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Merge branch 'master' into experimental-mjdgges-threshold

time-shift
Stéphane Adjemian (Charybdis) 2013-06-12 17:27:25 +02:00
parent d46ba1f209 61485ab809
commit cb2228acad
202 changed files with 590 additions and 304 deletions
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133
doc/dynare.texi
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@ -105,6 +105,7 @@ This is Dynare Reference Manual, version @value{VERSION}.
* Running Dynare::
* The Model file::
* The Configuration File::
* Time Series::
* Reporting::
* Examples::
* Dynare internal documentation and unitary tests::
@ -797,10 +798,6 @@ during the computation.
Structure containing the various results of the computations.
@end defvr
@menu
* Understanding Preprocessor Error Messages::
@end menu
@node Understanding Preprocessor Error Messages
@section Understanding Preprocessor Error Messages
@ -4199,7 +4196,8 @@ the file
@anchor{nobs1}
Runs a recursive estimation and forecast for samples of size ranging
of @var{INTEGER1} to @var{INTEGER2}. Option @code{forecast} must
also be specified. The forecasts are stored in the @code{RecursiveForecast} field of the results structure. @xref{RecursiveForecast}
also be specified. The forecasts are stored in the
@code{RecursiveForecast} field of the results structure (@pxref{RecursiveForecast}).
@item first_obs = @var{INTEGER}
@anchor{first_obs}
@ -4963,7 +4961,7 @@ Variable set by the @code{estimation} command. Stores log-posterior of final MCM
@defvr {MATLAB/Octave variable} oo_.RecursiveForecast
@anchor{RecursiveForecast}
Variable set by the @code{forecast} option of the @code{estimation} command when used with the nobs = [@var{INTEGER1}:@var{INTEGER2}] option (@xref{nobs1,,nobs}).
Variable set by the @code{forecast} option of the @code{estimation} command when used with the nobs = [@var{INTEGER1}:@var{INTEGER2}] option (@pxref{nobs1,,nobs}).
Fields are of the form:
@example
@ -7886,6 +7884,111 @@ MatlabOctavePath = matlab
@end deffn
@node Time Series
@chapter Time Series
Dynare provides a Matlab class for handling time series data, which is
based on classes for handling dates. Below, you will first find the
classes and methods used for creating and dealing with dates and then
the class used for using time series.
@section dynDate
@deftypefn {dynDate} dynDate (@code{INTEGER})
@deftypefnx {dynDate} dynDate (@code{STRING})
@deftypefnx {dynDate} dynDate (@var{NUMERICAL_VECTOR}, @code{INTEGER})
Returns a @code{dynDate} object that represents a date.
If the value passed is an @code{INTEGER}, return a date of annual
frequency.
If the value passed is a @code{STRING}, it should be passed in one of
the following formats: @code{`1999'} for an annual date,
@code{`1999q4'} for a quarterly date, @code{`1999m12'} for a monthly
date, and @code{`1999w52'} for a weekly date.
If the value passed is a @code{NUMERICAL_VECTOR} it should be a vector
of size @code{2}. The format should be: @code{[year period]}. In this
case, you must pass a second argument to the @code{dynDate} consructor
indicating the freqency of the date as an @code{INTEGER}. This
argument can take the following possible values: @code{1} for annual,
@code{4} for quarterly, @code{12} for monthly and @code{52} for
weekly.
@examplehead
An example of various ways to create a @code{dynDate} object:
@example
do1 = dynDate(`1999'); % 1999
do2 = dynDate(`Q'); % NaNqNan
do3 = dynDate([1999 2], 12); % 1999m2
@end example
@end deftypefn
@section dynDates
@deftypefn {dynDates} dynDates (@code{STRING} [, @code{STRING} @dots{}])
Returns a @code{dynDates} object that represents a list of dates.
Providing a @code{STRING} argument populates the object with the date
represented by said @code{STRING}. If more than one argument is
provided, they should all be dates represented as @code{STRINGS}.
