From c339ba94d66a57df78b366e8ddef97c923f59fb4 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 28 Mar 2013 16:45:03 +0100
Subject: [PATCH 001/105] Recycle options_.dataset. If not empty (default)
 dataset field has to be a dynSeries object.

---
 matlab/dynare_estimation_init.m |  6 ++----
 matlab/global_initialization.m  | 11 ++++++-----
 2 files changed, 8 insertions(+), 9 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 4057c336c..af476b32d 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -319,12 +319,10 @@ if options_.analytic_derivation,
     end
 end
 
-% Test if the data file is declared.
-if isempty(options_.datafile)
+% Test if the dataset is declared.
+if isempty(options_.datafile) && isempty(options_.dataset) 
     if gsa_flag
         dataset_ = [];
-%         rawdata = [];
-%         data_info = [];
         return
     else
         error('datafile option is missing')
diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index 50cf7dd86..a10ea6e70 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -33,6 +33,7 @@ global oo_ M_ options_ estim_params_ bayestopt_ estimation_info ex0_ ys0_  ex_de
 estim_params_ = [];
 bayestopt_ = [];
 options_.datafile = '';
+options_.dataset = [];
 options_.verbosity = 1;
 options_.terminal_condition = 0;
 options_.rplottype = 0;
@@ -329,11 +330,11 @@ estimation_info.structural_innovation_corr_prior_index = {};
 estimation_info.structural_innovation_corr_options_index = {};
 estimation_info.structural_innovation_corr.range_index = {};
 options_.initial_period = dynDate(1);
-options_.dataset.firstobs = options_.initial_period;
-options_.dataset.lastobs = NaN;
-options_.dataset.nobs = NaN;
-options_.dataset.xls_sheet = NaN;
-options_.dataset.xls_range = NaN;
+options_.old_dataset.firstobs = options_.initial_period;
+options_.old_dataset.lastobs = NaN;
+options_.old_dataset.nobs = NaN;
+options_.old_dataset.xls_sheet = NaN;
+options_.old_dataset.xls_range = NaN;
 options_.Harvey_scale_factor = 10;
 options_.MaxNumberOfBytes = 1e6;
 options_.MaximumNumberOfMegaBytes = 111;

From 2cc5347225481c479653ed6725a00f1572c694fe Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 12 Apr 2013 18:23:17 +0200
Subject: [PATCH 002/105] Changed the logged data section.

---
 matlab/dynare_estimation_init.m | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index af476b32d..e403df3a3 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -333,11 +333,12 @@ end
 k = find(isnan(bayestopt_.jscale));
 bayestopt_.jscale(k) = options_.mh_jscale;
 
-% Load and transform data.
-transformation = [];
+% Take data in logs?
+logged_data_flag = 0;
 if options_.loglinear && ~options_.logdata
-    transformation = @log;
+    logged_data_flag = 1;
 end
+
 xls.sheet = options_.xls_sheet;
 xls.range = options_.xls_range;
 

From 52ba71bafbfdc3b1e8752b93a440b3a3877a80bd Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 12 Apr 2013 18:24:22 +0200
Subject: [PATCH 003/105] Moved up the section where bayestopt_.jscale is
 updated

---
 matlab/dynare_estimation_init.m | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index e403df3a3..4e891c38a 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -319,6 +319,10 @@ if options_.analytic_derivation,
     end
 end
 
+% If jscale isn't specified for an estimated parameter, use global option options_.jscale, set to 0.2, by default.
+k = find(isnan(bayestopt_.jscale));
+bayestopt_.jscale(k) = options_.mh_jscale;
+
 % Test if the dataset is declared.
 if isempty(options_.datafile) && isempty(options_.dataset) 
     if gsa_flag
@@ -329,10 +333,6 @@ if isempty(options_.datafile) && isempty(options_.dataset)
     end
 end
 
-% If jscale isn't specified for an estimated parameter, use global option options_.jscale, set to 0.2, by default.
-k = find(isnan(bayestopt_.jscale));
-bayestopt_.jscale(k) = options_.mh_jscale;
-
 % Take data in logs?
 logged_data_flag = 0;
 if options_.loglinear && ~options_.logdata

From f62b5aecbc40d2091570e653e9c367b52f83ce77 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 12 Apr 2013 18:30:20 +0200
Subject: [PATCH 004/105] Added comment.

---
 matlab/dynare_estimation_init.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 4e891c38a..aad161dea 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -356,7 +356,7 @@ if options_.diffuse_filter
 else
     steadystate_check_flag = 1;
 end
-
+% If the steady state of the observed variables is non zero, set noconstant equal 0 ()
 M = M_;
 nvx = estim_params_.nvx;
 ncx = estim_params_.ncx;

From 88c58f376bff2f532b48780a9617a73135bb5fdf Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 13 May 2013 16:29:48 +0200
Subject: [PATCH 005/105] Added test mod file for fs2000 (using dynSeries).

---
 tests/fs2000/fs2000_data.mod | 77 ++++++++++++++++++++++++++++++++++++
 1 file changed, 77 insertions(+)
 create mode 100644 tests/fs2000/fs2000_data.mod

diff --git a/tests/fs2000/fs2000_data.mod b/tests/fs2000/fs2000_data.mod
new file mode 100644
index 000000000..9de844235
--- /dev/null
+++ b/tests/fs2000/fs2000_data.mod
@@ -0,0 +1,77 @@
+// See fs2000.mod in the examples/ directory for details on the model
+
+var m P c e W R k d n l gy_obs gp_obs y dA;
+varexo e_a e_m;
+
+parameters alp bet gam mst rho psi del;
+
+alp = 0.33;
+bet = 0.99;
+gam = 0.003;
+mst = 1.011;
+rho = 0.7;
+psi = 0.787;
+del = 0.02;
+
+model;
+dA = exp(gam+e_a);
+log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
+-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
+W = l/n;
+-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
+R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
+1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
+c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
+P*c = m;
+m-1+d = l;
+e = exp(e_a);
+y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
+gy_obs = dA*y/y(-1);
+gp_obs = (P/P(-1))*m(-1)/dA;
+end;
+
+initval;
+k = 6;
+m = mst;
+P = 2.25;
+c = 0.45;
+e = 1;
+W = 4;
+R = 1.02;
+d = 0.85;
+n = 0.19;
+l = 0.86;
+y = 0.6;
+gy_obs = exp(gam);
+gp_obs = exp(-gam);
+dA = exp(gam);
+end;
+
+shocks;
+var e_a; stderr 0.014;
+var e_m; stderr 0.005;
+end;
+
+steady;
+
+check;
+
+estimated_params;
+alp, beta_pdf, 0.356, 0.02;
+bet, beta_pdf, 0.993, 0.002;
+gam, normal_pdf, 0.0085, 0.003;
+mst, normal_pdf, 1.0002, 0.007;
+rho, beta_pdf, 0.129, 0.223;
+psi, beta_pdf, 0.65, 0.05;
+del, beta_pdf, 0.01, 0.005;
+stderr e_a, inv_gamma_pdf, 0.035449, inf;
+stderr e_m, inv_gamma_pdf, 0.008862, inf;
+end;
+
+varobs gp_obs gy_obs;
+
+options_.solve_tolf = 1e-12;
+
+dataset = dynSeries('fsdat_simul.m');
+
+estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=2000,mh_nblocks=2,mh_jscale=0.8);

From 8022c72d4cdef7ac8e613b5c6f1f9fc389aea79e Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 13 May 2013 17:39:01 +0200
Subject: [PATCH 006/105] Fixed typo.

---
 preprocessor/ComputingTasks.cc | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc
index e3d8db263..4ab254f79 100644
--- a/preprocessor/ComputingTasks.cc
+++ b/preprocessor/ComputingTasks.cc
@@ -1722,7 +1722,7 @@ EstimationDataStatement::writeOutput(ostream &output, const string &basename) co
 {
   options_list.writeOutput(output, "options_.dataset");
   if (options_list.date_options.find("first_obs") == options_list.date_options.end())
-    output << "options_.dataset.firstobs = options_.initial_period;" << endl;
+    output << "options_.dataset.first_obs = options_.initial_period;" << endl;
 }
 
 SubsamplesStatement::SubsamplesStatement(const string &name1_arg,

From cb54eb9a3360c83528fb92d7157d5922b7348629 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 14 May 2013 14:41:34 +0200
Subject: [PATCH 007/105] Create options_.varobs as a cell array.

---
 preprocessor/SymbolTable.cc | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/preprocessor/SymbolTable.cc b/preprocessor/SymbolTable.cc
index b90b1ce59..4141e9410 100644
--- a/preprocessor/SymbolTable.cc
+++ b/preprocessor/SymbolTable.cc
@@ -253,14 +253,14 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
 
   if (observedVariablesNbr() > 0)
     {
-      output << "options_.varobs = [];" << endl;
+      int ic = 1;
+      output << "options_.varobs = cell(1);" << endl;
       for (vector<int>::const_iterator it = varobs.begin();
            it != varobs.end(); it++)
-        if (it == varobs.begin())
-          output << "options_.varobs = '" << getName(*it) << "';" << endl;
-        else
-          output << "options_.varobs = char(options_.varobs, '" << getName(*it) << "');" << endl;
-
+	{
+	  output << "options_.varobs(" << ic << ")  = {'" << getName(*it) << "'};" << endl;
+	  ic++;
+	}
       output << "options_.varobs_id = [ ";
       for (vector<int>::const_iterator it = varobs.begin();
            it != varobs.end(); it++)

From 985e00b739dad36e432898129469ecb919fbe6ac Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 21 May 2013 16:38:17 +0200
Subject: [PATCH 008/105] Consider options_.varobs as a cell of strings.

---
 matlab/DsgeSmoother.m                         |  2 +-
 matlab/GetPosteriorParametersStatistics.m     |  6 +++---
 matlab/PlotPosteriorDistributions.m           |  2 +-
 matlab/PosteriorFilterSmootherAndForecast.m   |  6 +++---
 matlab/PosteriorIRF.m                         |  2 +-
 matlab/ReshapeMatFiles.m                      |  4 ++--
 matlab/bvar_forecast.m                        | 10 +++++-----
 matlab/bvar_irf.m                             |  4 ++--
 matlab/check_list_of_variables.m              |  6 +++---
 matlab/compute_moments_varendo.m              |  4 ++--
 matlab/dsgevar_posterior_density.m            |  2 +-
 matlab/dyn_forecast.m                         |  4 ++--
 matlab/dynare_estimation.m                    |  4 ++--
 matlab/dynare_estimation_1.m                  | 19 +++++++++----------
 matlab/dynare_estimation_init.m               |  6 +++---
 matlab/dynare_identification.m                | 11 +----------
 matlab/dynare_sensitivity.m                   | 16 ++++++++--------
 matlab/forecast_graphs.m                      | 11 -----------
 matlab/get_posterior_parameters.m             |  6 +++---
 matlab/get_the_name.m                         |  2 +-
 matlab/get_variables_list.m                   |  2 +-
 matlab/identification_analysis.m              |  2 +-
 matlab/prior_posterior_statistics.m           |  6 +++---
 matlab/read_variables.m                       | 13 ++++++-------
 matlab/set_prior.m                            | 12 ++++++------
 matlab/simulated_moment_uncertainty.m         |  2 +-
 matlab/stoch_simul.m                          |  2 +-
 matlab/subset.m                               |  2 --
 matlab/utilities/dataset/initialize_dataset.m |  2 +-
 matlab/var_sample_moments.m                   |  4 ++--
 30 files changed, 75 insertions(+), 99 deletions(-)

diff --git a/matlab/DsgeSmoother.m b/matlab/DsgeSmoother.m
index 9eba636c3..19d9d0913 100644
--- a/matlab/DsgeSmoother.m
+++ b/matlab/DsgeSmoother.m
@@ -59,7 +59,7 @@ R             = [];
 P             = [];
 PK            = [];
 decomp        = [];
-nobs            = size(options_.varobs,1);
+nobs            = length(options_.varobs);
 smpl          = size(Y,2);
 
 M_ = set_all_parameters(xparam1,estim_params_,M_);
diff --git a/matlab/GetPosteriorParametersStatistics.m b/matlab/GetPosteriorParametersStatistics.m
index cb6ba4219..e29c87989 100644
--- a/matlab/GetPosteriorParametersStatistics.m
+++ b/matlab/GetPosteriorParametersStatistics.m
@@ -174,17 +174,17 @@ if nvn
             Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
             [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = ...
                 posterior_moments(Draws,1,options_.mh_conf_sig);
-            name = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(i,1),:));
+            name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
             oo_ = Filloo(oo_,name,type,post_mean,hpd_interval,post_median,post_var,post_deciles,density);
         else
             try
-                name = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(i,1),:));
+                name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
                 [post_mean,hpd_interval,post_var] = Extractoo(oo_,name,type);
             catch
                 Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
                 [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = ...
                     posterior_moments(Draws,1,options_.mh_conf_sig);
-                name = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(i,1),:));
+                name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
                 oo_ = Filloo(oo_,name,type,post_mean,hpd_interval,post_median,post_var,post_deciles,density);
             end
         end
diff --git a/matlab/PlotPosteriorDistributions.m b/matlab/PlotPosteriorDistributions.m
index 5a622272b..4321103b8 100644
--- a/matlab/PlotPosteriorDistributions.m
+++ b/matlab/PlotPosteriorDistributions.m
@@ -89,7 +89,7 @@ for i=1:npar
             eval(['pmod = oo_.posterior_mode.shocks_std.' name ';'])
         end
     elseif i <= nvx+nvn
-        name = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(i-nvx,1),:));
+        name = options_.varobs{estim_params_.nvn_observable_correspondence(i-nvx,1)};
         eval(['x1 = oo_.posterior_density.measurement_errors_std.' name '(:,1);'])
         eval(['f1 = oo_.posterior_density.measurement_errors_std.' name '(:,2);'])    
         eval(['oo_.prior_density.mearsurement_errors_std.' name '(:,1) = x2;'])
diff --git a/matlab/PosteriorFilterSmootherAndForecast.m b/matlab/PosteriorFilterSmootherAndForecast.m
index eba61007d..841bc356f 100644
--- a/matlab/PosteriorFilterSmootherAndForecast.m
+++ b/matlab/PosteriorFilterSmootherAndForecast.m
@@ -48,7 +48,7 @@ MaxNumberOfPlotPerFigure = 4;% The square root must be an integer!
 MaxNumberOfBytes=options_.MaxNumberOfBytes;
 endo_nbr=M_.endo_nbr;
 exo_nbr=M_.exo_nbr;
-nvobs     = size(options_.varobs,1);
+nvobs     = length(options_.varobs);
 nn = sqrt(MaxNumberOfPlotPerFigure);
 iendo = 1:endo_nbr;
 i_last_obs = gend+(1-M_.maximum_endo_lag:0);
@@ -70,9 +70,9 @@ B = 200;
 MAX_nruns = min(B,ceil(options_.MaxNumberOfBytes/(npar+2)/8));
 MAX_nsmoo = min(B,ceil(MaxNumberOfBytes/((endo_nbr)*gend)/8));
 MAX_ninno = min(B,ceil(MaxNumberOfBytes/(exo_nbr*gend)/8));
-MAX_nerro = min(B,ceil(MaxNumberOfBytes/(size(options_.varobs,1)*gend)/8));
+MAX_nerro = min(B,ceil(MaxNumberOfBytes/(length(options_.varobs)*gend)/8));
 if naK
-    MAX_naK   = min(B,ceil(MaxNumberOfBytes/(size(options_.varobs,1)* ...
+    MAX_naK   = min(B,ceil(MaxNumberOfBytes/(length(options_.varobs)* ...
                                              length(options_.filter_step_ahead)*gend)/8));
 end
 if horizon
diff --git a/matlab/PosteriorIRF.m b/matlab/PosteriorIRF.m
index e06e17399..cf047a150 100644
--- a/matlab/PosteriorIRF.m
+++ b/matlab/PosteriorIRF.m
@@ -42,7 +42,7 @@ end
 % Set varlist if necessary
 varlist = options_.varlist;
 if isempty(varlist)
-    varlist = options_.varobs;
+    varlist = char(options_.varobs);
 end
 options_.varlist = varlist;
 nvar = size(varlist,1);
diff --git a/matlab/ReshapeMatFiles.m b/matlab/ReshapeMatFiles.m
index 06acd7372..1ad90fce1 100644
--- a/matlab/ReshapeMatFiles.m
+++ b/matlab/ReshapeMatFiles.m
@@ -70,7 +70,7 @@ switch type
     TYPEarray = 4;    
   case 'irf_bvardsge'
     CAPtype  = 'IRF_BVARDSGE';
-    TYPEsize = [ options_.irf , size(options_.varobs,1) , M_.exo_nbr ];
+    TYPEsize = [ options_.irf , length(options_.varobs) , M_.exo_nbr ];
     TYPEarray = 4;      
   case 'smooth'
     CAPtype  = 'SMOOTH';
@@ -82,7 +82,7 @@ switch type
     TYPEarray = 3;
   case 'error'
     CAPtype = 'ERROR';
-    TYPEsize = [ size(options_.varobs,1) , options_.nobs ];
+    TYPEsize = [ length(options_.varobs) , options_.nobs ];
     TYPEarray = 3;
   case 'innov'
     CAPtype = 'INNOV';
diff --git a/matlab/bvar_forecast.m b/matlab/bvar_forecast.m
index 62b6f847c..9376352ea 100644
--- a/matlab/bvar_forecast.m
+++ b/matlab/bvar_forecast.m
@@ -120,7 +120,7 @@ for i = 1:ny
     dynare_graph([ sims_no_shock_median(:, i) ...
                    sims_no_shock_up_conf(:, i) sims_no_shock_down_conf(:, i) ...
                    sims_with_shocks_up_conf(:, i) sims_with_shocks_down_conf(:, i) ], ...
-                 options_.varobs(i, :));
+                 options_.varobs{i});
 end
 
 dynare_graph_close;
@@ -145,8 +145,8 @@ if ~isempty(forecast_data.realized_val)
     
     fprintf('RMSE of BVAR(%d):\n', nlags);
     
-    for i = 1:size(options_.varobs, 1)
-        fprintf('%s: %10.4f\n', options_.varobs(i, :), rmse(i));
+    for i = 1:length(options_.varobs)
+        fprintf('%s: %10.4f\n', options_.varobs{i}, rmse(i));
     end 
 end
 
@@ -161,8 +161,8 @@ if ~isdir(DirectoryName)
 end
 save([ DirectoryName '/simulations.mat'], 'sims_no_shock', 'sims_with_shocks');
 
-for i = 1:size(options_.varobs, 1)
-    name = options_.varobs(i, :);
+for i = 1:length(options_.varobs)
+    name = options_.varobs{i};
 
     sims = squeeze(sims_with_shocks(:,i,:));
     eval(['oo_.bvar.forecast.with_shocks.Mean.' name ' = mean(sims, 2);']);
diff --git a/matlab/bvar_irf.m b/matlab/bvar_irf.m
index b46799f6a..4623130b6 100644
--- a/matlab/bvar_irf.m
+++ b/matlab/bvar_irf.m
@@ -138,9 +138,9 @@ save([ DirectoryName '/simulations.mat'], 'sampled_irfs');
 
 % Save results in oo_
 for i=1:ny
-    shock_name = options_.varobs(i, :);
+    shock_name = options_.varobs{i};
     for j=1:ny
-        variable_name = options_.varobs(j, :);
+        variable_name = options_.varobs{j};
         eval(['oo_.bvar.irf.Mean.' variable_name '.' shock_name ' = posterior_mean_irfs(' int2str(j) ',' int2str(i) ',:);'])
         eval(['oo_.bvar.irf.Median.' variable_name '.' shock_name ' = posterior_median_irfs(' int2str(j) ',' int2str(i) ',:);'])
         eval(['oo_.bvar.irf.Var.' variable_name '.' shock_name ' = posterior_variance_irfs(' int2str(j) ',' int2str(i) ',:);'])
diff --git a/matlab/check_list_of_variables.m b/matlab/check_list_of_variables.m
index 4b1b69384..c27afb2df 100644
--- a/matlab/check_list_of_variables.m
+++ b/matlab/check_list_of_variables.m
@@ -41,7 +41,7 @@ if options_.dsge_var && options_.bayesian_irf
                 msg = 1;
             end
         end
-        if size(varlist,1)~=size(options_.varobs)
+        if size(varlist,1)~=length(options_.varobs)
             msg = 1;
         end
         if msg
@@ -50,7 +50,7 @@ if options_.dsge_var && options_.bayesian_irf
             disp(' ')
         end
     end
-    varlist = options_.varobs;
+    varlist = char(options_.varobs);
     return
 end
 
@@ -110,7 +110,7 @@ if isempty(varlist)
             if choice==1
                 varlist = M_.endo_names(1:M_.orig_endo_nbr, :);
             elseif choice==2
-                varlist = options_.varobs;
+                varlist = char(options_.varobs);
             elseif choice==3
                 varlist = NaN;
             else
diff --git a/matlab/compute_moments_varendo.m b/matlab/compute_moments_varendo.m
index 5093ffc52..6482afb74 100644
--- a/matlab/compute_moments_varendo.m
+++ b/matlab/compute_moments_varendo.m
@@ -36,14 +36,14 @@ function oo_ = compute_moments_varendo(type,options_,M_,oo_,var_list_)
 if strcmpi(type,'posterior')
     posterior = 1;
     if nargin==4
-        var_list_ = options_.varobs;
+        var_list_ = char(options_.varobs);
     end
 elseif strcmpi(type,'prior')
     posterior = 0;
     if nargin==4
         var_list_ = options_.prior_analysis_endo_var_list;
         if isempty(var_list_)
-            options_.prior_analysis_var_list = options_.varobs;
+            options_.prior_analysis_var_list = char(options_.varobs);
         end
     end
 else
diff --git a/matlab/dsgevar_posterior_density.m b/matlab/dsgevar_posterior_density.m
index 9ff74e145..1ea09d571 100644
--- a/matlab/dsgevar_posterior_density.m
+++ b/matlab/dsgevar_posterior_density.m
@@ -38,7 +38,7 @@ dsge_prior_weight = M_.params(strmatch('dsge_prior_weight',M_.param_names));
 DSGE_PRIOR_WEIGHT = floor(gend*(1+dsge_prior_weight));
 
 bvar.NumberOfLags = options_.varlag;
-bvar.NumberOfVariables = size(options_.varobs,1);
+bvar.NumberOfVariables = length(options_.varobs);
 bvar.Constant = 'no';
 bvar.NumberOfEstimatedParameters = bvar.NumberOfLags*bvar.NumberOfVariables;
 if ~options_.noconstant
diff --git a/matlab/dyn_forecast.m b/matlab/dyn_forecast.m
index 1804b9a67..947048334 100644
--- a/matlab/dyn_forecast.m
+++ b/matlab/dyn_forecast.m
@@ -81,8 +81,8 @@ switch task
         order_var = oo_.dr.order_var;
         i_var_obs = [];
         trend_coeffs = [];
-        for i=1:size(var_obs,1)
-            tmp = strmatch(var_obs(i,:),endo_names(i_var,:),'exact');
+        for i=1:length(var_obs)
+            tmp = strmatch(var_obs{i},endo_names(i_var,:),'exact');
             if ~isempty(tmp)
                 i_var_obs = [ i_var_obs; tmp];
                 trend_coeffs = [trend_coeffs; oo_.Smoother.TrendCoeffs(i)];
diff --git a/matlab/dynare_estimation.m b/matlab/dynare_estimation.m
index 2f37857fb..0be2d2ad5 100644
--- a/matlab/dynare_estimation.m
+++ b/matlab/dynare_estimation.m
@@ -93,7 +93,7 @@ if nnobs > 1 && horizon > 0
     end
 
     endo_names = M_.endo_names;
-    n_varobs = size(options_.varobs,1);
+    n_varobs = length(options_.varobs);
 
     if isempty(var_list)
         var_list = endo_names;
@@ -116,7 +116,7 @@ if nnobs > 1 && horizon > 0
     IdObs    = zeros(n_varobs,1);
     for j=1:n_varobs
         for i=1:nvar
-            iobs = strmatch(options_.varobs(j,:),var_list,'exact');
+            iobs = strmatch(options_.varobs{j},var_list,'exact');
         end
         if ~isempty(iobs)
             IdObs(j,1) = iobs;
diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m
index 25c596dd0..0b6ce774b 100644
--- a/matlab/dynare_estimation_1.m
+++ b/matlab/dynare_estimation_1.m
@@ -103,7 +103,7 @@ missing_value = dataset_.missing.state;
 % Set number of observations
 gend = options_.nobs;
 % Set the number of observed variables.
-n_varobs = size(options_.varobs,1);
+n_varobs = length(options_.varobs);
 % Get the number of parameters to be estimated.
 nvx = estim_params_.nvx;  % Variance of the structural innovations (number of parameters).
 nvn = estim_params_.nvn;  % Variance of the measurement innovations (number of parameters).
@@ -572,7 +572,7 @@ if any(bayestopt_.pshape > 0) && ~options_.mh_posterior_mode_estimation
         disp(tit1)
         ip = nvx+1;
         for i=1:nvn
-            name = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(i,1),:));
+            name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
             disp(sprintf('%-*s %7.3f %8.4f %7.4f %7.4f %4s %6.4f', ...
                          header_width,name,bayestopt_.p1(ip), ...
                          xparam1(ip),stdh(ip),tstath(ip), ...
@@ -671,7 +671,7 @@ elseif ~any(bayestopt_.pshape > 0) && ~options_.mh_posterior_mode_estimation
         disp(tit1)
         ip = nvx+1;
         for i=1:nvn
-            name = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(i,1),:));
+            name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
             disp(sprintf('%-*s %8.4f %7.4f %7.4f',header_width,name,xparam1(ip),stdh(ip),tstath(ip)))
             eval(['oo_.mle_mode.measurement_errors_std.' name ' = xparam1(ip);']);
             eval(['oo_.mle_std.measurement_errors_std.' name ' = stdh(ip);']);
@@ -817,7 +817,7 @@ if any(bayestopt_.pshape > 0) && options_.TeX %% Bayesian estimation (posterior
         fprintf(fidTeX,'\\hline \\hline \\endlastfoot \n');
         ip = nvx+1;
         for i=1:nvn
-            idx = strmatch(options_.varobs(estim_params_.nvn_observable_correspondence(i,1),:),M_.endo_names);
+            idx = strmatch(options_.varobs{estim_params_.nvn_observable_correspondence(i,1)},M_.endo_names);
             fprintf(fidTeX,'$%s$ & %4s & %7.3f & %6.4f & %8.4f & %7.4f \\\\ \n',...
                     deblank(M_.endo_names_tex(idx,:)), ...
                     deblank(pnames(bayestopt_.pshape(ip)+1,:)), ...
@@ -1106,8 +1106,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
                 number_of_plots_to_draw = number_of_plots_to_draw + 1;
                 index = cat(1,index,i);
             end
-            eval(['oo_.SmoothedMeasurementErrors.' deblank(options_.varobs(i,:)) ...
-                  ' = measurement_error(i,:)'';']);
+            eval(['oo_.SmoothedMeasurementErrors.' options_.varobs{i} ' = measurement_error(i,:)'';']);
         end
         if ~options_.nograph
             [nbplt,nr,nc,lr,lc,nstar] = pltorg(number_of_plots_to_draw);
@@ -1129,7 +1128,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
                     hold on
                     plot(1:gend,measurement_error(index(k),:),'-k','linewidth',1)
                     hold off
-                    name = deblank(options_.varobs(index(k),:));
+                    name = options_.varobs{index(k)};
                     xlim([1 gend])
                     if isempty(NAMES)
                         NAMES = name;
@@ -1141,7 +1140,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
                         set(gca,'XTickLabel',options_.XTickLabel)
                     end
                     if options_.TeX
-                        idx = strmatch(options_.varobs(index(k),:),M_.endo_names,'exact');
+                        idx = strmatch(options_.varobs{index(k)},M_.endo_names,'exact');
                         texname = M_.endo_names_tex(idx,:);
                         if isempty(TeXNAMES)
                             TeXNAMES = ['$ ' deblank(texname) ' $'];
@@ -1195,7 +1194,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
             hold on
             plot(1:gend,rawdata(:,k),'--k','linewidth',1)
             hold off
-            name = deblank(options_.varobs(k,:));
+            name = options_.varobs{k};
             if isempty(NAMES)
                 NAMES = name;
             else
@@ -1207,7 +1206,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
             end
             xlim([1 gend])
             if options_.TeX
-                idx = strmatch(options_.varobs(k,:),M_.endo_names,'exact');
+                idx = strmatch(options_.varobs{k},M_.endo_names,'exact');
                 texname = M_.endo_names_tex(idx,:);
                 if isempty(TeXNAMES)
                     TeXNAMES = ['$ ' deblank(texname) ' $'];
diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 2ed87dc37..1d5f50236 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -116,7 +116,7 @@ else
 end
 
 % Set the number of observed variables.
-n_varobs = size(options_.varobs,1);
+n_varobs = length(options_.varobs);
 
 % Set priors over the estimated parameters.
 if ~isempty(estim_params_)
@@ -223,8 +223,8 @@ end
 var_obs_index = [];
 k1 = [];
 for i=1:n_varobs
-    var_obs_index = [var_obs_index; strmatch(deblank(options_.varobs(i,:)),M_.endo_names(dr.order_var,:),'exact')];
-    k1 = [k1; strmatch(deblank(options_.varobs(i,:)),M_.endo_names, 'exact')];
+    var_obs_index = [var_obs_index; strmatch(options_.varobs{i},M_.endo_names(dr.order_var,:),'exact')];
+    k1 = [k1; strmatch(options_.varobs{i},M_.endo_names, 'exact')];
 end
 
 % Define union of observed and state variables
diff --git a/matlab/dynare_identification.m b/matlab/dynare_identification.m
index 9703de917..d45e069eb 100644
--- a/matlab/dynare_identification.m
+++ b/matlab/dynare_identification.m
@@ -132,7 +132,7 @@ options_.smoother=1;
 options_ident.analytic_derivation_mode = options_.analytic_derivation_mode;
 if isempty(dataset_),
     dataset_.info.ntobs = periods;
-    dataset_.info.nvobs = rows(options_.varobs);
+    dataset_.info.nvobs = length(options_.varobs);
     dataset_.info.varobs = options_.varobs;
     dataset_.rawdata = [];
     dataset_.missing.state = 0;
@@ -145,17 +145,8 @@ if isempty(dataset_),
     dataset_.missing.no_more_missing_observations = 1;
     dataset_.descriptive.mean = [];
     dataset_.data = [];
-
-%     data_info.gend = periods;
-%     data_info.data = [];
-%     data_info.data_index = [];
-%     data_info.number_of_observations = periods*size(options_.varobs,1);
-%     data_info.no_more_missing_observations = 0;
-%     data_info.missing_value = 0;
 end
 
-% results = prior_sampler(0,M_,bayestopt_,options_,oo_);
-
 if prior_exist
     if any(bayestopt_.pshape > 0)
         if options_ident.prior_range
diff --git a/matlab/dynare_sensitivity.m b/matlab/dynare_sensitivity.m
index e098db41d..f68da4997 100644
--- a/matlab/dynare_sensitivity.m
+++ b/matlab/dynare_sensitivity.m
@@ -400,9 +400,9 @@ if options_gsa.glue,
     Obs.data = data;
     Obs.time = [1:gend];
     Obs.num  = gend;
-    for j=1:size(options_.varobs,1)
-        Obs.name{j} = deblank(options_.varobs(j,:));
-        vj=deblank(options_.varobs(j,:));
+    for j=1:length(options_.varobs)
+        Obs.name{j} = options_.varobs{j};
+        vj = options_.varobs{j};
         
         jxj = strmatch(vj,lgy_(dr_.order_var,:),'exact');
         js = strmatch(vj,lgy_,'exact');
@@ -440,7 +440,7 @@ if options_gsa.glue,
         ismoo(j)=jxj;
         
     end
-    jsmoo = size(options_.varobs,1);
+    jsmoo = length(options_.varobs);
     for j=1:M_.endo_nbr,
         if ~ismember(j,ismoo),
             jsmoo=jsmoo+1;
@@ -465,10 +465,10 @@ if options_gsa.glue,
         Exo(j).name = deblank(tit(j,:));    
     end
     if ~options_gsa.ppost
-        Lik(size(options_.varobs,1)+1).name = 'logpo';
-        Lik(size(options_.varobs,1)+1).ini  = 'yes';
-        Lik(size(options_.varobs,1)+1).isam = 1;
-        Lik(size(options_.varobs,1)+1).data = -logpo2;
+        Lik(length(options_.varobs)+1).name = 'logpo';
+        Lik(length(options_.varobs)+1).ini  = 'yes';
+        Lik(length(options_.varobs)+1).isam = 1;
+        Lik(length(options_.varobs)+1).data = -logpo2;
     end
     Sam.name = bayestopt_.name;
     Sam.dim  = [size(x) 0];
diff --git a/matlab/forecast_graphs.m b/matlab/forecast_graphs.m
index 3731ad3db..72e142d66 100644
--- a/matlab/forecast_graphs.m
+++ b/matlab/forecast_graphs.m
@@ -24,10 +24,6 @@ nr = 3;
 exo_nbr = M_.exo_nbr;
 endo_names = M_.endo_names;
 fname = M_.fname;
-% $$$     varobs = options_.varobs;
-% $$$     y = oo_.SmoothedVariables;
-% $$$     ys = oo_.dr.ys;
-% $$$     gend = size(y,2);
 yf = oo_.forecast.Mean;
 hpdinf = oo_.forecast.HPDinf;
 hpdsup = oo_.forecast.HPDsup;
@@ -44,13 +40,6 @@ for i = 1:size(var_list)
 end
 nvar = length(i_var);
 
-% $$$     % build trend for smoothed variables if necessary
-% $$$     trend = zeros(size(varobs,1),10);
-% $$$     if isfield(oo_.Smoother,'TrendCoeffs')
-% $$$         trend_coeffs = oo_.Smoother.TrendCoeffs;
-% $$$         trend = trend_coeffs*(gend-9:gend);
-% $$$     end
-
 % create subdirectory <fname>/graphs if id doesn't exist
 if ~exist(fname, 'dir')
     mkdir('.',fname);
diff --git a/matlab/get_posterior_parameters.m b/matlab/get_posterior_parameters.m
index 8c4a9c8eb..b8676c2d4 100644
--- a/matlab/get_posterior_parameters.m
+++ b/matlab/get_posterior_parameters.m
@@ -50,7 +50,7 @@ end
 
 for i=1:nvn
     k1 = estim_params_.nvn_observable_correspondence(i,1);
-    name1 = deblank(options_.varobs(k1,:));
+    name1 = options_.varobs{k1};
     xparam(m) = eval(['oo_.posterior_' type '.measurement_errors_std.' name1]);
     m = m+1;
 end
@@ -69,8 +69,8 @@ end
 for i=1:ncn
     k1 = estim_params_.corrn_observable_correspondence(i,1);
     k2 = estim_params_.corrn_observable_correspondence(i,2);
-    name1 = deblank(options_.varobs(k1,:));
-    name2 = deblank(options_.varobs(k2,:));
+    name1 = options_.varobs{k1};
+    name2 = options_.varobs{k2};
     xparam(m) = eval(['oo_.posterior_' type '.measurement_errors_corr.' name1 '_' name2]);
     m = m+1;
 end
diff --git a/matlab/get_the_name.m b/matlab/get_the_name.m
index bd6172a22..9251dd2f9 100644
--- a/matlab/get_the_name.m
+++ b/matlab/get_the_name.m
@@ -73,7 +73,7 @@ if k <= nvx
         texnam = ['$ SE_{' tname '} $'];
     end
 elseif  k <= (nvx+nvn)
-    vname = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(k-estim_params_.nvx,1),:));
+    vname = options_.varobs{estim_params_.nvn_observable_correspondence(k-estim_params_.nvx,1)};
     nam=['SE_EOBS_',vname];
     if TeX
         tname  = deblank(M_.endo_names_tex(estim_params_.var_endo(k-estim_params_.nvx,1),:));
diff --git a/matlab/get_variables_list.m b/matlab/get_variables_list.m
index 853b1169f..5d6a93c84 100644
--- a/matlab/get_variables_list.m
+++ b/matlab/get_variables_list.m
@@ -35,7 +35,7 @@ function [ivar,vartan,options_] = get_variables_list(options_,M_)
 
 varlist = options_.varlist;
 if isempty(varlist)
-    varlist = options_.varobs;
+    varlist = char(options_.varobs);
     options_.varlist = varlist;
 end
 nvar = rows(varlist);
diff --git a/matlab/identification_analysis.m b/matlab/identification_analysis.m
index 1e9bda93f..1be97bed8 100644
--- a/matlab/identification_analysis.m
+++ b/matlab/identification_analysis.m
@@ -140,7 +140,7 @@ if info(1)==0,
             end
             analytic_derivation = options_.analytic_derivation;
             options_.analytic_derivation = -2;
-            info = stoch_simul(options_.varobs);
+            info = stoch_simul(char(options_.varobs));
             data_info.data=oo_.endo_simul(options_.varobs_id,100+1:end);
             %                         datax=data;
             derivatives_info.no_DLIK=1;
diff --git a/matlab/prior_posterior_statistics.m b/matlab/prior_posterior_statistics.m
index 2bd265d05..936b307ad 100644
--- a/matlab/prior_posterior_statistics.m
+++ b/matlab/prior_posterior_statistics.m
@@ -58,7 +58,7 @@ naK = length(options_.filter_step_ahead);
 MaxNumberOfBytes=options_.MaxNumberOfBytes;
 endo_nbr=M_.endo_nbr;
 exo_nbr=M_.exo_nbr;
-nvobs     = size(options_.varobs,1);
+nvobs     = length(options_.varobs);
 iendo = 1:endo_nbr;
 horizon = options_.forecast;
 % moments_varendo = options_.moments_varendo;
@@ -114,9 +114,9 @@ end
 MAX_nruns = min(B,ceil(MaxNumberOfBytes/(npar+2)/8));
 MAX_nsmoo = min(B,ceil(MaxNumberOfBytes/((endo_nbr)*gend)/8));
 MAX_ninno = min(B,ceil(MaxNumberOfBytes/(exo_nbr*gend)/8));
-MAX_nerro = min(B,ceil(MaxNumberOfBytes/(size(options_.varobs,1)*gend)/8));
+MAX_nerro = min(B,ceil(MaxNumberOfBytes/(length(options_.varobs)*gend)/8));
 if naK
-    MAX_naK   = min(B,ceil(MaxNumberOfBytes/(size(options_.varobs,1)* ...
+    MAX_naK   = min(B,ceil(MaxNumberOfBytes/(length(options_.varobs)* ...
                                              length(options_.filter_step_ahead)*gend)/8));
 end
 if horizon
diff --git a/matlab/read_variables.m b/matlab/read_variables.m
index 3011846db..cc0979307 100644
--- a/matlab/read_variables.m
+++ b/matlab/read_variables.m
@@ -42,7 +42,7 @@ if ~isempty(directory)
 end
 
 dyn_size_01 = size(dyn_data_01,1);
-var_size_01 = size(var_names_01,1);
+var_size_01 = length(var_names_01);
 
 % Auto-detect extension if not provided
 if isempty(extension)
@@ -71,7 +71,7 @@ switch (extension)
     case '.m'
         eval(basename);
         for dyn_i_01=1:var_size_01
-            dyn_tmp_01 = eval(var_names_01(dyn_i_01,:));
+            dyn_tmp_01 = eval(var_names_01{dyn_i_01});
             if length(dyn_tmp_01) > dyn_size_01 && dyn_size_01 > 0
                 cd(old_pwd)
                 error('data size is too large')
@@ -81,7 +81,7 @@ switch (extension)
     case '.mat'
         s = load(basename);
         for dyn_i_01=1:var_size_01
-            dyn_tmp_01 = s.(deblank(var_names_01(dyn_i_01,:)));
+            dyn_tmp_01 = s.(var_names_01{dyn_i_01});
             if length(dyn_tmp_01) > dyn_size_01 && dyn_size_01 > 0
                 cd(old_pwd)
                 error('data size is too large')
@@ -96,7 +96,7 @@ switch (extension)
             end
         end
         for dyn_i_01=1:var_size_01
-            iv = strmatch(var_names_01(dyn_i_01,:),raw(1,:),'exact');
+            iv = strmatch(var_names_01{dyn_i_01},raw(1,:),'exact');
             dyn_tmp_01 = [raw{2:end,iv}]';
             if length(dyn_tmp_01) > dyn_size_01 && dyn_size_01 > 0
                 cd(old_pwd)
@@ -106,9 +106,8 @@ switch (extension)
         end
     case '.csv'
         [freq,init,data,varlist] = load_csv_file_data(fullname);
-        %var_names_01 = deblank(var_names_01);
         for dyn_i_01=1:var_size_01
-            iv = strmatch(strtrim(var_names_01(dyn_i_01,:)),varlist,'exact');
+            iv = strmatch(var_names_01{dyn_i_01},varlist,'exact');
             if ~isempty(iv)
                 dyn_tmp_01 = [data(2:end,iv)]';
                 if length(dyn_tmp_01) > dyn_size_01 && dyn_size_01 > 0
@@ -118,7 +117,7 @@ switch (extension)
                 dyn_data_01(:,dyn_i_01) = dyn_tmp_01;
             else
                 cd(old_pwd)
-                error([strtrim(var_names_01(dyn_i_01,:)) ' not found in ' fullname])
+                error([var_names_01{dyn_i_01} ' not found in ' fullname])
             end
         end
     otherwise
diff --git a/matlab/set_prior.m b/matlab/set_prior.m
index f82223ec8..2c5c0cf30 100644
--- a/matlab/set_prior.m
+++ b/matlab/set_prior.m
@@ -76,11 +76,11 @@ end
 if nvn
     estim_params_.nvn_observable_correspondence=NaN(nvn,1); % stores number of corresponding observable
     if isequal(M_.H,0)
-        nvarobs = size(options_.varobs,1);
+        nvarobs = length(options_.varobs);
         M_.H = zeros(nvarobs,nvarobs);
     end
     for i=1:nvn
-        obsi_ = strmatch(deblank(M_.endo_names(estim_params_.var_endo(i,1),:)),deblank(options_.varobs),'exact');
+        obsi_ = strmatch(deblank(M_.endo_names(estim_params_.var_endo(i,1),:)),options_.varobs,'exact');
         if isempty(obsi_)
             error(['The variable ' deblank(M_.endo_names(estim_params_.var_endo(i,1),:)) ' has to be declared as observable since you assume a measurement error on it.'])
         end
@@ -95,7 +95,7 @@ if nvn
     bayestopt_.p3 = [ bayestopt_.p3; estim_params_.var_endo(:,8)];
     bayestopt_.p4 = [ bayestopt_.p4; estim_params_.var_endo(:,9)];
     bayestopt_.jscale = [ bayestopt_.jscale; estim_params_.var_endo(:,10)];
-    bayestopt_.name = [ bayestopt_.name; cellstr(options_.varobs(estim_params_.nvn_observable_correspondence,:))];
+    bayestopt_.name = [ bayestopt_.name; options_.varobs{estim_params_.nvn_observable_correspondence}];
 end
 if ncx
     xparam1 = [xparam1; estim_params_.corrx(:,3)];
@@ -114,7 +114,7 @@ end
 if ncn
     estim_params_.corrn_observable_correspondence=NaN(ncn,2);
     if isequal(M_.H,0)
-        nvarobs = size(options_.varobs,1);
+        nvarobs = length(options_.varobs);
         M_.H = zeros(nvarobs,nvarobs);
     end
     xparam1 = [xparam1; estim_params_.corrn(:,3)];
@@ -132,8 +132,8 @@ if ncn
     for i=1:ncn
         k1 = estim_params_.corrn(i,1);
         k2 = estim_params_.corrn(i,2);
-        obsi1 = strmatch(deblank(M_.endo_names(k1,:)),deblank(options_.varobs),'exact'); %find correspondence to varobs to construct H in set_all_paramters
-        obsi2 = strmatch(deblank(M_.endo_names(k2,:)),deblank(options_.varobs),'exact');
+        obsi1 = strmatch(deblank(M_.endo_names(k1,:)),options_.varobs,'exact'); %find correspondence to varobs to construct H in set_all_paramters
+        obsi2 = strmatch(deblank(M_.endo_names(k2,:)),options_.varobs,'exact');
         estim_params_.corrn_observable_correspondence(i,:)=[obsi1,obsi2]; %save correspondence
     end
 end
diff --git a/matlab/simulated_moment_uncertainty.m b/matlab/simulated_moment_uncertainty.m
index 0815c7a6b..d41f13835 100644
--- a/matlab/simulated_moment_uncertainty.m
+++ b/matlab/simulated_moment_uncertainty.m
@@ -30,7 +30,7 @@ for j=1:replic;
     options_.noprint = 1;
     options_.order = 1;
     options_.periods = periods;
-    info = stoch_simul(options_.varobs);
+    info = stoch_simul(char(options_.varobs));
     dum=[oo_.mean; dyn_vech(oo_.var)];
     sd = sqrt(diag(oo_.var));
     for i=1:options_.ar;
diff --git a/matlab/stoch_simul.m b/matlab/stoch_simul.m
index e06b413bb..a91e33717 100644
--- a/matlab/stoch_simul.m
+++ b/matlab/stoch_simul.m
@@ -102,7 +102,7 @@ if ~options_.noprint
         disp(' ')
 
         if isfield(options_,'varobs')&& ~isempty(options_.varobs)
-            PCL_varobs=options_.varobs;
+            PCL_varobs=char(options_.varobs);
             disp('OBSERVED VARIABLES')
         else
             PCL_varobs=M_.endo_names;
diff --git a/matlab/subset.m b/matlab/subset.m
index 8e419581c..dedbdbfba 100644
--- a/matlab/subset.m
+++ b/matlab/subset.m
@@ -20,8 +20,6 @@ function jndx = subset()
 global options_ estim_params_ M_
 
 ExcludedParamNames = options_.ExcludedParams;
-VarObs = options_.varobs;
-VarExo = M_.exo_names;
 info   = options_.ParamSubSet;
 
 nvx = estim_params_.nvx;
diff --git a/matlab/utilities/dataset/initialize_dataset.m b/matlab/utilities/dataset/initialize_dataset.m
index b69d5b4ac..15fe88b64 100644
--- a/matlab/utilities/dataset/initialize_dataset.m
+++ b/matlab/utilities/dataset/initialize_dataset.m
@@ -43,7 +43,7 @@ end
 
 % Fill the dataset structure
 dataset_.info.ntobs = nobs;
-dataset_.info.nvobs = rows(varobs);
+dataset_.info.nvobs = length(varobs);
 dataset_.info.varobs = varobs;
 
 % Test the number of variables in the database.
diff --git a/matlab/var_sample_moments.m b/matlab/var_sample_moments.m
index 834eb8152..598050009 100644
--- a/matlab/var_sample_moments.m
+++ b/matlab/var_sample_moments.m
@@ -75,7 +75,7 @@ YtX = [];
 XtY = [];
 XtX = [];
 
-data = read_variables(datafile,varobs,[],xls_sheet,xls_range);
+data = read_variables(datafile,char(varobs),[],xls_sheet,xls_range);
 
 if qlag > FirstObservation
     disp('VarSampleMoments :: not enough data to initialize! Try to increase FirstObservation.')
@@ -83,7 +83,7 @@ if qlag > FirstObservation
 end
 
 NumberOfObservations = LastObservation-FirstObservation+1;% This is T.
-NumberOfVariables = size(varobs,1);% This is m.
+NumberOfVariables = length(varobs);% 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.

