From dbe05bd9c811e59dfed26530ddbb16e59a9223d2 Mon Sep 17 00:00:00 2001
From: sebastien <sebastien@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Fri, 1 Aug 2008 13:28:14 +0000
Subject: [PATCH] v4 matlab: added copyright notice to C. Sims' files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1976 ac1d8469-bf42-47a9-8791-bf33cf982152
---
matlab/bfgsi.m | 20 ++++++++++++++++++--
matlab/bvar_density.m | 2 +-
matlab/bvar_toolbox.m | 2 +-
matlab/csminit.m | 17 +++++++++++++++++
matlab/csminwel.m | 18 ++++++++++++++++++
matlab/csolve.m | 18 ++++++++++++++++++
matlab/numgrad.m | 17 +++++++++++++++++
matlab/numgrad3.m | 1 +
matlab/numgrad5.m | 2 +-
matlab/qz/qzdiv.m | 21 +++++++++++++++++----
matlab/qz/qzswitch.m | 24 +++++++++++++++++++-----
11 files changed, 128 insertions(+), 14 deletions(-)
diff --git a/matlab/bfgsi.m b/matlab/bfgsi.m
index be2ef0e4f6..1f6546477d 100644
--- a/matlab/bfgsi.m
+++ b/matlab/bfgsi.m
@@ -3,8 +3,24 @@ function H = bfgsi(H0,dg,dx)
% dg is previous change in gradient; dx is previous change in x;
% 6/8/93 version that updates inverse hessian instead of hessian
% itself.
-% Copyright by Christopher Sims 1996. This material may be freely
-% reproduced and modified.
+
+% Copyright (C) 1993-2007 Christopher Sims
+%
+% 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(dg,2)>1
dg=dg';
end
diff --git a/matlab/bvar_density.m b/matlab/bvar_density.m
index 245b72b8f6..a3699c2251 100644
--- a/matlab/bvar_density.m
+++ b/matlab/bvar_density.m
@@ -11,7 +11,7 @@ function bvar_density(maxnlags)
% SPECIAL REQUIREMENTS
% none
-% Copyright (C) 2003-2007 Chris Sims
+% Copyright (C) 2003-2007 Christopher Sims
% Copyright (C) 2007 Dynare Team
%
% This file is part of Dynare.
diff --git a/matlab/bvar_toolbox.m b/matlab/bvar_toolbox.m
index 17d203ca75..cd4c115271 100644
--- a/matlab/bvar_toolbox.m
+++ b/matlab/bvar_toolbox.m
@@ -41,7 +41,7 @@ function [ny, nx, posterior, prior, forecast_data] = bvar_toolbox(nlags)
% - datafile, first_obs, varobs, xls_sheet, xls_range, nobs, presample
% - bvar_prior_{tau,decay,lambda,mu,omega,flat,train}
-% Copyright (C) 2003-2007 Chris Sims
+% Copyright (C) 2003-2007 Christopher Sims
% Copyright (C) 2007-2008 Dynare Team
%
% This file is part of Dynare.
diff --git a/matlab/csminit.m b/matlab/csminit.m
index 75bf46d6ae..bc02c06204 100644
--- a/matlab/csminit.m
+++ b/matlab/csminit.m
@@ -15,7 +15,24 @@ function [fhat,xhat,fcount,retcode] = csminit(fcn,x0,f0,g0,badg,H0,varargin)
%
% Fixed 7/19/93 to flip eigenvalues of H to get better performance when
% it's not psd.
+
+% Copyright (C) 1993-2007 Christopher Sims
%
+% 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/>.
+
%tailstr = ')';
%for i=nargin-6:-1:1
% tailstr=[ ',P' num2str(i) tailstr];
diff --git a/matlab/csminwel.m b/matlab/csminwel.m
index 2f0cf53483..516c5e7dca 100644
--- a/matlab/csminwel.m
+++ b/matlab/csminwel.m
@@ -18,6 +18,24 @@ function [fh,xh,gh,H,itct,fcount,retcodeh] = csminwel(fcn,x0,H0,grad,crit,nit,me
% hessian update, respectively. (When the routine hits certain kinds of difficulty, it
% write g2.mat and g3.mat as well. If all were written at about the same time, any of them
% may be a decent starting point. One can also start from the one with best function value.)
+
+% Copyright (C) 1993-2007 Christopher Sims
+%
+% 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_
fh = [];
xh = [];
diff --git a/matlab/csolve.m b/matlab/csolve.m
index e6400b830b..6a7dbf334f 100644
--- a/matlab/csolve.m
+++ b/matlab/csolve.m
@@ -17,6 +17,24 @@ function [x,rc] = csolve(FUN,x,gradfun,crit,itmax,varargin)
% rc: 0 means normal solution, 1 and 3 mean no solution despite extremely fine adjustments
% in step length (very likely a numerical problem, or a discontinuity). 4 means itmax
% termination.
