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v4 matlab: fixed some existing copyright headers (and some other minor header issues) 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2008-08-01 12:40:33 +00:00
parent c633f68b12
commit db50368418
96 changed files with 1650 additions and 337 deletions
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20
matlab/AIM/dynAIMsolver1.m
View File

@ -43,8 +43,24 @@ function [dr,aimcode,rts]=dynAIMsolver1(jacobia_,M_,dr)
% i.e. diff < e-14 for aa and diff < *e-13 for jacobia_ if Q' is used. % i.e. diff < e-14 for aa and diff < *e-13 for jacobia_ if Q' is used.
% %
% GP July 2008 % GP July 2008
% part of DYNARE, copyright Dynare Team (1996-2008)
% Gnu Public License. % Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
aimcode=-1; aimcode=-1;
neq= size(jacobia_,1); % no of equations neq= size(jacobia_,1); % no of equations
lags=M_.maximum_endo_lag; % no of lags and leads lags=M_.maximum_endo_lag; % no of lags and leads

22
matlab/DiffuseKalmanSmoother3.m
View File

@ -1,5 +1,4 @@
function [alphahat,etahat,a1, aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf) function [alphahat,etahat,a1, aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
% function [alphahat,etahat,a1, aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf) % function [alphahat,etahat,a1, aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
% Computes the diffuse kalman smoother without measurement error, in the case of a singular var-cov matrix. % Computes the diffuse kalman smoother without measurement error, in the case of a singular var-cov matrix.
% Univariate treatment of multivariate time series. % Univariate treatment of multivariate time series.
@ -22,15 +21,28 @@ function [alphahat,etahat,a1, aK] = DiffuseKalmanSmoother3(T,R,Q,Pinf1,Pstar1,Y,
% etahat: smoothed shocks % etahat: smoothed shocks
% a1: matrix of one step ahead filtered state variables % a1: matrix of one step ahead filtered state variables
% aK: 3D array of k step ahead filtered state variables % aK: 3D array of k step ahead filtered state variables
%
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% See "Filtering and Smoothing of State Vector for Diffuse State Space % See "Filtering and Smoothing of State Vector for Diffuse State Space
% Models", S.J. Koopman and J. Durbin (2003, in Journal of Time Series % Models", S.J. Koopman and J. Durbin (2003, in Journal of Time Series
% Analysis, vol. 24(1), pp. 85-98). % Analysis, vol. 24(1), pp. 85-98).
%
% part of DYNARE, copyright Dynare Team (2004-2008)
% Gnu Public License.
% Copyright (C) 2004-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Modified by M. Ratto % Modified by M. Ratto
% New output argument aK: 1-step to nk-stpe ahed predictions) % New output argument aK: 1-step to nk-stpe ahed predictions)

20
matlab/DiffuseKalmanSmoother3_Z.m
View File

@ -1,5 +1,4 @@
function [alphahat,etahat,a1,P,aK,PK,d,decomp] = DiffuseKalmanSmoother3_Z(T,Z,R,Q,Pinf1,Pstar1,Y,pp,mm,smpl) function [alphahat,etahat,a1,P,aK,PK,d,decomp] = DiffuseKalmanSmoother3_Z(T,Z,R,Q,Pinf1,Pstar1,Y,pp,mm,smpl)
% function [alphahat,etahat,a1,P,aK,PK,d,decomp_filt] = DiffuseKalmanSmoother3(T,Z,R,Q,Pinf1,Pstar1,Y,pp,mm,smpl) % function [alphahat,etahat,a1,P,aK,PK,d,decomp_filt] = DiffuseKalmanSmoother3(T,Z,R,Q,Pinf1,Pstar1,Y,pp,mm,smpl)
% Computes the diffuse kalman smoother without measurement error, in the case of a singular var-cov matrix. % Computes the diffuse kalman smoother without measurement error, in the case of a singular var-cov matrix.
% Univariate treatment of multivariate time series. % Univariate treatment of multivariate time series.
@ -34,10 +33,23 @@ function [alphahat,etahat,a1,P,aK,PK,d,decomp] = DiffuseKalmanSmoother3_Z(T,Z,R,
% See "Filtering and Smoothing of State Vector for Diffuse State Space % See "Filtering and Smoothing of State Vector for Diffuse State Space
% Models", S.J. Koopman and J. Durbin (2003, in Journal of Time Series % Models", S.J. Koopman and J. Durbin (2003, in Journal of Time Series
% Analysis, vol. 24(1), pp. 85-98). % Analysis, vol. 24(1), pp. 85-98).
%
% part of DYNARE, copyright Dynare Team (2004-2008)
% Gnu Public License.
% Copyright (C) 2004-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Modified by M. Ratto % Modified by M. Ratto
% New output argument aK: 1-step to nk-stpe ahed predictions) % New output argument aK: 1-step to nk-stpe ahed predictions)

22
matlab/DiffuseKalmanSmootherH1.m
View File

@ -1,5 +1,4 @@
function [alphahat,epsilonhat,etahat,a, aK] = DiffuseKalmanSmootherH1(T,R,Q,H,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf) function [alphahat,epsilonhat,etahat,a, aK] = DiffuseKalmanSmootherH1(T,R,Q,H,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
% function [alphahat,epsilonhat,etahat,a, aK] = DiffuseKalmanSmootherH1(T,R,Q,H,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf) % function [alphahat,epsilonhat,etahat,a, aK] = DiffuseKalmanSmootherH1(T,R,Q,H,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
% Computes the diffuse kalman smoother with measurement error, in the case of a non-singular var-cov matrix % Computes the diffuse kalman smoother with measurement error, in the case of a non-singular var-cov matrix
% %
@ -22,15 +21,28 @@ function [alphahat,epsilonhat,etahat,a, aK] = DiffuseKalmanSmootherH1(T,R,Q,H,Pi
% etahat: smoothed shocks % etahat: smoothed shocks
% a: matrix of one step ahead filtered state variables % a: matrix of one step ahead filtered state variables
% aK: 3D array of k step ahead filtered state variables % aK: 3D array of k step ahead filtered state variables
%
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% See "Filtering and Smoothing of State Vector for Diffuse State Space % See "Filtering and Smoothing of State Vector for Diffuse State Space
% Models", S.J. Koopman and J. Durbin (2003, in Journal of Time Series % Models", S.J. Koopman and J. Durbin (2003, in Journal of Time Series
% Analysis, vol. 24(1), pp. 85-98). % Analysis, vol. 24(1), pp. 85-98).
%
% part of DYNARE, copyright Dynare Team (2004-2008)
% Gnu Public License.
% Copyright (C) 2004-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% modified by M. Ratto: % modified by M. Ratto:
% new output argument aK (1-step to k-step predictions) % new output argument aK (1-step to k-step predictions)

