master to 4.5 · Stéphane Adjemian / dynare

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.gitignore

+4 −0

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		@@ -60,6 +60,7 @@ checksum
		/doc/dynare.info
		/doc/dynare.info-1
		/doc/dynare.info-2
		/doc/dynare.info-3
		/doc/dynare.cp
		/doc/dynare.fn
		/doc/dynare.fns
		@@ -212,3 +213,6 @@ tests/julia/rbc/rbc*.jl

		# Octave variables saved when Octave crashes
		octave-workspace

		# VERSION generated file
		VERSION
		No newline at end of file

.gitlab-ci.yml

0 → 100644

+82 −0

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		variables:
		GIT_SUBMODULE_STRATEGY: normal
		TERM: linux

		build_binaries:
		stage: build
		script:
		- autoreconf -si
		- './configure --with-matlab=$(dirname $(dirname $(readlink -f `which matlab`))) MATLAB_VERSION=$(echo version \| matlab -nodesktop -nodisplay -nosplash 2>/dev/null \| sed -En "/ans\ =/!d;n;n;s/^[^0-9]([0-9]+\.[0-9]+).$/\1/;p")'
		- make -j $(nproc) LN_S="cp -p"
		artifacts:
		paths:
		- matlab/preprocessor/
		- mex/octave/
		- mex/matlab/
		- dynare++/src/dynare++
		expire_in: 1 week

		build_doc:
		stage: build
		script:
		- autoreconf -si
		- ./configure --disable-matlab --disable-octave
		- make -j $(nproc) info pdf html
		artifacts:
		paths:
		- doc/dynare.info*
		- doc/dynare.html
		- doc/dynare.pdf

		testsuite_matlab:
		stage: test
		script:
		- autoreconf -si
		- './configure --disable-octave --with-matlab=$(dirname $(dirname $(readlink -f `which matlab`))) MATLAB_VERSION=$(echo version \| matlab -nodesktop -nodisplay -nosplash 2>/dev/null \| sed -En "/ans\ =/!d;n;n;s/^[^0-9]([0-9]+\.[0-9]+).$/\1/;p")'
		- make -j $(($(nproc) * 3 / 4)) -C tests check-matlab
		artifacts:
		paths:
		- tests/*.m.log
		- tests/*.m.trs
		- tests//.m.log
		- tests//.m.trs
		- tests///*.m.log
		- tests///*.m.trs
		- tests/run_test_matlab_output.txt
		when: always
		dependencies:
		- build_binaries

		.testsuite_octave_template:
		stage: test
		variables:
		OPENBLAS_NUM_THREADS: 1
		script:
		- autoreconf -si
		- ./configure --disable-matlab
		- make -j $(nproc) -C tests check-octave
		artifacts:
		paths:
		- tests/*.o.log
		- tests/*.o.trs
		- tests//.o.log
		- tests//.o.trs
		- tests///*.o.log
		- tests///*.o.trs
		- tests/run_test_octave_output.txt
		when: always
		dependencies:
		- build_binaries

		testsuite_octave_auto:
		extends: .testsuite_octave_template
		only:
		- tags
		- schedules

		testsuite_octave_manual:
		extends: .testsuite_octave_template
		except:
		- tags
		- schedules
		when: manual

.gitmodules

+8 −11

Original line number	Diff line number	Diff line
		[submodule "contrib/ms-sbvar/utilities_dw"]
		path = contrib/ms-sbvar/utilities_dw
		url = http://www.dynare.org/git/frbatlanta/utilities_dw.git
		url = https://git.dynare.org/contrib/utilities_dw.git
		[submodule "contrib/ms-sbvar/switch_dw"]
		path = contrib/ms-sbvar/switch_dw
		url = http://www.dynare.org/git/frbatlanta/switch_dw.git
		url = https://git.dynare.org/contrib/switch_dw.git
		[submodule "contrib/ms-sbvar/TZcode"]
		path = contrib/ms-sbvar/TZcode
		url = http://www.dynare.org/git/frbatlanta/TZcode.git
		[submodule "contrib/dmm"]
		path = contrib/dmm
		url = http://www.dynare.org/git/dmm.git
		url = https://git.dynare.org/contrib/TZcode.git
		[submodule "matlab/utilities/tests"]
		path = matlab/utilities/tests
		url = https://github.com/DynareTeam/m-unit-tests.git
		url = https://git.dynare.org/Dynare/m-unit-tests.git
		[submodule "matlab/particles"]
		path = matlab/particles
		url = https://github.com/DynareTeam/particles.git
		url = https://git.dynare.org/Dynare/particles.git
		[submodule "matlab/modules/dates"]
		path = matlab/modules/dates
		url = https://github.com/DynareTeam/dates.git
		url = https://git.dynare.org/Dynare/dates.git
		branch = old-oop-style
		[submodule "matlab/modules/dseries"]
		path = matlab/modules/dseries
		url = https://github.com/DynareTeam/dseries.git
		url = https://git.dynare.org/Dynare/dseries.git
		branch = old-oop-style
		[submodule "matlab/modules/reporting"]
		path = matlab/modules/reporting
		url = https://github.com/DynareTeam/reporting.git
		No newline at end of file
		url = https://git.dynare.org/Dynare/reporting.git
		No newline at end of file

CONTRIBUTING.md

+9 −9

Original line number	Diff line number	Diff line
		@@ -10,13 +10,13 @@ If something is not clear, don't hesitate to ask if you can't find the answer on

		Please note that the repositories under the purview of this page are:

		* [Dynare](https://github.com/DynareTeam/dynare)
		* [Particles](https://github.com/DynareTeam/particles)
		* [Dates](https://github.com/DynareTeam/dates)
		* [Dseries](https://github.com/DynareTeam/dseries)
		* [Reporting](https://github.com/DynareTeam/reporting)
		* [Testsuite](https://github.com/DynareTeam/testsuite)
		* [M-unit-tests](https://github.com/DynareTeam/m-unit-tests)
		* [Dynare](https://git.dynare.org/Dynare/dynare)
		* [Particles](https://git.dynare.org/Dynare/particles)
		* [Dates](https://git.dynare.org/Dynare/dates)
		* [Dseries](https://git.dynare.org/Dynare/dseries)
		* [Reporting](https://git.dynare.org/Dynare/reporting)
		* [Testsuite](https://git.dynare.org/Dynare/testsuite)
		* [M-unit-tests](https://git.dynare.org/Dynare/m-unit-tests)

		## Making your Intentions Known

		@@ -26,7 +26,7 @@ Before making changes to the codebase, it'd be helpful if you communicated your

		You can report bugs in both the stable and unstable versions of Dynare. Before reporting a bug in the stable version of Dynare, please check the [Known Bugs](http://www.dynare.org/DynareWiki/KnownBugs) page to ensure it has not already been encountered/fixed. If reporting a bug in the unstable version of Dynare, please ensure the bug exists in the latest [unstable Dynare snapshot](http://www.dynare.org/download/dynare-unstable).

		To report a bug in Dynare, simply open a GitHub issue in the repository where the bug resides. For example, to report a bug in Dynare itself, go to the [Dynare repository issue page](https://github.com/DynareTeam/dynare/issues) and click on "New Issue."
		To report a bug in Dynare, simply open a GitHub issue in the repository where the bug resides. For example, to report a bug in Dynare itself, go to the [Dynare repository issue page](https://git.dynare.org/Dynare/dynare/issues) and click on "New Issue."

		The minimal information to add is a subject and a description of the steps needed to reproduce the bug. However, the most helpful description would also provide the code to reproduce the bug (often times a `.mod` file). The most helpful `.mod` file is a minimal, quick-running example that reproduces the bug, but we'll take anything that will help us squash a bug.

		@@ -45,7 +45,7 @@ So, now you've reported the bug or asked for an enhancemnt by creating a GitHub
		Now, if you want to go the extra mile, you'll volunteer to contribute code to fix the GitHub issue you created above. Once we've agreed that you'll do it, please do the following:

		1. Clone the Dynare repository:
		* `git clone https://github.com/DynareTeam/dynare.git`
		* `git clone https://git.dynare.org/Dynare/dynare.git`
		1. [Fork the Dynare repository](https://help.github.com/articles/fork-a-repo)
		1. Change into the `dynare` folder and add the forked repository as a remote:
		* `cd dynare`

Makefile.am

+2 −1

Original line number	Diff line number	Diff line
		@@ -39,13 +39,14 @@ dist-hook:
		rm -rf `find $(distdir)/matlab $(distdir)/examples -name *~`
		rm -rf $(distdir)/matlab/preprocessor* $(distdir)/matlab/dynare_version.m
		$(MKDIR_P) $(distdir)/mex/matlab $(distdir)/mex/octave
		rm -rf `find $(distdir)/contrib -name '.git*'`
		rm -rf `find $(distdir) -name '.git*'`

		install-exec-local:
		$(MKDIR_P) $(DESTDIR)$(pkglibdir)/contrib/ms-sbvar/TZcode
		cp -r contrib/ms-sbvar/TZcode/MatlabFiles $(DESTDIR)$(pkglibdir)/contrib/ms-sbvar/TZcode
		cp -r examples $(DESTDIR)$(pkglibdir)
		cp -r matlab $(DESTDIR)$(pkglibdir)
		find $(DESTDIR)$(pkglibdir) -name LICENSE.md -delete
		rm -rf $(DESTDIR)$(pkglibdir)/matlab/preprocessor*
		{ \
		if [ -z "`file preprocessor/dynare_m \| grep x86.64`" ]; then \

NEWS

+1161 −4

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README.md

+12 −10

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		@@ -16,7 +16,7 @@ available via the Dynare homepage: <http://www.dynare.org/download/dynare-stable

		# Contributions

		To contribute to Dynare and participate in the Dynare community, please see: [CONTRIBUTING.md](https://github.com/DynareTeam/dynare/blob/master/CONTRIBUTING.md)
		To contribute to Dynare and participate in the Dynare community, please see: [CONTRIBUTING.md](https://git.dynare.org/Dynare/dynare/blob/master/CONTRIBUTING.md)

		# License

		@@ -32,7 +32,7 @@ Here, we explain how to build from source:
		- all the associated documentation (PDF and HTML)

		This source can be retrieved in three forms:
		- via git, at <https://github.com/DynareTeam/dynare.git>
		- via git, at <https://git.dynare.org/Dynare/dynare.git>
		- using the stable source archive of the latest Dynare version (currently 4.4) from <http://www.dynare.org/download/dynare-stable/>
		- using a source snapshot of the unstable version, from <http://www.dynare.org/download/dynare-unstable/source-snapshot>

