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changeset 10222:77cb74e47659 octave-forge

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econometrics: functions mle_variance, __kernel_epanechnikov, average_moments, __kernel_normal, sum_moments_nodes, kernel_density_nodes, kernel_regression_nodes, gmm_obj, nls_obj_nodes were made private.
author carandraug
date Fri, 11 May 2012 12:21:58 +0000
parents 3d5555c5aeef
children 4fb3fda0ecea
files main/econometrics/INDEX main/econometrics/NEWS main/econometrics/inst/__kernel_epanechnikov.m main/econometrics/inst/__kernel_normal.m main/econometrics/inst/average_moments.m main/econometrics/inst/gmm_obj.m main/econometrics/inst/kernel_density.m main/econometrics/inst/kernel_density_nodes.m main/econometrics/inst/kernel_example.m main/econometrics/inst/kernel_optimal_bandwidth.m main/econometrics/inst/kernel_regression.m main/econometrics/inst/kernel_regression_nodes.m main/econometrics/inst/mle_variance.m main/econometrics/inst/nls_obj_nodes.m main/econometrics/inst/private/average_moments.m main/econometrics/inst/private/gmm_obj.m main/econometrics/inst/private/kernel_density_nodes.m main/econometrics/inst/private/kernel_epanechnikov.m main/econometrics/inst/private/kernel_normal.m main/econometrics/inst/private/kernel_regression_nodes.m main/econometrics/inst/private/mle_variance.m main/econometrics/inst/private/nls_obj_nodes.m main/econometrics/inst/private/sum_moments_nodes.m main/econometrics/inst/sum_moments_nodes.m
diffstat 24 files changed, 378 insertions(+), 377 deletions(-) [+]
line wrap: on
line diff
--- a/main/econometrics/INDEX	Fri May 11 12:15:24 2012 +0000
+++ b/main/econometrics/INDEX	Fri May 11 12:21:58 2012 +0000
@@ -1,22 +1,18 @@
 econometrics >> Econometrics
 Econometrics
- average_moments delta_method 
- gmm_estimate gmm_example gmm_obj gmm_results gmm_variance gmm_variance_inefficient
- mle_estimate mle_example mle_obj mle_results mle_variance
+ delta_method
+ gmm_estimate gmm_example gmm_results gmm_variance gmm_variance_inefficient
+ mle_estimate mle_example mle_obj mle_results
  parameterize prettyprint scale_data unscale_parameters
  nls_estimate nls_obj
  mle_obj_nodes
  nls_example
- nls_obj_nodes
  poisson
  poisson_moments
  prettyprint_c
- sum_moments_nodes
  kernel_density
  kernel_density_cvscore
- kernel_density_nodes
  kernel_example
  kernel_optimal_bandwidth
  kernel_regression
  kernel_regression_cvscore
- kernel_regression_nodes
--- a/main/econometrics/NEWS	Fri May 11 12:15:24 2012 +0000
+++ b/main/econometrics/NEWS	Fri May 11 12:21:58 2012 +0000
@@ -1,5 +1,11 @@
 Summary of important user-visible changes for econometrics 1.1.0:
 -------------------------------------------------------------------
 
+ ** The following functions have been made private:
+
+      average_moments         gmm_obj           kernel_density_nodes
+      __kernel_epanechnikov   __kernel_normal   kernel_regression_nodes
+      mle_variance            nls_obj_nodes     sum_moments_nodes
+
  ** Calls to deprecated functions have been replaced for compatibility
     with newer octave versions.
--- a/main/econometrics/inst/__kernel_epanechnikov.m	Fri May 11 12:15:24 2012 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,36 +0,0 @@
-## Copyright (C) 2006 Michael Creel <michael.creel@uab.es>
-##
-## 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 3 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/>.
