changeset 11827:9fd86811bb0d octave-forge

econometrics: moved to a separate mercurial repo
author carandraug
date Mon, 17 Jun 2013 21:08:20 +0000
parents 823b01ff4f5e
children 2555b363673c
files main/econometrics/COPYING main/econometrics/DESCRIPTION main/econometrics/INDEX main/econometrics/NEWS main/econometrics/doc/README main/econometrics/inst/delta_method.m main/econometrics/inst/gmm_estimate.m main/econometrics/inst/gmm_example.m main/econometrics/inst/gmm_obj.m main/econometrics/inst/gmm_results.m main/econometrics/inst/gmm_variance.m main/econometrics/inst/gmm_variance_inefficient.m main/econometrics/inst/kernel_density.m main/econometrics/inst/kernel_density_cvscore.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_cvscore.m main/econometrics/inst/mle_estimate.m main/econometrics/inst/mle_example.m main/econometrics/inst/mle_obj.m main/econometrics/inst/mle_obj_nodes.m main/econometrics/inst/mle_results.m main/econometrics/inst/nls_estimate.m main/econometrics/inst/nls_example.m main/econometrics/inst/nls_obj.m main/econometrics/inst/parameterize.m main/econometrics/inst/poisson.m main/econometrics/inst/poisson_moments.m main/econometrics/inst/prettyprint.m main/econometrics/inst/prettyprint_c.m main/econometrics/inst/private/average_moments.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/scale_data.m main/econometrics/inst/unscale_parameters.m main/econometrics/src/Makefile main/econometrics/src/__kernel_weights.cc
diffstat 43 files changed, 0 insertions(+), 2731 deletions(-) [+]
line wrap: on
line diff
--- a/main/econometrics/COPYING	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,674 +0,0 @@
-                    GNU GENERAL PUBLIC LICENSE
-                       Version 3, 29 June 2007
-
- Copyright (C) 2007 Free Software Foundation, Inc. <http://fsf.org/>
- Everyone is permitted to copy and distribute verbatim copies
- of this license document, but changing it is not allowed.
-
-                            Preamble
-
-  The GNU General Public License is a free, copyleft license for
-software and other kinds of works.
-
-  The licenses for most software and other practical works are designed
-to take away your freedom to share and change the works.  By contrast,
-the GNU General Public License is intended to guarantee your freedom to
-share and change all versions of a program--to make sure it remains free
-software for all its users.  We, the Free Software Foundation, use the
-GNU General Public License for most of our software; it applies also to
-any other work released this way by its authors.  You can apply it to
-your programs, too.
-
-  When we speak of free software, we are referring to freedom, not
-price.  Our General Public Licenses are designed to make sure that you
-have the freedom to distribute copies of free software (and charge for
-them if you wish), that you receive source code or can get it if you
-want it, that you can change the software or use pieces of it in new
-free programs, and that you know you can do these things.
-
-  To protect your rights, we need to prevent others from denying you
-these rights or asking you to surrender the rights.  Therefore, you have
-certain responsibilities if you distribute copies of the software, or if
-you modify it: responsibilities to respect the freedom of others.
-
-  For example, if you distribute copies of such a program, whether
-gratis or for a fee, you must pass on to the recipients the same
-freedoms that you received.  You must make sure that they, too, receive
-or can get the source code.  And you must show them these terms so they
-know their rights.
-
-  Developers that use the GNU GPL protect your rights with two steps:
-(1) assert copyright on the software, and (2) offer you this License
-giving you legal permission to copy, distribute and/or modify it.
-
-  For the developers' and authors' protection, the GPL clearly explains
-that there is no warranty for this free software.  For both users' and
-authors' sake, the GPL requires that modified versions be marked as
-changed, so that their problems will not be attributed erroneously to
-authors of previous versions.
-
-  Some devices are designed to deny users access to install or run
-modified versions of the software inside them, although the manufacturer
-can do so.  This is fundamentally incompatible with the aim of
-protecting users' freedom to change the software.  The systematic
-pattern of such abuse occurs in the area of products for individuals to
-use, which is precisely where it is most unacceptable.  Therefore, we
-have designed this version of the GPL to prohibit the practice for those
-products.  If such problems arise substantially in other domains, we
-stand ready to extend this provision to those domains in future versions
-of the GPL, as needed to protect the freedom of users.
-
-  Finally, every program is threatened constantly by software patents.
-States should not allow patents to restrict development and use of
-software on general-purpose computers, but in those that do, we wish to
-avoid the special danger that patents applied to a free program could
-make it effectively proprietary.  To prevent this, the GPL assures that
-patents cannot be used to render the program non-free.
-
-  The precise terms and conditions for copying, distribution and
-modification follow.
-
-                       TERMS AND CONDITIONS
-
-  0. Definitions.
-
-  "This License" refers to version 3 of the GNU General Public License.
-
-  "Copyright" also means copyright-like laws that apply to other kinds of
-works, such as semiconductor masks.
-
-  "The Program" refers to any copyrightable work licensed under this
-License.  Each licensee is addressed as "you".  "Licensees" and
-"recipients" may be individuals or organizations.
-
-  To "modify" a work means to copy from or adapt all or part of the work
-in a fashion requiring copyright permission, other than the making of an
-exact copy.  The resulting work is called a "modified version" of the
-earlier work or a work "based on" the earlier work.
-
-  A "covered work" means either the unmodified Program or a work based
-on the Program.
-
-  To "propagate" a work means to do anything with it that, without
-permission, would make you directly or secondarily liable for
-infringement under applicable copyright law, except executing it on a
-computer or modifying a private copy.  Propagation includes copying,
-distribution (with or without modification), making available to the
-public, and in some countries other activities as well.
-
-  To "convey" a work means any kind of propagation that enables other
-parties to make or receive copies.  Mere interaction with a user through
-a computer network, with no transfer of a copy, is not conveying.
-
-  An interactive user interface displays "Appropriate Legal Notices"
-to the extent that it includes a convenient and prominently visible
-feature that (1) displays an appropriate copyright notice, and (2)
-tells the user that there is no warranty for the work (except to the
-extent that warranties are provided), that licensees may convey the
-work under this License, and how to view a copy of this License.  If
-the interface presents a list of user commands or options, such as a
-menu, a prominent item in the list meets this criterion.
-
-  1. Source Code.
-
-  The "source code" for a work means the preferred form of the work
-for making modifications to it.  "Object code" means any non-source
-form of a work.
-
-  A "Standard Interface" means an interface that either is an official
-standard defined by a recognized standards body, or, in the case of
-interfaces specified for a particular programming language, one that
-is widely used among developers working in that language.
-
-  The "System Libraries" of an executable work include anything, other
-than the work as a whole, that (a) is included in the normal form of
-packaging a Major Component, but which is not part of that Major
-Component, and (b) serves only to enable use of the work with that
-Major Component, or to implement a Standard Interface for which an
-implementation is available to the public in source code form.  A
-"Major Component", in this context, means a major essential component
-(kernel, window system, and so on) of the specific operating system
-(if any) on which the executable work runs, or a compiler used to
-produce the work, or an object code interpreter used to run it.
-
-  The "Corresponding Source" for a work in object code form means all
-the source code needed to generate, install, and (for an executable
-work) run the object code and to modify the work, including scripts to
-control those activities.  However, it does not include the work's
-System Libraries, or general-purpose tools or generally available free
-programs which are used unmodified in performing those activities but
-which are not part of the work.  For example, Corresponding Source
-includes interface definition files associated with source files for
-the work, and the source code for shared libraries and dynamically
-linked subprograms that the work is specifically designed to require,
-such as by intimate data communication or control flow between those
-subprograms and other parts of the work.
-
-  The Corresponding Source need not include anything that users
-can regenerate automatically from other parts of the Corresponding
-Source.
-
-  The Corresponding Source for a work in source code form is that
-same work.
-
-  2. Basic Permissions.
-
-  All rights granted under this License are granted for the term of
-copyright on the Program, and are irrevocable provided the stated
-conditions are met.  This License explicitly affirms your unlimited
-permission to run the unmodified Program.  The output from running a
-covered work is covered by this License only if the output, given its
-content, constitutes a covered work.  This License acknowledges your
-rights of fair use or other equivalent, as provided by copyright law.
-
-  You may make, run and propagate covered works that you do not
-convey, without conditions so long as your license otherwise remains
-in force.  You may convey covered works to others for the sole purpose
-of having them make modifications exclusively for you, or provide you
-with facilities for running those works, provided that you comply with
-the terms of this License in conveying all material for which you do
-not control copyright.  Those thus making or running the covered works
-for you must do so exclusively on your behalf, under your direction
-and control, on terms that prohibit them from making any copies of
-your copyrighted material outside their relationship with you.