		@@ -81,7 +81,7 @@ A number of tools and libraries are needed in order to recompile everything. You
		- [Beamer](http://latex-beamer.sourceforge.net/) (for some PDF presentations)
		- For building the reference manual:
		- [GNU Texinfo](http://www.gnu.org/software/texinfo/)
		- [Texi2HTML](http://www.nongnu.org/texi2html) and [Latex2HTML](http://www.latex2html.org), if you want nice mathematical formulas in HTML output
		- [Latex2HTML](http://www.latex2html.org), if you want nice mathematical formulas in HTML output
		- [Doxygen](http://www.stack.nl/%7Edimitri/doxygen/) (if you want to build Dynare preprocessor source documentation)
		- For Octave, the development libraries corresponding to the UMFPACK packaged with Octave

		@@ -91,7 +91,7 @@ If you have downloaded the sources from an official source archive or the source

		If you want to use Git, do the following from a terminal:

		git clone --recursive http://github.com/DynareTeam/dynare.git
		git clone --recursive https://git.dynare.org/Dynare/dynare.git
		cd dynare
		autoreconf -si

		@@ -219,9 +219,9 @@ Alternatively, if you want to build everything, manually install the following p

		- `build-essential` (for gcc, g++ and make)
		- `gfortran`
		- `liboctave-dev` or `octave3.2-headers` (will install ATLAS)
		- `liboctave-dev` (or `octave3.2-headers` on older systems)
		- `libboost-graph-dev`
		- `libgsl0-dev`
		- `libgsl-dev` (or `libgsl0-dev` on older systems)
		- `libmatio-dev`
		- `libslicot-dev` and `libslicot-pic`
		- `libsuitesparse-dev`
		@@ -235,9 +235,11 @@ Alternatively, if you want to build everything, manually install the following p
		- `texlive-formats-extra` (for Eplain)
		- `texlive-latex-extra` (for fullpage.sty)
		- `texlive-fonts-extra` (for ccicons)
		- `latex-beamer`
		- `texlive-latex-recommended` (or `latex-beamer` on older systems)
		- `texlive-science` (or `texlive-math-extra` on older systems) (for amstex)
		- `texinfo`
		- `texi2html`, `latex2html`
		- `lmodern` (for macroprocessor PDF)
		- `latex2html`
		- `doxygen`

		## Fedora
		@@ -253,7 +255,7 @@ Alternatively, if you want to build everything, manually install the following p
		- `automake`
		- `texlive`
		- `texinfo`
		- `texi2html`, `latex2html`
		- `latex2html`
		- `doxygen`

		## Windows
		@@ -303,7 +305,7 @@ After this, prepare the source and configure the build tree as described for Lin
		- NB: If not compiling Dynare mex files for Octave, add ```--without-octave``` to the installation command
		- NB: To compile the latest stable version of dynare, follow the same instructions as above, omitting the ```--HEAD``` argument
		- NB: To update a ```--HEAD``` install of dynare you need to uninstall it then install it again: ```brew uninstall dynare; brew install dynare --HEAD```.
		- NB: If you want to maintain a separate git directory of dynare, you can do a ```--HEAD``` install of dynare, then uninstall it. This will have the effect of bringing in all the dependencies you will need to then compile dynare from your git directory. Then, change to the git directory and type:
		- NB: If you want to maintain a separate git directory of dynare, you can do a ```--HEAD``` install of dynare, then uninstall it. This will have the effect of bringing in all the dependencies you will need to then compile dynare from your git directory. (For `flex` and `bison` it may be necessary to symlink them via `brew link bison --force` and `brew link flex --force` as they are keg-only). Then, change to the git directory and type:
		- ```autoreconf -si; ./configure --with-matlab=/Applications/MATLAB_R2015a.app MATLAB_VERSION=R2015a```, adjusting the Matlab path and version to accord with your version
		- Once compilation is done, open Matlab and type the last line shown when you type ```brew info dynare``` in the Terminal window. With the typical Homebrew setup, this is:
		- ```addpath /usr/local/opt/dynare/lib/dynare/matlab```

VERSION.in

0 → 100644

+1 −0

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		@PACKAGE_VERSION@
		No newline at end of file

configure.ac

100755 → 100644

+5 −15

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		dnl Process this file with autoconf to produce a configure script.

		dnl Copyright (C) 2009-2016 Dynare Team
		dnl Copyright (C) 2009-2017 Dynare Team
		dnl
		dnl This file is part of Dynare.
		dnl
		@@ -18,7 +18,7 @@ dnl You should have received a copy of the GNU General Public License
		dnl along with Dynare. If not, see <http://www.gnu.org/licenses/>.

		AC_PREREQ([2.62])
		AC_INIT([dynare], [4.5-unstable])
		AC_INIT([dynare], [4.5.7])
		AC_CONFIG_SRCDIR([preprocessor/DynareMain.cc])
		AM_INIT_AUTOMAKE([1.11 -Wall -Wno-portability foreign no-dist-gzip dist-xz tar-pax])

		@@ -86,10 +86,6 @@ CPPFLAGS="$CPPFLAGS_SAVED"
		# Don't use deprecated hash structures
		AC_DEFINE([BOOST_NO_HASH], [], [Don't use deprecated STL hash structures])

		# Check for dlopen(), needed by tests for estimation DLL
		AC_CHECK_LIB([dl], [dlopen], [LIBADD_DLOPEN="-ldl"], [])
		AC_SUBST([LIBADD_DLOPEN])

		# Check for libmatio, needed by Dynare++
		AX_MATIO
		AM_CONDITIONAL([HAVE_MATIO], [test "x$has_matio" = "xyes"])
		@@ -117,9 +113,6 @@ AM_CONDITIONAL([HAVE_PDFLATEX], [test "x$PDFLATEX" != "x"])
		AC_CHECK_PROG([BIBTEX], [bibtex], [bibtex])
		AM_CONDITIONAL([HAVE_BIBTEX], [test "x$BIBTEX" != "x"])

		AC_CHECK_PROG([TEXI2HTML], [texi2html], [texi2html])
		AM_CONDITIONAL([HAVE_TEXI2HTML], [test "x$TEXI2HTML" != "x"])

		AC_CHECK_PROG([LATEX2HTML], [latex2html], [latex2html])
		AM_CONDITIONAL([HAVE_LATEX2HTML], [test "x$LATEX2HTML" != "x"])

		@@ -172,6 +165,7 @@ esac
		AX_PTHREAD

		AC_CONFIG_FILES([Makefile
		VERSION
		preprocessor/macro/Makefile
		preprocessor/Makefile
		doc/Makefile
		@@ -202,10 +196,6 @@ AC_CONFIG_FILES([Makefile
		dynare++/kord/Makefile
		dynare++/src/Makefile
		mex/sources/Makefile
		mex/sources/estimation/Makefile
		mex/sources/estimation/tests/Makefile
		mex/sources/estimation/libmat/Makefile
		mex/sources/estimation/libmat/tests/Makefile
		])

		AC_ARG_ENABLE([matlab], AS_HELP_STRING([--disable-matlab], [disable compilation of MEX files for MATLAB]), [], [enable_matlab=yes])
		@@ -281,10 +271,10 @@ fi

		if test "x$MAKEINFO" != "x"; then
		BUILD_DYNARE_INFO="yes"
		if test "x$TEXI2HTML" != "x" -a "x$LATEX2HTML" != "x"; then
		if test "x$LATEX2HTML" != "x"; then
		BUILD_DYNARE_HTML_MANUAL="yes"
		else
		BUILD_DYNARE_HTML_MANUAL="yes (but with ugly math formulas, missing texi2html or latex2html)"
		BUILD_DYNARE_HTML_MANUAL="yes (but with ugly math formulas, missing latex2html)"
		fi
		BUILD_DYNARE_PDF_MANUAL="yes"
		else

dmm @ ea7846fd

Original line number	Diff line number	Diff line
		Subproject commit ea7846fd71d32851877cf60008ac5046b51a7a51

switch_dw @ ce173d3f

Original line number	Diff line number	Diff line
		Subproject commit 8b3d14040133ea5b622cde9ea79b3b0b41891bce
		Subproject commit ce173d3fa2605957f7208bf624655893a7dc1768

doc/Makefile.am

+3 −4

Original line number	Diff line number	Diff line
		@@ -2,15 +2,14 @@ SUBDIRS = preprocessor macroprocessor userguide parallel internals gsa dseries-a

		info_TEXINFOS = dynare.texi

		if HAVE_TEXI2HTML
		if HAVE_LATEX2HTML
		html-local: dynare.html

		# The temporary directory for latex2html (L2H_TMP) must not contain a dot, so
		# enforce standard tmp directory instead of defaulting to current directory
		dynare.html: dynare.texi
		rm -rf dynare.html
		mkdir -p dynare.html
		cd dynare.html && $(TEXI2HTML) --l2h --split section --prefix index ../dynare.texi
		endif
		texi2any --html --split=section -c L2H=1 -c L2H_TMP=$${TMPDIR:-/tmp} -c PREFIX=dynare.html dynare.texi
		endif

		PDF_TARGETS =

doc/dynare.texi

+130 −109

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doc/macroprocessor/macroprocessor.tex

+38 −28

Original line number	Diff line number	Diff line
		@@ -8,12 +8,11 @@
		\usetheme{Boadilla}

		\title{The Dynare Macro-processor}
		\subtitle{Dynare Summer School 2015}
		\subtitle{Dynare Summer School 2017}
		\author{Sébastien Villemot}
		%\pgfdeclareimage[height=0.6cm]{logo}{logo-ofce}
		%\institute[OFCE]{\pgfuseimage{logo}}
		\institute{OFCE}
		\date{June 9, 2015}
		\date{June 13, 2017}