-
-## __kernel_epanechnikov: this function is for internal use by kernel_density
-## and kernel_regression
-##
-## multivariate spherical Epanechnikov kernel
-## input: PxK matrix - P data points, each of which is in R^K
-## output: Px1 vector, input matrix passed though the kernel
-## other multivariate kernel functions should follow this convention
-
-function z = __kernel_epanechnikov(z)
-
-	K = columns(z);
-
-	# Volume of d-dimensional unit sphere
-	c = pi ^ (K/2) / gamma(K/2 + 1);
-
-	# compute kernel
-	z  =  sumsq(z, 2);
-	z = ((1/2) / c * (K + 2) * (1 - z)) .* (z < 1);
-
-
-endfunction
--- a/main/econometrics/inst/__kernel_normal.m	Fri May 11 12:15:24 2012 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,29 +0,0 @@
-## Copyright (C) 2006 Michael Creel <michael.creel@uab.es>
-##
-## 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 3 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/>.
-
-## __kernel_normal: this function is for internal use by kernel_density
-## and kernel_regression
-##
-## product normal kernel
-## input: PxK matrix - P data points, each of which is in R^K
-## output: Px1 vector, input matrix passed though the kernel
-## other multivariate kernel functions should follow this convention
-
-function z = __kernel_normal(z)
-
-	z = normpdf(z);
-	z = prod(z,2);
-
-endfunction
--- a/main/econometrics/inst/average_moments.m	Fri May 11 12:15:24 2012 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,53 +0,0 @@
-## Copyright (C) 2003, 2004, 2005 Michael Creel <michael.creel@uab.es>
-##
-## 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 3 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/>.
-
-## for internal use by gmm_estimate 
-
-## average moments (separate function so it can be differentiated)
-function m = average_moments(theta, data, moments, momentargs)
-	
-	global NSLAVES PARALLEL NEWORLD NSLAVES TAG;
-
-	n = rows(data);
-
-	if PARALLEL
-    		nn = floor(n/(NSLAVES + 1)); # save some work for master
-    
-		#  The command that the slave nodes will execute
-    		cmd=['contrib = sum_moments_nodes(theta, data, moments, momentargs, nn); ',...	
-         		'MPI_Send(contrib,0,TAG,NEWORLD);'];	
-
-		# send items to slaves
-		NumCmds_Send({"theta", "nn", "cmd"},{theta, nn, cmd});
-
-		# evaluate last block on master while slaves are busy
-   		m = feval("sum_moments_nodes", theta, data, moments, momentargs, nn);
-
-		# collect slaves' results
-		contrib = zeros(1,columns(m));
-    		for i = 1:NSLAVES
-			MPI_Recv(contrib,i,TAG,NEWORLD);
-			m = m + contrib;
-    		endfor
-
-		m = m'; # we want a column vector, please
-		m = m/n; # average please, not sum
-
-	else # serial version
-		m = feval(moments, theta, data, momentargs);
-		m = mean(m)';  # returns Gx1 moment vector
-	endif
-	
-endfunction
--- a/main/econometrics/inst/gmm_obj.m	Fri May 11 12:15:24 2012 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,31 +0,0 @@
-## Copyright (C) 2003, 2004, 2005 Michael Creel <michael.creel@uab.es>
-##
-## 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 3 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/>.
-
-## The GMM objective function, for internal use by gmm_estimate
-## This is scaled so that it converges to a finite number.
-## To get the chi-square specification
-## test you need to multiply by n (the sample size)
-
-function obj_value = gmm_obj(theta, data, weight, moments, momentargs)
-
-	m = average_moments(theta, data, moments, momentargs);
-	
-	obj_value = m' * weight *m;
-
-	if (((abs(obj_value) == Inf)) || (isnan(obj_value)))
-		obj_value = realmax;
-	endif	
-
-endfunction	
--- a/main/econometrics/inst/kernel_density.m	Fri May 11 12:15:24 2012 +0000
+++ b/main/econometrics/inst/kernel_density.m	Fri May 11 12:21:58 2012 +0000
@@ -52,7 +52,7 @@
 
 	# set defaults for optional args
 	if (nargin < 3) bandwidth = (n ^ (-1/(4+k))); endif	# bandwidth - see Li and Racine pg. 26
-	if (nargin < 4) kernel = "__kernel_normal"; endif # what kernel?