-
-  Conveying under any other circumstances is permitted solely under
-the conditions stated below.  Sublicensing is not allowed; section 10
-makes it unnecessary.
-
-  3. Protecting Users' Legal Rights From Anti-Circumvention Law.
-
-  No covered work shall be deemed part of an effective technological
-measure under any applicable law fulfilling obligations under article
-11 of the WIPO copyright treaty adopted on 20 December 1996, or
-similar laws prohibiting or restricting circumvention of such
-measures.
-
-  When you convey a covered work, you waive any legal power to forbid
-circumvention of technological measures to the extent such circumvention
-is effected by exercising rights under this License with respect to
-the covered work, and you disclaim any intention to limit operation or
-modification of the work as a means of enforcing, against the work's
-users, your or third parties' legal rights to forbid circumvention of
-technological measures.
-
-  4. Conveying Verbatim Copies.
-
-  You may convey verbatim copies of the Program's source code as you
-receive it, in any medium, provided that you conspicuously and
-appropriately publish on each copy an appropriate copyright notice;
-keep intact all notices stating that this License and any
-non-permissive terms added in accord with section 7 apply to the code;
-keep intact all notices of the absence of any warranty; and give all
-recipients a copy of this License along with the Program.
-
-  You may charge any price or no price for each copy that you convey,
-and you may offer support or warranty protection for a fee.
-
-  5. Conveying Modified Source Versions.
-
-  You may convey a work based on the Program, or the modifications to
-produce it from the Program, in the form of source code under the
-terms of section 4, provided that you also meet all of these conditions:
-
-    a) The work must carry prominent notices stating that you modified
-    it, and giving a relevant date.
-
-    b) The work must carry prominent notices stating that it is
-    released under this License and any conditions added under section
-    7.  This requirement modifies the requirement in section 4 to
-    "keep intact all notices".
-
-    c) You must license the entire work, as a whole, under this
-    License to anyone who comes into possession of a copy.  This
-    License will therefore apply, along with any applicable section 7
-    additional terms, to the whole of the work, and all its parts,
-    regardless of how they are packaged.  This License gives no
-    permission to license the work in any other way, but it does not
-    invalidate such permission if you have separately received it.
-
-    d) If the work has interactive user interfaces, each must display
-    Appropriate Legal Notices; however, if the Program has interactive
-    interfaces that do not display Appropriate Legal Notices, your
-    work need not make them do so.
-
-  A compilation of a covered work with other separate and independent
-works, which are not by their nature extensions of the covered work,
-and which are not combined with it such as to form a larger program,
-in or on a volume of a storage or distribution medium, is called an
-"aggregate" if the compilation and its resulting copyright are not
-used to limit the access or legal rights of the compilation's users
-beyond what the individual works permit.  Inclusion of a covered work
-in an aggregate does not cause this License to apply to the other
-parts of the aggregate.
-
-  6. Conveying Non-Source Forms.
-
-  You may convey a covered work in object code form under the terms
-of sections 4 and 5, provided that you also convey the
-machine-readable Corresponding Source under the terms of this License,
-in one of these ways:
-
-    a) Convey the object code in, or embodied in, a physical product
-    (including a physical distribution medium), accompanied by the
-    Corresponding Source fixed on a durable physical medium
-    customarily used for software interchange.
-
-    b) Convey the object code in, or embodied in, a physical product
-    (including a physical distribution medium), accompanied by a
-    written offer, valid for at least three years and valid for as
-    long as you offer spare parts or customer support for that product
-    model, to give anyone who possesses the object code either (1) a
-    copy of the Corresponding Source for all the software in the
-    product that is covered by this License, on a durable physical
-    medium customarily used for software interchange, for a price no
-    more than your reasonable cost of physically performing this
-    conveying of source, or (2) access to copy the
-    Corresponding Source from a network server at no charge.
-
-    c) Convey individual copies of the object code with a copy of the
-    written offer to provide the Corresponding Source.  This
-    alternative is allowed only occasionally and noncommercially, and
-    only if you received the object code with such an offer, in accord
-    with subsection 6b.
-
-    d) Convey the object code by offering access from a designated
-    place (gratis or for a charge), and offer equivalent access to the
-    Corresponding Source in the same way through the same place at no
-    further charge.  You need not require recipients to copy the
-    Corresponding Source along with the object code.  If the place to
-    copy the object code is a network server, the Corresponding Source
-    may be on a different server (operated by you or a third party)
-    that supports equivalent copying facilities, provided you maintain
-    clear directions next to the object code saying where to find the
-    Corresponding Source.  Regardless of what server hosts the
-    Corresponding Source, you remain obligated to ensure that it is
-    available for as long as needed to satisfy these requirements.
-
-    e) Convey the object code using peer-to-peer transmission, provided
-    you inform other peers where the object code and Corresponding
-    Source of the work are being offered to the general public at no
-    charge under subsection 6d.
-
-  A separable portion of the object code, whose source code is excluded
-from the Corresponding Source as a System Library, need not be
-included in conveying the object code work.
-
-  A "User Product" is either (1) a "consumer product", which means any
-tangible personal property which is normally used for personal, family,
-or household purposes, or (2) anything designed or sold for incorporation
-into a dwelling.  In determining whether a product is a consumer product,
-doubtful cases shall be resolved in favor of coverage.  For a particular
-product received by a particular user, "normally used" refers to a
-typical or common use of that class of product, regardless of the status
-of the particular user or of the way in which the particular user
-actually uses, or expects or is expected to use, the product.  A product
-is a consumer product regardless of whether the product has substantial
-commercial, industrial or non-consumer uses, unless such uses represent
-the only significant mode of use of the product.
-
-  "Installation Information" for a User Product means any methods,
-procedures, authorization keys, or other information required to install
-and execute modified versions of a covered work in that User Product from
-a modified version of its Corresponding Source.  The information must
-suffice to ensure that the continued functioning of the modified object
-code is in no case prevented or interfered with solely because
-modification has been made.
-
-  If you convey an object code work under this section in, or with, or
-specifically for use in, a User Product, and the conveying occurs as
-part of a transaction in which the right of possession and use of the
-User Product is transferred to the recipient in perpetuity or for a
-fixed term (regardless of how the transaction is characterized), the
-Corresponding Source conveyed under this section must be accompanied
-by the Installation Information.  But this requirement does not apply
-if neither you nor any third party retains the ability to install
-modified object code on the User Product (for example, the work has
-been installed in ROM).
-
-  The requirement to provide Installation Information does not include a
-requirement to continue to provide support service, warranty, or updates
-for a work that has been modified or installed by the recipient, or for
-the User Product in which it has been modified or installed.  Access to a
-network may be denied when the modification itself materially and
-adversely affects the operation of the network or violates the rules and
-protocols for communication across the network.
-
-  Corresponding Source conveyed, and Installation Information provided,
-in accord with this section must be in a format that is publicly
-documented (and with an implementation available to the public in
-source code form), and must require no special password or key for
-unpacking, reading or copying.
-
-  7. Additional Terms.
-
-  "Additional permissions" are terms that supplement the terms of this
-License by making exceptions from one or more of its conditions.
-Additional permissions that are applicable to the entire Program shall
-be treated as though they were included in this License, to the extent
-that they are valid under applicable law.  If additional permissions
-apply only to part of the Program, that part may be used separately
-under those permissions, but the entire Program remains governed by
-this License without regard to the additional permissions.
-
-  When you convey a copy of a covered work, you may at your option
-remove any additional permissions from that copy, or from any part of
-it.  (Additional permissions may be written to require their own
-removal in certain cases when you modify the work.)  You may place
-additional permissions on material, added by you to a covered work,
-for which you have or can give appropriate copyright permission.
-
-  Notwithstanding any other provision of this License, for material you
-add to a covered work, you may (if authorized by the copyright holders of
-that material) supplement the terms of this License with terms:
-
-    a) Disclaiming warranty or limiting liability differently from the
-    terms of sections 15 and 16 of this License; or
-
-    b) Requiring preservation of specified reasonable legal notices or
-    author attributions in that material or in the Appropriate Legal
-    Notices displayed by works containing it; or
-
-    c) Prohibiting misrepresentation of the origin of that material, or
-    requiring that modified versions of such material be marked in
-    reasonable ways as different from the original version; or
-
-    d) Limiting the use for publicity purposes of names of licensors or
-    authors of the material; or
-
-    e) Declining to grant rights under trademark law for use of some
-    trade names, trademarks, or service marks; or
-
-    f) Requiring indemnification of licensors and authors of that
-    material by anyone who conveys the material (or modified versions of
-    it) with contractual assumptions of liability to the recipient, for
-    any liability that these contractual assumptions directly impose on
-    those licensors and authors.
