undoing r2110 and r2111 changesets

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2112 ac1d8469-bf42-47a9-8791-bf33cf982152

doc/userguide/models/Alt_Ex1.mod

@@ -1,44 +1,51 @@
-// example 1 from Collard's guide to Dynare
+{\rtf1\mac\ansicpg10000\cocoartf824\cocoasubrtf420
-var y, c, k, a, h, b;
+{\fonttbl\f0\fswiss\fcharset77 Helvetica;}
-varexo e,u;
+{\colortbl;\red255\green255\blue255;}
+\paperw11900\paperh16840\margl1440\margr1440\vieww9000\viewh8400\viewkind0
+\pard\tx566\tx1133\tx1700\tx2267\tx2834\tx3401\tx3968\tx4535\tx5102\tx5669\tx6236\tx6803\ql\qnatural\pardirnatural
 
-parameters beta, rho, beta, alpha, delta, theta, psi, tau;
+\f0\fs24 \cf0 // example 1 from Collard's guide to Dynare
\
-
+var y, c, k, a, h, b;
\
-alpha = 0.36;
+varexo e,u;
\
-rho   = 0.95;
+
\
-tau   = 0.025;
+parameters beta, rho, beta, alpha, delta, theta, psi, tau;
\
-beta  = 0.99;
+
\
-delta = 0.025;
+alpha = 0.36;
\
-psi   = 0;
+rho   = 0.95;
\
-theta = 2.95;
+tau   = 0.025;
\
-
+beta  = 0.99;
\
-phi   = 0.1;
+delta = 0.025;
\
-
+psi   = 0;
\
-model;
+theta = 2.95;
\
-c*theta*h^(1+psi)=(1-alpha)*y;
+
\
-k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
+phi   = 0.1;
\
-    *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
+
\
-y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
+model;
\
-k = exp(b)*(y-c)+(1-delta)*k(-1);
+c*theta*h^(1+psi)=(1-alpha)*y;
\
-a = rho*a(-1)+tau*b(-1) + e;
+k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
\
-b = tau*a(-1)+rho*b(-1) + u;
+    *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
\
-end;
+y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
\
-
+k = exp(b)*(y-c)+(1-delta)*k(-1);
\
-initval;
+a = rho*a(-1)+tau*b(-1) + e;
\
-y = 1.08068253095672;
+b = tau*a(-1)+rho*b(-1) + u;
\
-c = 0.80359242014163;
+end;
\
-h = 0.29175631001732;
+
\
-k = 5;
+initval;
\
-a = 0;
+y = 1.08068253095672;
\
-b = 0;
+c = 0.80359242014163;
\
-e = 0;
+h = 0.29175631001732;
\
-u = 0;
+k = 5;
\
-end;
+a = 0;
\
-
+b = 0;
\
-shocks;
+e = 0;
\
-var e; stderr 0.009;
+u = 0;
\
-var u; stderr 0.009;
+end;
\
-var e, u = phi*0.009*0.009;
+
\
-end;
+shocks;
\
-
+var e; stderr 0.009;
\
-stoch_simul(periods=2100);
+var u; stderr 0.009;
\
+var e, u = phi*0.009*0.009;
\
+end;
\
+
\
+stoch_simul(periods=2100);
\
+}

doc/userguide/models/RBC_Est.mod

@@ -1,40 +1,40 @@
-var y c k i l y_l w r z; 
+var y c k i l y_l w r z; 
-varexo e; 
+varexo e; 
-parameters beta psi delta alpha rho epsilon;
+parameters beta psi delta alpha rho epsilon;
-
+
-model; 
+model; 
-(1/c) = beta*(1/c(+1))*(1+r(+1)-delta); 
+(1/c) = beta*(1/c(+1))*(1+r(+1)-delta); 
-psi*c/(1-l) = w; 
+psi*c/(1-l) = w; 
-c+i = y; 
+c+i = y; 
-y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha); 
+y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha); 
-w = y*((epsilon-1)/epsilon)*(1-alpha)/l; 
+w = y*((epsilon-1)/epsilon)*(1-alpha)/l; 
-r = y*((epsilon-1)/epsilon)*alpha/k(-1); 
+r = y*((epsilon-1)/epsilon)*alpha/k(-1); 
-i = k-(1-delta)*k(-1); 
+i = k-(1-delta)*k(-1); 
-y_l = y/l; 
+y_l = y/l; 
-z = rho*z(-1)+e; 
+z = rho*z(-1)+e; 
 end; 
 
