.c command_line_VAR.c switch.c switchio.c switch_opt.c csminwel.c
-nodist_mex_sbvar_mhm_1_SOURCES         = $(common_mex) $(swz_common) mhm_VAR_main_1.c mhm_VAR.c VARbase.c VARio.c command_line_VAR.c switch.c switchio.c
-nodist_mex_sbvar_mhm_2_SOURCES         = $(common_mex) $(swz_common) mhm_VAR_main_2.c spherical.c VARbase.c VARio.c switch.c switchio.c mhm_VAR.c
-nodist_mex_sbvar_probabilities_SOURCES = $(common_mex) $(swz_common) probabilities.c switch.c switchio.c VARbase.c VARio.c command_line_VAR.c
-nodist_mex_sbvar_draws_SOURCES         = $(common_mex) $(swz_common) PrintDraws.c switch.c switchio.c VARbase.c VARio.c command_line_VAR.c
-nodist_mex_sbvar_forecast_SOURCES      = $(common_mex) $(swz_common) forecast.c switch.c switchio.c VARbase.c VARio.c command_line_VAR.c
+nodist_mex_sbvar_init_file_SOURCES = \
+	$(SWZ_COMMON) \
+	$(TOPDIR)/sbvar/var/create_init_file.c \
+	$(TOPDIR)/sbvar/var/VARio_matlab.c
 
+nodist_mex_sbvar_estimation_SOURCES = \
+	$(SWZ_COMMON) \
+	$(TOPDIR)/utilities/TZCcode/tzmatlab.c \
+	$(TOPDIR)/utilities/TZCcode/mathlib.c \
+	$(TOPDIR)/utilities/TZCcode/cstz_dw.c \
+	$(TOPDIR)/sbvar/var/estimate.c \
+	$(TOPDIR)/sbvar/var/command_line_VAR.c \
+	$(TOPDIR)/sbvar/switching/switch_opt.c \
+	$(TOPDIR)/utilities/TZCcode/csminwel.c
+
+nodist_mex_sbvar_mhm_1_SOURCES = \
+	$(SWZ_COMMON) \
+	$(TOPDIR)/sbvar/var/mhm_VAR_main_1.c \
+	$(TOPDIR)/sbvar/var/mhm_VAR.c \
+	$(TOPDIR)/sbvar/var/command_line_VAR.c
+
+nodist_mex_sbvar_mhm_2_SOURCES = \
+	$(SWZ_COMMON) \
+	$(TOPDIR)/sbvar/var/mhm_VAR_main_2.c \
+	$(TOPDIR)/utilities/DWCcode/spherical/spherical.c \
+	$(TOPDIR)/sbvar/var/mhm_VAR.c
+
+nodist_mex_sbvar_probabilities_SOURCES = \
+	$(SWZ_COMMON) \
+	$(TOPDIR)/sbvar/var/probabilities.c \
+	$(TOPDIR)/sbvar/var/command_line_VAR.c
+
+nodist_mex_sbvar_draws_SOURCES = \
+	$(SWZ_COMMON) \
+	$(TOPDIR)/sbvar/var/PrintDraws.c \
+	$(TOPDIR)/sbvar/var/command_line_VAR.c
+
+nodist_mex_sbvar_forecast_SOURCES = \
+	$(SWZ_COMMON) \
+	$(TOPDIR)/sbvar/var/forecast.c \
+	$(TOPDIR)/sbvar/var/command_line_VAR.c