-
-  All other non-permissive additional terms are considered "further
-restrictions" within the meaning of section 10.  If the Program as you
-received it, or any part of it, contains a notice stating that it is
-governed by this License along with a term that is a further
-restriction, you may remove that term.  If a license document contains
-a further restriction but permits relicensing or conveying under this
-License, you may add to a covered work material governed by the terms
-of that license document, provided that the further restriction does
-not survive such relicensing or conveying.
-
-  If you add terms to a covered work in accord with this section, you
-must place, in the relevant source files, a statement of the
-additional terms that apply to those files, or a notice indicating
-where to find the applicable terms.
-
-  Additional terms, permissive or non-permissive, may be stated in the
-form of a separately written license, or stated as exceptions;
-the above requirements apply either way.
-
-  8. Termination.
-
-  You may not propagate or modify a covered work except as expressly
-provided under this License.  Any attempt otherwise to propagate or
-modify it is void, and will automatically terminate your rights under
-this License (including any patent licenses granted under the third
-paragraph of section 11).
-
-  However, if you cease all violation of this License, then your
-license from a particular copyright holder is reinstated (a)
-provisionally, unless and until the copyright holder explicitly and
-finally terminates your license, and (b) permanently, if the copyright
-holder fails to notify you of the violation by some reasonable means
-prior to 60 days after the cessation.
-
-  Moreover, your license from a particular copyright holder is
-reinstated permanently if the copyright holder notifies you of the
-violation by some reasonable means, this is the first time you have
-received notice of violation of this License (for any work) from that
-copyright holder, and you cure the violation prior to 30 days after
-your receipt of the notice.
-
-  Termination of your rights under this section does not terminate the
-licenses of parties who have received copies or rights from you under
-this License.  If your rights have been terminated and not permanently
-reinstated, you do not qualify to receive new licenses for the same
-material under section 10.
-
-  9. Acceptance Not Required for Having Copies.
-
-  You are not required to accept this License in order to receive or
-run a copy of the Program.  Ancillary propagation of a covered work
-occurring solely as a consequence of using peer-to-peer transmission
-to receive a copy likewise does not require acceptance.  However,
-nothing other than this License grants you permission to propagate or
-modify any covered work.  These actions infringe copyright if you do
-not accept this License.  Therefore, by modifying or propagating a
-covered work, you indicate your acceptance of this License to do so.
-
-  10. Automatic Licensing of Downstream Recipients.
-
-  Each time you convey a covered work, the recipient automatically
-receives a license from the original licensors, to run, modify and
-propagate that work, subject to this License.  You are not responsible
-for enforcing compliance by third parties with this License.
-
-  An "entity transaction" is a transaction transferring control of an
-organization, or substantially all assets of one, or subdividing an
-organization, or merging organizations.  If propagation of a covered
-work results from an entity transaction, each party to that
-transaction who receives a copy of the work also receives whatever
-licenses to the work the party's predecessor in interest had or could
-give under the previous paragraph, plus a right to possession of the
-Corresponding Source of the work from the predecessor in interest, if
-the predecessor has it or can get it with reasonable efforts.
-
-  You may not impose any further restrictions on the exercise of the
-rights granted or affirmed under this License.  For example, you may
-not impose a license fee, royalty, or other charge for exercise of
-rights granted under this License, and you may not initiate litigation
-(including a cross-claim or counterclaim in a lawsuit) alleging that
-any patent claim is infringed by making, using, selling, offering for
-sale, or importing the Program or any portion of it.
-
-  11. Patents.
-
-  A "contributor" is a copyright holder who authorizes use under this
-License of the Program or a work on which the Program is based.  The
-work thus licensed is called the contributor's "contributor version".
-
-  A contributor's "essential patent claims" are all patent claims
-owned or controlled by the contributor, whether already acquired or
-hereafter acquired, that would be infringed by some manner, permitted
-by this License, of making, using, or selling its contributor version,
-but do not include claims that would be infringed only as a
-consequence of further modification of the contributor version.  For
-purposes of this definition, "control" includes the right to grant
-patent sublicenses in a manner consistent with the requirements of
-this License.
-
-  Each contributor grants you a non-exclusive, worldwide, royalty-free
-patent license under the contributor's essential patent claims, to
-make, use, sell, offer for sale, import and otherwise run, modify and
-propagate the contents of its contributor version.
-
-  In the following three paragraphs, a "patent license" is any express
-agreement or commitment, however denominated, not to enforce a patent
-(such as an express permission to practice a patent or covenant not to
-sue for patent infringement).  To "grant" such a patent license to a
-party means to make such an agreement or commitment not to enforce a
-patent against the party.
-
-  If you convey a covered work, knowingly relying on a patent license,
-and the Corresponding Source of the work is not available for anyone
-to copy, free of charge and under the terms of this License, through a
-publicly available network server or other readily accessible means,
-then you must either (1) cause the Corresponding Source to be so
-available, or (2) arrange to deprive yourself of the benefit of the
-patent license for this particular work, or (3) arrange, in a manner
-consistent with the requirements of this License, to extend the patent
-license to downstream recipients.  "Knowingly relying" means you have
-actual knowledge that, but for the patent license, your conveying the
-covered work in a country, or your recipient's use of the covered work
-in a country, would infringe one or more identifiable patents in that
-country that you have reason to believe are valid.
-
-  If, pursuant to or in connection with a single transaction or
-arrangement, you convey, or propagate by procuring conveyance of, a
-covered work, and grant a patent license to some of the parties
-receiving the covered work authorizing them to use, propagate, modify
-or convey a specific copy of the covered work, then the patent license
-you grant is automatically extended to all recipients of the covered
-work and works based on it.
-
-  A patent license is "discriminatory" if it does not include within
-the scope of its coverage, prohibits the exercise of, or is
-conditioned on the non-exercise of one or more of the rights that are
-specifically granted under this License.  You may not convey a covered
-work if you are a party to an arrangement with a third party that is
-in the business of distributing software, under which you make payment
-to the third party based on the extent of your activity of conveying
-the work, and under which the third party grants, to any of the
-parties who would receive the covered work from you, a discriminatory
-patent license (a) in connection with copies of the covered work
-conveyed by you (or copies made from those copies), or (b) primarily
-for and in connection with specific products or compilations that
-contain the covered work, unless you entered into that arrangement,
-or that patent license was granted, prior to 28 March 2007.
-
-  Nothing in this License shall be construed as excluding or limiting
-any implied license or other defenses to infringement that may
-otherwise be available to you under applicable patent law.
-
-  12. No Surrender of Others' Freedom.
-
-  If conditions are imposed on you (whether by court order, agreement or
-otherwise) that contradict the conditions of this License, they do not
-excuse you from the conditions of this License.  If you cannot convey a
-covered work so as to satisfy simultaneously your obligations under this
-License and any other pertinent obligations, then as a consequence you may
-not convey it at all.  For example, if you agree to terms that obligate you
-to collect a royalty for further conveying from those to whom you convey
-the Program, the only way you could satisfy both those terms and this
-License would be to refrain entirely from conveying the Program.
-
-  13. Use with the GNU Affero General Public License.
-
-  Notwithstanding any other provision of this License, you have
-permission to link or combine any covered work with a work licensed
-under version 3 of the GNU Affero General Public License into a single
-combined work, and to convey the resulting work.  The terms of this
-License will continue to apply to the part which is the covered work,
-but the special requirements of the GNU Affero General Public License,
-section 13, concerning interaction through a network will apply to the
-combination as such.
-
-  14. Revised Versions of this License.
-
-  The Free Software Foundation may publish revised and/or new versions of
-the GNU General Public License from time to time.  Such new versions will
-be similar in spirit to the present version, but may differ in detail to
-address new problems or concerns.
-
-  Each version is given a distinguishing version number.  If the
-Program specifies that a certain numbered version of the GNU General
-Public License "or any later version" applies to it, you have the
-option of following the terms and conditions either of that numbered
-version or of any later version published by the Free Software
-Foundation.  If the Program does not specify a version number of the
-GNU General Public License, you may choose any version ever published
-by the Free Software Foundation.