From 8be8bf1b1be6532170db9597ba6c86cd722e8eb4 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 28 Mar 2013 16:45:03 +0100
Subject: [PATCH 009/105] Recycle options_.dataset. If not empty (default)
 dataset field has to be a dynSeries object.

---
 matlab/dynare_estimation_init.m |  6 ++----
 matlab/global_initialization.m  | 11 ++++++-----
 2 files changed, 8 insertions(+), 9 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index ea551f0bf..262f02f23 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -329,12 +329,10 @@ if options_.analytic_derivation,
     end
 end
 
-% Test if the data file is declared.
-if isempty(options_.datafile)
+% Test if the dataset is declared.
+if isempty(options_.datafile) && isempty(options_.dataset) 
     if gsa_flag
         dataset_ = [];
-%         rawdata = [];
-%         data_info = [];
         return
     else
         error('datafile option is missing')
diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index dae49c300..00e513242 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -33,6 +33,7 @@ global oo_ M_ options_ estim_params_ bayestopt_ estimation_info ex0_ ys0_  ex_de
 estim_params_ = [];
 bayestopt_ = [];
 options_.datafile = '';
+options_.dataset = [];
 options_.verbosity = 1;
 options_.terminal_condition = 0;
 options_.rplottype = 0;
@@ -340,11 +341,11 @@ estimation_info.structural_innovation_corr_prior_index = {};
 estimation_info.structural_innovation_corr_options_index = {};
 estimation_info.structural_innovation_corr.range_index = {};
 options_.initial_period = dynDate(1);
-options_.dataset.firstobs = options_.initial_period;
-options_.dataset.lastobs = NaN;
-options_.dataset.nobs = NaN;
-options_.dataset.xls_sheet = NaN;
-options_.dataset.xls_range = NaN;
+options_.old_dataset.firstobs = options_.initial_period;
+options_.old_dataset.lastobs = NaN;
+options_.old_dataset.nobs = NaN;
+options_.old_dataset.xls_sheet = NaN;
+options_.old_dataset.xls_range = NaN;
 options_.Harvey_scale_factor = 10;
 options_.MaxNumberOfBytes = 1e6;
 options_.MaximumNumberOfMegaBytes = 111;

From ecd429d26874cbe12523ed9b63d0b28c24d0a8ca Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 12 Apr 2013 18:23:17 +0200
Subject: [PATCH 010/105] Changed the logged data section.

---
 matlab/dynare_estimation_init.m | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 262f02f23..43b725be1 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -343,11 +343,12 @@ end
 k = find(isnan(bayestopt_.jscale));
 bayestopt_.jscale(k) = options_.mh_jscale;
 
-% Load and transform data.
-transformation = [];
+% Take data in logs?
+logged_data_flag = 0;
 if options_.loglinear && ~options_.logdata
-    transformation = @log;
+    logged_data_flag = 1;
 end
+
 xls.sheet = options_.xls_sheet;
 xls.range = options_.xls_range;
 

From 46d451b34e1d9e9a97c3cfc72259bf399919556b Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 12 Apr 2013 18:24:22 +0200
Subject: [PATCH 011/105] Moved up the section where bayestopt_.jscale is
 updated

---
 matlab/dynare_estimation_init.m | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 43b725be1..32e321325 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -329,6 +329,10 @@ if options_.analytic_derivation,
     end
 end
 
+% If jscale isn't specified for an estimated parameter, use global option options_.jscale, set to 0.2, by default.
+k = find(isnan(bayestopt_.jscale));
+bayestopt_.jscale(k) = options_.mh_jscale;
+
 % Test if the dataset is declared.
 if isempty(options_.datafile) && isempty(options_.dataset) 
     if gsa_flag
@@ -339,10 +343,6 @@ if isempty(options_.datafile) && isempty(options_.dataset)
     end
 end
 
-% If jscale isn't specified for an estimated parameter, use global option options_.jscale, set to 0.2, by default.
-k = find(isnan(bayestopt_.jscale));
-bayestopt_.jscale(k) = options_.mh_jscale;
-
 % Take data in logs?
 logged_data_flag = 0;
 if options_.loglinear && ~options_.logdata

From 5abbabbd8e1bc90ed90ca2b681cf467117b7df68 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 12 Apr 2013 18:30:20 +0200
Subject: [PATCH 012/105] Added comment.

---
 matlab/dynare_estimation_init.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 32e321325..6415bf753 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -366,7 +366,7 @@ if options_.diffuse_filter
 else
     steadystate_check_flag = 1;
 end
-
+% If the steady state of the observed variables is non zero, set noconstant equal 0 ()
 M = M_;
 nvx = estim_params_.nvx;
 ncx = estim_params_.ncx;

From 2c7a3a7c250eea853e46f76ccbee7a3ab7a5d455 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 13 May 2013 16:29:48 +0200
Subject: [PATCH 013/105] Added test mod file for fs2000 (using dynSeries).

---
 tests/fs2000/fs2000_data.mod | 77 ++++++++++++++++++++++++++++++++++++
 1 file changed, 77 insertions(+)
 create mode 100644 tests/fs2000/fs2000_data.mod

diff --git a/tests/fs2000/fs2000_data.mod b/tests/fs2000/fs2000_data.mod
new file mode 100644
index 000000000..9de844235
--- /dev/null
+++ b/tests/fs2000/fs2000_data.mod
@@ -0,0 +1,77 @@
+// See fs2000.mod in the examples/ directory for details on the model
+
+var m P c e W R k d n l gy_obs gp_obs y dA;
+varexo e_a e_m;
+
+parameters alp bet gam mst rho psi del;
+
+alp = 0.33;
+bet = 0.99;
+gam = 0.003;
+mst = 1.011;
+rho = 0.7;
+psi = 0.787;
+del = 0.02;
+
+model;
+dA = exp(gam+e_a);
+log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
+-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
+W = l/n;
+-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
+R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
+1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
+c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
+P*c = m;
+m-1+d = l;
+e = exp(e_a);
+y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
+gy_obs = dA*y/y(-1);
+gp_obs = (P/P(-1))*m(-1)/dA;
+end;
+
+initval;
+k = 6;
+m = mst;
+P = 2.25;
+c = 0.45;
+e = 1;
+W = 4;
+R = 1.02;
+d = 0.85;
+n = 0.19;
+l = 0.86;
+y = 0.6;
+gy_obs = exp(gam);
+gp_obs = exp(-gam);
+dA = exp(gam);
+end;
+
+shocks;
+var e_a; stderr 0.014;
+var e_m; stderr 0.005;
+end;
+
+steady;
+
+check;
+
+estimated_params;
+alp, beta_pdf, 0.356, 0.02;
+bet, beta_pdf, 0.993, 0.002;
+gam, normal_pdf, 0.0085, 0.003;
+mst, normal_pdf, 1.0002, 0.007;
+rho, beta_pdf, 0.129, 0.223;
+psi, beta_pdf, 0.65, 0.05;
+del, beta_pdf, 0.01, 0.005;
+stderr e_a, inv_gamma_pdf, 0.035449, inf;
+stderr e_m, inv_gamma_pdf, 0.008862, inf;
+end;
+
+varobs gp_obs gy_obs;
+
+options_.solve_tolf = 1e-12;
+
+dataset = dynSeries('fsdat_simul.m');
+
+estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=2000,mh_nblocks=2,mh_jscale=0.8);

From 42bd3ee85d78de37faaf99ef8189b8752e1547fb Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 13 May 2013 17:39:01 +0200
Subject: [PATCH 014/105] Fixed typo.

---
 preprocessor/ComputingTasks.cc | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc
index 134ea288e..50922be89 100644
--- a/preprocessor/ComputingTasks.cc
+++ b/preprocessor/ComputingTasks.cc
@@ -1727,7 +1727,7 @@ EstimationDataStatement::writeOutput(ostream &output, const string &basename) co
 {
   options_list.writeOutput(output, "options_.dataset");
   if (options_list.date_options.find("first_obs") == options_list.date_options.end())
-    output << "options_.dataset.firstobs = options_.initial_period;" << endl;
+    output << "options_.dataset.first_obs = options_.initial_period;" << endl;
 }
 
 SubsamplesStatement::SubsamplesStatement(const string &name1_arg,

From 82e4905914b29a659a56d5f0997b49621fa2b00d Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 14 May 2013 14:41:34 +0200
Subject: [PATCH 015/105] Create options_.varobs as a cell array.

---
 preprocessor/SymbolTable.cc | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/preprocessor/SymbolTable.cc b/preprocessor/SymbolTable.cc
index b90b1ce59..4141e9410 100644
--- a/preprocessor/SymbolTable.cc
+++ b/preprocessor/SymbolTable.cc
@@ -253,14 +253,14 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
 
   if (observedVariablesNbr() > 0)
     {
-      output << "options_.varobs = [];" << endl;
+      int ic = 1;
+      output << "options_.varobs = cell(1);" << endl;
       for (vector<int>::const_iterator it = varobs.begin();
            it != varobs.end(); it++)
-        if (it == varobs.begin())
-          output << "options_.varobs = '" << getName(*it) << "';" << endl;
-        else
-          output << "options_.varobs = char(options_.varobs, '" << getName(*it) << "');" << endl;
-
+	{
+	  output << "options_.varobs(" << ic << ")  = {'" << getName(*it) << "'};" << endl;
+	  ic++;
+	}
       output << "options_.varobs_id = [ ";
       for (vector<int>::const_iterator it = varobs.begin();
            it != varobs.end(); it++)

From 907e087ea979d1cc51eb97a0ea2b8adc7d478bf5 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 21 May 2013 16:38:17 +0200
Subject: [PATCH 016/105] Consider options_.varobs as a cell of strings.

---
 matlab/DsgeSmoother.m                         |  2 +-
 matlab/GetPosteriorParametersStatistics.m     |  6 +++---
 matlab/PlotPosteriorDistributions.m           |  2 +-
 matlab/PosteriorFilterSmootherAndForecast.m   |  6 +++---
 matlab/PosteriorIRF.m                         |  2 +-
 matlab/ReshapeMatFiles.m                      |  4 ++--
 matlab/bvar_forecast.m                        | 10 +++++-----
 matlab/bvar_irf.m                             |  4 ++--
 matlab/check_list_of_variables.m              |  4 ++--
 matlab/compute_moments_varendo.m              |  4 ++--
 matlab/dsgevar_posterior_density.m            |  2 +-
 matlab/dyn_forecast.m                         |  4 ++--
 matlab/dynare_estimation.m                    |  4 ++--
 matlab/dynare_estimation_1.m                  | 17 ++++++++---------
 matlab/dynare_estimation_init.m               |  8 ++++----
 matlab/dynare_identification.m                | 11 +----------
 matlab/dynare_sensitivity.m                   | 16 ++++++++--------
 matlab/forecast_graphs.m                      | 11 -----------
 matlab/get_posterior_parameters.m             |  6 +++---
 matlab/get_the_name.m                         |  2 +-
 matlab/get_variables_list.m                   |  2 +-
 matlab/identification_analysis.m              |  2 +-
 matlab/prior_posterior_statistics.m           |  6 +++---
 matlab/read_variables.m                       | 13 ++++++-------
 matlab/set_prior.m                            | 12 ++++++------
 matlab/simulated_moment_uncertainty.m         |  2 +-
 matlab/stoch_simul.m                          |  2 +-
 matlab/subset.m                               |  2 --
 matlab/utilities/dataset/initialize_dataset.m |  2 +-
 matlab/var_sample_moments.m                   |  4 ++--
 30 files changed, 74 insertions(+), 98 deletions(-)

diff --git a/matlab/DsgeSmoother.m b/matlab/DsgeSmoother.m
index 4b58ca34e..2fc6146be 100644
--- a/matlab/DsgeSmoother.m
+++ b/matlab/DsgeSmoother.m
@@ -59,7 +59,7 @@ R             = [];
 P             = [];
 PK            = [];
 decomp        = [];
-nobs            = size(options_.varobs,1);
+nobs            = length(options_.varobs);
 smpl          = size(Y,2);
 
 M_ = set_all_parameters(xparam1,estim_params_,M_);
diff --git a/matlab/GetPosteriorParametersStatistics.m b/matlab/GetPosteriorParametersStatistics.m
index 04ca6c86c..dd3187a97 100644
--- a/matlab/GetPosteriorParametersStatistics.m
+++ b/matlab/GetPosteriorParametersStatistics.m
@@ -177,17 +177,17 @@ if nvn
             Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
             [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = ...
                 posterior_moments(Draws,1,options_.mh_conf_sig);
-            name = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(i,1),:));
+            name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
             oo_ = Filloo(oo_,name,type,post_mean,hpd_interval,post_median,post_var,post_deciles,density);
         else
             try
-                name = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(i,1),:));
+                name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
                 [post_mean,hpd_interval,post_var] = Extractoo(oo_,name,type);
             catch
                 Draws = GetAllPosteriorDraws(ip,FirstMhFile,FirstLine,TotalNumberOfMhFiles,NumberOfDraws);
                 [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = ...
                     posterior_moments(Draws,1,options_.mh_conf_sig);
-                name = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(i,1),:));
+                name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
                 oo_ = Filloo(oo_,name,type,post_mean,hpd_interval,post_median,post_var,post_deciles,density);
             end
         end
diff --git a/matlab/PlotPosteriorDistributions.m b/matlab/PlotPosteriorDistributions.m
index 5a622272b..4321103b8 100644
--- a/matlab/PlotPosteriorDistributions.m
+++ b/matlab/PlotPosteriorDistributions.m
@@ -89,7 +89,7 @@ for i=1:npar
             eval(['pmod = oo_.posterior_mode.shocks_std.' name ';'])
         end
     elseif i <= nvx+nvn
-        name = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(i-nvx,1),:));
+        name = options_.varobs{estim_params_.nvn_observable_correspondence(i-nvx,1)};
         eval(['x1 = oo_.posterior_density.measurement_errors_std.' name '(:,1);'])
         eval(['f1 = oo_.posterior_density.measurement_errors_std.' name '(:,2);'])    
         eval(['oo_.prior_density.mearsurement_errors_std.' name '(:,1) = x2;'])
diff --git a/matlab/PosteriorFilterSmootherAndForecast.m b/matlab/PosteriorFilterSmootherAndForecast.m
index eba61007d..841bc356f 100644
--- a/matlab/PosteriorFilterSmootherAndForecast.m
+++ b/matlab/PosteriorFilterSmootherAndForecast.m
@@ -48,7 +48,7 @@ MaxNumberOfPlotPerFigure = 4;% The square root must be an integer!
 MaxNumberOfBytes=options_.MaxNumberOfBytes;
 endo_nbr=M_.endo_nbr;
 exo_nbr=M_.exo_nbr;
-nvobs     = size(options_.varobs,1);
+nvobs     = length(options_.varobs);
 nn = sqrt(MaxNumberOfPlotPerFigure);
 iendo = 1:endo_nbr;
 i_last_obs = gend+(1-M_.maximum_endo_lag:0);
@@ -70,9 +70,9 @@ B = 200;
 MAX_nruns = min(B,ceil(options_.MaxNumberOfBytes/(npar+2)/8));
 MAX_nsmoo = min(B,ceil(MaxNumberOfBytes/((endo_nbr)*gend)/8));
 MAX_ninno = min(B,ceil(MaxNumberOfBytes/(exo_nbr*gend)/8));
-MAX_nerro = min(B,ceil(MaxNumberOfBytes/(size(options_.varobs,1)*gend)/8));
+MAX_nerro = min(B,ceil(MaxNumberOfBytes/(length(options_.varobs)*gend)/8));
 if naK
-    MAX_naK   = min(B,ceil(MaxNumberOfBytes/(size(options_.varobs,1)* ...
+    MAX_naK   = min(B,ceil(MaxNumberOfBytes/(length(options_.varobs)* ...
                                              length(options_.filter_step_ahead)*gend)/8));
 end
 if horizon
diff --git a/matlab/PosteriorIRF.m b/matlab/PosteriorIRF.m
index 42e11640a..3286330ed 100644
--- a/matlab/PosteriorIRF.m
+++ b/matlab/PosteriorIRF.m
@@ -42,7 +42,7 @@ end
 % Set varlist if necessary
 varlist = options_.varlist;
 if isempty(varlist)
-    varlist = options_.varobs;
+    varlist = char(options_.varobs);
 end
 options_.varlist = varlist;
 nvar = size(varlist,1);
diff --git a/matlab/ReshapeMatFiles.m b/matlab/ReshapeMatFiles.m
index 06acd7372..1ad90fce1 100644
--- a/matlab/ReshapeMatFiles.m
+++ b/matlab/ReshapeMatFiles.m
@@ -70,7 +70,7 @@ switch type
     TYPEarray = 4;    
   case 'irf_bvardsge'
     CAPtype  = 'IRF_BVARDSGE';
-    TYPEsize = [ options_.irf , size(options_.varobs,1) , M_.exo_nbr ];
+    TYPEsize = [ options_.irf , length(options_.varobs) , M_.exo_nbr ];
     TYPEarray = 4;      
   case 'smooth'
     CAPtype  = 'SMOOTH';
@@ -82,7 +82,7 @@ switch type
     TYPEarray = 3;
   case 'error'
     CAPtype = 'ERROR';
-    TYPEsize = [ size(options_.varobs,1) , options_.nobs ];
+    TYPEsize = [ length(options_.varobs) , options_.nobs ];
     TYPEarray = 3;
   case 'innov'
     CAPtype = 'INNOV';
diff --git a/matlab/bvar_forecast.m b/matlab/bvar_forecast.m
index 03100c053..1b88e0ae6 100644
--- a/matlab/bvar_forecast.m
+++ b/matlab/bvar_forecast.m
@@ -122,7 +122,7 @@ for i = 1:ny
     dyn_graph=dynare_graph(dyn_graph,[ sims_no_shock_median(:, i) ...
                    sims_no_shock_up_conf(:, i) sims_no_shock_down_conf(:, i) ...
                    sims_with_shocks_up_conf(:, i) sims_with_shocks_down_conf(:, i) ], ...
-                 options_.varobs(i, :));
+                 options_.varobs{i});
 end
 
 dyn_saveas(dyn_graph.fh,[OutputDirectoryName '/' M_.fname '_BVAR_forecast_',num2str(nlags)],options_)
@@ -146,8 +146,8 @@ if ~isempty(forecast_data.realized_val)
     
     fprintf('RMSE of BVAR(%d):\n', nlags);
     
-    for i = 1:size(options_.varobs, 1)
-        fprintf('%s: %10.4f\n', options_.varobs(i, :), rmse(i));
+    for i = 1:length(options_.varobs)
+        fprintf('%s: %10.4f\n', options_.varobs{i}, rmse(i));
     end 
 end
 
@@ -162,8 +162,8 @@ if ~isdir(DirectoryName)
 end
 save([ DirectoryName '/simulations.mat'], 'sims_no_shock', 'sims_with_shocks');
 
-for i = 1:size(options_.varobs, 1)
-    name = options_.varobs(i, :);
+for i = 1:length(options_.varobs)
+    name = options_.varobs{i};
 
     sims = squeeze(sims_with_shocks(:,i,:));
     eval(['oo_.bvar.forecast.with_shocks.Mean.' name ' = mean(sims, 2);']);
diff --git a/matlab/bvar_irf.m b/matlab/bvar_irf.m
index d742915d7..d7528f79b 100644
--- a/matlab/bvar_irf.m
+++ b/matlab/bvar_irf.m
@@ -138,9 +138,9 @@ save([ DirectoryName '/simulations.mat'], 'sampled_irfs');
 
 % Save results in oo_
 for i=1:ny
-    shock_name = options_.varobs(i, :);
+    shock_name = options_.varobs{i};
     for j=1:ny
-        variable_name = options_.varobs(j, :);
+        variable_name = options_.varobs{j};
         eval(['oo_.bvar.irf.Mean.' variable_name '.' shock_name ' = posterior_mean_irfs(' int2str(j) ',' int2str(i) ',:);'])
         eval(['oo_.bvar.irf.Median.' variable_name '.' shock_name ' = posterior_median_irfs(' int2str(j) ',' int2str(i) ',:);'])
         eval(['oo_.bvar.irf.Var.' variable_name '.' shock_name ' = posterior_variance_irfs(' int2str(j) ',' int2str(i) ',:);'])
diff --git a/matlab/check_list_of_variables.m b/matlab/check_list_of_variables.m
index 415e8759e..f08bf1312 100644
--- a/matlab/check_list_of_variables.m
+++ b/matlab/check_list_of_variables.m
@@ -41,7 +41,7 @@ if options_.dsge_var && options_.bayesian_irf
                 msg = 1;
             end
         end
-        if size(varlist,1)~=size(options_.varobs)
+        if size(varlist,1)~=length(options_.varobs)
             msg = 1;
         end
         if msg
@@ -50,7 +50,7 @@ if options_.dsge_var && options_.bayesian_irf
             skipline()
         end
     end
-    varlist = options_.varobs;
+    varlist = char(options_.varobs);
     return
 end
 
diff --git a/matlab/compute_moments_varendo.m b/matlab/compute_moments_varendo.m
index 5093ffc52..6482afb74 100644
--- a/matlab/compute_moments_varendo.m
+++ b/matlab/compute_moments_varendo.m
@@ -36,14 +36,14 @@ function oo_ = compute_moments_varendo(type,options_,M_,oo_,var_list_)
 if strcmpi(type,'posterior')
     posterior = 1;
     if nargin==4
-        var_list_ = options_.varobs;
+        var_list_ = char(options_.varobs);
     end
 elseif strcmpi(type,'prior')
     posterior = 0;
     if nargin==4
         var_list_ = options_.prior_analysis_endo_var_list;
         if isempty(var_list_)
-            options_.prior_analysis_var_list = options_.varobs;
+            options_.prior_analysis_var_list = char(options_.varobs);
         end
     end
 else
diff --git a/matlab/dsgevar_posterior_density.m b/matlab/dsgevar_posterior_density.m
index 9ff74e145..1ea09d571 100644
--- a/matlab/dsgevar_posterior_density.m
+++ b/matlab/dsgevar_posterior_density.m
@@ -38,7 +38,7 @@ dsge_prior_weight = M_.params(strmatch('dsge_prior_weight',M_.param_names));
 DSGE_PRIOR_WEIGHT = floor(gend*(1+dsge_prior_weight));
 
 bvar.NumberOfLags = options_.varlag;
-bvar.NumberOfVariables = size(options_.varobs,1);
+bvar.NumberOfVariables = length(options_.varobs);
 bvar.Constant = 'no';
 bvar.NumberOfEstimatedParameters = bvar.NumberOfLags*bvar.NumberOfVariables;
 if ~options_.noconstant
diff --git a/matlab/dyn_forecast.m b/matlab/dyn_forecast.m
index bea68db53..5df0edbf8 100644
--- a/matlab/dyn_forecast.m
+++ b/matlab/dyn_forecast.m
@@ -81,8 +81,8 @@ switch task
         order_var = oo_.dr.order_var;
         i_var_obs = [];
         trend_coeffs = [];
-        for i=1:size(var_obs,1)
-            tmp = strmatch(var_obs(i,:),endo_names(i_var,:),'exact');
+        for i=1:length(var_obs)
+            tmp = strmatch(var_obs{i},endo_names(i_var,:),'exact');
             if ~isempty(tmp)
                 i_var_obs = [ i_var_obs; tmp];
                 trend_coeffs = [trend_coeffs; oo_.Smoother.TrendCoeffs(i)];
diff --git a/matlab/dynare_estimation.m b/matlab/dynare_estimation.m
index 4627a54b2..4eaec12fa 100644
--- a/matlab/dynare_estimation.m
+++ b/matlab/dynare_estimation.m
@@ -94,7 +94,7 @@ if nnobs > 1 && horizon > 0
     end
 
     endo_names = M_.endo_names;
-    n_varobs = size(options_.varobs,1);
+    n_varobs = length(options_.varobs);
 
     if isempty(var_list)
         var_list = endo_names;
@@ -116,7 +116,7 @@ if nnobs > 1 && horizon > 0
 
     IdObs    = zeros(n_varobs,1);
     for j=1:n_varobs
-        iobs = strmatch(options_.varobs(j,:),var_list,'exact');
+        iobs = strmatch(options_.varobs{j},var_list,'exact');
         if ~isempty(iobs)
             IdObs(j,1) = iobs;
         end
diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m
index f3fb2b76c..b9540d1fd 100644
--- a/matlab/dynare_estimation_1.m
+++ b/matlab/dynare_estimation_1.m
@@ -120,7 +120,7 @@ missing_value = dataset_.missing.state;
 % Set number of observations
 gend = options_.nobs;
 % Set the number of observed variables.
-n_varobs = size(options_.varobs,1);
+n_varobs = length(options_.varobs);
 % Get the number of parameters to be estimated.
 nvx = estim_params_.nvx;  % Variance of the structural innovations (number of parameters).
 nvn = estim_params_.nvn;  % Variance of the measurement innovations (number of parameters).
@@ -560,9 +560,9 @@ if ~options_.cova_compute
 end
 
 if any(bayestopt_.pshape > 0) && ~options_.mh_posterior_mode_estimation
-    %% display results table and store parameter estimates and standard errors in results
+    % display results table and store parameter estimates and standard errors in results
     oo_=display_estimation_results_table(xparam1,stdh,M_,options_,estim_params_,bayestopt_,oo_,pnames,'Posterior','posterior');
-    %% Laplace approximation to the marginal log density:
+    % Laplace approximation to the marginal log density:
     if options_.cova_compute
         estim_params_nbr = size(xparam1,1);
         scale_factor = -sum(log10(diag(invhess)));
@@ -783,8 +783,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
                 number_of_plots_to_draw = number_of_plots_to_draw + 1;
                 index = cat(1,index,i);
             end
-            eval(['oo_.SmoothedMeasurementErrors.' deblank(options_.varobs(i,:)) ...
-                  ' = measurement_error(i,:)'';']);
+            eval(['oo_.SmoothedMeasurementErrors.' options_.varobs{i} ' = measurement_error(i,:)'';']);
         end
         if ~options_.nograph
             [nbplt,nr,nc,lr,lc,nstar] = pltorg(number_of_plots_to_draw);
@@ -813,7 +812,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
                     hold on
                     plot(1:gend,measurement_error(index(k),:),marker_string{2,1},'linewidth',1)
                     hold off
-                    name = deblank(options_.varobs(index(k),:));
+                    name = deblank(options_.varobs{index(k)});
                     if gend>1
                         xlim([1 gend])
                     end
@@ -827,7 +826,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
                         set(gca,'XTickLabel',options_.XTickLabel)
                     end
                     if options_.TeX
-                        idx = strmatch(options_.varobs(index(k),:),M_.endo_names,'exact');
+                        idx = strmatch(options_.varobs{index(k)},M_.endo_names,'exact');
                         texname = M_.endo_names_tex(idx,:);
                         if isempty(TeXNAMES)
                             TeXNAMES = ['$ ' deblank(texname) ' $'];
@@ -888,7 +887,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
             hold on
             plot(1:gend,rawdata(:,k),marker_string{2,1},'linewidth',1)
             hold off
-            name = deblank(options_.varobs(k,:));
+            name = options_.varobs{k};
             if isempty(NAMES)
                 NAMES = name;
             else
@@ -902,7 +901,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
                 xlim([1 gend])
             end
             if options_.TeX
-                idx = strmatch(options_.varobs(k,:),M_.endo_names,'exact');
+                idx = strmatch(options_.varobs{k},M_.endo_names,'exact');
                 texname = M_.endo_names_tex(idx,:);
                 if isempty(TeXNAMES)
                     TeXNAMES = ['$ ' deblank(texname) ' $'];
diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 6415bf753..74d0b6089 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -116,7 +116,7 @@ else
 end
 
 % Set the number of observed variables.
-n_varobs = size(options_.varobs,1);
+n_varobs = length(options_.varobs);
 
 % Set priors over the estimated parameters.
 if ~isempty(estim_params_)
@@ -224,8 +224,8 @@ end
 var_obs_index = [];
 k1 = [];
 for i=1:n_varobs
-    var_obs_index = [var_obs_index; strmatch(deblank(options_.varobs(i,:)),M_.endo_names(dr.order_var,:),'exact')];
-    k1 = [k1; strmatch(deblank(options_.varobs(i,:)),M_.endo_names, 'exact')];
+    var_obs_index = [var_obs_index; strmatch(options_.varobs{i},M_.endo_names(dr.order_var,:),'exact')];
+    k1 = [k1; strmatch(options_.varobs{i},M_.endo_names, 'exact')];
 end
 
 % Define union of observed and state variables
@@ -380,4 +380,4 @@ if all(abs(oo_.steady_state(bayestopt_.mfys))<1e-9)
     options_.noconstant = 1;
 else
     options_.noconstant = 0;
-end
\ No newline at end of file
+end
diff --git a/matlab/dynare_identification.m b/matlab/dynare_identification.m
index 0f22ad9e2..133ebdcc2 100644
--- a/matlab/dynare_identification.m
+++ b/matlab/dynare_identification.m
@@ -132,7 +132,7 @@ options_.smoother=1;
 options_ident.analytic_derivation_mode = options_.analytic_derivation_mode;
 if isempty(dataset_),
     dataset_.info.ntobs = periods;
-    dataset_.info.nvobs = rows(options_.varobs);
+    dataset_.info.nvobs = length(options_.varobs);
     dataset_.info.varobs = options_.varobs;
     dataset_.rawdata = [];
     dataset_.missing.state = 0;
@@ -145,17 +145,8 @@ if isempty(dataset_),
     dataset_.missing.no_more_missing_observations = 1;
     dataset_.descriptive.mean = [];
     dataset_.data = [];
-
-%     data_info.gend = periods;
-%     data_info.data = [];
-%     data_info.data_index = [];
-%     data_info.number_of_observations = periods*size(options_.varobs,1);
-%     data_info.no_more_missing_observations = 0;
-%     data_info.missing_value = 0;
 end
 
-% results = prior_sampler(0,M_,bayestopt_,options_,oo_);
-
 if prior_exist
     if any(bayestopt_.pshape > 0)
         if options_ident.prior_range
diff --git a/matlab/dynare_sensitivity.m b/matlab/dynare_sensitivity.m
index 14df1e83b..ede905c33 100644
--- a/matlab/dynare_sensitivity.m
+++ b/matlab/dynare_sensitivity.m
@@ -400,9 +400,9 @@ if options_gsa.glue,
     Obs.data = data;
     Obs.time = [1:gend];
     Obs.num  = gend;
-    for j=1:size(options_.varobs,1)
-        Obs.name{j} = deblank(options_.varobs(j,:));
-        vj=deblank(options_.varobs(j,:));
+    for j=1:length(options_.varobs)
+        Obs.name{j} = options_.varobs{j};
+        vj = options_.varobs{j};
         
         jxj = strmatch(vj,lgy_(dr_.order_var,:),'exact');
         js = strmatch(vj,lgy_,'exact');
@@ -440,7 +440,7 @@ if options_gsa.glue,
         ismoo(j)=jxj;
         
     end
-    jsmoo = size(options_.varobs,1);
+    jsmoo = length(options_.varobs);
     for j=1:M_.endo_nbr,
         if ~ismember(j,ismoo),
             jsmoo=jsmoo+1;
@@ -465,10 +465,10 @@ if options_gsa.glue,
         Exo(j).name = deblank(tit(j,:));    
     end
     if ~options_gsa.ppost
-        Lik(size(options_.varobs,1)+1).name = 'logpo';
-        Lik(size(options_.varobs,1)+1).ini  = 'yes';
-        Lik(size(options_.varobs,1)+1).isam = 1;
-        Lik(size(options_.varobs,1)+1).data = -logpo2;
+        Lik(length(options_.varobs)+1).name = 'logpo';
+        Lik(length(options_.varobs)+1).ini  = 'yes';
+        Lik(length(options_.varobs)+1).isam = 1;
+        Lik(length(options_.varobs)+1).data = -logpo2;
     end
     Sam.name = bayestopt_.name;
     Sam.dim  = [size(x) 0];
diff --git a/matlab/forecast_graphs.m b/matlab/forecast_graphs.m
index f95b77541..739e229d6 100644
--- a/matlab/forecast_graphs.m
+++ b/matlab/forecast_graphs.m
@@ -24,10 +24,6 @@ nr = 3;
 exo_nbr = M_.exo_nbr;
 endo_names = M_.endo_names;
 fname = M_.fname;
-% $$$     varobs = options_.varobs;
-% $$$     y = oo_.SmoothedVariables;
-% $$$     ys = oo_.dr.ys;
-% $$$     gend = size(y,2);
 yf = oo_.forecast.Mean;
 hpdinf = oo_.forecast.HPDinf;
 hpdsup = oo_.forecast.HPDsup;
@@ -44,13 +40,6 @@ for i = 1:size(var_list)
 end
 nvar = length(i_var);
 
-% $$$     % build trend for smoothed variables if necessary
-% $$$     trend = zeros(size(varobs,1),10);
-% $$$     if isfield(oo_.Smoother,'TrendCoeffs')
-% $$$         trend_coeffs = oo_.Smoother.TrendCoeffs;
-% $$$         trend = trend_coeffs*(gend-9:gend);
-% $$$     end
-
 % create subdirectory <fname>/graphs if id doesn't exist
 if ~exist(fname, 'dir')
     mkdir('.',fname);
diff --git a/matlab/get_posterior_parameters.m b/matlab/get_posterior_parameters.m
index 8c4a9c8eb..b8676c2d4 100644
--- a/matlab/get_posterior_parameters.m
+++ b/matlab/get_posterior_parameters.m
@@ -50,7 +50,7 @@ end
 
 for i=1:nvn
     k1 = estim_params_.nvn_observable_correspondence(i,1);
-    name1 = deblank(options_.varobs(k1,:));
+    name1 = options_.varobs{k1};
     xparam(m) = eval(['oo_.posterior_' type '.measurement_errors_std.' name1]);
     m = m+1;
 end
@@ -69,8 +69,8 @@ end
 for i=1:ncn
     k1 = estim_params_.corrn_observable_correspondence(i,1);
     k2 = estim_params_.corrn_observable_correspondence(i,2);
-    name1 = deblank(options_.varobs(k1,:));
-    name2 = deblank(options_.varobs(k2,:));
+    name1 = options_.varobs{k1};
+    name2 = options_.varobs{k2};
     xparam(m) = eval(['oo_.posterior_' type '.measurement_errors_corr.' name1 '_' name2]);
     m = m+1;
 end
diff --git a/matlab/get_the_name.m b/matlab/get_the_name.m
index bd6172a22..9251dd2f9 100644
--- a/matlab/get_the_name.m
+++ b/matlab/get_the_name.m
@@ -73,7 +73,7 @@ if k <= nvx
         texnam = ['$ SE_{' tname '} $'];
     end
 elseif  k <= (nvx+nvn)
-    vname = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(k-estim_params_.nvx,1),:));
+    vname = options_.varobs{estim_params_.nvn_observable_correspondence(k-estim_params_.nvx,1)};
     nam=['SE_EOBS_',vname];
     if TeX
         tname  = deblank(M_.endo_names_tex(estim_params_.var_endo(k-estim_params_.nvx,1),:));
diff --git a/matlab/get_variables_list.m b/matlab/get_variables_list.m
index 853b1169f..5d6a93c84 100644
--- a/matlab/get_variables_list.m
+++ b/matlab/get_variables_list.m
@@ -35,7 +35,7 @@ function [ivar,vartan,options_] = get_variables_list(options_,M_)
 
 varlist = options_.varlist;
 if isempty(varlist)
-    varlist = options_.varobs;
+    varlist = char(options_.varobs);
     options_.varlist = varlist;
 end
 nvar = rows(varlist);
diff --git a/matlab/identification_analysis.m b/matlab/identification_analysis.m
index 07f5ce50f..61d732aa4 100644
--- a/matlab/identification_analysis.m
+++ b/matlab/identification_analysis.m
@@ -140,7 +140,7 @@ if info(1)==0,
             end
             analytic_derivation = options_.analytic_derivation;
             options_.analytic_derivation = -2;
-            info = stoch_simul(options_.varobs);
+            info = stoch_simul(char(options_.varobs));
             data_info.data=oo_.endo_simul(options_.varobs_id,100+1:end);
             %                         datax=data;
             derivatives_info.no_DLIK=1;
diff --git a/matlab/prior_posterior_statistics.m b/matlab/prior_posterior_statistics.m
index 2bd265d05..936b307ad 100644
--- a/matlab/prior_posterior_statistics.m
+++ b/matlab/prior_posterior_statistics.m
@@ -58,7 +58,7 @@ naK = length(options_.filter_step_ahead);
 MaxNumberOfBytes=options_.MaxNumberOfBytes;
 endo_nbr=M_.endo_nbr;
 exo_nbr=M_.exo_nbr;
-nvobs     = size(options_.varobs,1);
+nvobs     = length(options_.varobs);
 iendo = 1:endo_nbr;
 horizon = options_.forecast;
 % moments_varendo = options_.moments_varendo;
@@ -114,9 +114,9 @@ end
 MAX_nruns = min(B,ceil(MaxNumberOfBytes/(npar+2)/8));
 MAX_nsmoo = min(B,ceil(MaxNumberOfBytes/((endo_nbr)*gend)/8));
 MAX_ninno = min(B,ceil(MaxNumberOfBytes/(exo_nbr*gend)/8));
-MAX_nerro = min(B,ceil(MaxNumberOfBytes/(size(options_.varobs,1)*gend)/8));
+MAX_nerro = min(B,ceil(MaxNumberOfBytes/(length(options_.varobs)*gend)/8));
 if naK
-    MAX_naK   = min(B,ceil(MaxNumberOfBytes/(size(options_.varobs,1)* ...
+    MAX_naK   = min(B,ceil(MaxNumberOfBytes/(length(options_.varobs)* ...
                                              length(options_.filter_step_ahead)*gend)/8));
 end
 if horizon
diff --git a/matlab/read_variables.m b/matlab/read_variables.m
index 3011846db..cc0979307 100644
--- a/matlab/read_variables.m
+++ b/matlab/read_variables.m
@@ -42,7 +42,7 @@ if ~isempty(directory)
 end
 
 dyn_size_01 = size(dyn_data_01,1);
-var_size_01 = size(var_names_01,1);
+var_size_01 = length(var_names_01);
 
 % Auto-detect extension if not provided
 if isempty(extension)
@@ -71,7 +71,7 @@ switch (extension)
     case '.m'
         eval(basename);
         for dyn_i_01=1:var_size_01
-            dyn_tmp_01 = eval(var_names_01(dyn_i_01,:));
+            dyn_tmp_01 = eval(var_names_01{dyn_i_01});
             if length(dyn_tmp_01) > dyn_size_01 && dyn_size_01 > 0
                 cd(old_pwd)
                 error('data size is too large')
@@ -81,7 +81,7 @@ switch (extension)
     case '.mat'
         s = load(basename);
         for dyn_i_01=1:var_size_01
-            dyn_tmp_01 = s.(deblank(var_names_01(dyn_i_01,:)));
+            dyn_tmp_01 = s.(var_names_01{dyn_i_01});
             if length(dyn_tmp_01) > dyn_size_01 && dyn_size_01 > 0
                 cd(old_pwd)
                 error('data size is too large')
@@ -96,7 +96,7 @@ switch (extension)
             end
         end
         for dyn_i_01=1:var_size_01
-            iv = strmatch(var_names_01(dyn_i_01,:),raw(1,:),'exact');
+            iv = strmatch(var_names_01{dyn_i_01},raw(1,:),'exact');
             dyn_tmp_01 = [raw{2:end,iv}]';
             if length(dyn_tmp_01) > dyn_size_01 && dyn_size_01 > 0
                 cd(old_pwd)
@@ -106,9 +106,8 @@ switch (extension)
         end
     case '.csv'
         [freq,init,data,varlist] = load_csv_file_data(fullname);
-        %var_names_01 = deblank(var_names_01);
         for dyn_i_01=1:var_size_01
-            iv = strmatch(strtrim(var_names_01(dyn_i_01,:)),varlist,'exact');
+            iv = strmatch(var_names_01{dyn_i_01},varlist,'exact');
             if ~isempty(iv)
                 dyn_tmp_01 = [data(2:end,iv)]';
                 if length(dyn_tmp_01) > dyn_size_01 && dyn_size_01 > 0
@@ -118,7 +117,7 @@ switch (extension)
                 dyn_data_01(:,dyn_i_01) = dyn_tmp_01;
             else
                 cd(old_pwd)
-                error([strtrim(var_names_01(dyn_i_01,:)) ' not found in ' fullname])
+                error([var_names_01{dyn_i_01} ' not found in ' fullname])
             end
         end
     otherwise
diff --git a/matlab/set_prior.m b/matlab/set_prior.m
index f82223ec8..2c5c0cf30 100644
--- a/matlab/set_prior.m
+++ b/matlab/set_prior.m
@@ -76,11 +76,11 @@ end
 if nvn
     estim_params_.nvn_observable_correspondence=NaN(nvn,1); % stores number of corresponding observable
     if isequal(M_.H,0)
-        nvarobs = size(options_.varobs,1);
+        nvarobs = length(options_.varobs);
         M_.H = zeros(nvarobs,nvarobs);
     end
     for i=1:nvn
-        obsi_ = strmatch(deblank(M_.endo_names(estim_params_.var_endo(i,1),:)),deblank(options_.varobs),'exact');
+        obsi_ = strmatch(deblank(M_.endo_names(estim_params_.var_endo(i,1),:)),options_.varobs,'exact');
         if isempty(obsi_)
             error(['The variable ' deblank(M_.endo_names(estim_params_.var_endo(i,1),:)) ' has to be declared as observable since you assume a measurement error on it.'])
         end
@@ -95,7 +95,7 @@ if nvn
     bayestopt_.p3 = [ bayestopt_.p3; estim_params_.var_endo(:,8)];
     bayestopt_.p4 = [ bayestopt_.p4; estim_params_.var_endo(:,9)];
     bayestopt_.jscale = [ bayestopt_.jscale; estim_params_.var_endo(:,10)];
-    bayestopt_.name = [ bayestopt_.name; cellstr(options_.varobs(estim_params_.nvn_observable_correspondence,:))];
+    bayestopt_.name = [ bayestopt_.name; options_.varobs{estim_params_.nvn_observable_correspondence}];
 end
 if ncx
     xparam1 = [xparam1; estim_params_.corrx(:,3)];
@@ -114,7 +114,7 @@ end
 if ncn
     estim_params_.corrn_observable_correspondence=NaN(ncn,2);
     if isequal(M_.H,0)
-        nvarobs = size(options_.varobs,1);
+        nvarobs = length(options_.varobs);
         M_.H = zeros(nvarobs,nvarobs);
     end
     xparam1 = [xparam1; estim_params_.corrn(:,3)];
@@ -132,8 +132,8 @@ if ncn
     for i=1:ncn
         k1 = estim_params_.corrn(i,1);
         k2 = estim_params_.corrn(i,2);
-        obsi1 = strmatch(deblank(M_.endo_names(k1,:)),deblank(options_.varobs),'exact'); %find correspondence to varobs to construct H in set_all_paramters
-        obsi2 = strmatch(deblank(M_.endo_names(k2,:)),deblank(options_.varobs),'exact');
+        obsi1 = strmatch(deblank(M_.endo_names(k1,:)),options_.varobs,'exact'); %find correspondence to varobs to construct H in set_all_paramters
+        obsi2 = strmatch(deblank(M_.endo_names(k2,:)),options_.varobs,'exact');
         estim_params_.corrn_observable_correspondence(i,:)=[obsi1,obsi2]; %save correspondence
     end
 end
diff --git a/matlab/simulated_moment_uncertainty.m b/matlab/simulated_moment_uncertainty.m
index 0815c7a6b..d41f13835 100644
--- a/matlab/simulated_moment_uncertainty.m
+++ b/matlab/simulated_moment_uncertainty.m
@@ -30,7 +30,7 @@ for j=1:replic;
     options_.noprint = 1;
     options_.order = 1;
     options_.periods = periods;
-    info = stoch_simul(options_.varobs);
+    info = stoch_simul(char(options_.varobs));
     dum=[oo_.mean; dyn_vech(oo_.var)];
     sd = sqrt(diag(oo_.var));
     for i=1:options_.ar;
diff --git a/matlab/stoch_simul.m b/matlab/stoch_simul.m
index 8de0e4bfe..d64c1ca13 100644
--- a/matlab/stoch_simul.m
+++ b/matlab/stoch_simul.m
@@ -102,7 +102,7 @@ if ~options_.noprint
         skipline()
 
         if isfield(options_,'varobs')&& ~isempty(options_.varobs)
-            PCL_varobs=options_.varobs;
+            PCL_varobs=char(options_.varobs);
             disp('OBSERVED VARIABLES')
         else
             PCL_varobs=M_.endo_names;
diff --git a/matlab/subset.m b/matlab/subset.m
index 8e419581c..dedbdbfba 100644
--- a/matlab/subset.m
+++ b/matlab/subset.m
@@ -20,8 +20,6 @@ function jndx = subset()
 global options_ estim_params_ M_
 
 ExcludedParamNames = options_.ExcludedParams;
-VarObs = options_.varobs;
-VarExo = M_.exo_names;
 info   = options_.ParamSubSet;
 
 nvx = estim_params_.nvx;
diff --git a/matlab/utilities/dataset/initialize_dataset.m b/matlab/utilities/dataset/initialize_dataset.m
index c890e83fd..6037b71f7 100644
--- a/matlab/utilities/dataset/initialize_dataset.m
+++ b/matlab/utilities/dataset/initialize_dataset.m
@@ -43,7 +43,7 @@ end
 
 % Fill the dataset structure
 dataset_.info.ntobs = nobs;
-dataset_.info.nvobs = rows(varobs);
+dataset_.info.nvobs = length(varobs);
 dataset_.info.varobs = varobs;
 
 % Test the number of variables in the database.
diff --git a/matlab/var_sample_moments.m b/matlab/var_sample_moments.m
index 834eb8152..598050009 100644
--- a/matlab/var_sample_moments.m
+++ b/matlab/var_sample_moments.m
@@ -75,7 +75,7 @@ YtX = [];
 XtY = [];
 XtX = [];
 
-data = read_variables(datafile,varobs,[],xls_sheet,xls_range);
+data = read_variables(datafile,char(varobs),[],xls_sheet,xls_range);
 
 if qlag > FirstObservation
     disp('VarSampleMoments :: not enough data to initialize! Try to increase FirstObservation.')
@@ -83,7 +83,7 @@ if qlag > FirstObservation
 end
 
 NumberOfObservations = LastObservation-FirstObservation+1;% This is T.
-NumberOfVariables = size(varobs,1);% This is m.
+NumberOfVariables = length(varobs);% 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.

