diff --git a/matlab/ChangeLog b/matlab/ChangeLog deleted file mode 100644 index 97b4a1415d9aff27178768a73f9fbb39a32cc12a..0000000000000000000000000000000000000000 --- a/matlab/ChangeLog +++ /dev/null @@ -1,488 +0,0 @@ -:ext:pythie.cepremap.cnrs.fr/var/lib/cvs -2004-03-31 michel@MICHEL-LAT <michel@michel-lat> - - * dynare.m: set path for c:\dynare_v4\matlab - -2004-03-30 benzougar <benzougar@michel-lat> - - * sim1.m: global variable start_simul removed : defined only here - - * not_used/ff1_.m: - Moving this file to main root dir : ff1_.m is used by dr1.m, m2html fails - declaring this file unused. - - * ff1_.m: - Moving this file from not_used : ff1_.m is used by dr1.m, m2html fails - declaring this file unused. - -2004-03-29 michel@MICHEL-LAT <michel@michel-lat> - - * ChangeLog, not_used/brm.m, not_used/cols.m: *** empty log message *** - - * not_used/datatomfile.m, not_used/diffext.m, not_used/equiv.m, not_used/ff1_.m, not_used/ff2_.m, not_used/ff2a_.m, not_used/ff_simul.m, not_used/ff_simul1.m, not_used/ff_simul2.m, not_used/fff.m, not_used/fs_dyn.m, not_used/fx_.m, not_used/hessext.m, not_used/hpfast.m, not_used/jacob2.m, not_used/lpdfig.m, not_used/pdfig.m, not_used/reshapel.m, not_used/resid0.m, not_used/rfrot.m, not_used/set_start_date.m, not_used/testifft.m, not_used/transition_matrix.m, not_used/var_index.m, not_used/var_state_index.m: - registering unreferenced functions - -:ext:pythie.cepremap.cnrs.fr/var/lib/cvs -2004-03-29 michel@MICHEL-LAT <michel@michel-lat> - - * not_used/datatomfile.m, not_used/diffext.m, not_used/equiv.m, not_used/ff1_.m, not_used/ff2_.m, not_used/ff2a_.m, not_used/ff_simul.m, not_used/ff_simul1.m, not_used/ff_simul2.m, not_used/fff.m, not_used/fs_dyn.m, not_used/fx_.m, not_used/hessext.m, not_used/hpfast.m, not_used/jacob2.m, not_used/lpdfig.m, not_used/pdfig.m, not_used/reshapel.m, not_used/resid0.m, not_used/rfrot.m, not_used/set_start_date.m, not_used/testifft.m, not_used/transition_matrix.m, not_used/var_index.m, not_used/var_state_index.m: - registering unreferenced functions - -2004-03-27 michel@MICHEL-LAT <michel@michel-lat> - - * ChangeLog, dr1.m, sylvester3a.m, th_autocovariances.m: - merged changes in r0327 - - * ChangeLog, brm.m, cols.m, datatomfile.m, diffext.m, equiv.m, ff1_.m, ff2_.m, ff2a_.m, ff_simul.m, ff_simul1.m, ff_simul2.m, fff.m, fs_dyn.m, fx_.m, hessext.m, hpfast.m, jacob2.m, lpdfig.m, pdfig.m, reshapel.m, resid0.m, rfrot.m, set_start_date.m, testifft.m, transition_matrix.m, var_index.m, var_state_index.m: - *** empty log message *** - - * brm.m, cols.m, datatomfile.m, diffext.m, equiv.m, ff1_.m, ff2_.m, ff2a_.m, ff_simul.m, ff_simul1.m, ff_simul2.m, fff.m, fs_dyn.m, fx_.m, hessext.m, hpfast.m, jacob2.m, lpdfig.m, pdfig.m, reshapel.m, resid0.m, rfrot.m, set_start_date.m, testifft.m, transition_matrix.m, var_index.m, var_state_index.m: - adding abdel change - - * brm.m, cols.m, datatomfile.m, diffext.m, equiv.m, ff1_.m, ff2_.m, ff2a_.m, ff_simul.m, ff_simul1.m, ff_simul2.m, fff.m, fs_dyn.m, fx_.m, hessext.m, hpfast.m, jacob2.m, lpdfig.m, not_used/brm.m, not_used/cols.m, not_used/datatomfile.m, not_used/diffext.m, not_used/equiv.m, not_used/ff1_.m, not_used/ff2_.m, not_used/ff2a_.m, not_used/ff_simul.m, not_used/ff_simul1.m, not_used/ff_simul2.m, not_used/fff.m, not_used/fs_dyn.m, not_used/fx_.m, not_used/hessext.m, not_used/hpfast.m, not_used/jacob2.m, not_used/lpdfig.m, not_used/pdfig.m, not_used/reshapel.m, not_used/resid0.m, not_used/rfrot.m, not_used/set_start_date.m, not_used/testifft.m, not_used/transition_matrix.m, not_used/var_index.m, not_used/var_state_index.m, pdfig.m, reshapel.m, resid0.m, rfrot.m, set_start_date.m, testifft.m, transition_matrix.m, var_index.m, var_state_index.m: - adding Abdel change - - * ChangeLog, asamin.dll, asamin.m: abdels sorting unused functions - - * th_autocovariances.m: - corrected bug in computation of theoretical mean of 2nd order approximation of models with lags on more than 1 period - - * sylvester3a.m: - new function: increases accuracy of sylvester solution by running iterations - - * dr1.m: call sylvester3a after sylvester3 to increase accuracy - -:ext:pythie.cepremap.cnrs.fr/var/lib/cvs -======= -2004-03-27 michel@MICHEL-LAT <michel@michel-lat> - - * th_autocovariances.m: - corrected bug in computation of theoretical mean of 2nd order approximation of models with lags on more than 1 period - - * sylvester3a.m: - new function: increases accuracy of sylvester solution by running iterations - - * dr1.m: call sylvester3a after sylvester3 to increase accuracy - -2004-02-28 michel@MICHEL-LAT <michel@michel-lat> - - * dynare_m.exe: *** empty log message *** - - * initial_estimation_checks.m: new function - - * mj_optmumlik.m: - set dr1_test_(1)=4 when f matrix is singular in Kalman filter - - * dynare_estimation.m: added call to init_estimation_check() - -:ext:pythie.cepremap.cnrs.fr/var/lib/cvs -2004-02-28 michel@MICHEL-LAT <michel@michel-lat> - - * dynare_m.exe: *** empty log message *** - - * initial_estimation_checks.m: new function - - * mj_optmumlik.m: - set dr1_test_(1)=4 when f matrix is singular in Kalman filter - - * dynare_estimation.m: added call to init_estimation_check() - -2004-02-24 michel@MICHEL-LAT <michel@michel-lat> - - * dynare_estimation.m: - set default for option loglinear - -2004-02-20 michel@MICHEL-LAT <michel@michel-lat> - - * rplot.m: added legend when several curves - - * rplot.m: corrected bug for several variables - - * varprior.m, rfvar3.m: new file - - * prior_bounds.m: replaced qgamma by mj_qgamma to avoid overflow - - * numgrad.m, mj_qgamma.m, mgnldnsty.m, matrictint.m: new file - - * marginal_density.m: use maxpost as standardization factor - - * fs_dyn.m: new file - - * dynare_m.exe, asamin.dll: *** empty log message *** - - * dynare_estimation.m: added option