-
-  If the Program specifies that a proxy can decide which future
-versions of the GNU General Public License can be used, that proxy's
-public statement of acceptance of a version permanently authorizes you
-to choose that version for the Program.
-
-  Later license versions may give you additional or different
-permissions.  However, no additional obligations are imposed on any
-author or copyright holder as a result of your choosing to follow a
-later version.
-
-  15. Disclaimer of Warranty.
-
-  THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY
-APPLICABLE LAW.  EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT
-HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT 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 THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF
-ALL NECESSARY SERVICING, REPAIR OR CORRECTION.
-
-  16. Limitation of Liability.
-
-  IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING
-WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS
-THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY
-GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE
-USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF
-DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD
-PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS),
-EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
-SUCH DAMAGES.
-
-  17. Interpretation of Sections 15 and 16.
-
-  If the disclaimer of warranty and limitation of liability provided
-above cannot be given local legal effect according to their terms,
-reviewing courts shall apply local law that most closely approximates
-an absolute waiver of all civil liability in connection with the
-Program, unless a warranty or assumption of liability accompanies a
-copy of the Program in return for a fee.
-
-                     END OF TERMS AND CONDITIONS
-
-            How to Apply These Terms to Your New Programs
-
-  If you develop a new program, and you want it to be of the greatest
-possible use to the public, the best way to achieve this is to make it
-free software which everyone can redistribute and change under these terms.
-
-  To do so, attach the following notices to the program.  It is safest
-to attach them to the start of each source file to most effectively
-state the exclusion of warranty; and each file should have at least
-the "copyright" line and a pointer to where the full notice is found.
-
-    <one line to give the program's name and a brief idea of what it does.>
-    Copyright (C) <year>  <name of author>
-
-    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/>.
-
-Also add information on how to contact you by electronic and paper mail.
-
-  If the program does terminal interaction, make it output a short
-notice like this when it starts in an interactive mode:
-
-    <program>  Copyright (C) <year>  <name of author>
-    This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
-    This is free software, and you are welcome to redistribute it
-    under certain conditions; type `show c' for details.
-
-The hypothetical commands `show w' and `show c' should show the appropriate
-parts of the General Public License.  Of course, your program's commands
-might be different; for a GUI interface, you would use an "about box".
-
-  You should also get your employer (if you work as a programmer) or school,
-if any, to sign a "copyright disclaimer" for the program, if necessary.
-For more information on this, and how to apply and follow the GNU GPL, see
-<http://www.gnu.org/licenses/>.
-
-  The GNU General Public License does not permit incorporating your program
-into proprietary programs.  If your program is a subroutine library, you
-may consider it more useful to permit linking proprietary applications with
-the library.  If this is what you want to do, use the GNU Lesser General
-Public License instead of this License.  But first, please read
-<http://www.gnu.org/philosophy/why-not-lgpl.html>.
--- a/main/econometrics/DESCRIPTION	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,11 +0,0 @@
-Name: Econometrics
-Version: 1.1.1
-Date: 2013-02-17
-Author: Michael Creel <michael.creel@uab.es>
-Maintainer: Nir Krakauer <nkrakauer@ccny.cuny.edu>
-Title: Econometrics.
-Description: Econometrics functions including MLE and GMM based techniques.
-Depends: octave (>= 2.9.7), optim
-Autoload: no
-License: GPLv3+
-Url: http://octave.sf.net
--- a/main/econometrics/INDEX	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,18 +0,0 @@
-econometrics >> Econometrics
-Econometrics
- delta_method
- gmm_estimate gmm_example gmm_obj 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
- poisson
- poisson_moments
- prettyprint_c
- kernel_density
- kernel_density_cvscore
- kernel_example
- kernel_optimal_bandwidth
- kernel_regression
- kernel_regression_cvscore
--- a/main/econometrics/NEWS	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,16 +0,0 @@
-Summary of important user-visible changes for econometrics 1.1.1:
--------------------------------------------------------------------
-
- ** Fixed a bug that affected gmm_example by making gmm_obj no longer private
-
-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/doc/README	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,14 +0,0 @@
-The main functions for end users are:
-
-mle_estimate.m  Performs estimation by MLE
-mle_results.m   Performs estimatiion by MLE and shows results
-mle_example.m   Example
-
-
-gmm_estimate.m  Performs estimation by GMM
-gmm_results.m   Performs estimatiion by GMM and shows results
-gmm_example.m   Example
-
-
-The other functions are mostly for internal use, or for use by
-advanced users.
--- a/main/econometrics/inst/delta_method.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,24 +0,0 @@
-## Copyright (C) 2003, 2004 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/>.
-
-## Computes Delta method mean and covariance of a nonlinear
-## transformation defined by "func"
-
-function [theta_transf, var_transf] = delta_method(func, theta, otherargs, vartheta)
-	theta_transf = feval(func, theta, otherargs);
-	D = numgradient(func, {theta, otherargs});
-	var_transf = D * vartheta * D';
-
-endfunction
--- a/main/econometrics/inst/gmm_estimate.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,74 +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: [theta, obj_value, convergence, iters] =
-##           gmm_estimate(theta, data, weight, moments, momentargs, control, nslaves)
-##
-## inputs:
-##      theta: column vector initial parameters
-##       data: data matrix
-##     weight: the GMM weight matrix
-##    moments: name of function computes the moments
-##	      (should return nXg matrix of contributions)
-## momentargs: (cell) additional inputs needed to compute moments.
-## 	      May be empty ("")
-##    control: (optional) BFGS or SA controls (see bfgsmin and samin).
-##             May be empty ("").
-##    nslaves: (optional) number of slaves if executed in parallel
-##             (requires MPITB)
-##
-## outputs:
-## theta: GMM estimate of parameters
-## obj_value: the value of the gmm obj. function
-## convergence: return code from bfgsmin
-##              (1 means success, see bfgsmin for details)
-## iters: number of BFGS iteration used
-##
-## please type "gmm_example" while in octave to see an example
-
-## call the minimizing routine
-function [theta, obj_value, convergence, iters] = gmm_estimate(theta, data, weight, moments, momentargs, control, nslaves)
-
-	if nargin < 5 error("gmm_estimate: 5 arguments required"); endif
-	if nargin < 6 control = {-1}; endif # default controls
-	if !iscell(control) control = {-1}; endif # default controls if receive placeholder
-	if nargin < 7 nslaves = 0; endif
-
- 	if nslaves > 0
-		global NSLAVES PARALLEL NEWORLD NSLAVES TAG;
-		LAM_Init(nslaves);
-		# Send the data to all nodes
-		NumCmds_Send({"data", "weight", "moments", "momentargs"}, {data, weight, moments, momentargs});
-	endif
-
-	# bfgs or sa?
-	if (size(control,1)*size(control,2) == 0) # use default bfgs if no control
-		control = {Inf,0,1,1};
-		method = "bfgs";
-	elseif (size(control,1)*size(control,2) < 11)
-		method = "bfgs";
-	else method = "sa";
-	endif
-
-
-	if strcmp(method, "bfgs")
-		[theta, obj_value, convergence, iters] = bfgsmin("gmm_obj", {theta, data, weight, moments, momentargs}, control);
-	elseif strcmp(method, "sa")
-	  	[theta, obj_value, convergence] = samin("gmm_obj", {theta, data, weight, moments, momentargs}, control);
-	endif
-
-	if nslaves > 0 LAM_Finalize; endif # clean up
-
-endfunction
--- a/main/econometrics/inst/gmm_example.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,63 +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/>.