-varobs y; 
+varobs y; 
-
+
-initval;
+initval;
-  k = 9;
+  k = 9;
-  c = 0.76;
+  c = 0.76;
-  l = 0.3;
+  l = 0.3;
-  w = 2.07;
+  w = 2.07;
-  r = 0.03;
+  r = 0.03;
-  z = 0; 
+  z = 0; 
-  e = 0;
+  e = 0;
-end;
+end;
-
+
-estimated_params; 
+estimated_params; 
-alpha, beta_pdf, 0.35, 0.02; 
+alpha, beta_pdf, 0.35, 0.02; 
-beta, beta_pdf, 0.99, 0.002; 
+beta, beta_pdf, 0.99, 0.002; 
-delta, beta_pdf, 0.025, 0.003; 
+delta, beta_pdf, 0.025, 0.003; 
-psi, gamma_pdf, 1.75, 0.02; 
+psi, gamma_pdf, 1.75, 0.02; 
-rho, beta_pdf, 0.95, 0.05; 
+rho, beta_pdf, 0.95, 0.05; 
-epsilon, gamma_pdf, 10, 0.003; 
+epsilon, gamma_pdf, 10, 0.003; 
-stderr e, inv_gamma_pdf, 0.01, inf; 
+stderr e, inv_gamma_pdf, 0.01, inf; 
-end; 
+end; 
-
+
-
+
-estimation(datafile=simuldataRBC,nobs=200,first_obs=500,mh_replic=2000,mh_nblocks=2,mh_drop=0.45,mh_jscale=0.8); 
+estimation(datafile=simuldataRBC,nobs=200,first_obs=500,mh_replic=2000,mh_nblocks=2,mh_drop=0.45,mh_jscale=0.8); 

doc/userguide/models/RBC_Monop_JFV.mod

@@ -1,47 +1,133 @@
-// Adapted from Jesus Fernandez-Villaverde, Basic RBC Model with Monopolistic Competion Philadelphia, March 3, 2005
+
-
+// Adapted from Jesus Fernandez-Villaverde, Basic RBC Model with Monopolistic Competion Philadelphia, March 3, 2005
-var y c k i l y_l w r  z;
+
-varexo e;
+
-parameters beta psi delta alpha rho gamma sigma epsilon;
+
-
+
-alpha   = 0.33;
+
-beta    = 0.99;
+
-delta   = 0.023;
+var y c k i l y_l w r  z;
-psi     = 1.75;
+
-rho     = 0.95;  
+
-sigma   = (0.007/(1-alpha));
+varexo e;
-epsilon = 10;
+
-
+
-model;
+
-  (1/c) = beta*(1/c(+1))*(1+r(+1)-delta);
+
-  psi*c/(1-l) = w;
+
-  c+i = y;
+parameters beta psi delta alpha rho gamma sigma epsilon;
-  y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha);
+
-  w = y*((epsilon-1)/epsilon)*(1-alpha)/l;
+
-  r = y*((epsilon-1)/epsilon)*alpha/k(-1);
+
-  i = k-(1-delta)*k(-1);
+alpha   = 0.33;
-  y_l = y/l;
+
-  z = rho*z(-1)+e;
+
-end;
+beta    = 0.99;
-
+
-initval;
+
-  k = 9;
+delta   = 0.023;
-  c = 0.76;
+
-  l = 0.3;
+
-  w = 2.07;
+psi     = 1.75;
-  r = 0.03;
+
-  z = 0; 
+
-  e = 0;
+rho     = 0.95;  
-end;
+
+
+sigma   = (0.007/(1-alpha));
+
+
+epsilon = 10;
+
+
+
+
+
+model;
+
+
+  (1/c) = beta*(1/c(+1))*(1+r(+1)-delta);
+
+
+  psi*c/(1-l) = w;
+
+
+  c+i = y;
+
+
+  y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha);
+
+
+  w = y*((epsilon-1)/epsilon)*(1-alpha)/l;
+
+
+  r = y*((epsilon-1)/epsilon)*alpha/k(-1);
+
+
+  i = k-(1-delta)*k(-1);
+
+
+  y_l = y/l;
+
+
+  z = rho*z(-1)+e;
+
+
+end;
+
+
+
+initval;
+
+
+  k = 9;
+
+
+  c = 0.76;
+
+
+  l = 0.3;
+
+
+  w = 2.07;
+
+
+  r = 0.03;
+
+
+  z = 0; 
+
+
+  e = 0;
+
+
+end;
 
 steady;
 
-check;
+check;
-
+
-shocks;
+
-var e = sigma^2;
+
-end;
+
-
+shocks;
-stoch_simul(periods=2100);
+
-
+
-
+var e = sigma^2;
+
+
+end;
+
+
+
+
+
+steady;
+
+
+
+
+
+stoch_simul(periods=2100);
+
+

matlab/CutSample.m

@@ -31,8 +31,6 @@ function CutSample(M_, options_, estim_params_)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-global M_ options_ estim_params_
-
 npar = estim_params_.np+estim_params_.nvn+estim_params_.ncx+estim_params_.ncn+estim_params_.nvx;
 
 DirectoryName = CheckPath('metropolis');

matlab/compute_model_moments.m

@@ -1,9 +1,7 @@
-function moments=compute_model_moments(dr,SelectVariables,M_,options_)
+function moments=compute_model_moments(dr,M_,options,_)
-%function moments=compute_model_moments(dr,M_,options_)
 %
 % INPUTS
 %    dr:        structure describing model solution
-%    SelectVariables: indices of selected variables
 %    M_:   structure of Dynare options
 %     options_
 %    
@@ -30,4 +28,4 @@ function moments=compute_model_moments(dr,SelectVariables,M_,options_)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-    moments = th_autocovariances(dr,SelectVariables,M_,options_);
+    moments = th_autocovariances(dr,options_.varlist,M_,options_);

matlab/dynare_sensitivity.m

@@ -99,19 +99,6 @@ if ~(exist('stab_map_','file')==6 | exist('stab_map_','file')==2),
     end
 end
 