@examplehead
An example of various ways to create a @code{dynDates} object:
@example
do1 = dynDates(`1999', `2000', `2001', `2002');
do2 = dynDates(`1999', `2003', `2002');
do3 = dynDate(`1999Q2'):dynDate(`2000Q3');
@end example
Here, @code{do1} and @code{do2} contain the dates specified in the
order specified. @code{do3} contains a quarterly list of all dates
between @code{1999q2} and @code{2000q3} inclusive.
@end deftypefn
@section dynSeries
@deftypefn {dynSeries} dynSeries (@code{dynDate})
@deftypefnx {dynSeries} dynSeries (@code{FILENAME})
@deftypefnx {dynSeries} dynSeries (@code{DOUBLE_MATRIX}, @code{dynDate}, @code{CELLSTR}, @code{CELLSTR})
@deftypefnx {dynSeries} dynSeries (@code{DOUBLE_MATRIX}, @code{STRING}, @code{CELLSTR}, @code{CELLSTR})
Returns a @code{dynSeries} object that represents one or more time
series.
If a @code{dynDate} argument is provided, instantiate an empty
@code{dynSeries} with an inital date equal to the input argument.
If a @code{FILENAME} is passed as input, a @code{dynSeries} object
will be created from the named file. Valid file types are @file{.m}
file, @file{.mat} file, and @file{.csv}.
If the data is not read from a file, it can be provided via a
@math{T}x@math{N} matrix as the first argument to @code{dynSeries}, with
@math{T} representing the number of observations on @math{N}
variables. The second argument in such a calling sequence can be
either a @code{dynDate} representing the period of the first
observation or a @code{STRING} which would be used to instantiate a
@code{dynDate}. The third argument is a @code{CELLSTR} of size
@math{N} with one entry for each variable name. The final argument is
a @code{CELLSTR} of size @math{N} composed of the @LaTeX{} names
associated with the variables. Input arguments three and four are
optional.
@examplehead
An example of various ways to create a @code{dynSeries} object:
@example
do1 = dynSeries(dynDate(1999));
do2 = dynSeries(`filename.csv');
do3 = dynSeries([1; 2; 3], dynDate(1999), @{`var123'@}, @{`var_@{123@}'@});
@end example
@end deftypefn
@node Reporting
@chapter Reporting
@ -8047,9 +8150,9 @@ The names of the series contained in the @code{dynSeries} provided to
the @ref{data} option. If empty, use all series provided to
@ref{data} option. Default: @code{empty}
@item shade, @code{dynDate}:@code{dynDate}
A @code{dynDates} range showing the portion of the graph that should
be shaded. Default: @code{none}
@item shade, @code{dynDates}
The date range showing the portion of the graph that should be
shaded. Default: @code{none}
@item shadeColor, @code{MATLAB_COLOR_NAME}
The color to use in the shaded portion of the graph. Default:
@ -8067,13 +8170,13 @@ The x-axis label. Default: @code{none}
@item ylabel, @code{STRING}
The y-axis label. Default: @code{none}
@item xrange, @code{dynDate}:@code{dynDate}
The boundary on the x-axis to display in the graph, represented as a
@code{dynDate} range. Default: all
@item xrange, @code{dynDates}
The boundary on the x-axis to display in the graph. Default: all
@item yrange, @code{dynDate}:@code{dynDate}
@item yrange, @code{NUMERICAL_VECTOR}
The boundary on the y-axis to display in the graph, represented as a
@code{dynDate} range. Default: all
@code{NUMERICAL_VECTOR} of size @math{2}, with the first entry less
than the second entry. Default: all
@item showZeroline, @code{BOOLEAN}
Display a solid black line at @math{y = 0}. Default: @code{false}
@ -8095,7 +8198,7 @@ Whether or not to show horizontal lines separating the rows. Default: @code{fals
@item precision, @code{INTEGER}
The number of decimal places to report in the table data. Default: @code{1}
@item range, @code{dynDate}:@code{dynDate}
@item range, @code{dynDates}
The date range of the data to be displayed. Default: @code{all}
@item seriesToUse, @code{CELL_ARRAY_STRINGS}