-
-## GMM example file, shows initial consistent estimator,
-## estimation of efficient weight, and second round
-## efficient estimator
-
-n = 1000;
-k = 5;
-
-x = [ones(n,1) randn(n,k-1)];
-w = [x, rand(n,1)];
-theta_true = ones(k,1);
-lambda = exp(x*theta_true);
-y = poissrnd(lambda);
-[xs, scalecoef] = scale_data(x);
-
-# The arguments for gmm_estimate
-theta = zeros(k,1);
-data = [y xs w];
-weight = eye(columns(w));
-moments = "poisson_moments";
-momentargs = {k}; # needed to know where x ends and w starts
-
-# additional args for gmm_results
-names = char("theta1", "theta2", "theta3", "theta4", "theta5");
-gmmtitle = "Poisson GMM trial";
-control = {100,0,1,1};
-
-
-# initial consistent estimate: only used to get efficient weight matrix, no screen output
-[theta, obj_value, convergence] = gmm_estimate(theta, data, weight, moments, momentargs, control);
-
-# efficient weight matrix
-# this method is valid when moments are not autocorrelated
-# the user is reponsible to properly estimate the efficient weight
-m = feval(moments, theta, data, momentargs);
-weight = inverse(cov(m));
-
-# second round efficient estimator
-gmm_results(theta, data, weight, moments, momentargs, names, gmmtitle, scalecoef, control);
-printf("\nThe true parameter values used to generate the data:\n");
-prettyprint(theta_true, names, "value");
-
-# Example doing estimation in parallel on a cluster (requires MPITB)
-# uncomment the following if you have MPITB installed
-# nslaves = 1;
-# theta = zeros(k,1);
-# nslaves = 1;
-# title = "GMM estimation done in parallel";
-# gmm_results(theta, data, weight, moments, momentargs, names, gmmtitle, scalecoef, control, nslaves);
--- a/main/econometrics/inst/gmm_obj.m	Mon Jun 17 20:31:16 2013 +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/gmm_results.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,104 +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: [theta, V, obj_value] =
-##  gmm_results(theta, data, weight, moments, momentargs, names, title, unscale, control, nslaves)
-##
-## inputs:
-##      theta: column vector initial parameters
-##       data: data matrix
-##     weight: the GMM weight matrix
-##    moments: name of function computes the moments
-##             (should return nXg matrix of contributions)
-## momentargs: (cell) additional inputs needed to compute moments.
-##             May be empty ("")
-##      names: vector of parameter names
-##             e.g., names = char("param1", "param2");
-##      title: string, describes model estimated
-##    unscale: (optional) cell that holds means and std. dev. of data
-##             (see scale_data)
-##    control: (optional) BFGS or SA controls (see bfgsmin and samin). May be empty ("").
-##    nslaves: (optional) number of slaves if executed in parallel
-##             (requires MPITB)
-##
-## outputs:
-## theta: GMM estimated parameters
-## V: estimate of covariance of parameters. Assumes the weight matrix
-##    is optimal (inverse of covariance of moments)
-## obj_value: the value of the GMM objective function
-##
-## please type "gmm_example" while in octave to see an example
-
-function [theta, V, obj_value] = gmm_results(theta, data, weight, moments, momentargs, names, title, unscale, control, nslaves)
-
-  if nargin < 10 nslaves = 0; endif # serial by default
-
-	if nargin < 9
-		[theta, obj_value, convergence] = gmm_estimate(theta, data, weight, moments, momentargs, "", nslaves);
-	else
-		[theta, obj_value, convergence] = gmm_estimate(theta, data, weight, moments, momentargs, control, nslaves);
-	endif
-
-
-	m = feval(moments, theta, data, momentargs); # find out how many obsns. we have
-	n = rows(m);
-
-	if convergence == 1
-		convergence="Normal convergence";
-	else
-		convergence="No convergence";
-	endif
-
-	V = gmm_variance(theta, data, weight, moments, momentargs);
-
-	# unscale results if argument has been passed
-	# this puts coefficients into scale corresponding to the original data
-	if nargin > 7
-		if iscell(unscale)
-			[theta, V] = unscale_parameters(theta, V, unscale);
-		endif
-	endif
-
-	[theta, V] = delta_method("parameterize", theta, {data, moments, momentargs}, V);
-
-	k = rows(theta);
-	se = sqrt(diag(V));
-
-	printf("\n\n******************************************************\n");
-	disp(title);
-	printf("\nGMM Estimation Results\n");
-	printf("BFGS convergence: %s\n", convergence);
-	printf("\nObjective function value: %f\n", obj_value);
-	printf("Observations: %d\n", n);
-
-	junk = "X^2 test";
-	df = n - k;
-	if df > 0
-		clabels = char("Value","df","p-value");
-		a = [n*obj_value, df, 1 - chi2cdf(n*obj_value, df)];
-		printf("\n");
-		prettyprint(a, junk, clabels);
-	else
-		disp("\nExactly identified, no spec. test");
-	end;
-
-	# results for parameters
-	a =[theta, se, theta./se, 2 - 2*normcdf(abs(theta ./ se))];
-	clabels = char("estimate", "st. err", "t-stat", "p-value");
-	printf("\n");
-	prettyprint(a, names, clabels);
-
-	printf("******************************************************\n");
-endfunction
--- a/main/econometrics/inst/gmm_variance.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,24 +0,0 @@
-## Copyright (C) 2003, 2004 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/>.
-
-## GMM variance, which assumes weights are optimal
-
-function V = gmm_variance(theta, data, weight, moments, momentargs)
-	D = numgradient("average_moments", {theta, data, moments, momentargs});
-	D = D';
-	m = feval(moments, theta, data, momentargs); # find out how many obsns. we have
-	n = rows(m);
-	V = (1/n)*inv(D*weight*D');
-endfunction
--- a/main/econometrics/inst/gmm_variance_inefficient.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,28 +0,0 @@
-## Copyright (C) 2003, 2004 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/>.
-
-## GMM variance, which assumes weights are not optimal
-
-function V = gmm_variance_inefficient(theta, data, weight, omega, moments, momentargs)
-	D = numgradient("average_moments", {theta, data, moments, momentargs});
-	D = D';
-
-	n = rows(data);
-
-	J = D*weight*D';
-	J = inv(J);
-	I = D*weight*omega*weight*D';
-	V = (1/n)*J*I*J;
-endfunction
--- a/main/econometrics/inst/kernel_density.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,119 +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_density: multivariate kernel density estimator
-##
-## usage:
-##       dens = kernel_density(eval_points, data, bandwidth)
-##
-## inputs:
-##       eval_points: PxK matrix of points at which to calculate the density
-##       data: NxK matrix of data points
-##       bandwidth: positive scalar, the smoothing parameter. The fit
-##               is more smooth as the bandwidth increases.
-##       kernel (optional): string. Name of the kernel function. Default is
-##               Gaussian kernel.
-##       prewhiten bool (optional): default false. If true, rotate data
-##               using Choleski decomposition of inverse of covariance,
-##               to approximate independence after the transformation, which
-##               makes a product kernel a reasonable choice.
-##       do_cv: bool (optional). default false. If true, calculate leave-1-out
-##                density for cross validation
-##       computenodes: int (optional, default 0).
-##               Number of compute nodes for parallel evaluation
-##       debug: bool (optional, default false). show results on compute nodes if doing
-##               a parallel run
-## outputs:
-##       dens: Px1 vector: the fitted density value at each of the P evaluation points.
-##
-## References:
-## Wand, M.P. and Jones, M.C. (1995), 'Kernel smoothing'.
-## http://www.xplore-stat.de/ebooks/scripts/spm/html/spmhtmlframe73.html
-
-function z = kernel_density(eval_points, data, bandwidth, kernel, prewhiten, do_cv, computenodes, debug)
-
-	if nargin < 2; error("kernel_density: at least 2 arguments are required"); endif
-
-	n = rows(data);
-	k = columns(data);
-
-
-	# 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 < 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?
-	if (nargin < 8)	debug = false; endif;		# debug?
-
-	nn = rows(eval_points);
-	n = rows(data);
-	if prewhiten
-		H = bandwidth*chol(cov(data));
- 	else
-		H = bandwidth;
-	endif
-
-	# Inverse bandwidth matrix H_inv
-	H_inv = inv(H);
-
-	# weight by inverse bandwidth matrix
-	eval_points = eval_points*H_inv;
-	data = data*H_inv;
-
-	# check if doing this parallel or serial
-	global PARALLEL NSLAVES NEWORLD NSLAVES TAG
-	PARALLEL = 0;
-
-	if computenodes > 0
-		PARALLEL = 1;
-		NSLAVES = computenodes;
-		LAM_Init(computenodes, debug);
-	endif
-
-	if !PARALLEL # ordinary serial version
-		points_per_node = nn; # do the all on this node
-		z = kernel_density_nodes(eval_points, data, do_cv, kernel, points_per_node, computenodes, debug);
-	else # parallel version
-		z = zeros(nn,1);
-		points_per_node = floor(nn/(NSLAVES + 1)); # number of obsns per slave
-		# The command that the slave nodes will execute
-		cmd=['z_on_node = kernel_density_nodes(eval_points, data, do_cv, kernel, points_per_node, computenodes, debug); ',...