23
matlab/DiffuseKalmanSmootherH3.m
View File

@ -1,5 +1,4 @@
function [alphahat,epsilonhat,etahat,a1, aK] = DiffuseKalmanSmootherH3(T,R,Q,H,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf) function [alphahat,epsilonhat,etahat,a1, aK] = DiffuseKalmanSmootherH3(T,R,Q,H,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
% function [alphahat,epsilonhat,etahat,a1, aK] = DiffuseKalmanSmootherH3(T,R,Q,H,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf) % function [alphahat,epsilonhat,etahat,a1, aK] = DiffuseKalmanSmootherH3(T,R,Q,H,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
% Computes the diffuse kalman smoother with measurement error, in the case of a singular var-cov matrix. % Computes the diffuse kalman smoother with measurement error, in the case of a singular var-cov matrix.
% Univariate treatment of multivariate time series. % Univariate treatment of multivariate time series.
@ -23,15 +22,28 @@ function [alphahat,epsilonhat,etahat,a1, aK] = DiffuseKalmanSmootherH3(T,R,Q,H,P
% etahat: smoothed shocks % etahat: smoothed shocks
% a1: matrix of one step ahead filtered state variables % a1: matrix of one step ahead filtered state variables
% aK: 3D array of k step ahead filtered state variables % aK: 3D array of k step ahead filtered state variables
%
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% See "Filtering and Smoothing of State Vector for Diffuse State Space % See "Filtering and Smoothing of State Vector for Diffuse State Space
% Models", S.J. Koopman and J. Durbin (2003, in Journal of Time Series % Models", S.J. Koopman and J. Durbin (2003, in Journal of Time Series
% Analysis, vol. 24(1), pp. 85-98). % Analysis, vol. 24(1), pp. 85-98).
%
% part of DYNARE, copyright Dynare Team (2004-2008)
% Gnu Public License.
% Copyright (C) 2004-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% Modified by M. Ratto % Modified by M. Ratto
% New output argument aK: 1-step to nk-stpe ahed predictions) % New output argument aK: 1-step to nk-stpe ahed predictions)
@ -45,7 +57,6 @@ function [alphahat,epsilonhat,etahat,a1, aK] = DiffuseKalmanSmootherH3(T,R,Q,H,P
% some bugs corrected in the DKF part of the smoother (Z matrix and % some bugs corrected in the DKF part of the smoother (Z matrix and
% alphahat) % alphahat)
global options_ global options_
nk = options_.nk; nk = options_.nk;

18
matlab/DiffuseKalmanSmootherH3corr.m
View File

@ -27,9 +27,23 @@ function [alphahat,epsilonhat,etahat,a1] = DiffuseKalmanSmootherH3corr(T,R,Q,H,P
% See "Fast Filtering and Smoothing for Multivariate State Space % See "Fast Filtering and Smoothing for Multivariate State Space
% Models", S.J. Koopman and J. Durbin (2000, in Journal of Time Series % Models", S.J. Koopman and J. Durbin (2000, in Journal of Time Series
% Analysis, vol. 21(3), pp. 281-296). % Analysis, vol. 21(3), pp. 281-296).
% Copyright (C) 2004-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2004-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global options_; global options_;

19
matlab/DsgeLikelihood.m
View File

@ -18,9 +18,24 @@ function [fval,cost_flag,ys,trend_coeff,info] = DsgeLikelihood(xparam1,gend,data
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% Adapted from mj_optmumlik.m % Adapted from mj_optmumlik.m
% Copyright (C) 2004-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2004-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global bayestopt_ estim_params_ options_ trend_coeff_ M_ oo_ xparam1_test global bayestopt_ estim_params_ options_ trend_coeff_ M_ oo_ xparam1_test
fval = []; fval = [];
ys = []; ys = [];

18
matlab/DsgeSmoother.m
View File

@ -27,9 +27,23 @@ function [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T,R,P,PK,d,
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% None % None
% Copyright (C) 2006-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2006-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global bayestopt_ M_ oo_ estim_params_ options_ global bayestopt_ M_ oo_ estim_params_ options_

18
matlab/GetPosteriorParametersStatistics.m
View File

@ -10,9 +10,23 @@ function get_posterior_parameters_statistics()
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% None. % None.
% Copyright (C) 2006-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2006-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global estim_params_ M_ options_ bayestopt_ oo_ global estim_params_ M_ options_ bayestopt_ oo_

20
matlab/McMCDiagnostics.m
View File

@ -1,5 +1,4 @@
function McMCDiagnostics function McMCDiagnostics
% function McMCDiagnostics % function McMCDiagnostics
% Computes convergence tests % Computes convergence tests
% %
@ -11,10 +10,23 @@ function McMCDiagnostics
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2005-2008)
% Gnu Public License.
% Copyright (C) 2005-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global options_ estim_params_ M_ global options_ estim_params_ M_

20
matlab/bksup1.m
View File

@ -1,5 +1,4 @@
function d = bksup1(ny,jcf) function d = bksup1(ny,jcf)
% function d = bksup1(ny,jcf) % function d = bksup1(ny,jcf)
% Solves deterministic models recursively by backsubstitution for one lead/lag % Solves deterministic models recursively by backsubstitution for one lead/lag
% %
@ -12,10 +11,23 @@ function d = bksup1(ny,jcf)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2003-2007)
% Gnu Public License.
% Copyright (C) 2003-2007 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/>.
global options_ iyf c global options_ iyf c

18
matlab/bksupk.m
View File

@ -14,9 +14,23 @@ function d1 = bksupk(ny,fid,jcf,icc1)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2007 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2007) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ options_ global M_ options_

20
matlab/bvar_density.m
View File

@ -1,5 +1,4 @@
function bvar_density(maxnlags) function bvar_density(maxnlags)
% function bvar_density(maxnlags) % function bvar_density(maxnlags)
% computes the density of a bayesian var % computes the density of a bayesian var
% %
@ -11,9 +10,24 @@ function bvar_density(maxnlags)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2007 Chris Sims
% Copyright (C) 2007 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2007) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
for nlags = 1:maxnlags for nlags = 1:maxnlags
[ny, nx, posterior, prior] = bvar_toolbox(nlags); [ny, nx, posterior, prior] = bvar_toolbox(nlags);

19
matlab/bvar_forecast.m
View File

@ -1,5 +1,4 @@
function bvar_forecast(nlags) function bvar_forecast(nlags)
% function bvar_forecast(nlags) % function bvar_forecast(nlags)
% builds forecats for a bvar model % builds forecats for a bvar model
% %
@ -11,9 +10,23 @@ function bvar_forecast(nlags)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2007-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global options_ oo_ M_ global options_ oo_ M_