7
license.txt
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@ -45,7 +45,7 @@ Files: matlab/bfgsi1.m matlab/csolve.m matlab/csminit1.m matlab/numgrad2.m
matlab/bvar_toolbox.m matlab/partial_information/PI_gensys.m matlab/qzswitch.m
matlab/qzdiv.m
Copyright: 1993-2009 Christopher Sims
2006-2011 Dynare Team
2006-2012 Dynare Team
License: GPL-3+
Files: matlab/cmaes.m
@ -53,6 +53,11 @@ Copyright: 2001-2012 Nikolaus Hansen
2012 Dynare Team
License: GPL-3+
Files: matlab/endogenous_prior.m
Copyright: 2011 Lawrence J. Christiano, Mathias Trabandt and Karl Walentin
2013 Dynare Team
License: GPL-3+
Files: matlab/missing/stats/normpdf.m matlab/missing/stats/gamcdf.m
matlab/missing/stats/common_size.m matlab/missing/stats/chi2inv.m
matlab/missing/stats/gaminv.m matlab/missing/stats/gampdf.m

2
m4/ax_gsl.m4
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@ -2,7 +2,7 @@ dnl Detect GSL.
dnl We don't use the official M4 macro since it relies on the script gsl-config,
dnl which does not work when cross-compiling.
dnl
dnl Copyright (C) 2010 Dynare Team
dnl Copyright (C) 2010-2012 Dynare Team
dnl
dnl This file is part of Dynare.
dnl

2
matlab/@dynDate/colon.m
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@ -30,7 +30,7 @@ function sp = colon(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynDate/dynDate.m
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@ -43,7 +43,7 @@ function date = dynDate(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynDate/eq.m
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@ -29,7 +29,7 @@ function c = eq(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -121,4 +121,4 @@ c = isequal(a.time,b.time);
%$ t(2) = dyn_assert(i2,1);
%$ t(3) = dyn_assert(i3,0);
%$ T = all(t);
%@eof:2
%@eof:2

2
matlab/@dynDate/format.m
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@ -27,7 +27,7 @@ function p = format(date)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynDate/ge.m
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@ -30,7 +30,7 @@ function c = ge(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -80,4 +80,4 @@ end
%$ t(3) = dyn_assert(i3,0);
%$ t(4) = dyn_assert(i4,1);
%$ T = all(t);
%@eof:1
%@eof:1

4
matlab/@dynDate/gt.m
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@ -29,7 +29,7 @@ function c = gt(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -95,4 +95,4 @@ end
%$ t(3) = dyn_assert(i3,0);
%$ t(4) = dyn_assert(i4,0);
%$ T = all(t);
%@eof:1
%@eof:1

4
matlab/@dynDate/isempty.m
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@ -27,7 +27,7 @@ function b = isempty(a)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -56,4 +56,4 @@ b = all(isnan(a.time)) && isnan(a.freq);
%$ % Test if this object is empty
%$ t(1) = isempty(d);
%$ T = all(t);
%@eof:1
%@eof:1

4
matlab/@dynDate/le.m
View File

@ -30,7 +30,7 @@ function c = le(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -80,4 +80,4 @@ end
%$ t(3) = dyn_assert(i3,1);
%$ t(4) = dyn_assert(i4,0);
%$ T = all(t);
%@eof:1
%@eof:1

2
matlab/@dynDate/lt.m
View File

@ -29,7 +29,7 @@ function c = lt(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynDate/max.m
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@ -29,7 +29,7 @@ function c = max(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynDate/min.m
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@ -29,7 +29,7 @@ function c = min(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynDate/minus.m
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@ -31,7 +31,7 @@ function c = minus(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -107,4 +107,4 @@ end
%$ t(4) = dyn_assert(e4,41);
%$ t(4) = dyn_assert(e5,19);
%$ T = all(t);
%@eof:1
%@eof:1

