matlab/kalman/likelihood/kalman_filter_d.m

@@ -36,7 +36,7 @@ function [dLIK,dlik,a,Pstar] = kalman_filter_d(Y, start, last, a, Pinf, Pstar, k
 %   Durbin/Koopman (2012): "Time Series Analysis by State Space Methods", Oxford University Press,
 %   Second Edition, Ch. 5 and 7.2
 
-% Copyright (C) 2004-2017 Dynare Team
+% Copyright (C) 2004-2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -65,7 +65,7 @@ dLIK = Inf;                % Default value of the log likelihood.
 oldK = Inf;
 s    = 0;
 
-while rank(Pinf,diffuse_kalman_tol) && (t<=last)
+while rank(Z*Pinf*Z',diffuse_kalman_tol) && (t<=last)
     s = t-start+1;
     v = Y(:,t)-Z*a;                                                     %get prediction error v^(0) in (5.13) DK (2012)
     Finf  = Z*Pinf*Z';                                                  % (5.7) in DK (2012)

matlab/kalman/likelihood/univariate_kalman_filter_d.m

@@ -87,7 +87,7 @@ function [dLIK, dlikk, a, Pstar, llik] = univariate_kalman_filter_d(data_index,
 %   Series Analysis by State Space Methods", Oxford University Press,
 %   Second Edition, Ch. 5, 6.4 + 7.2.5
 
-% Copyright (C) 2004-2017 Dynare Team
+% Copyright (C) 2004-2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -154,7 +154,7 @@ while newRank && (t<=last)
         end
     end
     if newRank
-        oldRank = rank(Pinf,diffuse_kalman_tol);
+        oldRank = rank(Z*Pinf*Z',diffuse_kalman_tol);
     else
         oldRank = 0;
     end
@@ -162,7 +162,7 @@ while newRank && (t<=last)
     Pstar = T*Pstar*T'+QQ;
     Pinf  = T*Pinf*T';
     if newRank
-        newRank = rank(Pinf,diffuse_kalman_tol);
+        newRank = rank(Z*Pinf*Z',diffuse_kalman_tol);
     end
     if oldRank ~= newRank
         disp('univariate_diffuse_kalman_filter:: T does influence the rank of Pinf!')

matlab/lmmcp/get_complementarity_conditions.m

@@ -44,7 +44,6 @@ if ramsey_policy
               otherwise
                 error('Wrong operator in get_complementarity_conditions')
             end
-            eq_index(i) = 1;
         end
     end
 end
@@ -52,6 +51,10 @@ end
 etags = M.equations_tags;
 for i=1:size(etags,1)
     if strcmp(etags{i,2},'mcp')
+        eq_nbr = etags{i,1};
+        if ramsey_policy
+            eq_nbr = eq_nbr + M.ramsey_eq_nbr;
+        end
         str = etags{i,3};
         kop = strfind(etags{i,3},'<');
         if ~isempty(kop)
@@ -61,8 +64,8 @@ for i=1:size(etags,1)
                                'not recognized'],etags{i,3},strtrim(str(1:kop-1))))
             end
             ub(k) = str2num(str(kop+1:end));
-            eq_index(etags{i,1}) = k;
-            eq_index(k) = etags{i,1};
+            eq_index(eq_nbr) = k;
+            eq_index(k) = eq_nbr;
         else
             kop = strfind(etags{i,3},'>');
             if ~isempty(kop)
@@ -72,8 +75,8 @@ for i=1:size(etags,1)
                                    'not recognized'],etags{i,3},strtrim(str(1:kop-1))))
                 end
                 lb(k) = str2num(str(kop+1:end));
-                eq_index(etags{i,1}) = k;
-                eq_index(k) = etags{i,1};
+                eq_index(eq_nbr) = k;
+                eq_index(k) = eq_nbr;
             else
                 error(sprintf(['Complementarity condition %s can''t be ' ...
                                'parsed'],etags{i,3}))

matlab/load_m_file_data_legacy.m

@@ -82,7 +82,7 @@ return
 
 %@test:1
 % Write a data file
-fid = fopen('example.m','w');
+fid = fopen('example1.m','w');
 fwriten(fid, 'a = randn(100,1);');
 fwriten(fid, 'b = randn(100,1);');
 fwriten(fid, 'c = transpose(randn(100,1));');
@@ -98,8 +98,8 @@ fclose(fid);
 listofvariablestobeloaded = {'b', 'a'};
 % Test if we can load the data.
 try
-    data = load_m_file_data_legacy('example.m', listofvariablestobeloaded);
-    delete example.m
+    data = load_m_file_data_legacy('example1.m', listofvariablestobeloaded);
+    delete('example1.m');
     t(1) = 1;
 catch
     t(1) = 0;
@@ -109,7 +109,7 @@ T = all(t);
 
