SWZ: adding identification/upper_cholesky.m

     cleaning up code


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3183 ac1d8469-bf42-47a9-8791-bf33cf982152

matlab/swz/identification/upper_cholesky.m

+function [Ui,Vi,n0,np,ixmC0Pres] = upper_cholesky(lags,nvar,nexo,indxC0Pres)
+
+Ui = cell(nvar,1);
+Vi = cell(nvar,1);
+n0 = zeros(nvar,1);
+np = zeros(nvar,1);
+if (nargin==2)
+   nexo = 1; 
+elseif (nargin==3)
+   indxC0Pres = 0;
+end
+k = lags*nvar+nexo; 
+Qi = zeros(nvar,nvar,nvar);
+Ri = zeros(k,k,nvar);
+
+for ii=2:nvar
+    Pi=diag(diag(ones(nvar-ii+1)),ii-1);
+    Qi(:,:,ii-1)=Pi(1:nvar,1:nvar);
+    Qi(:,:,nvar)=zeros(nvar,nvar);
+end
+
+for n=1:nvar 
+   Ui{n} = null(Qi(:,:,n));
+   Vi{n} = null(Ri(:,:,n));
+   n0(n) = size(Ui{n},2);
+   np(n) = size(Vi{n},2);
+end
+
+ixmC0Pres = NaN;
\ No newline at end of file

matlab/swz/msstart2.m

@@ -274,7 +274,7 @@ if options_.ms.indxestima
    ye = [dateswd y];
 
    %* Obtain linear restrictions
-   eval(['[Uiconst,Viconst,n0,np,ixmC0Pres] = ' options_.ms.restriction_fname '(options_.ms.nlags ,nvar,nexo,options_.ms.cross_restrictions );'])
+   [Uiconst,Viconst,n0,np,ixmC0Pres] = feval(options_.ms.restriction_fname,options_.ms.nlags ,nvar,nexo,options_.ms.cross_restrictions );
    if min(n0)==0
       disp(' ')
       warning('A0: restrictions in dlrprior.m give no free parameter in one of equations')

matlab/swz/swz_sbvar.m

@@ -19,5 +19,5 @@ options.ms.output_file_tag = M.fname;
 if ms_flag == 1
     sz_prd(options)
 else
-    swz_sbvar1(options);
+    swz_mardd(options);
 end

matlab/swz/swz_sbvar1.m

-
-function mz_sbvar(options_)
-swz_mardd(options_); %to implement the second Matlab part of the file Instructions_swz_estimate.txt
\ No newline at end of file

matlab/swz/sz_prd.m

@@ -2,11 +2,9 @@ function sz_prd(options_)
 %==========================================================================
 %== Directory structure
 %==========================================================================
-% path for Zha's .m file library
-%addpath './cstz';
 
-% path for restriction .m files
-%addpath './identification';
+%generation of mhm file
+generateMHM_input(options_);
 
 swz_root = strrep(which('swz_sbvar'),'/swz_sbvar.m','');
 
@@ -53,7 +51,9 @@ markov_file = [options_.ms.markov_file '.dat'];
 %== Markov Process Specification File
 %==========================================================================
 %options_.ms.mhm_file = 'MHM_input.dat';
-mhm_file = [options_.ms.mhm_file '.dat'];
+
+
+mhm_file = [mhm_spec_path '/MHM_input.dat'];
 %options_.ms.proposal_draws = 100000;
 
 %==========================================================================