20
matlab/bvar_toolbox.m
View File

@ -1,5 +1,4 @@
function [ny, nx, posterior, prior, forecast_data] = bvar_toolbox(nlags) function [ny, nx, posterior, prior, forecast_data] = bvar_toolbox(nlags)
%function [ny, nx, posterior, prior, forecast_data] = bvar_toolbox(nlags) %function [ny, nx, posterior, prior, forecast_data] = bvar_toolbox(nlags)
% bvar_toolbox Routines shared between BVAR methods % bvar_toolbox Routines shared between BVAR methods
% Computes several things for the estimations of a BVAR(nlags) % Computes several things for the estimations of a BVAR(nlags)
@ -41,9 +40,24 @@ function [ny, nx, posterior, prior, forecast_data] = bvar_toolbox(nlags)
% This function uses the following Dynare options: % This function uses the following Dynare options:
% - datafile, first_obs, varobs, xls_sheet, xls_range, nobs, presample % - datafile, first_obs, varobs, xls_sheet, xls_range, nobs, presample
% - bvar_prior_{tau,decay,lambda,mu,omega,flat,train} % - bvar_prior_{tau,decay,lambda,mu,omega,flat,train}
% Copyright (C) 2003-2007 Chris Sims
% Copyright (C) 2007-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global options_ global options_

19
matlab/check_posterior_analysis_data.m
View File

@ -1,6 +1,21 @@
function [info,description] = check_posterior_analysis_data(type,M_) function [info,description] = check_posterior_analysis_data(type,M_)
% part of DYNARE, copyright Dynare Team (2008)
% Gnu Public License. % Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
info = 0; info = 0;
if nargout>1 if nargout>1

18
matlab/compute_mh_covariance_matrix.m
View File

@ -13,9 +13,23 @@ function [m0,s0] = compute_mh_covariance_matrix()
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% None. % None.
% Copyright (C) 2006-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2006-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ options_ estim_params_ global M_ options_ estim_params_

18
matlab/dr1.m
View File

@ -29,9 +29,23 @@ function [dr,info,M_,options_,oo_] = dr1(dr,task,M_,options_,oo_)
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none. % none.
% %
% Copyright (C) 1996-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (1996-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
info = 0; info = 0;

20
matlab/draw_prior_density.m
View File

@ -1,5 +1,4 @@
function [x,f,abscissa,dens,binf,bsup] = draw_prior_density(indx); function [x,f,abscissa,dens,binf,bsup] = draw_prior_density(indx);
% function [x,f,abscissa,dens,binf,bsup] = draw_prior_density(indx) % function [x,f,abscissa,dens,binf,bsup] = draw_prior_density(indx)
% plots prior density % plots prior density
% %
@ -16,10 +15,23 @@ function [x,f,abscissa,dens,binf,bsup] = draw_prior_density(indx);
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2004-2008)
% Gnu Public License.
% Copyright (C) 2004-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global bayestopt_ global bayestopt_

20
matlab/dsample.m
View File

@ -1,5 +1,4 @@
function dsample(s1,s2) function dsample(s1,s2)
% function dsample(s1,s2) % function dsample(s1,s2)
% This optional command permits to reduce the number of periods considered in following output commands. % This optional command permits to reduce the number of periods considered in following output commands.
% If only one argument is provided, output is from period 1 to the period specified in the DSAMPLE command. % If only one argument is provided, output is from period 1 to the period specified in the DSAMPLE command.
@ -15,10 +14,23 @@ function dsample(s1,s2)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2001-2008)
% Gnu Public License.
% Copyright (C) 2001-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global options_ global options_

18
matlab/dsge_posterior_theoretical_correlation.m
View File

@ -1,4 +1,5 @@
function [nvar,vartan,CorrFileNumber] = dsge_posterior_theoretical_correlation(SampleSize,nar,M_,options_,oo_) function [nvar,vartan,CorrFileNumber] = dsge_posterior_theoretical_correlation(SampleSize,nar,M_,options_,oo_)
%function [nvar,vartan,CorrFileNumber] = dsge_posterior_theoretical_correlation(SampleSize,nar,M_,options_,oo_)
% This function estimates the posterior density of the endogenous % This function estimates the posterior density of the endogenous
% variables second order moments. % variables second order moments.
% %
@ -18,10 +19,23 @@ function [nvar,vartan,CorrFileNumber] = dsge_posterior_theoretical_correlation(S
% resol.m % resol.m
% th_autocovariances.m % th_autocovariances.m
% posterior_moments.m % posterior_moments.m
% Copyright (C) 2007-2008 Dynare Team
% %
% This file is part of Dynare.
% %
% part of DYNARE, copyright Dynare Team (2007-2008) % Dynare is free software: you can redistribute it and/or modify
% Gnu Public License. % 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/>.
type = 'posterior'; type = 'posterior';

17
matlab/dsge_posterior_theoretical_covariance.m
View File

@ -18,10 +18,23 @@ function [nvar,vartan,CovarFileNumber] = dsge_posterior_theoretical_covariance(S
% resol.m % resol.m
% th_autocovariances.m % th_autocovariances.m
% posterior_moments.m % posterior_moments.m
% Copyright (C) 2007-2008 Dynare Team
% %
% This file is part of Dynare.
% %
% part of DYNARE, copyright Dynare Team (2007-2008) % Dynare is free software: you can redistribute it and/or modify
% Gnu Public License. % 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/>.
type = 'posterior'; type = 'posterior';

19
matlab/dsgevar_posterior_density.m
View File

@ -15,9 +15,24 @@ function bvar = dsgevar_posterior_density(deep)
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% %
% Copyright (C) 1996-2007 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (1996-2007) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global options_ M_ global options_ M_
gend = options_.nobs; gend = options_.nobs;

24
matlab/dyn2vec.m
View File

@ -1,4 +1,5 @@
% function [z,zss]=dyn2vec(s1,s2); function [z,zss]=dyn2vec(s1,s2)
% function [z,zss]=dyn2vec(s1,s2)
% Takes Dynare variables from oo_.endo_simul and copies them into matlab global vectors % Takes Dynare variables from oo_.endo_simul and copies them into matlab global vectors
% %
% INPUTS % INPUTS
@ -12,12 +13,23 @@
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% %
% Copyright (C) 2001-2007 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2001-2007) % This file is part of Dynare.
% Gnu Public License. %
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
function [z,zss]=dyn2vec(s1,s2); % 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/>.
global M_ oo_ options_ global M_ oo_ options_

18
matlab/dynare.m
View File

@ -15,9 +15,23 @@ function dynare(fname, varargin)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2001-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2001-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
warning_config warning_config

21
matlab/dynare_config.m
View File

@ -1,10 +1,10 @@
function dynareroot = dynare_config(path_to_dynare) function dynareroot = dynare_config(path_to_dynare)
%function dynareroot = dynare_config(path_to_dynare)
% This function tests the existence of valid mex files (for qz % This function tests the existence of valid mex files (for qz
% decomposition, solution to sylvester equation and kronecker % decomposition, solution to sylvester equation and kronecker
% products...) and, if needed, add paths to the matlab versions % products...) and, if needed, add paths to the matlab versions
% of these routines. % of these routines.
% %
%
% INPUTS % INPUTS
% none % none
% %
@ -13,9 +13,24 @@ function dynareroot = dynare_config(path_to_dynare)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2001-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2001-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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 if nargin
addpath(path_to_dynare); addpath(path_to_dynare);
end end

