4.0: Merged r2543:2544 changeset from trunk [Bug fix. The

DsgeSmoother was crashing when M_.exo_nbr=1. Added a new function that 
generalizes the matlab's squeeze function (the problem is that squeeze 
does not affect 2D arrays)]


git-svn-id: https://www.dynare.org/svn/dynare/branches/4.0@2545 ac1d8469-bf42-47a9-8791-bf33cf982152

matlab/DsgeSmoother.m

@@ -193,7 +193,7 @@ function [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T,R,P,PK,d,
   % -----------------------------------------------------------------------------
   %  4. Kalman smoother
   % -----------------------------------------------------------------------------
-  if any(any(H ~= 0))   % should be replaced by a flag
+  if any(any(H ~= 0))   % should be replaced by a flag
       if kalman_algo == 1
           [alphahat,epsilonhat,etahat,ahat,aK] = ...
               DiffuseKalmanSmootherH1(T,R,Q,H,Pinf,Pstar,Y,trend,nobs,np,smpl,mf);
@@ -288,17 +288,23 @@ function [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T,R,P,PK,d,
           alphahat = QT*alphahat;
           ahat = QT*ahat;
           nk = options_.nk;
+% $$$           if M_.exo_nbr<2 % Fix the crash of Dynare when the estimated model has only one structural shock (problem with 
+% $$$                           % the squeeze function, that does not affect 2D arrays).
+% $$$               size_decomp = 0;
+% $$$           else
+% $$$               size_decomp = size(decomp,4);
+% $$$           end
           for jnk=1:nk
               aK(jnk,:,:) = QT*squeeze(aK(jnk,:,:));
               for i=1:size(PK,4)
-                  PK(jnk,:,:,i) = QT*squeeze(PK(jnk,:,:,i))*QT';
+                  PK(jnk,:,:,i) = QT*dynare_squeeze(PK(jnk,:,:,i))*QT';
               end
               for i=1:size(decomp,4)
-                  decomp(jnk,:,:,i) = QT*squeeze(decomp(jnk,:,:,i));
+                  decomp(jnk,:,:,i) = QT*dynare_squeeze(decomp(jnk,:,:,i));
               end
           end
           for i=1:size(P,4)
-              P(:,:,i) = QT*squeeze(P(:,:,i))*QT';
+              P(:,:,i) = QT*dynare_squeeze(P(:,:,i))*QT';
           end
       end
   end

matlab/dynare_squeeze.m

+function B = dynare_squeeze(A);
+% Same as matlab's squeeze function except that it also affects 2D arrays.
+
+% Copyright (C) 2009 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/>.
+
+    sizA = size(A); 
+    dimA = length(sizA);
+    switch dimA
+      case 1
+        B = A;
+      case 2
+        if sizA(1)==1
+            B = transpose(A);
+        elseif sizA(2)==1
+            B = A(:,1);
+        else
+            B = A;
+        end
+      otherwise
+        B =  squeeze(A);
+    end
\ No newline at end of file