nodiagnostic - - * csminwel.m, csminit.m: new file - - * compDist.m: -replaced qgamma by mj_qgamma to avoid overflow problems - -added 'Interpreter' 'none' to title() - - * bfgsi.m: new file - - * ChangeLog: *** empty log message *** - -:ext:pythie.cepremap.cnrs.fr/var/lib/cvs -2004-02-20 michel@MICHEL-LAT <michel@michel-lat> - - * rplot.m: added legend when several curves - - * rplot.m: corrected bug for several variables - - * varprior.m, rfvar3.m: new file - - * prior_bounds.m: replaced qgamma by mj_qgamma to avoid overflow - - * numgrad.m, mj_qgamma.m, mgnldnsty.m, matrictint.m: new file - - * marginal_density.m: use maxpost as standardization factor - - * fs_dyn.m: new file - - * dynare_m.exe, asamin.dll: *** empty log message *** - - * dynare_estimation.m: added option nodiagnostic - - * csminwel.m, csminit.m: new file - - * compDist.m: -replaced qgamma by mj_qgamma to avoid overflow problems - -added 'Interpreter' 'none' to title() - - * bfgsi.m: new file - - * ChangeLog: *** empty log message *** - -:ext:pythie.cepremap.cnrs.fr/var/lib/cvs -2004-02-17 michel@MICHEL-LAT <michel@michel-lat> - - * set_prior.m: -bug correction (options_ must be global) - - * posterior_density_estimate.m: -bug removal - - * mj_optmumlik.m: -adapted for non zero means and linear trend - -modified for use with different optimizers - - * dynare_resolve.m: - -now returns also steady state for current parameter values - - * dynare_m.exe: -added new options - - * dynare_estimation.m: -added trend_coeff - -prefilter default is now zero - -default optimizer is Sims' csminwel - -prints priors first - -added non zero means - -different report for ML and Bayesian estimation - -corrected bug in sscanf syntax - -added automatic loglinear approximation - - * dr11.m: added option loglinear - non-unique steady state triggers dir_test(1) = 5 - - * dr1.m: added option loglinear - - * compDist.m: - -Changed to display first priors, then priors and posterior - -various bugs corrected - -2004-02-13 michel@MICHEL-LAT <michel@michel-lat> - - * prior_bounds.m: added offset for gamma distribution (p3) - -2004-02-11 michel@MICHEL-LAT <michel@michel-lat> - - * priordens.m: added shift parameter p3(i) to gamma density - -2004-02-09 michel@MICHEL-LAT <michel@michel-lat> - - * posterior_moments.m: post_mean is now a column instead of a row - -2004-02-03 michel@MICHEL-LAT <michel@michel-lat> - - * mcmc_diagnostic.m: - corrected bug (missing parentheses) in parameter offsets - -2004-01-27 michel@MICHEL-LAT <michel@michel-lat> - - * metropolis.m: - corrected computation of logpo2 for initial value of MH chain - - * dynare_estimation.m: - added initialization of logpo2 when mh_load_file == 0 and included it in argument of metropolis() - -:ext:pythie.cepremap.cnrs.fr/var/lib/cvs -2004-01-27 michel@MICHEL-LAT <michel@michel-lat> - - * metropolis.m: - corrected computation of logpo2 for initial value of MH chain - - * dynare_estimation.m: - added initialization of logpo2 when mh_load_file == 0 and included it in argument of metropolis() - -2004-01-26 michel@MICHEL-LAT <michel@michel-lat> - - * dynare_m.exe: corrected option bugs - - * dynare_estimation.m: changed options defaults to match manual - - * disp_th_moments.m: removed bugs in writing moments to oo_ - - * disp_moments.m: write moments in global variable oo_ - -:ext:pythie.cepremap.cnrs.fr/var/lib/cvs -2004-01-26 michel@MICHEL-LAT <michel@michel-lat> - - * dynare_m.exe: corrected option bugs - - * dynare_estimation.m: changed options defaults to match manual - - * disp_th_moments.m: removed bugs in writing moments to oo_ - - * disp_moments.m: write moments in global variable oo_ - -2004-01-24 michel@MICHEL-LAT <michel@michel-lat> - - * simult_.m: corrected 02 instead of o2 for simul_algo == 1 - - * disp_th_moments.m: put mean, var and autocorr in global variable oo_ - -2004-01-23 michel@MICHEL-LAT <michel@michel-lat> - - * priordens.m: changed pmean into p1 - - * marginal_density.m: suppressed debug printings - - * mj_optmumlik.m: suppressed message when singularity in Kalman filter - - * set_prior.m: suppressed debug printing - - * set_prior.m: new function - - * qchisq.m: new function from stixbox - - * priordens.m: - changed calling sequence of inverse gamma 1 and added inverse gamma 2 - - * mj_optmumlik.m: - -added early return if singularity inside Kalman filter - -now passes p1 and not pmean to priordens - - * metropolis.m: - add logpo2 (log of posterior density) to function output - - * mcmc_diagnostic.m: added 'Interpreter','none' to graph titles - - * marginal_density.m, lpdfig2.m, lpdfig1.m, inverse_gamma_specification.m: - new function - - * dynare_m.exe: added new estimation options - - * dynare_estimation.m: -mh_init_scale set to 2*mh_jscale - -priors are now set in set_prior() - -p2 is now pstdev (as specified by the user) - -modified code for load_mh_file option when mh_replic = 0 - -metropolis now returns x2 and logpo2 - -added call to marginal density and report - -smoothed observation error graph only if observation errors - - * dr11.m: removed warnings for singularity and other conditions - - * ChangeLog: *** empty log message *** - -:ext:pythie.cepremap.cnrs.fr/var/lib/cvs -2004-01-23 michel@MICHEL-LAT <michel@michel-lat> - - * set_prior.m: new function - - * qchisq.m: new function from stixbox - - * priordens.m: - changed calling sequence of inverse gamma 1 and added inverse gamma 2 - - * mj_optmumlik.m: - -added early return if singularity inside Kalman filter - -now passes p1 and not pmean to priordens - - * metropolis.m: - add logpo2 (log of posterior density) to function output - - * mcmc_diagnostic.m: added 'Interpreter','none' to graph titles - - * marginal_density.m, lpdfig2.m, lpdfig1.m, inverse_gamma_specification.m: - new function - - * dynare_m.exe: added new estimation options - - * dynare_estimation.m: -mh_init_scale set to 2*mh_jscale - -priors are now set in set_prior() - -p2 is now pstdev (as specified by the user) - -modified code for load_mh_file option when mh_replic = 0 - -metropolis now returns x2 and logpo2 - -added call to marginal density and report - -smoothed observation error graph only if observation errors - - * dr11.m: removed warnings for singularity and other conditions - - * ChangeLog: *** empty log message *** - -2004-01-20 michel@MICHEL-LAT <michel@michel-lat> - - * mcmcdiags.m: added deletion of temporary files - -2004-01-17 michel@MICHEL-LAT <michel@michel-lat> - - * mj_optmumlik.m: - changed filter so that first observation is used. State variables go now from period 0 to T - - * dynare_estimation.m: - change code at the end of the function to match the fact that aTt starts now in period 0 instead of 1. - -:ext:pythie.cepremap.cnrs.fr/var/lib/cvs -2004-01-17 michel@MICHEL-LAT <michel@michel-lat> - - * mj_optmumlik.m: - changed filter so that first observation is used. State variables go now from period 0 to T - - * dynare_estimation.m: - change code at the end of the function to match the fact that aTt starts now in period 0 instead of 1. - -:ext:pythie.cepremap.cnrs.fr/var/lib/cvs -2004-01-17 michel@MICHEL-LAT <michel@michel-lat> - - * dynare_estimation.m: - change code at the end of the function to match the fact that aTt starts now in period 0 instead of 1. - -2004-01-16 michel@MICHEL-LAT <michel@michel-lat> - - * asamin.dll, asamin.m, check_mh.m, generalized_cholesky.m, generalized_cholesky2.m, hessian2.m, lpdfnorm.m, mcmc_diagnostic.m, mcmcdiags.m, mode_check.m, my_subplot.m, pdfig.m, pgamma.m, pnorm.m, posterior_density_estimate.m, prior_bounds.m, qbeta.m, qgamma.m, qnorm.m: - *** empty log message *** - - * resol1.m: changed specification of invalid conditions - - * posterior_moments.m: adapted for several chains - - * metropolis.m: added random initial point and several chains - - * dynare_resolve.m: changed specification of invalid conditions - - * dynare_m.exe: new version of parser - - * dynare_estimation.m: - added options for partial processing and MCMC convergence diagnostics - - * dr11.m: changed specification of invalid conditions - - * dr1.m: *** empty log message *** - - * compDist.m: - corrected bug on density of lognormal instead of log of normal density - - * mj_optmumlik.m: - corrected bug that included presample observations in computing log likelihood constant - -2004-01-01 michel@MICHEL-LAT <michel@michel-lat> - - * stoch_simul.m: corrects bug in orthogonalized shocks - - * th_autocovariances.m: - corrects bug in computing second order theorectical mean - - * priordens.m: - corrected bug in priordens: log of normal density was in fact density of lognormal... - - * metropolis.m: now keeps track of rejected draws in x3 - - * make_ex_.m: - corrected bug in initialization of exe_ in absecnce of initval data - - * dynare_m.exe: *** empty log message *** - -2003-12-31 michel@MICHEL-LAT <michel@michel-lat> - - * priordens.m: - corrected bug for uniform distribution (ln instead of log) - -2003-12-04 michel@MICHEL-LAT <michel@michel-lat> - - * dynare_estimation.m, dynare_m.exe: - corrected bug in setting estimated parameter value with ML estimation - -2003-12-03 michel@MICHEL-LAT <michel@michel-lat> - - * dynare_estimation.m: corrected typo - -2003-12-02 michel@MICHEL-LAT <michel@michel-lat> - - * dynare_estimation.m: firt release of dynare_test to testers - -2003-12-01 michel@MICHEL-LAT <michel@michel-lat> - - * compDist.m, dynare_estimation.m, dynare_m.exe, metropolis.m: - added jscale option and minor changes - - * compDist.m, dynare_estimation.m, dynare_m.exe, lpdfig.m, metropolis.m, mj_optmumlik.m, posterior_moments.m, priordens.m: - integrates metropolis hasting - -2003-11-26 michel@MICHEL-LAT <michel@michel-lat> - - * hessian_sparse.m, hessian.m: - resolved name conflict between hessian matrix and hessian function - -2003-11-25 michel@MICHEL-LAT <michel@michel-lat> - - * dgamma.m, dbeta.m, dynare_estimation.m, metropolis.m: - recompute hessian after optimization in dynare_estimation - - * dynare_m.exe, hessian.m, hessian_sparse.m: *** empty log message *** - - * dr11.m, dr1.m: replaced jacob2 by hessian_sparse - - * mjdgges.dll, compDist.m, metropolis.m, rndprior.m: - *** empty log message *** - - * compDist.m: - debugging metropolis, corrected call for gamma_rnd in rndprior - -2003-11-24 michel@MICHEL-LAT <michel@michel-lat> - - * dynare_estimation.m: removed comments that inhibited graphs - - * resol1.m: put back in computation of steady state if necessary. - It should matter for models where estimated parameters don't change - the steady state - -2003-11-23 michel@MICHEL-LAT <michel@michel-lat> - - * stoch_simul.m: changed to orthogonalized IRFs - - * rndprior.m, priordens.m: need to check parameters - - * metropolis.m: adapted for Dynare - - * lpdfig.m: need to check arguments - - * irf.m: changed input for orthogonalized IRF - - * dynare_estimation.m: added metropolis - - * compDist.m: need to check distribution arguments - - * dynare.m: changed directory name - -2003-11-18 michel@MICHEL-LAT <michel@michel-lat> - - * mj_optmumlik.m: changed input parameters for priordens() - -2003-11-17 michel@MICHEL-LAT <michel@michel-lat> - - * beta_rnd.m, gamm_rnd.m, rand_beta.m: *** empty log message *** - -2003-11-16 michel@MICHEL-LAT <michel@michel-lat> - - * rand_beta.m: *** empty log message *** - -2003-11-14 michel@MICHEL-LAT <michel@michel-lat> - - * bicgstab.m, bksup.m, bksup1.m, bksupk.m, brm.m, bseastr.m, calib.m, calib_obj.m, calib_obj2.m, check.m, cols.m, compDist.m, datatomfile.m, dcompare.m, diffext.m, disp_dr.m, disp_moments.m, disp_th_moments.m, dlognorm.m, dnorm.m, dr1.m, dr11.m, dr2.m, dsample.m, dy_date.m, dyn2vec.m, dynare.m, dynare_estimation.m, dynare_resolve.m, dynare_solve.m, dynasave.m, dynatype.m, equiv.m, f_var.m, fbeta.m, ff1_.m, ff2_.m, ff2a_.m, ff_simul.m, ff_simul1.m, ff_simul2.m, fff.m, ffill.m, fgamma.m, figamm.m, fnorm.m, forcst.m, ftest.m, fx_.m, gcompare.m, hessext.m, hpfast.m, indnv.m, initvalf_.m, irf.m, jacob.m, jacob2.m, jacob_a.m, kalman_transition_matrix.m, linear.m, lnsrch.m, lnsrch1.m, lpdfbeta.m, lpdfgam.m, lpdfig.m, lyapunov_symm.m, make_ex_.m, make_y_.m, mcompare.m, metropolis.m, mj_optmumlik.m, olr.m, olr1.m, olr2.m, osr.m, osr1.m, osr_obj.m, p2toperc.m, priordens.m, qzdiv.m, qzswitch.m, reshapel.m, resid.m, resid0.m, resol.m, resol1.m, rfrot.m, rndprior.m, rows.m, rplot.m, selif.m, set_default_option.m, set_shocks.m, set_start_date.m, set_state_space.m, sim1.m, simk.m, simul.m, simult.m, simult_.m, solve1.m, steady.m, steady_.m, sylvester3.m, table.m, testifft.m, th_autocovariances.m, transition_matrix.m, union.m, var_index.m, var_state_index.m: - start - - * stoch_simul.m: New file. - diff --git a/matlab/DiffuseLikelihoodH3corr.m b/matlab/DiffuseLikelihoodH3corr.m index 315361200cc7d485d5c6a0d30f8d54f50cf25308..e9cf2104750de753a5510416ae74c275d7b8118c 100644 --- a/matlab/DiffuseLikelihoodH3corr.m +++ b/matlab/DiffuseLikelihoodH3corr.m @@ -1,9 +1,24 @@ function LIK = DiffuseLikelihoodH3corr(T,R,Q,H,Pinf,Pstar,Y,trend,start) -% stephane.adjemian@cepremap.cnrs.fr [12-13-2004] -% % Same as DiffuseLikelihoodH3 but allows correlation between the measurement % errors (this is not a problem with the multivariate approach). +% Copyright (C) 2004 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_ options_ mf = bayestopt_.mf; diff --git a/matlab/MakeAllFigures.m b/matlab/MakeAllFigures.m index cca6f573242893d3e1a42debbeb6a1cc51ab35f1..ac8fcf7c732d2c8671bbf54eef530dfd514828f9 100644 --- a/matlab/MakeAllFigures.m +++ b/matlab/MakeAllFigures.m @@ -1,5 +1,22 @@ function MakeAllFigures(NumberOfPlots,Caption,FigureProperties,Info) -% stephane.adjemian@cepremap.cnrs.fr [02-04-2005] + +% Copyright (C) 2005 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_ FigHandle = figure('Name',FigureProperties.Name); diff --git a/matlab/PosteriorIRF.m b/matlab/PosteriorIRF.m index 8ab7d3840944c6f51790acb50895edfc4bf95d63..8a811e5cb3356163f1cf9044d65a440f6d17de64 100644 --- a/matlab/PosteriorIRF.m +++ b/matlab/PosteriorIRF.m @@ -10,9 +10,23 @@ function PosteriorIRF(type) % % SPECIAL REQUIREMENTS % 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 options_ estim_params_ oo_ M_ bayestopt_ % Set the number of periods diff --git a/matlab/UnivariateSpectralDensity.m b/matlab/UnivariateSpectralDensity.m index 6986fd86fcef00af527300da7a4e90090e6dc042..d8e1a630ed402ff6f0d26bbcf17a839bd65dae64 100644 --- a/matlab/UnivariateSpectralDensity.m +++ b/matlab/UnivariateSpectralDensity.m @@ -1,10 +1,27 @@ -% stephane.adjemian@ens.fr function [omega,f] = UnivariateSpectralDensity(dr,var_list) % This function computes the theoretical spectral density of each % endogenous variable declared in var_list. Results are stored in % oo_ and may be plotted. % % Adapted from th_autocovariances.m. + +% 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 options_ oo_ M_ diff --git a/matlab/bicgstab.m b/matlab/bicgstab.m index 8168b68ca587218a69daa46a9e9a8c2434eb5962..c0a67e877a5084e5e7f35aa5bb8725ef850ffe7c 100644 --- a/matlab/bicgstab.m +++ b/matlab/bicgstab.m @@ -1,4 +1,22 @@ function [x,status]=bicgstab(func,b,x,tole,kmax,varargin) + +% Copyright (C) 2005 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/>. + status = 0; r=b-feval(func,x,varargin{:}); rh_0 = r; diff --git a/matlab/bicgstab_.m b/matlab/bicgstab_.m index 2a90517a3227522ccea41b9d777c81aa722bb833..43e8b019f91012b73ca2f546bc03fb7625c24765 100644 --- a/matlab/bicgstab_.m +++ b/matlab/bicgstab_.m @@ -1,4 +1,22 @@ function [x,status]=bicgstab_(func,b,x,tole,kmax,varargin) + +% Copyright (C) 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/>. + status = 0; r=b-feval(func,x,varargin{:}); rh_0 = r; diff --git a/matlab/bseastr.m b/matlab/bseastr.m index 24cd87115dd9d4811bea65ad473f0843fe5abd6f..0dcb5a4249516663691399aa7074da27ec5aab4a 100644 --- a/matlab/bseastr.m +++ b/matlab/bseastr.m @@ -1,7 +1,22 @@ -% Copyright (C) 2001 Michel Juillard -% function x = bseastr(s1,s2) +% Copyright (C) 2001 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/>. + m = size(s1,1) ; x = zeros(m,1) ; s1=upper(deblank(s1)); diff --git a/matlab/calib.m b/matlab/calib.m index 478fc130f4ea08972821fcf9b585eac818a14a65..d0f8c4611d880c4775642f9c01c17e85aff68503 100644 --- a/matlab/calib.m +++ b/matlab/calib.m @@ -1,4 +1,22 @@ function M_.Sigma_e = calib(var_indices,targets,var_weights,nar,cova,M_.Sigma_e) + +% Copyright (C) 2005 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 oo_ M_ vx ncstr = 0; diff --git a/matlab/calib_obj.m b/matlab/calib_obj.m index 8a5820121150b994541b34a33dc32c71b07c71b0..28c79686aa90695f5e4cc7a875ec08f2eb40c773 100644 --- a/matlab/calib_obj.m +++ b/matlab/calib_obj.m @@ -1,6 +1,24 @@ +function f=calib_obj(M_.Sigma_e,A,ghu1,ghx,ghu,targets,var_weights,iy,nar) % targets and iy order: 1) variances 2) correlations % 3) constraints on M_.Sigma_e itself 4) autocorrelations -function f=calib_obj(M_.Sigma_e,A,ghu1,ghx,ghu,targets,var_weights,iy,nar) + +% 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 vx fold options_ oo_.gamma_y = cell(nar+1,1); diff --git a/matlab/calib_obj2.m b/matlab/calib_obj2.m index 4fbac55c2c10cefe8935c6ab7b7793204c7d0e93..af0a034929de9bf41ce5d98e2e71b2aef0cd3cd9 100644 --- a/matlab/calib_obj2.m +++ b/matlab/calib_obj2.m @@ -1,6 +1,24 @@ +function objective=calib_obj2(M_.Sigma_e,A,ghu1,ghx,ghu,targets,var_weights,iy,nar) % targets and iy order: 1) variances 2) correlations % 3) constraints on