2
matlab/@dynDate/ne.m
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@ -29,7 +29,7 @@ function c = ne(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynDate/plus.m
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@ -31,7 +31,7 @@ function c = plus(a,b)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -104,4 +104,4 @@ end
%$ t(3) = dyn_assert(e3.time,d3.time);
%$ t(4) = dyn_assert(e4.time,d4.time);
%$ T = all(t);
%@eof:1
%@eof:1

4
matlab/@dynDate/subsref.m
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@ -32,7 +32,7 @@ function B = subsref(A,S)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -235,4 +235,4 @@ end
%$ t(1) = dyn_assert(qq.freq,4);
%$ t(2) = dyn_assert(time,[1938,4]);
%$ T = all(t);
%@eof:5
%@eof:5

2
matlab/@dynDate/uminus.m
View File

@ -29,7 +29,7 @@ function b = uminus(a)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynDate/uplus.m
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@ -29,7 +29,7 @@ function b = uplus(a)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -115,4 +115,4 @@ end
%$ t(6) = dyn_assert(e6.time,[1951 1]);
%$ t(7) = dyn_assert(e7.time,[2001 1]);
%$ T = all(t);
%@eof:1
%@eof:1

2
matlab/@dynDates/append.m
View File

@ -30,7 +30,7 @@ function dd = append(dd,a)
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynDates/sort.m
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@ -28,7 +28,7 @@ function dd = sort(dd)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynDates/unique.m
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@ -28,7 +28,7 @@ function dd = unique(dd)
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/dynSeries.m
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@ -59,7 +59,7 @@ function ts = dynSeries(varargin)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/exp.m
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@ -27,7 +27,7 @@ function ts = exp(ts)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/extract.m
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@ -1,7 +1,7 @@
function A = extract(B,varargin)
% Extract some variables from a database.
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/horzcat.m
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@ -39,7 +39,7 @@ function a = horzcat(varargin)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynSeries/isempty.m
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@ -20,7 +20,7 @@ function b = isempty(A)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.
%
@ -39,4 +39,4 @@ function b = isempty(A)
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
b = isempty(A.data) && isequal(A.nobs,0) && isequal(A.vobs,0);
b = isempty(A.data) && isequal(A.nobs,0) && isequal(A.vobs,0);

2
matlab/@dynSeries/log.m
View File

@ -26,7 +26,7 @@ function ts = log(ts)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/minus.m
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@ -22,7 +22,7 @@ function A = minus(B,C)
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/mrdivide.m
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@ -22,7 +22,7 @@ function A = mrdivide(B,C)
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/mtimes.m
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@ -22,7 +22,7 @@ function A = mtimes(B,C)
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynSeries/numel.m
View File

@ -1,6 +1,6 @@
function n = numel(obj, varargin)
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -17,4 +17,4 @@ function n = numel(obj, varargin)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
n = 1;
n = 1;

2
matlab/@dynSeries/plus.m
View File

@ -22,7 +22,7 @@ function A = plus(B,C)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynSeries/private/horzcat2.m
View File

@ -39,7 +39,7 @@ function a = horzcat2(b,c)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -109,4 +109,4 @@ else
a.data = [b.data, c.data];
a.time = unique(b.time.append(c.time));
end
a.nobs = size(a.data,1);
a.nobs = size(a.data,1);

4
matlab/@dynSeries/qdiff.m
View File

@ -22,7 +22,7 @@ function us = qdiff(ts)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -104,4 +104,4 @@ end
%$ end
%$
%$ T = all(t);
%@eof:2
%@eof:2

4
matlab/@dynSeries/qgrowth.m
View File

@ -22,7 +22,7 @@ function us = qgrowth(ts)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -104,4 +104,4 @@ end
%$ end
%$
%$ T = all(t);
%@eof:2
%@eof:2

21
matlab/@dynSeries/save.m
View File

@ -1,6 +1,23 @@
function save(A,basename,format)
% Saves a dynSeries object on disk.
% 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 nargin<3 || isempty(format)
format = 'csv';
end
@ -136,4 +153,4 @@ end
%$ end
%$
%$ T = all(t);
%@eof:4
%@eof:4