20
matlab/dynare_solve.m
View File

@ -1,5 +1,4 @@
function [x,info] = dynare_solve(func,x,jacobian_flag,varargin) function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
% function [x,info] = dynare_solve(func,x,jacobian_flag,varargin) % function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
% proposes different solvers % proposes different solvers
% %
@ -16,10 +15,23 @@ function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2001-2008)
% Gnu Public License.
% Copyright (C) 2001-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global options_ global options_

19
matlab/dynasave.m
View File

@ -14,10 +14,23 @@ function dynasave(s,var_list)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2001-2007)
% Gnu Public License.
% Copyright (C) 2001-2007 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/>.
global M_ oo_ global M_ oo_

20
matlab/dynatype.m
View File

@ -1,5 +1,4 @@
function dynatype (s,var_list) function dynatype (s,var_list)
% function dynatype (s,var_list) % function dynatype (s,var_list)
% This optional command saves the simulation results in a text file. The name of each % This optional command saves the simulation results in a text file. The name of each
% variable preceeds the corresponding results. This command must follow SIMUL. % variable preceeds the corresponding results. This command must follow SIMUL.
@ -14,10 +13,23 @@ function dynatype (s,var_list)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2001-2007)
% Gnu Public License.
% Copyright (C) 2001-2007 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/>.
global M_ oo_ global M_ oo_

18
matlab/ff1_.m
View File

@ -11,9 +11,23 @@ function y=ff1_(x)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2001-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2001-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global it_ M_ oo_ global it_ M_ oo_

22
matlab/ffill.m
View File

@ -1,7 +1,6 @@
function [a,b] = ffill(x,ixc,y) function [a,b] = ffill(x,ixc,y)
% function [a,b] = ffill(x,ixc,y) % function [a,b] = ffill(x,ixc,y)
% Makes the horizontale concatenation if x exists % Makes the horizontal concatenation if x exists
% and fills the matrix with 0 if x and y are not the same size. % and fills the matrix with 0 if x and y are not the same size.
% %
% INPUTS % INPUTS
@ -15,10 +14,23 @@ function [a,b] = ffill(x,ixc,y)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2001-2008)
% Gnu Public License.
% Copyright (C) 2001-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
xc = size(x,1) ; xc = size(x,1) ;

18
matlab/forcst.m
View File

@ -17,9 +17,23 @@ function [yf,int_width]=forcst(dr,y0,horizon,var_list)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ oo_ options_ global M_ oo_ options_

19
matlab/gensylv/gensylv.m
View File

@ -1,4 +1,5 @@
function E = gensylv(fake,A,B,C,D) function E = gensylv(fake,A,B,C,D)
%function E = gensylv(fake,A,B,C,D)
% Solves a Sylvester equation. % Solves a Sylvester equation.
% %
% INPUTS % INPUTS
@ -16,10 +17,24 @@ function E = gensylv(fake,A,B,C,D)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none. % none.
% Copyright (C) 1996-2008 Dynare Team
% %
% This file is part of Dynare.
% %
% part of DYNARE, copyright Dynare Team (1996-2008) % Dynare is free software: you can redistribute it and/or modify
% Gnu Public License. % 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/>.
C = kron(C,C); C = kron(C,C);
x0 = sylvester3(A,B,C,D); x0 = sylvester3(A,B,C,D);
E = sylvester3a(x0,A,B,C,D); E = sylvester3a(x0,A,B,C,D);

21
matlab/get_date_of_a_file.m
View File

@ -1,6 +1,23 @@
function [d1,d2] = get_date_of_a_file(filename) function [d1,d2] = get_date_of_a_file(filename)
% part of DYNARE, copyright Dynare Team (2008) %function [d1,d2] = get_date_of_a_file(filename)
% Gnu Public License.
% Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
info = dir(filename); info = dir(filename);
d1 = info.datenum; d1 = info.datenum;
if nargout>1 if nargout>1

18
matlab/get_innovation_contemporaneous_impact.m
View File

@ -23,9 +23,23 @@ function B = get_innovation_contemporaneous_impact(type,info)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% This function needs to be run after the estimation of a model. % This function needs to be run after the estimation of a model.
% Copyright (C) 2006-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2006-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global oo_ M_ bayestopt_ options_ global oo_ M_ bayestopt_ options_

21
matlab/get_name_of_the_last_mh_file.m
View File

@ -1,6 +1,23 @@
function mhname = get_name_of_the_last_mh_file(M_) function mhname = get_name_of_the_last_mh_file(M_)
% part of DYNARE, copyright Dynare Team (2008) %function mhname = get_name_of_the_last_mh_file(M_)
% Gnu Public License.
% Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
model_name = M_.fname ; model_name = M_.fname ;
mcmc_directory = M_.dname ; mcmc_directory = M_.dname ;
load([ mcmc_directory '/metropolis/' model_name '_mh_history.mat']) ; load([ mcmc_directory '/metropolis/' model_name '_mh_history.mat']) ;

18
matlab/get_the_name.m
View File

@ -14,9 +14,23 @@ function [nam,texnam] = get_the_name(k,TeX)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2004-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2004-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ estim_params_ options_ global M_ estim_params_ options_

20
matlab/global_initialization.m
View File

@ -1,4 +1,5 @@
function global_initialization() function global_initialization()
%function global_initialization()
% initializes global variables and options for DYNARE % initializes global variables and options for DYNARE
% %
% INPUTS % INPUTS
@ -9,9 +10,24 @@ function global_initialization()
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global oo_ M_ options_ ct_ endval_ rplottype_ global oo_ M_ options_ ct_ endval_ rplottype_
ct_=0; ct_=0;

18
matlab/homotopy2.m
View File

@ -24,9 +24,23 @@ function homotopy2(values, step_nbr)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ oo_ options_ global M_ oo_ options_

18
matlab/indnv.m
View File

@ -12,9 +12,23 @@ function a=indnv(x,y)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2001-2007 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2001-2007) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
a = zeros(size(x)) ; a = zeros(size(x)) ;

19
matlab/initial_estimation_checks.m
View File

@ -13,10 +13,23 @@ function initial_estimation_checks(xparam1,gend,data)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2003-2008)
% Gnu Public License.
% Copyright (C) 2003-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global dr1_test bayestopt_ estim_params_ options_ oo_ M_ global dr1_test bayestopt_ estim_params_ options_ oo_ M_

18
matlab/initvalf.m
View File

@ -13,9 +13,23 @@ function initvalf(fname)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2007 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2007) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ oo_ options_ global M_ oo_ options_
global y_start_date ex_start_date global y_start_date ex_start_date

18
matlab/inverse_gamma_specification.m
View File

@ -16,9 +16,23 @@ function [s,nu] = inverse_gamma_specification(mu,sigma,type)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
sigma2 = sigma^2; sigma2 = sigma^2;
mu2 = mu^2; mu2 = mu^2;

18
matlab/irf.m
View File

@ -16,9 +16,23 @@ function y = irf(dr, e1, long, drop, replic, iorder)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ oo_ options_ global M_ oo_ options_