M_.Sigma_e itself 4) autocorrelations -function objective=calib_obj2(M_.Sigma_e,A,ghu1,ghx,ghu,targets,var_weights,iy,nar) + +% 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 vx fold options_ objective = cell (nar+3); diff --git a/matlab/check_model.m b/matlab/check_model.m index c7e2610438dc1c83f8e1b9737c5197cb20921f52..b123a0c7a7b1c1ec5dddbd454eb4e6ffb218a751 100644 --- a/matlab/check_model.m +++ b/matlab/check_model.m @@ -1,4 +1,22 @@ function check_model() + +% Copyright (C) 2005-2006 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_ xlen = M_.maximum_exo_lag+M_.maximum_exo_lead + 1; diff --git a/matlab/check_name.m b/matlab/check_name.m index 2b77b2938228974167322a65dcb9c06edee7b743..6a56076e68d98a1945fcda54b6a72fc4a20d21d7 100644 --- a/matlab/check_name.m +++ b/matlab/check_name.m @@ -1,2 +1,20 @@ function n = check_name(vartan,varname) + +% 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/>. + n = strmatch(varname,vartan,'exact'); \ No newline at end of file diff --git a/matlab/cols.m b/matlab/cols.m index fa262da17da7ac1db49287f7ab75bcab4ba59eba..613b147b9ca4253a2f931781a76d7c1e23f340bb 100644 --- a/matlab/cols.m +++ b/matlab/cols.m @@ -1,2 +1,20 @@ function c = cols(M) + +% 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/>. + c = size(M,2); \ No newline at end of file diff --git a/matlab/correlation_posterior_analysis.m b/matlab/correlation_posterior_analysis.m index 37bfe3f323302e1b85f67e6630b16db0310f394d..f7d21705abdd70ba608b3982c13b8623b26894cf 100644 --- a/matlab/correlation_posterior_analysis.m +++ b/matlab/correlation_posterior_analysis.m @@ -1,4 +1,22 @@ function oo_ = correlation_posterior_analysis(SampleSize,dname,fname,vartan,nvar,var1,var2,nar,mh_conf_sig,oo_,M_,options_) + +% 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/>. + indx1 = check_name(vartan,var1); if isempty(indx1) disp(['posterior_analysis:: ' var1 ' is not a stationary endogenous variable!']) diff --git a/matlab/covariance_posterior_analysis.m b/matlab/covariance_posterior_analysis.m index aec229222e9b3697f490c5da0631945ca5801e4e..98921eaca6179ab0216f8a16b715a426025f169e 100644 --- a/matlab/covariance_posterior_analysis.m +++ b/matlab/covariance_posterior_analysis.m @@ -1,4 +1,22 @@ function oo_ = covariance_posterior_analysis(NumberOfSimulations,dname,fname,vartan,nvar,var1,var2,mh_conf_sig,oo_) + +% 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/>. + indx1 = check_name(vartan,var1); if isempty(indx1) disp(['posterior_analysis:: ' var1 ' is not a stationary endogenous variable!']) diff --git a/matlab/dcompare.m b/matlab/dcompare.m index e2670d4418746225b1d1d730642640ebaca3b699..2cc14748b6b0df78d94983b507d7b1dbdb360192 100644 --- a/matlab/dcompare.m +++ b/matlab/dcompare.m @@ -1,7 +1,22 @@ -% Copyright (C) 2001 Michel Juillard -% function dcompare(s1) +% Copyright (C) 2001 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_ nvx nvy x y lag1 ftest(s1,0) ; diff --git a/matlab/disp_dr.m b/matlab/disp_dr.m index cc88c5e90d6c2c035e11faf14bbc5f62f41fb03a..b729cfdc84a9c33d313d62f2499a4fc0825086b5 100644 --- a/matlab/disp_dr.m +++ b/matlab/disp_dr.m @@ -1,6 +1,22 @@ -% Copyright (C) 2001 Michel Juillard -% function disp_dr(dr,order,var_list) + +% Copyright (C) 2001 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_ nx =size(dr.ghx,2); diff --git a/matlab/disp_moments.m b/matlab/disp_moments.m index b807fe5b824562dbb590beb8586b7738ee28b1fb..4e13f891ad8d290543b416d7f77eb5a994ba052a 100644 --- a/matlab/disp_moments.m +++ b/matlab/disp_moments.m @@ -1,6 +1,22 @@ -% Copyright (C) 2001 Michel Juillard -% function disp_moments(y,var_list) + +% 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_ oo_ warning_old_state = warning; diff --git a/matlab/disp_th_moments.m b/matlab/disp_th_moments.m index 56683339c322b20b034caecdcae9b39f7151efa4..60ecbcaf5d0787626684550c132160281b610c81 100644 --- a/matlab/disp_th_moments.m +++ b/matlab/disp_th_moments.m @@ -1,6 +1,22 @@ -% Copyright (C) 2001 Michel Juillard -% function disp_th_moments(dr,var_list) + +% 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_ oo_ options_ nvar = size(var_list,1); diff --git a/matlab/dsge_posterior_theoretical_variance_decomposition.m b/matlab/dsge_posterior_theoretical_variance_decomposition.m index 99bd99d1ff55f0c3f54092675f8ce5f2b355472c..40867520991e24cd6f17dfae80c0bf1af49c3812 100644 --- a/matlab/dsge_posterior_theoretical_variance_decomposition.m +++ b/matlab/dsge_posterior_theoretical_variance_decomposition.m @@ -17,9 +17,23 @@ function [nvar,vartan,NumberOfDecompFiles] = ... % resol.m % th_autocovariances.m % posterior_moments.m -% -% part of DYNARE, copyright Dynare Team (2007-2008). -% Gnu Public License. + +% Copyright (C) 2007-2008 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/>. type = 'posterior';% To be defined as a input argument later... diff --git a/matlab/dy_date.m b/matlab/dy_date.m index 25757b1940b23c348215bce2cee90912b30ca4e7..3acc500884166b7c6f171daf0df3adcbc64a4603 100644 --- a/matlab/dy_date.m +++ b/matlab/dy_date.m @@ -1,4 +1,22 @@ function y=dy_date(year,period) + +% Copyright (C) 2005 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_ y = M_.freq*(year-M_.start_date(1))+period-M_.start_date(2)+1; diff --git a/matlab/dynare_graph_close.m b/matlab/dynare_graph_close.m index d2c468e7fe370cfa726b649ce1831d664f356c6f..056ec80893c172dd4dc49d0105ab80e6d2b9b954 100644 --- a/matlab/dynare_graph_close.m +++ b/matlab/dynare_graph_close.m @@ -1,5 +1,4 @@ function dynare_graph_close() - % function dynare_graph_close() % close a figure % @@ -11,6 +10,21 @@ function dynare_graph_close() % % SPECIAL REQUIREMENT % 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/>. + diff --git a/matlab/erase_compiled_function.m b/matlab/erase_compiled_function.m index