		\AtBeginSection[]
		{
		@@ -91,30 +90,6 @@
		\end{itemize}
		\end{frame}

		\begin{frame}[fragile=singleslide]
		\frametitle{Inclusion directive}
		\begin{itemize}
		\item This directive simply includes the content of another file at the place where it is inserted.
		\begin{block}{Syntax}
		\verb+@#include "+\textit{filename}\verb+"+
		\end{block}
		\begin{block}{Example}
		\begin{verbatim}
		@#include "modelcomponent.mod"
		\end{verbatim}
		\end{block}
		\item Exactly equivalent to a copy/paste of the content of the included file
		\item Note that it is possible to nest includes (\textit{i.e.} to include a file from an included file)
		\item Since Dynare 4.5, the filename can be given by a macro-variable (see below).
		Useful in loops.
		\begin{block}{Example with variable}
		\begin{verbatim}
		@#define fname = "modelcomponent.mod"
		@#include fname
		\end{verbatim}
		\end{block}
		\end{itemize}
		\end{frame}

		\begin{frame}
		\frametitle{Variables}
		@@ -219,6 +194,41 @@ end;
		\end{block}
		\end{frame}

		\begin{frame}[fragile=singleslide]
		\frametitle{Inclusion directive (1/2)}
		\begin{itemize}
		\item This directive simply includes the content of another file at the place where it is inserted.
		\begin{block}{Syntax}
		\verb+@#include "+\textit{filename}\verb+"+
		\end{block}
		\begin{block}{Example}
		\begin{verbatim}
		@#include "modelcomponent.mod"
		\end{verbatim}
		\end{block}
		\item Exactly equivalent to a copy/paste of the content of the included file
		\item Note that it is possible to nest includes (\textit{i.e.} to include a
		file from an included file)
		\end{itemize}
		\end{frame}

		\begin{frame}[fragile=singleslide]
		\frametitle{Inclusion directive (2/2)}
		\begin{itemize}
		\item The filename can be given by a macro-variable (useful in loops):
		\begin{block}{Example with variable}
		\begin{verbatim}
		@#define fname = "modelcomponent.mod"
		@#include fname
		\end{verbatim}
		\end{block}
		\item Files to include are searched for in current directory. Other directories can
		be added with
		\texttt{@includepath} directive, \texttt{-I} command line option or
		\texttt{[paths]} section in config file.
		\end{itemize}
		\end{frame}

		\begin{frame}[fragile=singleslide]
		\frametitle{Loop directive}
		\begin{block}{Syntax}
		@@ -604,7 +614,7 @@ rhos = [ 0.8, 0.9, 1];
		\ccbysa
		\column{0.71\textwidth}
		\tiny
		Copyright © 2008--2015 Dynare Team \\
		Copyright © 2008--2017 Dynare Team \\
		Licence: \href{http://creativecommons.org/licenses/by-sa/4.0/}{Creative
		Commons Attribution-ShareAlike 4.0}
		\end{columns}

doc/parallel/parallel.tex

+1 −0

Original line number	Diff line number	Diff line
		@@ -2,6 +2,7 @@
		% AMS-LaTeX Paper ************************************************
		% **** -----------------------------------------------------------
		\documentclass[12pt,a4paper,pdftex,nofootinbib]{article}
		\usepackage[cp1252]{inputenc}
		\usepackage{amssymb,amsmath}
		\usepackage[pdftex]{graphicx}
		\usepackage{epstopdf}

dynare++/kord/decision_rule.cweb

+9 −6

Original line number	Diff line number	Diff line
		@@ -100,6 +100,7 @@ SimResults::~SimResults()
		for (int i = 0; i < getNumSets(); i++) {
		delete data[i];
		delete shocks[i];
		delete start[i];
		}
		}

		@@ -149,7 +150,7 @@ which are not to be burnt. If the data is not finite, the both data
		and shocks are thrown away.

		@<\|SimResults::addDataSet\| code@>=
		bool SimResults::addDataSet(TwoDMatrix* d, ExplicitShockRealization* sr)
		bool SimResults::addDataSet(TwoDMatrix* d, ExplicitShockRealization* sr, const ConstVector& st)
		{
		KORD_RAISE_IF(d->nrows() != num_y,
		"Incompatible number of rows for SimResults::addDataSets");
		@@ -160,6 +161,10 @@ bool SimResults::addDataSet(TwoDMatrix* d, ExplicitShockRealization* sr)
		data.push_back(new TwoDMatrix((const TwoDMatrix&)(*d),num_burn,num_per));
		shocks.push_back(new ExplicitShockRealization(
		ConstTwoDMatrix(sr->getShocks(),num_burn,num_per)));
		if (num_burn == 0)
		start.push_back(new Vector(st));
		else
		start.push_back(new Vector(ConstVector(*d, num_burn-1)));
		ret = true;
		}

		@@ -527,7 +532,7 @@ void SimulationWorker::operator()()
		TwoDMatrix* m = dr.simulate(em, np, st, *esr);
		{
		SYNCHRO syn(&res, "simulation");
		res.addDataSet(m, esr);
		res.addDataSet(m, esr, st);
		}
		}

		@@ -540,13 +545,11 @@ void SimulationIRFWorker::operator()()
		ExplicitShockRealization* esr =
		new ExplicitShockRealization(res.control.getShocks(idata));
		esr->addToShock(ishock, 0, imp);
		const TwoDMatrix& data = res.control.getData(idata);
		ConstVector st(data, res.control.getNumBurn());
		TwoDMatrix* m = dr.simulate(em, np, st, *esr);
		TwoDMatrix* m = dr.simulate(em, np, res.control.getStart(idata), *esr);
		m->add(-1.0, res.control.getData(idata));
		{
		SYNCHRO syn(&res, "simulation");
		res.addDataSet(m, esr);
		res.addDataSet(m, esr, res.control.getStart(idata));
		}
		}

dynare++/kord/decision_rule.hweb

+6 −2

Original line number	Diff line number	Diff line
		@@ -694,7 +694,8 @@ bool calcFixPoint(emethod em, Vector& out)

		@ This is a basically a number of matrices of the same dimensions,
		which can be obtained as simulation results from a given decision rule
		and shock realizations. We also store the realizations of shocks.
		and shock realizations. We also store the realizations of shocks and the
		starting point of each simulation.

		@<\|SimResults\| class declaration@>=
		class ExplicitShockRealization;
		@@ -705,6 +706,7 @@ protected:@;
		int num_burn;
		vector<TwoDMatrix*> data;
		vector<ExplicitShockRealization*> shocks;
		vector<Vector *> start;
		public:@;
		SimResults(int ny, int nper, int nburn = 0)
		: num_y(ny), num_per(nper), num_burn(nburn)@+ {}
		@@ -723,7 +725,9 @@ public:@;
		{@+ return *(data[i]);@+}
		const ExplicitShockRealization& getShocks(int i) const
		{ @+ return *(shocks[i]);@+}
		bool addDataSet(TwoDMatrix* d, ExplicitShockRealization* sr);
		const Vector& getStart(int i) const
		{ return *(start[i]); }
		bool addDataSet(TwoDMatrix* d, ExplicitShockRealization* sr, const ConstVector& st);
		void writeMat(const char* base, const char* lname) const;
		void writeMat(mat_t* fd, const char* lname) const;
		};

dynare++/kord/first_order.cweb

+1 −1

Original line number	Diff line number	Diff line
		@@ -22,7 +22,7 @@ to select (return true) the pairs for which $\alpha<\beta$.
		@<\|order_eigs\| function code@>=
		lapack_int order_eigs(const double* alphar, const double* alphai, const double* beta)
		{
		return (alphar alphar + alphai * alphai < beta * beta qz_criterium);
		return (alphar alphar + alphai * alphai < beta * beta qz_criterium * qz_criterium);
		}

dynare++/kord/journal.cweb

+5 −1

Original line number	Diff line number	Diff line
		@@ -101,7 +101,11 @@ void SystemResources::getRUS(double& load_avg, long int& pg_avail,
		majflt = -1;
		#endif

		#if !defined(__MINGW32__) && !defined(__CYGWIN32__) && !defined(__CYGWIN__) && !defined(__MINGW64__) && !defined(__CYGWIN64__)

		#define MINGCYGTMP (!defined(__MINGW32__) && !defined(__CYGWIN32__) && !defined(__CYGWIN__))
		#define MINGCYG (MINGCYGTMP && !defined(__MINGW64__) && !defined(__CYGWIN64__))

		#if MINGCYG
		getloadavg(&load_avg, 1);
		#else
		load_avg = -1.0;

dynare++/kord/korder.cweb

+2 −2

Original line number	Diff line number	Diff line
		@@ -159,9 +159,9 @@ KOrder::KOrder(int num_stat, int num_pred, int num_both, int num_forw,
		KORD_RAISE_IF(gy.nrows() != ypart.ny(),
		"Wrong number of rows in gy in KOrder constructor");
		KORD_RAISE_IF(gu.nrows() != ypart.ny(),
		"Wrong number of rows in gu in KOrder constuctor");
		"Wrong number of rows in gu in KOrder constructor");
		KORD_RAISE_IF(gu.ncols() != nu,
		"Wrong number of columns in gu in KOrder constuctor");
		"Wrong number of columns in gu in KOrder constructor");

		// set nvs:
		nvs[0] = ypart.nys(); nvs[1] = nu; nvs[2] = nu; nvs[3] = 1;

dynare++/kord/korder_stoch.hweb

+1 −1

Original line number	Diff line number	Diff line
		@@ -64,7 +64,7 @@ public:@;
		@<\|IntegDerivs\| constructor code@>;
		};

		@ This constuctor integrates a rule (namely its $g^{**}$ part) with
		@ This constructor integrates a rule (namely its $g^{**}$ part) with
		respect to $u=\tilde\sigma\eta$, and stores to the object the
		derivatives of this integral $h$ at $(y^*,u,\sigma)=(\tilde
		y^,0,\tilde\sigma)$. The original container of $g^{*}$, the moments of

examples/NK_baseline.mod

+5 −5

Original line number	Diff line number	Diff line
		@@ -155,18 +155,18 @@ sigma_m =-5.85;
		Lambdamu=3.4e-3;
		LambdaA = 2.8e-3;

		LambdaYd= (LambdaA+alppha*Lambdamu)/(1-alppha);

		/*
		The following parameters are set in the steady state file as they depend on other
		deep parameters that were estimated in the original study. Setting them in the
		deep parameters (some were estimated in the original study). Setting them in the
		steady state file means they are updated for every parameter draw in the MCMC
		algorithm, while the parameters initialized here are only set once for the initial
		values of the parameters they depend on:

		gammma1 as it depends on LambdaA, alppha, Lambdamu, betta, and delta
		Rbar =0 as it depends on PI, LambdaA, alppha, Lambdamu, and betta
		Lambdax
		gammma1=mu_z*mu_I/betta-(1-delta);
		R=1+(PIbar*mu_z/betta-1);
		Lambdax=exp(LambdaYd);
		LambdaYd= (LambdaA+alppha*Lambdamu)/(1-alppha);
		*/

examples/NK_baseline_steadystate.m

+1 −0

Original line number	Diff line number	Diff line
		@@ -36,6 +36,7 @@ d=1;
		phi=1;
		m=0;
		zeta=1;
		LambdaYd= (LambdaA+alppha*Lambdamu)/(1-alppha);
		mu_z=exp(LambdaYd);
		mu_I=exp(Lambdamu);
		mu_A=exp(LambdaA);

examples/ramst.mod

+5 −2

Original line number	Diff line number	Diff line
		@@ -74,8 +74,11 @@ periods 1;
		values 1.2;
		end;