2
matlab/@dynSeries/subsasgn.m
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@ -8,7 +8,7 @@ function A = subsasgn(A,S,B)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/subsref.m
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@ -44,7 +44,7 @@ function B = subsref(A, S)
%! @end deftypefn
%@eod:
% Copyright (C) 2011, 2012, 2013 Dynare Team
% Copyright (C) 2011-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/uminus.m
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@ -22,7 +22,7 @@ function A = uminus(B)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/@dynSeries/ydiff.m
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@ -23,7 +23,7 @@ function us = ydiff(ts)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

4
matlab/@dynSeries/ygrowth.m
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@ -22,7 +22,7 @@ function us = ygrowth(ts)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -138,4 +138,4 @@ end
%$ end
%$
%$ T = all(t);
%@eof:3
%@eof:3

2
matlab/AHessian.m
View File

@ -8,7 +8,7 @@ function [AHess, DLIK, LIK] = AHessian(T,R,Q,H,P,Y,DT,DYss,DOm,DH,DP,start,mf,ka
% NOTE: the derivative matrices (DT,DR ...) are 3-dim. arrays with last
% dimension equal to the number of structural parameters
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/CheckPath.m
View File

@ -11,7 +11,7 @@ function DirectoryName = CheckPath(type,dname)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2005-2011 Dynare Team
% Copyright (C) 2005-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/CutSample.m
View File

@ -14,7 +14,7 @@ function CutSample(M_, options_, estim_params_)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2005-2011 Dynare Team
% Copyright (C) 2005-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/PosteriorIRF.m
View File

@ -16,7 +16,7 @@ function PosteriorIRF(type)
% functions associated with it(the _core1 and _core2).
% See also the comments random_walk_metropolis_hastings.m funtion.
% Copyright (C) 2006-2012 Dynare Team
% Copyright (C) 2006-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/PosteriorIRF_core1.m
View File

@ -22,7 +22,7 @@ function myoutput=PosteriorIRF_core1(myinputs,fpar,B,whoiam, ThisMatlab)
% SPECIAL REQUIREMENTS.
% None.
%
% Copyright (C) 2006-2012 Dynare Team
% Copyright (C) 2006-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/adaptive_metropolis_hastings.m
View File

@ -34,7 +34,7 @@ function record=adaptive_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv,mh
% Then the comments write here can be used for all the other pairs of
% parallel functions and also for management funtions.
% Copyright (C) 2006-2011 Dynare Team
% Copyright (C) 2006-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/bvar_forecast.m
View File

@ -11,7 +11,7 @@ function bvar_forecast(nlags)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2007-2012 Dynare Team
% Copyright (C) 2007-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/cartesian_product_of_sets.m
View File

@ -31,7 +31,7 @@ function cprod = cartesian_product_of_sets(varargin)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/check_model.m
View File

@ -1,6 +1,6 @@
function check_model(DynareModel)
% Copyright (C) 2005-2011 Dynare Team
% Copyright (C) 2005-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/check_posterior_analysis_data.m
View File

@ -1,6 +1,6 @@
function [info,description] = check_posterior_analysis_data(type,M_)
% Copyright (C) 2008-2009 Dynare Team
% Copyright (C) 2008-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/conditional_variance_decomposition_mc_analysis.m
View File

@ -3,7 +3,7 @@ function oo_ = ...
% This function analyses the (posterior or prior) distribution of the
% endogenous conditional variance decomposition.
% Copyright (C) 2009-2010 Dynare Team
% Copyright (C) 2009-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/correlation_mc_analysis.m
View File

@ -2,7 +2,7 @@ function oo_ = correlation_mc_analysis(SampleSize,type,dname,fname,vartan,nvar,v
% This function analyses the (posterior or prior) distribution of the
% endogenous variables correlation function.
% Copyright (C) 2008-2009 Dynare Team
% Copyright (C) 2008-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/cosn.m
View File

@ -7,7 +7,7 @@ function [co, b, yhat] = cosn(H);
% Not the same as multiple correlation coefficient since the means are not
% zero
%
% Copyright (C) 2008-2011 Dynare Team
% Copyright (C) 2008-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/covariance_mc_analysis.m
View File