f64a260a4e0263b630b460d289457052d5a120ba..de82a2510d60a9ae27cf21230dbdc63c8808cfa9 100644 --- a/matlab/erase_compiled_function.m +++ b/matlab/erase_compiled_function.m @@ -1,5 +1,22 @@ function erase_compiled_function(func) - % erase compiled function with name 'func' +% erase compiled function with name 'func' + +% 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/>. if exist([func '.dll']) clear([func '.dll']) diff --git a/matlab/f_var.m b/matlab/f_var.m index df306923f9a992e55c444f761eff15854667aa68..e3debafd99b4f4b4bd1b4d91aace5084222cfd8a 100644 --- a/matlab/f_var.m +++ b/matlab/f_var.m @@ -1,4 +1,22 @@ function b=f_var(x,a,nx) + +% Copyright (C) 2005 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=reshape(x,nx,nx); b=x-a*x*a'; b=b(:); \ No newline at end of file diff --git a/matlab/forcst2.m b/matlab/forcst2.m index fb092b5d8421f9cb89ee3feda32b875c6e8e7f1b..0abfcbd86350a7822a862c74df01e68fefdd434f 100644 --- a/matlab/forcst2.m +++ b/matlab/forcst2.m @@ -1,4 +1,22 @@ function yf=forcst2(y0,horizon,dr,n) + +% 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/>. + global M_ options_ Sigma_e_ = M_.Sigma_e; diff --git a/matlab/forcst2a.m b/matlab/forcst2a.m index c2b4396dbeb16b7d50eb8a9c91b364a8032bd33a..a0d9133065b2e71145906bf7fdf28f40433d2d2c 100644 --- a/matlab/forcst2a.m +++ b/matlab/forcst2a.m @@ -1,4 +1,22 @@ function yf=forcst2a(y0,dr,e) + +% 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/>. + global M_ options_ Sigma_e_ = M_.Sigma_e; diff --git a/matlab/forecast_graphs.m b/matlab/forecast_graphs.m index 99c0eec066d611ea03101ab4ea7c4f103fa9867c..b8b94dccd156a7ae97673ec6eb8f1bda52aaf653 100644 --- a/matlab/forecast_graphs.m +++ b/matlab/forecast_graphs.m @@ -1,5 +1,22 @@ function forecast_graphs(var_list) - + +% 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/>. + global M_ oo_ options_ nc = 4; diff --git a/matlab/formdata.m b/matlab/formdata.m index 86fd01c6fb63dd0f75bf3d66454f3066c287b705..65aac174517d434af90422b87ef2c32aa44be80e 100644 --- a/matlab/formdata.m +++ b/matlab/formdata.m @@ -1,5 +1,4 @@ function formdata(fname,date) - % function formdata(fname,date) % store endogenous and exogenous variables in a "FRM" TROLL text format file % INPUT @@ -11,9 +10,23 @@ function formdata(fname,date) % none % SPECIAL REQUIREMENT % none -% -% part of DYNARE, copyright (2007-2008) -% Gnu Public License. + +% Copyright (C) 2007-2008 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_ oo_ fid = fopen([fname '_endo.frm'],'w'); diff --git a/matlab/ftest.m b/matlab/ftest.m index 4bbf51f4697013036303cedf693f3fbbad18bb13..498921d6284a62fc6792b52a2a4d0c17309b19bc 100644 --- a/matlab/ftest.m +++ b/matlab/ftest.m @@ -1,7 +1,22 @@ -% Copyright (C) 2001 Michel Juillard -% function ftest (s1,s2) +% 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 nvx nvy x y lag1 if size(s1,1) ~= 2 diff --git a/matlab/gcompare.m b/matlab/gcompare.m index e6d7492a325ea839ab1a4b8cbab50454c5c4c48e..d0f6f780ef354e8647e5a3450924b25db89e090e 100644 --- a/matlab/gcompare.m +++ b/matlab/gcompare.m @@ -1,5 +1,3 @@ -% Copyright (C) 2001 Michel Juillard -% function gcompare(s1,s2) % GCOMPARE : GCOMPARE ( [ 'file1' ; 'file2' ] , [ 'var1' ; 'var2' ...] ) % This optional command plots the trajectories of a list of @@ -8,6 +6,22 @@ function gcompare(s1,s2) % saved by the instruction DYNASAVE. The simulation in file1 % is refered to as the base simulation. +% Copyright (C) 2001 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_ M_ global nvx nvy x y lag1 diff --git a/matlab/gensylv/sylvester3.m b/matlab/gensylv/sylvester3.m index f34a92d5a8a049992f1fc81ea400710e1b33f8cb..a4af35a73cefe346fd2cb74d16b5745708d4bc2e 100644 --- a/matlab/gensylv/sylvester3.m +++ b/matlab/gensylv/sylvester3.m @@ -1,5 +1,23 @@ -% solves a*x+b*x*c=d function x=sylvester3(a,b,c,d) +% solves a*x+b*x*c=d + +% 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/>. + n = size(a,1); m = size(c,1); if n == 1 diff --git a/matlab/gensylv/sylvester3a.m b/matlab/gensylv/sylvester3a.m index ddc4d7d1f353e2bc3d543e058a77f40f95937e15..fa796c00d91102a18883873d89222b296fc62ab7 100644 --- a/matlab/gensylv/sylvester3a.m +++ b/matlab/gensylv/sylvester3a.m @@ -1,6 +1,23 @@ +function x=sylvester3a(x0,a,b,c,d) % solves iteratively ax+bxc=d -function x=sylvester3a(x0,a,b,c,d) +% 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/>. + a_1 = inv(a); b = a_1*b; d = a_1*d; diff --git a/matlab/get_param_by_name.m b/matlab/get_param_by_name.m index 95ecbbe1a538789aaa988672a8b18e5eef920264..c7fa50b99d48f20cecd598d8fc4c233871394ed2 100644 --- a/matlab/get_param_by_name.m +++ b/matlab/get_param_by_name.m @@ -1,5 +1,4 @@ function x = get_param_by_name(pname) - % function x = get_param_by_name(pname) % returns the value of a parameter identified by its name % @@ -11,9 +10,23 @@ function x = get_param_by_name(pname) % % SPECIAL REQUIREMENTS % none + +% 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. % -% part of DYNARE, copyright Dynare Team (2006-2008) -% Gnu Public License +% 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_ diff --git a/matlab/get_posterior_parameters.m b/matlab/get_posterior_parameters.m index 22c7ab72e3f311e58c9ed25a7bdd8daa240deca4..79fdf3e8100b43aa9d5aec18ade1b221498712b9 100644 --- a/matlab/get_posterior_parameters.m +++ b/matlab/get_posterior_parameters.m @@ -11,9 +11,23 @@ function xparam = get_posterior_parameters(type) % % SPECIAL REQUIREMENTS % 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_ oo_ options_ M_ diff --git a/matlab/imcforecast.m b/matlab/imcforecast.m index 655f6e4b5db9a9259827d4429be624f64b462ba5..b60e5ded72ad1692e2cf4e6207058c3de3f5c847 100644 --- a/matlab/imcforecast.m +++ b/matlab/imcforecast.m @@ -1,5 +1,22 @@ -function icforecast(ptype,cV,cS,cL,H,mcValue,B,ci) -% stephane.adjemian@ens.fr +function