+	if (nargin < 4) kernel = "kernel_normal"; endif # what kernel?
 	if (nargin < 5) prewhiten = false; endif 	# automatic prewhitening?
 	if (nargin < 6)	do_cv = false; endif 		# ordinary or leave-1-out
 	if (nargin < 7)	computenodes = 0; endif		# parallel?
--- a/main/econometrics/inst/kernel_density_nodes.m	Fri May 11 12:15:24 2012 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,53 +0,0 @@
-## Copyright (C) 2006, 2007 Michael Creel <michael.creel@uab.es>
-##
-## 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 3 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/>.
-
-## kernel_density_nodes: for internal use by kernel_density - does calculations on nodes
-
-function z = kernel_density_nodes(eval_points, data, do_cv, kernel, points_per_node, nslaves, debug)
-
-	if (nslaves > 0)
-		global NEWORLD
-		[info, myrank] = MPI_Comm_rank(NEWORLD);
-	else myrank = 0; # if not parallel then do all on master node
-	endif
-
-	if myrank == 0 # Do this if I'm master
-		startblock = nslaves*points_per_node + 1;
-		endblock = rows(eval_points);
-	else	# this is for the slaves
-		startblock = myrank*points_per_node - points_per_node + 1;
-		endblock = myrank*points_per_node;
-	endif
-
-	# the block of eval_points this node does
-	myeval = eval_points(startblock:endblock,:);
-	nn = rows(myeval);
-	n = rows(data);
-
-	W = __kernel_weights(data, myeval, kernel);
-	if (do_cv)
-		W = W - diag(diag(W));
-		z = sum(W,2) / (n-1);
-	else
-		z = sum(W,2) / n;
-	endif
-
-	if debug
-		printf("z on node %d: \n", myrank);
-		z'
-	endif
-endfunction
-
-
--- a/main/econometrics/inst/kernel_example.m	Fri May 11 12:15:24 2012 +0000
+++ b/main/econometrics/inst/kernel_example.m	Fri May 11 12:21:58 2012 +0000
@@ -61,7 +61,7 @@
 # bandwidth = kernel_optimal_bandwidth(data);
 # get the fitted density and do a plot
 tic;
-dens = kernel_density(grid_x, data, bandwidth, "__kernel_normal", false, false, compute_nodes);
+dens = kernel_density(grid_x, data, bandwidth, "kernel_normal", false, false, compute_nodes);
 t1 = toc;
 printf("\n");
 printf("########################################################################\n");
@@ -90,7 +90,7 @@
 # bandwidth = kernel_optimal_bandwidth(data);
 # get the fitted density and do a plot
 tic;
-dens = kernel_density(eval_points, data, bandwidth, "__kernel_normal", false, false, compute_nodes);
+dens = kernel_density(eval_points, data, bandwidth, "kernel_normal", false, false, compute_nodes);
 t1 = toc;
 printf("\n");
 printf("########################################################################\n");
@@ -128,7 +128,7 @@
 			y = trueline + sig*randn(n,1);
 			bandwidth = 0.45;
 			tic;
-			fit = kernel_regression(x, y, x, bandwidth, "__kernel_normal", false, false, compute_nodes);
+			fit = kernel_regression(x, y, x, bandwidth, "kernel_normal", false, false, compute_nodes);
 			t1 = toc;
 			ts(i, nodes) = t1;
 			plot(nodes, t1, "*");
--- a/main/econometrics/inst/kernel_optimal_bandwidth.m	Fri May 11 12:15:24 2012 +0000
+++ b/main/econometrics/inst/kernel_optimal_bandwidth.m	Fri May 11 12:21:58 2012 +0000
@@ -25,7 +25,7 @@
 function bandwidth = kernel_optimal_bandwidth(data, depvar, kernel)
 
 	if (nargin < 2) error("kernel_optimal_bandwidth: 3 arguments required"); endif
-	if (nargin < 3) kernel = "__kernel_epanechnikov"; endif
+	if (nargin < 3) kernel = "kernel_epanechnikov"; endif
 
 	do_density = false;
 	if isempty(depvar) do_density = true; endif;
--- a/main/econometrics/inst/kernel_regression.m	Fri May 11 12:15:24 2012 +0000
+++ b/main/econometrics/inst/kernel_regression.m	Fri May 11 12:21:58 2012 +0000
@@ -48,7 +48,7 @@
 
 	# set defaults for optional args
 	if (nargin < 4) bandwidth = (n ^ (-1/(4+k))); endif	# bandwidth - see Li and Racine pg. 66
-	if (nargin < 5) kernel = "__kernel_normal"; endif 	# what kernel?