-		'MPI_Send(z_on_node, 0, TAG, NEWORLD);'];
-
-		# send items to slaves
-
-		NumCmds_Send({"eval_points", "data", "do_cv", "kernel", "points_per_node", "computenodes", "debug","cmd"}, {eval_points, data, do_cv, kernel, points_per_node, computenodes, debug, cmd});
-
-		# evaluate last block on master while slaves are busy
-		z_on_node = kernel_density_nodes(eval_points, data, do_cv, kernel, points_per_node, computenodes, debug);
-		startblock = NSLAVES*points_per_node + 1;
-		endblock = nn;
-		z(startblock:endblock,:) = z(startblock:endblock,:) + z_on_node;
-
-		# collect slaves' results
-		z_on_node = zeros(points_per_node,1); # size may differ between master and compute nodes - reset here
-		for i = 1:NSLAVES
-			MPI_Recv(z_on_node,i,TAG,NEWORLD);
-			startblock = i*points_per_node - points_per_node + 1;
-			endblock = i*points_per_node;
-			z(startblock:endblock,:) = z(startblock:endblock,:) + z_on_node;
-		endfor
-
-		# clean up after parallel
-		LAM_Finalize;
-	endif
-	z = z*det(H_inv);
-endfunction
--- a/main/econometrics/inst/kernel_density_cvscore.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,23 +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/>.
-
-## cvscore = kernel_density_cvscore(bandwidth, data, kernel)
-
-function cvscore = kernel_density_cvscore(bandwidth, data, kernel)
-		dens = kernel_density(data, data, exp(bandwidth), true, 0, 0, chol(cov(data)), kernel);
-		dens = dens + eps; # some kernels can assign zero density
-		cvscore = -mean(log(dens));
-endfunction
-
--- a/main/econometrics/inst/kernel_example.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,140 +0,0 @@
-## Copyright (C) 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_example: examples of how to use kernel density and regression functions
-## requires the optim and plot packages from Octave Forge
-##
-## usage: kernel_example;
-
-# sample size (default n = 500) - should get better fit (on average)
-# as this increases, supposing that you allow the optimal window width
-# to be found, by uncommenting the relevant lines
-n = 500;
-
-# set this to greater than 0 to try parallel computations (requires MPITB)
-compute_nodes = 0;
-nodes = compute_nodes + 1; # count master node
-
-close all;
-hold off;
-
-############################################################
-# kernel regression example
-# uniformly spaced data points on [0,2]
-x = 1:n;
-x = x';
-x = 2*x/n;
-# generate dependent variable
-trueline =  x + (x.^2)/2 - 3.1*(x.^3)/3 + 1.2*(x.^4)/4;
-sig = 0.5;
-y = trueline + sig*randn(n,1);
-tic;
-fit = kernel_regression(x, y, x); # use the default bandwidth
-t1 = toc;
-printf("\n");
-printf("########################################################################\n");
-printf("time for kernel regression example using %d data points and %d compute nodes: %f\n", n, nodes, t1);
-plot(x, fit, ";fit;", x, trueline,";true;");
-grid("on");
-title("Example 1: Kernel regression fit");
-
-############################################################
-# kernel density example: univariate - fit to Chi^2(3) data
-data = sumsq(randn(n,3),2);
-# evaluation point are on a grid for plotting
-stepsize = 0.2;
-grid_x = (-1:stepsize:11)';
-bandwidth = 0.55;
-# get optimal bandwidth (time consuming, uncomment if you want to try it)
-# 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);
-t1 = toc;
-printf("\n");
-printf("########################################################################\n");
-printf("time for univariate kernel density example using %d data points and %d compute nodes: %f\n", n, nodes, t1);
-printf("A rough integration under the fitted univariate density is %f\n", sum(dens)*stepsize);
-figure();
-plot(grid_x, dens, ";fitted density;", grid_x, chi2pdf(grid_x,3), ";true density;");
-title("Example 2: Kernel density fit: Univariate Chi^2(3) data");
-
-############################################################
-# kernel density example: bivariate
-# X ~ N(0,1)
-# Y ~ Chi squared(3)
-# X, Y are dependent
-d = randn(n,3);
-data = [d(:,1) sumsq(d,2)];
-# evaluation points are on a grid for plotting
-stepsize = 0.2;
-a = (-5:stepsize:5)'; # for the N(0,1)
-b = (-1:stepsize:9)';  # for the Chi squared(3)
-gridsize = rows(a);
-[grid_x, grid_y] = meshgrid(a, b);
-eval_points = [vec(grid_x) vec(grid_y)];
-bandwidth = 0.85;
-# get optimal bandwidth (time consuming, uncomment if you want to try it)
-# 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);
-t1 = toc;
-printf("\n");
-printf("########################################################################\n");
-printf("time for multivariate kernel density example using %d data points and %d compute nodes: %f\n", n, nodes, t1);
-dens = reshape(dens, gridsize, gridsize);
-printf("A rough integration under the fitted bivariate density is %f\n", sum(sum(dens))*stepsize^2);
-figure();
-surf(grid_x, grid_y, dens);
-title("Example 3: Kernel density fit: dependent bivariate data");
-xlabel("true marginal density is N(0,1)");
-ylabel("true marginal density is Chi^2(3)");
-# more extensive test of parallel
-if compute_nodes > 0 # only try this if parallel is available
-	ns =[4000; 8000; 10000; 12000; 16000; 20000];
-	printf("\n");
-	printf("########################################################################\n");
-	printf("kernel regression example with several sample sizes serial/parallel timings\n");
-	figure();
-	clf;
-	title("Compute time versus nodes, kernel regression with different sample sizes");
-	xlabel("nodes");
-	ylabel("time (sec)");
-	hold on;
-	ts = zeros(rows(ns),4);
-	for i = 1:rows(ns)
-		for compute_nodes = 0:3
-			nodes = compute_nodes + 1;
-			n = ns(i,:);
-			x = 1:n;
-			x = x';
-			x = 2*x/n;
-			# generate dependent variable
-			trueline =  x + (x.^2)/2 - 3.1*(x.^3)/3 + 1.2*(x.^4)/4;
-			sig = 0.5;
-			y = trueline + sig*randn(n,1);
-			bandwidth = 0.45;
-			tic;
-			fit = kernel_regression(x, y, x, bandwidth, "kernel_normal", false, false, compute_nodes);
-			t1 = toc;
-			ts(i, nodes) = t1;
-			plot(nodes, t1, "*");
-			printf(" %d data points and %d compute nodes: %f\n", n, nodes, t1);
-		endfor
-		plot(ts(i,:)');
-	endfor
-	hold off;
-endif
--- a/main/econometrics/inst/kernel_optimal_bandwidth.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,58 +0,0 @@
-## Copyright (C) 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_optimal_bandwidth: find optimal bandwith doing leave-one-out cross validation
-## inputs:
-##      * data: data matrix
-##      * depvar: column vector or empty ("").
-##              If empty, do kernel density, orherwise, kernel regression
-##      * kernel (optional, string) the kernel function to use
-## output:
-##      * h: the optimal bandwidth
-
-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
-
-	do_density = false;
-	if isempty(depvar) do_density = true; endif;
-
-	# SA controls
-	ub = 3;
-	lb = -5;
-	nt = 1;
-	ns = 1;
-	rt = 0.05;
-	maxevals = 50;
-	neps = 5;
-	functol = 1e-2;
-	paramtol = 1e-3;
-	verbosity = 0;
-	minarg = 1;
-	sa_control = { lb, ub, nt, ns, rt, maxevals, neps, functol, paramtol, verbosity, 1};
-
-	# bfgs controls
-	bfgs_control = {10};
-
-	if do_density
-		bandwidth = samin("kernel_density_cvscore", {1, data, kernel}, sa_control);
-		bandwidth = bfgsmin("kernel_density_cvscore", {bandwidth, data, kernel}, bfgs_control);
-	else
-		bandwidth = samin("kernel_regression_cvscore", {1, data, depvar, kernel}, sa_control);
-		bandwidth = bfgsmin("kernel_regression_cvscore", {bandwidth, data, depvar, kernel}, bfgs_control);
-	endif
-	bandwidth = exp(bandwidth);
-endfunction
--- a/main/econometrics/inst/kernel_regression.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,116 +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_regression: kernel regression estimator
-##
-## usage:
-##      fit = kernel_regression(eval_points, depvar, condvars, bandwidth)
-##
-## inputs:
-##      eval_points: PxK matrix of points at which to calculate the density
-##      depvar: Nx1 vector of observations of the dependent variable
-##      condvars: NxK matrix of data points
-##      bandwidth (optional): positive scalar, the smoothing parameter.