18
matlab/ispd.m
View File

@ -11,9 +11,23 @@ function test = ispd(A)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% None. % None.
% Copyright (C) 2007-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2007-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
m = length(A);% I do not test for a square matrix... m = length(A);% I do not test for a square matrix...
test = 1; test = 1;

18
matlab/kalman_transition_matrix.m
View File

@ -14,9 +14,23 @@ function [A,B] = kalman_transition_matrix(dr,iv,ic,aux,exo_nbr)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
n_iv = length(iv); n_iv = length(iv);
n_ir1 = size(aux,1); n_ir1 = size(aux,1);

19
matlab/kernel_density_estimate.m
View File

@ -23,8 +23,23 @@ function [abscissa,f] = kernel_density_estimate(data,number_of_grid_points,numbe
% A kernel density estimator is used (see Silverman [1986], "Density estimation for statistics and data analysis") % A kernel density estimator is used (see Silverman [1986], "Density estimation for statistics and data analysis")
% The code is adapted from Anders Holtsberg's matlab toolbox (stixbox). % The code is adapted from Anders Holtsberg's matlab toolbox (stixbox).
% %
% part of DYNARE, copyright Dynare Team (2004-2008)
% Gnu Public License. % Copyright (C) 2004-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if min(size(data))>1 if min(size(data))>1
error('kernel_density_estimate:: data must be a one dimensional array.'); error('kernel_density_estimate:: data must be a one dimensional array.');

18
matlab/kronecker/A_times_B_kronecker_C.m
View File

@ -1,4 +1,5 @@
function D = A_times_B_kronecker_C(A,B,C) function D = A_times_B_kronecker_C(A,B,C)
%function D = A_times_B_kronecker_C(A,B,C)
% Computes A * kron(B,C). % Computes A * kron(B,C).
% %
% INPUTS % INPUTS
@ -14,10 +15,23 @@ function D = A_times_B_kronecker_C(A,B,C)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none. % none.
% Copyright (C) 1996-2008 Dynare Team
% %
% This file is part of Dynare.
% %
% part of DYNARE, copyright Dynare Team (1996-2008) % Dynare is free software: you can redistribute it and/or modify
% Gnu Public License. % 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/>.
% Chek number of inputs and outputs. % Chek number of inputs and outputs.
if nargin>3 | nargin<2 if nargin>3 | nargin<2

19
matlab/kronecker/sparse_hessian_times_B_kronecker_C.m
View File

@ -1,4 +1,5 @@
function D = sparse_hessian_times_B_kronecker_C(A,B,C) function D = sparse_hessian_times_B_kronecker_C(A,B,C)
%function D = sparse_hessian_times_B_kronecker_C(A,B,C)
% Computes A * kron(B,C) where A is a sparse matrix. % Computes A * kron(B,C) where A is a sparse matrix.
% %
% INPUTS % INPUTS
@ -14,10 +15,24 @@ function D = sparse_hessian_times_B_kronecker_C(A,B,C)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none. % none.
% Copyright (C) 1996-2008 Dynare Team
% %
% This file is part of Dynare.
% %
% part of DYNARE, copyright Dynare Team (1996-2008) % Dynare is free software: you can redistribute it and/or modify
% Gnu Public License. % 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/>.
switch nargin switch nargin
case 3 case 3
D = A_times_B_kronecker_C(A,B,C); D = A_times_B_kronecker_C(A,B,C);

24
matlab/lnsrch1.m
View File

@ -1,4 +1,5 @@
% function [x,f,fvec,check]=lnsrch(xold,fold,g,p,stpmax,func,j1,j2,varargin) function [x,f,fvec,check]=lnsrch1(xold,fold,g,p,stpmax,func,j1,j2,varargin)
% function [x,f,fvec,check]=lnsrch1(xold,fold,g,p,stpmax,func,j1,j2,varargin)
% Computes the optimal step by minimizing the residual sum of squares % Computes the optimal step by minimizing the residual sum of squares
% %
% INPUTS % INPUTS
@ -21,13 +22,24 @@
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
%
% part of DYNARE, copyright Dynare Team (2001-2007)
% Gnu Public License.
% Copyright (C) 2001-2007 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/>.
function [x,f,fvec,check]=lnsrch(xold,fold,g,p,stpmax,func,j1,j2,varargin)
global options_ global options_
alf = 1e-4 ; alf = 1e-4 ;

18
matlab/lpdfgam.m
View File

@ -13,9 +13,23 @@ function ldens = lpdfgam(x,a,b);
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
ldens = -gammaln(a) -a*log(b)+ (a-1)*log(x) -x/b ; ldens = -gammaln(a) -a*log(b)+ (a-1)*log(x) -x/b ;

18
matlab/lpdfgbeta.m
View File

@ -15,9 +15,23 @@ function ldens = lpdfgbeta(x,a,b,aa,bb);
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
ldens = -betaln(a,b) + (a-1)*log(x-aa) + (b-1)*log(bb-x) - (a+b-1)*log(bb-aa); ldens = -betaln(a,b) + (a-1)*log(x-aa) + (b-1)*log(bb-x) - (a+b-1)*log(bb-aa);

22
matlab/lpdfig1.m
View File

@ -1,5 +1,4 @@
function ldens = lpdfig1(x,s,nu) function ldens = lpdfig1(x,s,nu)
% function ldens = lpdfig1(x,s,nu) % function ldens = lpdfig1(x,s,nu)
% log INVERSE GAMMA (type 1) % log INVERSE GAMMA (type 1)
% X ~ IG1(s,nu) % X ~ IG1(s,nu)
@ -9,16 +8,29 @@ function ldens = lpdfig1(x,s,nu)
% x: density evatuated at x % x: density evatuated at x
% s: shape parameter % s: shape parameter
% nu: scale parameter % nu: scale parameter
%
% OUTPUTS % OUTPUTS
% ldens: the log INVERSE GAMMA density function (type 1) % ldens: the log INVERSE GAMMA density function (type 1)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% See L. Bauwens, M. Lubrano and J-F. Richard [1999, appendix A] for more % See L. Bauwens, M. Lubrano and J-F. Richard [1999, appendix A] for more
% details. % details.
%
% part of DYNARE, copyright Dynare Team (2004-2008)
% Gnu Public License.
% Copyright (C) 2004-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
ldens = log(2) - gammaln(nu/2) - (nu/2).*log(2/s) - (nu+1)*log(x) - .5*s./(x.^2); ldens = log(2) - gammaln(nu/2) - (nu/2).*log(2/s) - (nu+1)*log(x) - .5*s./(x.^2);