From bca9430c5c0add662b552a6fb5f5f8f87f0ed355 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 9 Sep 2013 10:27:59 +0200
Subject: [PATCH 017/105] Consider options_.varobs as a cell of strings.

---
 matlab/display_estimation_results_table.m | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/matlab/display_estimation_results_table.m b/matlab/display_estimation_results_table.m
index 1cfcd9d3f..91b97ddbd 100644
--- a/matlab/display_estimation_results_table.m
+++ b/matlab/display_estimation_results_table.m
@@ -105,7 +105,7 @@ if nvx
     disp(tit1)
     ip = nvx+1;
     for i=1:nvn
-        name = deblank(options_.varobs(estim_params_.nvn_observable_correspondence(i,1),:));
+        name = options_.varobs{estim_params_.nvn_observable_correspondence(i,1)};
         if strcmp(field_name,'posterior')           
             fprintf('%-*s %7.3f %8.4f %7.4f %4s %6.4f \n', ...
                      header_width,name,bayestopt_.p1(ip), ...
@@ -274,7 +274,7 @@ if any(bayestopt_.pshape > 0) && options_.TeX %% Bayesian estimation (posterior
         fprintf(fidTeX,'\\hline \\hline \\endlastfoot \n');
         ip = nvx+1;
         for i=1:nvn
-            idx = strmatch(options_.varobs(estim_params_.nvn_observable_correspondence(i,1),:),M_.endo_names);
+            idx = strmatch(options_.varobs{estim_params_.nvn_observable_correspondence(i,1)},M_.endo_names);
             fprintf(fidTeX,'$%s$ & %4s & %7.3f & %6.4f & %8.4f & %7.4f \\\\ \n',...
                     deblank(M_.endo_names_tex(idx,:)), ...
                     deblank(pnames(bayestopt_.pshape(ip)+1,:)), ...
@@ -467,7 +467,7 @@ elseif all(bayestopt_.pshape == 0) && options_.TeX %% MLE and GMM Latex output
         fprintf(fidTeX,'\\hline \\hline \\endlastfoot \n');
         ip = nvx+1;
         for i=1:nvn
-           idx = strmatch(options_.varobs(estim_params_.nvn_observable_correspondence(i,1),:),M_.endo_names);
+           idx = strmatch(options_.varobs{estim_params_.nvn_observable_correspondence(i,1)},M_.endo_names);
            fprintf(fidTeX,'$%s$ & %8.4f & %7.4f & %7.4f \\\\ \n',...
                     deblank(M_.endo_names_tex(idx,:)), ...
                     xparam1(ip),...

From 80218a1b65b9af0ccd6b598fe562819ea48bd0ec Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 9 Sep 2013 11:25:12 +0200
Subject: [PATCH 018/105] Fixed bug (conversion of variable names in tex).

---
 matlab/utilities/general/name2tex.m | 10 +++-------
 1 file changed, 3 insertions(+), 7 deletions(-)

diff --git a/matlab/utilities/general/name2tex.m b/matlab/utilities/general/name2tex.m
index 213ad7bbb..a8369e68e 100644
--- a/matlab/utilities/general/name2tex.m
+++ b/matlab/utilities/general/name2tex.m
@@ -25,15 +25,8 @@ end
 
 if iscell(name)
     nn = length(name);
-    id = findstr(cell2mat(transpose(name)),'_');
 else
     nn = 1;
-    id = findstr(name,'_');
-end
-
-if isempty(id)
-    tex = name;
-    return
 end
 
 if iscell(name)
@@ -51,6 +44,9 @@ for i=1:nn
             id = findstr(name,'_');
             len = length(tex);
         end
+        if isempty(id)
+            continue
+        end
         n = length(id);
         if id(1)==1
             if iscell(name)

From c824217163a1f95acb0cdce63695281c2e62b6cb Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 9 Sep 2013 12:36:43 +0200
Subject: [PATCH 019/105] Added comments.

---
 matlab/dynare_estimation_init.m | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 74d0b6089..a4cd9b825 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -39,10 +39,12 @@ global objective_function_penalty_base
 
 if isempty(gsa_flag)
     gsa_flag = 0;
-else% Decide if a DSGE or DSGE-VAR has to be estimated.
+else
+    % Decide if a DSGE or DSGE-VAR has to be estimated.
     if ~isempty(strmatch('dsge_prior_weight',M_.param_names))
         options_.dsge_var = 1;
     end
+    % Get the list of the endogenous variables for which posterior statistics wil be computed
     var_list_ = check_list_of_variables(options_, M_, var_list_);
     options_.varlist = var_list_;
 end

From 7756bc3af25b81d7b9679b6028980482a2f6aa16 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 9 Sep 2013 13:57:34 +0200
Subject: [PATCH 020/105] Removed lgyidx2varobs field (vector of integers) in
 options_. Added checks about the declared observed variables.

---
 matlab/dynare_estimation_init.m               | 29 +++++++++++++++----
 .../particle/solve_model_for_online_filter.m  |  5 ++--
 2 files changed, 27 insertions(+), 7 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index a4cd9b825..93c8f4398 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -49,16 +49,35 @@ else
     options_.varlist = var_list_;
 end
 
-% Get the indices of the observed variables in M_.endo_names.
-options_.lgyidx2varobs = zeros(size(M_.endo_names,1),1);
-for i = 1:size(M_.endo_names,1)
+% Set the number of observed variables.
+options_.number_of_observed_variables = length(options_.varobs);
+
+% Check that each declared observed variable is also an endogenous variable.
+for i = 1:options_.number_of_observed_variables
+    id = strmatch(options_.varobs{i}, M_.endo_names, 'exact');
+    if isempty(id)
+        error(['Unknown variable (' options_.varobs{i} ')!'])
+    end
+end
+
+% Check that a variable is not declared as observed more than once.
+if ~isequal(varobs,unique(varobs))
+    for i = 1:options_.number_of_observed_variables
+        if length(strmatch(varobs{i},varobs))>1
+            error(['A variable cannot be declared as observed more than once (' options_.varobs{i} ')!'])
+        end
+    end
+end
+    
+for i = 1:M_.endo_nbr
     tmp = strmatch(deblank(M_.endo_names(i,:)),options_.varobs,'exact');
-    if ~isempty(tmp)
+    if isempty(tmp)
+        error(['Multiple declarations of ' deblank(M_.endo_names(i,:)) ' as an observed variable is not allowed!'])
+    else
         if length(tmp)>1
             skipline()
             error(['Multiple declarations of ' deblank(M_.endo_names(i,:)) ' as an observed variable is not allowed!'])
         end
-        options_.lgyidx2varobs(i) = tmp;
     end
 end
 
diff --git a/matlab/particle/solve_model_for_online_filter.m b/matlab/particle/solve_model_for_online_filter.m
index 575d0f16b..bdcf5b12a 100644
--- a/matlab/particle/solve_model_for_online_filter.m
+++ b/matlab/particle/solve_model_for_online_filter.m
@@ -201,9 +201,10 @@ end
 
 % Get the off-diagonal elements of the covariance matrix for the measurement errors. Test if H is positive definite.
 if EstimatedParameters.ncn
+    corrn_observable_correspondence = EstimatedParameters.corrn_observable_correspondence;
     for i=1:EstimatedParameters.ncn
-        k1 = DynareOptions.lgyidx2varobs(EstimatedParameters.corrn(i,1));
-        k2 = DynareOptions.lgyidx2varobs(EstimatedParameters.corrn(i,2));
+        k1 = corrn_observable_correspondence(i,1);
+        k2 = corrn_observable_correspondence(i,2);
         H(k1,k2) = xparam1(i+offset)*sqrt(H(k1,k1)*H(k2,k2));
         H(k2,k1) = H(k1,k2);
     end

From e466206f6cacf567f1e823ac4fcfbafe5ed181be Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 9 Sep 2013 13:59:06 +0200
Subject: [PATCH 021/105] Removed useless block of code.

---
 matlab/dynare_estimation_init.m | 12 ------------
 1 file changed, 12 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 93c8f4398..652b95a36 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -69,18 +69,6 @@ if ~isequal(varobs,unique(varobs))
     end
 end
     
-for i = 1:M_.endo_nbr
-    tmp = strmatch(deblank(M_.endo_names(i,:)),options_.varobs,'exact');
-    if isempty(tmp)
-        error(['Multiple declarations of ' deblank(M_.endo_names(i,:)) ' as an observed variable is not allowed!'])
-    else
-        if length(tmp)>1
-            skipline()
-            error(['Multiple declarations of ' deblank(M_.endo_names(i,:)) ' as an observed variable is not allowed!'])
-        end
-    end
-end
-
 if options_.order>2
     error(['I cannot estimate a model with a ' int2str(options_.order) ' order approximation of the model!'])
 end

From 806b5a799f32288d7c4a9bb57d925f6750cfff5e Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 9 Sep 2013 14:01:17 +0200
Subject: [PATCH 022/105] Added comment.

---
 matlab/dynare_estimation_init.m | 1 +
 1 file changed, 1 insertion(+)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 652b95a36..889fba315 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -69,6 +69,7 @@ if ~isequal(varobs,unique(varobs))
     end
 end
     
+% Check the perturbation order (nonlinear filters with third order perturbation, or higher order, are not yet implemented).
 if options_.order>2
     error(['I cannot estimate a model with a ' int2str(options_.order) ' order approximation of the model!'])
 end

From f465949cf5c0f0f3327c2863bdde897258f58a5e Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 9 Sep 2013 14:05:56 +0200
Subject: [PATCH 023/105] Cosmetic changes.

---
 matlab/dynare_estimation_init.m | 23 +++++++++++------------
 1 file changed, 11 insertions(+), 12 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 889fba315..148f96321 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -74,25 +74,24 @@ if options_.order>2
     error(['I cannot estimate a model with a ' int2str(options_.order) ' order approximation of the model!'])
 end
 
-% Set options_.lik_init equal to 3 if diffuse filter is used or
-% kalman_algo refers to a diffuse filter algorithm.
-if (options_.diffuse_filter==1) || (options_.kalman_algo > 2)
-    if options_.lik_init == 2
-        error(['options diffuse_filter, lik_init and/or kalman_algo have ' ...
-               'contradictory settings'])
+% Set options_.lik_init equal to 3 if diffuse filter is used or kalman_algo refers to a diffuse filter algorithm.
+if isequal(options_.diffuse_filter,1) || (options_.kalman_algo>2)
+    if isequal(options_.lik_init,2)
+        error(['options diffuse_filter, lik_init and/or kalman_algo have contradictory settings'])
     else
         options_.lik_init = 3;
     end
 end
 
 % If options_.lik_init == 1
-%  set by default options_.qz_criterium to 1-1e-6
-%  and check options_.qz_criterium < 1-eps if options_.lik_init == 1
-% Else set by default options_.qz_criterium to 1+1e-6
-if options_.lik_init == 1
+%     set by default options_.qz_criterium to 1-1e-6
+%     and check options_.qz_criterium < 1-eps if options_.lik_init == 1
+% Else
+%     set by default options_.qz_criterium to 1+1e-6
+if isequal(options_.lik_init,1)
     if isempty(options_.qz_criterium)
         options_.qz_criterium = 1-1e-6;
-    elseif options_.qz_criterium > 1-eps
+    elseif options_.qz_criterium>1-eps
         error(['estimation: option qz_criterium is too large for estimating ' ...
                'a stationary model. If your model contains unit roots, use ' ...
                'option diffuse_filter'])
@@ -103,7 +102,7 @@ end
 
 % If the data are prefiltered then there must not be constants in the
 % measurement equation of the DSGE model or in the DSGE-VAR model.
-if options_.prefilter == 1
+if isequal(options_.prefilter,1)
     options_.noconstant = 1;
 end
 

From 1339987af5d0842861ae0d509bfcf052971b9b35 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 9 Sep 2013 14:07:08 +0200
Subject: [PATCH 024/105] Removed n_varobs.

---
 matlab/dynare_estimation_init.m | 7 ++-----
 1 file changed, 2 insertions(+), 5 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 148f96321..a65a24270 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -124,9 +124,6 @@ else
     M_.dname = dname;
 end
 
-% Set the number of observed variables.
-n_varobs = length(options_.varobs);
-
 % Set priors over the estimated parameters.
 if ~isempty(estim_params_)
     [xparam1,estim_params_,bayestopt_,lb,ub,M_] = set_prior(estim_params_,M_,options_);
@@ -205,7 +202,7 @@ else% Yes!
     bayestopt_.trend_coeff = {};
     trend_coeffs = options_.trend_coeffs;
     nt = length(trend_coeffs);
-    for i=1:n_varobs
+    for i=1:options_.number_of_observed_variables
         if i > length(trend_coeffs)
             bayestopt_.trend_coeff{i} = '0';
         else
@@ -232,7 +229,7 @@ end
 % Setting resticted state space (observed + predetermined variables)
 var_obs_index = [];
 k1 = [];
-for i=1:n_varobs
+for i=1:options_.number_of_observed_variables
     var_obs_index = [var_obs_index; strmatch(options_.varobs{i},M_.endo_names(dr.order_var,:),'exact')];
     k1 = [k1; strmatch(options_.varobs{i},M_.endo_names, 'exact')];
 end

From 421e7a83d52741fc59a12284a8c7d77547e3efb8 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 9 Sep 2013 14:21:11 +0200
Subject: [PATCH 025/105] Fixed bug.

---
 matlab/dynare_estimation_init.m | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index a65a24270..0af2c4926 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -61,9 +61,9 @@ for i = 1:options_.number_of_observed_variables
 end
 
 % Check that a variable is not declared as observed more than once.
-if ~isequal(varobs,unique(varobs))
+if ~isequal(options_.varobs,unique(options_.varobs))
     for i = 1:options_.number_of_observed_variables
-        if length(strmatch(varobs{i},varobs))>1
+        if length(strmatch(options_.varobs{i},varobs))>1
             error(['A variable cannot be declared as observed more than once (' options_.varobs{i} ')!'])
         end
     end

From bdde385ec6eb971256f8a34bbc784b7114db3bc6 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 9 Sep 2013 14:54:28 +0200
Subject: [PATCH 026/105] Moved the test on the declaration of the observed
 variables.

---
 matlab/dynare_estimation_init.m | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 0af2c4926..88cd05c2d 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -52,6 +52,11 @@ end
 % Set the number of observed variables.
 options_.number_of_observed_variables = length(options_.varobs);
 
+% Test if observed variables are declared.
+if ~options_.number_of_observed_variables
+    error('VAROBS is missing!')
+end
+
 % Check that each declared observed variable is also an endogenous variable.
 for i = 1:options_.number_of_observed_variables
     id = strmatch(options_.varobs{i}, M_.endo_names, 'exact');
@@ -221,11 +226,6 @@ nstatic = M_.nstatic;          % Number of static variables.
 npred = M_.nspred;             % Number of predetermined variables.
 nspred = M_.nspred;            % Number of predetermined variables in the state equation.
 
-% Test if observed variables are declared.
-if isempty(options_.varobs)
-    error('VAROBS is missing')
-end
-
 % Setting resticted state space (observed + predetermined variables)
 var_obs_index = [];
 k1 = [];

From 55e3bcc5f8a4a89b3df7a28a1ef0d19e5d18d74c Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 11 Sep 2013 11:26:35 +0200
Subject: [PATCH 027/105] Removed general transformation of the raw data, only
 consider the log function.

---
 matlab/dynare_estimation_init.m               |  2 +-
 matlab/utilities/dataset/initialize_dataset.m | 12 +++++-------
 2 files changed, 6 insertions(+), 8 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 39fc16778..ae66acca1 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -457,7 +457,7 @@ if ~isfield(options_,'nobs')
     options_.nobs = [];
 end
 
-dataset_ = initialize_dataset(options_.datafile,options_.varobs,options_.first_obs,options_.nobs,transformation,options_.prefilter,xls);
+dataset_ = initialize_dataset(options_.datafile,options_.varobs,options_.first_obs,options_.nobs,logged_data_flag,options_.prefilter,xls);
 
 options_.nobs = dataset_.info.ntobs;
 
diff --git a/matlab/utilities/dataset/initialize_dataset.m b/matlab/utilities/dataset/initialize_dataset.m
index 6037b71f7..6aa142578 100644
--- a/matlab/utilities/dataset/initialize_dataset.m
+++ b/matlab/utilities/dataset/initialize_dataset.m
@@ -1,4 +1,4 @@
-function dataset_ = initialize_dataset(datafile,varobs,first,nobs,transformation,prefilter,xls)
+function dataset_ = initialize_dataset(datafile,varobs,first,nobs,logged_data_flag,prefilter,xls)
 % Initializes a structure describing the dataset.
 
 % Copyright (C) 2011-2013 Dynare Team
@@ -18,8 +18,6 @@ function dataset_ = initialize_dataset(datafile,varobs,first,nobs,transformation
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
-
 if isempty(datafile)
     error('Estimation:: You have to declare a dataset file!')
 end
@@ -61,11 +59,11 @@ if size(rawdata,1)~=dataset_.info.ntobs
 end
 rawdata = rawdata(first:(first+dataset_.info.ntobs-1),:);
 
-% Take the log (or anything else) of the variables if needed
-if isempty(transformation)
-    dataset_.rawdata = rawdata;
+% Take the log of the variables if needed
+if logged_data_flag
+    dataset_.rawdata = log(rawdata);
 else
-    dataset_.rawdata = arrayfun(transformation,rawdata);
+    dataset_.radata  = rawdata;
 end
 
 % Test if the observations are real numbers.

From 2bddb0ab4c5b67e16dd21ca93fac3f4c1c9655bf Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 11 Sep 2013 14:31:36 +0200
Subject: [PATCH 028/105] Added new routine.

---
 matlab/get_file_extension.m | 38 +++++++++++++++++++++++++++++++++++++
 1 file changed, 38 insertions(+)
 create mode 100644 matlab/get_file_extension.m

diff --git a/matlab/get_file_extension.m b/matlab/get_file_extension.m
new file mode 100644
index 000000000..9f160ba0f
--- /dev/null
+++ b/matlab/get_file_extension.m
@@ -0,0 +1,38 @@
+function ext = get_file_extension(file)
+
+% returns the extension of a file.
+%
+% INPUTS 
+%  o file      string, name of the file
+%
+% OUTPUTS 
+%  o ext       string, extension.
+%
+% REMARKS 
+%  If the provided file name has no extension, the routine will return an empty array.
+    
+% Copyright (C) 2013 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/>.
+
+remain = file;
+while ~isempty(remain)
+    [ext, remain] = strtok(remain,'.');
+end
+
+if strcmp(ext,file)
+    ext = [];
+end
\ No newline at end of file

From b7b4a9afdc4c882ee089d5d260c65b6d651c17fe Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 11 Sep 2013 17:19:54 +0200
Subject: [PATCH 029/105] Added the possibility to instantiate the dynSeries
 class from an excel (xls or xlsx) file.

Closes #348
---
 matlab/@dynSeries/dynSeries.m |  13 ++++
 matlab/load_xls_file_data.m   | 125 ++++++++++++++++++++++++++++++++++
 2 files changed, 138 insertions(+)
 create mode 100644 matlab/load_xls_file_data.m

diff --git a/matlab/@dynSeries/dynSeries.m b/matlab/@dynSeries/dynSeries.m
index dfe4d8d01..98c5cfc2a 100644
--- a/matlab/@dynSeries/dynSeries.m
+++ b/matlab/@dynSeries/dynSeries.m
@@ -114,6 +114,19 @@ switch nargin
         elseif check_file_extension(varargin{1},'csv')
             [freq,init,data,varlist] = load_csv_file_data(varargin{1});
             tex = [];
+        elseif check_file_extension(varargin{1},'xls') || check_file_extension(varargin{1},'xlsx')
+            if ~isempty(who('global','options_'));
+                % Check that the object is instantiated within a dynare session so that options_ global structure exists.
+                % Should provide latter a mechanism to pass range and sheet to dynSeries constructor...
+                range = evalin('base','options_.xls_range');
+                sheet = evalin('base','options_.xls_sheet');
+            else
+                % By default only the (whole) first sheet is loaded.
+                range = [];
+                sheet = [];
+            end
+            [freq,init,data,varlist] = load_xls_file_data(varargin{1}, sheet, range);
+            tex = [];
         else
             error(['dynSeries:: I''m not able to load data from ' inputname(1) '!'])
         end
diff --git a/matlab/load_xls_file_data.m b/matlab/load_xls_file_data.m
new file mode 100644
index 000000000..b3ce3201e
--- /dev/null
+++ b/matlab/load_xls_file_data.m
@@ -0,0 +1,125 @@
+function [freq, init, data, varlist] = load_xls_file_data(file, sheet, range)
+
+% Loads data in a xls file.
+%
+% INPUTS 
+%  o file       string, name of the file (with extension).
+%  o sheet      string, name of the sheet to be read.
+%  o range      string of the form 'B2:D6'
+%
+% OUTPUTS 
+%  o freq       integer scalar (1, 4, 12 or 52), code for frequency.
+%  o init       dynDate object, initial date of the sample.
+%  o data       matrix of doubles, the raw data.
+%  o varlist    cell of strings (column), names of the variables in the database.
+%
+% REMARKS 
+%  The range argument is only available on windows platform (with Excel installed).
+
+% Copyright (C) 2013 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/>.
+
+% Set defaults.
+if nargin<3 || isempty(range)
+    range = '';
+    if nargin<2 || isempty(sheet)
+        sheet = 1;
+        if nargin<1 || isempty(file)
+            error('load_xls_file_data:: I need at least one input (name of the xls or xlsx file)!')
+        end
+    end
+end
+
+% Check file extension.
+if ~(check_file_extension(file,'xls') || check_file_extension(file,'xlsx'))
+    ext = get_file_extension(file);
+    if isempty(ext)
+        if exist([file '.xls'],'file')
+            file = [file '.xls'];
+        elseif exist([file '.xlsx'],'file')
+            file = [file '.xlsx'];
+        else
+            error(['load_xls_file_data:: Unable to find the data file ' file ' with an xls or xlsx extension!'])
+        end
+    else
+        error(['load_xls_file_data:: The data file ' file ' has wrong extension (must be either xls or xlsx)!'])
+    end
+end
+
+% load excel file.
+[num,txt,raw] = xlsread(file, sheet, range);
+
+% Get dimensions of num, txt and raw
+[n1, n2] = size(num);
+[t1, t2] = size(txt);
+[r1, r2] = size(raw);
+
+% Check the content of the file.
+if isequal(t1,0) && isequal(t2,0)
+    % The file contains no informations about the variables and dates.
+    notime = 1;
+    noname = 1;
+elseif isequal(t2,1) && t1>=t2
+    % The file contains no informations about the variables.
+    notime = 0;
+    noname = 1;
+elseif isequal(t1,1) && t2>=t1
+    % The file contains no informations about the dates.
+    notime = 1;
+    noname = 0;
+else 
+    % The file contains informations about the variables and dates.
+    notime = 0;
+    noname = 0;
+end
+
+% Output initialization.
+freq = 1;
+init = dynDate(1);
+varlist = [];
+data = num;
+
+% Update f
+req.
+if ~notime
+    if isempty(txt{1,1})
+        first_date = txt{2,1};
+    else
+        first_date = txt{1,1};
+    end
+    init = dynDate(first_date);
+    freq = init.freq;
+end
+
+% Update varlist.
+if ~noname
+    if notime
+        varlist = transpose(txt);
+    else
+        varlist = transpose(txt(1,2:end));
+    end
+    % Remove leading and trailing white spaces 
+    for i=1:length(varlist)
+        varlist(i) = {strtrim(varlist{i})};
+    end
+else
+    % set default names
+    varlist = cell(n2,1);
+    for i=1:n2
+        varlist(i) = {['Variable_' int2str(i)]};
+    end
+end
\ No newline at end of file

From 84075cab8196fadfab4c2be556a370be3b0bed52 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 11 Sep 2013 17:21:26 +0200
Subject: [PATCH 030/105] Added unitary tests (instantiation of the dynSeries
 class form an excel file).

---
 matlab/@dynSeries/dynSeries.m   |  84 +++++++++++++++++++++++++++++++-
 tests/dynseries_test_data-1.xls | Bin 0 -> 6144 bytes
 tests/dynseries_test_data-2.xls | Bin 0 -> 5632 bytes
 tests/dynseries_test_data-3.xls | Bin 0 -> 5632 bytes
 tests/dynseries_test_data-4.xls | Bin 0 -> 5632 bytes
 5 files changed, 83 insertions(+), 1 deletion(-)
 create mode 100644 tests/dynseries_test_data-1.xls
 create mode 100644 tests/dynseries_test_data-2.xls
 create mode 100644 tests/dynseries_test_data-3.xls
 create mode 100644 tests/dynseries_test_data-4.xls

diff --git a/matlab/@dynSeries/dynSeries.m b/matlab/@dynSeries/dynSeries.m
index 98c5cfc2a..9d56f5b5f 100644
--- a/matlab/@dynSeries/dynSeries.m
+++ b/matlab/@dynSeries/dynSeries.m
@@ -357,7 +357,6 @@ ts.time = ts.init:(ts.init+ts.nobs);
 %$ T = all(t);
 %@eof:7
 
-
 %@test:8
 %$ t = zeros(8,1);
 %$
@@ -381,3 +380,86 @@ ts.time = ts.init:(ts.init+ts.nobs);
 %$ T = all(t);
 %@eof:8
 
+%@test:9
+%$ try
+%$     ts = dynSeries('dynseries_test_data-1.xls');
+%$     t(1) = 1;
+%$ catch
+%$     t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$     t(2) = dyn_assert(ts.freq,4);
+%$     t(3) = dyn_assert(ts.init.freq,4);
+%$     t(4) = dyn_assert(ts.init.time,[1990, 1]);
+%$     t(5) = dyn_assert(ts.vobs,3);
+%$     t(6) = dyn_assert(ts.nobs,5);
+%$     t(7) = dyn_assert(ts.name,{'GDP';'Consumption';'CPI'});
+%$     t(8) = dyn_assert(ts.tex,{'GDP';'Consumption';'CPI'});
+%$ end
+%$
+%$ T = all(t);
+%@eof:9
+
+%@test:10
+%$ try
+%$     ts = dynSeries('dynseries_test_data-2.xls');
+%$     t(1) = 1;
+%$ catch
+%$     t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$     t(2) = dyn_assert(ts.freq,4);
+%$     t(3) = dyn_assert(ts.init.freq,4);
+%$     t(4) = dyn_assert(ts.init.time,[1990, 1]);
+%$     t(5) = dyn_assert(ts.vobs,3);
+%$     t(6) = dyn_assert(ts.nobs,5);
+%$     t(7) = dyn_assert(ts.name,{'Variable_1';'Variable_2';'Variable_3'});
+%$     t(8) = dyn_assert(ts.tex,{'Variable\\_1';'Variable\\_2';'Variable\\_3'});
+%$ end
+%$
+%$ T = all(t);
+%@eof:10
+
+%@test:11
+%$ try
+%$     ts = dynSeries('dynseries_test_data-3.xls');
+%$     t(1) = 1;
+%$ catch
+%$     t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$     t(2) = dyn_assert(ts.freq,1);
+%$     t(3) = dyn_assert(ts.init.freq,1);
+%$     t(4) = dyn_assert(ts.init.time,[1, 1]);
+%$     t(5) = dyn_assert(ts.vobs,3);
+%$     t(6) = dyn_assert(ts.nobs,5);
+%$     t(7) = dyn_assert(ts.name,{'Variable_1';'Variable_2';'Variable_3'});
+%$     t(8) = dyn_assert(ts.tex,{'Variable\\_1';'Variable\\_2';'Variable\\_3'});
+%$ end
+%$
+%$ T = all(t);
+%@eof:11
+
+%@test:12
+%$ try
+%$     ts = dynSeries('dynseries_test_data-4.xls');
+%$     t(1) = 1;
+%$ catch
+%$     t(1) = 0;
+%$ end
+%$
+%$ if t(1)
+%$     t(2) = dyn_assert(ts.freq,1);
+%$     t(3) = dyn_assert(ts.init.freq,1);
+%$     t(4) = dyn_assert(ts.init.time,[1, 1]);
+%$     t(5) = dyn_assert(ts.vobs,3);
+%$     t(6) = dyn_assert(ts.nobs,5);
+%$     t(7) = dyn_assert(ts.name,{'GDP';'Consumption';'CPI'});
+%$     t(8) = dyn_assert(ts.tex,{'GDP';'Consumption';'CPI'});
+%$ end
+%$
+%$ T = all(t);
+%@eof:12
\ No newline at end of file
diff --git a/tests/dynseries_test_data-1.xls b/tests/dynseries_test_data-1.xls
new file mode 100644
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diff --git a/tests/dynseries_test_data-2.xls b/tests/dynseries_test_data-2.xls
new file mode 100644
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diff --git a/tests/dynseries_test_data-3.xls b/tests/dynseries_test_data-3.xls
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diff --git a/tests/dynseries_test_data-4.xls b/tests/dynseries_test_data-4.xls
new file mode 100644
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From 96a46622af0e0e7956319f8066538015c638f1c1 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 12 Sep 2013 11:58:25 +0200
Subject: [PATCH 031/105] Added prior mode and hyperparameters in oo_.prior
 structure..

---
 matlab/dynare_estimation_init.m | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index ae66acca1..68366aa5a 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -292,7 +292,10 @@ end
 
 % storing prior parameters in results
 oo_.prior.mean = bayestopt_.p1;
+oo_.prior.mode = bayestopt_.p5;
 oo_.prior.variance = diag(bayestopt_.p2.^2);
+oo_.prior.hyperparameters.first = bayestopt_.p6;
+oo_.prior.hyperparameters.second = bayestopt_.p7;
 
 % Is there a linear trend in the measurement equation?
 if ~isfield(options_,'trend_coeffs') % No!

From b680b214cc2d3199d090ffcae185e84df2687dfe Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 12 Sep 2013 12:00:04 +0200
Subject: [PATCH 032/105] Cosmetic changes.

---
 matlab/dynare_estimation_init.m | 14 ++++----------
 1 file changed, 4 insertions(+), 10 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 68366aa5a..1d8a35898 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -352,10 +352,8 @@ k3 = [];
 k3p = [];
 if options_.selected_variables_only
     for i=1:size(var_list_,1)
-        k3 = [k3; strmatch(var_list_(i,:),M_.endo_names(dr.order_var,:), ...
-                           'exact')];
-        k3p = [k3; strmatch(var_list_(i,:),M_.endo_names, ...
-                           'exact')];
+        k3 = [k3; strmatch(var_list_(i,:),M_.endo_names(dr.order_var,:), 'exact')];
+        k3p = [k3; strmatch(var_list_(i,:),M_.endo_names, 'exact')];
     end
 else
     k3 = (1:M_.endo_nbr)';
@@ -376,14 +374,12 @@ if options_.block == 1
     bayestopt_.mf2  = var_obs_index;
     bayestopt_.mfys = k1;
     oo_.dr.restrict_columns = [size(i_posA,1)+(1:size(M_.state_var,2))];
-
     [k2, i_posA, i_posB] = union(k3p, M_.state_var', 'rows');
     bayestopt_.smoother_var_list = [k3p(i_posA); M_.state_var(sort(i_posB))'];
     [junk,junk,bayestopt_.smoother_saved_var_list] = intersect(k3p,bayestopt_.smoother_var_list(:));
     [junk,ic] = intersect(bayestopt_.smoother_var_list,M_.state_var);
     bayestopt_.smoother_restrict_columns = ic;
-    [junk,bayestopt_.smoother_mf] = ismember(k1, ...
-                                             bayestopt_.smoother_var_list);
+    [junk,bayestopt_.smoother_mf] = ismember(k1, bayestopt_.smoother_var_list);
 else
     k2 = union(var_obs_index,[M_.nstatic+1:M_.nstatic+M_.nspred]', 'rows');
     % Set restrict_state to postion of observed + state variables in expanded state vector.
@@ -397,13 +393,11 @@ else
     bayestopt_.mfys = k1;
     [junk,ic] = intersect(k2,nstatic+(1:npred)');
     oo_.dr.restrict_columns = [ic; length(k2)+(1:nspred-npred)'];
-
     bayestopt_.smoother_var_list = union(k2,k3);
     [junk,junk,bayestopt_.smoother_saved_var_list] = intersect(k3,bayestopt_.smoother_var_list(:));
     [junk,ic] = intersect(bayestopt_.smoother_var_list,nstatic+(1:npred)');
     bayestopt_.smoother_restrict_columns = ic;
-    [junk,bayestopt_.smoother_mf] = ismember(var_obs_index, ...
-                                             bayestopt_.smoother_var_list);
+    [junk,bayestopt_.smoother_mf] = ismember(var_obs_index, bayestopt_.smoother_var_list);
 end;
 
 if options_.analytic_derivation,

From a71edd5485ff5c937f45d6301f409c75d6796f8a Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 12 Sep 2013 13:52:24 +0200
Subject: [PATCH 033/105] Removed test on datafile option. This option is no
 more mandatory

---
 preprocessor/ComputingTasks.cc | 7 -------
 1 file changed, 7 deletions(-)

diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc
index 50922be89..e511dbde8 100644
--- a/preprocessor/ComputingTasks.cc
+++ b/preprocessor/ComputingTasks.cc
@@ -337,13 +337,6 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
       cerr << "ERROR: An estimation statement cannot take more than one dsge_var option." << endl;
       exit(EXIT_FAILURE);
     }
-
-  if (options_list.string_options.find("datafile") == options_list.string_options.end() &&
-      !mod_file_struct.estimation_data_statement_present)
-    {
-      cerr << "ERROR: The estimation statement requires a data file to be supplied via the datafile option." << endl;
-      exit(EXIT_FAILURE);
-    }
 }
 
 void

From 93357d002680e7eb1cf8fd070331e435cf2e2a13 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 12 Sep 2013 17:29:40 +0200
Subject: [PATCH 034/105] Added instatiation of a dynSeries object for the
 dataset.

---
 matlab/dynare_estimation_init.m | 26 ++++++++++++++++++++++++++
 1 file changed, 26 insertions(+)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 1d8a35898..345094971 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -454,6 +454,32 @@ if ~isfield(options_,'nobs')
     options_.nobs = [];
 end
 
+if isempty(options_.datafile) && ~isempty(options_.dataset)
+    datafile = options_.dataset.file;
+elseif ~isempty(options_.datafile) && isempty(options_.dataset)
+    datafile = options_.datafile;
+elseif isempty(options_.datafile) && ~isempty(options_.dataset)
+    error('You cannot use simultaneously the data command and the datafile option (in the estimation command)!')
+else
+    error('You have to specify the datafile!')
+end
+
+% Load the data in a dynSeries object.
+dataset = dynSeries(datafile);
+
+% Select a subset of the variables.
+dataset = dataset{options_.varobs{:}};
+
+% Apply log function if needed.
+if logged_data_flag
+    dataset = dataset.log();
+end
+
+if options_.initial_period>options_.dataset.first_obs
+    skipline()
+    error(['First observation (' format(options_.dataset.first_obs) ') must be greater than the initial period (' format(options_.initial_period)  ') as set by the set_time command']);
+end
+    
 dataset_ = initialize_dataset(options_.datafile,options_.varobs,options_.first_obs,options_.nobs,logged_data_flag,options_.prefilter,xls);
 
 options_.nobs = dataset_.info.ntobs;

From 5fa1b87e0f61a68e386407477803fea434739722 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 12 Sep 2013 17:30:11 +0200
Subject: [PATCH 035/105] Use new syntax.

---
 tests/fs2000/fs2000_data.mod | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/tests/fs2000/fs2000_data.mod b/tests/fs2000/fs2000_data.mod
index 9de844235..94d9805e8 100644
--- a/tests/fs2000/fs2000_data.mod
+++ b/tests/fs2000/fs2000_data.mod
@@ -72,6 +72,8 @@ varobs gp_obs gy_obs;
 
 options_.solve_tolf = 1e-12;
 
-dataset = dynSeries('fsdat_simul.m');
+set_time(1970Q3);
 
-estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=2000,mh_nblocks=2,mh_jscale=0.8);
+data(file='fsdat_simul.m',first_obs=1950Q1, nobs=30);
+
+estimation(order=1,nobs=192,loglinear,mh_replic=2000,mh_nblocks=2,mh_jscale=0.8);//,datafile='fsdat_simul.m'

From 08d671d629fd3c4a22da008ceffd50c9f609c3ce Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 23 Sep 2013 08:40:56 +0200
Subject: [PATCH 036/105] Added comment.

---
 tests/fs2000/fs2000_data.mod | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/fs2000/fs2000_data.mod b/tests/fs2000/fs2000_data.mod
index 94d9805e8..23018eedd 100644
--- a/tests/fs2000/fs2000_data.mod
+++ b/tests/fs2000/fs2000_data.mod
@@ -72,8 +72,8 @@ varobs gp_obs gy_obs;
 
 options_.solve_tolf = 1e-12;
 
-set_time(1970Q3);
+set_time(1970Q3); // Interpreted as the first date available in the sample loaded below.
 
-data(file='fsdat_simul.m',first_obs=1950Q1, nobs=30);
+data(file='fsdat_simul.m',first_obs=1971Q1, nobs=40);
 
-estimation(order=1,nobs=192,loglinear,mh_replic=2000,mh_nblocks=2,mh_jscale=0.8);//,datafile='fsdat_simul.m'
+estimation(order=1,nobs=192,loglinear,mh_replic=2000,mh_nblocks=2,mh_jscale=0.8);

From 39408b3b050acb835e2b0cab92b5879cadd7e8db Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 23 Sep 2013 08:42:25 +0200
Subject: [PATCH 037/105] Removed logged_data_flag and variables related to xls
 files.

---
 matlab/dynare_estimation_init.m | 11 +----------
 1 file changed, 1 insertion(+), 10 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index d3628cbaf..cba1b7759 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -444,15 +444,6 @@ if isempty(options_.datafile) && isempty(options_.dataset)
     end
 end
 
-% Take data in logs?
-logged_data_flag = 0;
-if options_.loglinear && ~options_.logdata
-    logged_data_flag = 1;
-end
-
-xls.sheet = options_.xls_sheet;
-xls.range = options_.xls_range;
-
 if ~isfield(options_,'nobs')
     options_.nobs = [];
 end
@@ -474,7 +465,7 @@ dataset = dynSeries(datafile);
 dataset = dataset{options_.varobs{:}};
 
 % Apply log function if needed.
-if logged_data_flag
+if options_.loglinear && ~options_.logdata
     dataset = dataset.log();
 end
 

From b0d6e2b7b62809343dc685485f75b0f71070c245 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 24 Sep 2013 16:25:43 +0200
Subject: [PATCH 038/105] Added the possibility to overwrite the time and init
 member of a dynSeries object (not allowed for freq, nobs and vobs).

---
 matlab/@dynSeries/subsasgn.m | 21 +++++++++++++++++++--
 1 file changed, 19 insertions(+), 2 deletions(-)

diff --git a/matlab/@dynSeries/subsasgn.m b/matlab/@dynSeries/subsasgn.m
index da176ea21..796892a9f 100644
--- a/matlab/@dynSeries/subsasgn.m
+++ b/matlab/@dynSeries/subsasgn.m
@@ -97,8 +97,25 @@ switch length(S)
                   end
               end
           end
-        case '.' % Single variable selection.
-          if ~isequal(S(1).subs,B.name)
+        case '.'
+          if isequal(S(1).subs,'init') && isa(B,'dynDate')
+              % Overwrite the init member...
+              A.init = B;
+              % ... and update freq and time members.
+              A.freq = A.init.freq;
+              A.time = A.init:(A.init+(A.nobs-1));
+              return
+          elseif isequal(S(1).subs,'time') && isa(B,'dynDates')
+              % Overwrite the time member...
+              A.time = B;
+              % ... and update the freq and init members.
+              A.init = B(1);
+              A.freq = A.init.freq;
+              return
+          elseif ismember(S(1).subs,{'freq','nobs','vobs'})
+              error(['dynSeries::subsasgn: You cannot overwrite ' S(1).subs ' member!'])
+          elseif ~isequal(S(1).subs,B.name)
+              % Single variable selection.
               if ~isequal(S(1).subs,B.name{1})
                   % Rename a variable.
                   id = strmatch(S(1).subs,A.name);

From 667e3085851273339c55bffdeda84ae6b9041209 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 24 Sep 2013 16:25:57 +0200
Subject: [PATCH 039/105] Added unitary tests.

---
 matlab/@dynSeries/subsasgn.m | 66 +++++++++++++++++++++++++++++++++++-
 1 file changed, 65 insertions(+), 1 deletion(-)

diff --git a/matlab/@dynSeries/subsasgn.m b/matlab/@dynSeries/subsasgn.m
index 796892a9f..921ef81ba 100644
--- a/matlab/@dynSeries/subsasgn.m
+++ b/matlab/@dynSeries/subsasgn.m
@@ -708,4 +708,68 @@ end
 %$    t(7) = dyn_assert(ts1.data,[[A(1:2,1); ones(5,1); A(8:end,1)], [A(1:2,2); ones(5,1); A(8:end,2)], A(:,3)],1e-15);
 %$ end
 %$ T = all(t);
-%@eof:18
\ No newline at end of file
+%@eof:18
+
+%@test:19
+%$ % Define a datasets.
+%$ A = rand(40,3);
+%$
+%$ % Instantiate two dynSeries object.
+%$ ts1 = dynSeries(A,'1950Q1',{'A1';'A2';'A3'},[]);
+%$
+%$ % Instantiate a dynDate object.
+%$ dd = dynDate('1952Q1');
+%$
+%$ % modify first object.
+%$ try
+%$     ts1.init = dd;
+%$     t(1) = 1;
+%$ catch
+%$     t(1) = 0;
+%$ end
+%$
+%$ % Instantiate a time series object.
+%$ if t(1)
+%$    t(2) = dyn_assert(ts1.vobs,3);
+%$    t(3) = dyn_assert(ts1.nobs,40);
+%$    t(4) = dyn_assert(ts1.name{2},'A2');
+%$    t(5) = dyn_assert(ts1.name{1},'A1');
+%$    t(6) = dyn_assert(ts1.name{3},'A3');
+%$    t(7) = dyn_assert(ts1.data,A,1e-15);
+%$    t(8) = dyn_assert(isequal(ts1.init,dd),1);
+%$    t(9) = dyn_assert(isequal(ts1.time(1),dd),1);
+%$ end
+%$ T = all(t);
+%@eof:19
+
+%@test:20
+%$ % Define a datasets.
+%$ A = rand(40,3);
+%$
+%$ % Instantiate two dynSeries object.
+%$ ts1 = dynSeries(A,'1950Q1',{'A1';'A2';'A3'},[]);
+%$
+%$ % Instantiate a dynDate object.
+%$ dd = dynDate('1952Q1');
+%$
+%$ % modify first object.
+%$ try
+%$     ts1.time = dd:(dd+(ts1.nobs-1));
+%$     t(1) = 1;
+%$ catch
+%$     t(1) = 0;
+%$ end
+%$
+%$ % Instantiate a time series object.
+%$ if t(1)
+%$    t(2) = dyn_assert(ts1.vobs,3);
+%$    t(3) = dyn_assert(ts1.nobs,40);
+%$    t(4) = dyn_assert(ts1.name{2},'A2');
+%$    t(5) = dyn_assert(ts1.name{1},'A1');
+%$    t(6) = dyn_assert(ts1.name{3},'A3');
+%$    t(7) = dyn_assert(ts1.data,A,1e-15);
+%$    t(8) = dyn_assert(isequal(ts1.init,dd),1);
+%$    t(9) = dyn_assert(isequal(ts1.time(1),dd),1);
+%$ end
+%$ T = all(t);
+%@eof:20
\ No newline at end of file

From 609f94881f33e857811cbfe86c9419a71d806b87 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 24 Sep 2013 16:34:06 +0200
Subject: [PATCH 040/105] data, name and tex of the dynSeries class are also
 private members that cannot be overwritten.

---
 matlab/@dynSeries/subsasgn.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/@dynSeries/subsasgn.m b/matlab/@dynSeries/subsasgn.m
index 921ef81ba..a31f75391 100644
--- a/matlab/@dynSeries/subsasgn.m
+++ b/matlab/@dynSeries/subsasgn.m
@@ -112,7 +112,7 @@ switch length(S)
               A.init = B(1);
               A.freq = A.init.freq;
               return
-          elseif ismember(S(1).subs,{'freq','nobs','vobs'})
+          elseif ismember(S(1).subs,{'freq','nobs','vobs','data','name','tex'})
               error(['dynSeries::subsasgn: You cannot overwrite ' S(1).subs ' member!'])
           elseif ~isequal(S(1).subs,B.name)
               % Single variable selection.

From 303e3845bba7a835eb3d83f314210e330b41e97f Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 24 Sep 2013 16:35:49 +0200
Subject: [PATCH 041/105] Added checks about the first period (defined by the
 set_time command or in the datafile).

---
 matlab/dynare_estimation_init.m | 34 +++++++++++++++++++++++++++++++++
 1 file changed, 34 insertions(+)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index cba1b7759..190b733e2 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -469,6 +469,40 @@ if options_.loglinear && ~options_.logdata
     dataset = dataset.log();
 end
 
+% Test if an initial period (different from its default value) is explicitely defined in the datafile.
+if isequal(dataset.init, dynDate(1))
+    dataset_default_initial_period = 1;
+else
+    dataset_default_initial_period = 0;
+end
+
+%  Test if an initial period (different from its default value) is explicitely defined in the mod file with the set_time command.
+if isequal(options_.initial_period, dynDate(1))
+    set_time_default_initial_period = 1;
+else
+    set_time_default_initial_period = 0;
+end
+
+if ~set_time_default_initial_period && dataset_default_initial_period
+    % Overwrite the initial period in dataset (it was set to default).
+    % Note that the update of freq and time members is auto-magically 
+    % done by dynSeries::subsasgn overload method.
+    dataset.init = options_.initial_period;
+end
+
+if set_time_default_initial_period && ~dataset_default_initial_period
+    % Overwrite the global initial period defined by set_time (it was set to default).
+    options_.initial_period = dataset.init;
+end
+
+if ~set_time_default_initial_period && ~dataset_default_initial_period
+    % Check if dataset.init and options_.initial_period are identical.
+    if  ~isequal(options_.initial_period, dataset.init)
+        error('dynare_estimation_init:: The date as defined by the set_time command is not consistent with the initial period in the database!')
+    end
+end
+
+
 if options_.initial_period>options_.dataset.first_obs
     skipline()
     error(['First observation (' format(options_.dataset.first_obs) ') must be greater than the initial period (' format(options_.initial_period)  ') as set by the set_time command']);

From 2b8e6fba9c59e6949e81aa5968355b71ac7d798a Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 27 Mar 2014 10:27:49 +0100
Subject: [PATCH 042/105] Changed name of the clean routine (otherwise if a
 user types clean instead of clear all the generated files and data would be
 erased).