		// Deterministic simulation of the model for 200 periods
		simul(periods=200);
		// Prepare the deterministic simulation of the model over 200 periods
		perfect_foresight_setup(periods=200);

		// Perform the simulation
		perfect_foresight_solver;

		// Display the path of consumption and capital
		rplot c;

license.txt

+88 −163

Original line number	Diff line number	Diff line
		Format: http://www.debian.org/doc/packaging-manuals/copyright-format/1.0/
		Format: https://www.debian.org/doc/packaging-manuals/copyright-format/1.0/
		Upstream-Name: Dynare
		Upstream-Contact: Dynare Team, whose members in 2016 are:
		Upstream-Contact: Dynare Team, whose members in 2017 are:
		Stéphane Adjemian <stephane.adjemian@univ-lemans.fr>
		Houtan Bastani <houtan@dynare.org>
		Michel Juillard <michel.juillard@mjui.fr>
		Frédéric Karamé <frederic.karame@univ-lemans.fr>
		Junior Maih <junior.maih@gmail.com>
		Ferhat Mihoubi <fmihoubi@univ-evry.fr>
		George Perendia <george@perendia.orangehome.co.uk>
		Johannes Pfeifer <jpfeifer@gmx.de>
		Marco Ratto <marco.ratto@jrc.ec.europa.eu>
		Marco Ratto <marco.ratto@ec.europa.eu>
		Sébastien Villemot <sebastien@dynare.org>
		Source: http://www.dynare.org

		@@ -18,8 +17,8 @@ Copyright: 1996-2017 Dynare Team
		License: GPL-3+

		Files: matlab/AIM/SP*
		Copyright: public-domain
		License: public-domain
		Copyright: none
		License: public-domain-aim
		This code is in the public domain and may be used freely.
		However the authors would appreciate acknowledgement of the source by
		citation of any of the following papers:
		@@ -86,53 +85,56 @@ Copyright: 2016 Benjamin Born and Johannes Pfeifer
		2016 Dynare Team
		License: GPL-3+

		Files: matlab\gsa\Morris_Measure_Groups.m
		matlab\gsa\Sampling_Function_2.m
		Written by Jessica Cariboni and Francesca Campolongo
		Files: matlab/gsa/Morris_Measure_Groups.m
		matlab/gsa/Sampling_Function_2.m
		Copyright: 2005 European Commission
		2012 Dynare Team
		License: GPL-3+
		Comment: Written by Jessica Cariboni and Francesca Campolongo
		Joint Research Centre, The European Commission,
		Copyright (C) 2005 European Commission
		Copyright (C) 2012 Dynare Team

		Files: matlab\gsa\cumplot.m
		matlab\gsa\filt_mc_.m
		matlab\gsa\gsa_plotmatrix.m
		matlab\gsa\gsa_skewness.m
		matlab\gsa\gsa_speed.m
		matlab\gsa\log_trans_.m
		matlab\gsa\map_calibration.m
		matlab\gsa\map_ident_.m
		matlab\gsa\mcf_analysis.m
		matlab\gsa\myboxplot.m
		matlab\gsa\myprctilecol.m
		matlab\gsa\prior_draw_gsa.m
		matlab\gsa\read_data.m
		matlab\gsa\redform_map.m
		matlab\gsa\redform_screen.m
		matlab\gsa\scatter_mcf.m
		matlab\gsa\smirnov.m
		matlab\gsa\stab_map_.m
		matlab\gsa\stab_map_1.m
		matlab\gsa\stab_map_2.m
		matlab\gsa\stand_.m
		matlab\gsa\tcrit.m
		matlab\gsa\teff.m
		matlab\gsa\trank.m
		Copyright (C) 2011-2017 European Commission
		Copyright (C) 2011-2017 Dynare Team

		Files: matlab/gsa/cumplot.m
		matlab/gsa/filt_mc_.m
		matlab/gsa/gsa_plotmatrix.m
		matlab/gsa/gsa_skewness.m
		matlab/gsa/gsa_speed.m
		matlab/gsa/log_trans_.m
		matlab/gsa/map_calibration.m
		matlab/gsa/map_ident_.m
		matlab/gsa/mcf_analysis.m
		matlab/gsa/myboxplot.m
		matlab/gsa/myprctilecol.m
		matlab/gsa/prior_draw_gsa.m
		matlab/gsa/read_data.m
		matlab/gsa/redform_map.m
		matlab/gsa/redform_screen.m
		matlab/gsa/scatter_mcf.m
		matlab/gsa/smirnov.m
		matlab/gsa/stab_map_.m
		matlab/gsa/stab_map_1.m
		matlab/gsa/stab_map_2.m
		matlab/gsa/stand_.m
		matlab/gsa/tcrit.m
		matlab/gsa/teff.m
		matlab/gsa/trank.m
		Copyright: 2011-2017 European Commission
		2011-2017 Dynare Team
		License: GPL-3+

		Files: matlab/gsa/pick.m
		Copyright (C) 2001-2017 European Commission
		This file is part of GLUEWIN
		The program has been developed by M. Ratto, European Commission, Joint Research Centre,
		Institute for the Protection and Security of The Citizen, Technological and Economic Risk Management,
		Applied Statistics, as a deliverable of the IMPACT project
		(EC Fifth Framework Programme, SCA Project, IST-1999-11313, DG-INFSO).
		Disclaimer: This software has been developed at the Joint Research Centre of European Commission
		Copyright: none
		License: public-domain-jrc
		This software has been developed at the Joint Research Centre of European Commission
		by officers in the course of their official duties. This software is not subject to copyright
		protection and is in the public domain. It is an experimental system. The Joint Research Centre
		of European Commission assumes no responsibility whatsoever for its use by other parties
		and makes no guarantees, expressed or implied, about its quality, reliability, or any other
		characteristic. We would appreciate acknowledgement if the software is used.
		Comment: This file is part of GLUEWIN.
		The program has been developed by M. Ratto, European Commission, Joint Research Centre,
		Institute for the Protection and Security of The Citizen, Technological and Economic Risk Management,
		Applied Statistics, as a deliverable of the IMPACT project
		(EC Fifth Framework Programme, SCA Project, IST-1999-11313, DG-INFSO).

		Files: matlab/optimization/simpsa.m matlab/optimization/simpsaget.m matlab/optimization/simpsaset.m
		Copyright: 2005 Henning Schmidt, FCC, henning@fcc.chalmers.se
		@@ -141,23 +143,24 @@ Copyright: 2005 Henning Schmidt, FCC, henning@fcc.chalmers.se
		License: GPL-3+

		Files: matlab/missing/stats/normpdf.m matlab/missing/stats/gamcdf.m
		matlab/missing/stats/common_size.m matlab/missing/stats/chi2inv.m
		matlab/missing/stats/chi2inv.m
		matlab/missing/stats/gaminv.m matlab/missing/stats/gampdf.m
		matlab/missing/stats/stdnormal_inv.m matlab/missing/stats/betacdf.m
		matlab/missing/stats/betapdf.m matlab/missing/stats/normcdf.m
		matlab/missing/stats/stdnormal_cdf.m matlab/missing/stats/norminv.m
		matlab/missing/stats/stdnormal_pdf.m matlab/missing/stats/betainv.m
		matlab/missing/stats-matlab/common_size.m
		Copyright: 1995-2007 Kurt Hornik
		2008-2011 Dynare Team
		License: GPL-3+

		Files: matlab/missing/stats/quantile.m
		Files: matlab/missing/stats-matlab/quantile.m
		Copyright: 2014-2016 Christopher Hummersone
		2016 Dynare Team
		License: GPL-3+


		Files: matlab/missing/stats/corr.m
		Files: matlab/missing/stats-matlab/corr.m
		Copyright: 1993-1996 Kurt Hornik
		1996-2015 John W. Eaton
		2013-2015 Julien Bect
		@@ -175,83 +178,24 @@ Copyright: 2005 Jos van der Geest <jos@jasen.nl>
		2013 Christophe Gouel
		2016 Dynare Team
		License: BSD-2-clause
		Redistribution and use in source and binary forms, with or without
		modification, are permitted provided that the following conditions are
		met:
		.
		* Redistributions of source code must retain the above copyright
		notice, this list of conditions and the following disclaimer.
		* Redistributions in binary form must reproduce the above copyright
		notice, this list of conditions and the following disclaimer in
		the documentation and/or other materials provided with the distribution
		.
		THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
		AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
		IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
		ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
		LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
		CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
		SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
		INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
		CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
		ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
		POSSIBILITY OF SUCH DAMAGE.

		Files: matlab/lmmcp/lmmcp.m
		Copyright: 2005 Christian Kanzow and Stefania Petra
		2013 Christophe Gouel
		2014 Dynare Team
		License: permissive
		License: permissive-lmmcp
		Unlimited permission is granted to everyone to use, copy, modify or
		distribute this software.

		Files: matlab/utilities/graphics/distinguishable_colors.m
		Copyright 2010-2011 by Timothy E. Holy
		All rights reserved.
		Redistribution and use in source and binary forms, with or without
		modification, are permitted provided that the following conditions are
		met:
		* Redistributions of source code must retain the above copyright
		notice, this list of conditions and the following disclaimer.
		* Redistributions in binary form must reproduce the above copyright
		notice, this list of conditions and the following disclaimer in
		the documentation and/or other materials provided with the distribution
		THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
		AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
		IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
		ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
		LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
		CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
		SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
		INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
		CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
		ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
		POSSIBILITY OF SUCH DAMAGE.
		Copyright: 2010-2011 Timothy E. Holy
		License: BSD-2-clause

		Files: matlab/utilities/graphics/colorspace.m
		Pascal Getreuer 2005-2010
		All rights reserved.
		Redistribution and use in source and binary forms, with or without
		modification, are permitted provided that the following conditions are
		met:
		* Redistributions of source code must retain the above copyright
		notice, this list of conditions and the following disclaimer.
		* Redistributions in binary form must reproduce the above copyright
		notice, this list of conditions and the following disclaimer in
		the documentation and/or other materials provided with the distribution
		THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
		AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
		IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
		ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
		LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
		CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
		SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
		INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
		CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
		ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
		POSSIBILITY OF SUCH DAMAGE.
		Copyright: 2005-2010 Pascal Getreuer
		License: BSD-2-clause

		Files: doc/dynare.texi doc/.tex doc/.svg doc/.dia doc/.pdf doc/*.bib
		Files: doc/dynare.texi doc/.tex doc/.svg doc/.pdf doc/.bib
		Copyright: 1996-2017 Dynare Team
		License: GFDL-NIV-1.3+

		@@ -300,7 +244,7 @@ Files: m4/ax_compare_version.m4
		Copyright: 2008 Tim Toolan <toolan@ele.uri.edu>
		License: permissive-autoconf