22
matlab/lpdfig2.m
View File

@ -1,5 +1,4 @@
function ldens = lpdfig2(x,s,nu) function ldens = lpdfig2(x,s,nu)
% function ldens = lpdfig2(x,s,nu) % function ldens = lpdfig2(x,s,nu)
% log INVERSE GAMMA (type 2) % log INVERSE GAMMA (type 2)
% X ~ IG2(s,nu) % X ~ IG2(s,nu)
@ -9,16 +8,29 @@ function ldens = lpdfig2(x,s,nu)
% x: density evatuated at x % x: density evatuated at x
% s: shape parameter % s: shape parameter
% nu: scale parameter % nu: scale parameter
%
% OUTPUTS % OUTPUTS
% ldens: the log INVERSE GAMMA density function (type 2) % ldens: the log INVERSE GAMMA density function (type 2)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% See L. Bauwens, M. Lubrano and J-F. Richard [1999, appendix A] for more % See L. Bauwens, M. Lubrano and J-F. Richard [1999, appendix A] for more
% details. % details.
%
% part of DYNARE, copyright Dynare Team (2004-2008)
% Gnu Public License.
% Copyright (C) 2004-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
ldens = - gammaln(nu/2) - (nu/2)*log(2/s) - .5*(nu+2)*log(x) -.5*s./x; ldens = - gammaln(nu/2) - (nu/2)*log(2/s) - .5*(nu+2)*log(x) -.5*s./x;

22
matlab/lpdfnorm.m
View File

@ -1,5 +1,4 @@
function f = lpdfnorm(x,m,s) function f = lpdfnorm(x,m,s)
% function f = lpdfnorm(x,m,s) % function f = lpdfnorm(x,m,s)
% The log of the normal density function % The log of the normal density function
% %
@ -7,16 +6,29 @@ function f = lpdfnorm(x,m,s)
% x: density evatuated at x % x: density evatuated at x
% m: mean % m: mean
% s: standard deviation % s: standard deviation
%
% OUTPUTS % OUTPUTS
% f: the log of the normal density function % f: the log of the normal density function
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2003-2008)
% Gnu Public License.
% Copyright (C) 2003-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if nargin<3, s=1; end if nargin<3, s=1; end
if nargin<2, m=0; end if nargin<2, m=0; end

18
matlab/make_ex_.m
View File

@ -11,9 +11,23 @@ function make_ex_
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% %
% Copyright (C) 1996-2007 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (1996-2007) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ options_ oo_ ex0_ ex_det0_ global M_ options_ oo_ ex0_ ex_det0_

19
matlab/make_y_.m
View File

@ -11,9 +11,24 @@ function make_y_
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% %
% Copyright (C) 1996-2007 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (1996-2007) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ options_ oo_ ys0_ global M_ options_ oo_ ys0_
options_ = set_default_option(options_,'periods',0); options_ = set_default_option(options_,'periods',0);

20
matlab/marginal_density.m
View File

@ -1,5 +1,4 @@
function marginal = marginal_density() function marginal = marginal_density()
% function marginal = marginal_density() % function marginal = marginal_density()
% Computes the marginal density % Computes the marginal density
% %
@ -11,10 +10,23 @@ function marginal = marginal_density()
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2005-2007)
% Gnu Public License.
% Copyright (C) 2005-2007 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/>.
global M_ options_ estim_params_ oo_ global M_ options_ estim_params_ oo_

18
matlab/matlab_ver_less_than.m
View File

@ -17,9 +17,23 @@ function r = matlab_ver_less_than(verstr)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
ver_struct = ver('matlab'); ver_struct = ver('matlab');
cur_verstr = ver_struct.Version; cur_verstr = ver_struct.Version;

19
matlab/metropolis_hastings_initialization.m
View File

@ -15,9 +15,24 @@ function [ ix2, ilogpo2, ModelName, MhDirectoryName, fblck, fline, npar, nblck,
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% None. % None.
% Copyright (C) 2006-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2006-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ options_ bayestopt_ global M_ options_ bayestopt_
ModelName = M_.fname; ModelName = M_.fname;

19
matlab/mh_optimal_bandwidth.m
View File

@ -23,10 +23,23 @@ function optimal_bandwidth = mh_optimal_bandwidth(data,number_of_draws,bandwidth
% REFERENCES: % REFERENCES:
% [1] M. Skold and G.O. Roberts [2003], "Density estimation for the Metropolis-Hastings algorithm". % [1] M. Skold and G.O. Roberts [2003], "Density estimation for the Metropolis-Hastings algorithm".
% [2] Silverman [1986], "Density estimation for statistics and data analysis". % [2] Silverman [1986], "Density estimation for statistics and data analysis".
%
% part of DYNARE, copyright Dynare Team (2004-2008)
% Gnu Public License.
% Copyright (C) 2004-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
%% Kernel specifications. %% Kernel specifications.
if strcmpi(kernel_function,'gaussian') if strcmpi(kernel_function,'gaussian')

18
matlab/mode_check.m
View File

@ -17,9 +17,23 @@ function mode_check(x,fval,hessian,gend,data,lb,ub)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global bayestopt_ M_ options_ global bayestopt_ M_ options_

18
matlab/my_subplot.m
View File

@ -16,9 +16,23 @@ function my_subplot(i,imax,irow,icol,fig_title)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
nfig_max = irow*icol; nfig_max = irow*icol;
if imax < nfig_max if imax < nfig_max

18
matlab/numgrad3.m
View File

@ -6,9 +6,23 @@ function [g, badg, f0, f1, f2] = numgrad3(fcn,x,varargin)
% %
% See section 25.3.4 in Abramovitz and Stegun (1972, Tenth Printing, December) Handbook of Mathematical Functions. % See section 25.3.4 in Abramovitz and Stegun (1972, Tenth Printing, December) Handbook of Mathematical Functions.
% http://www.math.sfu.ca/~cbm/aands/ % http://www.math.sfu.ca/~cbm/aands/
% Copyright (C) 2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
f0 = NaN; f0 = NaN;
f1 = NaN; f1 = NaN;

19
matlab/numgrad5.m
View File

@ -9,8 +9,23 @@ function [g, badg, f0, f1, f2, f3, f4] = numgrad5(fcn,x,varargin)
% %
% TODO Try Four points formula when cost_flag3=0 or cost_flag4=0. % TODO Try Four points formula when cost_flag3=0 or cost_flag4=0.
% %
% part of DYNARE, copyright Dynare Team (2008)
% Gnu Public License. % Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
f0 = NaN; f0 = NaN;
f1 = NaN; f1 = NaN;

18
matlab/octave_ver_less_than.m
View File

@ -14,9 +14,23 @@ function r = octave_ver_less_than(verstr)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
cur_verstr = version(); cur_verstr = version();

18
matlab/plot_priors.m
View File

@ -11,9 +11,23 @@ function plot_priors
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2004-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2004-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global bayestopt_ M_ options_ global bayestopt_ M_ options_

19
matlab/posterior_analysis.m
View File

@ -1,6 +1,21 @@
function oo_ = posterior_analysis(type,arg1,arg2,arg3,options_,M_,oo_) function oo_ = posterior_analysis(type,arg1,arg2,arg3,options_,M_,oo_)
% part of DYNARE, copyright Dynare Team (2008)
% Gnu Public License. % Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
info = check_posterior_analysis_data(type,M_); info = check_posterior_analysis_data(type,M_);
SampleSize = options_.PosteriorSampleSize; SampleSize = options_.PosteriorSampleSize;