imcforecast(ptype,cV,cS,cL,H,mcValue,B,ci) + +% Copyright (C) 2006 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_ oo_ M_ xparam = get_posterior_parameters(ptype); diff --git a/matlab/lyapunov_symm.m b/matlab/lyapunov_symm.m index 667a46218399c2ff13d7e29ccc0218edfa773c92..42ac6964f7788ab1cc762f506bdde46ddf4cfad1 100644 --- a/matlab/lyapunov_symm.m +++ b/matlab/lyapunov_symm.m @@ -17,9 +17,23 @@ function [x,u]=lyapunov_symm(a,b,qz_criterium) % % SPECIAL REQUIREMENTS % needs Matlab >= 7.0.1 for ordeig function (otherwise uses my_ordeig) + +% 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. % -% part of DYNARE, copyright Dynare Team (2006-2008) -% Gnu Public License +% You should have received a copy of the GNU General Public License +% along with Dynare. If not, see <http://www.gnu.org/licenses/>. ns_var = []; u = []; diff --git a/matlab/mcforecast3.m b/matlab/mcforecast3.m index 149b46c1d0bdf11795dfc05f88eeb3f67fb55cb9..31b45cd8bf863e40ac738d474a232b2a96ec34cc 100644 --- a/matlab/mcforecast3.m +++ b/matlab/mcforecast3.m @@ -1,5 +1,21 @@ function forcs = mcforecast3(cL,H,mcValue,shocks,forcs,T,R,mv,mu) -% stephane.adjemian@ens.fr [06-11-2006] + +% Copyright (C) 2006 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 cL e = zeros(size(mcValue,1),cL); diff --git a/matlab/mcompare.m b/matlab/mcompare.m index e6f83adee9dd401571c10a9e2d1550cda11bcc2c..abd18b775821d45434e5fb33aa744da736c5c41a 100644 --- a/matlab/mcompare.m +++ b/matlab/mcompare.m @@ -1,5 +1,3 @@ -% Copyright (C) 2001 Michel Juillard -% function mcompare(s1,s2) % MCOMPARE : MCOMPARE ( [ 'file1' ; 'file2' ] , [ 'var1' ; 'var2' ...] ) % This optional command plots the relative differences between @@ -12,6 +10,23 @@ function mcompare(s1,s2) % value of the base simulation, the absolute difference is ploted % instead of the relative one. +% Copyright (C) 2001 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 nvx nvy x y lag1 diff --git a/matlab/osr.m b/matlab/osr.m index 5bdc7d6f5c2a3343332f3587a3bb8c7d78ff5d3b..5fa9727a1fd734a74aff12dd5d101c7f9a973247 100644 --- a/matlab/osr.m +++ b/matlab/osr.m @@ -1,6 +1,22 @@ -% Copyright (C) 2001 Michel Juillard -% function osr(var_list,params,i_var,W) + +% Copyright (C) 2001-2006 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_ oo_ options_.order = 1; diff --git a/matlab/osr1.m b/matlab/osr1.m index d1da93095566feb0b1c1e5693a7ebf2173d1817d..29d8b1f5c2a31e5eb9ae0f18be027fc52e0eb7d8 100644 --- a/matlab/osr1.m +++ b/matlab/osr1.m @@ -1,4 +1,22 @@ function osr1(i_params,i_var,weights) + +% 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 M_ oo_ options_ it_ klen = M_.maximum_lag + M_.maximum_lead + 1; diff --git a/matlab/osr_obj.m b/matlab/osr_obj.m index f9ab9876855d4c233e15abb0d206416d215e2a20..d5d8148da8f6158cc06a105803f8edd8b3049e53 100644 --- a/matlab/osr_obj.m +++ b/matlab/osr_obj.m @@ -1,5 +1,23 @@ function [loss,vx,info]=osr_obj(x,i_params,i_var,weights); - % objective function for optimal simple rules (OSR) +% objective function for optimal simple rules (OSR) + +% Copyright (C) 2005-2006 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_ optimal_Q_ it_ % global ys_ Sigma_e_ endo_nbr exo_nbr optimal_Q_ it_ ykmin_ options_ diff --git a/matlab/plot_icforecast.m b/matlab/plot_icforecast.m index 40daa3417d7edc3b61b056663e34a355659ce89f..2b8fe5815b177990274f8dd53e50ba11d8676d7d 100644 --- a/matlab/plot_icforecast.m +++ b/matlab/plot_icforecast.m @@ -1,6 +1,22 @@ function plot_icforecast(Variable) -% stephane.adjemian@ens.fr - + +% Copyright (C) 2006 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/>. + load conditional_forecasts; diff --git a/matlab/pltorg.m b/matlab/pltorg.m index cc20e9f2c88542f6d346828e266bce9049c619ad..3082f79d586da6eed87bcbc9cc25e1261c0b0e6f 100644 --- a/matlab/pltorg.m +++ b/matlab/pltorg.m @@ -1,5 +1,22 @@ function [nbplt,nr,nc,lr,lc,nstar] = pltorg(number) -% stephane.adjemian@cepremap.cnrs.fr [06-07-2004] + +% Copyright (C) 2004-2005 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/>. + nrstar = 3; ncstar = 3; nstar = nrstar*ncstar; diff --git a/matlab/pm3.m b/matlab/pm3.m index 7b864d488422d9a469ca82345d1a16f2e411a825..fc59ce97a3592285c11c6b2b8df13a093b54b88a 100644 --- a/matlab/pm3.m +++ b/matlab/pm3.m @@ -1,4 +1,22 @@ function pm3(n1,n2,ifil,B,tit1,tit2,tit3,tit_tex,names1,names2,name3,DirectoryName,var_type) + +% Copyright (C) 2007-2008 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_ M_ oo_ nn = 3; diff --git a/matlab/ramsey_policy.m b/matlab/ramsey_policy.m index 5eaf17c950eeb2899016257112eeab51863d00d9..8b3d2533d6d81b1c0919517051ed2c397d5e6b81 100644 --- a/matlab/ramsey_policy.m +++ b/matlab/ramsey_policy.m @@ -1,4 +1,22 @@ function info = ramsey_policy(var_list) + +% Copyright (C) 2007-2008 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_ oo_ M_ oldoptions = options_; diff --git a/matlab/recursive_moments.m b/matlab/recursive_moments.m index 88a8ca8c558719c83d23d176a270cab394778e4a..5e9a134f2857a4b6dba30f9978d8eb7322e09919 100644 --- a/matlab/recursive_moments.m +++ b/matlab/recursive_moments.m @@ -18,9 +18,23 @@ function [mu,sigma,offset] = recursive_moments(m0,s0,data,offset) % % SPECIAL REQUIREMENTS % 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/>. [T,n] = size(data); diff --git a/matlab/restricted_steadystate.m b/matlab/restricted_steadystate.m index 7d29374fe433176f5b530785f95f5941a587de7f..f2b6f49b9a2f3876e651e22b19de9667e2ef90ac 100644 --- a/matlab/restricted_steadystate.m +++ b/matlab/restricted_steadystate.m @@ -1,5 +1,22 @@ function [sR,sG] = restricted_steadystate(y,x,indx) - % stephane.adjemian@gmail.com + +% 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 options_ M_ oo_ inde = options_.steadystate_partial.sseqn; diff --git a/matlab/rows.m b/matlab/rows.m index ff82a749c5295cc7436bd0f5d47939307fcf842b..285a600181389b6d221bc9ec774ff768803c7461 