		Files: m4/ax_latex_bibtex_test.m4 m4/ax_latex_class.m4 m4/ax_tex_test.m4
		Files: m4/ax_latex_class.m4 m4/ax_tex_test.m4
		Copyright: 2008 Boretti Mathieu <boretti@eig.unige.ch>
		2009 Dynare Team
		License: LGPL-2.1+
		@@ -329,7 +273,7 @@ Copyright: 1996-2011 Daniel Waggoner and Tao Zha
		License: GPL-3+

		Files: contrib/ms-sbvar/switch_dw/state_space/sbvar/dw_csminwel.c
		state_space/sbvar/dw_csminwel.h
		contrib/ms-sbvar/switch_dw/state_space/sbvar/dw_csminwel.h
		Copyright: 1996 Christopher Sims
		2003 Karibzhanov, Waggoner and Zha
		License: GPL-3+
		@@ -403,32 +347,28 @@ Files: contrib/ms-sbvar/TZcode/MatlabFiles/qplot2.m
		Copyright: 1997-2012 Clark A. Burdick
		License: GPL-3+

		Files: contrib/dmm/*
		Copyright: 2010-2014 European Commission
		2006-2012 Dynare Team
		License: GPL-3+

		Files: contrib/dmm/randlib/*
		Copyright: none
		License: public-domain
		We place the Randlib code that we have written in the public domain.
		.
		NO WARRANTY
		.
		WE PROVIDE ABSOLUTELY NO WARRANTY OF ANY KIND EITHER EXPRESSED OR
		IMPLIED, INCLUDING BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
		MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. THE ENTIRE RISK
		AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM IS WITH YOU. SHOULD
		THIS PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF ALL NECESSARY
		SERVICING, REPAIR OR CORRECTION.
		.
		IN NO EVENT SHALL THE UNIVERSITY OF TEXAS OR ANY OF ITS COMPONENT
		INSTITUTIONS INCLUDING M. D. ANDERSON HOSPITAL BE LIABLE TO YOU FOR
		DAMAGES, INCLUDING ANY LOST PROFITS, LOST MONIES, OR OTHER SPECIAL,
		INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE USE OR
		INABILITY TO USE (INCLUDING BUT NOT LIMITED TO LOSS OF DATA OR DATA OR
		ITS ANALYSIS BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY THIRD
		PARTIES) THE PROGRAM.
		License: BSD-2-clause
		Redistribution and use in source and binary forms, with or without
		modification, are permitted provided that the following conditions are
		met:
		.
		* Redistributions of source code must retain the above copyright
		notice, this list of conditions and the following disclaimer.
		* Redistributions in binary form must reproduce the above copyright
		notice, this list of conditions and the following disclaimer in
		the documentation and/or other materials provided with the distribution
		.
		THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
		AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
		IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
		ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
		LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
		CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
		SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
		INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
		CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
		ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
		POSSIBILITY OF SUCH DAMAGE.

		License: GFDL-NIV-1.3+
		Permission is granted to copy, distribute and/or modify this document
		@@ -438,21 +378,6 @@ License: GFDL-NIV-1.3+
		.
		A copy of the license can be found at <http://www.gnu.org/licenses/fdl.txt>

		License: GPL-2+
		This program 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 2 of
		the License, or (at your option) any later version.
		.
		This program 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 this program. If not, see
		<http://www.gnu.org/licenses/>.

		License: GPL-2+ with Autoconf exception
		This program is free software; you can redistribute it and/or
		modify it under the terms of the GNU General Public License as

m4/ax_latex_bibtex_test.m4

deleted100644 → 0

+0 −66

Original line number	Diff line number	Diff line
		# ===========================================================================
		# http://www.nongnu.org/autoconf-archive/ax_latex_test.html
		# ===========================================================================
		#
		# OBSOLETE MACRO
		#
		# Deprecated because of licensing issues. The Lesser GPL imposes licensing
		# restrictions on the generated configure script unless it is augmented
		# with an Autoconf Exception clause.
		#
		# SYNOPSIS
		#
		# AX_LATEX_BIBTEX_TEST(FILEDATA,BIBDATA,VARIABLETOSET,[NOCLEAN])
		#
		# DESCRIPTION
		#
		# This macros creates a bib file called contest.bib with BIBDATA,
		# executes the latex application with FILEDATA as input, then runs
		# bibtex on the resulting aux file, and finally sets VARIABLETOSET
		# to yes or no depending on the result. If NOCLEAN is set, the folder
		# used for the test is not deleted after testing.
		#
		# The macro assumes that the variables PDFLATEX and BIBTEX are set.
		#
		# Adapted from the macro AX_LATEX_TEST by Sébastien Villemot.
		#
		# LICENSE
		#
		# Copyright (c) 2008 Boretti Mathieu <boretti@eig.unige.ch>
		# Copyright (c) 2009 Dynare Team
		#
		# This library is free software; you can redistribute it and/or modify it
		# under the terms of the GNU Lesser General Public License as published by
		# the Free Software Foundation; either version 2.1 of the License, or (at
		# your option) any later version.
		#
		# This library 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 Lesser
		# General Public License for more details.
		#
		# You should have received a copy of the GNU Lesser General Public License
		# along with this library. If not, see <http://www.gnu.org/licenses/>.

		AC_DEFUN([AX_LATEX_BIBTEX_TEST],[
		rm -rf conftest.dir/.acltx
		AS_MKDIR_P([conftest.dir/.acltx])
		cd conftest.dir/.acltx
		m4_ifval([$3],[$3="no"; export $3;])
		cat > conftest.tex << ACLEOF
		$1
		ACLEOF
		cat > conftest.bib << ACLEOF
		$2
		ACLEOF
		$PDFLATEX conftest 2>&1 1>output
		$BIBTEX conftest 2>&1 1>output2 m4_ifval([$3],[&& $3=yes])
		cd ..
		cd ..
		sed 's/^/\| /' conftest.dir/.acltx/conftest.tex >&5
		echo "$as_me:$LINENO: executing $PDFLATEX conftest" >&5
		sed 's/^/\| /' conftest.dir/.acltx/output >&5
		echo "$as_me:$LINENO: executing $BIBTEX conftest" >&5
		sed 's/^/\| /' conftest.dir/.acltx/output2 >&5
		m4_ifval([$4],,[rm -rf conftest.dir/.acltx])
		])

m4/ax_matlab_version.m4

+16 −1

Original line number	Diff line number	Diff line
		dnl Copyright (C) 2009-2016 Dynare Team
		dnl Copyright (C) 2009-2019 Dynare Team
		dnl
		dnl This file is part of Dynare.
		dnl
		@@ -22,6 +22,21 @@ AC_REQUIRE([AX_MATLAB])
		AC_MSG_CHECKING([for MATLAB version])
		if test "x$MATLAB_VERSION" != "x"; then
		case $MATLAB_VERSION in
		2019b \| 2019B)
		MATLAB_VERSION="9.7"
		;;
		2019a \| 2019A)
		MATLAB_VERSION="9.6"
		;;
		2018b \| 2018B)
		MATLAB_VERSION="9.5"
		;;
		2018a \| 2018A)
		MATLAB_VERSION="9.4"
		;;
		2017b \| 2017B)
		MATLAB_VERSION="9.3"
		;;
		2017a \| 2017A)
		MATLAB_VERSION="9.2"
		;;

m4/ax_mexext.m4

+3 −3

Original line number	Diff line number	Diff line
		@@ -41,13 +41,13 @@ else
		AX_COMPARE_VERSION([$MATLAB_VERSION], [lt], [7.1], [AC_MSG_ERROR([I can't determine the MEX file extension. Please explicitly indicate it to the configure script with the MEXEXT variable.])])
		case $build_os in
		cygwin)
		ax_cv_mexext=`$MATLAB/bin/mexext.bat \| sed 's/\r//'`
		ax_cv_mexext=$("$MATLAB"/bin/mexext.bat \| sed 's/\r//')
		;;
		mingw)
		ax_cv_mexext=`cd $MATLAB/bin && cmd /c mexext.bat \| sed 's/\r//'`
		ax_cv_mexext=$(cd "$MATLAB"/bin && cmd /c mexext.bat \| sed 's/\r//')
		;;
		*)
		ax_cv_mexext=`$MATLAB/bin/mexext`
		ax_cv_mexext=$("$MATLAB"/bin/mexext)
		;;
		esac
		fi])

matlab/DsgeSmoother.m

+6 −2

Original line number	Diff line number	Diff line
		@@ -58,7 +58,7 @@ function [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T,R,P,PK,de
		% SPECIAL REQUIREMENTS
		% None

		% Copyright (C) 2006-2017 Dynare Team
		% Copyright (C) 2006-2018 Dynare Team
		%
		% This file is part of Dynare.
		%
		@@ -104,6 +104,10 @@ oo_.dr.restrict_columns = bayestopt_.smoother_restrict_columns;

		[T,R,SteadyState,info,M_,options_,oo_] = dynare_resolve(M_,options_,oo_);

		if info~=0
		print_info(info,options_.noprint, options_);
		return
		end
		oo_.dr.restrict_var_list = oldoo.restrict_var_list;
		oo_.dr.restrict_columns = oldoo.restrict_columns;