19
matlab/posterior_moments.m
View File

@ -20,8 +20,23 @@ function [post_mean, post_median, post_var, hpd_interval, post_deciles, density]
% Other matlab routines distributed with Dynare: mh_optimal_bandwidth.m % Other matlab routines distributed with Dynare: mh_optimal_bandwidth.m
% kernel_density_estimate.m. % kernel_density_estimate.m.
% %
% part of DYNARE, copyright Dynare Team (2005-2008)
% Gnu Public License. % Copyright (C) 2005-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
xx = xx(:); xx = xx(:);
xx = sort(xx); xx = sort(xx);

20
matlab/prior_bounds.m
View File

@ -1,5 +1,4 @@
function bounds = prior_bounds(bayestopt) function bounds = prior_bounds(bayestopt)
% function bounds = prior_bounds(bayestopt) % function bounds = prior_bounds(bayestopt)
% computes practical bounds for prior density % computes practical bounds for prior density
% %
@ -11,10 +10,23 @@ function bounds = prior_bounds(bayestopt)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2003-2008)
% Gnu Public License.
% Copyright (C) 2003-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global options_ global options_

20
matlab/prior_draw.m
View File

@ -1,5 +1,4 @@
function pdraw = prior_draw(init,cc) function pdraw = prior_draw(init,cc)
% function pdraw = prior_draw(init,cc) % function pdraw = prior_draw(init,cc)
% Builds one draw from the prior distribution. % Builds one draw from the prior distribution.
% %
@ -15,10 +14,23 @@ function pdraw = prior_draw(init,cc)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2006-2008)
% Gnu Public License.
% Copyright (C) 2006-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global estim_params_ bayestopt_ global estim_params_ bayestopt_
persistent fname npar bounds pshape pmean pstd a b p1 p2 p3 p4 condition persistent fname npar bounds pshape pmean pstd a b p1 p2 p3 p4 condition

18
matlab/priordens.m
View File

@ -22,9 +22,23 @@ function lnprior = priordens(para, pshape, p1, p2, p3, p4)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
lnprior = 0; lnprior = 0;
nprio = length(pshape); nprio = length(pshape);

18
matlab/qz/mjdgges.m
View File

@ -1,4 +1,5 @@
function [ss,tt,w,sdim,eigval,info] = mjdgges(e,d,qz_criterium) function [ss,tt,w,sdim,eigval,info] = mjdgges(e,d,qz_criterium)
%function [ss,tt,w,sdim,eigval,info] = mjdgges(e,d,qz_criterium)
% QZ decomposition, Sims' codes are used. % QZ decomposition, Sims' codes are used.
% %
% INPUTS % INPUTS
@ -19,10 +20,23 @@ function [ss,tt,w,sdim,eigval,info] = mjdgges(e,d,qz_criterium)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none. % none.
% Copyright (C) 1996-2008 Dynare Team
% %
% This file is part of Dynare.
% %
% part of DYNARE, copyright Dynare Team (1996-2008) % Dynare is free software: you can redistribute it and/or modify
% Gnu Public License. % 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/>.
% Chek number of inputs and outputs. % Chek number of inputs and outputs.
if nargin>3 | nargin<2 if nargin>3 | nargin<2

19
matlab/rand_inverse_wishart.m
View File

@ -23,8 +23,23 @@ function G = rand_inverse_wishart(m, v, H_inv_upper_chol)
% SPECIAL REQUIREMENT % SPECIAL REQUIREMENT
% none % none
% %
% part of DYNARE, copyright Dynare Team (2003-2008)
% Gnu Public License. % Copyright (C) 2003-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
X = randn(v, m) * H_inv_upper_chol; X = randn(v, m) * H_inv_upper_chol;

18
matlab/rand_matrix_normal.m
View File

@ -19,9 +19,23 @@ function B = rand_matrix_normal(n, p, M, Omega_lower_chol, Sigma_lower_chol)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% Same notations than: http://en.wikipedia.org/wiki/Matrix_normal_distribution % Same notations than: http://en.wikipedia.org/wiki/Matrix_normal_distribution
% Copyright (C) 2003-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
B1 = randn(n * p, 1); B1 = randn(n * p, 1);
B2 = kron(Omega_lower_chol, Sigma_lower_chol) * B1; B2 = kron(Omega_lower_chol, Sigma_lower_chol) * B1;

19
matlab/rand_multivariate_normal.m
View File

@ -13,7 +13,22 @@ function draw = rand_multivariate_normal(Mean,Sigma_upper_chol,n)
% covariance Sigma % covariance Sigma
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% Copyright (C) 2003-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
draw = Mean + randn(1,n) * Sigma_upper_chol; draw = Mean + randn(1,n) * Sigma_upper_chol;

20
matlab/rand_multivariate_student.m
View File

@ -17,7 +17,23 @@ function draw = rand_multivariate_student(Mean,Sigma_upper_chol,df)
% %
% NOTE See Zellner (appendix B.2, 1971) for a definition. % NOTE See Zellner (appendix B.2, 1971) for a definition.
% %
% part of DYNARE, copyright Dynare Team (2003-2008)
% Gnu Public License. % Copyright (C) 2003-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
n = length(Mean); n = length(Mean);
draw = Mean + randn(1,n) * Sigma_upper_chol * sqrt(df/sum(randn(df,1).^2)); draw = Mean + randn(1,n) * Sigma_upper_chol * sqrt(df/sum(randn(df,1).^2));

20
matlab/random_walk_metropolis_hastings.m
View File

@ -1,4 +1,5 @@
function random_walk_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv,mh_bounds,varargin) function random_walk_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv,mh_bounds,varargin)
%function random_walk_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv,mh_bounds,varargin)
% Random walk Metropolis-Hastings algorithm. % Random walk Metropolis-Hastings algorithm.
% %
% INPUTS % INPUTS
@ -17,9 +18,24 @@ function random_walk_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv,mh_bou
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% None. % None.
% Copyright (C) 2006-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2006-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ options_ bayestopt_ global M_ options_ bayestopt_
%%%% %%%%
%%%% Initialization of the random walk metropolis-hastings chains. %%%% Initialization of the random walk metropolis-hastings chains.