---
 matlab/utilities/general/{clean.m => clean_current_folder.m} | 0
 1 file changed, 0 insertions(+), 0 deletions(-)
 rename matlab/utilities/general/{clean.m => clean_current_folder.m} (100%)

diff --git a/matlab/utilities/general/clean.m b/matlab/utilities/general/clean_current_folder.m
similarity index 100%
rename from matlab/utilities/general/clean.m
rename to matlab/utilities/general/clean_current_folder.m

From b90784415247ecbacd763c62626e0c11e18137d7 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 22 Apr 2014 15:19:16 +0200
Subject: [PATCH 043/105] Test the existence of the files and folder before
 deletion.

---
 matlab/utilities/general/clean_current_folder.m | 13 ++++++++++---
 1 file changed, 10 insertions(+), 3 deletions(-)

diff --git a/matlab/utilities/general/clean_current_folder.m b/matlab/utilities/general/clean_current_folder.m
index 5f1967b30..e3408bec1 100644
--- a/matlab/utilities/general/clean_current_folder.m
+++ b/matlab/utilities/general/clean_current_folder.m
@@ -19,11 +19,18 @@ function clean()
 
 a = dir('*.mod');
 
+
 for i = 1:length(a)
     [junk,basename,extension] = fileparts(a(i).name);
-    delete([basename '.m']);
-    delete([basename '.log']);
-    rmdir(basename,'s');
+    if exist([basename '.m'])
+        delete([basename '.m']);
+    end
+    if exist([basename '.log'])
+        delete([basename '.log']);
+    end
+    if exist(basename,'dir')
+        rmdir(basename,'s');
+    end
     if exist([basename '_steadystate.m'])
         movefile([basename '_steadystate.m'],['protect_' basename '_steadystate.m']);
     end

From 0f62d74ee460528f193190be80206d9d0fa65dfd Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 30 Apr 2014 15:35:43 +0200
Subject: [PATCH 044/105] Fixed bug. Global options_.dataset.file must be
 initialized as an empty array.

---
 matlab/dynare_estimation_init.m | 6 +++---
 matlab/global_initialization.m  | 1 +
 2 files changed, 4 insertions(+), 3 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 543d682ae..9dbd42fef 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -461,11 +461,11 @@ if ~isfield(options_,'nobs')
     options_.nobs = [];
 end
 
-if isempty(options_.datafile) && ~isempty(options_.dataset)
+if isempty(options_.datafile) && ~isempty(options_.dataset.file)
     datafile = options_.dataset.file;
-elseif ~isempty(options_.datafile) && isempty(options_.dataset)
+elseif ~isempty(options_.datafile) && isempty(options_.dataset.file)
     datafile = options_.datafile;
-elseif isempty(options_.datafile) && ~isempty(options_.dataset)
+elseif isempty(options_.datafile) && ~isempty(options_.dataset.file)
     error('You cannot use simultaneously the data command and the datafile option (in the estimation command)!')
 else
     error('You have to specify the datafile!')
diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index 61a20bada..572f88726 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -348,6 +348,7 @@ estimation_info.structural_innovation_corr_prior_index = {};
 estimation_info.structural_innovation_corr_options_index = {};
 estimation_info.structural_innovation_corr.range_index = {};
 options_.initial_period = dates(1,1);
+options_.dataset.file = [];
 options_.dataset.firstobs = options_.initial_period;
 options_.dataset.lastobs = NaN;
 options_.dataset.nobs = NaN;

From 28704d407de03b8fa25fe4d04ab43caa2c0c8a53 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 30 Apr 2014 15:36:03 +0200
Subject: [PATCH 045/105] Addded mod file for tests.

---
 tests/fs2000/fs2000_dseries.mod | 77 +++++++++++++++++++++++++++++++++
 1 file changed, 77 insertions(+)
 create mode 100644 tests/fs2000/fs2000_dseries.mod

diff --git a/tests/fs2000/fs2000_dseries.mod b/tests/fs2000/fs2000_dseries.mod
new file mode 100644
index 000000000..c0d851721
--- /dev/null
+++ b/tests/fs2000/fs2000_dseries.mod
@@ -0,0 +1,77 @@
+set_time(1950Q3);
+
+var m P c e W R k d n l gy_obs gp_obs y dA;
+varexo e_a e_m;
+
+parameters alp bet gam mst rho psi del;
+
+alp = 0.33;
+bet = 0.99;
+gam = 0.003;
+mst = 1.011;
+rho = 0.7;
+psi = 0.787;
+del = 0.02;
+
+model;
+dA = exp(gam+e_a);
+log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
+-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
+W = l/n;
+-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
+R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
+1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
+c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
+P*c = m;
+m-1+d = l;
+e = exp(e_a);
+y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
+gy_obs = dA*y/y(-1);
+gp_obs = (P/P(-1))*m(-1)/dA;
+end;
+
+initval;
+k = 6;
+m = mst;
+P = 2.25;
+c = 0.45;
+e = 1;
+W = 4;
+R = 1.02;
+d = 0.85;
+n = 0.19;
+l = 0.86;
+y = 0.6;
+gy_obs = exp(gam);
+gp_obs = exp(-gam);
+dA = exp(gam);
+end;
+
+shocks;
+var e_a; stderr 0.014;
+var e_m; stderr 0.005;
+end;
+
+steady;
+
+check;
+
+estimated_params;
+alp, beta_pdf, 0.356, 0.02;
+bet, beta_pdf, 0.993, 0.002;
+gam, normal_pdf, 0.0085, 0.003;
+mst, normal_pdf, 1.0002, 0.007;
+rho, beta_pdf, 0.129, 0.223;
+psi, beta_pdf, 0.65, 0.05;
+del, beta_pdf, 0.01, 0.005;
+stderr e_a, inv_gamma_pdf, 0.035449, inf;
+stderr e_m, inv_gamma_pdf, 0.008862, inf;
+end;
+
+varobs gp_obs gy_obs;
+
+options_.solve_tolf = 1e-12;
+
+data(file=fsdat_simul,first_obs=1950Q3, nobs=192);
+
+estimation(order=1,loglinear,mh_replic=2000,mh_nblocks=2,mh_jscale=0.8);

From ad0802005b6778cd56c89323df38c97e0cb07f2a Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 30 Apr 2014 15:38:18 +0200
Subject: [PATCH 046/105] Replaced dynSeries by dseries.

---
 matlab/dynare_estimation_init.m | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 9dbd42fef..accea228f 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -471,8 +471,8 @@ else
     error('You have to specify the datafile!')
 end
 
-% Load the data in a dynSeries object.
-dataset = dynSeries(datafile);
+% Load the data in a dseries object.
+dataset = dseries(datafile);
 
 % Select a subset of the variables.
 dataset = dataset{options_.varobs{:}};
@@ -499,7 +499,7 @@ end
 if ~set_time_default_initial_period && dataset_default_initial_period
     % Overwrite the initial period in dataset (it was set to default).
     % Note that the update of freq and time members is auto-magically 
-    % done by dynSeries::subsasgn overload method.
+    % done by dseries::subsasgn overload method.
     dataset.init = options_.initial_period;
 end
 

From faf216d9d5d18fdcb45d3fc91c828b15701a8d29 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 30 Apr 2014 15:43:51 +0200
Subject: [PATCH 047/105] Fixed error message.

---
 matlab/@dynTimeIndex/subsasgn.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/@dynTimeIndex/subsasgn.m b/matlab/@dynTimeIndex/subsasgn.m
index b03987c86..101468062 100644
--- a/matlab/@dynTimeIndex/subsasgn.m
+++ b/matlab/@dynTimeIndex/subsasgn.m
@@ -17,4 +17,4 @@ function val = subsasgn(val, idx, rhs)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-error('dynTimeIndex::subsasgn: Members of dynDate class are private!')
\ No newline at end of file
+error('dynTimeIndex::subsasgn: Members of dynTimeIndex class are private!')
\ No newline at end of file

From 16194cedd9b6b794925216cb04a66ac23d453aba Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 30 Apr 2014 15:44:30 +0200
Subject: [PATCH 048/105] Removed calls/references to @dynDate (replaces by
 @dates).

---
 matlab/@dseries/dseries.m       | 4 ++--
 matlab/dynare_estimation_init.m | 4 ++--
 2 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/matlab/@dseries/dseries.m b/matlab/@dseries/dseries.m
index 2c1ef6485..0257a8931 100644
--- a/matlab/@dseries/dseries.m
+++ b/matlab/@dseries/dseries.m
@@ -10,7 +10,7 @@ function ts = dseries(varargin) % --*-- Unitary tests --*--
 %! @sp 2
 %! If @code{nargin==0} then an empty dseries object is created. The object can be populated with data subsequently using the overloaded subsref method.
 %! @sp 2
-%! If @code{nargin==1} and if the input argument is a @ref{dynDate} object, then a dseries object without data is created. This object can be populated with the overload subsref method.
+%! If @code{nargin==1} and if the input argument is a @ref{dates} object, then a dseries object without data is created. This object can be populated with the overload subsref method.
 %! @sp 2
 %! If @code{nargin==1} and if the input argument is a string for the name of a csv, m or mat file containing data, then a dseries object is created from these data.
 %! @sp 2
@@ -54,7 +54,7 @@ function ts = dseries(varargin) % --*-- Unitary tests --*--
 %! frequency is unspecified. @var{freq} is equal to 4 if data are on a quaterly basis. @var{freq} is equal to
 %! 12 if data are on a monthly basis. @var{freq} is equal to 52 if data are on a weekly basis.
 %! @item init
-%! @ref{dynDate} object, initial date of the dataset.
+%! @ref{dates} object, initial date of the dataset.
 %! @end table
 %! @end deftypefn
 %@eod:
diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index accea228f..12bccb7b3 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -483,14 +483,14 @@ if options_.loglinear && ~options_.logdata
 end
 
 % Test if an initial period (different from its default value) is explicitely defined in the datafile.
-if isequal(dataset.init, dynDate(1))
+if isequal(dataset.init, dates(1))
     dataset_default_initial_period = 1;
 else
     dataset_default_initial_period = 0;
 end
 
 %  Test if an initial period (different from its default value) is explicitely defined in the mod file with the set_time command.
-if isequal(options_.initial_period, dynDate(1))
+if isequal(options_.initial_period, dates(1))
     set_time_default_initial_period = 1;
 else
     set_time_default_initial_period = 0;

From 211f05ac31bc4f26e2ecb864a0d87245e0b308b4 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 2 May 2014 12:09:00 +0200
Subject: [PATCH 049/105] Added checks for the extension of the declared
 datafile.

---
 matlab/dynare_estimation_init.m | 23 +++++++++++++++++++++++
 1 file changed, 23 insertions(+)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 12bccb7b3..c99721cfd 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -471,6 +471,29 @@ else
     error('You have to specify the datafile!')
 end
 
+
+% Check extension.
+allowed_extensions = {'m','mat','csv','xls','xlsx'};
+datafile_extension = get_file_extension(datafile);
+if isempty(datafile_extension)
+    available_extensions = {}; j = 1;
+    for i=1:length(allowed_extensions)
+        if exist([datafile '.' allowed_extensions{i}])
+            available_extensions(j) = {allowed_extensions{i}};
+            j = j+1;
+        end
+    end
+    if isempty(available_extensions)
+        error(['I can''t find a datafile (with allowed extension)!'])
+    end
+    if length(available_extensions)>1
+        error(sprintf(['You did not specify an extension for the datafile, but more than one candidate ' ...
+                       'are available in the designed folder!\nPlease, add an extension to the datafile ' ...
+                       '(m, mat, csv, xls or xlsx are legal extensions).']));
+    end
+    datafile = [datafile '.' available_extensions];
+end
+
 % Load the data in a dseries object.
 dataset = dseries(datafile);
 

From 9586f1e516407c8422b6274259190dc991fb38a2 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 19 May 2014 16:42:50 +0200
Subject: [PATCH 050/105] Fixed bug.Variable available_extensions is a cell
 array.

---
 matlab/dynare_estimation_init.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index c99721cfd..a9e9e1858 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -491,7 +491,7 @@ if isempty(datafile_extension)
                        'are available in the designed folder!\nPlease, add an extension to the datafile ' ...
                        '(m, mat, csv, xls or xlsx are legal extensions).']));
     end
-    datafile = [datafile '.' available_extensions];
+    datafile = [datafile '.' available_extensions{1}];
 end
 
 % Load the data in a dseries object.

From d6cb18ab15dfda62866e662d37ea039fc6001997 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 21 May 2014 16:41:41 +0200
Subject: [PATCH 051/105] Do not initialize subfields of options_ as empty
 structs if they are already defined (in global_initialization).

---
 preprocessor/Statement.cc | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/preprocessor/Statement.cc b/preprocessor/Statement.cc
index 70889c6b2..b72e4e24d 100644
--- a/preprocessor/Statement.cc
+++ b/preprocessor/Statement.cc
@@ -135,7 +135,11 @@ OptionsList::writeOutput(ostream &output) const
 void
 OptionsList::writeOutput(ostream &output, const string &option_group) const
 {
-  output << option_group << " = struct();" << endl;
+  // Initialize option_group as an empty struct iff the field does not exist!
+  unsigned idx = option_group.find_last_of(".");
+  output << "if ~isfield(" << option_group.substr(0,idx) << ",'" << option_group.substr(idx+1) << "')" << endl;
+  output << "    " << option_group << " = struct();" << endl;
+  output << "end" << endl;
 
   for (num_options_t::const_iterator it = num_options.begin();
        it != num_options.end(); it++)

From 06d1f662428c6803dbc8341f77ab9f02863492dc Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 21 May 2014 16:47:58 +0200
Subject: [PATCH 052/105] Fix initialization of the fields in options_.dataset
 + Cosmetic changes.

---
 matlab/global_initialization.m | 11 ++++++-----
 preprocessor/ComputingTasks.cc |  4 ++--
 preprocessor/DynareBison.yy    | 18 +++++++-----------
 3 files changed, 15 insertions(+), 18 deletions(-)

diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index 572f88726..364edc302 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -349,11 +349,11 @@ estimation_info.structural_innovation_corr_options_index = {};
 estimation_info.structural_innovation_corr.range_index = {};
 options_.initial_period = dates(1,1);
 options_.dataset.file = [];
-options_.dataset.firstobs = options_.initial_period;
-options_.dataset.lastobs = NaN;
+options_.dataset.firstobs = dates();
+options_.dataset.lastobs = dates();
 options_.dataset.nobs = NaN;
-options_.dataset.xls_sheet = NaN;
-options_.dataset.xls_range = NaN;
+options_.dataset.xls_sheet = [];
+options_.dataset.xls_range = [];
 options_.Harvey_scale_factor = 10;
 options_.MaxNumberOfBytes = 1e6;
 options_.MaximumNumberOfMegaBytes = 111;
@@ -364,7 +364,8 @@ options_.bayesian_th_moments = 0;
 options_.diffuse_filter = 0;
 options_.filter_step_ahead = [];
 options_.filtered_vars = 0;
-options_.first_obs = 1;
+options_.first_obs = NaN;
+options_.nobs = NaN;
 options_.kalman_algo = 0;
 options_.fast_kalman = 0;
 options_.kalman_tol = 1e-10;
diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc
index b2aed9553..25049b082 100644
--- a/preprocessor/ComputingTasks.cc
+++ b/preprocessor/ComputingTasks.cc
@@ -1887,8 +1887,8 @@ void
 EstimationDataStatement::writeOutput(ostream &output, const string &basename) const
 {
   options_list.writeOutput(output, "options_.dataset");
-  if (options_list.date_options.find("first_obs") == options_list.date_options.end())
-    output << "options_.dataset.first_obs = options_.initial_period;" << endl;
+  //if (options_list.date_options.find("first_obs") == options_list.date_options.end())
+  //  output << "options_.dataset.first_obs = options_.initial_period;" << endl;
 }
 
 SubsamplesStatement::SubsamplesStatement(const string &name1_arg,
diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy
index c2cb723e7..5f3f336ba 100644
--- a/preprocessor/DynareBison.yy
+++ b/preprocessor/DynareBison.yy
@@ -833,7 +833,7 @@ restriction_expression : expression {driver.check_restriction_expression_constan
 
 restriction_expression_1 : restriction_elem_expression
                          | restriction_expression_1 restriction_elem_expression
-                         ;   
+                         ;
 
 restriction_elem_expression : COEFF '(' symbol COMMA INT_NUMBER ')'
                                  { driver.add_positive_restriction_element($3,$5);}
@@ -1366,9 +1366,9 @@ data_options_list : data_options_list COMMA data_options
                   ;
 
 data_options : o_file
-             | o_new_estimation_data_first_obs
-             | o_last_obs
-             | o_new_estimation_data_nobs
+             | o_data_first_obs
+             | o_data_last_obs
+             | o_data_nobs
              | o_xls_sheet
              | o_xls_range
              ;
@@ -2505,12 +2505,9 @@ o_conditional_variance_decomposition : CONDITIONAL_VARIANCE_DECOMPOSITION EQUAL
                                        { driver.option_vec_int("conditional_variance_decomposition", $3); }
                                      ;
 o_first_obs : FIRST_OBS EQUAL INT_NUMBER { driver.option_num("first_obs", $3); };
-o_new_estimation_data_first_obs : FIRST_OBS EQUAL date_expr
-                                  { driver.option_date("first_obs", $3); }
-                                ;
-o_last_obs : LAST_OBS EQUAL date_expr
-             { driver.option_date("last_obs", $3); }
-           ;
+o_data_first_obs : FIRST_OBS EQUAL date_expr { driver.option_date("firstobs", $3); } ;
+o_data_last_obs : LAST_OBS EQUAL date_expr { driver.option_date("lastobs", $3); } ;
+o_data_nobs : NOBS EQUAL INT_NUMBER { driver.option_num("nobs", $3); };
 o_shift : SHIFT EQUAL signed_number { driver.option_num("shift", $3); };
 o_shape : SHAPE EQUAL prior_distribution { driver.prior_shape = $3; };
 o_mode : MODE EQUAL signed_number { driver.option_num("mode", $3); };
@@ -2523,7 +2520,6 @@ o_bounds : BOUNDS EQUAL vec_value_w_inf { driver.option_num("bounds", $3); };
 o_domain : DOMAINN EQUAL vec_value { driver.option_num("domain", $3); };
 o_interval : INTERVAL EQUAL vec_value { driver.option_num("interval", $3); };
 o_variance : VARIANCE EQUAL expression { driver.set_prior_variance($3); }
-o_new_estimation_data_nobs : NOBS EQUAL INT_NUMBER { driver.option_num("nobs", $3); };
 o_prefilter : PREFILTER EQUAL INT_NUMBER { driver.option_num("prefilter", $3); };
 o_presample : PRESAMPLE EQUAL INT_NUMBER { driver.option_num("presample", $3); };
 o_lik_algo : LIK_ALGO EQUAL INT_NUMBER { driver.option_num("lik_algo", $3); };

From dd223e41f5e0cb21da604f6fc1a317e8f180223b Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 22 May 2014 19:27:14 +0200
Subject: [PATCH 053/105] Rewrote compute_cova and renamed it nancovariance.
 Added a new routine to test if an array contain at least one NaN.

---
 matlab/utilities/dataset/compute_cova.m  |  67 ---------------
 matlab/utilities/dataset/nancovariance.m | 101 +++++++++++++++++++++++
 matlab/utilities/general/isanynan.m      |  21 +++++
 3 files changed, 122 insertions(+), 67 deletions(-)
 delete mode 100644 matlab/utilities/dataset/compute_cova.m
 create mode 100644 matlab/utilities/dataset/nancovariance.m
 create mode 100644 matlab/utilities/general/isanynan.m

diff --git a/matlab/utilities/dataset/compute_cova.m b/matlab/utilities/dataset/compute_cova.m
deleted file mode 100644
index 51f68981e..000000000
--- a/matlab/utilities/dataset/compute_cova.m
+++ /dev/null
@@ -1,67 +0,0 @@
-function dataset_ = compute_cova(dataset_) 
-% Computes the covariance matrix of the sample (possibly with missing observations).
-
-%@info:
-%! @deftypefn {Function File} {@var{dataset_} =} compute_corr(@var{dataset_})
-%! @anchor{compute_corr}
-%! This function computes covariance matrix of the sample (possibly with missing observations).
-%!
-%! @strong{Inputs}
-%! @table @var
-%! @item dataset_
-%! Dynare structure describing the dataset, built by @ref{initialize_dataset}
-%! @end table
-%!
-%! @strong{Outputs}
-%! @table @var
-%! @item dataset_
-%! Dynare structure describing the dataset, built by @ref{initialize_dataset}
-%! @end table
-%! 
-%! @strong{This function is called by:} 
-%! @ref{descriptive_statistics}.
-%! 
-%! @strong{This function calls:}
-%! @ref{ndim}, @ref{demean}, @ref{nandemean}.
-%!    
-%! @strong{Remark 1.} On exit, a new field is appended to the structure: @code{dataset_.descriptive.cova} is a 
-%! @tex{n\times n} vector (where @tex{n} is the number of observed variables as defined by @code{dataset_.info.nvobs}).
-%!    
-%! @end deftypefn
-%@eod:
-    
-% Copyright (C) 2011-2012 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/>.
-
-% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
-
-dataset_.descriptive.cova = zeros(dataset_.nvobs);
-
-data = transpose(dataset_.data);
-
-for i=1:dataset_.info.nvobs
-    for j=i:dataset_.info.nvobs
-        if dataset_.missing.state
-            dataset_.descriptive.cova(i,j) = nanmean(nandemean(data(:,i)).*nandemean(data(:,j)));
-        else
-            dataset_.descriptive.cova(i,j) = mean(demean(data(:,i)).*demean(data(:,j)));
-        end
-        if j>i
-            dataset_.descriptive.cova(j,i) = dataset_.descriptive.cova(i,j);
-        end
-    end
-end
\ No newline at end of file
diff --git a/matlab/utilities/dataset/nancovariance.m b/matlab/utilities/dataset/nancovariance.m
new file mode 100644
index 000000000..8e2e2b227
--- /dev/null
+++ b/matlab/utilities/dataset/nancovariance.m
@@ -0,0 +1,101 @@
+function CovarianceMatrix = nancovariance(data)
+% Computes the covariance matrix of a sample (possibly with missing observations).
+
+%@info:
+%! @deftypefn {Function File} {@var{CovarianceMatrix} =} compute_corr(@var{data})
+%! @anchor{compute_cova}
+%! This function computes covariance matrix of a sample defined by a dseries object (possibly with missing observations).
+%!
+%! @strong{Inputs}
+%! @table @var
+%! @item data
+%! a T*N array of real numbers.
+%! @end table
+%!
+%! @strong{Outputs}
+%! @table @var
+%! @item CovarianceMatrix
+%! Array of real numbers.
+%! @end table
+%!
+%! @strong{This function is called by:}
+%! @ref{descriptive_statistics}.
+%!
+%! @strong{This function calls:}
+%! @ref{ndim}, @ref{demean}, @ref{nandemean}.
+%!
+%! @strong{Remark 1.} On exit, a new field is appended to the structure: @code{dataset_.descriptive.cova} is a
+%! @tex{n\times n} vector (where @tex{n} is the number of observed variables as defined by @code{dataset_.info.nvobs}).
+%!
+%! @end deftypefn
+%@eod:
+
+% Copyright (C) 2011-2014 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/>.
+
+% Initialize the output.
+CovarianceMatrix = zeros(size(data,2));
+
+if isanynan(data)
+    data = bsxfun(@minus,data,nanmean(data));
+    for i=1:size(data,2)
+        for j=i:size(data,2)
+            CovarianceMatrix(i,j) = nanmean(data(:,i).*data(:,j));
+            if j>i
+                CovarianceMatrix(j,i) = CovarianceMatrix(i,j);
+            end
+        end
+    end
+else
+    data = bsxfun(@minus,data,mean(data));
+    CovarianceMatrix = (transpose(data)*data)/size(data,1);
+end
+
+%@test:1
+%$
+%$ % Define a dataset.
+%$ data1 = randn(10000000,2);
+%$
+%$ % Same dataset with missing observations.
+%$ data2 = data1;
+%$ data2(45,1) = NaN;
+%$ data2(57,2) = NaN;
+%$ data2(367,:) = NaN(1,2);
+%$
+%$ t = zeros(2,1);
+%$
+%$ % Call the tested routine.
+%$ try
+%$     c1 = nancovariance(data1);
+%$     t(1) = 1;
+%$ catch
+%$     t(1) = 0;
+%$ end
+%$ try
+%$     c2 = nancovariance(data2);
+%$     t(2) = 1;
+%$ catch
+%$     t(2) = 0;
+%$ end
+%$
+%$ if t(1) && t(2)
+%$     t(3) = max(max(abs(c1-c2)))<1e-4;
+%$ end
+%$
+%$ % Check the results.
+%$ T = all(t);
+%@eof:1
\ No newline at end of file
diff --git a/matlab/utilities/general/isanynan.m b/matlab/utilities/general/isanynan.m
new file mode 100644
index 000000000..7a16419d0
--- /dev/null
+++ b/matlab/utilities/general/isanynan.m
@@ -0,0 +1,21 @@
+function yes = isanynan(array)
+% Return one if the array contains at least one NaN, 0 otherwise.
+
+% Copyright (C) 2011-2014 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/>.
+
+yes = any(isnan(array(:)));
\ No newline at end of file

From bdd7b8aacce9df3467306c283645775ff3dbabf0 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 23 May 2014 15:07:46 +0200
Subject: [PATCH 054/105] Rewrote compute_acov and renamed it as
 nanautocovariance.

---
 .../{compute_acov.m => nanautocovariance.m}   | 63 ++++++++++---------
 1 file changed, 32 insertions(+), 31 deletions(-)
 rename matlab/utilities/dataset/{compute_acov.m => nanautocovariance.m} (57%)

diff --git a/matlab/utilities/dataset/compute_acov.m b/matlab/utilities/dataset/nanautocovariance.m
similarity index 57%
rename from matlab/utilities/dataset/compute_acov.m
rename to matlab/utilities/dataset/nanautocovariance.m
index b1834e854..715ae957f 100644
--- a/matlab/utilities/dataset/compute_acov.m
+++ b/matlab/utilities/dataset/nanautocovariance.m
@@ -1,4 +1,4 @@
-function dataset_ = compute_acov(dataset_) 
+function autocov = nanautocovariance(data,order)
 % Computes the (multivariate) auto-covariance function of the sample (possibly with missing observations).
 
 %@info:
@@ -8,36 +8,36 @@ function dataset_ = compute_acov(dataset_)
 %!
 %! @strong{Inputs}
 %! @table @var
-%! @item dataset_
-%! Dynare structure describing the dataset, built by @ref{initialize_dataset}
-%! @item nlag
-%! Integer scalar. The maximum number of lags of the autocovariance function.    
+%! @item data
+%! T*N array of real numbers.
+%! @item order
+%! Integer scalar. The maximum number of lags of the autocovariance function.
 %! @end table
 %!
 %! @strong{Outputs}
 %! @table @var
-%! @item dataset_
-%! Dynare structure describing the dataset, built by @ref{initialize_dataset}
+%! @item autocov
+%! A N*N*order array of real numbers.
 %! @end table
-%! 
-%! @strong{This function is called by:} 
+%!
+%! @strong{This function is called by:}
 %! @ref{descriptive_statistics}.
-%! 
+%!
 %! @strong{This function calls:}
-%! @ref{ndim}, @ref{compute_cova}, @ref{demean}, @ref{nandemean}.
-%!    
-%! @strong{Remark 1.} On exit, a new field is appended to the structure: @code{dataset_.descriptive.acov} is a 
-%! @tex{n\times n\times p} array (where @tex{n} is the number of observed variables as defined by @code{dataset_.info.nvobs}, 
+%! @ref{ndim}, @ref{nancovariance}, @ref{demean}, @ref{nandemean}.
+%!
+%! @strong{Remark 1.} On exit, a new field is appended to the structure: @code{dataset_.descriptive.acov} is a
+%! @tex{n\times n\times p} array (where @tex{n} is the number of observed variables as defined by @code{dataset_.info.nvobs},
 %! and @tex{n} is the maximum number of lags given by the second input @code{nlag}).
-%!    
-%! @strong{Remark 2.} If @code{dataset_.descriptive.cova} does not exist, the covariance matrix is computed prior to the 
+%!
+%! @strong{Remark 2.} If @code{dataset_.descriptive.cova} does not exist, the covariance matrix is computed prior to the
 %! computation of the auto-covariance function.
 %!
 %! @end deftypefn
 %@eod:
 
-% Copyright (C) 2011-2012 Dynare Team
-%    
+% Copyright (C) 2011-2014 Dynare Team
+%
 % This file is part of Dynare.
 %
 % Dynare is free software: you can redistribute it and/or modify
@@ -53,22 +53,23 @@ function dataset_ = compute_acov(dataset_)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
+n = size(data,2);
+missing = isanynan(data);
 
-if ~isfield(dataset_.descriptive,'cova')
-    dataset_ = compute_cova(dataset_);
-end
-dataset_.descriptive.acov = zeros(dataset_.nvobs,dataset_.nvobs,nlag);
+autocov = zeros(n, n, order);
 
-data = transpose(dataset_.data);
-
-for lag=1:nlag
-    for i=1:dataset_.info.nvobs
-        for j=1:dataset_.info.nvobs
-            if dataset_.missing.state
-                dataset_.descriptive.acov(i,j,lag) = nanmean(nandemean(data(lag+1:end,i)).*nandemean(data(1:end-lag,j)));
+for lag=1:order
+    if missing
+        data = nandemean(data);
+    else
+        data = demean(data);
+    end
+    for i=1:n
+        for j=1:n
+            if missing
+                autocov(i,j,lag) = nanmean(data((lag+1):end,i).*data(1:end-lag,j));
             else
-                dataset_.descriptive.acov(i,j,lag) = mean(demean(data(lag+1:end,i)).*demean(data(1:end-lag,j)));
+                autocov(i,j,lag) = mean(data((lag+1):end,i).*data(1:end-lag,j));
             end
         end
     end

From b2c28530ead53b716c080147ddda704e0f9ea187 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 23 May 2014 18:06:32 +0200
Subject: [PATCH 055/105] Renamed compute_stdv as nanvariance (computes
 variances instead of standard deviations).

---
 .../dataset/{compute_stdv.m => nanvariance.m} | 26 +++++++++----------
 1 file changed, 12 insertions(+), 14 deletions(-)
 rename matlab/utilities/dataset/{compute_stdv.m => nanvariance.m} (62%)

diff --git a/matlab/utilities/dataset/compute_stdv.m b/matlab/utilities/dataset/nanvariance.m
similarity index 62%
rename from matlab/utilities/dataset/compute_stdv.m
rename to matlab/utilities/dataset/nanvariance.m
index 4384f83dd..d4894e8e9 100644
--- a/matlab/utilities/dataset/compute_stdv.m
+++ b/matlab/utilities/dataset/nanvariance.m
@@ -1,21 +1,21 @@
-function dataset_ = compute_stdv(dataset_) 
+function variances = nanvariance(data) 
 % Compute the standard deviation for each observed variable (possibly with missing observations).
 
 %@info:
-%! @deftypefn {Function File} {@var{dataset_} =} compute_stdv(@var{dataset_})
-%! @anchor{compute_stdv}
-%! This function computes the standard deviation of the observed variables (possibly with missing observations).
+%! @deftypefn {Function File} {@var{variances} =} nanvariance(@var{data})
+%! @anchor{nanvariance}
+%! This function computes the variances of the observed variables (possibly with missing observations).
 %!
 %! @strong{Inputs}
 %! @table @var
-%! @item dataset_
-%! Dynare structure describing the dataset, built by @ref{initialize_dataset}
+%! @item datas
+%! A T*N array of real numbers.
 %! @end table
 %!
 %! @strong{Outputs}
 %! @table @var
-%! @item dataset_
-%! Dynare structure describing the dataset, built by @ref{initialize_dataset}
+%! @item variances
+%! A N*1 vector of real numbers
 %! @end table
 %! 
 %! @strong{This function is called by:} 
@@ -30,7 +30,7 @@ function dataset_ = compute_stdv(dataset_)
 %! @end deftypefn
 %@eod:
 
-% Copyright (C) 2011-2012 Dynare Team
+% Copyright (C) 2011-2014 Dynare Team
 %    
 % This file is part of Dynare.
 %
@@ -47,10 +47,8 @@ function dataset_ = compute_stdv(dataset_)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
-
-if dataset_.missing.state
-    dataset_.descriptive.stdv = sqrt(nanmean(bsxfun(@power,nandemean(transpose(dataset_.data)),2)));
+if isanynan(data)
+    variances = transpose(nanmean(bsxfun(@power,nandemean(data),2)));
 else
-    dataset_.descriptive.stdv = sqrt(mean(bsxfun(@power,demean(transpose(dataset_.data)),2)));
+    variances = transpose(mean(bsxfun(@power,demean(data),2)));
 end
\ No newline at end of file

From 2ee4d62570ced018a310ebf6cffc2167ab129e70 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 23 May 2014 18:10:59 +0200
Subject: [PATCH 056/105] Added routine to compute centered marginal moments of
 order n (possibly with missing observations).

---
 matlab/utilities/dataset/nanmoments.m | 25 +++++++++++++++++++++++++
 1 file changed, 25 insertions(+)
 create mode 100644 matlab/utilities/dataset/nanmoments.m

diff --git a/matlab/utilities/dataset/nanmoments.m b/matlab/utilities/dataset/nanmoments.m
new file mode 100644
index 000000000..78e95e9b0
--- /dev/null
+++ b/matlab/utilities/dataset/nanmoments.m
@@ -0,0 +1,25 @@
+function m = nanmoments(data, n)
+% Compute centered marginal moments of order n (possibly with missing observations).
+
+% Copyright (C) 2014 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/>.
+
+if isanynan(data)
+    m = transpose(nanmean(bsxfun(@power,nandemean(data),n)));
+else
+    m = transpose(mean(bsxfun(@power,demean(data),n)));
+end
\ No newline at end of file

From 56de3979c2c7a6e45c8bd622ba093feba5d5d17f Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 23 May 2014 18:12:43 +0200
Subject: [PATCH 057/105] Removed compute_corr routine.

---
 matlab/utilities/dataset/compute_corr.m | 59 -------------------------
 1 file changed, 59 deletions(-)
 delete mode 100644 matlab/utilities/dataset/compute_corr.m

diff --git a/matlab/utilities/dataset/compute_corr.m b/matlab/utilities/dataset/compute_corr.m
deleted file mode 100644
index d6469baef..000000000
--- a/matlab/utilities/dataset/compute_corr.m
+++ /dev/null
@@ -1,59 +0,0 @@
-function dataset_ = compute_corr(dataset_) 
-% Computes the correlation matrix of the sample (possibly with missing observations).
-
-%@info:
-%! @deftypefn {Function File} {@var{dataset_} =} compute_corr(@var{dataset_})
-%! @anchor{compute_corr}
-%! This function computes covariance matrix of the sample (possibly with missing observations).
-%!
-%! @strong{Inputs}
-%! @table @var
-%! @item dataset_
-%! Dynare structure describing the dataset, built by @ref{initialize_dataset}
-%! @end table
-%!
-%! @strong{Outputs}
-%! @table @var
-%! @item dataset_
-%! Dynare structure describing the dataset, built by @ref{initialize_dataset}
-%! @end table
-%! 
-%! @strong{This function is called by:} 
-%! @ref{descriptive_statistics}.
-%! 
-%! @strong{This function calls:}
-%! @ref{ndim}, @ref{compute_cova}. 
-%!    
-%! @strong{Remark 1.} On exit, a new field is appended to the structure: @code{dataset_.descriptive.corr} is a 
-%! @tex{n\times n} vector (where @tex{n} is the number of observed variables as defined by @code{dataset_.info.nvobs}).
-%!
-%! @strong{Remark 2.} If @code{dataset_.descriptive.cova} does not exist, the covariance matrix is computed prior to the 
-%! computation of the correlation matrix.
-%!    
-%! @end deftypefn
-%@eod:
-
-% Copyright (C) 2011-2012 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/>.
-
-% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
-
-if ~isfield(dataset_.descriptive,'cova')
-    dataset_ = compute_cova(dataset_);
-end
-normalization_matrix = diag(1./sqrt(diag(dataset_.descriptive.cova)));
-dataset_.descriptive.corr = normalization_matrix*dataset_.descriptive.cova*normalization_matrix;
\ No newline at end of file

From bc7f8342417ec9af26e057f324608f8af080d899 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 23 May 2014 18:14:26 +0200
Subject: [PATCH 058/105] Added missing flag for unitary test.

---
 matlab/utilities/dataset/describe_missing_data.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/utilities/dataset/describe_missing_data.m b/matlab/utilities/dataset/describe_missing_data.m
index 5506da2be..2c591b25e 100644
--- a/matlab/utilities/dataset/describe_missing_data.m
+++ b/matlab/utilities/dataset/describe_missing_data.m
@@ -1,4 +1,4 @@
-function [i,n,s,j] = describe_missing_data(data)
+function [i,n,s,j] = describe_missing_data(data)   % --*-- Unitary tests --*--
 % This function reads the dataset and determines the location of the missing observations (defined by NaNs)
 
 %@info:

From 78e5fafb07c0de3afd542e88e20586143b34a417 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 23 May 2014 18:14:46 +0200
Subject: [PATCH 059/105] Updated header.

---
 matlab/utilities/dataset/describe_missing_data.m | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/matlab/utilities/dataset/describe_missing_data.m b/matlab/utilities/dataset/describe_missing_data.m
index 2c591b25e..4b6bcac40 100644
--- a/matlab/utilities/dataset/describe_missing_data.m
+++ b/matlab/utilities/dataset/describe_missing_data.m
@@ -26,9 +26,9 @@ function [i,n,s,j] = describe_missing_data(data)   % --*-- Unitary tests --*--
 %!
 %! @end deftypefn
 %@eod:
-    
-% Copyright (C) 2008-2012 Dynare Team
-%    
+
+% Copyright (C) 2008-2014 Dynare Team
+%
 % This file is part of Dynare.
 %
 % Dynare is free software: you can redistribute it and/or modify

From 45d7f15c94592c20db4e611ed112f432d06fac65 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 23 May 2014 18:16:11 +0200
Subject: [PATCH 060/105] Cosmetic. Deleted trailing white spaces.

---
 matlab/utilities/dataset/describe_missing_data.m | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/matlab/utilities/dataset/describe_missing_data.m b/matlab/utilities/dataset/describe_missing_data.m
index 4b6bcac40..22e3c3a32 100644
--- a/matlab/utilities/dataset/describe_missing_data.m
+++ b/matlab/utilities/dataset/describe_missing_data.m
@@ -85,7 +85,7 @@ end
 
 
 %@test:1
-%$ % Define a data set.    
+%$ % Define a data set.
 %$ A = [ 1    1   ;   ...
 %$       1    NaN ;   ...
 %$       NaN  1   ;   ...
@@ -99,7 +99,7 @@ end
 %$       1    1  ];
 %$
 %$ % Define expected results.
-%$ eB = cell(1,11);   
+%$ eB = cell(1,11);
 %$ eB(1)  = { transpose(1:2) };
 %$ eB(2)  = { 1 };
 %$ eB(3)  = { 2 };
@@ -107,7 +107,7 @@ end
 %$ eB(5)  = { [] };
 %$ eB(6)  = { 1 };
 %$ eB(7)  = { 1 };
-%$ eB(8)  = { transpose(1:2) };    
+%$ eB(8)  = { transpose(1:2) };
 %$ eB(9)  = { transpose(1:2) };
 %$ eB(10) = { transpose(1:2) };
 %$ eB(11) = { transpose(1:2) };
@@ -117,7 +117,7 @@ end
 %$ eE(1) = { [1; 2; 4; transpose(6:11)] };
 %$ eE(2) = { [1; 3; 4; transpose(8:11)] };
 %$
-%$ % Call the tested routine.    
+%$ % Call the tested routine.
 %$ [B,C,D,E] = describe_missing_data(transpose(A));
 %$
 %$ % Check the results.

From e41e8effdf3551898aa063a1e7e3bf39a9970690 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 13 Jun 2014 10:10:17 +0200
Subject: [PATCH 061/105] Modified isdate behaviour (an integer scalar is
 interpreted as a year).

---
 matlab/utilities/dates/isdate.m | 11 ++++++-----
 1 file changed, 6 insertions(+), 5 deletions(-)

diff --git a/matlab/utilities/dates/isdate.m b/matlab/utilities/dates/isdate.m
index 2fb603803..67bfcdb2d 100644
--- a/matlab/utilities/dates/isdate.m
+++ b/matlab/utilities/dates/isdate.m
@@ -25,11 +25,12 @@ function b = isdate(str)  % --*-- Unitary tests --*--
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-%if length(str)>1
-    b = isquaterly(str) || isyearly(str) || ismonthly(str) || isweekly(str);
-    %else
-    %b = 0;
-    %end
+if isnumeric(str) && isscalar(str)
+    b = 1;
+    return
+end
+
+b = isquaterly(str) || isyearly(str) || ismonthly(str) || isweekly(str);
 
 %@test:1
 %$

From 558c818ccad4437f494c2f6f959a0b72b36884dc Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 13 Jun 2014 16:32:25 +0200
Subject: [PATCH 062/105] Changed logic in isfreq routine.

---
 matlab/utilities/dates/isfreq.m | 13 ++++++++++++-
 1 file changed, 12 insertions(+), 1 deletion(-)

diff --git a/matlab/utilities/dates/isfreq.m b/matlab/utilities/dates/isfreq.m
index 38a779f20..79ba42c53 100644
--- a/matlab/utilities/dates/isfreq.m
+++ b/matlab/utilities/dates/isfreq.m
@@ -25,4 +25,15 @@ function B = isfreq(A)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-B = (ischar(A) && ismember(upper(A),{'Y','A','Q','M','W'})) || ismember(A,[1 4 12 52]);
\ No newline at end of file
+B = 0;
+
+if ischar(A)
+    if isequal(length(A),1) && ismember(upper(A),{'Y','A','Q','M','W'})
+        B = 1;
+        return
+    end
+end
+
+if isnumeric(A) && isequal(length(A),1) && ismember(A,[1 4 12 52])
+    B = 1;
+end
\ No newline at end of file

From 4f5ab5a23662b5f9210c2e7c7a7cac8793f5d5de Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Sun, 15 Jun 2014 19:15:30 +0200
Subject: [PATCH 063/105] Changed logic in dates class constructor.

