diff --git a/LICENSE.md b/LICENSE.md index 233611e8f..e9fbc2f98 100644 --- a/LICENSE.md +++ b/LICENSE.md @@ -13,4 +13,4 @@ The Dynare particles module is distributed under the GNU GPL: > GNU General Public License for more details. > > You should have received a copy of the GNU General Public License -> along with this program. If not, see . \ No newline at end of file +> along with this program. If not, see . \ No newline at end of file diff --git a/src/DSMH_initialization.m b/src/DSMH_initialization.m index 38e16da4e..a9b9ee1bd 100644 --- a/src/DSMH_initialization.m +++ b/src/DSMH_initialization.m @@ -45,7 +45,7 @@ function [ ix2, temperedlogpost, loglik, ModelName, MetropolisFolder, npar, Numb % 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 . +% along with Dynare. If not, see . %Initialize outputs ix2 = []; diff --git a/src/DSMH_sampler.m b/src/DSMH_sampler.m index 99307013f..967694759 100644 --- a/src/DSMH_sampler.m +++ b/src/DSMH_sampler.m @@ -52,7 +52,7 @@ function DSMH_sampler(TargetFun,xparam1,mh_bounds,dataset_,dataset_info,options_ % 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 . +% along with Dynare. If not, see . lambda = exp(bsxfun(@minus,options_.dsmh.H,1:1:options_.dsmh.H)/(options_.dsmh.H-1)*log(options_.dsmh.lambda1)); diff --git a/src/Herbst_Schorfheide_sampler.m b/src/Herbst_Schorfheide_sampler.m index 03323a0d9..b6b32a3bd 100644 --- a/src/Herbst_Schorfheide_sampler.m +++ b/src/Herbst_Schorfheide_sampler.m @@ -52,7 +52,7 @@ function Herbst_Schorfheide_sampler(TargetFun,xparam1,mh_bounds,dataset_,dataset % 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 . +% along with Dynare. If not, see . % Create the tempering schedule diff --git a/src/SMC_samplers_initialization.m b/src/SMC_samplers_initialization.m index 765a7679c..7642f8761 100644 --- a/src/SMC_samplers_initialization.m +++ b/src/SMC_samplers_initialization.m @@ -46,7 +46,7 @@ function [ ix2, temperedlogpost, loglik, npar, NumberOfParticles, bayestopt_] = % 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 . +% along with Dynare. If not, see . %Initialize outputs ix2 = []; diff --git a/src/auxiliary_initialization.m b/src/auxiliary_initialization.m index 002a8038a..ac74204b0 100644 --- a/src/auxiliary_initialization.m +++ b/src/auxiliary_initialization.m @@ -17,7 +17,7 @@ function initial_distribution = auxiliary_initialization(ReducedForm,Y,start,Par % 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 . +% along with Dynare. If not, see . persistent init_flag mf0 mf1 number_of_particles persistent number_of_observed_variables number_of_structural_innovations diff --git a/src/auxiliary_particle_filter.m b/src/auxiliary_particle_filter.m index 737d1a6da..6a4e89feb 100644 --- a/src/auxiliary_particle_filter.m +++ b/src/auxiliary_particle_filter.m @@ -18,7 +18,7 @@ function [LIK,lik] = auxiliary_particle_filter(ReducedForm,Y,start,ParticleOptio % 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 . +% along with Dynare. If not, see . % Set default if isempty(start) diff --git a/src/conditional_filter_proposal.m b/src/conditional_filter_proposal.m index 741f8d487..3b6b65538 100644 --- a/src/conditional_filter_proposal.m +++ b/src/conditional_filter_proposal.m @@ -37,7 +37,7 @@ function [ProposalStateVector, Weights, flag] = conditional_filter_proposal(Redu % 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 . +% along with Dynare. If not, see . flag = false; diff --git a/src/conditional_particle_filter.m b/src/conditional_particle_filter.m index 2bbb4a571..a71d413ea 100644 --- a/src/conditional_particle_filter.m +++ b/src/conditional_particle_filter.m @@ -50,7 +50,7 @@ function [LIK,lik] = conditional_particle_filter(ReducedForm, Y, s, ParticleOpti % 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 . +% along with Dynare. If not, see . % Set default for third input argument. if isempty(s) diff --git a/src/fit_gaussian_mixture.m b/src/fit_gaussian_mixture.m index 672c90e68..00970da6f 100644 --- a/src/fit_gaussian_mixture.m +++ b/src/fit_gaussian_mixture.m @@ -15,7 +15,7 @@ function [StateMu,StateSqrtP,StateWeights] = fit_gaussian_mixture(X,X_weights,St % 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 . +% along with Dynare. If not, see . [dim,Ndata] = size(X); M = size(StateMu,2) ; diff --git a/src/gaussian_densities.m b/src/gaussian_densities.m index 64128cf58..4cc441d65 100644 --- a/src/gaussian_densities.m +++ b/src/gaussian_densities.m @@ -35,7 +35,7 @@ function IncrementalWeights = gaussian_densities(obs,mut_t,sqr_Pss_t_t,st_t_1,sq % 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 . +% along with Dynare. If not, see . % proposal density proposal = probability2(mut_t, sqr_Pss_t_t, particles); diff --git a/src/gaussian_filter.m b/src/gaussian_filter.m index 29cc021e0..8119ffb9b 100644 --- a/src/gaussian_filter.m +++ b/src/gaussian_filter.m @@ -47,7 +47,7 @@ function [LIK,lik] = gaussian_filter(ReducedForm, Y, start, ParticleOptions, Thr % 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 . +% along with Dynare. If not, see . % Set default if isempty(start) diff --git a/src/gaussian_filter_bank.m b/src/gaussian_filter_bank.m index 7932411c4..d7361207b 100644 --- a/src/gaussian_filter_bank.m +++ b/src/gaussian_filter_bank.m @@ -37,7 +37,7 @@ function [PredictedStateMean, PredictedStateVarianceSquareRoot, StateVectorMean, % 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 . +% along with Dynare. If not, see . if ReducedForm.use_k_order_solver dr = ReducedForm.dr; diff --git a/src/gaussian_mixture_densities.m b/src/gaussian_mixture_densities.m index 9e4851093..8a12b102e 100644 --- a/src/gaussian_mixture_densities.m +++ b/src/gaussian_mixture_densities.m @@ -37,7 +37,7 @@ function IncrementalWeights = gaussian_mixture_densities(obs, StateMuPrior, Sta % 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 . +% along with Dynare. If not, see . % Compute the density of particles under the prior distribution [~, ~, prior] = probability(StateMuPrior, StateSqrtPPrior, StateWeightsPrior, StateParticles); diff --git a/src/gaussian_mixture_filter.m b/src/gaussian_mixture_filter.m index 65c16995d..0f4a8d180 100644 --- a/src/gaussian_mixture_filter.m +++ b/src/gaussian_mixture_filter.m @@ -51,7 +51,7 @@ function [LIK, lik] = gaussian_mixture_filter(ReducedForm, Y, start, ParticleOpt % 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 . +% along with Dynare. If not, see . % Set default if isempty(start) diff --git a/src/gaussian_mixture_filter_bank.m b/src/gaussian_mixture_filter_bank.m index fd80dd417..74b9dea47 100644 --- a/src/gaussian_mixture_filter_bank.m +++ b/src/gaussian_mixture_filter_bank.m @@ -39,7 +39,7 @@ function [StateMuPrior,StateSqrtPPrior,StateWeightsPrior,StateMuPost,StateSqrtPP % 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 . +% along with Dynare. If not, see . if ReducedForm.use_k_order_solver dr = ReducedForm.dr; diff --git a/src/importance_sampling.m b/src/importance_sampling.m index ae20b02a7..357854cc3 100644 --- a/src/importance_sampling.m +++ b/src/importance_sampling.m @@ -15,7 +15,7 @@ function State_Particles = importance_sampling(StateMuPost,StateSqrtPPost,StateW % 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 . +% along with Dynare. If