From 8ba344b786f7ff4eab479b88f29369ed8295eb7e Mon Sep 17 00:00:00 2001
From: adjemian <adjemian@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Tue, 17 Jun 2008 21:44:00 +0000
Subject: [PATCH] Cosmetic change in var_sample_moments + Removed one global.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1880 ac1d8469-bf42-47a9-8791-bf33cf982152
---
 matlab/PosteriorIRF.m       |  3 ++-
 matlab/dynare_estimation.m  | 11 ++++++++---
 matlab/var_sample_moments.m | 36 ++++++++++++++++--------------------
 3 files changed, 26 insertions(+), 24 deletions(-)

diff --git a/matlab/PosteriorIRF.m b/matlab/PosteriorIRF.m
index 1fc2380bc..12c074a70 100644
--- a/matlab/PosteriorIRF.m
+++ b/matlab/PosteriorIRF.m
@@ -116,7 +116,8 @@ if MAX_nirfs_dsgevar
         stock_irf_bvardsge = zeros(options_.irf,nvobs,M_.exo_nbr,B);
     end
     [mYY,mXY,mYX,mXX,Ydata,Xdata] = ...
-        var_sample_moments(options_.first_obs,options_.first_obs+options_.nobs-1,options_.varlag,-1);
+        var_sample_moments(options_.first_obs,options_.first_obs+options_.nobs-1,...
+                           options_.varlag,-1,options_.datafile,options_.varobs);
     NumberOfLags = options_.varlag;
     NumberOfLagsTimesNvobs = NumberOfLags*nvobs;
     if options_.noconstant
diff --git a/matlab/dynare_estimation.m b/matlab/dynare_estimation.m
index 9fc4d5b3d..47a35e371 100644
--- a/matlab/dynare_estimation.m
+++ b/matlab/dynare_estimation.m
@@ -257,11 +257,16 @@ end
 %% compute sample moments if needed (bvar-dsge)
 if options_.bvar_dsge~isempty(strmatch('dsge_prior_weight',M_.param_names))
     if options_.noconstant
-        evalin('base',['[mYY,mXY,mYX,mXX,Ydata,Xdata] = ' ...
-                 'var_sample_moments(options_.first_obs,options_.first_obs+options_.nobs-1,options_.varlag,-1);'])
+        evalin('base',...
+               ['[mYY,mXY,mYX,mXX,Ydata,Xdata] = ' ...
+                'var_sample_moments(options_.first_obs,' ... 
+                'options_.first_obs+options_.nobs-1,options_.varlag,-1,' ...
+                       'options_.datafile, options_.varobs);'])
     else% The steady state is non zero ==> a constant in the VAR is needed!
         evalin('base',['[mYY,mXY,mYX,mXX,Ydata,Xdata] = ' ...
-                 'var_sample_moments(options_.first_obs,options_.first_obs+options_.nobs-1,options_.varlag,0);'])
+                 'var_sample_moments(options_.first_obs,' ...
+                       'options_.first_obs+options_.nobs-1,options_.varlag,0,' ...
+                       'options_.datafile, options_.varobs);'])
     end
 end
 
diff --git a/matlab/var_sample_moments.m b/matlab/var_sample_moments.m
index e91d9aced..e5abe6ab6 100644
--- a/matlab/var_sample_moments.m
+++ b/matlab/var_sample_moments.m
@@ -1,7 +1,6 @@
-function [YtY,XtY,YtX,XtX,Y,X] = var_sample_moments(FirstObservation,LastObservation,qlag,var_trend_order)
-
-% function [YtY,XtY,YtX,XtX,Y,X] = var_sample_moments(FirstObservation,LastObservation,qlag,var_trend_order)
-% Computes the sample moments of a VAR model.  
+function [YtY,XtY,YtX,XtX,Y,X] = ...
+    var_sample_moments(FirstObservation,LastObservation,qlag,var_trend_order,datafile,varobs)
+% Computes the sample moments of a VAR model.
 %
 % The VAR(p) model is defined by:
 %
@@ -49,15 +48,12 @@ function [YtY,XtY,YtX,XtX,Y,X] = var_sample_moments(FirstObservation,LastObserva
 %   o Y                   [double]  Y a T*m matrix.
 %   o X                   [double]  X a T*(mp+q) matrix.
 %
-
 % SPECIAL REQUIREMENTS
 %   None.
 %  
 % part of DYNARE, copyright Dynare Team (2007)
 % Gnu Public License.
 
-global options_
-
 X = [];
 Y = [];
 YtY = [];
@@ -65,15 +61,15 @@ YtX = [];
 XtY = [];
 XtX = [];
 
-if exist(options_.datafile)
-  eval(options_.datafile);
+if exist(datafile)
+  eval(datafile);
 else
-  eval(['load ' options_.datafile]);
+  eval(['load ' datafile]);
 end
 
 data = [ ];
-for i=1:size(options_.varobs,1)% m is equal to options_.varobs
-  data = [data eval(deblank(options_.varobs(i,:)))];
+for i=1:size(varobs,1)% m is equal to options_.varobs
+  data = [data eval(deblank(varobs(i,:)))];
 end
 
 if qlag > FirstObservation
@@ -82,14 +78,14 @@ if qlag > FirstObservation
 end
 
 NumberOfObservations = LastObservation-FirstObservation+1;% This is T.
-NumberOfVariables = size(options_.varobs,1);% This is m.
+NumberOfVariables = size(varobs,1);% This is m.
 if var_trend_order == -1% No constant no linear trend case.
     X = zeros(NumberOfObservations,NumberOfVariables*qlag);
 elseif var_trend_order == 0% Constant and no linear trend case.
-    X = zeros(NumberOfObservations,NumberOfVariables*qlag+1);
+    X = ones(NumberOfObservations,NumberOfVariables*qlag+1);
     indx = NumberOfVariables*qlag+1;
 elseif var_trend_order == 1;% Constant and linear trend case.
-    X = zeros(NumberOfObservations,NumberOfVariables*qlag+2);
+    X = ones(NumberOfObservations,NumberOfVariables*qlag+2);
     indx = NumberOfVariables*qlag+1:NumberOfVariables*qlag+2;
 else
     disp('var_sample_moments :: trend must be equal to -1,0 or 1!')
@@ -98,16 +94,16 @@ end
 
 % I build matrices Y and X  
 Y = data(FirstObservation:LastObservation,:);
+
 for t=1:NumberOfObservations
   line = t + FirstObservation-1;
   for lag = 1:qlag
       X(t,(lag-1)*NumberOfVariables+1:lag*NumberOfVariables) = data(line-lag,:);
   end
-  if var_trend_order == 0
-      X(t,indx) = 1;
-  elseif var_trend_order == 1
-      X(t,indx) = [ 1 , t ];
-  end
+end
+
+if (var_trend_order == 1)
+    X(:,end) = transpose(1:NumberOfObservations)
 end
 
 YtY = Y'*Y;