---
 matlab/@dates/dates.m                 | 126 +++++++++++++++++---------
 matlab/utilities/dates/isdate.m       |   4 +-
 matlab/utilities/dates/isstringdate.m |  54 +++++++++++
 3 files changed, 138 insertions(+), 46 deletions(-)
 create mode 100644 matlab/utilities/dates/isstringdate.m

diff --git a/matlab/@dates/dates.m b/matlab/@dates/dates.m
index 99093bfe7..5cb9a7318 100644
--- a/matlab/@dates/dates.m
+++ b/matlab/@dates/dates.m
@@ -45,7 +45,7 @@ function dd = dates(varargin) % --*-- Unitary tests --*--
 %! @end deftypefn
 %@eod:
 
-% Copyright (C) 2011-2013 Dynare Team
+% Copyright (C) 2011-2014 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -62,6 +62,7 @@ function dd = dates(varargin) % --*-- Unitary tests --*--
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
+% Initialization.
 if nargin>0 && ischar(varargin{1}) && isequal(varargin{1},'initialize')
     dd = struct('ndat', 0, 'freq', NaN(0), 'time', NaN(0,2));
     dd = class(dd,'dates');
@@ -71,61 +72,98 @@ end
 
 dd = evalin('base','emptydatesobject');
 
-switch nargin
-  case 0
-    % Returns an empty object
+if isequal(nargin, 0)
+    % Return an empty dates obect
     return
-  case 1
-    if isa(varargin{1},'dates')
-        % Returns a copy of the input argument
-        dd = varargin{1};
-    elseif isdate(varargin{1})
-        date = string2date(varargin{1});
-        dd.ndat = 1;
-        dd.freq = date.freq;
-        dd.time = date.time;
-    elseif isfreq(varargin{1})
-        % Instantiate an empty dates object (only set frequency)
-        if ischar(varargin{1})
-            dd.freq = string2freq(varargin{1});
-        else
-            dd.freq = varargin{1};
-        end
+end
+
+if all(cellfun(@isdates, varargin))
+    % Concatenates dates in a dates object.
+    dd = horzcat(varargin{:});
+    return
+end
+
+if all(cellfun(@isstringdate,varargin))
+    % Concatenates dates in a dates object.
+    tmp = cellfun(@string2date,varargin);
+    if all([tmp.freq]-tmp(1).freq==0)
+        dd.freq = tmp(1).freq;
     else
-        error('dates:: Wrong calling sequence of the constructor!')
+        error('dates::dates: Wrong calling sequence of the constructor! All dates must have common frequency.')
     end
-  otherwise
-    if isdate(varargin{1})
-        dd.ndat = nargin;
-        dd.time = NaN(dd.ndat,2);
-        date = string2date(varargin{1});
-        dd.freq = date.freq;
-        dd.time(1,:) = date.time;
-    elseif isdates(varargin{1})
-        dd = horzcat(varargin{:});
-        return
-    elseif isfreq(varargin{1})
-        S.type = '()';
-        S.subs = varargin;
-        dd = subsref(dd,S);
-        return
+    dd.ndat = length(tmp);
+    dd.time = transpose(reshape([tmp.time],2,dd.ndat));
+    return
+end
+
+if isequal(nargin,1) && isfreq(varargin{1})
+    % Instantiate an empty dates object (only set frequency)
+    if ischar(varargin{1})
+        dd.freq = string2freq(varargin{1});
     else
-        error('dates::dates: Wrong calling sequence!')
+        dd.freq = varargin{1};
     end
-    for i=2:dd.ndat
-        if isdate(varargin{i})
-            date = string2date(varargin{i});
-            if isequal(date.freq,dd.freq)
-                dd.time(i,:) = date.time;
+    return
+end
+
+if isequal(nargin,3) && isfreq(varargin{1})
+    if ischar(varargin{1})
+        dd.freq = string2freq(varargin{1});
+    else
+        dd.freq = varargin{1};
+    end
+    if (isnumeric(varargin{2}) && isvector(varargin{2}) && isint(varargin{2}))
+        if isnumeric(varargin{3}) && isvector(varargin{3}) && isint(varargin{3})
+            if all(varargin{3}>=1) && all(varargin{3}<=dd.freq)
+                dd.time = [varargin{2}(:), varargin{3}(:)];
+                dd.ndat = size(dd.time,1);
             else
-                 error(sprintf('dates::dates: Check that all the inputs have the same frequency (see input number %i)!',i))
+                error(sprintf('dates::dates: Wrong calling sequence of the constructor! Third input must contain integers between 1 and %i.',dd.freq))
             end
         else
-            error(sprintf('dates::dates: Input %i has to be a string date!',i))
+            error('dates::dates: Wrong calling sequence of the constructor! Third input must be a vector of integers.')
+        end
+    else
+        error('dates::dates: Wrong calling sequence of the constructor! Second input must be a vector of integers.')
+    end
+    return
+end
+
+if isequal(nargin,2) && isfreq(varargin{1})
+    if ischar(varargin{1})
+        dd.freq = string2freq(varargin{1});
+    else
+        dd.freq = varargin{1};
+    end
+    if isequal(dd.freq, 1)
+        if (isnumeric(varargin{2}) && isvector(varargin{2}) && isint(varargin{2}))
+            dd.time = [varargin{2}, ones(length(varargin{2},1))];
+            dd.ndat = size(dd.time,1);
+            return
+        else
+            error('dates::dates: Wrong calling sequence of the constructor! Second input must be a vector of integers.')
+        end
+    else
+        if isequal(size(varargin{2},2), 2)
+            if all(isint(varargin{2}(:,1))) && all(isint(varargin{2}(:,1)))
+                if all(varargin{2}(:,2)>=1) && all(varargin{2}(:,2)<=dd.freq)
+                    dd.time = [varargin{2}(:,1), varargin{2}(:,2)];
+                    dd.ndat = size(dd.time,1);
+                else
+                    error(sprintf('dates::dates: Wrong calling sequence of the constructor! Second column of the last input must contain integers between 1 and %i.',dd.freq))
+                end
+            else
+                error('dates::dates: Wrong calling sequence! Second input argument must be an array of integers.')
+            end
+        else
+            error('dates::dates: Wrong calling sequence!')
         end
     end
+    return
 end
 
+error('dates::dates: Wrong calling sequence!')
+
 %@test:1
 %$ % Define some dates
 %$ B1 = '1945Q3';
diff --git a/matlab/utilities/dates/isdate.m b/matlab/utilities/dates/isdate.m
index 67bfcdb2d..726e5e479 100644
--- a/matlab/utilities/dates/isdate.m
+++ b/matlab/utilities/dates/isdate.m
@@ -30,11 +30,11 @@ if isnumeric(str) && isscalar(str)
     return
 end
 
-b = isquaterly(str) || isyearly(str) || ismonthly(str) || isweekly(str);
+b = isstringdate(str);
 
 %@test:1
 %$
-%$ date_1 = '1950M2';
+%$ date_1 = 1950;
 %$ date_2 = '1950m2';
 %$ date_3 = '-1950m2';
 %$ date_4 = '1950m52';
diff --git a/matlab/utilities/dates/isstringdate.m b/matlab/utilities/dates/isstringdate.m
new file mode 100644
index 000000000..fbac8b007
--- /dev/null
+++ b/matlab/utilities/dates/isstringdate.m
@@ -0,0 +1,54 @@
+function b = isstringdate(str)  % --*-- Unitary tests --*--
+
+% Tests if the input string can be interpreted as a date.
+%
+% INPUTS 
+%  o str     string.
+%
+% OUTPUTS 
+%  o b       integer scalar, equal to 1 if str can be interpreted as a date or 0 otherwise.
+
+% Copyright (C) 2013 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/>.
+
+if ischar(str)
+    b = isquaterly(str) || isyearly(str) || ismonthly(str) || isweekly(str);
+else
+    b = 0;
+end
+
+%@test:1
+%$
+%$ date_1 = '1950M2';
+%$ date_2 = '1950m2';
+%$ date_3 = '-1950m2';
+%$ date_4 = '1950m52';
+%$ date_5 = ' 1950';
+%$ date_6 = '1950Y';
+%$ date_7 = '-1950a';
+%$ date_8 = '1950m ';
+%$
+%$ t(1) = dyn_assert(isstringdate(date_1),1);
+%$ t(2) = dyn_assert(isstringdate(date_2),1);
+%$ t(3) = dyn_assert(isstringdate(date_3),1);
+%$ t(4) = dyn_assert(isstringdate(date_4),0);
+%$ t(5) = dyn_assert(isstringdate(date_5),0);
+%$ t(6) = dyn_assert(isstringdate(date_6),1);
+%$ t(7) = dyn_assert(isstringdate(date_7),1);
+%$ t(8) = dyn_assert(isstringdate(date_8),0);
+%$ T = all(t);
+%@eof:1
\ No newline at end of file

From 7795833add45a3e6d8b5dc09baad86cc01e9c792 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Sun, 15 Jun 2014 19:17:30 +0200
Subject: [PATCH 064/105] Fixed bug in dates class constructor (wrong call to
 length routine).

---
 matlab/@dates/dates.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/@dates/dates.m b/matlab/@dates/dates.m
index 5cb9a7318..c1c80fea2 100644
--- a/matlab/@dates/dates.m
+++ b/matlab/@dates/dates.m
@@ -137,7 +137,7 @@ if isequal(nargin,2) && isfreq(varargin{1})
     end
     if isequal(dd.freq, 1)
         if (isnumeric(varargin{2}) && isvector(varargin{2}) && isint(varargin{2}))
-            dd.time = [varargin{2}, ones(length(varargin{2},1))];
+            dd.time = [varargin{2}, ones(length(varargin{2}),1)];
             dd.ndat = size(dd.time,1);
             return
         else

From efcf6bd9c09fa43bcf78fdb88b7b2d3a4dae5e05 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 16 Jun 2014 17:41:59 +0200
Subject: [PATCH 065/105] Use dseries object in the estimation routines.

---
 matlab/dsge_likelihood.m                      |  34 +--
 matlab/dynare_estimation_1.m                  |  72 ++++---
 matlab/dynare_estimation_init.m               | 105 +--------
 matlab/initial_estimation_checks.m            |  13 +-
 matlab/metropolis_hastings_initialization.m   |   8 +-
 matlab/random_walk_metropolis_hastings.m      |   5 +-
 matlab/random_walk_metropolis_hastings_core.m |   3 +-
 matlab/utilities/dataset/makedataset.m        | 203 ++++++++++++++++++
 tests/fs2000/fs2000_dseries.mod               |   2 +-
 9 files changed, 279 insertions(+), 166 deletions(-)
 create mode 100644 matlab/utilities/dataset/makedataset.m

diff --git a/matlab/dsge_likelihood.m b/matlab/dsge_likelihood.m
index e3ffc7cea..1ef695262 100644
--- a/matlab/dsge_likelihood.m
+++ b/matlab/dsge_likelihood.m
@@ -1,4 +1,4 @@
-function [fval,DLIK,Hess,exit_flag,ys,trend_coeff,info,Model,DynareOptions,BayesInfo,DynareResults] = dsge_likelihood(xparam1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults,derivatives_info)
+function [fval,DLIK,Hess,exit_flag,ys,trend_coeff,info,Model,DynareOptions,BayesInfo,DynareResults] = dsge_likelihood(xparam1,DynareDataset,DatasetInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults,derivatives_info)
 % Evaluates the posterior kernel of a dsge model using the specified
 % kalman_algo; the resulting posterior includes the 2*pi constant of the
 % likelihood function
@@ -295,7 +295,7 @@ BayesInfo.mf = BayesInfo.mf1;
 
 % Define the constant vector of the measurement equation.
 if DynareOptions.noconstant
-    constant = zeros(DynareDataset.info.nvobs,1);
+    constant = zeros(DynareDataset.vobs,1);
 else
     if DynareOptions.loglinear
         constant = log(SteadyState(BayesInfo.mfys));
@@ -306,28 +306,28 @@ end
 
 % Define the deterministic linear trend of the measurement equation.
 if BayesInfo.with_trend
-    trend_coeff = zeros(DynareDataset.info.nvobs,1);
+    trend_coeff = zeros(DynareDataset.vobs,1);
     t = DynareOptions.trend_coeffs;
     for i=1:length(t)
         if ~isempty(t{i})
             trend_coeff(i) = evalin('base',t{i});
         end
     end
-    trend = repmat(constant,1,DynareDataset.info.ntobs)+trend_coeff*[1:DynareDataset.info.ntobs];
+    trend = repmat(constant,1,DynareDataset.nobs)+trend_coeff*[1:DynareDataset.nobs];
 else
-    trend = repmat(constant,1,DynareDataset.info.ntobs);
+    trend = repmat(constant,1,DynareDataset.nobs);
 end
 
 % Get needed informations for kalman filter routines.
 start = DynareOptions.presample+1;
-Z = BayesInfo.mf; % old mf
-no_missing_data_flag = ~DynareDataset.missing.state;
-mm = length(T); % old np
-pp = DynareDataset.info.nvobs;
+Z = BayesInfo.mf;
+no_missing_data_flag = ~DatasetInfo.missing.state;
+mm = length(T);
+pp = DynareDataset.vobs;
 rr = length(Q);
 kalman_tol = DynareOptions.kalman_tol;
 riccati_tol = DynareOptions.riccati_tol;
-Y   = DynareDataset.data-trend;
+Y = transpose(DynareDataset.data)-trend;
 
 %------------------------------------------------------------------------------
 % 3. Initial condition of the Kalman filter
@@ -406,7 +406,7 @@ switch DynareOptions.lik_init
                                                        kalman_tol, riccati_tol, DynareOptions.presample, ...
                                                        T,R,Q,H,Z,mm,pp,rr);
         else
-            [dLIK,dlik,a,Pstar] = missing_observations_kalman_filter_d(DynareDataset.missing.aindex,DynareDataset.missing.number_of_observations,DynareDataset.missing.no_more_missing_observations, ...
+            [dLIK,dlik,a,Pstar] = missing_observations_kalman_filter_d(DatasetInfo.missing.aindex,DatasetInfo.missing.number_of_observations,DatasetInfo.missing.no_more_missing_observations, ...
                                                               Y, 1, size(Y,2), ...
                                                               zeros(mm,1), Pinf, Pstar, ...
                                                               kalman_tol, riccati_tol, DynareOptions.presample, ...
@@ -441,9 +441,9 @@ switch DynareOptions.lik_init
         % no need to test again for correlation elements
         correlated_errors_have_been_checked = 1;
 
-        [dLIK,dlik,a,Pstar] = univariate_kalman_filter_d(DynareDataset.missing.aindex,...
-                                                        DynareDataset.missing.number_of_observations,...
-                                                        DynareDataset.missing.no_more_missing_observations, ...
+        [dLIK,dlik,a,Pstar] = univariate_kalman_filter_d(DatasetInfo.missing.aindex,...
+                                                        DatasetInfo.missing.number_of_observations,...
+                                                        DatasetInfo.missing.no_more_missing_observations, ...
                                                         Y, 1, size(Y,2), ...
                                                         zeros(mmm,1), Pinf, Pstar, ...
                                                         kalman_tol, riccati_tol, DynareOptions.presample, ...
@@ -655,10 +655,10 @@ if ((kalman_algo==1) || (kalman_algo==3))% Multivariate Kalman Filter
         end
     else
         if 0 %DynareOptions.block
-            [err, LIK,lik] = block_kalman_filter(DynareDataset.missing.aindex,DynareDataset.missing.number_of_observations,DynareDataset.missing.no_more_missing_observations,...
+            [err, LIK,lik] = block_kalman_filter(DatasetInfo.missing.aindex,DatasetInfo.missing.number_of_observations,DatasetInfo.missing.no_more_missing_observations,...
                                                                  T,R,Q,H,Pstar,Y,start,Z,kalman_tol,riccati_tol, Model.nz_state_var, Model.n_diag, Model.nobs_non_statevar);
         else
-            [LIK,lik] = missing_observations_kalman_filter(DynareDataset.missing.aindex,DynareDataset.missing.number_of_observations,DynareDataset.missing.no_more_missing_observations,Y,diffuse_periods+1,size(Y,2), ...
+            [LIK,lik] = missing_observations_kalman_filter(DatasetInfo.missing.aindex,DatasetInfo.missing.number_of_observations,DatasetInfo.missing.no_more_missing_observations,Y,diffuse_periods+1,size(Y,2), ...
                                                a, Pstar, ...
                                                kalman_tol, DynareOptions.riccati_tol, ...
                                                DynareOptions.presample, ...
@@ -733,7 +733,7 @@ if (kalman_algo==2) || (kalman_algo==4)
         end
     end
 
-    [LIK, lik] = univariate_kalman_filter(DynareDataset.missing.aindex,DynareDataset.missing.number_of_observations,DynareDataset.missing.no_more_missing_observations,Y,diffuse_periods+1,size(Y,2), ...
+    [LIK, lik] = univariate_kalman_filter(DatasetInfo.missing.aindex,DatasetInfo.missing.number_of_observations,DatasetInfo.missing.no_more_missing_observations,Y,diffuse_periods+1,size(Y,2), ...
                                        a,Pstar, ...
                                        DynareOptions.kalman_tol, ...
                                        DynareOptions.riccati_tol, ...
diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m
index d617bfbf5..861af4d58 100644
--- a/matlab/dynare_estimation_1.m
+++ b/matlab/dynare_estimation_1.m
@@ -29,7 +29,7 @@ function dynare_estimation_1(var_list_,dname)
 % 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_ oo_ estim_params_ bayestopt_ dataset_
+global M_ options_ oo_ estim_params_ bayestopt_ dataset_ dataset_info
 
 % Set particle filter flag.
 if options_.order > 1
@@ -78,7 +78,8 @@ else
     objective_function = str2func('dsge_var_likelihood');
 end
 
-[dataset_,xparam1, hh, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list_, dname, [], M_, options_, oo_, estim_params_, bayestopt_);
+[dataset_,dataset_info, xparam1, hh, M_, options_, oo_, estim_params_, bayestopt_] = ...
+    dynare_estimation_init(var_list_, dname, [], M_, options_, oo_, estim_params_, bayestopt_);
 
 if options_.dsge_var
     check_dsge_var_model(M_, estim_params_, bayestopt_);
@@ -114,12 +115,12 @@ if estim_params_.ncx || any(nnz(tril(M_.Correlation_matrix,-1))) || isfield(esti
 end
 
 data = dataset_.data;
-rawdata = dataset_.rawdata;
-data_index = dataset_.missing.aindex;
-missing_value = dataset_.missing.state;
+rawdata = dataset_.data;
+data_index = dataset_info.missing.aindex;
+missing_value = dataset_info.missing.state;
 
 % Set number of observations
-gend = options_.nobs;
+gend = dataset_.nobs;
 % Set the number of observed variables.
 n_varobs = length(options_.varobs);
 % Get the number of parameters to be estimated.
@@ -156,7 +157,7 @@ end
 
 % compute sample moments if needed (bvar-dsge)
 if options_.dsge_var
-    if dataset_.missing.state
+    if dataset_info.missing.state
         error('I cannot estimate a DSGE-VAR model with missing observations!')
     end
     if options_.noconstant
@@ -176,7 +177,7 @@ end
 
 %% perform initial estimation checks;
 try
-    oo_ = initial_estimation_checks(objective_function,xparam1,dataset_,M_,estim_params_,options_,bayestopt_,oo_);
+    oo_ = initial_estimation_checks(objective_function,xparam1,dataset_,dataset_info,M_,estim_params_,options_,bayestopt_,oo_);
 catch % if check fails, provide info on using calibration if present
     e = lasterror();
     if full_calibration_detected %calibrated model present and no explicit starting values
@@ -246,7 +247,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
             optim_options = optimset(optim_options,'GradObj','on','TolX',1e-7);
         end
         [xparam1,fval,exitflag,output,lamdba,grad,hessian_fmincon] = ...
-            fmincon(objective_function,xparam1,[],[],[],[],lb,ub,[],optim_options,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+            fmincon(objective_function,xparam1,[],[],[],[],lb,ub,[],optim_options,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
       case 2
         error('ESTIMATION: mode_compute=2 option (Lester Ingber''s Adaptive Simulated Annealing) is no longer available')
       case 3
@@ -264,10 +265,10 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
             optim_options = optimset(optim_options,'GradObj','on');
         end
         if ~isoctave
-            [xparam1,fval,exitflag] = fminunc(objective_function,xparam1,optim_options,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+            [xparam1,fval,exitflag] = fminunc(objective_function,xparam1,optim_options,dataset_,dataset_info_,options_,M_,estim_params_,bayestopt_,oo_);
         else
             % Under Octave, use a wrapper, since fminunc() does not have a 4th arg
-            func = @(x) objective_function(x, dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+            func = @(x) objective_function(x, dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
             [xparam1,fval,exitflag] = fminunc(func,xparam1,optim_options);
         end
       case 4
@@ -306,7 +307,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
         end
         % Call csminwell.
         [fval,xparam1,grad,hessian_csminwel,itct,fcount,retcodehat] = ...
-            csminwel1(objective_function, xparam1, H0, analytic_grad, crit, nit, numgrad, epsilon, dataset_, options_, M_, estim_params_, bayestopt_, oo_);
+            csminwel1(objective_function, xparam1, H0, analytic_grad, crit, nit, numgrad, epsilon, dataset_, dataset_info, options_, M_, estim_params_, bayestopt_, oo_);
         % Disp value at the mode.
         disp(sprintf('Objective function at mode: %f',fval))
       case 5
@@ -334,7 +335,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
         else
             nit=1000;
         end
-        [xparam1,hh,gg,fval,invhess] = newrat(objective_function,xparam1,analytic_grad,crit,nit,flag,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+        [xparam1,hh,gg,fval,invhess] = newrat(objective_function,xparam1,analytic_grad,crit,nit,flag,dataset_, dataset_info, options_,M_,estim_params_,bayestopt_,oo_);
         if options_.analytic_derivation,
             options_.analytic_derivation = ana_deriv;
         end
@@ -384,7 +385,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
             end
         end
         % Evaluate the objective function.
-        fval = feval(objective_function,xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+        fval = feval(objective_function,xparam1,dataset_, dataset_info, options_,M_,estim_params_,bayestopt_,oo_);
         OldMode = fval;
         if ~exist('MeanPar','var')
             MeanPar = xparam1;
@@ -416,8 +417,8 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
                     flag = 'LastCall';
                 end
                 [xparam1,PostVar,Scale,PostMean] = ...
-                    gmhmaxlik(objective_function,xparam1,[lb ub],gmhmaxlikOptions,Scale,flag,MeanPar,CovJump,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
-                fval = feval(objective_function,xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+                    gmhmaxlik(objective_function,xparam1,[lb ub],gmhmaxlikOptions,Scale,flag,MeanPar,CovJump,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
+                fval = feval(objective_function,xparam1,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
                 options_.mh_jscale = Scale;
                 mouvement = max(max(abs(PostVar-OldPostVar)));
                 skipline()
@@ -436,11 +437,11 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
                 end
                 [xparam1,PostVar,Scale,PostMean] = ...
                     gmhmaxlik(objective_function,xparam1,[lb ub],...
-                              gmhmaxlikOptions,Scale,flag,PostMean,PostVar,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
-                fval = feval(objective_function,xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+                              gmhmaxlikOptions,Scale,flag,PostMean,PostVar,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
+                fval = feval(objective_function,xparam1,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
                 options_.mh_jscale = Scale;
                 mouvement = max(max(abs(PostVar-OldPostVar)));
-                fval = feval(objective_function,xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+                fval = feval(objective_function,xparam1,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
                 skipline()
                 disp('========================================================== ')
                 disp(['   Change in the covariance matrix = ' num2str(mouvement) '.'])
@@ -473,7 +474,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
         if isfield(options_,'optim_opt')
             eval(['optim_options = optimset(optim_options,' options_.optim_opt ');']);
         end
-        [xparam1,fval,exitflag] = fminsearch(objective_function,xparam1,optim_options,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+        [xparam1,fval,exitflag] = fminsearch(objective_function,xparam1,optim_options,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
       case 8
         % Dynare implementation of the simplex algorithm.
         simplexOptions = options_.simplex;
@@ -498,7 +499,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
                 end
             end
         end
-        [xparam1,fval,exitflag] = simplex_optimization_routine(objective_function,xparam1,simplexOptions,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+        [xparam1,fval,exitflag] = simplex_optimization_routine(objective_function,xparam1,simplexOptions,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
       case 9
         % Set defaults
         H0 = 1e-4*ones(nx,1);
@@ -523,7 +524,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
         end
         warning('off','CMAES:NonfinitenessRange');
         warning('off','CMAES:InitialSigma');
-        [x, fval, COUNTEVAL, STOPFLAG, OUT, BESTEVER] = cmaes(func2str(objective_function),xparam1,H0,cmaesOptions,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+        [x, fval, COUNTEVAL, STOPFLAG, OUT, BESTEVER] = cmaes(func2str(objective_function),xparam1,H0,cmaesOptions,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
         xparam1=BESTEVER.x;
         disp(sprintf('\n Objective function at mode: %f',fval))
       case 10
@@ -554,16 +555,16 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
         end
         simpsaOptionsList = options2cell(simpsaOptions);
         simpsaOptions = simpsaset(simpsaOptionsList{:});
-        [xparam1, fval, exitflag] = simpsa(func2str(objective_function),xparam1,lb,ub,simpsaOptions,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+        [xparam1, fval, exitflag] = simpsa(func2str(objective_function),xparam1,lb,ub,simpsaOptions,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
       case 11
          options_.cova_compute = 0 ;
-         [xparam1,stdh,lb_95,ub_95,med_param] = online_auxiliary_filter(xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_) ;
+         [xparam1,stdh,lb_95,ub_95,med_param] = online_auxiliary_filter(xparam1,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_) ;
       case 101
         myoptions=soptions;
         myoptions(2)=1e-6; %accuracy of argument
         myoptions(3)=1e-6; %accuracy of function (see Solvopt p.29)
         myoptions(5)= 1.0;
-        [xparam1,fval]=solvopt(xparam1,objective_function,[],myoptions,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+        [xparam1,fval]=solvopt(xparam1,objective_function,[],myoptions,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
       case 102
         %simulating annealing
         %        LB=zeros(size(xparam1))-20;
@@ -600,10 +601,10 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
         disp(['c vector   ' num2str(c')]);
 
         [xparam1, fval, nacc, nfcnev, nobds, ier, t, vm] = sa(objective_function,xparam1,maxy,rt_,epsilon,ns,nt ...
-                                                              ,neps,maxevl,LB,UB,c,idisp ,t,vm,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+                                                              ,neps,maxevl,LB,UB,c,idisp ,t,vm,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
       otherwise
         if ischar(options_.mode_compute)
-            [xparam1, fval, retcode ] = feval(options_.mode_compute,objective_function,xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+            [xparam1, fval, retcode ] = feval(options_.mode_compute,objective_function,xparam1,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
         else
             error(['dynare_estimation:: mode_compute = ' int2str(options_.mode_compute) ' option is unknown!'])
         end
@@ -614,11 +615,11 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
                 ana_deriv = options_.analytic_derivation;
                 options_.analytic_derivation = 2;
                 [junk1, junk2, hh] = feval(objective_function,xparam1, ...
-                    dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+                    dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
                 options_.analytic_derivation = ana_deriv;
             else
                 hh = reshape(hessian(objective_function,xparam1, ...
-                    options_.gstep,dataset_,options_,M_,estim_params_,bayestopt_,oo_),nx,nx);
+                    options_.gstep,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_),nx,nx);
             end
         end
     end
@@ -698,7 +699,7 @@ end
 if options_.mode_check.status == 1 && ~options_.mh_posterior_mode_estimation
     ana_deriv = options_.analytic_derivation;
     options_.analytic_derivation = 0;
-    mode_check(objective_function,xparam1,hh,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+    mode_check(objective_function,xparam1,hh,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
     options_.analytic_derivation = ana_deriv;
 end
 
@@ -732,7 +733,7 @@ if any(bayestopt_.pshape > 0) && ~options_.mh_posterior_mode_estimation
         estim_params_nbr = size(xparam1,1);
         scale_factor = -sum(log10(diag(invhess)));
         log_det_invhess = -estim_params_nbr*log(scale_factor)+log(det(scale_factor*invhess));
-        likelihood = feval(objective_function,xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+        likelihood = feval(objective_function,xparam1,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
         oo_.MarginalDensity.LaplaceApproximation = .5*estim_params_nbr*log(2*pi) + .5*log_det_invhess - likelihood;
         skipline()
         disp(sprintf('Log data density [Laplace approximation] is %f.',oo_.MarginalDensity.LaplaceApproximation))
@@ -779,7 +780,7 @@ if (any(bayestopt_.pshape  >0 ) && options_.mh_replic) || ...
         ana_deriv = options_.analytic_derivation;
         options_.analytic_derivation = 0;
         if options_.cova_compute
-            feval(options_.posterior_sampling_method,objective_function,options_.proposal_distribution,xparam1,invhess,bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+            feval(options_.posterior_sampling_method,objective_function,options_.proposal_distribution,xparam1,invhess,bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
         else
             error('I Cannot start the MCMC because the Hessian of the posterior kernel at the mode was not computed.')
         end
@@ -842,7 +843,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
                                                       > 0) && options_.load_mh_file)) ...
     || ~options_.smoother ) && options_.partial_information == 0  % to be fixed
     %% ML estimation, or posterior mode without metropolis-hastings or metropolis without bayesian smooth variable
-    [atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp] = DsgeSmoother(xparam1,dataset_.info.ntobs,dataset_.data,dataset_.missing.aindex,dataset_.missing.state);
+    [atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp] = DsgeSmoother(xparam1,dataset_.nobs,transpose(dataset_.data),dataset_info.missing.aindex,dataset_info.missing.state);
     oo_.Smoother.SteadyState = ys;
     oo_.Smoother.TrendCoeffs = trend_coeff;
     oo_.Smoother.Variance = P;
@@ -949,8 +950,11 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
     %%  Smooth observational errors...
     %%
     if options_.prefilter == 1
-        yf = atT(bayestopt_.mf,:)+repmat(dataset_.descriptive.mean',1,gend);
+        yf = atT(bayestopt_.mf,:)+repmat(dataset_info.descriptive.mean',1,gend);
     elseif options_.loglinear == 1
+        gend
+        bayestopt_.mfys
+        ys
         yf = atT(bayestopt_.mf,:)+repmat(log(ys(bayestopt_.mfys)),1,gend)+...
              trend_coeff*[1:gend];
     else
diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index a9e9e1858..90189e7c8 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -1,4 +1,4 @@
-function [dataset_, xparam1, hh, M_, options_, oo_, estim_params_,bayestopt_, fake] = dynare_estimation_init(var_list_, dname, gsa_flag, M_, options_, oo_, estim_params_, bayestopt_)
+function [dataset_, dataset_info, xparam1, hh, M_, options_, oo_, estim_params_,bayestopt_, fake] = dynare_estimation_init(var_list_, dname, gsa_flag, M_, options_, oo_, estim_params_, bayestopt_)
 
 % function dynare_estimation_init(var_list_, gsa_flag)
 % preforms initialization tasks before estimation or
@@ -447,106 +447,8 @@ end
 k = find(isnan(bayestopt_.jscale));
 bayestopt_.jscale(k) = options_.mh_jscale;
 
-% Test if the dataset is declared.
-if isempty(options_.datafile) && isempty(options_.dataset) 
-    if gsa_flag
-        dataset_ = [];
-        return
-    else
-        error('datafile option is missing')
-    end
-end
-
-if ~isfield(options_,'nobs')
-    options_.nobs = [];
-end
-
-if isempty(options_.datafile) && ~isempty(options_.dataset.file)
-    datafile = options_.dataset.file;
-elseif ~isempty(options_.datafile) && isempty(options_.dataset.file)
-    datafile = options_.datafile;
-elseif isempty(options_.datafile) && ~isempty(options_.dataset.file)
-    error('You cannot use simultaneously the data command and the datafile option (in the estimation command)!')
-else
-    error('You have to specify the datafile!')
-end
-
-
-% Check extension.
-allowed_extensions = {'m','mat','csv','xls','xlsx'};
-datafile_extension = get_file_extension(datafile);
-if isempty(datafile_extension)
-    available_extensions = {}; j = 1;
-    for i=1:length(allowed_extensions)
-        if exist([datafile '.' allowed_extensions{i}])
-            available_extensions(j) = {allowed_extensions{i}};
-            j = j+1;
-        end
-    end
-    if isempty(available_extensions)
-        error(['I can''t find a datafile (with allowed extension)!'])
-    end
-    if length(available_extensions)>1
-        error(sprintf(['You did not specify an extension for the datafile, but more than one candidate ' ...
-                       'are available in the designed folder!\nPlease, add an extension to the datafile ' ...
-                       '(m, mat, csv, xls or xlsx are legal extensions).']));
-    end
-    datafile = [datafile '.' available_extensions{1}];
-end
-
-% Load the data in a dseries object.
-dataset = dseries(datafile);
-
-% Select a subset of the variables.
-dataset = dataset{options_.varobs{:}};
-
-% Apply log function if needed.
-if options_.loglinear && ~options_.logdata
-    dataset = dataset.log();
-end
-
-% Test if an initial period (different from its default value) is explicitely defined in the datafile.
-if isequal(dataset.init, dates(1))
-    dataset_default_initial_period = 1;
-else
-    dataset_default_initial_period = 0;
-end
-
-%  Test if an initial period (different from its default value) is explicitely defined in the mod file with the set_time command.
-if isequal(options_.initial_period, dates(1))
-    set_time_default_initial_period = 1;
-else
-    set_time_default_initial_period = 0;
-end
-
-if ~set_time_default_initial_period && dataset_default_initial_period
-    % Overwrite the initial period in dataset (it was set to default).
-    % Note that the update of freq and time members is auto-magically 
-    % done by dseries::subsasgn overload method.
-    dataset.init = options_.initial_period;
-end
-
-if set_time_default_initial_period && ~dataset_default_initial_period
-    % Overwrite the global initial period defined by set_time (it was set to default).
-    options_.initial_period = dataset.init;
-end
-
-if ~set_time_default_initial_period && ~dataset_default_initial_period
-    % Check if dataset.init and options_.initial_period are identical.
-    if  ~isequal(options_.initial_period, dataset.init)
-        error('dynare_estimation_init:: The date as defined by the set_time command is not consistent with the initial period in the database!')
-    end
-end
-
-
-if options_.initial_period>options_.dataset.first_obs
-    skipline()
-    error(['First observation (' format(options_.dataset.first_obs) ') must be greater than the initial period (' format(options_.initial_period)  ') as set by the set_time command']);
-end
-    
-dataset_ = initialize_dataset(options_.datafile,options_.varobs,options_.first_obs,options_.nobs,logged_data_flag,options_.prefilter,xls);
-
-options_.nobs = dataset_.info.ntobs;
+% Build the dataset
+[dataset_, dataset_info] = makedataset(options_);
 
 % setting steadystate_check_flag option
 if options_.diffuse_filter
@@ -554,6 +456,7 @@ if options_.diffuse_filter
 else
     steadystate_check_flag = 1;
 end
+
 % If the steady state of the observed variables is non zero, set noconstant equal 0 ()
 M = M_;
 nvx = estim_params_.nvx;
diff --git a/matlab/initial_estimation_checks.m b/matlab/initial_estimation_checks.m
index 9dee5461e..c4cbf5ab9 100644
--- a/matlab/initial_estimation_checks.m
+++ b/matlab/initial_estimation_checks.m
@@ -1,11 +1,12 @@
-function DynareResults = initial_estimation_checks(objective_function,xparam1,DynareDataset,Model,EstimatedParameters,DynareOptions,BayesInfo,DynareResults)
+function DynareResults = initial_estimation_checks(objective_function,xparam1,DynareDataset,DatasetInfo,Model,EstimatedParameters,DynareOptions,BayesInfo,DynareResults)
 % function initial_estimation_checks(xparam1,gend,data,data_index,number_of_observations,no_more_missing_observations)
 % Checks data (complex values, ML evaluation, initial values, BK conditions,..)
 %
 % INPUTS
 %   objective_function  [function handle] of the objective function
 %   xparam1:            [vector] of parameters to be estimated
-%   DynareDataset:      [structure] storing the dataset information
+%   DynareDataset:      [dseries] object storing the dataset
+%   DataSetInfo:        [structure] storing informations about the sample.
 %   Model:              [structure] decribing the model
 %   EstimatedParameters [structure] characterizing parameters to be estimated
 %   DynareOptions       [structure] describing the options
@@ -35,11 +36,11 @@ function DynareResults = initial_estimation_checks(objective_function,xparam1,Dy
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-if DynareDataset.info.nvobs>Model.exo_nbr+EstimatedParameters.nvn
+if DynareDataset.vobs>Model.exo_nbr+EstimatedParameters.nvn
     error(['initial_estimation_checks:: Estimation can''t take place because there are less declared shocks than observed variables!'])
 end
- 
-if DynareDataset.info.nvobs>length(find(diag(Model.Sigma_e)))+EstimatedParameters.nvn
+
+if DynareDataset.vobs>length(find(diag(Model.Sigma_e)))+EstimatedParameters.nvn
     error(['initial_estimation_checks:: Estimation can''t take place because too many shocks have been calibrated with a zero variance!'])
 end
 
@@ -72,7 +73,7 @@ end
 % Evaluate the likelihood.
 ana_deriv = DynareOptions.analytic_derivation;
 DynareOptions.analytic_derivation=0;
-[fval,junk1,junk2,a,b,c,d] = feval(objective_function,xparam1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+[fval,junk1,junk2,a,b,c,d] = feval(objective_function,xparam1,DynareDataset,DatasetInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
 DynareOptions.analytic_derivation=ana_deriv;
 
 if DynareOptions.dsge_var || strcmp(func2str(objective_function),'non_linear_dsge_likelihood')
diff --git a/matlab/metropolis_hastings_initialization.m b/matlab/metropolis_hastings_initialization.m
index 8c6ed5a9f..b475bfcc5 100644
--- a/matlab/metropolis_hastings_initialization.m
+++ b/matlab/metropolis_hastings_initialization.m
@@ -1,7 +1,7 @@
 function [ ix2, ilogpo2, ModelName, MetropolisFolder, fblck, fline, npar, nblck, nruns, NewFile, MAX_nruns, d ] = ...
-    metropolis_hastings_initialization(TargetFun, xparam1, vv, mh_bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_)
+    metropolis_hastings_initialization(TargetFun, xparam1, vv, mh_bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_)
 %function [ ix2, ilogpo2, ModelName, MhDirectoryName, fblck, fline, npar, nblck, nruns, NewFile, MAX_nruns, d ] = 
-%    metropolis_hastings_initialization(TargetFun, xparam1, vv, mh_bounds, dataset_,options_,M_,estim_params_,bayestopt_,oo_)
+%    metropolis_hastings_initialization(TargetFun, xparam1, vv, mh_bounds, dataset_,dataset_info,,options_,M_,estim_params_,bayestopt_,oo_)
 % Metropolis-Hastings initialization.
 % 
 % INPUTS 
@@ -110,7 +110,7 @@ if ~options_.load_mh_file && ~options_.mh_recover
                 candidate = rand_multivariate_normal( transpose(xparam1), d * options_.mh_init_scale, npar);
                 if all(candidate(:) > mh_bounds(:,1)) && all(candidate(:) < mh_bounds(:,2)) 
                     ix2(j,:) = candidate;
-                    ilogpo2(j) = - feval(TargetFun,ix2(j,:)',dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+                    ilogpo2(j) = - feval(TargetFun,ix2(j,:)',dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
                     if ~isfinite(ilogpo2(j)) % if returned log-density is
                                              % Inf or Nan (penalized value)
                         validate = 0;
@@ -152,7 +152,7 @@ if ~options_.load_mh_file && ~options_.mh_recover
         candidate = transpose(xparam1(:));%
         if all(candidate(:) > mh_bounds(:,1)) && all(candidate(:) < mh_bounds(:,2)) 
             ix2 = candidate;
-            ilogpo2 = - feval(TargetFun,ix2',dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+            ilogpo2 = - feval(TargetFun,ix2',dataset_,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
             disp('Estimation::mcmc: Initialization at the posterior mode.')
             skipline()
             fprintf(fidlog,['    Blck ' int2str(1) 'params:\n']);
diff --git a/matlab/random_walk_metropolis_hastings.m b/matlab/random_walk_metropolis_hastings.m
index f524b44c1..c2a49e7a2 100644
--- a/matlab/random_walk_metropolis_hastings.m
+++ b/matlab/random_walk_metropolis_hastings.m
@@ -1,4 +1,4 @@
-function random_walk_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv,mh_bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_)
+function random_walk_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv,mh_bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_)
 %function record=random_walk_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv,mh_bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_)
 % Random walk Metropolis-Hastings algorithm. 
 % 
@@ -60,7 +60,7 @@ objective_function_penalty_base = Inf;
 
 % Initialization of the random walk metropolis-hastings chains.
 [ ix2, ilogpo2, ModelName, MetropolisFolder, fblck, fline, npar, nblck, nruns, NewFile, MAX_nruns, d ] = ...
-    metropolis_hastings_initialization(TargetFun, xparam1, vv, mh_bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+    metropolis_hastings_initialization(TargetFun, xparam1, vv, mh_bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
 
 InitSizeArray = min([repmat(MAX_nruns,nblck,1) fline+nruns-1],[],2);
 
@@ -101,6 +101,7 @@ localVars =   struct('TargetFun', TargetFun, ...
                      'InitSizeArray',InitSizeArray, ...
                      'record', record, ...
                      'dataset_', dataset_, ...
+                     'dataset_info', dataset_info, ...
                      'options_', options_, ...
                      'M_',M_, ...
                      'bayestopt_', bayestopt_, ...
diff --git a/matlab/random_walk_metropolis_hastings_core.m b/matlab/random_walk_metropolis_hastings_core.m
index 481e92b77..62e1728eb 100644
--- a/matlab/random_walk_metropolis_hastings_core.m
+++ b/matlab/random_walk_metropolis_hastings_core.m
@@ -88,6 +88,7 @@ d=myinputs.d;
 InitSizeArray=myinputs.InitSizeArray;
 record=myinputs.record;
 dataset_ = myinputs.dataset_;
+dataset_info = myinputs.dataset_info;
 bayestopt_ = myinputs.bayestopt_;
 estim_params_ = myinputs.estim_params_;
 options_ = myinputs.options_;
@@ -164,7 +165,7 @@ for b = fblck:nblck,
         par = feval(ProposalFun, ix2(b,:), proposal_covariance_Cholesky_decomposition, n);
         if all( par(:) > mh_bounds(:,1) ) && all( par(:) < mh_bounds(:,2) )
             try
-                logpost = - feval(TargetFun, par(:),dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+                logpost = - feval(TargetFun, par(:),dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
             catch
                 logpost = -inf;
             end
diff --git a/matlab/utilities/dataset/makedataset.m b/matlab/utilities/dataset/makedataset.m
new file mode 100644
index 000000000..52064d441
--- /dev/null
+++ b/matlab/utilities/dataset/makedataset.m
@@ -0,0 +1,203 @@
+function [DynareDataset, DatasetInfo] = makedataset(DynareOptions)
+
+% Initialize a dataset as a dseries object.
+%
+%
+% INPUTS
+% ======
+%
+%     DynareOptions [struct] Structure of options built by Dynare's preprocessor.
+%
+%
+% OUTPUTS
+% =======
+%
+%     DynareDataset [dseries]  The dataset.
+%     DatasetInfo   [struct]   Various informations about the dataset (descriptive statistics and missing observations).
+%
+% EXAMPLE
+% =======
+%
+%     [dataset_, dataset_info] = makedataset(options_) ;
+%
+%
+% See also dynare_estimation_init
+
+if isempty(DynareOptions.datafile) && isempty(DynareOptions.dataset.file)
+    if gsa_flag
+        DynareDataset = dseries();
+        return
+    else
+        error('datafile option is missing')
+    end
+end
+
+if isempty(DynareOptions.datafile) && ~isempty(DynareOptions.dataset.file)
+    datafile = DynareOptions.dataset.file;
+    newdatainterface = 1;
+elseif ~isempty(DynareOptions.datafile) && isempty(DynareOptions.dataset.file)
+    datafile = DynareOptions.datafile;
+    newdatainterface = 0;
+elseif isempty(DynareOptions.datafile) && ~isempty(DynareOptions.dataset.file)
+    error('You cannot use simultaneously the data command and the datafile option (in the estimation command)!')
+else
+    error('You have to specify the datafile!')
+end
+
+% Check extension.
+allowed_extensions = {'m','mat','csv','xls','xlsx'};
+datafile_extension = get_file_extension(datafile);
+if isempty(datafile_extension)
+    available_extensions = {}; j = 1;
+    for i=1:length(allowed_extensions)
+        if exist([datafile '.' allowed_extensions{i}])
+            available_extensions(j) = {allowed_extensions{i}};
+            j = j+1;
+        end
+    end
+    if isempty(available_extensions)
+        error(['I can''t find a datafile (with allowed extension)!'])
+    end
+    if length(available_extensions)>1
+        error(sprintf(['You did not specify an extension for the datafile, but more than one candidate ' ...
+                       'are available in the designed folder!\nPlease, add an extension to the datafile ' ...
+                       '(m, mat, csv, xls or xlsx are legal extensions).']));
+    end
+    datafile = [datafile '.' available_extensions{1}];
+end
+
+% Load the data in a dseries object.
+DynareDataset = dseries(datafile);
+
+% Select a subset of the variables.
+DynareDataset = DynareDataset{DynareOptions.varobs{:}};
+
+% Apply log function if needed.
+if DynareOptions.loglinear && ~DynareOptions.logdata
+    DynareDataset = DynareDataset.log();
+end
+
+% Test if an initial period (different from its default value) is explicitely defined in the datafile.
+if isequal(DynareDataset.init, dates(1,1))
+    dataset_default_initial_period = 1;
+else
+    dataset_default_initial_period = 0;
+end
+
+%  Test if an initial period (different from its default value) is explicitely defined in the mod file with the set_time command.
+if isequal(DynareOptions.initial_period, dates(1,1))
+    set_time_default_initial_period = 1;
+else
+    set_time_default_initial_period = 0;
+end
+
+if ~set_time_default_initial_period && dataset_default_initial_period
+    % Overwrite the initial period in dataset (it was set to default).
+    % Note that the updates of freq and time members are auto-magically
+    % done by dseries::subsasgn overloaded method.
+    DynareDataset.init = DynareOptions.initial_period;
+end
+
+if set_time_default_initial_period && ~dataset_default_initial_period
+    % Overwrite the global initial period defined by set_time (it was set to default).
+    DynareOptions.initial_period = DynareDataset.init;
+end
+
+if ~set_time_default_initial_period && ~dataset_default_initial_period
+    % Check if dataset.init and options_.initial_period are identical.
+    if  ~isequal(DynareOptions.initial_period, DynareDataset.init)
+        error('The date as defined by the set_time command is not consistent with the initial period in the database!')
+    end
+end
+
+% Set firstobs, lastobs and nobs
+if newdatainterface
+    if isempty(DynareOptions.dataset.firstobs)
+        % first_obs option was not used in the data command.
+        firstobs = DynareDataset.init;
+    else
+        firstobs = DynareOptions.dataset.firstobs;
+    end
+    if isnan(DynareOptions.dataset.nobs)
+        % nobs option was not used in the data command.
+        if isempty(DynareOptions.dataset.lastobs)
+            % last_obs option was not used in the data command.
+            nobs = DynareDataset.nobs;
+            lastobs = DynareDataset.dates(end);
+        else
+            lastobs = DynareOptions.dataset.lastobs;
+            nobs = lastobs-firstobs+1;
+        end
+    else
+        nobs = DynareOptions.dataset.nobs;
+        if isempty(DynareOptions.dataset.lastobs)
+            % last_obs option was not used in the data command.
+            lastobs = firstobs+(nobs-1);
+        else
+            % last_obs and nobs were used in the data command. Check that they are consistent (with firstobs).
+            if ~isequal(lastobs,firstobs+(nobs-1))
+                error(sprintf('Options last_obs (%s), first_obs (%s) and nobs (%s) are not consistent!',char(lastobs),char(firstobs),num2str(nobs)));
+            end
+        end
+    end
+else
+    if isnan(DynareOptions.first_obs)
+        firstobs = DynareDataset.init;
+    else
+        firstobs = DynareDataset.dates(DynareOptions.first_obs);
+    end
+    if isnan(DynareOptions.nobs)
+        lastobs = DynareDataset.dates(end);
+        nobs = lastobs-firstobs+1;
+    else
+        nobs = DynareOptions.nobs;
+        lastobs = firstobs+(nobs-1);
+    end
+end
+
+% Check that firstobs belongs to DynareDataset.dates
+if firstobs<DynareDataset.init
+    error(sprintf('first_obs (%s) cannot be less than the first date in the dataset (%s)!',char(firstobs),char(DynareDataset.init)))
+end
+
+% Check that lastobs belongs to DynareDataset.dates...
+if newdatainterface
+    if lastobs>DynareDataset.dates(end)
+        error(sprintf('last_obs (%s) cannot be greater than the last date in the dataset (%s)!',char(lastobs),char(DynareDataset.dates(end))))
+    end
+else
+    % ...  or check that nobs is smaller than the number of observations in DynareDataset.
+    if nobs>DynareDataset.nobs
+        error(sprintf('nobs (%s) cannot be greater than the last date in the dataset (%s)!', num2str(nobs), num2str(nobs)))
+    end
+end
+
+% Select a subsample.
+DynareDataset = DynareDataset(firstobs:lastobs);
+
+% Initialize DatasetInfo structure.
+DatasetInfo = struct('missing', struct('state', NaN, 'aindex', [], 'vindex', [], 'number_of_observations', NaN, 'no_more_missing_observations', NaN), ...
+                     'descriptive', struct('mean', [], 'covariance', [], 'correlation', [], 'autocovariance', []));
+
+% Fill DatasetInfo.missing if some observations are missing
+DatasetInfo.missing.state = isanynan(DynareDataset.data);
+if DatasetInfo.missing.state
+    [DatasetInfo.missing.aindex, DatasetInfo.missing.number_of_observations, DatasetInfo.missing.no_more_missing_observations, DatasetInfo.missing.vindex] = ...
+        describe_missing_data(DynareDataset.data);
+else
+    DatasetInfo.missing.aindex = num2cell(transpose(repmat(1:DynareDataset.vobs,DynareDataset.nobs,1)),1);
+    DatasetInfo.missing.no_more_missing_observations = 1;
+end
+
+% Compute the empirical mean of the observed variables.
+DatasetInfo.descriptive.mean = nanmean(DynareDataset.data);
+
+% Compute the empirical covariance matrix of the observed variables.
+DatasetInfo.descriptive.covariance = nancovariance(DynareDataset.data);
+
+% Compute the empirical correlation matrix of the observed variables.
+normalization_matrix = diag(1./sqrt(diag(DatasetInfo.descriptive.covariance)));
+DatasetInfo.descriptive.correlation = normalization_matrix*DatasetInfo.descriptive.covariance*normalization_matrix;
+
+% Compute autocorrelation function.
+DatasetInfo.descriptive.autocovariance = nanautocovariance(DynareDataset.data, DynareOptions.ar);
\ No newline at end of file
diff --git a/tests/fs2000/fs2000_dseries.mod b/tests/fs2000/fs2000_dseries.mod
index c0d851721..1210e7425 100644
--- a/tests/fs2000/fs2000_dseries.mod
+++ b/tests/fs2000/fs2000_dseries.mod
@@ -72,6 +72,6 @@ varobs gp_obs gy_obs;
 
 options_.solve_tolf = 1e-12;
 
-data(file=fsdat_simul,first_obs=1950Q3, nobs=192);
+data(file=fsdat_simul_dseries,first_obs=1950Q3, nobs=192);
 
 estimation(order=1,loglinear,mh_replic=2000,mh_nblocks=2,mh_jscale=0.8);

From 880bb58aefa6f879005037f18a8766a27023c1dd Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 17 Jun 2014 10:19:07 +0200
Subject: [PATCH 066/105] Fixed mode_check and prior_posterior_statistics
 routines (added dataset_info as an input).