-##              Default is N ^ (-1/(4+K))
-##      kernel (optional): string. Name of the kernel function. Default is
-##              Gaussian kernel.
-##      prewhiten bool (optional): default true. If true, rotate data
-##              using Choleski decomposition of inverse of covariance,
-##              to approximate independence after the transformation, which
-##              makes a product kernel a reasonable choice.
-##      do_cv: bool (optional). default false. If true, calculate leave-1-out
-##               fit to calculate the cross validation score
-##      computenodes: int (optional, default 0).
-##              Number of compute nodes for parallel evaluation
-##      debug: bool (optional, default false). show results on compute nodes if doing
-##              a parallel run
-## outputs:
-##      fit: Px1 vector: the fitted value at each of the P evaluation points.
-
-function z = kernel_regression(eval_points, depvar, condvars, bandwidth, kernel, prewhiten, do_cv, computenodes, debug)
-
-	if nargin < 3; error("kernel_regression: at least 3 arguments are required"); endif
-
-	n = rows(condvars);
-	k = columns(condvars);
-
-	# 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 < 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?
-	if (nargin < 9)	debug = false; endif;			# debug?
-
-
-	nn = rows(eval_points);
-	n = rows(depvar);
-
-	if prewhiten
-		H = bandwidth*chol(cov(condvars));
- 	else
-		H = bandwidth;
-	endif
-	H_inv = inv(H);
-
-	# weight by inverse bandwidth matrix
-	eval_points = eval_points*H_inv;
-	condvars = condvars*H_inv;
-
-	data = [depvar condvars]; # put it all together for sending to nodes
-
-	# check if doing this parallel or serial
-	global PARALLEL NSLAVES NEWORLD NSLAVES TAG
-	PARALLEL = 0;
-
-	if computenodes > 0
-		PARALLEL = 1;
-		NSLAVES = computenodes;
-		LAM_Init(computenodes, debug);
-	endif
-
-	if !PARALLEL # ordinary serial version
-		points_per_node = nn; # do the all on this node
-		z = kernel_regression_nodes(eval_points, data, do_cv, kernel, points_per_node, computenodes, debug);
-	else # parallel version
-		z = zeros(nn,1);
-		points_per_node = floor(nn/(NSLAVES + 1)); # number of obsns per slave
-		# The command that the slave nodes will execute
-		cmd=['z_on_node = kernel_regression_nodes(eval_points, data, do_cv, kernel, points_per_node, computenodes, debug); ',...
-		'MPI_Send(z_on_node, 0, TAG, NEWORLD);'];
-
-		# send items to slaves
-
-		NumCmds_Send({"eval_points", "data", "do_cv", "kernel", "points_per_node", "computenodes", "debug","cmd"}, {eval_points, data, do_cv, kernel, points_per_node, computenodes, debug, cmd});
-
-		# evaluate last block on master while slaves are busy
-		z_on_node = kernel_regression_nodes(eval_points, data, do_cv, kernel, points_per_node, computenodes, debug);
-		startblock = NSLAVES*points_per_node + 1;
-		endblock = nn;
-		z(startblock:endblock,:) = z(startblock:endblock,:) + z_on_node;
-
-		# collect slaves' results
-		z_on_node = zeros(points_per_node,1); # size may differ between master and compute nodes - reset here
-		for i = 1:NSLAVES
-			MPI_Recv(z_on_node,i,TAG,NEWORLD);
-			startblock = i*points_per_node - points_per_node + 1;
-			endblock = i*points_per_node;
-			z(startblock:endblock,:) = z(startblock:endblock,:) + z_on_node;
-		endfor
-
-		# clean up after parallel
-		LAM_Finalize;
-	endif
-endfunction
--- a/main/econometrics/inst/kernel_regression_cvscore.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,22 +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/>.
-
-## cvscore = kernel_regression_cvscore(bandwidth, data, depvar)
-
-function cvscore = kernel_regression_cvscore(bandwidth, data, depvar)
-	fit = kernel_regression(data, depvar, data, exp(bandwidth), true);
-	cvscore = norm(depvar - fit);
-endfunction
-
--- a/main/econometrics/inst/mle_estimate.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,73 +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:
-## [theta, obj_value, conv, iters] = mle_estimate(theta, data, model, modelargs, control, nslaves)
-##
-## inputs:
-## theta: column vector of model parameters
-## data: data matrix
-## model: name of function that computes log-likelihood
-## modelargs: (cell) additional inputs needed by model. May be empty ("")
-## control: (optional) BFGS or SA controls (see bfgsmin and samin). May be empty ("").
-## nslaves: (optional) number of slaves if executed in parallel (requires MPITB)
-##
-## outputs:
-## theta: ML estimated value of parameters
-## obj_value: the value of the log likelihood function at ML estimate
-## conv: return code from bfgsmin (1 means success, see bfgsmin for details)
-## iters: number of BFGS iteration used
-##
-## please see mle_example.m for examples of how to use this
-
-function [theta, obj_value, convergence, iters] = mle_estimate(theta, data, model, modelargs, control, nslaves = 0)
-
-
-	if nargin < 3
-		error("mle_estimate: 3 arguments required");
-	endif
-
-	if nargin < 4 modelargs = {}; endif # create placeholder if not used
-	if !iscell(modelargs) modelargs = {}; endif # default controls if receive placeholder
-	if nargin < 5 control = {-1,0,1,1}; endif # default controls and method
-	if !iscell(control) control = {-1,0,1,1}; endif # default controls if receive placeholder
-	if nslaves > 0
-		global NSLAVES PARALLEL NEWORLD TAG;
-		LAM_Init(nslaves);
-		# Send the data to all nodes
-		NumCmds_Send({"data", "model", "modelargs"}, {data, model, modelargs});
-	endif
-
-	# bfgs or sa?
-	if (size(control,1)*size(control,2) == 0) # use default bfgs if no control
-		control = {Inf,0,1,1};
-		method = "bfgs";
-	elseif (size(control,1)*size(control,2) < 11)
-		method = "bfgs";
-	else method = "sa";
-	endif
-
-	# do estimation using either bfgsmin or samin
-	if strcmp(method, "bfgs")
-	  [theta, obj_value, convergence, iters] = bfgsmin("mle_obj", {theta, data, model, modelargs, nslaves}, control);
-	elseif strcmp(method, "sa")
-	  [theta, obj_value, convergence] = samin("mle_obj", {theta, data, model, modelargs, nslaves}, control);
-	endif
-
-	if nslaves > 0
-		LAM_Finalize;
-	endif # cleanup
-	obj_value = - obj_value; # recover from minimization rather than maximization
-endfunction
--- a/main/econometrics/inst/mle_example.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,77 +0,0 @@
-## Copyright (C) 2003, 2004 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/>.
-
-## Example to show how to use MLE functions
-
-# Generate data
-n = 1000; # how many observations?