+	if (nargin < 5) kernel = "kernel_normal"; endif 	# what kernel?
 	if (nargin < 6) prewhiten = true; endif 		# automatic prewhitening?
 	if (nargin < 7)	do_cv = false; endif 			# ordinary or leave-1-out
 	if (nargin < 8)	computenodes = 0; endif			# parallel?
--- a/main/econometrics/inst/kernel_regression_nodes.m	Fri May 11 12:15:24 2012 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,61 +0,0 @@
-## Copyright (C) 2006, 2007 Michael Creel <michael.creel@uab.es>
-##
-## 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 3 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/>.
-
-## kernel_regression_nodes: for internal use by kernel_regression - does calculations on nodes
-
-function z = kernel_regression_nodes(eval_points, data, do_cv, kernel, points_per_node, nslaves, debug)
-
-	if (nslaves > 0)
-		global NEWORLD
-		[info, myrank] = MPI_Comm_rank(NEWORLD);
-	else myrank = 0; # if not parallel then do all on master node
-	endif
-
-	if myrank == 0 # Do this if I'm master
-		startblock = nslaves*points_per_node + 1;
-		endblock = rows(eval_points);
-	else	# this is for the slaves
-		startblock = myrank*points_per_node - points_per_node + 1;
-		endblock = myrank*points_per_node;
-	endif
-
-	# the block of eval_points this node does
-	myeval = eval_points(startblock:endblock,:);
-	nn = rows(myeval);
-	n = rows(data);
-
-	y = data(:,1);
-	data = data(:,2:columns(data));
-	W = __kernel_weights(data, myeval, kernel);
-
-	# drop own weight for CV
-	if (do_cv) W = W - diag(diag(W)); endif
-
-	den = sum(W,2);
-	if !all(den)
-		warning("kernel_regression: some evaluation points have no neighbors - increase the bandwidth");
-		den = den + eps; # avoid divide by zero
-	endif
-
-	W = W ./ (repmat(den,1,n));
-	z = W*y;
-
-	if debug
-		printf("z on node %d: \n", myrank);
-		z'
-	endif
-endfunction
-
-
--- a/main/econometrics/inst/mle_variance.m	Fri May 11 12:15:24 2012 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,29 +0,0 @@
-## Copyright (C) 2003, 2004, 2005 Michael Creel <michael.creel@uab.es>
-##
-## 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 3 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/>.
-
-## usage: [V,scorecontribs,J_inv] =
-##  mle_variance(theta, data, model, modelargs)
-##
-## This is for internal use by mle_results
-
-# sandwich form of var-cov matrix
-function [V, scorecontribs, J_inv] = mle_variance(theta, data, model, modelargs)
-	scorecontribs = numgradient(model, {theta, data, modelargs});
-	n = rows(scorecontribs);
-	I = scorecontribs'*scorecontribs / n;
-	J = numhessian("mle_obj", {theta, data, model, modelargs});
-	J_inv = inverse(J);
-	V = J_inv*I*J_inv/n;
-endfunction
--- a/main/econometrics/inst/nls_obj_nodes.m	Fri May 11 12:15:24 2012 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,35 +0,0 @@
-## Copyright (C) 2005 Michael Creel <michael.creel@uab.es>
-##
-## 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 3 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/>.
