additional fixe to partial information:

- partial_information is a LOCAL option that must be repeated in all instructions
 - when VAROBS is empty, one assumes full information (all endogenous variables are observed)
 - allusion to SIMULATED variables is removed from the title of the tables

matlab/partial_information/PCL_Part_info_irf.m

@@ -5,7 +5,7 @@ function  y=PCL_Part_info_irf( H, varobs, ivar, M_, dr, irfpers,ii)
 % Pearlman, Currie and Levine 1986 solution.
 % 22/10/06 - Version 2 for new Riccati with 4 params instead 5 
 
-% Copyright (C) 2001-20010 Dynare Team
+% Copyright (C) 2006-2010 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -30,6 +30,7 @@ function  y=PCL_Part_info_irf( H, varobs, ivar, M_, dr, irfpers,ii)
         
         
     [junk,OBS] = ismember(varobs,M_.endo_names,'rows');
+    NOBS = length(OBS);
     
         G1=dr.PI_ghx;
         impact=dr.PI_ghu;
@@ -38,16 +39,7 @@ function  y=PCL_Part_info_irf( H, varobs, ivar, M_, dr, irfpers,ii)
         NX=M_.exo_nbr; % no of exogenous varexo shock variables.
         FL_RANK=dr.PI_FL_RANK;
         NY=M_.endo_nbr;
-        if isempty(OBS) 
+        LL = sparse(1:NOBS,OBS,ones(NOBS,1),NY,NY);
-            NOBS=NY;
-            LL=eye(NY,NY);
-        else %and if no obsevations specify OBS=[0] but this is not going to work properly
-           NOBS=length(OBS);
-           LL=zeros(NOBS,NY);
-           for i=1:NOBS
-               LL(i,OBS(i))=1;
-           end
-        end
         
         ss=size(G1,1);
         pd=ss-size(nmat,1);
@@ -141,7 +133,6 @@ function  y=PCL_Part_info_irf( H, varobs, ivar, M_, dr, irfpers,ii)
                 irfst(:,jj)=GG*irfst(:,jj-1);
                 irfmat(:,jj-1)=VV*irfst(NX+1:ss-FL_RANK,jj);
         end   
-        y=zeros(M_.endo_nbr,irfpers);
+        y = irfmat(:,1:irfpers);
-        y(:,:)=irfmat(:,1:irfpers);
 
         save ([M_.fname '_PCL_PtInfoIRFs_' num2str(ii) '_' deblank(exo_names(ii,:))], 'irfmat','irfst');

matlab/partial_information/PCL_Part_info_moments.m

@@ -5,7 +5,7 @@ function  AutoCOR_YRk=PCL_Part_info_irmoments( H, varobs, dr,ivar)
 % Pearlman, Currie and Levine 1986 solution.
 % 22/10/06 - Version 2 for new Riccati with 4 params instead 5 
 
-% Copyright (C) 2001-20010 Dynare Team
+% Copyright (C) 2006-2010 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -32,6 +32,7 @@ function  AutoCOR_YRk=PCL_Part_info_irmoments( H, varobs, dr,ivar)
     warning off
 
     [junk,OBS] = ismember(varobs,M_.endo_names,'rows');
+    NOBS = length(OBS);
     
     G1=dr.PI_ghx;
     impact=dr.PI_ghu;
@@ -40,16 +41,7 @@ function  AutoCOR_YRk=PCL_Part_info_irmoments( H, varobs, dr,ivar)
     NX=M_.exo_nbr; % no of exogenous varexo shock variables.
     FL_RANK=dr.PI_FL_RANK;
     NY=M_.endo_nbr;
-    if isempty(OBS) 
+    LL = sparse(1:NOBS,OBS,ones(NOBS,1),NY,NY);
-        NOBS=NY;
-        LL=eye(NY,NY);
-    else %and if no obsevations specify OBS=[0] but this is not going to work properly
-       NOBS=length(OBS);
-       LL=zeros(NOBS,NY);
-       for i=1:NOBS
-           LL(i,OBS(i))=1;
-       end
-    end
 
     if exist( 'irfpers')==1
         if ~isempty(irfpers)
@@ -156,7 +148,7 @@ function  AutoCOR_YRk=PCL_Part_info_irmoments( H, varobs, dr,ivar)
     
     if options_.nomoments == 0
         z = [ sqrt(diagCovYR0(ivar)) diagCovYR0(ivar) ]; 
-        title='MOMENTS OF SIMULATED VARIABLES';
+        title='THEORETICAL MOMENTS';
         headers=strvcat('VARIABLE','STD. DEV.','VARIANCE');
         dyntable(title,headers,labels,z,size(labels,2)+2,16,10);
     end
@@ -164,7 +156,7 @@ function  AutoCOR_YRk=PCL_Part_info_irmoments( H, varobs, dr,ivar)
         diagSqrtCovYR0=sqrt(diagCovYR0);
         DELTA=inv(diag(diagSqrtCovYR0));
         COR_Y= DELTA*COV_YR0*DELTA;
-        title = 'CORRELATION OF SIMULATED VARIABLES';
+        title = 'MATRIX OF CORRELATION';
         headers = strvcat('VARIABLE',M_.endo_names(ivar,:));
         dyntable(title,headers,labels,COR_Y(ivar,ivar),size(labels,2)+2,8,4);
     else
@@ -185,7 +177,7 @@ function  AutoCOR_YRk=PCL_Part_info_irmoments( H, varobs, dr,ivar)
             oo_.autocorr{k}=AutoCOR_YRkMAT(ivar,ivar);
             AutoCOR_YRk(:,k)= diag(COV_YRk)./diagCovYR0;
         end
-        title = 'AUTOCORRELATION OF SIMULATED VARIABLES';
+        title = 'COEFFICIENTS OF AUTOCORRELATION';
         headers = strvcat('VARIABLE',int2str([1:ar]'));
         dyntable(title,headers,labels,AutoCOR_YRk(ivar,:),size(labels,2)+2,8,4);
     else

matlab/stoch_simul.m

@@ -1,6 +1,6 @@
 function info=stoch_simul(var_list)
 
-% Copyright (C) 2001-2009 Dynare Team
+% Copyright (C) 2001-2010 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -80,14 +80,14 @@ if ~options_.noprint
     dyntable(my_title,headers,labels,M_.Sigma_e,lh,10,6);
     if options_.partial_information
         disp(' ')
-        disp(' SOLUTION UNDER PARTIAL INFORMATION')
+        disp('SOLUTION UNDER PARTIAL INFORMATION')
         disp(' ')
 
         if isfield(options_,'varobs')&& ~isempty(options_.varobs)
           PCL_varobs=options_.varobs;
-          disp(' OBSERVED VARIABLES')
+          disp('OBSERVED VARIABLES')
         else
-          PCL_varobs=var_list;
+          PCL_varobs=M_.endo_names;
           disp(' VAROBS LIST NOT SPECIFIED')
           disp(' ASSUMED OBSERVED VARIABLES')
         end
@@ -304,3 +304,5 @@ end
 
 
 options_ = options_old;
+% temporary fix waiting for local options
+options_.partial_information = 0;