		@@ -179,7 +183,7 @@ elseif options_.lik_init == 3 % Diffuse Kalman filter
		Z = [Z, eye(vobs)];
		end
		end
		[Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,options_.qz_criterium,oo_.dr.restrict_var_list);
		[Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,options_.qz_criterium);
		elseif options_.lik_init == 4 % Start from the solution of the Riccati equation.
		[err, Pstar] = kalman_steady_state(transpose(T),RQtranspose(R),transpose(build_selection_matrix(mf,np,vobs)),H);
		mexErrCheck('kalman_steady_state',err);

matlab/GetOneDraw.m

+8 −3

Original line number	Diff line number	Diff line
		function [xparams, logpost] = GetOneDraw(type)
		% function [xparams, logpost] = GetOneDraw(type)
		function [xparams, logpost] = GetOneDraw(type,M_,estim_params_,oo_,options_,bayestopt_)
		% function [xparams, logpost] = GetOneDraw(type,M_,estim_params_,oo_,options_,bayestopt_)
		% draws one parameter vector and its posterior from MCMC or the prior
		%
		% INPUTS
		% type: [string] 'posterior': draw from MCMC draws
		% 'prior': draw from prior
		% M_ [structure] Definition of the model
		% estim_params_ [structure] characterizing parameters to be estimated
		% oo_ [structure] Storage of results
		% options_ [structure] Options
		% bayestopt_ [structure] describing the priors
		%
		% OUTPUTS
		% xparams: vector of estimated parameters (drawn from posterior or prior distribution)
		@@ -36,6 +41,6 @@ switch type
		case 'prior'
		xparams = prior_draw();
		if nargout>1
		logpost = evaluate_posterior_kernel(xparams');
		logpost = evaluate_posterior_kernel(xparams',M_,estim_params_,oo_,options_,bayestopt_);
		end
		end
		No newline at end of file

matlab/PosteriorIRF.m

+1 −1

Original line number	Diff line number	Diff line
		@@ -174,7 +174,7 @@ localVars.type=type;
		if strcmpi(type,'posterior')
		while b<B
		b = b + 1;
		x(b,:) = GetOneDraw(type);
		x(b,:) = GetOneDraw(type,M_,estim_params_,oo_,options_,bayestopt_);
		end
		end

matlab/PosteriorIRF_core1.m

+1 −1

Original line number	Diff line number	Diff line
		@@ -141,7 +141,7 @@ while fpar<B
		irun = irun+1;
		irun2 = irun2+1;
		if strcmpi(type,'prior')
		deep = GetOneDraw(type);
		deep = GetOneDraw(type,M_,estim_params_,oo_,options_,bayestopt_);
		else
		deep = x(fpar,:);
		end

matlab/add_path_to_mex_files.m

+9 −1

Original line number	Diff line number	Diff line
		@@ -51,8 +51,16 @@ else
		addpath(mexpath);
		end
		end
		elseif matlab_ver_less_than('9.4')
		tmp = [dynareroot '../mex/matlab/win64-7.8-9.3/'];
		if exist(tmp, 'dir')
		mexpath = tmp;
		if modifypath
		addpath(mexpath);
		end
		end
		else
		tmp = [dynareroot '../mex/matlab/win64-7.8-9.2/'];
		tmp = [dynareroot '../mex/matlab/win64-9.4-9.7/'];
		if exist(tmp, 'dir')
		mexpath = tmp;
		if modifypath

matlab/annualized_shock_decomposition.m

+121 −121

Original line number	Diff line number	Diff line
		@@ -57,17 +57,16 @@ islog = q2a.islog;
		aux = q2a.aux;
		aux0 = aux;
		cumfix = q2a.cumfix;
		% usual shock decomp
		if isstruct(oo_)
		% z = oo_.shock_decomposition;
		myopts=options_;
		myopts.plot_shock_decomp.type='qoq';
		myopts.plot_shock_decomp.realtime=0;
		[z, junk] = plot_shock_decomposition(M_,oo_,myopts,[]);
		else
		z = oo_;
		qvintage_ = vintage_;
		tpoints = t0:4:t1;
		if ~ismember(vintage_,tpoints) && vintage_
		ind1=min(find(tpoints>vintage_));
		ind2=max(find(tpoints<vintage_));
		vintage_=tpoints(ind1);
		end
		z = z(i_var,:,:);

		nfrcst = options_.shock_decomp.forecast/4;
		%% initialize names
		mytype=var_type;
		if isfield(q2a,'name')
		mytxt = q2a.name;
		@@ -90,29 +89,6 @@ if isfield(q2a,'name')
		end
		mytype=0;
		end
		if isstruct(aux)
		if ischar(aux.y)
		myopts=options_;
		myopts.plot_shock_decomp.type='qoq';
		myopts.plot_shock_decomp.realtime=0;
		[y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux.y);
		aux.y=y_aux;
		aux.yss=steady_state_aux;
		end
		yaux=aux.y;
		end
		if mytype==2
		gtxt = 'PHI'; % inflation rate
		gtex = '\pi';
		elseif mytype
		gtxt = 'G'; % growth rate
		gtex = 'g';
		end
		steady_state=steady_state(i_var);
		% endo_names = M_.endo_names(i_var,:);
		% endo_names_tex = M_.endo_names_tex(i_var,:);
		nterms = size(z,2);
		nfrcst = opts.forecast/4;

		for j=1:nvar
		if j>1
		@@ -133,44 +109,47 @@ for j=1:nvar
		gendo_names_tex = [gtex '(' deblank(endo_names_tex(j,:)) ')'];
		end
		end
		for k =1:nterms
		if isstruct(aux)
		aux.y = squeeze(yaux(j,k,min((t0-3):-4:1):end));
		end
		[za(j,k,:), steady_state_a(j,1), gza(j,k,:), steady_state_ga(j,1)] = ...
		quarterly2annual(squeeze(z(j,k,min((t0-3):-4:1):end)),steady_state(j),GYTREND0,var_type,islog,aux);
		end
		ztmp=squeeze(za(j,:,:));
		if cumfix==0
		zscale = sum(ztmp(1:end-1,:))./ztmp(end,:);
		ztmp(1:end-1,:) = ztmp(1:end-1,:)./repmat(zscale,[nterms-1,1]);
		else
		zres = ztmp(end,:)-sum(ztmp(1:end-1,:));
		ztmp(end-1,:) = ztmp(end-1,:) + zres;
		end
		gztmp=squeeze(gza(j,:,:));
		if cumfix==0
		gscale = sum(gztmp(1:end-1,:))./ gztmp(end,:);
		gztmp(1:end-1,:) = gztmp(1:end-1,:)./repmat(gscale,[nterms-1,1]);
		else
		gres = gztmp(end,:) - sum(gztmp(1:end-1,:));
		gztmp(end-1,:) = gztmp(end-1,:)+gres;
		end
		za(j,:,:) = ztmp;
		gza(j,:,:) = gztmp;
		end

		if q2a.plot ==1
		z=gza;
		endo_names = gendo_names;
		endo_names_tex = gendo_names_tex;
		elseif q2a.plot == 2
		z=za;
		else
		z=cat(1,za,gza);
		elseif q2a.plot ~= 2
		endo_names = char(endo_names,gendo_names);
		endo_names_tex = char(endo_names_tex,gendo_names_tex);
		end

		% end initialize names
		steady_state=steady_state(i_var);

		if realtime_==0
		% usual shock decomp
		if isstruct(oo_)
		% z = oo_.shock_decomposition;
		myopts=options_;
		myopts.plot_shock_decomp.type='qoq';
		myopts.plot_shock_decomp.realtime=0;
		[z, junk] = plot_shock_decomposition(M_,oo_,myopts,[]);
		else
		z = oo_;
		end
		z = z(i_var,:,:);
		if isstruct(aux)
		if ischar(aux.y)
		myopts=options_;
		myopts.plot_shock_decomp.type='qoq';
		myopts.plot_shock_decomp.realtime=0;
		[y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux.y);
		aux.y=y_aux;
		aux.yss=steady_state_aux;
		end
		end
		% endo_names = M_.endo_names(i_var,:);
		% endo_names_tex = M_.endo_names_tex(i_var,:);

		% make annualized shock decomp
		[z, steady_state_a, steady_state_ga] = annualiz(z,t0,q2a,aux,steady_state);
		end
		% if isstruct(oo_)
		% oo_.annualized_shock_decomposition=z;
		% end
		@@ -180,85 +159,55 @@ if realtime_ && isstruct(oo_) && isfield(oo_, 'realtime_shock_decomposition')
		init=1;
		for i=t0:4:t1
		yr=floor(i/4);
		za=[];
		gza=[];
		myopts=options_;
		myopts.plot_shock_decomp.type='qoq';
		myopts.plot_shock_decomp.realtime=1;
		myopts.plot_shock_decomp.vintage=i;
		[z, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,[]);

		% retrieve quarterly shock decomp
		z = plot_shock_decomposition(M_,oo_,myopts,[]);
		zdim = size(z);
		z = z(i_var,:,:);
		if isstruct(aux)
		if ischar(aux0.y)
		% retrieve quarterly shock decomp for aux variable
		[y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux0.y);
		aux.y=y_aux;
		aux.yss=steady_state_aux;
		end
		yaux=aux.y;
		end
		nterms = size(z,2);

		% z = oo_.realtime_shock_decomposition.(['time_' int2str(i)]);
		% z = z(i_var,:,:);
		% make annualized shock decomp
		[z, steady_state_a, steady_state_ga] = annualiz(z,t0,q2a,aux,steady_state);

		for j=1:nvar
		for k =nterms:-1:1
		% if k<nterms
		% ztmp = squeeze(sum(z(j,[1:k-1,k+1:end-1],t0-4:end)));
		% else
		ztmp = squeeze(z(j,k,min((t0-3):-4:1):end));
		% end
		if isstruct(aux)
		aux.y = squeeze(yaux(j,k,min((t0-3):-4:1):end));
		end
		[za(j,k,:), steady_state_a(j,1), gza(j,k,:), steady_state_ga(j,1)] = ...
		quarterly2annual(ztmp,steady_state(j),GYTREND0,var_type,islog,aux);
		% if k<nterms
		% za(j,k,:) = za(j,end,:) - za(j,k,:);
		% gza(j,k,:) = gza(j,end,:) - gza(j,k,:);
		% end

		end

		ztmp=squeeze(za(j,:,:));

		if cumfix==0
		zscale = sum(ztmp(1:end-1,:))./ztmp(end,:);
		ztmp(1:end-1,:) = ztmp(1:end-1,:)./repmat(zscale,[nterms-1,1]);
		if init==1
		oo_.annualized_realtime_shock_decomposition.pool = z;
		else
		zres = ztmp(end,:)-sum(ztmp(1:end-1,:));
		ztmp(end-1,:) = ztmp(end-1,:) + zres;
		oo_.annualized_realtime_shock_decomposition.pool(:,:,yr) = z(:,:,end-nfrcst);
		end
		oo_.annualized_realtime_shock_decomposition.(['yr_' int2str(yr)]) = z;

		gztmp=squeeze(gza(j,:,:));
		if cumfix==0
		gscale = sum(gztmp(1:end-1,:))./ gztmp(end,:);
		gztmp(1:end-1,:) = gztmp(1:end-1,:)./repmat(gscale,[nterms-1,1]);
		else
		gres = gztmp(end,:) - sum(gztmp(1:end-1,:));
		gztmp(end-1,:) = gztmp(end-1,:)+gres;
		if options_.shock_decomp.forecast
		if qvintage_>i-4 && qvintage_<i
		myopts.plot_shock_decomp.vintage=qvintage_;
		% retrieve quarterly shock decomp
		z = plot_shock_decomposition(M_,oo_,myopts,[]);
		z(:,:,end+1:zdim(3))=nan; % fill with nan's remaining time points to reach Q4
		z = z(i_var,:,:);
		if isstruct(aux)
		if ischar(aux0.y)
		% retrieve quarterly shock decomp for aux variable
		[y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux0.y);
		aux.y=y_aux;
		aux.yss=steady_state_aux;
		end