@ -2,7 +2,7 @@ function oo_ = covariance_mc_analysis(NumberOfSimulations,type,dname,fname,varta
% This function analyses the (posterior or prior) distribution of the
% endogenous variables covariance matrix.
% Copyright (C) 2008-2009 Dynare Team
% Copyright (C) 2008-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/cubature_with_gaussian_weight.m
View File

@ -34,7 +34,7 @@ function [nodes, weights] = cubature_with_gaussian_weight(d,n,method)
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/disp_identification.m
View File

@ -1,6 +1,6 @@
function disp_identification(pdraws, idemodel, idemoments, name, advanced)
% Copyright (C) 2008-2011 Dynare Team
% Copyright (C) 2008-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/disp_th_moments.m
View File

@ -1,7 +1,7 @@
function disp_th_moments(dr,var_list)
% Display theoretical moments of variables
% Copyright (C) 2001-2011 Dynare Team
% Copyright (C) 2001-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/display_conditional_variance_decomposition.m
View File

@ -16,7 +16,7 @@ function oo_ = display_conditional_variance_decomposition(Steps, SubsetOfVariabl
% [1] The covariance matrix of the state innovations needs to be diagonal.
% [2] In this version, absence of measurement errors is assumed...
% Copyright (C) 2010-2012 Dynare Team
% Copyright (C) 2010-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/dr_block.m
View File

@ -33,7 +33,7 @@ function [dr,info,M_,options_,oo_] = dr_block(dr,task,M_,options_,oo_)
% none.
%
% Copyright (C) 2010-2012 Dynare Team
% Copyright (C) 2010-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/dsge_likelihood.m
View File

@ -111,7 +111,7 @@ function [fval,DLIK,Hess,exit_flag,ys,trend_coeff,info,Model,DynareOptions,Bayes
%! @end deftypefn
%@eod:
% Copyright (C) 2004-2012 Dynare Team
% Copyright (C) 2004-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/dyn_forecast.m
View File

@ -16,7 +16,7 @@ function info = dyn_forecast(var_list,task)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2011 Dynare Team
% Copyright (C) 2003-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/dynare.m
View File

@ -16,7 +16,7 @@ function dynare(fname, varargin)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2001-2012 Dynare Team
% Copyright (C) 2001-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/dynare_estimation.m
View File

@ -11,7 +11,7 @@ function dynare_estimation(var_list,dname)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2012 Dynare Team
% Copyright (C) 2003-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/dynare_estimation_init.m
View File

@ -18,7 +18,7 @@ function [dataset_,xparam1, M_, options_, oo_, estim_params_,bayestopt_, fake] =
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2012 Dynare Team
% Copyright (C) 2003-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/dynare_identification.m
View File

@ -19,7 +19,7 @@ function [pdraws, TAU, GAM, LRE, gp, H, JJ] = dynare_identification(options_iden
% main
%
% Copyright (C) 2010-2012 Dynare Team
% Copyright (C) 2010-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/dynare_sensitivity.m
View File

@ -4,7 +4,7 @@ function x0=dynare_sensitivity(options_gsa)
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2008-2011 Dynare Team
% Copyright (C) 2008-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/ep/extended_path.m
View File

@ -14,7 +14,7 @@ function time_series = extended_path(initial_conditions,sample_size)
%
% SPECIAL REQUIREMENTS
% Copyright (C) 2009-2012 Dynare Team
% Copyright (C) 2009-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/ep/solve_stochastic_perfect_foresight_model.m
View File

@ -1,6 +1,6 @@
function [flag,endo_simul,err] = solve_stochastic_perfect_foresight_model(endo_simul,exo_simul,pfm,nnodes,order)
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/ep/solve_stochastic_perfect_foresight_model_1.m
View File

@ -1,6 +1,6 @@
function [flag,endo_simul,err] = solve_stochastic_perfect_foresight_model_1(endo_simul,exo_simul,pfm,nnodes,order)
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

16
matlab/fastgensylv.m
View File

@ -111,19 +111,3 @@ end
%
% SPECIAL REQUIREMENTS
% none.
% Copyright (C) 1996-2012 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/>.