-if ~(exist('gsa_sdp','file')==6 | exist('gsa_sdp','file')==2),
-    dynare_root = strrep(which('dynare.m'),'dynare.m','');
-    ss_anova_path = [dynare_root 'gsa/ss_anova_recurs'];
-    if exist(ss_anova_path)
-        addpath(ss_anova_path,path)
-    else
-        disp('Download Dynare sensitivity routines at:')
-        disp('http://eemc.jrc.ec.europa.eu/softwareDYNARE-Dowload.htm')
-        disp(' ' )
-        error('Mapping routines missing!')
-    end
-end
-
 
 if options_gsa.morris,
   options_gsa.redform=1;

matlab/model_comparison.m

@@ -1,144 +0,0 @@
-function PosteriorOddsTable = model_comparison(ModelNames,ModelPriors,oo,options_,fname)
-% Bayesian model comparison. This function computes Odds ratios and
-% estimate a posterior density over a colletion of models.
-%
-% INPUTS
-%    ModelNames       [string]     m*1 cell array of string.
-%    ModelPriors      [double]     m*1 vector of prior probabilities 
-%
-% OUTPUTS
-%    none
-%
-% SPECIAL REQUIREMENTS
-%    none
-
-% Copyright (C) 2007-2008 Dynare Team
-%
-% This file is part of Dynare.
-%
-% Dynare is free software: you can redistribute it and/or modify
-% it under the terms of the GNU General Public License as published by
-% the Free Software Foundation, either version 3 of the License, or
-% (at your option) any later version.
-%
-% Dynare is distributed in the hope that it will be useful,
-% but WITHOUT ANY WARRANTY; without even the implied warranty of
-% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-% 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 <http://www.gnu.org/licenses/>.
-
-NumberOfModels = size(ModelNames,2);
-
-disp(' ')
-disp(' ')
-if isempty(ModelPriors)
-    prior_flag = 0;% empty_prior=0
-    ModelPriors = ones(NumberOfModels,1)/NumberOfModels;
-else % The prior density has to sum up to one.
-    prior_flag = 1;
-    improper = abs(sum(ModelPriors)-1)>1e-6;
-    if improper
-        disp('model_comparison:: The user supplied prior distribution over models is improper...')
-        disp('model_comparison:: The distribution is automatically rescaled!')
-        ModelPriors=ModelPriors/sum(ModelPriors);
-    end
-end
-
-% The marginal densities are based on Laplace approxiations (default) or
-% modified harmonic mean estimators.
-if isfield(options_,'model_comparison_approximation')
-    type = options_.model_comparison_approximation;
-    if strcmp(type,'Laplace')
-        type = 'LaplaceApproximation';
-    end
-else
-    type = 'LaplaceApproximation';
-end
-
-% Get the estimated logged marginal densities.
-MarginalLogDensity = zeros(NumberOfModels,1);
-ShortModelNames = get_short_names(ModelNames);
-iname = strmatch(fname,ShortModelNames,'exact');
-
-for i=1:NumberOfModels
-    if i==iname
-        mstruct.oo_ = oo;
-    else
-        if strcmpi(ModelNames{i}(end-3:end),'.mod') | strcmpi(ModelNames{i}(end-3:end),'.dyn')
-            mstruct = load([ModelNames{i}(1:end-4) '_results.mat' ],'oo_');
-        else
-            mstruct = load([ModelNames{i} '_results.mat' ],'oo_');
-        end
-    end
-    try
-        eval(['MarginalLogDensity(i) = mstruct.oo_.MarginalDensity.' type ';']) 
-    catch
-        if strcmpi(type,'LaplaceApproximation')
-            disp(['MODEL_COMPARISON: I cant''t find the Laplace approximation associated to model ' ModelNames{i}])
-            return
-        elseif strcmpi(type,'ModifiedHarmonicMean')
-            disp(['MODEL_COMPARISON: I cant''t find the modified harmonic mean estimate associated to model ' ModelNames{i}])
-            return
-        end
-    end
-end
-
-% In order to avoid overflow, we divide the numerator and the denominator
-% of the Posterior Odds Ratio by the largest Marginal Posterior Density
-lmpd = log(ModelPriors)+MarginalLogDensity;
-[maxval,k] = max(lmpd);
-elmpd = exp(lmpd-maxval);
-
-
-% Now I display the posterior probabilities.
-title = 'Model Comparison'; 
-headers = strvcat('Model',ShortModelNames{:});
-if prior_flag
-    labels = strvcat('Priors','Log Marginal Density','Bayes Ratio', ...
-                     'Posterior Model Probability');
-    values = [ModelPriors';MarginalLogDensity';exp(lmpd-lmpd(1))'; ...
-              elmpd'/sum(elmpd)];
-else
-    labels = strvcat('Priors','Log Marginal Density','Bayes Ratio','Posterior Odds Ratio', ...
-                     'Posterior Model Probability');
-    values = [ModelPriors';MarginalLogDensity'; exp(MarginalLogDensity-MarginalLogDensity(1))'; ...
-              exp(lmpd-lmpd(1))'; elmpd'/sum(elmpd)];
-end
-
-table(title,headers,labels,values, 0, 15, 6);
-
-
-function name = get_model_name_without_path(modelname)
-idx = strfind(modelname,'\');
-if isempty(idx)
-    idx = strfind(modelname,'/');
-end
-if isempty(idx)
-    name = modelname;
-    return
-end
-name = modelname(idx(end)+1:end);
-
-
-function name = get_model_name_without_extension(modelname)
-idx = strfind(modelname,'.mod');
-if isempty(idx)
-    idx = strfind(modelname,'.dyn')
-end
-if isempty(idx)
-    name = modelname;
-    return
-end
-name = modelname(1:end-4);
-
-
-function modellist = get_short_names(modelnames)
-n = length(modelnames);
-modellist = {};
-for i=1:n
-    name = get_model_name_without_extension(modelnames{i});
-    name = get_model_name_without_path(name);
-    modellist = {modellist{:} name};
-end