-
-## This is for internal use by nls_estimate
-
-function contrib = nls_obj_nodes(theta, data, model, modelargs, nn)
-	global NEWORLD NSLAVES
-	# Who am I?
-	[info, rank] = MPI_Comm_rank(NEWORLD); 
-	
-	if rank == 0 # Do this if I'm master
-		startblock = NSLAVES*nn + 1;
-		endblock = rows(data);
-	else	# this is for the slaves
-		startblock = rank*nn-nn+1;
-		endblock = rank*nn;
-	endif	
-	
-	data = data(startblock:endblock,:);
-	contrib = feval(model, theta, data, modelargs);
-	contrib = sum(contrib);
-	
-endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/main/econometrics/inst/private/average_moments.m	Fri May 11 12:21:58 2012 +0000
@@ -0,0 +1,53 @@
+## Copyright (C) 2003, 2004, 2005 Michael Creel <michael.creel@uab.es>
+##
+## 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 3 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/>.
+
+## for internal use by gmm_estimate 
+
+## average moments (separate function so it can be differentiated)
+function m = average_moments(theta, data, moments, momentargs)
+	
+	global NSLAVES PARALLEL NEWORLD NSLAVES TAG;
+
+	n = rows(data);
+
+	if PARALLEL
+    		nn = floor(n/(NSLAVES + 1)); # save some work for master
+    
+		#  The command that the slave nodes will execute
+    		cmd=['contrib = sum_moments_nodes(theta, data, moments, momentargs, nn); ',...	
+         		'MPI_Send(contrib,0,TAG,NEWORLD);'];	
+
+		# send items to slaves
+		NumCmds_Send({"theta", "nn", "cmd"},{theta, nn, cmd});
+
+		# evaluate last block on master while slaves are busy
+   		m = feval("sum_moments_nodes", theta, data, moments, momentargs, nn);
+
+		# collect slaves' results
+		contrib = zeros(1,columns(m));
+    		for i = 1:NSLAVES
+			MPI_Recv(contrib,i,TAG,NEWORLD);
+			m = m + contrib;
+    		endfor
+
+		m = m'; # we want a column vector, please
+		m = m/n; # average please, not sum
+
+	else # serial version
+		m = feval(moments, theta, data, momentargs);
+		m = mean(m)';  # returns Gx1 moment vector
+	endif
+	
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/main/econometrics/inst/private/gmm_obj.m	Fri May 11 12:21:58 2012 +0000
@@ -0,0 +1,31 @@
+## Copyright (C) 2003, 2004, 2005 Michael Creel <michael.creel@uab.es>
+##
+## 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 3 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/>.
+
+## The GMM objective function, for internal use by gmm_estimate
+## This is scaled so that it converges to a finite number.
+## To get the chi-square specification
+## test you need to multiply by n (the sample size)
+
+function obj_value = gmm_obj(theta, data, weight, moments, momentargs)
+
+	m = average_moments(theta, data, moments, momentargs);
+	
+	obj_value = m' * weight *m;
+
+	if (((abs(obj_value) == Inf)) || (isnan(obj_value)))
+		obj_value = realmax;
+	endif	
+
+endfunction	
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/main/econometrics/inst/private/kernel_density_nodes.m	Fri May 11 12:21:58 2012 +0000
@@ -0,0 +1,53 @@
+## Copyright (C) 2006, 2007 Michael Creel <michael.creel@uab.es>
+##
+## 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 3 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/>.