100644 --- a/matlab/rows.m +++ b/matlab/rows.m @@ -1,2 +1,20 @@ function nr=rows(x) + +% Copyright (C) 2005 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/>. + nr = size(x,1); \ No newline at end of file diff --git a/matlab/selif.m b/matlab/selif.m index 1f891b83ccb461cdfa8a812562a3327005f9777a..5955dce8cc7a55e7ee5c1b71617468a494066fa8 100644 --- a/matlab/selif.m +++ b/matlab/selif.m @@ -1,7 +1,22 @@ -% Copyright (C) 2001 Michel Juillard -% function x = selif(a,b) +% Copyright (C) 2001 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 size(b,2) ~= 1 error ('The second argument in SELIF must be � column vector') ; end diff --git a/matlab/set_param_value.m b/matlab/set_param_value.m index 233fa5be1b856f47a5f41ca8d9ce2d0bff06dd73..ff516da20806b0cef864a701beb97e6d3331a15f 100644 --- a/matlab/set_param_value.m +++ b/matlab/set_param_value.m @@ -1,4 +1,22 @@ function set_param_value(pname,value) + +% Copyright (C) 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_ i = strmatch(pname,M_.param_names,'exact'); diff --git a/matlab/set_stationary_variables_list.m b/matlab/set_stationary_variables_list.m index df4a899ff6513d616afc9862c560a0ce331d9615..9c47e129aa99db3b802eee7e9022818e68237f01 100644 --- a/matlab/set_stationary_variables_list.m +++ b/matlab/set_stationary_variables_list.m @@ -15,10 +15,24 @@ function [ivar,vartan] = set_stationary_variables_list() % % SPECIAL REQUIREMENTS % None. -% -% -% part of DYNARE, copyright Dynare Team (2007) -% Gnu Public License. + +% Copyright (C) 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_ M_ varlist = options_.varlist; if isempty(varlist) diff --git a/matlab/size_of_the_reduced_form_model.m b/matlab/size_of_the_reduced_form_model.m index b876cb67dd6f15056635cab2af3ca0b39569994f..53239b4a5b459f8477f360f66b029112e7d4b3a3 100644 --- a/matlab/size_of_the_reduced_form_model.m +++ b/matlab/size_of_the_reduced_form_model.m @@ -1,4 +1,22 @@ function mega = size_of_the_reduced_form_model(dr) + +% 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/>. + names = fieldnames(dr); number_of_scalars = 0; for field=1:size(names,1) diff --git a/matlab/stoch_simul.m b/matlab/stoch_simul.m index 7b27af9a1d57c07c171aa02b6f2c1d9f632c8676..9b0f6296617fb90060fae2eb1e2e795c3ab3c15a 100644 --- a/matlab/stoch_simul.m +++ b/matlab/stoch_simul.m @@ -1,6 +1,22 @@ -% Copyright (C) 2001 Michel Juillard -% function info=stoch_simul(var_list) + +% 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_ oo_ it_ options_old = options_; diff --git a/matlab/subset.m b/matlab/subset.m index 7029acae273c790e3c10e1ecee9c65a39cf45deb..e7c32c3af54183b82900e85355adfaee173cde26 100644 --- a/matlab/subset.m +++ b/matlab/subset.m @@ -1,5 +1,22 @@ function jndx = subset(); -% stephane.adjemian@ens.fr [11-30-2005] + +% Copyright (C) 2006 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_ ExcludedParamNames = options_.ExcludedParams; diff --git a/matlab/symmetric_matrix_index.m b/matlab/symmetric_matrix_index.m index b9da53d9a4f7c4fa1d6ef0b252d14fd384c0c34c..b10d7e12c87d1160a968abd717c0f18888a79502 100644 --- a/matlab/symmetric_matrix_index.m +++ b/matlab/symmetric_matrix_index.m @@ -1,4 +1,20 @@ function k = symmetric_matrix_index(i,j,n) -% part of DYNARE, copyright Dynare Team (2007-2008). -% Gnu Public License. + +% Copyright (C) 2007-2008 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/>. + k = (i-1)*n+j-i*(i-1)/2; \ No newline at end of file diff --git a/matlab/table.m b/matlab/table.m index 4bb48e0e7f0b63124111f80e81694faac6d6b27d..96edb29a56179542b629c6ead70f5a8d73df0220 100644 --- a/matlab/table.m +++ b/matlab/table.m @@ -1,7 +1,23 @@ -% Copyright (C) 2002 Michel Juillard -% function table(title,headers,labels,values,label_width,val_width, ... val_precis) + +% Copyright (C) 2002 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/>. + label_width = max(size(deblank(strvcat(headers(1,:),labels)),2)+2, ... label_width); val_width = max(size(deblank(headers(2:end,:)),2)+2,val_width); diff --git a/matlab/variance_decomposition_posterior_analysis.m b/matlab/variance_decomposition_posterior_analysis.m index 94426e64dc49e8ea04b28e073837f2e06d0a86f9..ae413e41fb86f8bfc63abbec67e0b6694b4aee3f 100644 --- a/matlab/variance_decomposition_posterior_analysis.m +++ b/matlab/variance_decomposition_posterior_analysis.m @@ -1,5 +1,23 @@ function oo_ = variance_decomposition_posterior_analysis(NumberOfSimulations,dname,fname, ... exonames,exo,vartan,var,mh_conf_sig,oo_) + +% 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/>. + indx = check_name(vartan,var); if isempty(indx) disp(['posterior_analysis:: ' var ' is not a stationary endogenous variable!']) diff --git a/matlab/writedata.m b/matlab/writedata.m index 48e19167cdba1af45518902e847dfebd0261f43e..6a6eb0147d10e29d0b9d70a2cc1ce82e88f499e4 100644 --- a/matlab/writedata.m +++ b/matlab/writedata.m @@ -9,9 +9,24 @@ function writedata(fname) % none % SPECIAL REQUIREMENT % none -% -% part of DYNARE, copyright (2007) -% Gnu Public License. + +% Copyright (C) 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_ S=[fname '_endo.xls']; n=size(oo_.endo_simul,2); diff --git a/matlab/writedata_text.m b/matlab/writedata_text.m index e025f4629958987004e7eb447a18503d014805b4..ac05b864acc46315f6949234cea8369be1f2705e 100644 --- a/matlab/writedata_text.m +++ b/matlab/writedata_text.m @@ -1,4 +1,4 @@ -function writedata(fname) +function writedata_text(fname) % function writedata(fname) % store endogenous and exogenous variables in a text file % INPUT @@ -9,9 +9,24 @@ function writedata(fname) % none % SPECIAL REQUIREMENT % none -% -% part of DYNARE, copyright (2007) -% Gnu Public License. + +% Copyright (C) 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_ S=[fname '_endo.dat']; fid = fopen(S,'w');