 %@test:2
 % Write a data file
-fid = fopen('example.m','w');
+fid = fopen('example2.m','w');
 fwriten(fid, 'a = randn(100,1);');
 fwriten(fid, 'b = randn(100,1);');
 fwriten(fid, 'c = transpose(randn(100,1));');
@@ -125,8 +125,8 @@ fclose(fid);
 listofvariablestobeloaded = {'e', 'a'};
 % Test if we can load the data.
 try
-    data = load_m_file_data_legacy('example.m', listofvariablestobeloaded);
-    delete example.m
+    data = load_m_file_data_legacy('example2.m', listofvariablestobeloaded);
+    delete('example2.m');
     t(1) = 0;
 catch
     t(1) = 1;
@@ -136,7 +136,7 @@ T = all(t);
 
 %@test:3
 % Write a data file
-fid = fopen('example.m','w');
+fid = fopen('example3.m','w');
 fwriten(fid, 'a = randn(100,1);');
 fwriten(fid, 'b = randn(100,1);');
 fwriten(fid, 'c = transpose(randn(100,1));');
@@ -152,8 +152,8 @@ fclose(fid);
 listofvariablestobeloaded = {'c', 'a'};
 % Test if we can load the data.
 try
-    data = load_m_file_data_legacy('example.m', listofvariablestobeloaded);
-    delete example.m
+    data = load_m_file_data_legacy('example3.m', listofvariablestobeloaded);
+    delete('example3.m');
     t(1) = 1;
 catch
     t(1) = 0;

matlab/mh_optimal_bandwidth.m

@@ -41,7 +41,7 @@ function optimal_bandwidth = mh_optimal_bandwidth(data,number_of_draws,bandwidth
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-%% Kernel specifications.
+% Kernel specifications.
 if strcmpi(kernel_function,'gaussian')
     % Kernel definition
     k    = @(x)inv(sqrt(2*pi))*exp(-0.5*x.^2);
@@ -89,15 +89,17 @@ else
 end
 
 
-%% Get the Skold and Roberts' correction.
+% Get the Skold and Roberts' correction.
 if bandwidth==0 || bandwidth==-1
     correction = correction_for_repeated_draws(data,number_of_draws);
 else
     correction = 0;
 end
-%% Compute the standard deviation of the draws.
+
+% Compute the standard deviation of the draws.
 sigma = std(data);
-%% Optimal bandwidth parameter.
+
+% Optimal bandwidth parameter.
 if bandwidth == 0  % Rule of thumb bandwidth parameter (Silverman [1986].
     h = 2*sigma*(sqrt(pi)*mu02/(12*(mu21^2)*number_of_draws))^(1/5);
     h = h*correction^(1/5);
@@ -132,10 +134,10 @@ elseif bandwidth == -2     % Bump killing... I compute local bandwith parameters
         error(['I can''t compute the optimal bandwidth with this kernel...' ...
                'Try the gaussian, triweight or cosinus kernels.']);
     end
-    T = zeros(n,1);
-    for i=1:n
+    T = zeros(number_of_draws, 1);
+    for i=1:number_of_draws
         j = i;
-        while j<= n && (data(j,1)-data(i,1))<2*eps
+        while j<=number_of_draws && (data(j,1)-data(i,1))<2*eps
             j = j+1;
         end
         T(i) = (j-i);
@@ -143,13 +145,13 @@ elseif bandwidth == -2     % Bump killing... I compute local bandwith parameters
     end
     correction = correction/number_of_draws;
     Itilda4 = 8*7*6*5/(((2*sigma)^9)*sqrt(pi));
-    g3      = abs(2*correction*k6(0)/(mu21*Itilda4*correction))^(1/9);
+    g3      = abs(2*correction*k6(0)/(mu21*Itilda4*number_of_draws))^(1/9);
     Ihat3   = 0;
     for i=1:number_of_draws
         Ihat3 = Ihat3 + sum(k6((data(i,1)-data)/g3));
     end
     Ihat3 = -Ihat3/((n^2)*g3^7);
-    g2    = abs(2*correction*k4(0)/(mu21*Ihat3*n))^(1/7);
+    g2    = abs(2*correction*k4(0)/(mu21*Ihat3*number_of_draws))^(1/7);
     Ihat2 = 0;
     for i=1:number_of_draws
         Ihat2 = Ihat2 + sum(k4((data(i)-data)/g2));