+
+## kernel_density_nodes: for internal use by kernel_density - does calculations on nodes
+
+function z = kernel_density_nodes(eval_points, data, do_cv, kernel, points_per_node, nslaves, debug)
+
+	if (nslaves > 0)
+		global NEWORLD
+		[info, myrank] = MPI_Comm_rank(NEWORLD);
+	else myrank = 0; # if not parallel then do all on master node
+	endif
+
+	if myrank == 0 # Do this if I'm master
+		startblock = nslaves*points_per_node + 1;
+		endblock = rows(eval_points);
+	else	# this is for the slaves
+		startblock = myrank*points_per_node - points_per_node + 1;
+		endblock = myrank*points_per_node;
+	endif
+
+	# the block of eval_points this node does
+	myeval = eval_points(startblock:endblock,:);
+	nn = rows(myeval);
+	n = rows(data);
+
+	W = __kernel_weights(data, myeval, kernel);
+	if (do_cv)
+		W = W - diag(diag(W));
+		z = sum(W,2) / (n-1);
+	else
+		z = sum(W,2) / n;
+	endif
+
+	if debug
+		printf("z on node %d: \n", myrank);
+		z'
+	endif
+endfunction
+
+
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/main/econometrics/inst/private/kernel_epanechnikov.m	Fri May 11 12:21:58 2012 +0000
@@ -0,0 +1,35 @@
+## Copyright (C) 2006 Michael Creel <michael.creel@uab.es>
+##
+## 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 3 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/>.
+
+## kernel_epanechnikov: this function is for internal use by kernel_density
+## and kernel_regression
+##
+## multivariate spherical Epanechnikov kernel
+## input: PxK matrix - P data points, each of which is in R^K
+## output: Px1 vector, input matrix passed though the kernel
+## other multivariate kernel functions should follow this convention
+
+function z = kernel_epanechnikov(z)
+
+	K = columns(z);
+
+	# Volume of d-dimensional unit sphere
+	c = pi ^ (K/2) / gamma(K/2 + 1);
+
+	# compute kernel
+	z  =  sumsq(z, 2);
+	z = ((1/2) / c * (K + 2) * (1 - z)) .* (z < 1);
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/main/econometrics/inst/private/kernel_normal.m	Fri May 11 12:21:58 2012 +0000
@@ -0,0 +1,29 @@
+## Copyright (C) 2006 Michael Creel <michael.creel@uab.es>
+##
+## 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 3 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/>.
+
+## kernel_normal: this function is for internal use by kernel_density
+## and kernel_regression
+##
+## product normal kernel
+## input: PxK matrix - P data points, each of which is in R^K
+## output: Px1 vector, input matrix passed though the kernel
+## other multivariate kernel functions should follow this convention
+
+function z = kernel_normal(z)
+
+	z = normpdf(z);
+	z = prod(z,2);
+
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/main/econometrics/inst/private/kernel_regression_nodes.m	Fri May 11 12:21:58 2012 +0000
@@ -0,0 +1,61 @@
+## Copyright (C) 2006, 2007 Michael Creel <michael.creel@uab.es>
+##
+## 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 3 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/>.
+
+## kernel_regression_nodes: for internal use by kernel_regression - does calculations on nodes
+
+function z = kernel_regression_nodes(eval_points, data, do_cv, kernel, points_per_node, nslaves, debug)
+
+	if (nslaves > 0)
+		global NEWORLD
+		[info, myrank] = MPI_Comm_rank(NEWORLD);
+	else myrank = 0; # if not parallel then do all on master node
+	endif
+
+	if myrank == 0 # Do this if I'm master
+		startblock = nslaves*points_per_node + 1;
+		endblock = rows(eval_points);
+	else	# this is for the slaves
+		startblock = myrank*points_per_node - points_per_node + 1;
+		endblock = myrank*points_per_node;
+	endif
+
+	# the block of eval_points this node does
+	myeval = eval_points(startblock:endblock,:);
+	nn = rows(myeval);
+	n = rows(data);
+
+	y = data(:,1);
+	data = data(:,2:columns(data));
+	W = __kernel_weights(data, myeval, kernel);
+
+	# drop own weight for CV
+	if (do_cv) W = W - diag(diag(W)); endif
+
+	den = sum(W,2);
+	if !all(den)
+		warning("kernel_regression: some evaluation points have no neighbors - increase the bandwidth");
+		den = den + eps; # avoid divide by zero
+	endif
+
+	W = W ./ (repmat(den,1,n));
+	z = W*y;
+
+	if debug
+		printf("z on node %d: \n", myrank);
+		z'
+	endif
+endfunction
+
+
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/main/econometrics/inst/private/mle_variance.m	Fri May 11 12:21:58 2012 +0000
@@ -0,0 +1,29 @@
+## Copyright (C) 2003, 2004, 2005 Michael Creel <michael.creel@uab.es>
+##
+## 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 3 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/>.