		za(j,:,:) = ztmp;
		gza(j,:,:) = gztmp;
		end

		if q2a.plot ==1
		z=gza;
		elseif q2a.plot == 2
		z=za;
		else
		z=cat(1,za,gza);
		end
		% make annualized shock decomp
		z = annualiz(z,t0,q2a,aux,steady_state);

		if init==1
		oo_.annualized_realtime_shock_decomposition.pool = z;
		else
		oo_.annualized_realtime_shock_decomposition.pool(:,:,yr) = z(:,:,end-nfrcst);
		end
		oo_.annualized_realtime_shock_decomposition.(['yr_' int2str(yr)]) = z;

		if opts.forecast
		oo_.annualized_realtime_forecast_shock_decomposition.(['yr_' int2str(yr)]) = z(:,:,end-nfrcst:end);
		if init>nfrcst
		oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-nfrcst)]) = ...
		@@ -277,6 +226,7 @@ if realtime_ && isstruct(oo_) && isfield(oo_, 'realtime_shock_decomposition')
		oo_.annualized_realtime_shock_decomposition.pool(:,:,yr-my_forecast_:yr) - ...
		oo_.annualized_realtime_forecast_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,:,1:my_forecast_+1);
		oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,end-1,:) = ...
		oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,end-1,:) + ...
		oo_.annualized_realtime_forecast_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,end,1:my_forecast_+1);
		oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,end,:) = ...
		oo_.annualized_realtime_shock_decomposition.pool(:,end,yr-my_forecast_:yr);
		@@ -331,3 +281,53 @@ else
		steady_state = steady_state_a;
		end
		end

		return

		function [z, steady_state_a, steady_state_ga] = annualiz(z,t0,q2a,aux,steady_state)

		GYTREND0 = q2a.GYTREND0;
		var_type = q2a.type;
		islog = q2a.islog;
		cumfix = q2a.cumfix;
		if isstruct(aux)
		yaux=aux.y;
		end

		[nvar , nterms, junk] = size(z);
		for j=1:nvar
		for k =1:nterms
		ztmp = squeeze(z(j,k,min((t0-3):-4:1):end));
		if isstruct(aux)
		aux.y = squeeze(yaux(j,k,min((t0-3):-4:1):end));
		end
		[za(j,k,:), steady_state_a(j,1), gza(j,k,:), steady_state_ga(j,1)] = ...
		quarterly2annual(ztmp,steady_state(j),GYTREND0,var_type,islog,aux);
		end
		ztmp=squeeze(za(j,:,:));
		if cumfix==0
		zscale = sum(ztmp(1:end-1,:))./ztmp(end,:);
		ztmp(1:end-1,:) = ztmp(1:end-1,:)./repmat(zscale,[nterms-1,1]);
		else
		zres = ztmp(end,:)-sum(ztmp(1:end-1,:));
		ztmp(1:end-1,:) = ztmp(1:end-1,:) + repmat(zres,[nterms-1 1])/(nterms-1);
		end
		gztmp=squeeze(gza(j,:,:));
		if cumfix==0
		gscale = sum(gztmp(1:end-1,:))./ gztmp(end,:);
		gztmp(1:end-1,:) = gztmp(1:end-1,:)./repmat(gscale,[nterms-1,1]);
		else
		gres = gztmp(end,:) - sum(gztmp(1:end-1,:));
		gztmp(1:end-1,:) = gztmp(1:end-1,:) + repmat(gres,[nterms-1 1])/(nterms-1);
		end
		za(j,:,:) = ztmp;
		gza(j,:,:) = gztmp;
		end

		if q2a.plot ==1
		z=gza;
		elseif q2a.plot == 2
		z=za;
		else
		z=cat(1,za,gza);
		end

matlab/cli/prior.m

+6 −2

Original line number	Diff line number	Diff line
		@@ -3,7 +3,7 @@ function varargout = prior(varargin)
		% Computes various prior statistics and display them in the command window.
		%
		% INPUTS
		% 'table', 'moments', 'optimize', 'simulate', 'plot'
		% 'table', 'moments', 'optimize', 'simulate', 'plot', 'moments(distribution)'
		%
		% OUTPUTS
		% none
		@@ -11,7 +11,7 @@ function varargout = prior(varargin)
		% SPECIAL REQUIREMENTS
		% none

		% Copyright (C) 2015-2017 Dynare Team
		% Copyright (C) 2015-2018 Dynare Team
		%
		% This file is part of Dynare.
		%
		@@ -103,6 +103,9 @@ if ismember('simulate', varargin) % Prior simulations (BK).
		disp(['mjdgges crash share = ' num2str(results.dll.problem_share)])
		disp(['Steady state problem share = ' num2str(results.ss.problem_share)])
		disp(['Complex steady state share = ' num2str(results.ss.complex_share)])
		if options_.loglinear
		disp(['Nonpositive steady state share = ' num2str(results.ss.nonpositive_share)])
		end
		disp(['Analytical steady state problem share = ' num2str(results.ass.problem_share)])
		skipline(2)
		donesomething = true;
		@@ -158,6 +161,7 @@ if ismember('moments(distribution)', varargin) % Prior simulations (BK).
		dr = tmp.pdraws{j,3};
		oo__ = oo_;
		oo__.dr = dr;
		Model=set_parameters_locally(Model,tmp.pdraws{j,1});% Needed to update the covariance matrix of the state innovations.
		oo__ = disp_th_moments(oo__.dr, [], Model, options_, oo__);
		FirstOrderMoments(:,iter) = oo__.mean;
		SecondOrderMoments(:,:,iter) = oo__.var;

matlab/compute_Pinf_Pstar.m

+70 −6

Original line number	Diff line number	Diff line
		@@ -30,7 +30,7 @@ function [Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_colum
		% SPECIAL REQUIREMENTS
		% None

		% Copyright (C) 2006-2017 Dynare Team
		% Copyright (C) 2006-2018 Dynare Team
		%
		% This file is part of Dynare.
		%
		@@ -48,8 +48,22 @@ function [Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_colum
		% along with Dynare. If not, see <http://www.gnu.org/licenses/>.

		np = size(T,1);
		if nargin == 6
		indx = restrict_columns;
		indx0=find(~ismember([1:np],indx));
		else
		indx=(find(max(abs(T))>=1.e-10));
		indx0=(find(max(abs(T))<1.e-10));
		end
		np0=length(indx0);
		Tbkp = T;
		T0=T(indx0,indx); % static variables vs. dynamic ones
		R0=R(indx0,:); % matrix of shocks for static variables

		% perform Kitagawa transformation
		% Perform Kitagawa transformation only for non-zero columns of T
		T=T(indx,indx);
		R=R(indx,:);
		np = size(T,1);
		[QT,ST] = schur(T);
		e1 = abs(ordeig(ST)) > 2-qz_criterium;
		[QT,ST] = ordschur(QT,ST,e1);
		@@ -59,7 +73,6 @@ nk1 = nk+1;
		Pstar = zeros(np,np);
		R1 = QT'*R;
		B = R1QR1';
		% computes variance of stationary block (lower right)
		i = np;
		while i >= nk+2
		if ST(i,i-1) == 0
		@@ -100,13 +113,64 @@ if i == nk+1
		Pstar(nk1,nk1)=(B(nk1,nk1)+c)/(1-ST(nk1,nk1)*ST(nk1,nk1));
		end

		if np0
		ST1=ST;
		% Now I recover stationarized static variables using
		% ss = s-A*z
		% and
		% z-z(-1) (growth rates of unit roots) only depends on stationary variables
		Pstar = blkdiag(zeros(np0),Pstar);
		ST = [zeros(length(Pstar),length(indx0)) [T0*QT ;ST]];
		R1 = [R0; R1];
		% Build the matrix for stationarized variables
		STinf = ST(np0+1:np0+nk,np0+1:np0+nk);
		iSTinf = inv(STinf);
		ST0=ST;
		ST0(:,1:np0+nk)=0; % stationarized static + 1st difference only respond to lagged stationary states
		ST00 = ST(1:np0,np0+1:np0+nk);
		% A\B is the matrix division of A into B, which is roughly the
		% same as INV(A)*B
		ST0(1:np0,np0+nk+1:end) = ST(1:np0,np0+nk+1:end)-ST00(iSTinfST(np0+1:np0+nk,np0+nk+1:end)); % snip non-stationary part
		R10 = R1;
		R10(1:np0,:) = R1(1:np0,:)-ST00(iSTinfR1(np0+1:np0+nk,:)); % snip non-stationary part
		% Kill non-stationary part before projecting Pstar
		ST0(np0+1:np0+nk,:)=0;
		R10(np0+1:np0+nk,:)=0; % is this questionable???? IT HAS TO in order to match Michel's version!!!
		% project Pstar onto static x
		Pstar = ST0PstarST0'+R10QR10';
		% QT(1:np0,np0+1:np0+nk) = QT(1:np0,np0+1:np0+nk)+ST(1:np0,np0+1:np0+nk); %%% is this questionable ????
		% reorder QT entries
		else
		STinf = ST(np0+1:np0+nk,np0+1:np0+nk);
		end

		% stochastic trends with no influence on observed variables are
		% arbitrarily initialized to zero
		Pinf = zeros(np,np);
		Pinf(1:nk,1:nk) = eye(nk);
		if np0
		STtriu = STinf-eye(nk);
		% A\B is the matrix division of A into B, which is roughly the
		% same as INV(A)*B
		STinf0 = ST00(eye(nk)-iSTinfSTtriu);
		Pinf = blkdiag(zeros(np0),Pinf);
		QT = blkdiag(eye(np0),QT);
		QTinf = QT;
		QTinf(1:np0,np0+1:np0+nk) = STinf0;
		QTinf([indx0(:); indx(:)],:) = QTinf;
		STinf1 = [zeros(np0+np,np0) [STinf0; eye(nk); zeros(np-nk,nk)] zeros(np0+np,np-nk)];
		for k = 1:nk
		if norm(QTinf(mf,:)*ST([indx0(:); indx(:)],k+np0)) < 1e-8
		Pinf(k+np0,k+np0) = 0;
		end
		end
		Pinf = STinf1PinfSTinf1';
		QT([indx0(:); indx(:)],:) = QT;
		else
		for k = 1:nk
		if norm(QT(mf,:)*ST(:,k)) < 1e-8
		Pinf(k,k) = 0;
		Pinf(k+np0,k+np0) = 0;
		end
		end
		end

matlab/discretionary_policy_1.m

+7 −2

Original line number	Diff line number	Diff line
		@@ -67,6 +67,9 @@ if options_.steadystate_flag
		options_,0);
		end
		[U,Uy,W] = feval([M_.fname,'_objective_static'],zeros(endo_nbr,1),[], M_.params);
		if any(any(isnan(Uy)))
		error(['discretionary_policy: the derivatives of the objective function contain NaN'])
		end
		if any(any(Uy~=0))
		error(['discretionary_policy: the objective function must have zero ' ...
		'first order derivatives'])
		@@ -98,7 +101,9 @@ instr_nbr=endo_nbr-eq_nbr;
		if instr_nbr==0
		error('discretionary_policy:: There are no available instruments, because the model has as many equations as variables.')
		end
		if size(Instruments,1)~= instr_nbr
		if size(Instruments,1)< instr_nbr
		error('discretionary_policy:: There are fewer declared instruments than omitted equations.')
		elseif size(Instruments,1)> instr_nbr
		error('discretionary_policy:: There are more declared instruments than omitted equations.')
		end

matlab/discretionary_policy_engine.m

+3 −3

Original line number	Diff line number	Diff line
		@@ -48,7 +48,7 @@ function [H,G,retcode]=discretionary_policy_engine(AAlag,AA0,AAlead,BB,bigw,inst
		% Dennis, Richard (2007): Optimal policy in rational expectations models: new solution algorithms,
		% Macroeconomic Dynamics, 11, 3155.