matlab/missing/is-row-column-matrix/iscolumn.m

+function r = iscolumn(V)
+% Copyright (C) 2018 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/>.
+
+sz = size(V);
+r = (length(sz) == 2) && (sz(2) == 1);

matlab/supported_octave_version.m → matlab/missing/is-row-column-matrix/ismatrix.m

-function v = supported_octave_version()
-
-% Copyright (C) 2017 Dynare Team
+function r = ismatrix(V)
+% Copyright (C) 2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -17,4 +16,4 @@ function v = supported_octave_version()
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-v = '4.2.1';
\ No newline at end of file
+r = (ndims(V) == 2);

matlab/missing/is-row-column-matrix/isrow.m

+function r = isrow(V)
+% Copyright (C) 2018 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/>.
+
+sz = size(V);
+r = (length(sz) == 2) && (sz(1) == 1);

matlab/utilities/general/isfile.m → matlab/missing/isfile/isfile.m

@@ -27,7 +27,7 @@ function a = isfile(b)
 %! @end deftypefn
 %@eod:
 
-% Copyright (C) 2012 Dynare Team
+% Copyright (C) 2012-2017 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -44,18 +44,45 @@ function a = isfile(b)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
-% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
+stringarrayflag = false;
+cellofstringflag = false;
+n = 1;
+a = false;
 
-[base,ext] = strtok(b,'.');
+if ~isoctave() && ~matlab_ver_less_than('9.1') && isstring(b) && length(b)>1 && isvector(b)
+    n = length(b);
+    stringarrayflag = true;
+    a = false(size(b));
+end
+
+if iscell(b) && length(b)>1 && isvector(b)
+    if all(cellfun(@ischar, b))
+        n = length(b);
+        cellofstringflag = true;
+        a = false(size(b));
+    else
+        error('Wrong input argument type!')
+    end
+end
 
+for i=1:n
+    if stringarrayflag
+        d = b(i);
+    elseif cellofstringflag
+        d = b{i};
+    elseif ischar(b) && size(b, 1)==1 
+        d = b;
+    else
+        error('Wrong input argument type!')
+    end
+    [base, ext] = strtok(d, '.');
     if isempty(ext)
         % File has no extension.
-    [status, c] = fileattrib(b);
+        [status, c] = fileattrib(d);
         if status
-        a = ~c.directory;
-    else
-        a = 0;
+            a(i) = ~c.directory;
         end
     else
-    a = isequal(exist(b,'file'),2);
+        a(i) = isequal(exist(d, 'file'), 2);
+    end
 end
\ No newline at end of file

matlab/missing/stats/corr.m → matlab/missing/stats-matlab/corr.m

@@ -135,10 +135,14 @@ end
 %@eof:2
 
 %@test:3
+%$ if ~isoctave()
 %$   t = zeros(3,1);
 %$   t(1) = dassert(corr(5), NaN);
 %$   t(2) = dassert(corr([1 2 3],5),NaN(3,1));
 %$   t(3) = dassert(corr(5,[1 2 3]),NaN(1,3));
+%$ else
+%$   t = 1;
+%$ end
 %$ T = all(t);
 %@eof:3
 

matlab/missing/stats/quantile.m → matlab/missing/stats-matlab/quantile.m

@@ -236,6 +236,12 @@ y = ipermute(y,order);
 