+
+## usage: [V,scorecontribs,J_inv] =
+##  mle_variance(theta, data, model, modelargs)
+##
+## This is for internal use by mle_results
+
+# sandwich form of var-cov matrix
+function [V, scorecontribs, J_inv] = mle_variance(theta, data, model, modelargs)
+	scorecontribs = numgradient(model, {theta, data, modelargs});
+	n = rows(scorecontribs);
+	I = scorecontribs'*scorecontribs / n;
+	J = numhessian("mle_obj", {theta, data, model, modelargs});
+	J_inv = inverse(J);
+	V = J_inv*I*J_inv/n;
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/main/econometrics/inst/private/nls_obj_nodes.m	Fri May 11 12:21:58 2012 +0000
@@ -0,0 +1,35 @@
+## Copyright (C) 2005 Michael Creel <michael.creel@uab.es>
+##
+## 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 3 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/>.
+
+## This is for internal use by nls_estimate
+
+function contrib = nls_obj_nodes(theta, data, model, modelargs, nn)
+	global NEWORLD NSLAVES
+	# Who am I?
+	[info, rank] = MPI_Comm_rank(NEWORLD); 
+	
+	if rank == 0 # Do this if I'm master
+		startblock = NSLAVES*nn + 1;
+		endblock = rows(data);
+	else	# this is for the slaves
+		startblock = rank*nn-nn+1;
+		endblock = rank*nn;
+	endif	
+	
+	data = data(startblock:endblock,:);
+	contrib = feval(model, theta, data, modelargs);
+	contrib = sum(contrib);
+	
+endfunction
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/main/econometrics/inst/private/sum_moments_nodes.m	Fri May 11 12:21:58 2012 +0000
@@ -0,0 +1,37 @@
+## Copyright (C) 2005 Michael Creel <michael.creel@uab.es>
+##
+## 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 3 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/>.
+
+## for internal use by gmm_estimate
+
+function contrib = sum_moments_nodes(theta, data, moments, momentargs, nn)
+
+	global NEWORLD NSLAVES
+	
+	# Who am I?
+	[info, rank] = MPI_Comm_rank(NEWORLD); 
+	
+	if rank == 0 # Do this if I'm master
+		startblock = NSLAVES*nn + 1;
+		endblock = rows(data);
+	else	# this is for the slaves
+		startblock = rank*nn-nn+1;
+		endblock = rank*nn;
+	endif	
+  
+	data = data(startblock:endblock,:);
+	contrib = feval(moments, theta, data, momentargs);
+	contrib = sum(contrib);
+	
+endfunction
--- a/main/econometrics/inst/sum_moments_nodes.m	Fri May 11 12:15:24 2012 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,37 +0,0 @@
-## Copyright (C) 2005 Michael Creel <michael.creel@uab.es>
-##
-## 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 3 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/>.
-
-## for internal use by gmm_estimate
-
-function contrib = sum_moments_nodes(theta, data, moments, momentargs, nn)
-
-	global NEWORLD NSLAVES
-	
-	# Who am I?
-	[info, rank] = MPI_Comm_rank(NEWORLD); 
-	
-	if rank == 0 # Do this if I'm master
-		startblock = NSLAVES*nn + 1;
-		endblock = rows(data);
-	else	# this is for the slaves
-		startblock = rank*nn-nn+1;
-		endblock = rank*nn;
-	endif	
-  
-	data = data(startblock:endblock,:);
-	contrib = feval(moments, theta, data, momentargs);
-	contrib = sum(contrib);
-	
-endfunction