		% Copyright (C) 2007-2017 Dynare Team
		% Copyright (C) 2007-2018 Dynare Team
		%
		% This file is part of Dynare.
		%
		@@ -112,9 +112,9 @@ F1=F10;
		while 1
		iter=iter+1;
		P=SylvesterDoubling(W+betaF1'QF1,betaH1',H1,discretion_tol,solve_maxit);
		if any(any(isnan(P)))
		if any(any(isnan(P))) \|\| any(any(isinf(P)))
		P=SylvesterHessenbergSchur(W+betaF1'QF1,betaH1',H1);
		if any(any(isnan(P)))
		if any(any(isnan(P))) \|\| any(any(isinf(P)))
		retcode=2;
		return
		end

matlab/disp_dr.m

+5 −0

Original line number	Diff line number	Diff line
		@@ -27,6 +27,11 @@ function disp_dr(dr,order,var_list)

		global M_ options_

		if M_.hessian_eq_zero && order~=1
		order = 1;
		warning('disp_dr: using order = 1 because Hessian is equal to zero');
		end

		nx =size(dr.ghx,2);
		nu =size(dr.ghu,2);
		if options_.block

matlab/disp_identification.m

+11 −4

Original line number	Diff line number	Diff line
		@@ -84,7 +84,11 @@ end

		disp([' ']),

		if any(idemodel.ino)

		no_warning_message_display=1;

		if any(idemodel.ino) \|\| any(any(idemodel.ind0==0)) \|\| any(any(idemodel.jweak_pair))
		no_warning_message_display=0;
		disp('WARNING !!!')
		if SampleSize>1
		disp(['The rank of H (model) is deficient for ', num2str(length(find(idemodel.ino))),' out of ',int2str(SampleSize),' MC runs!' ]),
		@@ -152,12 +156,15 @@ if any(idemodel.ino)
		% end
		end

		if ~any(idemodel.ino) && ~any(any(idemodel.ind0==0))
		if no_warning_message_display
		disp(['All parameters are identified in the model (rank of H).' ]),
		skipline()
		end

		if any(idemoments.ino)
		no_warning_message_display = 1;

		if any(idemoments.ino) \|\| any(any(idemoments.ind0==0)) \|\| any(any(idemoments.jweak_pair))
		no_warning_message_display = 0;
		skipline()
		disp('WARNING !!!')
		if SampleSize > 1
		@@ -234,7 +241,7 @@ if any(idemoments.ino)
		% end
		% end
		end
		if ~any(idemoments.ino) && ~any(any(idemoments.ind0==0))
		if no_warning_message_display
		skipline()
		disp(['All parameters are identified by J moments (rank of J)' ]),
		skipline()

matlab/disp_th_moments.m

+6 −5

Original line number	Diff line number	Diff line
		@@ -44,7 +44,7 @@ m(non_stationary_vars) = NaN;
		i1 = find(abs(diag(oo_.gamma_y{1})) > 1e-12);
		s2 = diag(oo_.gamma_y{1});
		sd = sqrt(s2);
		if options_.order == 2
		if options_.order == 2 && ~M_.hessian_eq_zero
		m = m+oo_.gamma_y{options_.ar+3};
		end

		@@ -123,7 +123,8 @@ if length(i1) == 0
		end

		if options_.nocorr == 0 && size(stationary_vars, 1) > 0
		corr = oo_.gamma_y{1}(i1,i1)./(sd(i1)*sd(i1)');
		corr=NaN(size(oo_.gamma_y{1}));
		corr(i1,i1) = oo_.gamma_y{1}(i1,i1)./(sd(i1)*sd(i1)');
		if options_.contemporaneous_correlation
		oo_.contemporaneous_correlation = corr;
		end
		@@ -138,12 +139,12 @@ if options_.nocorr == 0 && size(stationary_vars, 1) > 0
		labels = deblank(M_.endo_names(ivar(i1),:));
		headers = char('Variables',labels);
		lh = size(labels,2)+2;
		dyntable(options_,title,headers,labels,corr,lh,8,4);
		dyntable(options_,title,headers,labels,corr(i1,i1),lh,8,4);
		if options_.TeX
		labels = deblank(M_.endo_names_tex(ivar(i1),:));
		headers=char('Variables',labels);
		lh = size(labels,2)+2;
		dyn_latex_table(M_,options_,title,'th_corr_matrix',headers,labels,corr,lh,8,4);
		dyn_latex_table(M_,options_,title,'th_corr_matrix',headers,labels,corr(i1,i1),lh,8,4);
		end
		end
		end

matlab/distributions/lpdfgweibull.m

+9 −9

Original line number	Diff line number	Diff line
		@@ -206,7 +206,7 @@ end
		%$
		%$ try
		%$ if isoctave
		%$ s = quadv(density, .0000000001, 100000,1e-10);
		%$ s = quadl(density, .0000000001, 100000, 1e-10);
		%$ else
		%$ s = integral(density, 0, 100000);
		%$ end
		@@ -229,7 +229,7 @@ end
		%$
		%$ try
		%$ if isoctave
		%$ s = quadv(density, .0000000001, 100000,1e-10);
		%$ s = quadl(density, .0000000001, 100000, 1e-10);
		%$ else
		%$ s = integral(density, 0, 100000);
		%$ end
		@@ -252,7 +252,7 @@ end
		%$
		%$ try
		%$ if isoctave
		%$ s = quadv(density, .0000000001, 100000,1e-10)
		%$ s = quadl(density, .0000000001, 100000, 1e-10);
		%$ else
		%$ s = integral(density, 0, 100000);
		%$ end
		@@ -279,7 +279,7 @@ end
		%$
		%$ try
		%$ if isoctave
		%$ s = quadv(xdens, .0000000001, 20,1e-10)
		%$ s = quadgk(xdens, .0000000001, 100000, 1e-10);
		%$ else
		%$ s = integral(xdens, 0, 100000);
		%$ end
		@@ -302,7 +302,7 @@ end
		%$
		%$ try
		%$ if isoctave
		%$ s = quadv(xdens, .0000000001, 100000,1e-10)
		%$ s = quadl(xdens, .0000000001, 100000, 1e-10);
		%$ else
		%$ s = integral(xdens, 0, 100000);
		%$ end
		@@ -325,7 +325,7 @@ end
		%$
		%$ try
		%$ if isoctave
		%$ s = quadv(xdens, .0000000001, 100000,1e-10)
		%$ s = quadl(xdens, .0000000001, 100000, 1e-10);
		%$ else
		%$ s = integral(xdens, 0, 100000);
		%$ end
		@@ -351,7 +351,7 @@ end
		%$ s = NaN(n, 1);
		%$ for i=1:n
		%$ if isoctave()
		%$ s(i) = quadv(density, .0000000001, .1*i,1e-10)
		%$ s(i) = quadl(density, .0000000001, .1*i, 1e-10);
		%$ else
		%$ s(i) = integral(density, 0, .1*i);
		%$ end
		@@ -382,7 +382,7 @@ end
		%$ s = NaN(n, 1);
		%$ for i=1:n
		%$ if isoctave()
		%$ s(i) = quadv(density, .0000000001, .1*i,1e-10)
		%$ s(i) = quadl(density, .0000000001, .1*i, 1e-10);
		%$ else
		%$ s(i) = integral(density, 0, .1*i);
		%$ end
		@@ -413,7 +413,7 @@ end
		%$ s = NaN(n, 1);
		%$ for i=1:n
		%$ if isoctave()
		%$ s(i) = quadv(density, .0000000001, .1*i,1e-10)
		%$ s(i) = quadl(density, .0000000001, .1*i, 1e-10);
		%$ else
		%$ s(i) = integral(density, 0, .1*i);
		%$ end

matlab/dsge_likelihood.m

+2 −16

Original line number	Diff line number	Diff line
		@@ -115,7 +115,7 @@ function [fval,info,exit_flag,DLIK,Hess,SteadyState,trend_coeff,Model,DynareOpti
		%! @end deftypefn
		%@eod:

		% Copyright (C) 2004-2017 Dynare Team
		% Copyright (C) 2004-2018 Dynare Team
		%
		% This file is part of Dynare.
		%
		@@ -146,20 +146,6 @@ Hess = [];
		% Ensure that xparam1 is a column vector.
		xparam1 = xparam1(:);

		if DynareOptions.estimation_dll
		[fval,exit_flag,SteadyState,trend_coeff,info,params,H,Q] ...
		= logposterior(xparam1,DynareDataset, DynareOptions,Model, ...
		EstimatedParameters,BayesInfo,DynareResults);
		mexErrCheck('logposterior', exit_flag);
		Model.params = params;
		if ~isequal(Model.H,0)
		Model.H = H;
		end
		Model.Sigma_e = Q;
		DynareResults.dr.ys = SteadyState;
		return
		end

		% Set flag related to analytical derivatives.
		analytic_derivation = DynareOptions.analytic_derivation;

		@@ -372,7 +358,7 @@ switch DynareOptions.lik_init
		error(['The model requires Diffuse filter, but you specified a different Kalman filter. You must set options_.kalman_algo ' ...
		'to 0 (default), 3 or 4'])
		end
		[Pstar,Pinf] = compute_Pinf_Pstar(Z,T,R,Q,DynareOptions.qz_criterium,[1:length(T)]);
		[Pstar,Pinf] = compute_Pinf_Pstar(Z,T,R,Q,DynareOptions.qz_criterium);
		Z =zeros(length(BayesInfo.mf),size(T,1));
		for i = 1:length(BayesInfo.mf)
		Z(i,BayesInfo.mf(i))=1;

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