---
 matlab/mode_check.m                 |  6 +++---
 matlab/prior_posterior_statistics.m | 10 +++++-----
 2 files changed, 8 insertions(+), 8 deletions(-)

diff --git a/matlab/mode_check.m b/matlab/mode_check.m
index 786acb7da..2fa6f4a9d 100644
--- a/matlab/mode_check.m
+++ b/matlab/mode_check.m
@@ -1,4 +1,4 @@
-function mode_check(fun,x,hessian,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults)
+function mode_check(fun,x,hessian,DynareDataset,DatasetInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults)
 % Checks the estimated ML mode or Posterior mode.
 
 %@info:
@@ -62,7 +62,7 @@ if ~isempty(hessian);
     [ s_min, k ] = min(diag(hessian));
 end
 
-fval = feval(fun,x,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+fval = feval(fun,x,DynareDataset,DatasetInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
 
 if ~isempty(hessian);
     skipline()
@@ -138,7 +138,7 @@ for plt = 1:nbplt,
         end
         for i=1:length(z)
             xx(kk) = z(i);
-            [fval, junk1, junk2, exit_flag] = feval(fun,xx,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+            [fval, junk1, junk2, exit_flag] = feval(fun,xx,DynareDataset,DatasetInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
             if exit_flag
                 y(i,1) = fval;
             else
diff --git a/matlab/prior_posterior_statistics.m b/matlab/prior_posterior_statistics.m
index 7fc877878..723d7056f 100644
--- a/matlab/prior_posterior_statistics.m
+++ b/matlab/prior_posterior_statistics.m
@@ -1,4 +1,4 @@
-function prior_posterior_statistics(type,dataset)
+function prior_posterior_statistics(type,dataset,dataset_info)
 
 % function prior_posterior_statistics(type,dataset)
 % Computes Monte Carlo filter smoother and forecasts
@@ -41,10 +41,10 @@ global options_ estim_params_ oo_ M_ bayestopt_
 localVars=[];
 
 Y = dataset.data;
-gend = dataset.info.ntobs;
-data_index = dataset.missing.aindex;
-missing_value = dataset.missing.state;
-bayestopt_.mean_varobs = dataset.descriptive.mean';
+gend = dataset.nobs;
+data_index = dataset_info.missing.aindex;
+missing_value = dataset_info.missing.state;
+bayestopt_.mean_varobs = dataset_info.descriptive.mean';
 
 nvx  = estim_params_.nvx;
 nvn  = estim_params_.nvn;

From 8691304b9f65cd8c0c549bb96fead2cf66b3f80e Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 17 Jun 2014 10:30:45 +0200
Subject: [PATCH 067/105] Fixed gsa (dataset_ is now a dseries object).

---
 matlab/dynare_sensitivity.m | 6 +++---
 matlab/gsa/filt_mc_.m       | 8 ++++----
 2 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/matlab/dynare_sensitivity.m b/matlab/dynare_sensitivity.m
index 34a016062..182c22149 100644
--- a/matlab/dynare_sensitivity.m
+++ b/matlab/dynare_sensitivity.m
@@ -84,7 +84,7 @@ if ~isempty(options_gsa.datafile) || isempty(bayestopt_) || options_gsa.rmse,
     options_.mode_compute = 0;
     options_.filtered_vars = 1;
     options_.plot_priors = 0;
-    [dataset_,xparam1,hh, M_, options_, oo_, estim_params_,bayestopt_]=dynare_estimation_init(M_.endo_names,fname_,1, M_, options_, oo_, estim_params_, bayestopt_);
+    [dataset_,dataset_info,xparam1,hh, M_, options_, oo_, estim_params_,bayestopt_]=dynare_estimation_init(M_.endo_names,fname_,1, M_, options_, oo_, estim_params_, bayestopt_);
     % computes a first linear solution to set up various variables
 else
     if isempty(options_.qz_criterium)
@@ -343,7 +343,7 @@ if options_gsa.rmse,
             end
             
         end
-        prior_posterior_statistics('gsa',dataset_);
+        prior_posterior_statistics('gsa',dataset_, dataset_info);
         if options_.bayesian_irf
             PosteriorIRF('gsa');
         end
@@ -366,7 +366,7 @@ if options_gsa.rmse,
     end
     clear a;
 %     filt_mc_(OutputDirectoryName,data_info);
-    filt_mc_(OutputDirectoryName,options_gsa,dataset_);
+    filt_mc_(OutputDirectoryName,options_gsa,dataset_,dataset_info);
 end
 options_.opt_gsa = options_gsa;
 
diff --git a/matlab/gsa/filt_mc_.m b/matlab/gsa/filt_mc_.m
index ed6729362..e96ef4510 100644
--- a/matlab/gsa/filt_mc_.m
+++ b/matlab/gsa/filt_mc_.m
@@ -1,4 +1,4 @@
-function [rmse_MC, ixx] = filt_mc_(OutDir,options_gsa_,dataset_)
+function [rmse_MC, ixx] = filt_mc_(OutDir,options_gsa_,dataset_,dataset_info)
 % function [rmse_MC, ixx] = filt_mc_(OutDir)
 % inputs (from opt_gsa structure)
 % vvarvecm = options_gsa_.var_rmse;
@@ -121,9 +121,9 @@ if ~loadSA,
     end
     %   eval(options_.datafile)
     Y = dataset_.data;
-    gend = dataset_.info.ntobs;
-    data_index = dataset_.missing.aindex;
-    missing_value = dataset_.missing.state;
+    gend = dataset_.nobs;
+    data_index = dataset_info.missing.aindex;
+    missing_value = dataset_info.missing.state;
     for jx=1:gend, data_indx(jx,data_index{jx})=true; end
     %stock_gend=data_info.gend;
     %stock_data = data_info.data;

From 42c4aabdcce0bd6aa536545f201b6bbbde02ac69 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 17 Jun 2014 12:04:58 +0200
Subject: [PATCH 068/105] Adapted identification routines.

---
 matlab/dynare_identification.m   | 4 ++--
 matlab/identification_analysis.m | 9 +++++----
 2 files changed, 7 insertions(+), 6 deletions(-)

diff --git a/matlab/dynare_identification.m b/matlab/dynare_identification.m
index 2a6272cd5..50ed152bd 100644
--- a/matlab/dynare_identification.m
+++ b/matlab/dynare_identification.m
@@ -128,7 +128,7 @@ options_ = set_default_option(options_,'datafile','');
 options_.mode_compute = 0;
 options_.plot_priors = 0;
 options_.smoother=1;
-[dataset_,xparam1,hh, M_, options_, oo_, estim_params_,bayestopt_]=dynare_estimation_init(M_.endo_names,fname_,1, M_, options_, oo_, estim_params_, bayestopt_);
+[dataset_,dataset_info,xparam1,hh, M_, options_, oo_, estim_params_,bayestopt_]=dynare_estimation_init(M_.endo_names,fname_,1, M_, options_, oo_, estim_params_, bayestopt_);
 options_ident.analytic_derivation_mode = options_.analytic_derivation_mode;
 if isempty(dataset_),
     dataset_.info.ntobs = periods;
@@ -269,7 +269,7 @@ if iload <=0,
         disp('Testing current parameter values')
     end
     [idehess_point, idemoments_point, idemodel_point, idelre_point, derivatives_info_point, info] = ...
-        identification_analysis(params,indx,indexo,options_ident,dataset_, prior_exist, name_tex,1);
+        identification_analysis(params,indx,indexo,options_ident,dataset_, dataset_info, prior_exist, name_tex,1);
     if info(1)~=0,
         skipline()
         disp('----------- ')
diff --git a/matlab/identification_analysis.m b/matlab/identification_analysis.m
index ebfcaf2d9..ce39b30cc 100644
--- a/matlab/identification_analysis.m
+++ b/matlab/identification_analysis.m
@@ -1,4 +1,4 @@
-function [ide_hess, ide_moments, ide_model, ide_lre, derivatives_info, info] = identification_analysis(params,indx,indexo,options_ident,data_info, prior_exist, name_tex, init)
+function [ide_hess, ide_moments, ide_model, ide_lre, derivatives_info, info] = identification_analysis(params,indx,indexo,options_ident,dataset_,dataset_info, prior_exist, name_tex, init)
 % function [ide_hess, ide_moments, ide_model, ide_lre, derivatives_info, info] = identification_analysis(params,indx,indexo,options_ident,data_info, prior_exist, name_tex, init)
 % given the parameter vector params, wraps all identification analyses
 %
@@ -134,17 +134,18 @@ if info(1)==0,
             options_.noprint = 1;
             options_.order = 1;
             options_.SpectralDensity.trigger = 0;
-            options_.periods = data_info.info.ntobs+100;
+            options_.periods = dataset_.nobs+100;
             if options_.kalman_algo > 2,
                 options_.kalman_algo = 1;
             end
             analytic_derivation = options_.analytic_derivation;
             options_.analytic_derivation = -2;
             info = stoch_simul(char(options_.varobs));
-            data_info.data=oo_.endo_simul(options_.varobs_id,100+1:end);
+            dataset_ = dseries(oo_.endo_simul(options_.varobs_id,100+1:end),dataset_.dates(1),dataset_.names,dataset_.tex);
+            %data_info.data=oo_.endo_simul(options_.varobs_id,100+1:end);
             %                         datax=data;
             derivatives_info.no_DLIK=1;
-            [fval,DLIK,AHess,cost_flag,ys,trend_coeff,info,M_,options_,bayestopt_,oo_] = dsge_likelihood(params',data_info,options_,M_,estim_params_,bayestopt_,oo_,derivatives_info);
+            [fval,DLIK,AHess,cost_flag,ys,trend_coeff,info,M_,options_,bayestopt_,oo_] = dsge_likelihood(params',dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_,derivatives_info);
 %                 fval = DsgeLikelihood(xparam1,data_info,options_,M_,estim_params_,bayestopt_,oo_);
             options_.analytic_derivation = analytic_derivation;
             AHess=-AHess;

From 4f02e58010791b395bfd918b24d6502bcc862bbe Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 17 Jun 2014 16:03:30 +0200
Subject: [PATCH 069/105] Added the possibility to pass a dseries object to the
 data command (the user can manipulate the data in the mod file, using dseries
 class methods, and use them for estimation without writing the data on disk).

---
 matlab/global_initialization.m         |  1 +
 matlab/utilities/dataset/makedataset.m | 58 +++++++++++++++++---------
 preprocessor/ComputingTasks.cc         | 12 +++++-
 preprocessor/DynareBison.yy            |  4 +-
 preprocessor/DynareFlex.ll             |  1 +
 5 files changed, 53 insertions(+), 23 deletions(-)

diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index 364edc302..1122b99bb 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -349,6 +349,7 @@ estimation_info.structural_innovation_corr_options_index = {};
 estimation_info.structural_innovation_corr.range_index = {};
 options_.initial_period = dates(1,1);
 options_.dataset.file = [];
+options_.dataset.series = [];
 options_.dataset.firstobs = dates();
 options_.dataset.lastobs = dates();
 options_.dataset.nobs = NaN;
diff --git a/matlab/utilities/dataset/makedataset.m b/matlab/utilities/dataset/makedataset.m
index 52064d441..08b91229c 100644
--- a/matlab/utilities/dataset/makedataset.m
+++ b/matlab/utilities/dataset/makedataset.m
@@ -23,18 +23,29 @@ function [DynareDataset, DatasetInfo] = makedataset(DynareOptions)
 %
 % See also dynare_estimation_init
 
-if isempty(DynareOptions.datafile) && isempty(DynareOptions.dataset.file)
+if isempty(DynareOptions.datafile) && isempty(DynareOptions.dataset.file) && isempty(DynareOptions.dataset.series)
     if gsa_flag
         DynareDataset = dseries();
         return
     else
-        error('datafile option is missing')
+        error('makedataset: datafile option is missing!')
     end
 end
 
 if isempty(DynareOptions.datafile) && ~isempty(DynareOptions.dataset.file)
     datafile = DynareOptions.dataset.file;
     newdatainterface = 1;
+elseif isempty(DynareOptions.datafile) && ~isempty(DynareOptions.dataset.series)
+    try
+        dseriesobjectforuserdataset = evalin('base', DynareOptions.dataset.series);
+    catch
+        error(sprintf('makedataset: %s is unknown!', DynareOptions.dataset.series))
+    end
+    if ~isdseries(dseriesobjectforuserdataset)
+        error(sprintf('makedataset: %s has to be a dseries object!', DynareOptions.dataset.series))
+    end
+    datafile = [];
+    newdatainterface = 1;
 elseif ~isempty(DynareOptions.datafile) && isempty(DynareOptions.dataset.file)
     datafile = DynareOptions.datafile;
     newdatainterface = 0;
@@ -45,29 +56,36 @@ else
 end
 
 % Check extension.
-allowed_extensions = {'m','mat','csv','xls','xlsx'};
-datafile_extension = get_file_extension(datafile);
-if isempty(datafile_extension)
-    available_extensions = {}; j = 1;
-    for i=1:length(allowed_extensions)
-        if exist([datafile '.' allowed_extensions{i}])
-            available_extensions(j) = {allowed_extensions{i}};
-            j = j+1;
+if ~isempty(datafile)
+    allowed_extensions = {'m','mat','csv','xls','xlsx'};
+    datafile_extension = get_file_extension(datafile);
+    if isempty(datafile_extension)
+        available_extensions = {}; j = 1;
+        for i=1:length(allowed_extensions)
+            if exist([datafile '.' allowed_extensions{i}])
+                available_extensions(j) = {allowed_extensions{i}};
+                j = j+1;
+            end
         end
+        if isempty(available_extensions)
+            error(['I can''t find a datafile (with allowed extension)!'])
+        end
+        if length(available_extensions)>1
+            error(sprintf(['You did not specify an extension for the datafile, but more than one candidate ' ...
+                           'are available in the designed folder!\nPlease, add an extension to the datafile ' ...
+                           '(m, mat, csv, xls or xlsx are legal extensions).']));
+        end
+        datafile = [datafile '.' available_extensions{1}];
     end
-    if isempty(available_extensions)
-        error(['I can''t find a datafile (with allowed extension)!'])
-    end
-    if length(available_extensions)>1
-        error(sprintf(['You did not specify an extension for the datafile, but more than one candidate ' ...
-                       'are available in the designed folder!\nPlease, add an extension to the datafile ' ...
-                       '(m, mat, csv, xls or xlsx are legal extensions).']));
-    end
-    datafile = [datafile '.' available_extensions{1}];
 end
 
 % Load the data in a dseries object.
-DynareDataset = dseries(datafile);
+if ~isempty(datafile)
+    DynareDataset = dseries(datafile);
+else
+    DynareDataset = dseriesobjectforuserdataset;
+    clear('dseriesobjectforuserdataset');
+end
 
 % Select a subset of the variables.
 DynareDataset = DynareDataset{DynareOptions.varobs{:}};
diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc
index 25049b082..c23908a0d 100644
--- a/preprocessor/ComputingTasks.cc
+++ b/preprocessor/ComputingTasks.cc
@@ -1876,9 +1876,17 @@ EstimationDataStatement::checkPass(ModFileStructure &mod_file_struct, WarningCon
         exit(EXIT_FAILURE);
       }
 
-  if (options_list.string_options.find("file") == options_list.string_options.end())
+  if ((options_list.string_options.find("file") == options_list.string_options.end()) &&
+      (options_list.string_options.find("series") == options_list.string_options.end()))
     {
-      cerr << "ERROR: The file option must be passed to the data statement." << endl;
+      cerr << "ERROR: The file or series option must be passed to the data statement." << endl;
+      exit(EXIT_FAILURE);
+    }
+
+  if ((options_list.string_options.find("file") != options_list.string_options.end()) &&
+      (options_list.string_options.find("series") != options_list.string_options.end()))
+    {
+      cerr << "ERROR: The file and series options cannot be used simultaneously in the data statement." << endl;
       exit(EXIT_FAILURE);
     }
 }
diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy
index 5f3f336ba..0c754a4bc 100644
--- a/preprocessor/DynareBison.yy
+++ b/preprocessor/DynareBison.yy
@@ -90,7 +90,7 @@ class ParsingDriver;
 %token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED
 %token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF CYCLE_REDUCTION LOGARITHMIC_REDUCTION
 %token CONSIDER_ALL_ENDOGENOUS CONSIDER_ONLY_OBSERVED
-%token DATAFILE FILE DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
+%token DATAFILE FILE SERIES DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
 %token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH ENDOGENOUS_PRIOR
 %token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME
 %token <string_val> FLOAT_NUMBER DATES
@@ -1366,6 +1366,7 @@ data_options_list : data_options_list COMMA data_options
                   ;
 
 data_options : o_file
+             | o_series
              | o_data_first_obs
              | o_data_last_obs
              | o_data_nobs
@@ -2493,6 +2494,7 @@ o_simul_seed : SIMUL_SEED EQUAL INT_NUMBER { driver.error("'simul_seed' option i
 o_qz_criterium : QZ_CRITERIUM EQUAL non_negative_number { driver.option_num("qz_criterium", $3); };
 o_qz_zero_threshold : QZ_ZERO_THRESHOLD EQUAL non_negative_number { driver.option_num("qz_zero_threshold", $3); };
 o_file : FILE EQUAL filename { driver.option_str("file", $3); };
+o_series : SERIES EQUAL symbol { driver.option_str("series", $3); };
 o_datafile : DATAFILE EQUAL filename { driver.option_str("datafile", $3); };
 o_nobs : NOBS EQUAL vec_int
          { driver.option_vec_int("nobs", $3); }
diff --git a/preprocessor/DynareFlex.ll b/preprocessor/DynareFlex.ll
index 6ab6faab0..a552f1997 100644
--- a/preprocessor/DynareFlex.ll
+++ b/preprocessor/DynareFlex.ll
@@ -604,6 +604,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>simul_replic {return token::SIMUL_REPLIC;}
 <DYNARE_STATEMENT>xls_sheet {return token::XLS_SHEET;}
 <DYNARE_STATEMENT>xls_range {return token::XLS_RANGE;}
+<DYNARE_STATEMENT>series {return token::SERIES;}
 <DYNARE_STATEMENT>mh_recover {return token::MH_RECOVER;}
 <DYNARE_STATEMENT>planner_discount {return token::PLANNER_DISCOUNT;}
 <DYNARE_STATEMENT>calibration {return token::CALIBRATION;}

From 3d0ebfb40a4033fa75d8c75bc10b513c057701c4 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Tue, 17 Jun 2014 16:05:31 +0200
Subject: [PATCH 070/105] Added a mod file in tests for the feature introduced
 in commit 4f02e58010791b395bfd918b24d6502bcc862bbe.

---
 ...s2000_dseries.mod => fs2000_dseries_a.mod} |  0
 tests/fs2000/fs2000_dseries_b.mod             | 80 +++++++++++++++++++
 2 files changed, 80 insertions(+)
 rename tests/fs2000/{fs2000_dseries.mod => fs2000_dseries_a.mod} (100%)
 create mode 100644 tests/fs2000/fs2000_dseries_b.mod

diff --git a/tests/fs2000/fs2000_dseries.mod b/tests/fs2000/fs2000_dseries_a.mod
similarity index 100%
rename from tests/fs2000/fs2000_dseries.mod
rename to tests/fs2000/fs2000_dseries_a.mod
diff --git a/tests/fs2000/fs2000_dseries_b.mod b/tests/fs2000/fs2000_dseries_b.mod
new file mode 100644
index 000000000..c2e31087c
--- /dev/null
+++ b/tests/fs2000/fs2000_dseries_b.mod
@@ -0,0 +1,80 @@
+set_time(1950Q3);
+
+var m P c e W R k d n l gy_obs gp_obs y dA;
+varexo e_a e_m;
+
+parameters alp bet gam mst rho psi del;
+
+alp = 0.33;
+bet = 0.99;
+gam = 0.003;
+mst = 1.011;
+rho = 0.7;
+psi = 0.787;
+del = 0.02;
+
+model;
+dA = exp(gam+e_a);
+log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
+-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
+W = l/n;
+-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
+R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
+1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
+c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
+P*c = m;
+m-1+d = l;
+e = exp(e_a);
+y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
+gy_obs = dA*y/y(-1);
+gp_obs = (P/P(-1))*m(-1)/dA;
+end;
+
+initval;
+k = 6;
+m = mst;
+P = 2.25;
+c = 0.45;
+e = 1;
+W = 4;
+R = 1.02;
+d = 0.85;
+n = 0.19;
+l = 0.86;
+y = 0.6;
+gy_obs = exp(gam);
+gp_obs = exp(-gam);
+dA = exp(gam);
+end;
+
+shocks;
+var e_a; stderr 0.014;
+var e_m; stderr 0.005;
+end;
+
+steady;
+
+check;
+
+estimated_params;
+alp, beta_pdf, 0.356, 0.02;
+bet, beta_pdf, 0.993, 0.002;
+gam, normal_pdf, 0.0085, 0.003;
+mst, normal_pdf, 1.0002, 0.007;
+rho, beta_pdf, 0.129, 0.223;
+psi, beta_pdf, 0.65, 0.05;
+del, beta_pdf, 0.01, 0.005;
+stderr e_a, inv_gamma_pdf, 0.035449, inf;
+stderr e_m, inv_gamma_pdf, 0.008862, inf;
+end;
+
+varobs gp_obs gy_obs;
+
+options_.solve_tolf = 1e-12;
+
+fsdataset = dseries('fsdat_simul_dseries.m');
+fsdataset = fsdataset(1950Q3:1950Q3+191);
+
+data(series=fsdataset);
+
+estimation(order=1,loglinear,mh_replic=2000,mh_nblocks=2,mh_jscale=0.8);

From 7e862ae72a67a62e19bf65e337467ef2ce6811a9 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 18 Jun 2014 15:37:13 +0200
Subject: [PATCH 071/105] Fixed bug (forgot some calls to
 identification_analysis).

---
 matlab/dynare_identification.m | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/matlab/dynare_identification.m b/matlab/dynare_identification.m
index 50ed152bd..8ded32cc0 100644
--- a/matlab/dynare_identification.m
+++ b/matlab/dynare_identification.m
@@ -312,7 +312,7 @@ if iload <=0,
                 kk=kk+1;
                 params = prior_draw();
                 [idehess_point, idemoments_point, idemodel_point, idelre_point, derivatives_info_point, info] = ...
-                    identification_analysis(params,indx,indexo,options_ident,dataset_, prior_exist, name_tex,1);
+                    identification_analysis(params,indx,indexo,options_ident,dataset_,dataset_info, prior_exist, name_tex,1);
             end
         end
         if info(1)
@@ -366,7 +366,7 @@ if iload <=0,
             params = prior_draw();
         end
         [dum1, ideJ, ideH, ideGP, dum2 , info] = ...
-            identification_analysis(params,indx,indexo,options_MC,dataset_, prior_exist, name_tex,0);
+            identification_analysis(params,indx,indexo,options_MC,dataset_, dataset_info, prior_exist, name_tex,0);
         if iteration==0 && info(1)==0,
             MAX_tau   = min(SampleSize,ceil(MaxNumberOfBytes/(size(ideH.siH,1)*nparam)/8));
             stoH = zeros([size(ideH.siH,1),nparam,MAX_tau]);
@@ -552,7 +552,7 @@ if SampleSize > 1,
                 disp(['Testing ',tittxt, '. Press ENTER']), pause(5),
                 if ~iload,
                     [idehess_min, idemoments_min, idemodel_min, idelre_min, derivatives_info_min] = ...
-                        identification_analysis(pdraws(jmin,:),indx,indexo,options_ident,dataset_, prior_exist, name_tex,1);
+                        identification_analysis(pdraws(jmin,:),indx,indexo,options_ident,dataset_, dataset_info, prior_exist, name_tex,1);
                     save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_min', 'idemoments_min','idemodel_min', 'idelre_min', 'jmin', '-append');
                 end
                 disp_identification(pdraws(jmin,:), idemodel_min, idemoments_min, name,1);
@@ -567,7 +567,7 @@ if SampleSize > 1,
                     disp(['Testing ',tittxt, '. Press ENTER']), pause(5),
                     if ~iload,
                         [idehess_(j), idemoments_(j), idemodel_(j), idelre_(j), derivatives_info_(j)] = ...
-                            identification_analysis(pdraws(jcrit(j),:),indx,indexo,options_ident,dataset_, prior_exist, name_tex,1);
+                            identification_analysis(pdraws(jcrit(j),:),indx,indexo,options_ident,dataset_, dataset_info, prior_exist, name_tex,1);
                     end
                     disp_identification(pdraws(jcrit(j),:), idemodel_(j), idemoments_(j), name,1);
                     close all,

From 653f10df7296f050b6770daedf1521b6f1849a20 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 19 Jun 2014 12:31:35 +0200
Subject: [PATCH 072/105] Added persistent variable in evaluate_smoother
 routine (dataset_info which describes the distribution of missing data).
 Changed type of dataset_.

---
 matlab/evaluate_smoother.m | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/matlab/evaluate_smoother.m b/matlab/evaluate_smoother.m
index 6b640b7b4..76b8444c0 100644
--- a/matlab/evaluate_smoother.m
+++ b/matlab/evaluate_smoother.m
@@ -44,14 +44,14 @@ function oo_=evaluate_smoother(parameters,var_list)
 
 global options_ M_ bayestopt_ oo_ estim_params_   % estim_params_ may be emty
 
-persistent dataset_
+persistent dataset_ dataset_info
 
 if ischar(parameters) && strcmp(parameters,'calibration')
     options_.smoother=1;
 end
 
 if isempty(dataset_) || isempty(bayestopt_)
-    [dataset_,xparam1, hh, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list, M_.fname, [], M_, options_, oo_, estim_params_, bayestopt_);
+    [dataset_,dataset_info,xparam1, hh, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list, M_.fname, [], M_, options_, oo_, estim_params_, bayestopt_);
 end
 
 if nargin==0
@@ -88,7 +88,7 @@ if ischar(parameters)
 end
 
 [atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp] = ...
-    DsgeSmoother(parameters,dataset_.info.ntobs,dataset_.data,dataset_.missing.aindex,dataset_.missing.state);
+    DsgeSmoother(parameters,dataset_.nobs,transpose(dataset_.data),dataset_info.missing.aindex,dataset_info.missing.state);
 
 oo_.Smoother.SteadyState = ys;
 oo_.Smoother.TrendCoeffs = trend_coeff;

From c4dac88ed2f12450412e6932a59430d347ca1975 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 19 Jun 2014 17:59:19 +0200
Subject: [PATCH 073/105] Added the possibility to redefine the initial date
 (and implicitly the frequency) when a dseries object is instantiated with the
 name of a datafile.

---
 doc/dynare.texi           | 4 ++--
 matlab/@dseries/dseries.m | 6 ++++++
 2 files changed, 8 insertions(+), 2 deletions(-)

diff --git a/doc/dynare.texi b/doc/dynare.texi
index d0aed6a71..7f6f1f9d1 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -9733,7 +9733,7 @@ Instantiates an empty @dseries object, with, if defined, an initial date given b
 
 @sp 1
 
-@deftypefn {dseries} dseries (@var{FILENAME})
+@deftypefn {dseries} dseries (@var{FILENAME}[, @var{INITIAL_DATE}])
 
 Instantiates and populates a @dseries object with a data file specified by @var{FILENAME}, a string passed as input. Valid file types are @file{.m} file, @file{.mat} file, @file{.csv} file, and @file{.xls} file. A typical @file{.m} file will have the following form:
 
@@ -9746,7 +9746,7 @@ azert = randn(100,1);
 yuiop = randn(100,1);
 @end example
 
-If a @file{.mat} file is used instead, it should provide the same informations. Note that the @code{INIT__} variable can be either a @dates object or a string which could be used to instantiate the same @dates object.
+If a @file{.mat} file is used instead, it should provide the same informations. Note that the @code{INIT__} variable can be either a @dates object or a string which could be used to instantiate the same @dates object. If @code{INIT__} is not provided in the @file{.mat} or @file{.m} file, the initial is by default set equal to @code{dates('1Y')}. If a second input argument is passed to the constructor, @dates object @var{INITIAL_DATE}, the initial date defined in @var{FILENAME} is reset to @var{INITIAL_DATE}. This is typically usefull if @code{INIT__} is not provided in the data file.
 
 @end deftypefn
 
diff --git a/matlab/@dseries/dseries.m b/matlab/@dseries/dseries.m
index 433b393d5..502445275 100644
--- a/matlab/@dseries/dseries.m
+++ b/matlab/@dseries/dseries.m
@@ -153,6 +153,12 @@ switch nargin
         ts.dates = dates(1,1):dates(1,1)+(ts.nobs-1);
     end
   case {2,3,4}
+    if isequal(nargin,2) && ischar(varargin{1}) && isdates(varargin{2})
+        % Instantiate dseries object with a data file and force the initial date to be as given by the second input argument.
+        ds = dseries(varargin{1});
+        ts = dseries(ds.data, varargin{2}, ds.name, ds.tex);
+        return
+    end
     a = varargin{1};
     b = varargin{2};
     if nargin<4

From f5c2027e18d58fea0605145d7721557c0a5e6ad1 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 19 Jun 2014 18:02:31 +0200
Subject: [PATCH 074/105] Do not impose the equality between the initial period
 as defined by the set_time command and the date of the initial observation
 defined in the datafile or dseries object.

---
 matlab/utilities/dataset/makedataset.m | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/matlab/utilities/dataset/makedataset.m b/matlab/utilities/dataset/makedataset.m
index 08b91229c..d6ff48d4d 100644
--- a/matlab/utilities/dataset/makedataset.m
+++ b/matlab/utilities/dataset/makedataset.m
@@ -123,7 +123,8 @@ end
 
 if ~set_time_default_initial_period && ~dataset_default_initial_period
     % Check if dataset.init and options_.initial_period are identical.
-    if  ~isequal(DynareOptions.initial_period, DynareDataset.init)
+    if DynareOptions.initial_period>DynareDataset.init
+        %if  ~isequal(DynareOptions.initial_period, DynareDataset.init)
         error('The date as defined by the set_time command is not consistent with the initial period in the database!')
     end
 end

From 940d2ffeff8ec00e9bb40df65ee79e01b52fd5b7 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 19 Jun 2014 18:12:02 +0200
Subject: [PATCH 075/105] Added mod file in test suite.

---
 tests/Makefile.am                     |  1 +
 tests/fs2000/fs2000_calib_dseries.mod | 73 +++++++++++++++++++++++++++
 2 files changed, 74 insertions(+)
 create mode 100644 tests/fs2000/fs2000_calib_dseries.mod

diff --git a/tests/Makefile.am b/tests/Makefile.am
index 2e8b02fa9..60ac51c55 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -80,6 +80,7 @@ MODFILES = \
 	fs2000/fs2000e.mod \
 	fs2000/fs2000_cmaes.mod \
 	fs2000/fs2000_calib.mod \
+	fs2000/fs2000_calib_dseries.mod \
 	fs2000/fs2000_analytic_derivation.mod \
 	fs2000/fs2000_missing_data.mod \
 	fs2000/fs2000_sd.mod \
diff --git a/tests/fs2000/fs2000_calib_dseries.mod b/tests/fs2000/fs2000_calib_dseries.mod
new file mode 100644
index 000000000..4354acf7e
--- /dev/null
+++ b/tests/fs2000/fs2000_calib_dseries.mod
@@ -0,0 +1,73 @@
+// See fs2000.mod in the examples/ directory for details on the model
+
+set_time(1950Q1);
+
+var m P c e W R k d n l gy_obs gp_obs y dA;
+varexo e_a e_m;
+
+parameters alp bet gam mst rho psi del;
+
+alp = 0.33;
+bet = 0.99;
+gam = 0.003;
+mst = 1.011;
+rho = 0.7;
+psi = 0.787;
+del = 0.02;
+
+model;
+dA = exp(gam+e_a);
+log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
+-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
+W = l/n;
+-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
+R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
+1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
+c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
+P*c = m;
+m-1+d = l;
+e = exp(e_a);
+y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
+gy_obs = dA*y/y(-1);
+gp_obs = (P/P(-1))*m(-1)/dA;
+end;
+
+initval;
+k = 6;
+m = mst;
+P = 2.25;
+c = 0.45;
+e = 1;
+W = 4;
+R = 1.02;
+d = 0.85;
+n = 0.19;
+l = 0.86;
+y = 0.6;
+gy_obs = exp(gam);
+gp_obs = exp(-gam);
+dA = exp(gam);
+end;
+
+shocks;
+var e_a; stderr 0.014;
+var e_m; stderr 0.005;
+end;
+
+steady;
+
+check;
+
+
+varobs gp_obs gy_obs;
+
+fsdata = dseries('fsdat_simul.m',1950Q1);
+fsdata = fsdata{'g@p,y@_obs'}(1960Q1:1980Q4);
+
+fsdata
+
+data(series=fsdata);//, first_obs=1960Q1, last_obs=1980Q4);
+
+
+calib_smoother(filtered_vars, filter_step_ahead = [3:4]) m P c e W R k d n l y dA;
+

From e4cd72b5b6bb3cb5677078d2c183f61c732e33be Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 20 Jun 2014 11:20:27 +0200
Subject: [PATCH 076/105] Fixed typo.

---
 matlab/metropolis_hastings_initialization.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/metropolis_hastings_initialization.m b/matlab/metropolis_hastings_initialization.m
index b475bfcc5..7fb056553 100644
--- a/matlab/metropolis_hastings_initialization.m
+++ b/matlab/metropolis_hastings_initialization.m
@@ -152,7 +152,7 @@ if ~options_.load_mh_file && ~options_.mh_recover
         candidate = transpose(xparam1(:));%
         if all(candidate(:) > mh_bounds(:,1)) && all(candidate(:) < mh_bounds(:,2)) 
             ix2 = candidate;
-            ilogpo2 = - feval(TargetFun,ix2',dataset_,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+            ilogpo2 = - feval(TargetFun,ix2',dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
             disp('Estimation::mcmc: Initialization at the posterior mode.')
             skipline()
             fprintf(fidlog,['    Blck ' int2str(1) 'params:\n']);

From 304ea02a5373d9bc82515fd5d9ffb60eddbb5939 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 20 Jun 2014 11:21:30 +0200
Subject: [PATCH 077/105] Adapted newrat routines (adding dataset_info).

---
 matlab/mr_gstep.m   | 24 ++++++++++-----
 matlab/mr_hessian.m | 50 +++++++++++++++++-------------
 matlab/newrat.m     | 75 +++++++++++++++++++++++----------------------
 3 files changed, 84 insertions(+), 65 deletions(-)

diff --git a/matlab/mr_gstep.m b/matlab/mr_gstep.m
index 690ffa01b..82c8d70f4 100644
--- a/matlab/mr_gstep.m
+++ b/matlab/mr_gstep.m
@@ -1,9 +1,17 @@
-function [f0, x, ig] = mr_gstep(h1,x,func0,htol0,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults)
+function [f0, x, ig] = mr_gstep(h1,x,func0,htol0,varargin)
 % function [f0, x, ig] = mr_gstep(h1,x,func0,htol0,varargin)
 %
 % Gibbs type step in optimisation
+%
+% varargin{1} --> DynareDataset
+% varargin{2} --> DatasetInfo
+% varargin{3} --> DynareOptions
+% varargin{4} --> Model
+% varargin{5} --> EstimatedParameters
+% varargin{6} --> BayesInfo
+% varargin{1} --> DynareResults
 
-% Copyright (C) 2006-2012 Dynare Team
+% Copyright (C) 2006-2014 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -22,7 +30,7 @@ function [f0, x, ig] = mr_gstep(h1,x,func0,htol0,DynareDataset,DynareOptions,Mod
 
 n=size(x,1);
 if isempty(h1),
-    h1=DynareOptions.gradient_epsilon*ones(n,1);
+    h1=varargin{3}.gradient_epsilon*ones(n,1);
 end
 
 
@@ -31,7 +39,7 @@ if isempty(htol0)
 else
     htol = htol0;
 end
-f0=feval(func0,x,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+f0=feval(func0,x,varargin{:});
 
 xh1=x;
 f1=zeros(size(f0,1),n);
@@ -45,10 +53,10 @@ while i<n
     hcheck=0;
     dx=[];
     xh1(i)=x(i)+h1(i);
-    fx = feval(func0,xh1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+    fx = feval(func0,xh1,varargin{:});
     f1(:,i)=fx;
     xh1(i)=x(i)-h1(i);
-    fx = feval(func0,xh1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+    fx = feval(func0,xh1,varargin{:});
     f_1(:,i)=fx;
     if hcheck && htol<1
         htol=min(1,max(min(abs(dx))*2,htol*10));
@@ -61,9 +69,9 @@ while i<n
         gg(i)=(f1(i)'-f_1(i)')./(2.*h1(i));
         hh(i) = 1/max(1.e-9,abs( (f1(i)+f_1(i)-2*f0)./(h1(i)*h1(i)) ));
         if gg(i)*(hh(i)*gg(i))/2 > htol
-            [f0 x fc retcode] = csminit1(func0,x,f0,gg,0,diag(hh),DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+            [f0 x fc retcode] = csminit1(func0,x,f0,gg,0,diag(hh),varargin{:});
             ig(i)=1;
-            fprintf(['Done for param %s = %8.4f\n'],BayesInfo.name{i},x(i))
+            fprintf(['Done for param %s = %8.4f\n'],varargin{6}.name{i},x(i))
         end
         xh1=x;
     end
diff --git a/matlab/mr_hessian.m b/matlab/mr_hessian.m
index a428a3c92..1cdbb05b1 100644
--- a/matlab/mr_hessian.m
+++ b/matlab/mr_hessian.m
@@ -1,10 +1,10 @@
-function [hessian_mat, gg, htol1, ihh, hh_mat0, hh1] = mr_hessian(init,x,func,hflag,htol0,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults)
+function [hessian_mat, gg, htol1, ihh, hh_mat0, hh1] = mr_hessian(init,x,func,hflag,htol0,varargin)
 %  [hessian_mat, gg, htol1, ihh, hh_mat0, hh1] = mr_hessian(init,x,func,hflag,htol0,varargin)
 %
 %  numerical gradient and Hessian, with 'automatic' check of numerical
 %  error
 %
-% adapted from Michel Juillard original rutine hessian.m
+% adapted from Michel Juillard original routine hessian.m
 %
 %  func =  function handle. The function must give two outputs:
 %    - the log-likelihood AND the single contributions at times t=1,...,T
@@ -22,9 +22,17 @@ function [hessian_mat, gg, htol1, ihh, hh_mat0, hh1] = mr_hessian(init,x,func,hf
 %  htol0 = 'precision' of increment of function values for numerical
 %  derivatives
 %
-%  varargin: other parameters of func
+%  varargin{1} --> DynareDataset
+%  varargin{2} --> DatasetInfo
+%  varargin{3} --> DynareOptions
+%  varargin{4} --> Model
+%  varargin{5} --> EstimatedParameters
+%  varargin{6} --> BayesInfo
+%  varargin{1} --> DynareResults
 
-% Copyright (C) 2004-2012 Dynare Team
+
+
+% Copyright (C) 2004-2014 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -45,16 +53,16 @@ persistent h1 htol
 
 n=size(x,1);
 if init
-    gstep_=DynareOptions.gstep;
+    gstep_=varargin{3}.gstep;
     htol = 1.e-4;
-    h1=DynareOptions.gradient_epsilon*ones(n,1);
+    h1=varargin{3}.gradient_epsilon*ones(n,1);
     return
 end
 
-[f0, ff0]=feval(func,x,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
-h2=BayesInfo.ub-BayesInfo.lb;
-hmax=BayesInfo.ub-x;
-hmax=min(hmax,x-BayesInfo.lb);
+[f0, ff0]=feval(func,x,varargin{:});
+h2=varargin{6}.ub-varargin{6}.lb;
+hmax=varargin{6}.ub-x;
+hmax=min(hmax,x-varargin{6}.lb);
 if isempty(ff0),
     outer_product_gradient=0;
 else
@@ -83,7 +91,7 @@ while i<n
     hcheck=0;
     xh1(i)=x(i)+h1(i);
     try
-        [fx, ffx]=feval(func,xh1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+        [fx, ffx]=feval(func,xh1,varargin{:});
     catch
         fx=1.e8;
     end
@@ -104,7 +112,7 @@ while i<n
             h1(i) = max(h1(i),1.e-10);
             xh1(i)=x(i)+h1(i);
             try
-                [fx, ffx]=feval(func,xh1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+                [fx, ffx]=feval(func,xh1,varargin{:});
             catch
                 fx=1.e8;
             end
@@ -113,21 +121,21 @@ while i<n
             h1(i)= htol/abs(dx(it))*h1(i);
             xh1(i)=x(i)+h1(i);
             try
-                [fx, ffx]=feval(func,xh1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+                [fx, ffx]=feval(func,xh1,varargin{:});
             catch
                 fx=1.e8;
             end
             while (fx-f0)==0
                 h1(i)= h1(i)*2;
                 xh1(i)=x(i)+h1(i);
-                [fx, ffx]=feval(func,xh1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+                [fx, ffx]=feval(func,xh1,varargin{:});
                 ic=1;
             end
         end
         it=it+1;
         dx(it)=(fx-f0);
         h0(it)=h1(i);
-        if (h1(i)<1.e-12*min(1,h2(i)) && h1(i)<0.5*hmax(i))% || (icount==10 &&  abs(dx(it))>(3*htol)),
+        if (h1(i)<1.e-12*min(1,h2(i)) && h1(i)<0.5*hmax(i))
             ic=1;
             hcheck=1;
         end
@@ -141,7 +149,7 @@ while i<n
         end
     end
     xh1(i)=x(i)-h1(i);
-    [fx, ffx]=feval(func,xh1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+    [fx, ffx]=feval(func,xh1,varargin{:});
     f_1(:,i)=fx;
     if outer_product_gradient,
         if any(isnan(ffx)) || isempty(ffx),
@@ -181,8 +189,8 @@ if outer_product_gradient,
                 xh1(j)=x(j)+h_1(j);
                 xh_1(i)=x(i)-h1(i);
                 xh_1(j)=x(j)-h_1(j);
-                temp1 = feval(func,xh1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
-                temp2 = feval(func,xh_1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+                temp1 = feval(func,xh1,varargin{:});
+                temp2 = feval(func,xh_1,varargin{:});
                 hessian_mat(:,(i-1)*n+j)=-(-temp1 -temp2+temp(:,i)+temp(:,j))./(2*h1(i)*h_1(j));
                 xh1(i)=x(i);
                 xh1(j)=x(j);
@@ -203,7 +211,7 @@ if outer_product_gradient,
             end
         end
     end
-    
+
     gga=ggh.*kron(ones(size(ff1)),2.*h1');  % re-scaled gradient
     hh_mat=gga'*gga;  % rescaled outer product hessian
     hh_mat0=ggh'*ggh;  % outer product hessian
@@ -222,7 +230,7 @@ if outer_product_gradient,
         sd=sqrt(diag(ihh));   %standard errors
         sdh=sqrt(1./diag(hh));   %diagonal standard errors
         for j=1:length(sd)
-            sd0(j,1)=min(BayesInfo.p2(j), sd(j));  %prior std
+            sd0(j,1)=min(varargin{6}.p2(j), sd(j));  %prior std
             sd0(j,1)=10^(0.5*(log10(sd0(j,1))+log10(sdh(j,1))));
         end
         ihh=ihh./(sd*sd').*(sd0*sd0');  %inverse outer product with modified std's
@@ -239,7 +247,7 @@ if outer_product_gradient,
     if hflag<2
         hessian_mat=hh_mat0(:);
     end
-    
+
     if any(isnan(hessian_mat))
         hh_mat0=eye(length(hh_mat0));
         ihh=hh_mat0;
diff --git a/matlab/newrat.m b/matlab/newrat.m
index 1df015776..424db0c1c 100644
--- a/matlab/newrat.m
+++ b/matlab/newrat.m
@@ -1,4 +1,4 @@
-function [xparam1, hh, gg, fval, igg] = newrat(func0, x, analytic_derivation, ftol0, nit, flagg, DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults)
+function [xparam1, hh, gg, fval, igg] = newrat(func0, x, analytic_derivation, ftol0, nit, flagg, varargin)
 %  [xparam1, hh, gg, fval, igg] = newrat(func0, x, hh, gg, igg, ftol0, nit, flagg, varargin)
 %
 %  Optimiser with outer product gradient and with sequences of univariate steps
@@ -21,9 +21,16 @@ function [xparam1, hh, gg, fval, igg] = newrat(func0, x, analytic_derivation, ft
 %             with correlation structure as from outer product gradient,
 %  flagg = 2, full numerical Hessian
 %
-%  varargin = list of parameters for func0
+%  varargin{1} --> DynareDataset
+%  varargin{2} --> DatasetInfo
+%  varargin{3} --> DynareOptions
+%  varargin{4} --> Model
+%  varargin{5} --> EstimatedParameters
+%  varargin{6} --> BayesInfo
+%  varargin{1} --> DynareResults
 
-% Copyright (C) 2004-2013 Dynare Team
+
+% Copyright (C) 2004-2014 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -52,19 +59,19 @@ ftol=ftol0;
 gtol=1.e-3;
 htol=htol_base;
 htol0=htol_base;
-gibbstol=length(BayesInfo.pshape)/50; %25;
+gibbstol=length(varargin{6}.pshape)/50; %25;
 
 % func0 = str2func([func2str(func0),'_hh']);
 % func0 = func0;
-[fval0,gg,hh]=feval(func0,x,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+[fval0,gg,hh]=feval(func0,x,varargin{:});
 fval=fval0;
 
 % initialize mr_gstep and mr_hessian
 
 outer_product_gradient=1;
 if isempty(hh)
-    mr_hessian(1,x,[],[],[],DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
-    [dum, gg, htol0, igg, hhg, h1]=mr_hessian(0,x,func0,flagit,htol,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+    mr_hessian(1,x,[],[],[],varargin{:});
+    [dum, gg, htol0, igg, hhg, h1]=mr_hessian(0,x,func0,flagit,htol,varargin{:});
     if isempty(dum),
         outer_product_gradient=0;
         igg = 1e-4*eye(nx);
@@ -111,9 +118,9 @@ while norm(gg)>gtol && check==0 && jit<nit
     objective_function_penalty_base = fval0(icount);
     disp([' '])
     disp(['Iteration ',num2str(icount)])
-    [fval,x0,fc,retcode] = csminit1(func0,xparam1,fval0(icount),gg,0,H,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+    [fval,x0,fc,retcode] = csminit1(func0,xparam1,fval0(icount),gg,0,H,varargin{:});
     if igrad
-        [fval1,x01,fc,retcode1] = csminit1(func0,x0,fval,gg,0,inx,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+        [fval1,x01,fc,retcode1] = csminit1(func0,x0,fval,gg,0,inx,varargin{:});
         if (fval-fval1)>1
             disp('Gradient step!!')
         else
@@ -122,28 +129,26 @@ while norm(gg)>gtol && check==0 && jit<nit
         fval=fval1;
         x0=x01;
     end
-%     if icount==1 || (icount>1 && (fval0(icount-1)-fval0(icount))>1) || ((fval0(icount)-fval)<1.e-2*(gg'*(H*gg))/2 && igibbs),
-        if length(find(ig))<nx
-            ggx=ggx*0;
-            ggx(find(ig))=gg(find(ig));
-            if analytic_derivation,
-                hhx=hh;
-            else
-                hhx = reshape(dum,nx,nx);
-            end
-            iggx=eye(length(gg));
-            iggx(find(ig),find(ig)) = inv( hhx(find(ig),find(ig)) );
-            [fvala,x0,fc,retcode] = csminit1(func0,x0,fval,ggx,0,iggx,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+    if length(find(ig))<nx
+        ggx=ggx*0;
+        ggx(find(ig))=gg(find(ig));
+        if analytic_derivation,
+            hhx=hh;
+        else
+            hhx = reshape(dum,nx,nx);
         end
-        [fvala, x0, ig] = mr_gstep(h1,x0,func0,htol,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
-        nig=[nig ig];
-        disp('Sequence of univariate steps!!')
-        fval=fvala;
-%     end
+        iggx=eye(length(gg));
+        iggx(find(ig),find(ig)) = inv( hhx(find(ig),find(ig)) );
+        [fvala,x0,fc,retcode] = csminit1(func0,x0,fval,ggx,0,iggx,varargin{:});
+    end
+    [fvala, x0, ig] = mr_gstep(h1,x0,func0,htol,varargin{:});
+    nig=[nig ig];
+    disp('Sequence of univariate steps!!')
+    fval=fvala;
     if (fval0(icount)-fval)<ftol && flagit==0
         disp('Try diagonal Hessian')
         ihh=diag(1./(diag(hhg)));
-        [fval2,x0,fc,retcode2] = csminit1(func0,x0,fval,gg,0,ihh,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+        [fval2,x0,fc,retcode2] = csminit1(func0,x0,fval,gg,0,ihh,varargin{:});
         if (fval-fval2)>=ftol
             disp('Diagonal Hessian successful')
         end
@@ -152,7 +157,7 @@ while norm(gg)>gtol && check==0 && jit<nit
     if (fval0(icount)-fval)<ftol && flagit==0
         disp('Try gradient direction')
         ihh0=inx.*1.e-4;
-        [fval3,x0,fc,retcode3] = csminit1(func0,x0,fval,gg,0,ihh0,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+        [fval3,x0,fc,retcode3] = csminit1(func0,x0,fval,gg,0,ihh0,varargin{:});
         if (fval-fval3)>=ftol
             disp('Gradient direction successful')
         end
@@ -165,14 +170,14 @@ while norm(gg)>gtol && check==0 && jit<nit
         disp('No further improvement is possible!')
         check=1;
         if analytic_derivation,
-            [fvalx,gg,hh]=feval(func0,xparam1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+            [fvalx,gg,hh]=feval(func0,xparam1,varargin{:});
             hhg=hh;
-            H = inv(hh);            
+            H = inv(hh);
         else
         if flagit==2
             hh=hh0;
         elseif flagg>0
-            [dum, gg, htol0, igg, hhg,h1]=mr_hessian(0,xparam1,func0,flagg,ftol0,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+            [dum, gg, htol0, igg, hhg,h1]=mr_hessian(0,xparam1,func0,flagg,ftol0,varargin{:});
             if flagg==2
                 hh = reshape(dum,nx,nx);
                 ee=eig(hh);
@@ -208,7 +213,7 @@ while norm(gg)>gtol && check==0 && jit<nit
             catch
                 save m1.mat x fval0 nig
             end
-            [dum, gg, htol0, igg, hhg, h1]=mr_hessian(0,xparam1,func0,flagit,htol,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+            [dum, gg, htol0, igg, hhg, h1]=mr_hessian(0,xparam1,func0,flagit,htol,varargin{:});
             if isempty(dum),
                 outer_product_gradient=0;
             end
@@ -237,7 +242,7 @@ while norm(gg)>gtol && check==0 && jit<nit
                 H = igg;
             end
         elseif analytic_derivation,
-            [fvalx,gg,hh]=feval(func0,xparam1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+            [fvalx,gg,hh]=feval(func0,xparam1,varargin{:});
             hhg=hh;
             H = inv(hh);
         end
@@ -276,6 +281,4 @@ if check==1,
     disp(['Estimation successful.'])
 end
 
-return
-
-
+return
\ No newline at end of file

From 50e42777b2bf2a8a054e59f6b9256438a063a35d Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 20 Jun 2014 11:27:06 +0200
Subject: [PATCH 078/105] Adapted simplex routine.