+
+% Copyright (C) 1993-2007 Christopher Sims
+%
+% 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/>.
+
%---------- delta --------------------
% differencing interval for numerical gradient
delta = 1e-6;
diff --git a/matlab/numgrad.m b/matlab/numgrad.m
index e6076017bf..317577e3d8 100644
--- a/matlab/numgrad.m
+++ b/matlab/numgrad.m
@@ -1,6 +1,23 @@
function [g, badg] = numgrad(fcn,x,varargin)
% function [g badg] = numgrad(fcn,xvarargin)
+
+% Copyright (C) 1993-2007 Christopher Sims
%
+% 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/>.
+
delta = 1e-6;
%delta=1e-2;
n=length(x);
diff --git a/matlab/numgrad3.m b/matlab/numgrad3.m
index e1203536ea..f79ab7f075 100644
--- a/matlab/numgrad3.m
+++ b/matlab/numgrad3.m
@@ -7,6 +7,7 @@ function [g, badg, f0, f1, f2] = numgrad3(fcn,x,varargin)
% See section 25.3.4 in Abramovitz and Stegun (1972, Tenth Printing, December) Handbook of Mathematical Functions.
% http://www.math.sfu.ca/~cbm/aands/
+% Copyright (C) 1993-2007 Christopher Sims
% Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
diff --git a/matlab/numgrad5.m b/matlab/numgrad5.m
index 8ff0ef3bae..c93e0a0fd7 100644
--- a/matlab/numgrad5.m
+++ b/matlab/numgrad5.m
@@ -8,8 +8,8 @@ function [g, badg, f0, f1, f2, f3, f4] = numgrad5(fcn,x,varargin)
% http://www.math.sfu.ca/~cbm/aands/
%
% TODO Try Four points formula when cost_flag3=0 or cost_flag4=0.
-%
+% Copyright (C) 1993-2007 Christopher Sims
% Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
diff --git a/matlab/qz/qzdiv.m b/matlab/qz/qzdiv.m
index 9ea24723b1..5f1a0fd95e 100644
--- a/matlab/qz/qzdiv.m
+++ b/matlab/qz/qzdiv.m
@@ -1,7 +1,3 @@
-% from Chris Sims web site
-% http://eco-072399b.princeton.edu/yftp/gensys/mfiles/QZDIV.M
-%
-
function [A,B,Q,Z] = qzdiv(stake,A,B,Q,Z)
%function [A,B,Q,Z] = qzdiv(stake,A,B,Q,Z)
%
@@ -9,7 +5,24 @@ function [A,B,Q,Z] = qzdiv(stake,A,B,Q,Z)
% so that all cases of abs(B(i,i)/A(i,i))>stake are in lower right
% corner, while preserving U.T. and orthonormal properties and Q'AZ' and
% Q'BZ'.
+
+% Copyright (C) 1993-2007 Christopher Sims
+%
+% 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 jnk] = size(A);
root = abs([diag(A) diag(B)]);
root(:,1) = root(:,1)-(root(:,1)<1.e-13).*(root(:,1)+root(:,2));
diff --git a/matlab/qz/qzswitch.m b/matlab/qz/qzswitch.m
index 350fc9f160..72bf41574d 100644
--- a/matlab/qz/qzswitch.m
+++ b/matlab/qz/qzswitch.m
@@ -1,7 +1,3 @@
-% from Chris Sims web site
-% http://eco-072399b.princeton.edu/yftp/gensys/mfiles/QZSWITCH.M
-%
-
function [A,B,Q,Z] = qzswitch(i,A,B,Q,Z)
%function [A,B,Q,Z] = qzswitch(i,A,B,Q,Z)
%
@@ -13,7 +9,25 @@ function [A,B,Q,Z] = qzswitch(i,A,B,Q,Z)
% to drive all zeros on the diagonal of A to the lower right, but in this case
% the qz transformation is not unique and it is not possible simply to switch
% the positions of the diagonal elements of both A and B.
- realsmall=sqrt(eps)*10;
+
+% Copyright (C) 1993-2007 Christopher Sims
+%
+% 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/>.
+
+realsmall=sqrt(eps)*10;
%realsmall=1e-3;
a = A(i,i); d = B(i,i); b = A(i,i+1); e = B(i,i+1);
c = A(i+1,i+1); f = B(i+1,i+1);
--
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