2
matlab/forecast_graphs.m
View File

@ -1,6 +1,6 @@
function forecast_graphs(var_list)
% Copyright (C) 2008-2012 Dynare Team
% Copyright (C) 2008-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gauss_hermite_weights_and_nodes.m
View File

@ -31,7 +31,7 @@ function [nodes,weights] = gauss_hermite_weights_and_nodes(n)
%! @end deftypefn
%@eod:
% Copyright (C) 2011 Dynare Team
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/getJJ.m
View File

@ -1,6 +1,6 @@
function [JJ, H, gam, gp, dA, dOm, dYss] = getJJ(A, B, M_,oo_,options_,kronflag,indx,indexo,mf,nlags,useautocorr)
% Copyright (C) 2010-2011 Dynare Team
% Copyright (C) 2010-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/global_initialization.m
View File

@ -11,7 +11,7 @@ function global_initialization()
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2012 Dynare Team
% Copyright (C) 2003-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/graph_decomp.m
View File

@ -1,7 +1,7 @@
function []=graph_decomp(z,shock_names,endo_names,i_var,initial_date,DynareModel,DynareOptions)
%function []=graph_decomp(z,varlist,initial_period,freq)
% Copyright (C) 2010-2011 Dynare Team
% Copyright (C) 2010-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gsa/filt_mc_.m
View File

@ -16,7 +16,7 @@ function [rmse_MC, ixx] = filt_mc_(OutDir,options_gsa_,dataset_)
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gsa/map_ident_.m
View File

@ -1,6 +1,6 @@
function map_ident_(OutputDirectoryName,opt_gsa)
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gsa/redform_map.m
View File

@ -19,7 +19,7 @@ function redform_map(dirname,options_gsa_)
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gsa/redform_screen.m
View File

@ -14,7 +14,7 @@ function redform_screen(dirname, options_gsa_)
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gsa/stab_map_.m
View File

@ -38,7 +38,7 @@ function x0 = stab_map_(OutputDirectoryName,opt_gsa)
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gsa/stab_map_1.m
View File

@ -24,7 +24,7 @@ function [proba, dproba] = stab_map_1(lpmat, ibehaviour, inonbehaviour, aname, i
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/gsa/stab_map_2.m
View File

@ -9,7 +9,7 @@ function stab_map_2(x,alpha2, pvalue, fnam, dirname,xparam1,figtitle)
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/ident_bruteforce.m
View File

@ -9,7 +9,7 @@ function [pars, cosnJ] = ident_bruteforce(J,n,TeX, pnames_TeX)
% pars : cell array with groupf of params for each column of J for 1 to n
% cosnJ : the cosn of each column with the selected group of columns
% Copyright (C) 2009-2011 Dynare Team
% Copyright (C) 2009-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/identification_analysis.m
View File

@ -25,7 +25,7 @@ function [ide_hess, ide_moments, ide_model, ide_lre, derivatives_info, info] = i
% SPECIAL REQUIREMENTS
% None
% Copyright (C) 2008-2012 Dynare Team
% Copyright (C) 2008-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/independent_metropolis_hastings.m
View File

@ -22,7 +22,7 @@ function record=independent_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv
% PARALLEL CONTEXT
% See the comment in random_walk_metropolis_hastings.m funtion.
% Copyright (C) 2006-2011 Dynare Team
% Copyright (C) 2006-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/independent_metropolis_hastings_core.m
View File

@ -16,7 +16,7 @@ function myoutput = independent_metropolis_hastings_core(myinputs,fblck,nblck,wh
% SPECIAL REQUIREMENTS.
% None.
%
% Copyright (C) 2006-2011 Dynare Team
% Copyright (C) 2006-2013 Dynare Team
%
% This file is part of Dynare.
%

17
matlab/k_order_perturbation.m
View File

@ -51,3 +51,20 @@
% k_order_peturbation is a compiled MEX function. It's source code is in
% dynare/mex/sources/k_order_perturbation.cc and it uses code provided by
% dynare++
% 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/>.