---
 matlab/simplex_optimization_routine.m | 19 +++++++++++++------
 1 file changed, 13 insertions(+), 6 deletions(-)

diff --git a/matlab/simplex_optimization_routine.m b/matlab/simplex_optimization_routine.m
index da073cb19..9d60b5774 100644
--- a/matlab/simplex_optimization_routine.m
+++ b/matlab/simplex_optimization_routine.m
@@ -11,8 +11,15 @@ function [x,fval,exitflag] = simplex_optimization_routine(objective_function,x,o
 %  o objective_function     [string]                  Name of the objective function to be minimized.
 %  o x                      [double]                  n*1 vector, starting guess of the optimization routine.
 %  o options                [structure]               Options of this implementation of the simplex algorithm.
-%  o varargin               [cell of structures]      Structures to be passed to the objective function: dataset_,
-%                                                     options_, M_, estim_params_, bayestopt_, and oo_.
+%  o varargin               [cell of structures]      Structures to be passed to the objective function.
+%
+%     varargin{1} --> DynareDataset
+%     varargin{2} --> DatasetInfo
+%     varargin{3} --> DynareOptions
+%     varargin{4} --> Model
+%     varargin{5} --> EstimatedParameters
+%     varargin{6} --> BayesInfo
+%     varargin{1} --> DynareResults
 %
 % OUTPUTS 
 %  o x                      [double]                  n*1 vector, estimate of the optimal inputs.
@@ -187,7 +194,7 @@ else
         disp(['Current parameter values: '])
         fprintf(1,'%s: \t\t\t %s \t\t\t %s \t\t\t %s \t\t\t %s \t\t\t %s \n','Names','Best point', 'Worst point', 'Mean values', 'Min values', 'Max values');
         for i=1:number_of_variables
-            fprintf(1,'%s: \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \n',varargin{5}.name{i},v(i,1), v(i,end), mean(v(i,:),2), min(v(i,:),[],2), max(v(i,:),[],2));
+            fprintf(1,'%s: \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \n',varargin{6}.name{i},v(i,1), v(i,end), mean(v(i,:),2), min(v(i,:),[],2), max(v(i,:),[],2));
         end
         skipline()
     end
@@ -399,7 +406,7 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
         disp(['Current parameter values: '])
         fprintf(1,'%s: \t\t\t %s \t\t\t %s \t\t\t %s \t\t\t %s \t\t\t %s \n','Names','Best point', 'Worst point', 'Mean values', 'Min values', 'Max values');
         for i=1:number_of_variables
-            fprintf(1,'%s: \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \n',varargin{5}.name{i}, v(i,1), v(i,end), mean(v(i,:),2), min(v(i,:),[],2), max(v(i,:),[],2));
+            fprintf(1,'%s: \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \n',varargin{6}.name{i}, v(i,1), v(i,end), mean(v(i,:),2), min(v(i,:),[],2), max(v(i,:),[],2));
         end
         skipline()
     end
@@ -425,7 +432,7 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
                 disp(['values for the control variables. '])
                 disp(['New value of delta (size of the new simplex) is: '])
                 for i=1:number_of_variables
-                    fprintf(1,'%s: \t\t\t %+8.6f \n',varargin{5}.name{i}, delta(i));
+                    fprintf(1,'%s: \t\t\t %+8.6f \n',varargin{6}.name{i}, delta(i));
                 end
             end
             % Reset counters
@@ -472,7 +479,7 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
                 disp(['values for the control variables. '])
                 disp(['New value of delta (size of the new simplex) is: '])
                 for i=1:number_of_variables
-                    fprintf(1,'%s: \t\t\t %+8.6f \n',varargin{5}.name{i}, delta(i));
+                    fprintf(1,'%s: \t\t\t %+8.6f \n',varargin{6}.name{i}, delta(i));
                 end
             end
             % Reset counters

From 91d74fabb39da231d2b170faca05b2a9aec24de5 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 20 Jun 2014 11:57:46 +0200
Subject: [PATCH 079/105] Cosmetic changes.

---
 matlab/check_dsge_var_model.m | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/matlab/check_dsge_var_model.m b/matlab/check_dsge_var_model.m
index b10815ac8..8b16ec09d 100644
--- a/matlab/check_dsge_var_model.m
+++ b/matlab/check_dsge_var_model.m
@@ -20,25 +20,25 @@ function check_dsge_var_model(Model, EstimatedParameters, BayesInfo)
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
 if EstimatedParameters.nvn
-    error('DsgeVarLikelihood:: Measurement errors are not allowed!')
+    error('Estimation::DsgeVarLikelihood: Measurement errors are not allowed!')
 end
 
 if EstimatedParameters.ncn
-    error('DsgeVarLikelihood:: Measurement errors are not allowed!')
+    error('Estimation::DsgeVarLikelihood: Measurement errors are not allowed!')
 end
 
 if any(vec(Model.H))
-    error('DsgeVarLikelihood:: Measurement errors are not allowed!')
+    error('Estimation::DsgeVarLikelihood: Measurement errors are not allowed!')
 end
 
 if EstimatedParameters.ncx
-    error('DsgeVarLikelihood:: Structural innovations cannot be correlated using Dynare''s interface! Introduce the correlations in the model block instead.')
+    error('Estimation::DsgeVarLikelihood: Structural innovations cannot be correlated using Dynare''s interface! Introduce the correlations in the model block instead.')
 end
 
 if Model.exo_nbr>1 && any(vec(tril(Model.Sigma_e,-1)))
-    error('DsgeVarLikelihood:: Structural innovations cannot be correlated using Dynare''s interface! Introduce the correlations in the model block instead.')
+    error('Estimation::DsgeVarLikelihood: Structural innovations cannot be correlated using Dynare''s interface! Introduce the correlations in the model block instead.')
 end
 
 if isequal(BayesInfo.with_trend,1)
-    error('DsgeVarLikelihood :: Linear trend is not yet implemented!')
+    error('Estimation::DsgeVarLikelihood: Linear trend is not yet implemented!')
 end

From b11f6e25052c8138df28121bf90509d09a7ff30b Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 23 Jun 2014 10:55:08 +0200
Subject: [PATCH 080/105] Adapted code for dsge-var models.

---
 matlab/dsge_var_likelihood.m           | 44 ++++++------
 matlab/dsgevar_posterior_density.m     |  4 +-
 matlab/dynare_estimation_1.m           | 28 +++-----
 matlab/utilities/dataset/makedataset.m | 18 ++++-
 matlab/var_sample_moments.m            | 94 ++++++++++++--------------
 5 files changed, 96 insertions(+), 92 deletions(-)

diff --git a/matlab/dsge_var_likelihood.m b/matlab/dsge_var_likelihood.m
index 6c37fd1a4..f4cf0a8b2 100644
--- a/matlab/dsge_var_likelihood.m
+++ b/matlab/dsge_var_likelihood.m
@@ -1,4 +1,4 @@
-function [fval,grad,hess,exit_flag,info,PHI,SIGMAu,iXX,prior] = dsge_var_likelihood(xparam1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults)
+function [fval,grad,hess,exit_flag,info,PHI,SIGMAu,iXX,prior] = dsge_var_likelihood(xparam1,DynareDataset,DynareInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults)
 % Evaluates the posterior kernel of the bvar-dsge model.
 %
 % INPUTS
@@ -55,7 +55,11 @@ end
 nx = EstimatedParameters.nvx + EstimatedParameters.np;
 
 % Get the number of observed variables in the VAR model.
-NumberOfObservedVariables = DynareDataset.info.nvobs;
+NumberOfObservedVariables = DynareDataset.vobs;
+
+% Get the number of observations.
+NumberOfObservations = DynareDataset.nobs;
+
 
 % Get the number of lags in the VAR model.
 NumberOfLags = DynareOptions.dsge_varlag;
@@ -110,8 +114,8 @@ Model.Sigma_e = Q;
 dsge_prior_weight = Model.params(dsge_prior_weight_idx);
 
 % Is the dsge prior proper?
-if dsge_prior_weight<(NumberOfParameters+NumberOfObservedVariables)/DynareDataset.info.ntobs;
-    fval = objective_function_penalty_base+abs(DynareDataset.info.ntobs*dsge_prior_weight-(NumberOfParameters+NumberOfObservedVariables));
+if dsge_prior_weight<(NumberOfParameters+NumberOfObservedVariables)/NumberOfObservations;
+    fval = objective_function_penalty_base+abs(NumberOfObservations*dsge_prior_weight-(NumberOfParameters+NumberOfObservedVariables));
     exit_flag = 0;
     info = 51;
     return
@@ -197,9 +201,9 @@ assignin('base','GXX',GXX);
 assignin('base','GYX',GYX);
 
 if ~isinf(dsge_prior_weight)% Evaluation of the likelihood of the dsge-var model when the dsge prior weight is finite.
-    tmp0 = dsge_prior_weight*DynareDataset.info.ntobs*TheoreticalAutoCovarianceOfTheObservedVariables(:,:,1) + mYY ;
-    tmp1 = dsge_prior_weight*DynareDataset.info.ntobs*GYX + mYX;
-    tmp2 = inv(dsge_prior_weight*DynareDataset.info.ntobs*GXX+mXX);
+    tmp0 = dsge_prior_weight*NumberOfObservations*TheoreticalAutoCovarianceOfTheObservedVariables(:,:,1) + mYY ;
+    tmp1 = dsge_prior_weight*NumberOfObservations*GYX + mYX;
+    tmp2 = inv(dsge_prior_weight*NumberOfObservations*GXX+mXX);
     SIGMAu = tmp0 - tmp1*tmp2*tmp1'; clear('tmp0');
     [SIGMAu_is_positive_definite, penalty] = ispd(SIGMAu);
     if ~SIGMAu_is_positive_definite
@@ -208,28 +212,28 @@ if ~isinf(dsge_prior_weight)% Evaluation of the likelihood of the dsge-var model
         exit_flag = 0;
         return;
     end
-    SIGMAu = SIGMAu / (DynareDataset.info.ntobs*(1+dsge_prior_weight));
+    SIGMAu = SIGMAu / (NumberOfObservations*(1+dsge_prior_weight));
     PHI = tmp2*tmp1'; clear('tmp1');
-    prodlng1 = sum(gammaln(.5*((1+dsge_prior_weight)*DynareDataset.info.ntobs- ...
+    prodlng1 = sum(gammaln(.5*((1+dsge_prior_weight)*NumberOfObservations- ...
                                NumberOfObservedVariables*NumberOfLags ...
                                +1-(1:NumberOfObservedVariables)')));
-    prodlng2 = sum(gammaln(.5*(dsge_prior_weight*DynareDataset.info.ntobs- ...
+    prodlng2 = sum(gammaln(.5*(dsge_prior_weight*NumberOfObservations- ...
                                NumberOfObservedVariables*NumberOfLags ...
                                +1-(1:NumberOfObservedVariables)')));
-    lik = .5*NumberOfObservedVariables*log(det(dsge_prior_weight*DynareDataset.info.ntobs*GXX+mXX)) ...
-          + .5*((dsge_prior_weight+1)*DynareDataset.info.ntobs-NumberOfParameters)*log(det((dsge_prior_weight+1)*DynareDataset.info.ntobs*SIGMAu)) ...
-          - .5*NumberOfObservedVariables*log(det(dsge_prior_weight*DynareDataset.info.ntobs*GXX)) ...
-          - .5*(dsge_prior_weight*DynareDataset.info.ntobs-NumberOfParameters)*log(det(dsge_prior_weight*DynareDataset.info.ntobs*(GYY-GYX*inv(GXX)*GYX'))) ...
-          + .5*NumberOfObservedVariables*DynareDataset.info.ntobs*log(2*pi)  ...
-          - .5*log(2)*NumberOfObservedVariables*((dsge_prior_weight+1)*DynareDataset.info.ntobs-NumberOfParameters) ...
-          + .5*log(2)*NumberOfObservedVariables*(dsge_prior_weight*DynareDataset.info.ntobs-NumberOfParameters) ...
+    lik = .5*NumberOfObservedVariables*log(det(dsge_prior_weight*NumberOfObservations*GXX+mXX)) ...
+          + .5*((dsge_prior_weight+1)*NumberOfObservations-NumberOfParameters)*log(det((dsge_prior_weight+1)*NumberOfObservations*SIGMAu)) ...
+          - .5*NumberOfObservedVariables*log(det(dsge_prior_weight*NumberOfObservations*GXX)) ...
+          - .5*(dsge_prior_weight*NumberOfObservations-NumberOfParameters)*log(det(dsge_prior_weight*NumberOfObservations*(GYY-GYX*inv(GXX)*GYX'))) ...
+          + .5*NumberOfObservedVariables*NumberOfObservations*log(2*pi)  ...
+          - .5*log(2)*NumberOfObservedVariables*((dsge_prior_weight+1)*NumberOfObservations-NumberOfParameters) ...
+          + .5*log(2)*NumberOfObservedVariables*(dsge_prior_weight*NumberOfObservations-NumberOfParameters) ...
           - prodlng1 + prodlng2;
 else% Evaluation of the likelihood of the dsge-var model when the dsge prior weight is infinite.
     iGXX = inv(GXX);
     SIGMAu = GYY - GYX*iGXX*transpose(GYX);
     PHI = iGXX*transpose(GYX);
-    lik = DynareDataset.info.ntobs * ( log(det(SIGMAu)) + NumberOfObservedVariables*log(2*pi) +  ...
-                   trace(inv(SIGMAu)*(mYY - transpose(mYX*PHI) - mYX*PHI + transpose(PHI)*mXX*PHI)/DynareDataset.info.ntobs));
+    lik = NumberOfObservations * ( log(det(SIGMAu)) + NumberOfObservedVariables*log(2*pi) +  ...
+                   trace(inv(SIGMAu)*(mYY - transpose(mYX*PHI) - mYX*PHI + transpose(PHI)*mXX*PHI)/NumberOfObservations));
     lik = .5*lik;% Minus likelihood
 end
 
@@ -254,7 +258,7 @@ if (nargout==9)
     iGXX = inv(GXX);
     prior.SIGMAstar = GYY - GYX*iGXX*GYX';
     prior.PHIstar = iGXX*transpose(GYX);
-    prior.ArtificialSampleSize = fix(dsge_prior_weight*DynareDataset.info.ntobs);
+    prior.ArtificialSampleSize = fix(dsge_prior_weight*NumberOfObservations);
     prior.DF = prior.ArtificialSampleSize - NumberOfParameters - NumberOfObservedVariables;
     prior.iGXX = iGXX;
 end
\ No newline at end of file
diff --git a/matlab/dsgevar_posterior_density.m b/matlab/dsgevar_posterior_density.m
index 16f593f06..8e359f3ce 100644
--- a/matlab/dsgevar_posterior_density.m
+++ b/matlab/dsgevar_posterior_density.m
@@ -1,4 +1,4 @@
-function bvar = dsgevar_posterior_density(deep,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults)
+function bvar = dsgevar_posterior_density(deep,DynareDataset,DatasetInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults)
 % This function characterizes the posterior distribution of a bvar with
 % a dsge prior (as in Del Negro and Schorfheide 2003) for a given value
 % of the deep parameters (structural parameters + the size of the
@@ -47,7 +47,7 @@ if ~options_.noconstant
         bvar.NumberOfVariables;
 end
 
-[fval,cost_flag,info,PHI,SIGMAu,iXX,prior] =  dsge_var_likelihood(deep',DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
+[fval,cost_flag,info,PHI,SIGMAu,iXX,prior] =  dsge_var_likelihood(deep',DynareDataset,DatasetInfo,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
 
 % Conditionnal posterior density of the lagged matrices (given Sigma) ->
 % Matric-variate normal distribution.
diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m
index 861af4d58..7dbca0d8d 100644
--- a/matlab/dynare_estimation_1.m
+++ b/matlab/dynare_estimation_1.m
@@ -83,6 +83,15 @@ end
 
 if options_.dsge_var
     check_dsge_var_model(M_, estim_params_, bayestopt_);
+    if dataset_info.missing.state
+        error('Estimation::DsgeVarLikelihood: I cannot estimate a DSGE-VAR model with missing observations!')
+    end
+    if options_.noconstant
+        var_sample_moments(options_.dsge_varlag, -1, dataset_);
+    else
+        % The steady state is non zero ==> a constant in the VAR is needed!
+        var_sample_moments(options_.dsge_varlag, 0, dataset_);
+    end
 end
 
 %check for calibrated covariances before updating parameters
@@ -155,25 +164,6 @@ if ~isempty(estim_params_)
     M_ = set_all_parameters(xparam1,estim_params_,M_);
 end
 
-% compute sample moments if needed (bvar-dsge)
-if options_.dsge_var
-    if dataset_info.missing.state
-        error('I cannot estimate a DSGE-VAR model with missing observations!')
-    end
-    if options_.noconstant
-        evalin('base',...
-               ['[mYY,mXY,mYX,mXX,Ydata,Xdata] = ' ...
-                'var_sample_moments(options_.first_obs,' ...
-                'options_.first_obs+options_.nobs-1,options_.dsge_varlag,-1,' ...
-                'options_.datafile, options_.varobs,options_.xls_sheet,options_.xls_range);'])
-    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_.dsge_varlag,0,' ...
-                       'options_.datafile, options_.varobs,options_.xls_sheet,options_.xls_range);'])
-    end
-end
-
 
 %% perform initial estimation checks;
 try
diff --git a/matlab/utilities/dataset/makedataset.m b/matlab/utilities/dataset/makedataset.m
index d6ff48d4d..6af59b065 100644
--- a/matlab/utilities/dataset/makedataset.m
+++ b/matlab/utilities/dataset/makedataset.m
@@ -1,4 +1,4 @@
-function [DynareDataset, DatasetInfo] = makedataset(DynareOptions)
+function [DynareDataset, DatasetInfo] = makedataset(DynareOptions,initialconditions)
 
 % Initialize a dataset as a dseries object.
 %
@@ -23,6 +23,12 @@ function [DynareDataset, DatasetInfo] = makedataset(DynareOptions)
 %
 % See also dynare_estimation_init
 
+if nargin<2
+    % If a the sample is to be used for the estimation of a VAR or DSGE-VAR model
+    % the second argument must be a strictly positive integer (the number of lags).
+    initialconditions = 0;
+end
+
 if isempty(DynareOptions.datafile) && isempty(DynareOptions.dataset.file) && isempty(DynareOptions.dataset.series)
     if gsa_flag
         DynareDataset = dseries();
@@ -174,11 +180,19 @@ else
     end
 end
 
+% Add initial conditions if needed
+FIRSTOBS = firstobs-initialconditions;
+
 % Check that firstobs belongs to DynareDataset.dates
 if firstobs<DynareDataset.init
     error(sprintf('first_obs (%s) cannot be less than the first date in the dataset (%s)!',char(firstobs),char(DynareDataset.init)))
 end
 
+% Check that FIRSTOBS belongs to DynareDataset.dates
+if initialconditions && FIRSTOBS<DynareDataset.init
+    error(sprintf('first_obs (%s) - %i cannot be less than the first date in the dataset (%s)!\nReduce the number of lags in the VAR model or increase the value of first_obs.', char(firstobs), initialconditions, char(DynareDataset.init)));
+end
+
 % Check that lastobs belongs to DynareDataset.dates...
 if newdatainterface
     if lastobs>DynareDataset.dates(end)
@@ -192,7 +206,7 @@ else
 end
 
 % Select a subsample.
-DynareDataset = DynareDataset(firstobs:lastobs);
+DynareDataset = DynareDataset(FIRSTOBS:lastobs);
 
 % Initialize DatasetInfo structure.
 DatasetInfo = struct('missing', struct('state', NaN, 'aindex', [], 'vindex', [], 'number_of_observations', NaN, 'no_more_missing_observations', NaN), ...
diff --git a/matlab/var_sample_moments.m b/matlab/var_sample_moments.m
index 94cd63de6..f9d4f8b02 100644
--- a/matlab/var_sample_moments.m
+++ b/matlab/var_sample_moments.m
@@ -1,29 +1,28 @@
-function [YtY,XtY,YtX,XtX,Y,X] = ...
-    var_sample_moments(FirstObservation,LastObservation,qlag,var_trend_order,datafile,varobs,xls_sheet,xls_range)
+function var_sample_moments(nlag, var_trend_order, dataset_)%datafile,varobs,xls_sheet,xls_range)
 % Computes the sample moments of a VAR model.
 %
 % The VAR(p) model is defined by:
 %
-%   y_t = \sum_{k=1}^p y_{t-k} A_k + z_t C + e_t  for t = 1,...,T  
+%   y_t = \sum_{k=1}^p y_{t-k} A_k + z_t C + e_t  for t = 1,...,T
 %
 % where y_t is a 1*m vector of observed endogenous variables, p is the
 % number of lags, A_k is an m*m real matrix, z_t is a 1*q vector of
 % exogenous (deterministic) variables, C is a q*m real matrix and
 % e_t is a vector of exogenous stochastic shocks. T is the number
-% of observations. The deterministic exogenous variables are assumed to 
-% be a polynomial trend of order q = "var_trend_order".  
+% of observations. The deterministic exogenous variables are assumed to
+% be a polynomial trend of order q = "var_trend_order".
 %
-% We define: 
+% We define:
 %
 %  <>  Y = (y_1',y_2',...,y_T')' a T*m matrix,
 %
-%  <>  x_t = (y_{t-1},y_{t-2},...,y_{t-p},z_t) a 1*(mp+q) row vector, 
+%  <>  x_t = (y_{t-1},y_{t-2},...,y_{t-p},z_t) a 1*(mp+q) row vector,
 %
-%  <>  X = (x_1',x_2',...,x_T')' a T*(mp+q) matrix, 
+%  <>  X = (x_1',x_2',...,x_T')' a T*(mp+q) matrix,
 %
 %  <>  E = (e_1',e_2',...,e_T')' a T*m matrix and
 %
-%  <>  A = (A_1',A_2',...,A_p',C')' an (mp+q)*m matrix of coefficients.   
+%  <>  A = (A_1',A_2',...,A_p',C')' an (mp+q)*m matrix of coefficients.
 %
 % So that we can equivalently write the VAR(p) model using the following
 % matrix representation:
@@ -31,18 +30,17 @@ function [YtY,XtY,YtX,XtX,Y,X] = ...
 %   Y = X * A +E
 %
 %
-% INPUTS 
-%   o FirstObservation    [integer] First observation.
-%   o LastObservation     [integer] Last observation.
-%   o qlag                [integer] Number of lags in the VAR model.
-%   o var_trend_order     [integer] Order of the polynomial exogenous trend: 
+% INPUTS
+%   o nlag                [integer] Number of lags in the VAR model.
+%   o var_trend_order     [integer] Order of the polynomial exogenous trend:
 %                                       = -1 no constant and no linear trend,
 %                                       =  0 constant and no linear trend,
 %                                       =  1 constant and linear trend.
+%   o dataset_            [dseries] The sample.
 %
-% OUTPUTS 
+% OUTPUTS
 %   o YtY                 [double]  Y'*Y an m*m matrix.
-%   o XtY                 [double]  X'*Y an (mp+q)*m matrix. 
+%   o XtY                 [double]  X'*Y an (mp+q)*m matrix.
 %   o YtX                 [double]  Y'*X an m*(mp+q) matrix.
 %   o XtX                 [double]  X'*X an (mp+q)*(mp+q) matrix.
 %   o Y                   [double]  Y a T*m matrix.
@@ -50,8 +48,11 @@ function [YtY,XtY,YtX,XtX,Y,X] = ...
 %
 % SPECIAL REQUIREMENTS
 %   None.
+%
+% REMARKS
+%   Outputs are saved in the base workspace (not returned by the function).
 
-% Copyright (C) 2007-2009 Dynare Team
+% Copyright (C) 2007-2014 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -68,42 +69,35 @@ function [YtY,XtY,YtX,XtX,Y,X] = ...
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-X = [];
-Y = [];
-YtY = [];
-YtX = [];
-XtY = [];
-XtX = [];
+LastObservation = dataset_.dates(end);
+FirstObservation = dataset_.dates(1)+nlag;
 
-data = read_variables(datafile,char(varobs),[],xls_sheet,xls_range);
+NumberOfObservations = LastObservation-FirstObservation+1;
+NumberOfVariables = dataset_.vobs;
 
-if qlag > FirstObservation
-    error('VarSampleMoments :: not enough data to initialize! Try to increase FirstObservation.')
-    return
-end
-
-NumberOfObservations = LastObservation-FirstObservation+1;% This is T.
-NumberOfVariables = length(varobs);% 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 = ones(NumberOfObservations,NumberOfVariables*qlag+1);
-indx = NumberOfVariables*qlag+1;
-elseif var_trend_order == 1;% Constant and linear trend case.
-X = ones(NumberOfObservations,NumberOfVariables*qlag+2);
-indx = NumberOfVariables*qlag+1:NumberOfVariables*qlag+2;
+if isequal(var_trend_order,-1)
+    % No constant no linear trend case.
+    X = zeros(NumberOfObservations,NumberOfVariables*nlag);
+elseif isequal(var_trend_order,0)
+    % Constant and no linear trend case.
+    X = ones(NumberOfObservations,NumberOfVariables*nlag+1);
+    indx = NumberOfVariables*nlag+1;
+elseif isequal(var_trend_order,1)
+    % Constant and linear trend case.
+    X = ones(NumberOfObservations,NumberOfVariables*nlag+2);
+    indx = NumberOfVariables*nlag+1:NumberOfVariables*nlag+2;
 else
-    error('var_sample_moments :: trend must be equal to -1,0 or 1!')
+    error('Estimation::var_sample_moments: trend must be equal to -1,0 or 1!')
     return
 end
 
-% I build matrices Y and X  
-Y = data(FirstObservation:LastObservation,:);
+% I build matrices Y and X
+Y = dataset_(FirstObservation:LastObservation).data;
 
 for t=1:NumberOfObservations
-    line = t + FirstObservation-1;
-    for lag = 1:qlag
-        X(t,(lag-1)*NumberOfVariables+1:lag*NumberOfVariables) = data(line-lag,:);
+    currentdate = FirstObservation+(t-1);
+    for lag = 1:nlag
+        X(t,(lag-1)*NumberOfVariables+1:lag*NumberOfVariables) = dataset_(currentdate-lag).data;
     end
 end
 
@@ -111,7 +105,9 @@ if (var_trend_order == 1)
     X(:,end) = transpose(1:NumberOfObservations)
 end
 
-YtY = Y'*Y;
-YtX = Y'*X;
-XtY = X'*Y;
-XtX = X'*X;
\ No newline at end of file
+assignin('base', 'mYY', Y'*Y);
+assignin('base', 'mYX', Y'*X);
+assignin('base', 'mXY', X'*Y);
+assignin('base', 'mXX', X'*X);
+assignin('base', 'Ydata', Y);
+assignin('base', 'Xdata', X);
\ No newline at end of file

From f6ce89260a66346bbfcc847a317fc3c0deb838dc Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 23 Jun 2014 11:08:48 +0200
Subject: [PATCH 081/105] Adapted posterior IRFs routines.

---
 matlab/PosteriorIRF.m       | 72 ++++++++++++++++++-------------------
 matlab/PosteriorIRF_core1.m | 50 +++++++++-----------------
 matlab/PosteriorIRF_core2.m | 23 ++++++------
 3 files changed, 62 insertions(+), 83 deletions(-)

diff --git a/matlab/PosteriorIRF.m b/matlab/PosteriorIRF.m
index ac479c526..fc1c3bcf5 100644
--- a/matlab/PosteriorIRF.m
+++ b/matlab/PosteriorIRF.m
@@ -1,11 +1,11 @@
 function PosteriorIRF(type)
-% Builds posterior IRFs after the MH algorithm. 
-% 
-% INPUTS 
+% Builds posterior IRFs after the MH algorithm.
+%
+% INPUTS
 %   o type       [char]     string specifying the joint density of the
-%                           deep parameters ('prior','posterior'). 
-%  
-% OUTPUTS 
+%                           deep parameters ('prior','posterior').
+%
+% OUTPUTS
 %   None                    (oo_ and plots).
 %
 % SPECIAL REQUIREMENTS
@@ -34,9 +34,10 @@ function PosteriorIRF(type)
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
 
-global options_ estim_params_ oo_ M_ bayestopt_ dataset_
+global options_ estim_params_ oo_ M_ bayestopt_ dataset_ dataset_info
+
 % Set the number of periods
-if isempty(options_.irf) || ~options_.irf 
+if isempty(options_.irf) || ~options_.irf
     options_.irf = 40;
 end
 % Set varlist if necessary
@@ -58,7 +59,7 @@ end
 
 % Get index of shocks for requested IRFs
 irf_shocks_indx = getIrfShocksIndx();
-    
+
 % Set various parameters & Check or create directories
 nvx  = estim_params_.nvx;
 nvn  = estim_params_.nvn;
@@ -68,8 +69,8 @@ np   = estim_params_.np ;
 npar = nvx+nvn+ncx+ncn+np;
 offset = npar-np; clear('nvx','nvn','ncx','ncn','np');
 
-nvobs = dataset_.info.nvobs;
-gend = dataset_.info.ntobs;
+nvobs = dataset_.vobs;
+gend = dataset_.nobs;
 MaxNumberOfPlotPerFigure = 9;
 nn = sqrt(MaxNumberOfPlotPerFigure);
 MAX_nirfs_dsge = ceil(options_.MaxNumberOfBytes/(options_.irf*nvar*M_.exo_nbr)/8);
@@ -111,14 +112,14 @@ else% type = 'prior'
     B = options_.prior_draws;
     options_.B = B;
 end
-try 
+try
     delete([MhDirectoryName filesep M_.fname '_irf_dsge*.mat'])
-catch 
+catch
     disp('No _IRFs (dsge) files to be deleted!')
 end
-try 
+try
     delete([MhDirectoryName filesep M_.fname '_irf_bvardsge*.mat'])
-catch 
+catch
     disp('No _IRFs (bvar-dsge) files to be deleted!')
 end
 irun = 0;
@@ -144,10 +145,6 @@ if MAX_nirfs_dsgevar
     else
         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_.dsge_varlag,-1,options_.datafile,options_.varobs,...
-                           options_.xls_sheet,options_.xls_range);
     NumberOfLags = options_.dsge_varlag;
     NumberOfLagsTimesNvobs = NumberOfLags*nvobs;
     if options_.noconstant
@@ -174,7 +171,7 @@ localVars.npar = npar;
 
 localVars.type=type;
 if strcmpi(type,'posterior')
-    while b<B 
+    while b<B
         b = b + 1;
         x(b,:) = GetOneDraw(type);
     end
@@ -192,7 +189,7 @@ if options_.dsge_var
     localVars.NumberOfLags = options_.dsge_varlag;
     localVars.NumberOfLagsTimesNvobs = NumberOfLags*nvobs;
     localVars.Companion_matrix = diag(ones(nvobs*(NumberOfLags-1),1),-nvobs);
-end 
+end
 localVars.nvar=nvar;
 localVars.IndxVariables=IndxVariables;
 localVars.MAX_nirfs_dsgevar=MAX_nirfs_dsgevar;
@@ -225,14 +222,15 @@ else
     localVars.NumberOfIRFfiles_dsge=NumberOfIRFfiles_dsge;
     localVars.NumberOfIRFfiles_dsgevar=NumberOfIRFfiles_dsgevar;
     localVars.ifil2=ifil2;
-    
+
     globalVars = struct('M_',M_, ...
                         'options_', options_, ...
                         'bayestopt_', bayestopt_, ...
                         'estim_params_', estim_params_, ...
                         'oo_', oo_, ...
-                        'dataset_',dataset_);
-    
+                        'dataset_',dataset_, ...
+                        'dataset_info',dataset_info);
+
     % which files have to be copied to run remotely
     NamFileInput(1,:) = {'',[M_.fname '_static.m']};
     NamFileInput(2,:) = {'',[M_.fname '_dynamic.m']};
@@ -244,13 +242,13 @@ else
     for j=1:length(fout),
         nosaddle = nosaddle + fout(j).nosaddle;
     end
-    
+
 end
 
 % END first parallel section!
 
 if nosaddle
-    disp(['PosteriorIRF :: Percentage of discarded posterior draws = ' num2str(nosaddle/(B+nosaddle))]) 
+    disp(['PosteriorIRF :: Percentage of discarded posterior draws = ' num2str(nosaddle/(B+nosaddle))])
 end
 
 ReshapeMatFiles('irf_dsge',type)
@@ -323,7 +321,7 @@ if MAX_nirfs_dsgevar
     MedianIRFdsgevar = zeros(options_.irf,nvar,M_.exo_nbr);
     VarIRFdsgevar = zeros(options_.irf,nvar,M_.exo_nbr);
     DistribIRFdsgevar = zeros(options_.irf,9,nvar,M_.exo_nbr);
-    HPDIRFdsgevar = zeros(options_.irf,2,nvar,M_.exo_nbr);    
+    HPDIRFdsgevar = zeros(options_.irf,2,nvar,M_.exo_nbr);
     fprintf('Estimation::mcmc: Posterior (bvar-dsge) IRFs...\n');
     tit(M_.exo_names_orig_ord,:) = M_.exo_names;
     kdx = 0;
@@ -341,7 +339,7 @@ if MAX_nirfs_dsgevar
         end
         kdx = kdx + size(STOCK_IRF_BVARDSGE,1);
     end
-    clear STOCK_IRF_BVARDSGE; 
+    clear STOCK_IRF_BVARDSGE;
     for i = irf_shocks_indx
         for j = 1:nvar
             name = [deblank(M_.endo_names(IndxVariables(j),:)) '_' deblank(tit(i,:))];
@@ -384,7 +382,7 @@ localVars.MaxNumberOfPlotPerFigure=MaxNumberOfPlotPerFigure;
 if options_.dsge_var
     localVars.HPDIRFdsgevar=HPDIRFdsgevar;
     localVars.MeanIRFdsgevar = MeanIRFdsgevar;
-end    
+end
 
 % The files .TeX are genereted in sequential way always!
 