matlab/rplot.m

@@ -46,10 +46,10 @@ for k=1:size(s1,1)
   y = [y; oo_.endo_simul(strmatch(s1(k,:),M_.endo_names,'exact'),:)] ;
 end
 
-if options_.dsample == 0
+if options_.smpl == 0
         i = [M_.maximum_lag:size(oo_.endo_simul,2)]' ;
 else
-	i = [options_.dsample(1)+M_.maximum_lag:options_.dsample(2)+M_.maximum_lag]' ;
+	i = [options_.smpl(1)+M_.maximum_lag:options_.smpl(2)+M_.maximum_lag]' ;
 end
 
 t = ['Plot of '] ;
@@ -86,6 +86,9 @@ elseif rplottype == 2
 	end
 end
 
+% 02/28/01 MJ replaced bseastr by MATLAB's strmatch
+% 06/19/01 MJ added 'exact' to strmatch calls
+% 06/25/03 MJ correction when options_.smpl ~= 0
 
 
 

matlab/steady.m

@@ -49,19 +49,7 @@ function steady()
      homotopy3(options_.homotopy_values, options_.homotopy_steps);
   end
   
-  if options_.homotopy_mode == 1
+  steady_;
-    homotopy1(options_.homotopy_param,options_.homotopy_exo, ...
-	      options_.homotopy_exodet,options_.homotopy_steps);
-  elseif options_.homotopy_mode == 2
-    homotopy2(options_.homotopy_param,options_.homotopy_exo, ...
-	      options_.homotopy_exodet,options_.homotopy_steps);
-  elseif options_.homotopy_mode == 3
-    homotopy3(options_.homotopy_param,options_.homotopy_exo, ...
-	      options_.homotopy_exodet,options_.homotopy_steps);
-  else
-    steady_;
-  end
-  
   
   disp(' ')
   disp('STEADY-STATE RESULTS:')

preprocessor/ComputingTasks.cc

@@ -827,16 +827,16 @@ ModelComparisonStatement::writeOutput(ostream &output, const string &basename) c
 {
   options_list.writeOutput(output);
 
-  output << "ModelNames_ = {};" << endl;
+  output << "ModelNames_ = {};\n";
-  output << "ModelPriors_ = [];" << endl;
+  output << "ModelPriors_ = {};\n";
 
   for(filename_list_type::const_iterator it = filename_list.begin();
       it != filename_list.end(); it++)
     {
-      output << "ModelNames_ = { ModelNames_{:} '" << it->first << "'};" << endl;
+      output << "ModelNames_ = { ModelNames_{:} '" << it->first << "};\n";
-      output << "ModelPriors_ = [ ModelPriors_ ; " << it->second << "];" << endl;
+      output << "ModelPriors_ = { ModelPriors_{:} '" << it->second << "};\n";
     }
-  output << "model_comparison(ModelNames_,ModelPriors_,oo_,options_,M_.fname);" << endl;
+  output << "model_comparison(ModelNames_,ModelPriors_);\n";
 }
 