 
 %@test:1
+%$ if isoctave()
+%$   t = true;
+%$   T = t;
+%$   LOG = NaN;
+%$   return
+%$ end
 %$ X = randn(10000000, 1);
 %$
 %$ try

matlab/missing/strsplit/private/ischarint.m

+function l = ischarint(x)
+
+% Returns true if and only if char x represents an integer.
+
+% Copyright © 2018 DynareTeam
+%
+% 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/>.
+
+s = warning;
+warning off;
+
+l = isint(str2double(x));
+
+warning(s);
\ No newline at end of file

matlab/missing/strsplit/private/ischarnum.m

+function l = ischarnum(x)
+
+% Returns true if and only if char x represents a real number.
+
+% Copyright © 2018 DynareTeam
+%
+% 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/>.
+
+l = false;
+
+s = warning;
+warning off;
+
+number = str2double(x);
+
+warning(s);
+
+if ~isempty(number)
+    if isreal(number)
+        l = true;
+    end
+end
\ No newline at end of file

matlab/missing/strsplit/strsplit.m

+function tok = strsplit(str, delimiters)
+
+% Splits a string into multiple terms.
+%
+% INPUTS
+% - str        [char]                String to be splitted.
+% - delimiters [char, cell(char)]    Delimiters.
+%
+% OUTPUTS
+% - tok        [cell(char)]          Terms.
+
+% Copyright © 2018 DynareTeam
+%
+% 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/>.
+
+remove_empty = true;
+remove_numbers = false;
+
+% Check first input arguments
+assert(ischar(str) && ndims(str)==2 && size(str,1)<=1, 'The first arugment has to be a row char array!');
+
+% Set default value for second input arguments
+if nargin<2
+    delimiters = {' '};
+end
+
+% If second input argument is a char transform it into a sigleton cell of char
+if nargin>1
+    if ischar(delimiters)
+        assert(ndims(delimiters)==2 && size(delimiters,1)==1, 'The second input argument has to be be a char string!');
+        delimiters = {delimiters};
+    end
+end
+
+% Check that `delimiters` is a one dimensional cell
+assert(ndim(delimiters)<=1, 'The second input argument has to be a one dimensional cell array!')
+
+% Check that `delimiters` is a cell of row char arrays
+assert(all(cellfun(@ischar, delimiters)) && all(cellfun(@rows, delimiters)==1), 'The second input argument has to be a cell of row char arrays!')
+
+% If space is one of the delimiters obtain the index in `delimiters`
+idspace = strmatch(' ', delimiters);
+
+% Get the number of delimiters
+n = length(delimiters);
+
+% Remove unnecessary spaces
+delimiters(setdiff(1:n, idspace)) = strtrim(delimiters(setdiff(1:n, idspace)));
+
+% Join all the delimiters (strjoin is not available with matlab version less than R2013a)
+if n>1
+    delimiter = '';
+    for i=1:n
+        if isspace(delimiters{i})
+            delimiter = horzcat(delimiter, '\s');
+        else
+            delimiter = horzcat(delimiter, delimiters{i});
+        end
+        delimiter = horzcat(delimiter,'|');
+    end
+    delimiter = horzcat(delimiter, '\W');
+else
+    delimiter = delimiters{1};
+end
+
+% Get tokens
+tok = regexp(str, delimiter, 'split');
+
+if remove_empty
+    % Remove empty tokens
+    tok = tok(find(~cellfun(@isempty, tok)));
+end
+
+if remove_numbers
+    % Remove numbers
+    tok = tok(find(~cellfun(@ischarnum, tok)));
+end
\ No newline at end of file

matlab/missing_DiffuseKalmanSmootherH1_Z.m

@@ -49,7 +49,7 @@ function [alphahat,epsilonhat,etahat,atilde,P,aK,PK,decomp,V] = missing_DiffuseK
 %   Durbin/Koopman (2012): "Time Series Analysis by State Space Methods", Oxford University Press,
 %   Second Edition, Ch. 5
 