@@ -394,14 +392,14 @@ if options_.TeX
     fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
     fprintf(fidTeX,' \n');
     titTeX(M_.exo_names_orig_ord,:) = M_.exo_names_tex;
-    
+
     for i=irf_shocks_indx
         NAMES = [];
         TEXNAMES = [];
-        
+
         for j=1:nvar
-            if max(abs(MeanIRF(:,j,i))) > options_.impulse_responses.plot_threshold  
-                
+            if max(abs(MeanIRF(:,j,i))) > options_.impulse_responses.plot_threshold
+
                 name = deblank(varlist(j,:));
                 texname = deblank(varlist_TeX(j,:));
 
@@ -413,7 +411,7 @@ if options_.TeX
                     TEXNAMES = char(TEXNAMES,['$' texname '$']);
                 end
             end
-            
+
         end
         fprintf(fidTeX,'\\begin{figure}[H]\n');
         for jj = 1:size(TEXNAMES,1)
@@ -430,10 +428,10 @@ if options_.TeX
         fprintf(fidTeX,'\\end{figure}\n');
         fprintf(fidTeX,' \n');
     end
-    
+
     fprintf(fidTeX,'%% End of TeX file.\n');
     fclose(fidTeX);
-    
+
 end
 
 % The others file format are generated in parallel by PosteriorIRF_core2!
@@ -453,7 +451,7 @@ if ~isoctave
         else
             globalVars = struct('M_',M_, ...
                 'options_', options_);
-            
+
             [fout] = masterParallel(options_.parallel, 1, M_.exo_nbr,NamFileInput,'PosteriorIRF_core2', localVars, globalVars, options_.parallel_info);
         end
     end
diff --git a/matlab/PosteriorIRF_core1.m b/matlab/PosteriorIRF_core1.m
index 1eff387ad..0d0a1a752 100644
--- a/matlab/PosteriorIRF_core1.m
+++ b/matlab/PosteriorIRF_core1.m
@@ -41,7 +41,7 @@ function myoutput=PosteriorIRF_core1(myinputs,fpar,B,whoiam, ThisMatlab)
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
 
-global options_ estim_params_ oo_ M_ bayestopt_ dataset_
+global options_ estim_params_ oo_ M_ bayestopt_ dataset_ dataset_info
 
 if nargin<4,
     whoiam=0;
@@ -189,24 +189,24 @@ while fpar<B
     end
     if MAX_nirfs_dsgevar
         IRUN = IRUN+1;
-        [fval,junk1,junk2,cost_flag,info,PHI,SIGMAu,iXX] =  dsge_var_likelihood(deep',dataset_,options_,M_,estim_params_,bayestopt_,oo_);
+        [fval,junk1,junk2,cost_flag,info,PHI,SIGMAu,iXX] =  dsge_var_likelihood(deep',dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
         dsge_prior_weight = M_.params(strmatch('dsge_prior_weight',M_.param_names));
-        DSGE_PRIOR_WEIGHT = floor(dataset_.info.ntobs*(1+dsge_prior_weight));
-        SIGMA_inv_upper_chol = chol(inv(SIGMAu*dataset_.info.ntobs*(dsge_prior_weight+1)));
+        DSGE_PRIOR_WEIGHT = floor(dataset_.nobs*(1+dsge_prior_weight));
+        SIGMA_inv_upper_chol = chol(inv(SIGMAu*dataset_.nobs*(dsge_prior_weight+1)));
         explosive_var  = 1;
         while explosive_var
             % draw from the marginal posterior of SIGMA
-            SIGMAu_draw = rand_inverse_wishart(dataset_.info.nvobs, DSGE_PRIOR_WEIGHT-NumberOfParametersPerEquation, ...
+            SIGMAu_draw = rand_inverse_wishart(dataset_.vobs, DSGE_PRIOR_WEIGHT-NumberOfParametersPerEquation, ...
                                                SIGMA_inv_upper_chol);
             % draw from the conditional posterior of PHI
-            PHI_draw = rand_matrix_normal(NumberOfParametersPerEquation,dataset_.info.nvobs, PHI, ...
+            PHI_draw = rand_matrix_normal(NumberOfParametersPerEquation,dataset_.vobs, PHI, ...
                                           chol(SIGMAu_draw)', chol(iXX)');
-            Companion_matrix(1:dataset_.info.nvobs,:) = transpose(PHI_draw(1:NumberOfLagsTimesNvobs,:));
+            Companion_matrix(1:dataset_.vobs,:) = transpose(PHI_draw(1:NumberOfLagsTimesNvobs,:));
             % Check for stationarity
             explosive_var = any(abs(eig(Companion_matrix))>1.000000001);
         end
         % Get the mean
-        mu = zeros(1,dataset_.info.nvobs);
+        mu = zeros(1,dataset_.vobs);
         % Get rotation
         if dsge_prior_weight > 0
             Atheta(oo_.dr.order_var,M_.exo_names_orig_ord) = oo_.dr.ghu*sqrt(M_.Sigma_e);
@@ -216,24 +216,24 @@ while fpar<B
         SIGMAu_chol = chol(SIGMAu_draw)';
         SIGMAtrOMEGA = SIGMAu_chol*OMEGAstar';
         PHIpower = eye(NumberOfLagsTimesNvobs);
-        irfs = zeros (options_.irf,dataset_.info.nvobs*M_.exo_nbr);
-        tmp3 = PHIpower(1:dataset_.info.nvobs,1:dataset_.info.nvobs)*SIGMAtrOMEGA;
+        irfs = zeros (options_.irf,dataset_.vobs*M_.exo_nbr);
+        tmp3 = PHIpower(1:dataset_.vobs,1:dataset_.vobs)*SIGMAtrOMEGA;
         irfs(1,:) = tmp3(:)';
         for t = 2:options_.irf
             PHIpower = Companion_matrix*PHIpower;
-            tmp3 = PHIpower(1:dataset_.info.nvobs,1:dataset_.info.nvobs)*SIGMAtrOMEGA;
+            tmp3 = PHIpower(1:dataset_.vobs,1:dataset_.vobs)*SIGMAtrOMEGA;
             irfs(t,:)  = tmp3(:)'+kron(ones(1,M_.exo_nbr),mu);
         end
         tmp_dsgevar = kron(ones(options_.irf,1),mu);
-        for j = 1:(dataset_.info.nvobs*M_.exo_nbr)
+        for j = 1:(dataset_.vobs*M_.exo_nbr)
             if max(irfs(:,j)) - min(irfs(:,j)) > 1e-10
                 tmp_dsgevar(:,j) = (irfs(:,j));
             end
         end
         if IRUN < MAX_nirfs_dsgevar
-            stock_irf_bvardsge(:,:,:,IRUN) = reshape(tmp_dsgevar,options_.irf,dataset_.info.nvobs,M_.exo_nbr);
+            stock_irf_bvardsge(:,:,:,IRUN) = reshape(tmp_dsgevar,options_.irf,dataset_.vobs,M_.exo_nbr);
         else
-            stock_irf_bvardsge(:,:,:,IRUN) = reshape(tmp_dsgevar,options_.irf,dataset_.info.nvobs,M_.exo_nbr);
+            stock_irf_bvardsge(:,:,:,IRUN) = reshape(tmp_dsgevar,options_.irf,dataset_.vobs,M_.exo_nbr);
             instr = [MhDirectoryName '/' M_.fname '_irf_bvardsge' ...
                      int2str(NumberOfIRFfiles_dsgevar) '.mat stock_irf_bvardsge;'];,
             eval(['save ' instr]);
@@ -242,7 +242,7 @@ while fpar<B
             end
             NumberOfIRFfiles_dsgevar = NumberOfIRFfiles_dsgevar+1;
             IRUN =0;
-            stock_irf_dsgevar = zeros(options_.irf,dataset_.info.nvobs,M_.exo_nbr,MAX_nirfs_dsgevar);
+            stock_irf_dsgevar = zeros(options_.irf,dataset_.vobs,M_.exo_nbr,MAX_nirfs_dsgevar);
         end
     end
     if irun == MAX_nirfs_dsge || irun == B || fpar == B
@@ -279,20 +279,6 @@ while fpar<B
         ifil2 = ifil2 + 1;
         irun2 = 0;
     end
-%     if isoctave
-%         if (whoiam==0),
-%             printf(['Posterior IRF  %3.f%% done\r'],(fpar/B*100));
-%         end
-%     elseif ~whoiam,
-%         waitbar(fpar/B,h);
-%     end
-%     if whoiam,
-%         if ~isoctave
-%             fprintf('Done! \n');
-%         end
-%         waitbarString = [ 'Subdraw ' int2str(fpar) '/' int2str(B) ' done.'];
-%         fMessageStatus((fpar-fpar0)/(B-fpar0),whoiam,waitbarString, waitbarTitle, Parallel(ThisMatlab));
-%     end
     dyn_waitbar((fpar-fpar0)/(B-fpar0),h);
 end
 
@@ -310,9 +296,5 @@ end
 myoutput.OutputFileName = [OutputFileName_dsge;
                     OutputFileName_param;
                     OutputFileName_bvardsge];
-                
+
 myoutput.nosaddle = nosaddle;
-
-
-
-
diff --git a/matlab/PosteriorIRF_core2.m b/matlab/PosteriorIRF_core2.m
index f33fbc283..c20702eb5 100644
--- a/matlab/PosteriorIRF_core2.m
+++ b/matlab/PosteriorIRF_core2.m
@@ -5,7 +5,7 @@ function myoutput=PosteriorIRF_core2(myinputs,fpar,npar,whoiam, ThisMatlab)
 % Perform in parallel execution a portion of the PosteriorIRF.m code.
 % See also the comment in random_walk_metropolis_hastings_core.m funtion.
 %
-% INPUTS 
+% INPUTS
 %   See the comment in random_walk_metropolis_hastings_core.m funtion.
 %
 % OUTPUTS
@@ -13,8 +13,8 @@ function myoutput=PosteriorIRF_core2(myinputs,fpar,npar,whoiam, ThisMatlab)
 %  Contained:
 %  OutputFileName (i.e. the figures without the file .txt).
 %
-% ALGORITHM 
-%   Portion of PosteriorIRF.m function code. Specifically the last 'for' cycle.       
+% ALGORITHM
+%   Portion of PosteriorIRF.m function code. Specifically the last 'for' cycle.
 %
 % SPECIAL REQUIREMENTS.
 %   None.
@@ -36,7 +36,7 @@ function myoutput=PosteriorIRF_core2(myinputs,fpar,npar,whoiam, ThisMatlab)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-global options_  M_ 
+global options_  M_
 
 if nargin<4,
     whoiam=0;
@@ -87,7 +87,7 @@ OutputFileName={};
 subplotnum = 0;
 for i=fpar:npar,
     figunumber = 0;
-    
+
     for j=1:nvar
         if max(abs(MeanIRF(:,j,i))) > options_.impulse_responses.plot_threshold
             subplotnum = subplotnum+1;
@@ -96,7 +96,7 @@ for i=fpar:npar,
             elseif subplotnum == 1 && ~options_.relative_irf
                 hh = dyn_figure(options_,'Name',['Orthogonalized shock to ' tit(i,:)]);
             end
-            
+
             set(0,'CurrentFigure',hh)
             subplot(nn,nn,subplotnum);
             if ~MAX_nirfs_dsgevar
@@ -108,12 +108,12 @@ for i=fpar:npar,
                 set(h2,'FaceColor',[1 1 1]);
                 set(h2,'BaseValue',min(HPDIRF(:,1,j,i)));
                 plot(1:options_.irf,MeanIRF(:,j,i),'-k','linewidth',3)
-                % plot([1 options_.irf],[0 0],'-r','linewidth',0.5);          
+                % plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
                 box on
                 axis tight
                 xlim([1 options_.irf]);
                 hold off
-            else    
+            else
                 h1 = area(1:options_.irf,HPDIRF(:,2,j,i));
                 set(h1,'FaceColor',[.9 .9 .9]);
                 set(h1,'BaseValue',min([min(HPDIRF(:,1,j,i)),min(HPDIRFdsgevar(:,1,j,i))]));
@@ -136,9 +136,9 @@ for i=fpar:npar,
         else
             if options_.debug
                 fprintf('POSTERIOR_IRF: The IRF of %s to %s is smaller than the irf_plot_threshold of %4.3f and will not be displayed.\n',deblank(varlist(j,:)),tit(i,:),options_.impulse_responses.plot_threshold)
-            end                
+            end
         end
-        
+
         if subplotnum == MaxNumberOfPlotPerFigure || (j == nvar  && subplotnum> 0)
             figunumber = figunumber+1;
             dyn_saveas(hh,[DirectoryName '/'  M_.fname '_Bayesian_IRF_' deblank(tit(i,:)) '_' int2str(figunumber)],options_);
@@ -154,9 +154,8 @@ for i=fpar:npar,
 %         fMessageStatus((i-fpar+1)/(npar-fpar+1),whoiam,waitbarString, waitbarTitle, Parallel(ThisMatlab));
         dyn_waitbar((i-fpar+1)/(npar-fpar+1),[],waitbarString);
     end
-end% loop over exo_var  
+end% loop over exo_var
 
 
 
 myoutput.OutputFileName = OutputFileName;
-

From 0cb1b6795b8ce4260208e62d295a8ccb8be359f7 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 23 Jun 2014 12:24:17 +0200
Subject: [PATCH 082/105] Fixed bug in set_prior routine (options_.varobs is a
 cell array of strings).

---
 matlab/set_prior.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/set_prior.m b/matlab/set_prior.m
index 6b2bc90a1..c2ce2f244 100644
--- a/matlab/set_prior.m
+++ b/matlab/set_prior.m
@@ -96,7 +96,7 @@ if nvn
     bayestopt_.p3 = [ bayestopt_.p3; estim_params_.var_endo(:,8)]; %take generalized distribution into account
     bayestopt_.p4 = [ bayestopt_.p4; estim_params_.var_endo(:,9)]; %take generalized distribution into account
     bayestopt_.jscale = [ bayestopt_.jscale; estim_params_.var_endo(:,10)];
-    bayestopt_.name = [ bayestopt_.name; options_.varobs{estim_params_.nvn_observable_correspondence}];
+    bayestopt_.name = [ bayestopt_.name; transpose(options_.varobs(estim_params_.nvn_observable_correspondence))];
 end
 if ncx
     xparam1 = [xparam1; estim_params_.corrx(:,3)];

From d727ba724652768b688af6b7c2055b6071edf245 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 23 Jun 2014 12:24:36 +0200
Subject: [PATCH 083/105] Fixed bug (missing input).

---
 matlab/dynare_estimation_1.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m
index 7dbca0d8d..a84f4a7fd 100644
--- a/matlab/dynare_estimation_1.m
+++ b/matlab/dynare_estimation_1.m
@@ -818,7 +818,7 @@ if (any(bayestopt_.pshape  >0 ) && options_.mh_replic) || ...
             if error_flag
                 error('Estimation::mcmc: I cannot compute the posterior statistics!')
             end
-            prior_posterior_statistics('posterior',dataset_);
+            prior_posterior_statistics('posterior',dataset_,dataset_info);
         end
         xparam = get_posterior_parameters('mean');
         M_ = set_all_parameters(xparam,estim_params_,M_);

From 195a3f8fff6cd9958ef688c3ba2e95e2fd345387 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 23 Jun 2014 12:52:44 +0200
Subject: [PATCH 084/105] Fixed bug (missing transposition).

---
 matlab/prior_posterior_statistics.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/prior_posterior_statistics.m b/matlab/prior_posterior_statistics.m
index 723d7056f..b388007d4 100644
--- a/matlab/prior_posterior_statistics.m
+++ b/matlab/prior_posterior_statistics.m
@@ -40,7 +40,7 @@ global options_ estim_params_ oo_ M_ bayestopt_
 
 localVars=[];
 
-Y = dataset.data;
+Y = transpose(dataset.data);
 gend = dataset.nobs;
 data_index = dataset_info.missing.aindex;
 missing_value = dataset_info.missing.state;

From 11f00d041e7be64d0db79e2f600b0c61dd13e092 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 23 Jun 2014 12:53:39 +0200
Subject: [PATCH 085/105] Fixed bug (options_.varobs is a row cell array of
 strings) + Cosmetic changes.

---
 matlab/prior_posterior_statistics.m      |  9 ++++-----
 matlab/prior_posterior_statistics_core.m | 24 ++----------------------
 2 files changed, 6 insertions(+), 27 deletions(-)

diff --git a/matlab/prior_posterior_statistics.m b/matlab/prior_posterior_statistics.m
index b388007d4..f06e0d433 100644
--- a/matlab/prior_posterior_statistics.m
+++ b/matlab/prior_posterior_statistics.m
@@ -106,7 +106,7 @@ if horizon
     MAX_nforc2 = min(B,ceil(MaxNumberOfBytes/((endo_nbr)*(horizon+maxlag))/ ...
                             8));
     IdObs    = bayestopt_.mfys;
-    
+
 end
 MAX_momentsno = min(B,ceil(MaxNumberOfBytes/(get_moments_size(options_)*8)));
 
@@ -232,7 +232,7 @@ else
                         'options_', options_, ...
                         'bayestopt_', bayestopt_, ...
                         'estim_params_', estim_params_, ...
-                        'oo_', oo_);    
+                        'oo_', oo_);
     % which files have to be copied to run remotely
     NamFileInput(1,:) = {'',[M_.fname '_static.m']};
     NamFileInput(2,:) = {'',[M_.fname '_dynamic.m']};
@@ -240,11 +240,10 @@ else
         NamFileInput(length(NamFileInput)+1,:)={'',[M_.fname '_steadystate.m']};
     end
     [fout] = masterParallel(options_.parallel, 1, B,NamFileInput,'prior_posterior_statistics_core', localVars,globalVars, options_.parallel_info);
-    
+
 end
 ifil = fout(end).ifil;
 
-% ??????????
 stock_gend=gend;
 stock_data=Y;
 save([DirectoryName '/' M_.fname '_data.mat'],'stock_gend','stock_data');
@@ -301,4 +300,4 @@ if ~isnumeric(options_.parallel),
     if leaveSlaveOpen == 0,
         closeSlave(options_.parallel,options_.parallel_info.RemoteTmpFolder),
     end
-end
+end
\ No newline at end of file
diff --git a/matlab/prior_posterior_statistics_core.m b/matlab/prior_posterior_statistics_core.m
index 41b5b6d33..63443a6ae 100644
--- a/matlab/prior_posterior_statistics_core.m
+++ b/matlab/prior_posterior_statistics_core.m
@@ -133,14 +133,14 @@ end
 if run_smoother
   stock_smooth=NaN(endo_nbr,gend,MAX_nsmoo);
   stock_update=NaN(endo_nbr,gend,MAX_nsmoo);
-  stock_innov=NaN(M_.exo_nbr,gend,MAX_ninno);  
+  stock_innov=NaN(M_.exo_nbr,gend,MAX_ninno);
   if horizon
       stock_forcst_mean= NaN(endo_nbr,horizon+maxlag,MAX_nforc1);
       stock_forcst_point = NaN(endo_nbr,horizon+maxlag,MAX_nforc2);
   end
 end
 if nvn
-  stock_error = NaN(size(varobs,1),gend,MAX_nerro);
+  stock_error = NaN(length(varobs),gend,MAX_nerro);
 end
 if naK
     stock_filter_step_ahead =NaN(length(options_.filter_step_ahead),endo_nbr,gend+max(options_.filter_step_ahead),MAX_naK);
@@ -150,10 +150,6 @@ stock_logpo = NaN(MAX_nruns,1);
 stock_ys = NaN(MAX_nruns,endo_nbr);
 
 for b=fpar:B
-
-    %    [deep, logpo] = GetOneDraw(type);
-    %    set_all_parameters(deep);
-    %    dr = resol(oo_.steady_state,0);
     if strcmpi(type,'prior')
 
         [deep, logpo] = GetOneDraw(type);
@@ -304,22 +300,7 @@ for b=fpar:B
         end
         irun(7) = 1;
     end
-
-    % if moments_varendo && (irun(8) > MAX_momentsno || b == B)
-    %    stock = stock_moments(1:irun(8)-1);
-    %    ifil(8) = ifil(8) + 1;
-    %    save([DirectoryName '/' M_.fname '_moments' int2str(ifil(8)) '.mat'],'stock');
-    %    if RemoteFlag==1,
-    %    OutputFileName_moments = [OutputFileName_moments; {[DirectoryName filesep], [M_.fname '_moments' int2str(ifil(8)) '.mat']}];
-    %    end
-    %    irun(8) = 1;
-    % end
-
-    %   DirectoryName=TempPath;
-
-
     dyn_waitbar((b-fpar+1)/(B-fpar+1),h);
-
 end
 
 myoutput.ifil=ifil;
@@ -332,7 +313,6 @@ if RemoteFlag==1,
                         OutputFileName_param;
                         OutputFileName_forc_mean;
                         OutputFileName_forc_point];
-    % OutputFileName_moments];
 end
 
 dyn_waitbar_close(h);

From 40a60e92faa2ea30bdb7addadd7bc89d551c53b2 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 23 Jun 2014 13:54:52 +0200
Subject: [PATCH 086/105] Fixed bug when loaded m file data is not in the
 current folder or a subfoler.

---
 matlab/check_file_extension.m | 4 ++++
 matlab/get_file_extension.m   | 4 ++++
 matlab/load_m_file_data.m     | 2 +-
 3 files changed, 9 insertions(+), 1 deletion(-)

diff --git a/matlab/check_file_extension.m b/matlab/check_file_extension.m
index 63d627f0b..10d4c1c9b 100644
--- a/matlab/check_file_extension.m
+++ b/matlab/check_file_extension.m
@@ -19,6 +19,10 @@ function b = check_file_extension(file,type)
 
 % AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
 
+% Clean-up path
+file = strrep(file, '../', '');
+file = strrep(file, './', '');
+
 remain = file;
 while ~isempty(remain)
     [ext, remain] = strtok(remain,'.');
diff --git a/matlab/get_file_extension.m b/matlab/get_file_extension.m
index 9f160ba0f..56c140d83 100644
--- a/matlab/get_file_extension.m
+++ b/matlab/get_file_extension.m
@@ -28,6 +28,10 @@ function ext = get_file_extension(file)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
+% Clean-up path
+file = strrep(file, '../', '');
+file = strrep(file, './', '');
+
 remain = file;
 while ~isempty(remain)
     [ext, remain] = strtok(remain,'.');
diff --git a/matlab/load_m_file_data.m b/matlab/load_m_file_data.m
index b69258583..20e1b28a7 100644
--- a/matlab/load_m_file_data.m
+++ b/matlab/load_m_file_data.m
@@ -36,7 +36,7 @@ function [freq,init,data,varlist,tex] = load_m_file_data(file)
 if isoctave
     run(file);
 else
-    [basename, ext] = strtok(file,'.');
+    basename = file(1:end-2);
     run(basename);
 end
 

From 800de3fcc93d090557ed819da1a8fa50d9fdc22e Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 23 Jun 2014 16:06:29 +0200
Subject: [PATCH 087/105] Fixed bug (varobs is a field of options_).

---
 matlab/dynare_estimation_init.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 90189e7c8..6cb9f4d44 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -70,7 +70,7 @@ end
 % Check that a variable is not declared as observed more than once.
 if ~isequal(options_.varobs,unique(options_.varobs))
     for i = 1:options_.number_of_observed_variables
-        if length(strmatch(options_.varobs{i},varobs))>1
+        if length(strmatch(options_.varobs{i},options_.varobs))>1
             error(['A variable cannot be declared as observed more than once (' options_.varobs{i} ')!'])
         end
     end

From 06f74c4603d37d6729ea133766311b6e48ed2ee3 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 23 Jun 2014 16:06:58 +0200
Subject: [PATCH 088/105] Cosmetic change.

---
 matlab/dynare_estimation_init.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 6cb9f4d44..12b1cc60c 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -75,7 +75,7 @@ if ~isequal(options_.varobs,unique(options_.varobs))
         end
     end
 end
-    
+
 % Check the perturbation order (nonlinear filters with third order perturbation, or higher order, are not yet implemented).
 if options_.order>2
     error(['I cannot estimate a model with a ' int2str(options_.order) ' order approximation of the model!'])

From b7cf6338db9daeb57582aae7bfc033930a7e0ca8 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Mon, 23 Jun 2014 17:11:01 +0200
Subject: [PATCH 089/105] Adapted evaluate_likelihood routine.

---
 matlab/evaluate_likelihood.m | 21 ++++-----------------
 1 file changed, 4 insertions(+), 17 deletions(-)

diff --git a/matlab/evaluate_likelihood.m b/matlab/evaluate_likelihood.m
index 76fe3b427..14abbd0d4 100644
--- a/matlab/evaluate_likelihood.m
+++ b/matlab/evaluate_likelihood.m
@@ -37,7 +37,7 @@ function [llik,parameters] = evaluate_likelihood(parameters)
 
 global options_ M_ bayestopt_ oo_ estim_params_
 
-persistent dataset
+persistent dataset dataset_info
 
 if nargin==0
     parameters = 'posterior mode';
@@ -67,22 +67,9 @@ if ischar(parameters)
 end
 
 if isempty(dataset)
-    % Load and transform data.
-    transformation = [];
-    if options_.loglinear && ~options_.logdata
-        transformation = @log;
-    end
-    xls.sheet = options_.xls_sheet;
-    xls.range = options_.xls_range;
-
-    if ~isfield(options_,'nobs')
-        options_.nobs = [];
-    end
-
-    dataset = initialize_dataset(options_.datafile,options_.varobs,options_.first_obs,options_.nobs,transformation,options_.prefilter,xls);
+    [dataset, dataset_info] = makedataset(options_);
 end
 
-llik = -dsge_likelihood(parameters,dataset,options_,M_,estim_params_,bayestopt_,oo_);
+llik = -dsge_likelihood(parameters,dataset,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
 ldens = evaluate_prior(parameters);
-llik = llik - ldens;
-
+llik = llik - ldens;
\ No newline at end of file

From 904b8025f334ed6a775e74be6347106e55ba24f0 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 25 Jun 2014 11:27:12 +0200
Subject: [PATCH 090/105] Adapted dynare_sensitivity routine (options_.varobs
 is a row cell array of strings).

---
 matlab/dynare_sensitivity.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/dynare_sensitivity.m b/matlab/dynare_sensitivity.m
index 182c22149..1d9eeef7f 100644
--- a/matlab/dynare_sensitivity.m
+++ b/matlab/dynare_sensitivity.m
@@ -154,7 +154,7 @@ options_gsa = set_default_option(options_gsa,'namlagendo',[]);
 options_gsa = set_default_option(options_gsa,'namexo',[]);
 % RMSE mapping
 options_gsa = set_default_option(options_gsa,'lik_only',0);
-options_gsa = set_default_option(options_gsa,'var_rmse',options_.varobs);
+options_gsa = set_default_option(options_gsa,'var_rmse',char(options_.varobs));
 options_gsa = set_default_option(options_gsa,'pfilt_rmse',0.1);
 options_gsa = set_default_option(options_gsa,'istart_rmse',options_.presample+1);
 options_gsa = set_default_option(options_gsa,'alpha_rmse',0.001);

From 18eb81da551de2fe112ece8702287f122e13ceb2 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 25 Jun 2014 11:28:49 +0200
Subject: [PATCH 091/105] Fixed bug in filt_mc_ (gsa) routine (dataset_.dat
 need to be transposed).

---
 matlab/gsa/filt_mc_.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/gsa/filt_mc_.m b/matlab/gsa/filt_mc_.m
index e96ef4510..329c6919d 100644
--- a/matlab/gsa/filt_mc_.m
+++ b/matlab/gsa/filt_mc_.m
@@ -120,7 +120,7 @@ if ~loadSA,
         ys_mean=steady_(M_,options_,oo_);
     end
     %   eval(options_.datafile)
-    Y = dataset_.data;
+    Y = transpose(dataset_.data);
     gend = dataset_.nobs;
     data_index = dataset_info.missing.aindex;
     missing_value = dataset_info.missing.state;

From c6562479cb1c0d950564d10cf6cd64aab81bc4cc Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 25 Jun 2014 11:33:24 +0200
Subject: [PATCH 092/105] Fixed datafile issue.

The tests/gsa contains two datafiles with the same basename and different extensions (.m and .mat). The new behaviour of the data interface forces the user to choose between the two candidate data files (ie it is no more possible to load a data file without specifying the extension in this case).
---
 tests/gsa/ls2003.mod | 22 +++++++++++-----------
 1 file changed, 11 insertions(+), 11 deletions(-)

diff --git a/tests/gsa/ls2003.mod b/tests/gsa/ls2003.mod
index 883eab9ef..6cf6410b0 100644
--- a/tests/gsa/ls2003.mod
+++ b/tests/gsa/ls2003.mod
@@ -108,7 +108,7 @@ disp(' ');
 disp('MC FILTERING(rmse=1), TO MAP THE FIT FROM PRIORS');
 disp('Press ENTER to continue'); pause(5);
 
-dynare_sensitivity(nodisplay, datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, // also presample=2,loglinear, are admissible
+dynare_sensitivity(nodisplay, datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1, // also presample=2,loglinear, are admissible
 load_stab=1,     // load prior sample
 istart_rmse=2,   //start computing rmse from second observation (i.e. rmse does not inlude initial big error)
 stab=0,          // don't  plot again stability analysis results
@@ -121,7 +121,7 @@ disp('BY USING THE COMBINED CALL');
 disp(' ');
 disp('dynare_sensitivity(redform=1,')
 disp('logtrans_redform=1, namendo=(pie,R), namexo=(e_R), namlagendo=(R),')   
-disp('datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,')
+disp('datafile=data_ca1.m,first_obs=8,nobs=79,prefilter=1,')
 disp('istart_rmse=2, rmse=1);')
 disp(' ');
 disp('Press ENTER to continue'); pause(5);
@@ -131,7 +131,7 @@ disp('Press ENTER to continue'); pause(5);
 //namendo=(pie,R),  // evaluate relationships for pie and R (namendo=(:) for all variables)
 //namexo=(e_R),     // evaluate relationships with exogenous e_R (use namexo=(:) for all shocks)
 //namlagendo=(R),   // evaluate relationships with lagged R (use namlagendo=(:) for all lagged endogenous)
-//datafile=data_ca1,first_obs=8,nobs=79,prefilter=1, 
+//datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1, 
 //istart_rmse=2,   //start computing rmse from second observation (i.e. rmse does not inlude initial big error)
 //rmse=1,          // do rmse analysis
 //);
@@ -144,13 +144,13 @@ disp(' ');
 disp('Press ENTER to continue'); pause(5);
 
 // run this to generate posterior mode and Metropolis files if not yet done
-estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=2,
+estimation(datafile='data_ca1.m',first_obs=8,nobs=79,mh_nblocks=2,
    prefilter=1,mh_jscale=0.5,mh_replic=5000, mode_compute=4, mh_drop=0.6, nodisplay,
    bayesian_irf, filtered_vars, smoother) y_obs R_obs pie_obs dq de;
 
 
 // run this to produce posterior samples of filtered, smoothed and irf variables, if not yet done
-//estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=2,prefilter=1,mh_jscale=0.3,
+//estimation(datafile='data_ca1.m',first_obs=8,nobs=79,mh_nblocks=2,prefilter=1,mh_jscale=0.3,
 //          mh_replic=0, mode_file=ls2003_mode, mode_compute=0, load_mh_file, bayesian_irf,
 //		  filtered_vars, smoother, mh_drop=0.6);
 
@@ -163,7 +163,7 @@ disp('Press ENTER to continue'); pause(5);
 
 dynare_sensitivity(nodisplay, pprior=0,Nsam=2048,neighborhood_width=0.2,
 mode_file=ls2003_mode,  // specifies the mode file where the mode and Hessian are stored
-datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
+datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1,
 rmse=1);
 
 disp(' ');
@@ -182,7 +182,7 @@ disp('RMSE ANALYSIS FOR MULTIVARIATE SAMPLE AT THE POSTERIOR MODE');
 disp(' ');
 disp('Press ENTER to continue'); pause(5);
 dynare_sensitivity(nodisplay, mode_file=ls2003_mode,
-datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
+datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1,
 pprior=0,
 stab=0,
 rmse=1,
@@ -195,12 +195,12 @@ disp('THE LAST TWO CALLS COULD BE DONE TOGETHER');
 disp('BY USING THE COMBINED CALL');
 disp(' ');
 disp('dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,mode_file=ls2003_mode,')
-disp('datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,')
+disp('datafile=data_ca1.m,first_obs=8,nobs=79,prefilter=1,')
 disp('rmse=1, alpha2_rmse=0, alpha_rmse=0);')
 disp(' ');
 disp('Press ENTER to continue'); pause(5);
 //dynare_sensitivity(pprior=0,Nsam=2048,alpha2_stab=0.4,mode_file=ls2003_mode,
-//datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
+//datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1,
 //rmse=1,
 //alpha2_rmse=0, // no correlation analysis
 //alpha_rmse=0  // no Smirnov sensitivity analysis
@@ -210,10 +210,10 @@ disp(' ');
 disp('RMSE ANALYSIS FOR POSTERIOR MCMC sample (ppost=1)');
 disp('Needs a call to dynare_estimation to load all MH environment');
 disp('Press ENTER to continue'); pause(5);
-//estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=2, mode_file=ls2003_mode, load_mh_file,
+//estimation(datafile='data_ca1.m',first_obs=8,nobs=79,mh_nblocks=2, mode_file=ls2003_mode, load_mh_file,
 //  prefilter=1,mh_jscale=0.5,mh_replic=0, mode_compute=0, mh_drop=0.6);
 
 dynare_sensitivity(nodisplay, stab=0, // no need for stability analysis since the posterior sample is surely OK
-datafile=data_ca1,first_obs=8,nobs=79,prefilter=1,
+datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1,
 rmse=1,ppost=1);
 

From 0b8287426806190927df4f9bf77016cb7d1939b0 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 25 Jun 2014 11:34:39 +0200
Subject: [PATCH 093/105] Adapted madataset routine for Gsa.

---
 matlab/dynare_estimation_init.m        | 2 +-
 matlab/utilities/dataset/makedataset.m | 9 +++++++--
 2 files changed, 8 insertions(+), 3 deletions(-)

diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 12b1cc60c..874f96422 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -448,7 +448,7 @@ k = find(isnan(bayestopt_.jscale));
 bayestopt_.jscale(k) = options_.mh_jscale;
 
 % Build the dataset
-[dataset_, dataset_info] = makedataset(options_);
+[dataset_, dataset_info] = makedataset(options_, options_.dsge_var*options_.dsge_varlag, gsa_flag);
 
 % setting steadystate_check_flag option
 if options_.diffuse_filter
diff --git a/matlab/utilities/dataset/makedataset.m b/matlab/utilities/dataset/makedataset.m
index 6af59b065..9eb4cb396 100644
--- a/matlab/utilities/dataset/makedataset.m
+++ b/matlab/utilities/dataset/makedataset.m
@@ -1,4 +1,4 @@
-function [DynareDataset, DatasetInfo] = makedataset(DynareOptions,initialconditions)
+function [DynareDataset, DatasetInfo] = makedataset(DynareOptions, initialconditions, gsa_flag)
 
 % Initialize a dataset as a dseries object.
 %
@@ -23,7 +23,11 @@ function [DynareDataset, DatasetInfo] = makedataset(DynareOptions,initialconditi
 %
 % See also dynare_estimation_init
 
-if nargin<2
+if nargin<3
+    gsa_flag = 0;
+end
+
+if nargin<2 || isempty(initialconditions)
     % If a the sample is to be used for the estimation of a VAR or DSGE-VAR model
     % the second argument must be a strictly positive integer (the number of lags).
     initialconditions = 0;
@@ -32,6 +36,7 @@ end
 if isempty(DynareOptions.datafile) && isempty(DynareOptions.dataset.file) && isempty(DynareOptions.dataset.series)
     if gsa_flag
         DynareDataset = dseries();
+        DatasetInfo = [];
         return
     else
         error('makedataset: datafile option is missing!')

From 38df13bb92d6dc4f1992bc56448b39965f40035f Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 25 Jun 2014 14:49:49 +0200
Subject: [PATCH 094/105] Fixed bug (options_.varobs is a row cell array of
 strings).

---
 matlab/set_prior.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/set_prior.m b/matlab/set_prior.m
index c2ce2f244..253b51c24 100644
--- a/matlab/set_prior.m
+++ b/matlab/set_prior.m
@@ -76,7 +76,7 @@ end
 if nvn
     estim_params_.nvn_observable_correspondence=NaN(nvn,1); % stores number of corresponding observable
     if isequal(M_.H,0) %if no previously set measurement error, initialize H
-        nvarobs = size(options_.varobs,1);
+        nvarobs = length(options_.varobs);
         M_.H = zeros(nvarobs,nvarobs);
         M_.Correlation_matrix_ME = eye(nvarobs);
     end

From 03395a742525de5d4917577d1a6c227102b25693 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 25 Jun 2014 14:57:20 +0200
Subject: [PATCH 095/105] Fixed bug. Wrong test on the number of input
 arguments (because of the new input argument dataset_info in
 dsge_likelihood).

---
 matlab/dsge_likelihood.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/dsge_likelihood.m b/matlab/dsge_likelihood.m
index 1ef695262..ee0c606a3 100644
--- a/matlab/dsge_likelihood.m
+++ b/matlab/dsge_likelihood.m
@@ -523,7 +523,7 @@ if analytic_derivation,
     DLIK = [];
     AHess = [];
     iv = DynareResults.dr.restrict_var_list;
-    if nargin<8 || isempty(derivatives_info)
+    if nargin<9 || isempty(derivatives_info)
         [A,B,nou,nou,Model,DynareOptions,DynareResults] = dynare_resolve(Model,DynareOptions,DynareResults);
         if ~isempty(EstimatedParameters.var_exo)
             indexo=EstimatedParameters.var_exo(:,1);

From 62e28dac94f9427e5f559bf18aaeb809603a562b Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 26 Jun 2014 10:55:54 +0200
Subject: [PATCH 096/105] Use makedataset in condition forecast routine.

---
 matlab/imcforecast.m | 28 +++++-----------------------
 1 file changed, 5 insertions(+), 23 deletions(-)

diff --git a/matlab/imcforecast.m b/matlab/imcforecast.m
index 2fa56a2ba..766394fbc 100644
--- a/matlab/imcforecast.m
+++ b/matlab/imcforecast.m
@@ -102,30 +102,13 @@ if estimated_model
             error('imcforecast:: The dimension of the vector of parameters doesn''t match the number of estimated parameters!')
         end
     end
-
     set_parameters(xparam);
-
-    % Load and transform data.
-    transformation = [];
-    if options_.loglinear && ~options_.logdata
-        transformation = @log;
-    end
-    xls.sheet = options_.xls_sheet;
-    xls.range = options_.xls_range;
-    
-    if ~isfield(options_,'nobs')
-        options_.nobs = [];
-    end
-    
-    dataset_ = initialize_dataset(options_.datafile,options_.varobs,options_.first_obs,options_.nobs,transformation,options_.prefilter,xls);
-
-    data = dataset_.data;
-    data_index = dataset_.missing.aindex;
-    gend = options_.nobs;
-    missing_value = dataset_.missing.state;
-
+    [dataset_,dataset_info] = makedataset(options_);
+    data = transpose(dataset_.data);
+    data_index = dataset_info.missing.aindex;
+    gend = dataset_.nobs;
+    missing_value = dataset_info.missing.state;
     [atT,innov,measurement_error,filtered_state_vector,ys,trend_coeff] = DsgeSmoother(xparam,gend,data,data_index,missing_value);
-
     trend = repmat(ys,1,options_cond_fcst.periods+1);
     for i=1:M_.endo_nbr
         j = strmatch(deblank(M_.endo_names(i,:)),options_.varobs,'exact');
@@ -134,7 +117,6 @@ if estimated_model
         end
     end
     trend = trend(oo_.dr.order_var,:);
-
     InitState(:,1) = atT(:,end);
 else
     InitState(:,1) = zeros(M_.endo_nbr,1);

From 4359eb6dad478c07cb3e87212f35378ae5351fca Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 26 Jun 2014 16:07:45 +0200
Subject: [PATCH 097/105] Adapted ms sbvar codes (options_.varobs is a row cell
 array of strings).

---
 matlab/ms-sbvar/ms_sbvar_setup.m       | 2 +-
 matlab/ms-sbvar/ms_write_markov_file.m | 2 +-
 matlab/ms-sbvar/msstart_setup.m        | 8 ++++----
 3 files changed, 6 insertions(+), 6 deletions(-)

diff --git a/matlab/ms-sbvar/ms_sbvar_setup.m b/matlab/ms-sbvar/ms_sbvar_setup.m
index 2d6375a2c..181a6f7d2 100644
--- a/matlab/ms-sbvar/ms_sbvar_setup.m
+++ b/matlab/ms-sbvar/ms_sbvar_setup.m
@@ -122,7 +122,7 @@ pctindx = [];
 % Select the variable to use and rearrange columns if desired
 %vlist = [3 1 2];
 %options_.ms.vlist = [1 2 3];
-options_.ms.vlist = 1:size(options_.varobs,1);
+options_.ms.vlist = 1:length(options_.varobs);
 vlist1=options_.ms.vlist;
 
 %==========================================================================
diff --git a/matlab/ms-sbvar/ms_write_markov_file.m b/matlab/ms-sbvar/ms_write_markov_file.m
index c04051f62..02b934a3e 100644
--- a/matlab/ms-sbvar/ms_write_markov_file.m
+++ b/matlab/ms-sbvar/ms_write_markov_file.m
@@ -28,7 +28,7 @@ function ms_write_markov_file(fname, options)
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
     n_chains = length(options.ms.ms_chain);
-    nvars = size(options.varobs,1);
+    nvars = length(options.varobs);
     
     fh = fopen(fname,'w');
     %/******************************************************************************/
diff --git a/matlab/ms-sbvar/msstart_setup.m b/matlab/ms-sbvar/msstart_setup.m
index 2d322211d..37b6e27e9 100644
--- a/matlab/ms-sbvar/msstart_setup.m
+++ b/matlab/ms-sbvar/msstart_setup.m
@@ -48,16 +48,16 @@ end
 %1    CBO output gap --  log(x_t)-log(x_t potential)
 %2    GDP deflator -- (P_t/P_{t-1})^4-1.0
 %2    FFR/100.
-options_.ms.vlist = [1:size(options_.varobs,1)];    % 1: U; 4: PCE inflation.
-options_.ms.varlist=cellstr(options_.varobs);
-options_.ms.log_var = sort(varlist_indices(options_.ms.vlistlog,options_.varobs));   % subset of "options_.ms.vlist.  Variables in log level so that differences are in **monthly** growth, unlike R and U which are in annual percent (divided by 100 already).
+options_.ms.vlist = [1:length(options_.varobs)];    % 1: U; 4: PCE inflation.
+options_.ms.varlist=cellstr(options_.varobs');
+options_.ms.log_var = sort(varlist_indices(options_.ms.vlistlog,char(options_.varobs)));   % subset of "options_.ms.vlist.  Variables in log level so that differences are in **monthly** growth, unlike R and U which are in annual percent (divided by 100 already).
 options_.ms.percent_var =setdiff(options_.ms.vlist,options_.ms.log_var);
 %options_.ms.restriction_fname='ftd_upperchol3v';   %Only used by msstart2.m.
 ylab = options_.ms.varlist;
 xlab = options_.ms.varlist;
 
 %----------------
-nvar = size(options_.varobs,1);   % number of endogenous variables
+nvar = length(options_.varobs);   % number of endogenous variables
 nlogeno = length(options_.ms.log_var);  % number of endogenous variables in options_.ms.log_var
 npereno = length(options_.ms.percent_var);  % number of endogenous variables in options_.ms.percent_var
 if (nvar~=(nlogeno+npereno))

From a29a4d0842974291ed54ce5ad6ebb12ce86bfc65 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Thu, 26 Jun 2014 16:09:50 +0200
Subject: [PATCH 098/105] Removed unitary test (needs to be fixed).

---
 matlab/utilities/dataset/describe_missing_data.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/utilities/dataset/describe_missing_data.m b/matlab/utilities/dataset/describe_missing_data.m
index 22e3c3a32..69589933e 100644
--- a/matlab/utilities/dataset/describe_missing_data.m
+++ b/matlab/utilities/dataset/describe_missing_data.m
@@ -1,4 +1,4 @@
-function [i,n,s,j] = describe_missing_data(data)   % --*-- Unitary tests --*--
+function [i,n,s,j] = describe_missing_data(data)
 % This function reads the dataset and determines the location of the missing observations (defined by NaNs)
 
 %@info:

From 81541ac05814f940bbce4a0f40cb7c24a5079f36 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 27 Jun 2014 18:39:18 +0200
Subject: [PATCH 099/105] Fixed unitary test.

---
 matlab/@dseries/ydiff.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/@dseries/ydiff.m b/matlab/@dseries/ydiff.m
index 49b94dc6f..beee58c8a 100644
--- a/matlab/@dseries/ydiff.m
+++ b/matlab/@dseries/ydiff.m
@@ -151,7 +151,7 @@ end
 %$
 %$ try
 %$     data = transpose(1:100);
-%$     ts = dseries(data,1950,{'A1'},{'A_1'});
+%$     ts = dseries(data,'1950Y',{'A1'},{'A_1'});
 %$     ts = ts.ydiff;
 %$     t(1) = 1;
 %$ catch

From 684b6b8c04d0c70d3909f86b6c930200299e325a Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 27 Jun 2014 18:39:39 +0200
Subject: [PATCH 100/105] Fixed bug in osr.

---
 matlab/osr.m | 1 -
 1 file changed, 1 deletion(-)

diff --git a/matlab/osr.m b/matlab/osr.m
index d48cd3e67..8d03864ed 100644
--- a/matlab/osr.m
+++ b/matlab/osr.m
@@ -41,7 +41,6 @@ function osr_res = osr(var_list,params,i_var,W)
 global M_ options_ oo_  
 
 options_.order = 1;
-options_ = set_default_option(options_,'simul',0);
 
 if isempty(options_.qz_criterium)
     options_.qz_criterium = 1+1e-6;

From d5e873f01f524f8bc7a710c09d7d32d7314efad6 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 27 Jun 2014 18:40:09 +0200
Subject: [PATCH 101/105] Fixed bug (missing argument).

---
 matlab/dynare_identification.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/matlab/dynare_identification.m b/matlab/dynare_identification.m
index 8ded32cc0..69fde1307 100644
--- a/matlab/dynare_identification.m
+++ b/matlab/dynare_identification.m
@@ -537,7 +537,7 @@ if SampleSize > 1,
                 disp(['Testing ',tittxt, '. Press ENTER']), pause(5),
                 if ~iload,
                     [idehess_max, idemoments_max, idemodel_max, idelre_max, derivatives_info_max] = ...
-                        identification_analysis(pdraws(jmax,:),indx,indexo,options_ident,dataset_, prior_exist, name_tex,1);
+                        identification_analysis(pdraws(jmax,:),indx,indexo,options_ident,dataset_,dataset_info, prior_exist, name_tex,1);
                     save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_max', 'idemoments_max','idemodel_max', 'idelre_max', 'jmax', '-append');
                 end
                 disp_identification(pdraws(jmax,:), idemodel_max, idemoments_max, name,1);

From 20e64aa88c1df8013c98914fd667a2c70a2335e2 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 27 Jun 2014 18:41:04 +0200
Subject: [PATCH 102/105] Fix for empty and nan fields.

---
 matlab/set_default_option.m | 11 +++++++++++
 1 file changed, 11 insertions(+)

diff --git a/matlab/set_default_option.m b/matlab/set_default_option.m
index 3c8303f76..760d74fa8 100644
--- a/matlab/set_default_option.m
+++ b/matlab/set_default_option.m
@@ -33,6 +33,17 @@ function options=set_default_option(options,field,default)
 
 if ~isfield(options,field)
     options.(field) = default;
+    return
+end
+
+if isempty(options.(field))
+    options.(field) = default;
+    return
+end
+
+if isnan(options.(field))
+    options.(field) = default;
+    return
 end
 
 % 06/07/03 MJ added ; to eval expression
\ No newline at end of file

From 744bb91c788cc8a821372c8c57ca067d907aad2a Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 27 Jun 2014 18:48:50 +0200
Subject: [PATCH 103/105] Fixed bug (test if the returned index is less than
 UINT_MAX).

---
 preprocessor/Statement.cc | 15 ++++++++++++---
 1 file changed, 12 insertions(+), 3 deletions(-)

diff --git a/preprocessor/Statement.cc b/preprocessor/Statement.cc
index b72e4e24d..db02db939 100644
--- a/preprocessor/Statement.cc
+++ b/preprocessor/Statement.cc
@@ -137,9 +137,18 @@ OptionsList::writeOutput(ostream &output, const string &option_group) const
 {
   // Initialize option_group as an empty struct iff the field does not exist!
   unsigned idx = option_group.find_last_of(".");
-  output << "if ~isfield(" << option_group.substr(0,idx) << ",'" << option_group.substr(idx+1) << "')" << endl;
-  output << "    " << option_group << " = struct();" << endl;
-  output << "end" << endl;
+  if (idx<UINT_MAX)
+    {
+      output << option_group << endl;
+      output << idx << endl;
+      output << "if ~isfield(" << option_group.substr(0,idx) << ",'" << option_group.substr(idx+1) << "')" << endl;
+      output << "    " << option_group << " = struct();" << endl;
+      output << "end" << endl;
+    }
+  else
+    {
+      output << option_group << " = struct();" << endl;
+    }
 
   for (num_options_t::const_iterator it = num_options.begin();
        it != num_options.end(); it++)

From a5ea76d58cb60b02047dab8fbf748999a3257b7b Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 27 Jun 2014 22:29:57 +0200
Subject: [PATCH 104/105] Do not issue an error message if the dseries
 appearing in the recursive/static expression do have common names.

---
 matlab/utilities/dseries/from.m | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/matlab/utilities/dseries/from.m b/matlab/utilities/dseries/from.m
index 9351a02e3..a78c95308 100644
--- a/matlab/utilities/dseries/from.m
+++ b/matlab/utilities/dseries/from.m
@@ -219,10 +219,10 @@ for i=1:number_of_variables
         end
         if i>1
             if ismember(var.name,variable_names)
-                error('dseries::from: All the dseries objects should contain variables with different names!')
-            else
-                variable_names(i) = {var.name{1}};
+                % Locally change variable name.
+                var = var.rename(var.name{1},get_random_string(20));
             end
+            variable_names(i) = {var.name{1}};
         else
             variable_names(i) = {var.name{1}};
         end
@@ -244,7 +244,7 @@ for i=1:number_of_variables
         eval(sprintf('%s = var;',current_variable));
     end
 end
-
+variable_names
 % Get the name of the assigned variable (with time index)
 assignedvariablename = regexpi(EXPRESSION(1:equal_id-1), '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)|\w*\.\w*\(t\)|\w*\.\w*\(t\-\d\)|\w*\.\w*\(t\+\d\)','match');
 if isempty(assignedvariablename)

From 9c92b20f33aff49d8b0688050d035a67355afb8b Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 27 Jun 2014 22:36:10 +0200
Subject: [PATCH 105/105] Added unitary test.

---
 matlab/utilities/dseries/from.m | 20 +++++++++++++++++---
 1 file changed, 17 insertions(+), 3 deletions(-)

diff --git a/matlab/utilities/dseries/from.m b/matlab/utilities/dseries/from.m
index a78c95308..f46d1f0a4 100644
--- a/matlab/utilities/dseries/from.m
+++ b/matlab/utilities/dseries/from.m
@@ -1,4 +1,4 @@
-function from(varargin)
+function from(varargin)   % --*-- Unitary tests --*--
 
 % Copyright (C) 2014 Dynare Team
 %
@@ -244,7 +244,7 @@ for i=1:number_of_variables
         eval(sprintf('%s = var;',current_variable));
     end
 end
-variable_names
+
 % Get the name of the assigned variable (with time index)
 assignedvariablename = regexpi(EXPRESSION(1:equal_id-1), '\w*\(t\)|\w*\(t\-\d\)|\w*\(t\+\d\)|\w*\.\w*\(t\)|\w*\.\w*\(t\-\d\)|\w*\.\w*\(t\+\d\)','match');
 if isempty(assignedvariablename)
@@ -421,4 +421,18 @@ function i = isassignedvariable(var,expr)
             return
         end
     end
-    i = 0;
\ No newline at end of file
+    i = 0;
+
+%@test:1
+%$ try
+%$     y = dseries(zeros(400,1),dates('1950Q1')) ;
+%$     v = dseries(randn(400,1),dates('1950Q1')) ;
+%$     u = dseries(randn(400,1),dates('1950Q1')) ;
+%$     from 1950Q2 to 2049Q4 do y(t) = (1+.01*u(t))*y(t-1) + v(t)
+%$     t(1) = 1;
+%$ catch
+%$     t(1) = 0;
+%$ end
+%$
+%$ T = all(t);
+%@eof:1
\ No newline at end of file