 PlannerObjectiveStatement::PlannerObjectiveStatement(ModelTree *model_tree_arg) :

preprocessor/DynareBison.yy

@@ -87,8 +87,7 @@ class ParsingDriver;
 %token CALIB CALIB_VAR CHECK CONF_SIG CONSTANT CORR COVAR CUTOFF
 %token DATAFILE DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE
 %token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
-%token <string_val> FILENAME
+%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS
-%token FILENAME_KEYWORD FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS
 %token <string_val> FLOAT_NUMBER
 %token FORECAST
 %token GAMMA_PDF GAUSSIAN_ELIMINATION GCC_COMPILER GMRES GRAPH
@@ -97,11 +96,10 @@ class ParsingDriver;
 %token <string_val> INT_NUMBER
 %token INV_GAMMA1_PDF INV_GAMMA2_PDF IRF
 %token KALMAN_ALGO KALMAN_TOL
-%token LAPLACE LCC_COMPILER LIK_ALGO LIK_INIT LINEAR LOAD_MH_FILE LOGLINEAR LU
+%token LAPLACE LCC_COMPILER LIK_ALGO LIK_INIT LINEAR LOAD_MH_FILE LOGLINEAR LU MARKOWITZ MAX
-%token MARKOWITZ MARGINAL_DENSITY MAX
 %token METHOD MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER MIN
 %token MODE_CHECK MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS
-%token MODIFIEDHARMONICMEAN MOMENTS_VARENDO DIFFUSE_FILTER
+%token MODEL_COMPARISON_APPROXIMATION MODIFIEDHARMONICMEAN MOMENTS_VARENDO DIFFUSE_FILTER
 %token <string_val> NAME
 %token NO_COMPILER NOBS NOCONSTANT NOCORR NODIAGNOSTIC NOFUNCTIONS
 %token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF
@@ -137,7 +135,7 @@ class ParsingDriver;
 %type <node_val> expression
 %type <node_val> equation hand_side model_var
 %type <string_val> signed_float signed_integer prior
-%type <string_val> value value1 vec_int_elem vec_int_1 vec_int
+%type <string_val> value value1 filename filename_elem vec_int_elem vec_int_1 vec_int
 %type <string_val> vec_value_1 vec_value
 %type <string_val> calib_arg2 range number
 
@@ -372,7 +370,7 @@ comma_expression : expression
 initval : INITVAL ';' initval_list END
           { driver.end_initval(); }
 
-initval_file : INITVAL_FILE '(' FILENAME_KEYWORD EQUAL NAME ')' ';'
+initval_file : INITVAL_FILE '(' FILENAME EQUAL NAME ')' ';'
                { driver.initval_file($5); }
              ;
 
@@ -1119,25 +1117,44 @@ dynasave : DYNASAVE '(' NAME ')'';'
            { driver.run_dynasave($2, $4); }
          ;
 
-model_comparison : MODEL_COMPARISON mc_filename_list ';'
+model_comparison : MODEL_COMPARISON '(' model_comparison_options ')' filename_list ';'
-                   { driver.run_model_comparison(); }
+                   { driver.run_model_comparison(); };
-                 | MODEL_COMPARISON '(' o_marginal_density ')' mc_filename_list ';'
-                   { driver.run_model_comparison(); }
-                 ;
 
-mc_filename_list : FILENAME
+model_comparison_options : model_comparison_options COMMA model_comparison_option
-                   { driver.add_mc_filename($1); }
+                         | model_comparison_option
-                 | FILENAME '(' value ')'
+                         ;
-                   { driver.add_mc_filename($1, $3); }
+
-                 | mc_filename_list FILENAME
+model_comparison_option : o_model_comparison_approximation
-                   { driver.add_mc_filename($2); }
+                        | o_print
-                 | mc_filename_list FILENAME '(' value ')'
+                        | o_noprint
-                   { driver.add_mc_filename($2, $4); }
+                        ;
-                 | mc_filename_list COMMA FILENAME
+
-                   { driver.add_mc_filename($3); }
+filename_list : filename
-                 | mc_filename_list COMMA FILENAME '(' value ')'
+                { driver.add_mc_filename($1); }
-                   { driver.add_mc_filename($3, $5); }
+              | filename_list COMMA filename
-                 ;
+                { driver.add_mc_filename($3); }
+              | filename '(' value ')'
+                { driver.add_mc_filename($1, $3); }
+              | filename_list COMMA filename '(' value ')'
+                { driver.add_mc_filename($3, $5); }
+              ;
+
+filename : filename_elem
+           { $$ = $1; }
+         | filename filename_elem
+           { $1->append(*$2); delete $2; $$ = $1; }
+         ;
+
+filename_elem : NAME
+              | '\\'
+                { $$ = new string("\\"); }
+              | DIVIDE
+                { $$ = new string("/"); }
+              | ':'
+                { $$ = new string(":"); }
+              | '.'
+                { $$ = new string("."); }
+              ;
 
 planner_objective : PLANNER_OBJECTIVE { driver.begin_planner_objective(); }
                     hand_side { driver.end_planner_objective($3); } ';';
@@ -1358,11 +1375,11 @@ o_filtered_vars : FILTERED_VARS { driver.option_num("filtered_vars", "1"); };
 o_relative_irf : RELATIVE_IRF { driver.option_num("relative_irf", "1"); };
 o_kalman_algo : KALMAN_ALGO EQUAL INT_NUMBER { driver.option_num("kalman_algo", $3); };
 o_kalman_tol : KALMAN_TOL EQUAL INT_NUMBER { driver.option_num("kalman_tol", $3); };
-o_marginal_density : MARGINAL_DENSITY EQUAL LAPLACE
+o_model_comparison_approximation : MODEL_COMPARISON_APPROXIMATION EQUAL LAPLACE
-                     { driver.option_str("mc_marginal_density", "laplace"); }
+                                   { driver.option_str("model_comparison_approximation", "Laplace"); }
-                   | MARGINAL_DENSITY EQUAL MODIFIEDHARMONICMEAN
+                                 | MODEL_COMPARISON_APPROXIMATION EQUAL MODIFIEDHARMONICMEAN
-                     { driver.option_str("mc_marginal_density", "modifiedharmonicmean"); }
+                                   { driver.option_str("model_comparison_approximation", "MODIFIEDHARMONICMEAN"); }
-                   ;
+                                 ;
 o_print : PRINT { driver.option_num("noprint", "0"); };
 o_noprint : NOPRINT { driver.option_num("noprint", "1"); };
 o_xls_sheet : XLS_SHEET EQUAL NAME { driver.option_str("xls_sheet", $3); };