-% Copyright (C) 2004-2017 Dynare Team
+% Copyright (C) 2004-2018 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -134,9 +134,9 @@ while rank(Pinf(:,:,t+1),diffuse_kalman_tol) && t<smpl
                 return
             else                                                            %rank of F_{\infty,t} is 0
                 Finf_singular(1,t) = 1;
-                Fstar(:,:,t)  = ZZ*Pstar(:,:,t)*ZZ' + H(di,di);             % (5.7) in DK (2012)
-                if rcond(Fstar(:,:,t)) < kalman_tol                         %F_{*} is singular
-                    if ~all(abs(Fstar(:,:,t))<kalman_tol)
+                Fstar(di,di,t)  = ZZ*Pstar(:,:,t)*ZZ' + H(di,di);             % (5.7) in DK (2012)
+                if rcond(Fstar(di,di,t)) < kalman_tol                         %F_{*} is singular
+                    if ~all(all(abs(Fstar(di,di,t))<kalman_tol))
                         % The univariate diffuse kalman filter should be used.
                         alphahat = Inf;
                         return
@@ -146,12 +146,12 @@ while rank(Pinf(:,:,t+1),diffuse_kalman_tol) && t<smpl
                         Pinf(:,:,t+1)  = T*Pinf(:,:,t)*transpose(T);
                     end
                 else
-                    iFstar(:,:,t)   = inv(Fstar(:,:,t));
-                    Kstar(:,:,t)    = Pstar(:,:,t)*ZZ'*iFstar(:,:,t);       %(5.15) of DK (2012) with Kstar=T^{-1}*K^(0)
+                    iFstar(di,di,t) = inv(Fstar(di,di,t));
+                    Kstar(:,di,t)   = Pstar(:,:,t)*ZZ'*iFstar(di,di,t);       %(5.15) of DK (2012) with Kstar=T^{-1}*K^(0)
                     Pinf(:,:,t+1)   = T*Pinf(:,:,t)*transpose(T);           % DK (2012), 5.16
                     Lstar(:,:,t)    = T - T*Kstar(:,di,t)*ZZ;               %L^(0) in DK (2012), eq. 5.12
                     Pstar(:,:,t+1)  = T*Pstar(:,:,t)*Lstar(:,:,t)'+QQ;      % (5.17) DK (2012)
-                    a(:,t+1)        = T*(a(:,t)+Kstar(:,:,t)*v(:,t));       % (5.13) DK (2012)
+                    a(:,t+1)        = T*(a(:,t)+Kstar(:,di,t)*v(di,t));       % (5.13) DK (2012)
                 end
             end
         else

matlab/mode_check.m

@@ -111,8 +111,23 @@ for plt = 1:nbplt
             end
         end
         xx = x;
+        if x(kk)~=0 || ~isinf(BoundsInfo.lb(kk)) || ~isinf(BoundsInfo.lb(kk))
             l1 = max(BoundsInfo.lb(kk),(1-sign(x(kk))*ll)*x(kk)); m1 = 0; %lower bound
             l2 = min(BoundsInfo.ub(kk),(1+sign(x(kk))*ll)*x(kk)); %upper bound
+        else
+            %size info for 0 parameter is missing, use prior standard
+            %deviation
+            upper_bound=BoundsInfo.lb(kk);
+            if isinf(upper_bound)
+                upper_bound=-1e-6*DynareOptions.huge_number;
+            end
+            lower_bound=BoundsInfo.ub(kk);
+            if isinf(lower_bound)
+                lower_bound=-1e-6*DynareOptions.huge_number;
+            end
+            l1 = max(lower_bound,-BayesInfo.p2(kk)); m1 = 0; %lower bound
+            l2 = min(upper_bound,BayesInfo.p2(kk)); %upper bound
+        end            
         binding_lower_bound=0;
         binding_upper_bound=0;
         if isequal(x(kk),BoundsInfo.lb(kk))

dseries @ 738413a1

-Subproject commit 6b77c21cd8d57935ff5aea121e2e3818264ce43f
+Subproject commit 738413a1670b35da0d7e07675eaa0648b8c1df24

reporting @ dfa40f0b

-Subproject commit bc59736f5b50454cea925c99b98a757a0494f3e8
+Subproject commit dfa40f0b7506cfdee02c69c33eeb26180a22e76f

matlab/occbin/call_solve_one_constraint.m

-% Solve model, generate model IRFs
-[zdatalinear, zdatapiecewise, zdatass, oobase_, Mbase_ ] = ...
-    solve_one_constraint(modnam,modnamstar,...
-                         constraint, constraint_relax,...
-                         shockssequence,irfshock,nperiods,maxiter);
-
-
-
-% unpack the IRFs
-for i=1:Mbase_.endo_nbr
-    eval([deblank(Mbase_.endo_names(i,:)),'_uncdifference=zdatalinear(:,i);']);
-    eval([deblank(Mbase_.endo_names(i,:)),'_difference=zdatapiecewise(:,i);']);
-    eval([deblank(Mbase_.endo_names(i,:)),'_ss=zdatass(i);']);
-end
-
-
-nparams = size(Mbase_.param_names,1);
-
-for i = 1:nparams
-    eval([Mbase_.param_names(i,:),'= Mbase_.params(i);']);
-end