not, see . [Xdim,Gsecond] = size(StateMuPost) ; u = rand(numP,1); diff --git a/src/measurement_equations.m b/src/measurement_equations.m index e450d1c11..87edc75fc 100644 --- a/src/measurement_equations.m +++ b/src/measurement_equations.m @@ -15,7 +15,7 @@ function measure = measurement_equations(StateVectors,ReducedForm,ThreadsOptions % 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 . +% along with Dynare. If not, see . mf1 = ReducedForm.mf1; if ReducedForm.use_k_order_solver diff --git a/src/multivariate_smooth_resampling.m b/src/multivariate_smooth_resampling.m index 01c9208a7..52e9411d6 100644 --- a/src/multivariate_smooth_resampling.m +++ b/src/multivariate_smooth_resampling.m @@ -53,7 +53,7 @@ function new_particles = multivariate_smooth_resampling(particles,weights) % 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 . +% along with Dynare. If not, see . % AUTHOR(S) frederic DOT karame AT univ DASH lemans DOT fr % stephane DOT adjemian AT univ DASH lemans DOT fr diff --git a/src/mykmeans.m b/src/mykmeans.m index c39afedb9..30f5b902a 100644 --- a/src/mykmeans.m +++ b/src/mykmeans.m @@ -15,7 +15,7 @@ function [c,SqrtVariance,Weights] = mykmeans(x,g,init,cod) % 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 . +% along with Dynare. If not, see . [n,m] = size(x) ; indold = zeros(1,m) ; diff --git a/src/neff.m b/src/neff.m index e0fb4f70e..d6d80e464 100644 --- a/src/neff.m +++ b/src/neff.m @@ -16,6 +16,6 @@ function n = neff(w) % 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 . +% along with Dynare. If not, see . n = 1/dot(w,w); \ No newline at end of file diff --git a/src/nonlinear_kalman_filter.m b/src/nonlinear_kalman_filter.m index 9f9d729c5..322eb6e6e 100644 --- a/src/nonlinear_kalman_filter.m +++ b/src/nonlinear_kalman_filter.m @@ -47,7 +47,7 @@ function [LIK,lik] = nonlinear_kalman_filter(ReducedForm, Y, start, ParticleOpti % 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 . +% along with Dynare. If not, see . % Set default if isempty(start) diff --git a/src/online_auxiliary_filter.m b/src/online_auxiliary_filter.m index 0da8e48fa..ebc98a3ab 100644 --- a/src/online_auxiliary_filter.m +++ b/src/online_auxiliary_filter.m @@ -36,7 +36,7 @@ function [pmean, pmode, pmedian, pstdev, p025, p975, covariance] = online_auxili % 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 . +% along with Dynare. If not, see . % Set seed for randn(). set_dynare_seed('default'); diff --git a/src/probability.m b/src/probability.m index 68efb3fa1..2368cbdca 100644 --- a/src/probability.m +++ b/src/probability.m @@ -15,7 +15,7 @@ function [prior,likelihood,C,posterior] = probability(mu,sqrtP,prior,X) % 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 . +% along with Dynare. If not, see . [dim,nov] = size(X); M = size(mu,2) ; diff --git a/src/probability2.m b/src/probability2.m index 268cd0394..f9b4f0b9f 100644 --- a/src/probability2.m +++ b/src/probability2.m @@ -29,7 +29,7 @@ function [density] = probability2(mu,S,X) % 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 . +% along with Dynare. If not, see . dim = size(X,1) ; normfact = bsxfun(@power,(2*pi),(dim/2)) ; diff --git a/src/probability3.m b/src/probability3.m index 710a84267..bafac9528 100644 --- a/src/probability3.m +++ b/src/probability3.m @@ -15,7 +15,7 @@ function [prior,likelihood,C,posterior] = probability3(mu,sqrtP,prior,X,X_weight % 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 . +% along with Dynare. If not, see . [dim,nov] = size(X); M = size(mu,2) ; diff --git a/src/resample.m b/src/resample.m index e29d62e4f..c9ac9cd78 100644 --- a/src/resample.m +++ b/src/resample.m @@ -51,7 +51,7 @@ function resampled_output = resample(particles,weights,ParticleOptions) % 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 . +% along with Dynare. If not, see . defaultmethod = 1; % For residual based method set this variable equal to 0. diff --git a/src/residual_resampling.m b/src/residual_resampling.m index d4d250309..1b8752a2c 100644 --- a/src/residual_resampling.m +++ b/src/residual_resampling.m @@ -45,7 +45,7 @@ function return_resample = residual_resampling(particles,weights,noise) % 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 . +% along with Dynare. If not, see . % AUTHOR(S) frederic DOT karame AT univ DASH evry DOT fr % stephane DOT adjemian AT univ DASH lemans DOT fr diff --git a/src/sequential_importance_particle_filter.m b/src/sequential_importance_particle_filter.m index 526ee825f..975ac1299 100644 --- a/src/sequential_importance_particle_filter.m +++ b/src/sequential_importance_particle_filter.m @@ -17,7 +17,7 @@ function [LIK,lik] = sequential_importance_particle_filter(ReducedForm,Y,start,P % 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 . +% along with Dynare. If not, see . persistent init_flag persistent mf0 mf1 diff --git a/src/solve_model_for_online_filter.m b/src/solve_model_for_online_filter.m index 5afff5584..c80bc3f3d 100644 --- a/src/solve_model_for_online_filter.m +++ b/src/solve_model_for_online_filter.m @@ -35,7 +35,7 @@ function [info, Model, DynareOptions, DynareResults, ReducedForm] = ... % 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 . +% along with Dynare. If not, see . persistent init_flag restrict_variables_idx state_variables_idx mf0 mf1 number_of_state_variables diff --git a/src/spherical_radial_sigma_points.m b/src/spherical_radial_sigma_points.m index aeaf7d5c5..19e2634ab 100644 --- a/src/spherical_radial_sigma_points.m +++ b/src/spherical_radial_sigma_points.m @@ -30,7 +30,7 @@ function [nodes,weights] = spherical_radial_sigma_points(n) % 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 . +% along with Dynare. If not, see . nodes = (sqrt(n)*([eye(n) -eye(n)]))' ; weights = (1/(2*n)) ; diff --git a/src/traditional_resampling.m b/src/traditional_resampling.m index ce6ed90c4..3dd27aba7 100644 --- a/src/traditional_resampling.m +++ b/src/traditional_resampling.m @@ -48,7 +48,7 @@ function return_resample = traditional_resampling(particles,weights,noise) % 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 . +% along with Dynare. If not, see . % AUTHOR(S) frederic DOT karame AT univ DASH evry DOT fr % stephane DOT adjemian AT univ DASH lemans DOT fr diff --git a/src/univariate_smooth_resampling.m b/src/univariate_smooth_resampling.m index 1a8d10439..aa8651538 100644 --- a/src/univariate_smooth_resampling.m +++ b/src/univariate_smooth_resampling.m @@ -49,7 +49,7 @@ function new_particles = univariate_smooth_resampling(weights,particles,number_o % 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 . +% along with Dynare. If not, see . % AUTHOR(S) frederic DOT karame AT univ DASH lemans DOT fr % stephane DOT adjemian AT univ DASH lemans DOT fr diff --git a/src/unscented_sigma_points.m b/src/unscented_sigma_points.m index 54c5b0b0d..53709af40 100644 --- a/src/unscented_sigma_points.m +++ b/src/unscented_sigma_points.m @@ -29,7 +29,7 @@ function [nodes,W_m,W_c] = unscented_sigma_points(n,ParticleOptions) % 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 . +% along with Dynare. If not, see . lambda = (ParticleOptions.unscented.alpha^2)*(n+ParticleOptions.unscented.kappa) - n ; nodes = [ zeros(n,1) ( sqrt(n+lambda).*([ eye(n) -eye(n)]) ) ]' ;