preprocessor/DynareFlex.ll

@@ -204,13 +204,13 @@ int sigma_e = 0;
 <DYNARE_STATEMENT>periods	{return token::PERIODS;}
 <DYNARE_STATEMENT>cutoff	{return token::CUTOFF;}
 <DYNARE_STATEMENT>markowitz	{return token::MARKOWITZ;}
-<DYNARE_STATEMENT>marginal_density {return token::MARGINAL_DENSITY;}
+<DYNARE_STATEMENT>model_comparison_approximation {return token::MODEL_COMPARISON;}
 <DYNARE_STATEMENT>laplace {return token::LAPLACE;}
 <DYNARE_STATEMENT>modifiedharmonicmean {return token::MODIFIEDHARMONICMEAN;}
 <DYNARE_STATEMENT>constant	{return token::CONSTANT;}
 <DYNARE_STATEMENT>noconstant	{return token::NOCONSTANT;}
 <DYNARE_STATEMENT>covar {return token::COVAR;}
-<DYNARE_STATEMENT>filename {return token::FILENAME_KEYWORD;}
+<DYNARE_STATEMENT>filename {return token::FILENAME;}
 <DYNARE_STATEMENT>diffuse_filter {return token::DIFFUSE_FILTER;}
 
 <DYNARE_STATEMENT>bvar_prior_tau { return token::BVAR_PRIOR_TAU; }
@@ -380,11 +380,6 @@ int sigma_e = 0;
   return token::INT_NUMBER;
 }
 
-<DYNARE_STATEMENT,DYNARE_BLOCK>[A-Za-z0-9_/:\\\.]+ {
-  yylval->string_val = new string(yytext);
-  return token::FILENAME;
-}
-
  /* an instruction starting with a recognized symbol (which is not a modfile local variable)
     is passed as NAME,
     otherwise it is a native statement until the end of the line

preprocessor/include/ComputingTasks.hh

@@ -292,7 +292,7 @@ public:
 class ModelComparisonStatement : public Statement
 {
 public:
-  typedef map<string, string> filename_list_type;
+  typedef map<string, string, less<string> > filename_list_type;
 private:
   filename_list_type filename_list;
   OptionsList options_list;

tests/arima/mod1a.mod

@@ -3,11 +3,11 @@ varexo e_x e_y;
 
 parameters rho_x rho_y;
 
-rho_x = 0.5; // comment 1
+rho_x = 0.5;
 rho_y = -0.3;
 
 model;
-dx = rho_x*dx(-1)+e_x; // comment 2
+dx = rho_x*dx(-1)+e_x;
 dy = rho_y*dy(-1)+e_y;
 end;
 
@@ -20,4 +20,4 @@ end;
 
 varobs dx dy;
 check;
-estimation(datafile=data1,nobs=1000,mh_replic=2000,mh_jscale=1.2);
+estimation(datafile=data1,nobs=1000,mh_replic=2000);

tests/arima/mod1c.mod

@@ -24,4 +24,4 @@ end;
 
 varobs x y;
 unit_root_vars x y;
-estimation(datafile=data1,nobs=1000,mh_replic=2000,diffuse_filter);
+estimation(datafile=data1,nobs=1000,mh_replic=2000,lik_init=2);

tests/arima/mod2a.mod

@@ -30,4 +30,4 @@ end;
 varobs dx dy;
 
 unit_root_vars x y;
-estimation(datafile=data2,nobs=100,mh_replic=0,diffuse_filter);
+estimation(datafile=data2,nobs=100,mh_replic=0,lik_init=2);

tests/arima/mod2b.mod

@@ -29,4 +29,5 @@ end;
 
 varobs x y;
 
-estimation(datafile=data2,nobs=100,mh_replic=0,mh_nblocks=1);
+unit_root_vars x y;
+estimation(datafile=data2,nobs=100,mh_replic=0,lik_init=2);

tests/example1.mod

@@ -1,6 +1,6 @@
 // example 1 from Collard's guide to Dynare
 var y, c, k, a, h, b;
-varexo u, e;
+varexo e,u;
 
 parameters beta, rho, alpha, delta, theta, psi, tau, phi;
 