21
matlab/resid.m
View File

@ -1,5 +1,4 @@
function resid(period) function resid(period)
%
% function resid(period) % function resid(period)
% Computes residuals associated with the guess values % Computes residuals associated with the guess values
% %
@ -11,11 +10,23 @@ function resid(period)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2001-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2001-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ options_ oo_ it_ endval_ z global M_ options_ oo_ it_ endval_ z

18
matlab/resol.m
View File

@ -21,9 +21,23 @@ function [dr,info]=resol(ys,check_flag)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2001-2007 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2001-2007) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ options_ oo_ bayestopt_ global M_ options_ oo_ bayestopt_
global it_ global it_

21
matlab/rndprior.m
View File

@ -1,6 +1,4 @@
function y = rndprior(bayestopt_) function y = rndprior(bayestopt_)
% function y = rndprior(bayestopt_) % function y = rndprior(bayestopt_)
% Draws random number from the prior density % Draws random number from the prior density
% %
@ -12,10 +10,23 @@ function y = rndprior(bayestopt_)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2003-2007)
% Gnu Public License.
% Copyright (C) 2003-2007 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/>.
pshape=bayestopt_.pshape; pshape=bayestopt_.pshape;
pmean=bayestopt_.pmean; pmean=bayestopt_.pmean;

21
matlab/rplot.m
View File

@ -1,6 +1,4 @@
function rplot(s1) function rplot(s1)
% function rplot(s1) % function rplot(s1)
% This optionnal command creates the plot of the variable trajectory. By default, the entire simulation period is % This optionnal command creates the plot of the variable trajectory. By default, the entire simulation period is
% ploted. The instruction DSAMPLE permits to reduce the number of periods in the plot. % ploted. The instruction DSAMPLE permits to reduce the number of periods in the plot.
@ -14,10 +12,23 @@ function rplot(s1)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2001-2007)
% Gnu Public License.
% Copyright (C) 2001-2007 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/>.
global M_ oo_ options_ global M_ oo_ options_

19
matlab/selec_posterior_draws.m
View File

@ -19,8 +19,23 @@ function SampleAddress = selec_posterior_draws(SampleSize,drsize)
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% None. % None.
% %
% part of DYNARE, copyright Dynare Team (2006-2008)
% Gnu Public License. % Copyright (C) 2006-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ options_ estim_params_ oo_ global M_ options_ estim_params_ oo_

18
matlab/set_default_option.m
View File

@ -13,9 +13,23 @@ function options=set_default_option(options,field,default)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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 ~isfield(options,field) if ~isfield(options,field)
options.(field) = default; options.(field) = default;

20
matlab/set_prior.m
View File

@ -1,5 +1,4 @@
function [xparam1,estim_params_,bayestopt_,lb,ub]=set_prior(estim_params_) function [xparam1,estim_params_,bayestopt_,lb,ub]=set_prior(estim_params_)
% function [xparam1,estim_params_,bayestopt_,lb,ub]=set_prior(estim_params_) % function [xparam1,estim_params_,bayestopt_,lb,ub]=set_prior(estim_params_)
% sets prior distributions % sets prior distributions
% %
@ -15,10 +14,23 @@ function [xparam1,estim_params_,bayestopt_,lb,ub]=set_prior(estim_params_)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2003-2008)
% Gnu Public License.
% Copyright (C) 2003-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ options_ global M_ options_

18
matlab/set_shocks.m
View File

@ -17,9 +17,23 @@ function set_shocks(flag,k,ivar,values)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2003-2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global oo_ M_ global oo_ M_

18
matlab/set_state_space.m
View File

@ -14,9 +14,23 @@ function dr=set_state_space(dr,M_)
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% %
% Copyright (C) 1996-2007 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (1996-2007) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
xlen = M_.maximum_endo_lead + M_.maximum_endo_lag + 1; xlen = M_.maximum_endo_lead + M_.maximum_endo_lag + 1;
klen = M_.maximum_endo_lag + M_.maximum_endo_lead + 1; klen = M_.maximum_endo_lag + M_.maximum_endo_lead + 1;

18
matlab/sim1.m
View File

@ -16,9 +16,23 @@ function sim1
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% None. % None.
% %
% Copyright (C) 1996-2007 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (1996-2007) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ options_ oo_ global M_ options_ oo_
global iyp iyf ct_ M_ it_ c global iyp iyf ct_ M_ it_ c

19
matlab/simk.m
View File

@ -16,9 +16,24 @@ function simk
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% None. % None.
% %
% Copyright (C) 1996-2007 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (1996-2007) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ options_ oo_ global M_ options_ oo_
global it_ iyr0 ct_ broyden_ global it_ iyr0 ct_ broyden_

17
matlab/simul.m
View File

@ -11,10 +11,23 @@ function simul(dr)
% ... % ...
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 1996-2007 Dynare Team
% %
% This file is part of Dynare.
% %
% part of DYNARE, copyright Dynare Team (1996-2007) % Dynare is free software: you can redistribute it and/or modify
% Gnu Public License. % 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/>.
global M_ options_ oo_ global M_ options_ oo_
global ys0_ ct_ endval_ global ys0_ ct_ endval_

21
matlab/simult.m
View File

@ -1,3 +1,4 @@
function y_=simult(ys, dr)
% function y_=simult(ys, dr) % function y_=simult(ys, dr)
% Recursive Monte Carlo simulations % Recursive Monte Carlo simulations
% %
@ -11,12 +12,24 @@
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% %
% Copyright (C) 2001-2007 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2001-2007) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
function y_=simult(ys, dr)
global M_ options_ oo_ global M_ options_ oo_
global it_ means_ global it_ means_

18
matlab/simult_.m
View File

@ -15,9 +15,23 @@
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% %
% Copyright (C) 2001-2007 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2001-2007) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
function y_=simult_(y0,dr,ex_,iorder) function y_=simult_(y0,dr,ex_,iorder)
global M_ options_ it_ global M_ options_ it_

20
matlab/solve1.m
View File

@ -1,5 +1,4 @@
function [x,check] = solve1(func,x,j1,j2,jacobian_flag,varargin) function [x,check] = solve1(func,x,j1,j2,jacobian_flag,varargin)
% function [x,check] = solve1(func,x,j1,j2,jacobian_flag,varargin) % function [x,check] = solve1(func,x,j1,j2,jacobian_flag,varargin)
% Solves systems of non linear equations of several variables % Solves systems of non linear equations of several variables
% %
@ -18,10 +17,23 @@ function [x,check] = solve1(func,x,j1,j2,jacobian_flag,varargin)
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2001-2008)
% Gnu Public License.
% Copyright (C) 2001-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ options_ fjac global M_ options_ fjac

20
matlab/steady.m
View File

@ -1,5 +1,4 @@
function steady() function steady()
% function steady() % function steady()
% computes and prints the steady state calculations % computes and prints the steady state calculations
% %
@ -11,10 +10,23 @@ function steady()
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
%
% part of DYNARE, copyright Dynare Team (2001-2007)
% Gnu Public License.
% Copyright (C) 2001-2007 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/>.
global M_ oo_ options_ ys0_ global M_ oo_ options_ ys0_

18
matlab/steady_.m
View File

@ -12,9 +12,23 @@ function steady_()
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2001-2007 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2001-2007) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
global M_ oo_ it_ options_ global M_ oo_ it_ options_

18
matlab/warning_config.m
View File

@ -9,9 +9,23 @@ function warning_config()
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2008 Dynare Team
% %
% part of DYNARE, copyright Dynare Team (2008) % This file is part of Dynare.
% Gnu Public License. %
% 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/>.
warning on; warning on;
if exist('OCTAVE_VERSION') if exist('OCTAVE_VERSION')