2
matlab/kalman/likelihood/kalman_filter.m
View File

@ -71,7 +71,7 @@ function [LIK, LIKK, a, P] = kalman_filter(Y,start,last,a,P,kalman_tol,riccati_t
%! @end deftypefn
%@eod:
% Copyright (C) 2004-2012 Dynare Team
% Copyright (C) 2004-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/kalman/likelihood/kalman_filter_d.m
View File

@ -31,7 +31,7 @@ function [dLIK,dlik,a,Pstar] = kalman_filter_d(Y, start, last, a, Pinf, Pstar, k
% Models", S.J. Koopman and J. Durbin (2003, in Journal of Time Series
% Analysis, vol. 24(1), pp. 85-98).
% Copyright (C) 2004-2012 Dynare Team
% Copyright (C) 2004-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/kronecker/A_times_B_kronecker_C.m
View File

@ -43,7 +43,7 @@ function [D, err] = A_times_B_kronecker_C(A,B,C,fake)
%! @end deftypefn
%@eod:
% Copyright (C) 1996-2011 Dynare Team
% Copyright (C) 1996-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/kronecker/sparse_hessian_times_B_kronecker_C.m
View File

@ -45,7 +45,7 @@ function [D, err] = sparse_hessian_times_B_kronecker_C(varargin)
%! @end deftypefn
%@eod:
% Copyright (C) 1996-2011 Dynare Team
% Copyright (C) 1996-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/load_csv_file_data.m
View File

@ -38,7 +38,7 @@ function [freq, init, data, varlist] = load_csv_file_data(file, withtime, withna
%! @end deftypefn
%@eod:
% Copyright (C) 2012 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%

5
matlab/load_m_file_data.m
View File

@ -32,8 +32,7 @@ function [freq,init,data,varlist,tex] = load_m_file_data(file)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -153,4 +152,4 @@ end
%$ t(8) = dyn_assert(data(:,1),[1;2;3;4;5]);
%$ t(9) = dyn_assert(data(:,2),[2;3;4;5;6]);
%$ T = all(t);
%@eof:1
%@eof:1

5
matlab/load_mat_file_data.m
View File

@ -32,8 +32,7 @@ function [freq,init,data,varlist,tex] = load_mat_file_data(file)
%! @end deftypefn
%@eod:
% Copyright (C) 2012, 2013 Dynare Team
% Copyright (C) 2012-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -125,4 +124,4 @@ end
%$ t(8) = dyn_assert(data(:,1),[1;2;3;4;5]);
%$ t(9) = dyn_assert(data(:,2),[2;3;4;5;6]);
%$ T = all(t);
%@eof:1
%@eof:1

2
matlab/maximize_prior_density.m
View File

@ -15,7 +15,7 @@ function [xparams,lpd,hessian] = ...
% lpd [double] scalar, value of the logged prior density at the mode.
% hessian [double] matrix, Hessian matrix at the prior mode.
% Copyright (C) 2009-2011 Dynare Team
% Copyright (C) 2009-2012 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/metropolis_hastings_initialization.m
View File

@ -23,7 +23,7 @@ function [ ix2, ilogpo2, ModelName, MhDirectoryName, fblck, fline, npar, nblck,
% SPECIAL REQUIREMENTS
% None.
% Copyright (C) 2006-2011 Dynare Team
% Copyright (C) 2006-2013 Dynare Team
%
% This file is part of Dynare.
%

2
matlab/mh_autocorrelation_function.m
View File

@ -18,7 +18,7 @@ function mh_autocorrelation_function(options_,M_,estim_params_,type,blck,name1,n
%
% SPECIAL REQUIREMENTS
% Copyright (C) 2003-2011 Dynare Team
% Copyright (C) 2003-2013 Dynare Team
%
% This file is part of Dynare.
%

Some files were not shown because too many files have changed in this diff Show More