@@ -36,13 +36,9 @@ u = 0;
 end;
 
 shocks;
-var e; stderr 0.018;
+var e; stderr 0.009;
 var u; stderr 0.009;
-var e, u = phi*0.018*0.009;
+var e, u = phi*0.009*0.009;
 end;
 
-rhos = 0.8:0.05:0.8;
+stoch_simul;
-for i=1:length(rhos);
- rho = rhos(i);
- stoch_simul(order=2);
-end;

tests/fs2000/fs2000b.mod

@@ -72,8 +72,6 @@ var e_a; stderr 0.014;
 var e_m; stderr 0.005;
 end;
 
-unit_root_vars P_obs Y_obs;
-
 steady;
 
 check;
@@ -97,7 +95,8 @@ P_obs (log(mst)-gam);
 Y_obs (gam);
 end;
 
+unit_root_vars P_obs Y_obs;
 
 //stoch_simul(order=1,nomoments,irf=0);
-estimation(datafile=fsdat,nobs=192,loglinear,mh_replic=2000,mh_nblocks=2,mh_jscale=0.8,mode_compute=0,mode_file=fs2000b_mode,kalman_algo=4);
+estimation(datafile=fsdat,nobs=192,loglinear,mh_replic=0,mh_nblocks=2,mh_drop=0.45,mode_compute=0,mode_file=fs2000b_mode,load_mh_file);
-
+stab_map_;

tests/kalman_filter_smoother/testsmoother.m

@@ -1,17 +1,13 @@
-global options_ M_
 load test
 % $$$ Y = Y(1:2,:);
 % $$$ mf = mf(1:2);
 % $$$ H=H(1:2,1:2);
 % $$$ pp = pp-1;
 % $$$ trend =trend(1:2,:);
-M_.fname = ' ';
-global_initialization;
-options_.nk = 1;
 Pinf1(1,1) = 1;
 Pstar1(1,1) = 0;
-Pstar1(5,1) = 0;
+Pstar1(4,1) = 0;
-Pstar1(1,5) = 0;
+Pstar1(1,4) = 0;
 [alphahat1,epsilonhat1,etahat1,a11, aK1] = DiffuseKalmanSmootherH1(T,R,Q,H, ...
 						  Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf);
 [alphahat2,epsilonhat2,etahat2,a12, aK2] = DiffuseKalmanSmootherH3(T,R,Q,H, ...
@@ -22,7 +18,21 @@ max(max(abs(epsilonhat1-epsilonhat2)))
 max(max(abs(etahat1-etahat2)))
 max(max(abs(a11-a12)))
 max(max(abs(aK1-aK2)))
+
 return
+[alphahat1,etahat1,a11, aK1] = DiffuseKalmanSmoother1(T,R,Q, ...
+						  Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf);
+[alphahat2,etahat2,a12, aK2] = DiffuseKalmanSmoother3(T,R,Q, ...
+						  Pinf1,Pstar1,Y,trend, ...
+						  pp,mm,smpl,mf);
+
+
+max(max(abs(alphahat1-alphahat2)))
+max(max(abs(etahat1-etahat2)))
+max(max(abs(a11-a12)))
+%max(max(abs(aK1-aK2)))
+
+
 H = zeros(size(H));
 [alphahat1,etahat1,a11, aK1] = DiffuseKalmanSmoother1(T,R,Q, ...
 						  Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf);
@@ -44,29 +54,3 @@ max(max(abs(alphahat1-alphahat2)))
 max(max(abs(etahat1-etahat2)))
 max(max(abs(a11-a12)))
 %max(max(abs(aK1-aK2)))
-
-Pinf1 = zeros(5,5);
-Pinf1(1,1) = 1;
-a=0.3*randn(4,4);
-Pstar1 = [zeros(1,5); [zeros(4,1) a'*a]];
-T = 0.8*eye(5);
-T(1,1) = 1;
-Y = Y(1,:);
-mf = 1;
-pp = 1;
-trend = trend(1,:);
-options_.diffuse_d = 1;
-
-[alphahat1,etahat1,a11, aK1] = DiffuseKalmanSmoother1(T,R,Q, ...
-						  Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf);
-[alphahat2,etahat2,a12, aK2] = DiffuseKalmanSmoother3(T,R,Q, ...
-						  Pinf1,Pstar1,Y,trend, ...
-						  pp,mm,smpl,mf);
-
-
-max(max(abs(alphahat1-alphahat2)))
-max(max(abs(etahat1-etahat2)))
-max(max(abs(a11-a12)))
-%max(max(abs(aK1-aK2)))
-return
-

tests/pi2004/ireland.mod

@@ -53,8 +53,8 @@ oc = c;
 oh = h;
 end;
 
-//steady;
+steady;
-//check;
+check;
 
 estimated_params;
 theta , 0.22, 0.1, 0.5;
@@ -87,5 +87,4 @@ oy (log(eta));
 oc (log(eta));
 end;
 
-//options_.debug=1;
+estimation(datafile=idata,mode_compute=1,nograph);
-estimation(datafile=idata,mode_compute=4,nograph);

tests/pi2004/ireland1.mod

@@ -87,5 +87,4 @@ oy (log(eta));
 oc (log(eta));
 end;
 
-warning off;
+estimation(datafile=idata,nograph);
-estimation(datafile=idata,mode_compute=4,nograph);

tests/ramst.mod

@@ -26,7 +26,7 @@ check;
 
 shocks;
 var x;
-periods 10;
+periods 1;
 values 1.2;
 end;
 

tests/run_test.m

@@ -1,137 +1,39 @@
 function run_test()
 test_files = {
- '.'  'ramst';
+'.'  'ramst';
- '.'  'ramst_a';
+'.'  'ramst_a';
 '.' 'example1';
-%'.' 'example2';
+'.' 'example2';
-  '.' 't_sgu_ex1';
+'.' 't_sgu_ex1';
- 'arima' 'mod1';
+'arima' 'mod1';
- 'arima' 'mod1a';
+'arima' 'mod1a';
-  'arima' 'mod1b';
+'arima' 'mod1b';
-  'arima' 'mod1c';
+'arima' 'mod1c';
-  'arima' 'mod2';
+'arima' 'mod2';
-  'arima' 'mod2a';
+'arima' 'mod2a';
-  'arima' 'mod2b';
+'arima' 'mod2b';
-  'arima' 'mod2c';
+'arima' 'mod2c';
-  'fs2000' 'fs2000';
+'fs2000' 'fs2000';
-  'fs2000' 'fs2000a';
+'fs2000' 'fs2000a';
-  'estimation_options','fs2000A';
+}
-  'estimation_options','fs2000B';
-             }
 
 results = cell(length(test_files),1);
 
 for i=1:length(test_files)
-        tic;
-       rand('state',1);
-       randn('state',1);
      results{i}= run_test1(test_files{i,1},test_files{i,2});
-    
-    toc;
-    
 end
 
-
 for i=1:length(test_files)
   disp(test_files{i,2})
   disp(results{i})
-  disp(toc)
 end
-
-end
-
 function msg=run_test1(path1,mod_file)
-     global options_ oo_
+     global options_
-     options_=struct('trick',1);
+     clear options_
-     oo_=struct('trick',1);
      old_path = pwd;
      cd(path1);
      msg = 'OK';
      expr = ['disp(''error in ' mod_file ''');msg=lasterr;disp(msg)'];
-     
-     try
-         old_results=load([mod_file '_results']);
-     catch
-         eval(['dynare ' mod_file ' noclearall'],'eval(expr)');
-         msg = 'no previous results'
-         cd(old_path)
-         return
-     end
      eval(['dynare ' mod_file ' noclearall'],'eval(expr)');
-     msg = strvcat(msg, comparison(oo_,old_results.oo_,0, 'oo_'));
      cd(old_path)
-     end
-     
-function msg=comparison(A,B,tol,parent)
-
-    msg = '';
-    mca = my_class(A);
-    mcb = my_class(B);
-    if size(mca,2) ~= size(mcb,2) || any(mca ~= mcb)
-        msg = ['Types differ in ' parent];
-        return
-    end
-
-    switch my_class(A)
-     case 'numeric'
-      if size(A)==size(B)
-          if ~all(all(abs(A-B)<tol))
-              msg = ['Difference greater than tolerance in ' parent];
-          end
-      else
-          msg = ['Sizes differ in ' parent];
-      end
-     case 'char'
-      if A~=B
-          msg = ['Strings differ in ' parent];
-      end
-     case 'cell' 
-      if size(A) == size(B)
-          [M,N] = size(A);
-          for i = 1:M
-              for j = 1:N
-                  msg = strvcat(msg, comparison(A{i,j}, B{i,j}, tol, sprintf('%s{%d,%d}', parent, i, j)))
-              end
-          end
-      else
-          msg = [ 'Cell sizes differ in ' parent ];
-      end
-     case 'struct' 
-      
-      namesA=fieldnames(A);
-      namesB=fieldnames(B);
-
-      if length(namesA)~=length(namesB)
-          msg = [ 'Number of fields differ in ' parent ]
-          return
-      end
-
-      namesA = sort(namesA);
-      namesB = sort(namesB);
-
-      for i=1:length(namesA)
-          if namesA{i}==namesB{i}
-              msg = strvcat(msg, comparison(A.(namesA{i}),B.(namesB{i}),tol, sprintf('%s.%s', parent, namesA{i})));
-          else
-              msg = strvcat(msg, sprintf('Field %s.%s in 1st arg does not exist in 2nd arg', parent, namesA{i}));
-          end    
-      end
-      
-     otherwise
-      msg = ['Unsupported type in ' parent ];
-      
-    end
-end
-
-function t = my_class(a)
-    c = class(a);
-    if isequal(c, 'double') | isequal(c, 'single') | isequal(c, 'int8')| isequal(c, 'uint8') | ...
-            isequal(c, 'int16') | isequal(c, 'uint16') | isequal(c, 'int32') | isequal(c, 'uint32') | ...
-            isequal(c, 'int64') | isequal(c, 'uint64')
-        t = 'numeric';
-    else
-        t = c;
-    end
-end     
-