-
-# the explanatory variables: note that they have unequal scales
-x = [ones(n,1) -rand(n,1) randn(n,1)];
-theta = 1:3; # true coefficients are 1,2,3
-theta = theta';
-
-lambda = exp(x*theta);
-y = poissrnd(lambda); # generate the dependent variable
-
-####################################
-# define arguments for mle_results #
-####################################
-
-# starting values
-theta = zeros(3,1);
-# data
-data = [y, x];
-# name of model to estimate
-model = "poisson";
-modelargs = {0}; # if this is zero the function gives analytic score, otherwise not
-# parameter names
-names = char("beta1", "beta2", "beta3");
-mletitle = "Poisson MLE trial"; # title for the run
-
-# controls for bfgsmin: 30 iterations is not always enough for convergence
-control = {50,0};
-
-# This displays the results
-printf("\n\nanalytic score, unscaled data\n");
-[theta, V, obj_value, infocrit] = mle_results(theta, data, model, modelargs, names, mletitle, 0, control);
-
-# This just calculates the results, no screen display
-printf("\n\nanalytic score, unscaled data, no screen display\n");
-theta = zeros(3,1);
-[theta, obj_value, convergence] = mle_estimate(theta, data, model, modelargs, control);
-printf("obj_value = %f, to confirm it worked\n", obj_value);
-
-# This show how to scale data during estimation, but get results
-# for data in original units (recommended to avoid conditioning problems)
-# This usually converges faster, depending upon the data
-printf("\n\nanalytic score, scaled data\n");
-[scaled_x, unscale] = scale_data(x);
-data = [y, scaled_x];
-theta = zeros(3,1);
-[theta, V, obj_value, infocrit] = mle_results(theta, data, model, modelargs, names, mletitle, unscale, control);
-
-# Example using numeric score
-printf("\n\nnumeric score, scaled data\n");
-theta = zeros(3,1);
-modelargs = {1}; # set the switch for no score
-[theta, V, obj_value, infocrit] = mle_results(theta, data, model, modelargs, names, mletitle, unscale, control);
-
-# Example doing estimation in parallel on a cluster (requires MPITB)
-# uncomment the following if you have MPITB installed
-# theta = zeros(3,1);
-# nslaves = 1;
-# title = "MLE estimation done in parallel";
-# [theta, V, obj_value, infocrit] = mle_results(theta, data, model, modelargs, names, mletitle, unscale, control, nslaves);
--- a/main/econometrics/inst/mle_obj.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,62 +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: [obj_value, score] = mle_obj(theta, data, model, modelargs, nslaves)
-##
-## Returns the average log-likelihood for a specified model
-## This is for internal use by mle_estimate
-
-function [obj_value, score] = mle_obj(theta, data, model, modelargs, nslaves = 0)
-
-	n = rows(data);   
-	
-	if nslaves > 0
-		global NSLAVES PARALLEL NEWORLD NSLAVES TAG;
-
-		nn = floor(n/(NSLAVES + 1)); # number of obsns per slave
-
-		# The command that the slave nodes will execute
-    		cmd=['contrib = mle_obj_nodes(theta, data, model, modelargs, 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
-  		obj_value = mle_obj_nodes(theta, data, model, modelargs, nn);
-
-		# collect slaves' results
-		contrib = 0.0; # must be initialized to use MPI_Recv
-  		for i = 1:NSLAVES
-			MPI_Recv(contrib,i,TAG,NEWORLD);
-			obj_value = obj_value + contrib;
-		endfor
-
-		# compute the average
-  		obj_value = - obj_value / n;
-  		score = "na"; # fix this later to allow analytic score in parallel
-		
-	else # serial version
-		[contribs, score] = feval(model, theta, data, modelargs);
-		obj_value = - mean(contribs);
-		if isnumeric(score) score = - mean(score)'; endif # model passes "na" when score not available
-	endif
-
-	# let's bullet-proof this in case the model goes nuts
-	if (((abs(obj_value) == Inf)) || (isnan(obj_value)))
-		obj_value = realmax/10;
-	endif	    
-
-endfunction
--- a/main/econometrics/inst/mle_obj_nodes.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,35 +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/>.
-
-## contrib = mle_obj_nodes(theta, data, model, modelargs, nn)
-
-function contrib = mle_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
--- a/main/econometrics/inst/mle_results.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,87 +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: [theta, V, obj_value, infocrit] =
-##    mle_results(theta, data, model, modelargs, names, title, unscale, control)
-##
-## inputs:
-## theta: column vector of model parameters
-## data: data matrix
-## model: name of function that computes log-likelihood
-## modelargs: (cell) additional inputs needed by model. May be empty ("")
-## names: vector of parameter names, e.g., use names = char("param1", "param2");
-## title: string, describes model estimated
-## unscale: (optional) cell that holds means and std. dev. of data (see scale_data)
-## control: (optional) BFGS or SA controls (see bfgsmin and samin). May be empty ("").
-## nslaves: (optional) number of slaves if executed in parallel (requires MPITB)
-##
-## outputs:
-## theta: ML estimated value of parameters
-## obj_value: the value of the log likelihood function at ML estimate
-## conv: return code from bfgsmin (1 means success, see bfgsmin for details)
-## iters: number of BFGS iteration used
-##
-## Please see mle_example for information on how to use this
-
-# report results
-function [theta, V, obj_value, infocrit] = mle_results(theta, data, model, modelargs, names, mletitle, unscale, control = {-1}, nslaves = 0)
-	if nargin < 6 mletitle = "Generic MLE title"; endif
-
-	[theta, obj_value, convergence] = mle_estimate(theta, data, model, modelargs, control, nslaves);
-	V = mle_variance(theta, data, model, modelargs);
-
-	# unscale results if argument has been passed
-	# this puts coefficients into scale corresponding to the original modelargs
-	if (nargin > 6)
-    		if iscell(unscale) # don't try it if unscale is simply a placeholder
-			[theta, V] = unscale_parameters(theta, V, unscale);
-    		endif
-	endif
-
-	[theta, V] = delta_method("parameterize", theta, {data, model, modelargs}, V);
-
-	n = rows(data);
-	k = rows(V);
-	se = sqrt(diag(V));
-	if convergence == 1 convergence="Normal convergence";
-  	elseif convergence == 2 convergence="No convergence";
-	elseif convergence == -1 convergence = "Max. iters. exceeded";
-	endif
-	printf("\n\n******************************************************\n");
-	disp(mletitle);
-	printf("\nMLE Estimation Results\n");
-	printf("BFGS convergence: %s\n\n", convergence);
-
-	printf("Average Log-L: %f\n", obj_value);
-	printf("Observations: %d\n", n);
-	a =[theta, se, theta./se, 2 - 2*normcdf(abs(theta ./ se))];
-
-	clabels = char("estimate", "st. err", "t-stat", "p-value");
-
-	printf("\n");
-	if names !=0 prettyprint(a, names, clabels);
-	else prettyprint_c(a, clabels);
-	endif
-
-	printf("\nInformation Criteria \n");
-	caic = -2*n*obj_value + rows(theta)*(log(n)+1);
-	bic = -2*n*obj_value + rows(theta)*log(n);
-	aic = -2*n*obj_value + 2*rows(theta);
-	infocrit = [caic, bic, aic];
-	printf("CAIC : %8.4f      Avg. CAIC: %8.4f\n", caic, caic/n);
-	printf(" BIC : %8.4f       Avg. BIC: %8.4f\n", bic, bic/n);
-	printf(" AIC : %8.4f       Avg. AIC: %8.4f\n", aic, aic/n);
-	printf("******************************************************\n");
-endfunction
--- a/main/econometrics/inst/nls_estimate.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,71 +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/>.
-
-## usage:
-## [theta, obj_value, conv, iters] = nls_estimate(theta, data, model, modelargs, control, nslaves)
-##
-## inputs:
-## theta: column vector of model parameters
-## data: data matrix
-## model: name of function that computes the vector of sums of squared errors
-## modelargs: (cell) additional inputs needed by model. May be empty ("")
-## control: (optional) BFGS or SA controls (see bfgsmin and samin). May be empty ("").
-## nslaves: (optional) number of slaves if executed in parallel (requires MPITB)
-##
-## outputs:
-## theta: NLS estimated value of parameters
-## obj_value: the value of the sum of squared errors at NLS estimate
-## conv: return code from bfgsmin (1 means success, see bfgsmin for details)
-## iters: number of BFGS iteration used
-##
-## please see nls_example.m for examples of how to use this
-
-function [theta, obj_value, convergence, iters] = nls_estimate(theta, data, model, modelargs, control, nslaves)
-
-	if nargin < 3
-		error("nls_estimate: 3 arguments required");
-	endif
-
-	if nargin < 4 modelargs = {}; endif # create placeholder if not used
-	if !iscell(modelargs) modelargs = {}; endif # default controls if receive placeholder
-	if nargin < 5 control = {Inf,0,1,1}; endif # default controls and method
-	if !iscell(control) control = {Inf,0,1,1}; endif # default controls if receive placeholder
-	if nargin < 6 nslaves = 0; endif
-
-	if nslaves > 0
-		global NSLAVES PARALLEL NEWORLD TAG
-		LAM_Init(nslaves);
-		# Send the data to all nodes
-		NumCmds_Send({"data", "model", "modelargs"}, {data, model, modelargs});
-	endif
-
-	# bfgs or sa?
-	if (size(control,1)*size(control,2) == 0) # use default bfgs if no control
-		control = {Inf,0,1,1};
-	  method = "bfgs";
-	elseif (size(control,1)*size(control,2) < 11)
-		method = "bfgs";
-	else method = "sa";
-	endif
-
-	if strcmp(method, "bfgs")
-	  [theta, obj_value, convergence, iters] = bfgsmin("nls_obj", {theta, data, model, modelargs, nslaves}, control);
-	elseif strcmp(method, "sa")
-	  [theta, obj_value, convergence] = samin("nls_obj", {theta, data, model, modelargs, nslaves}, control);
-	endif
-
-	# cleanup
-	if nslaves > 0 LAM_Finalize; endif
-endfunction
--- a/main/econometrics/inst/nls_example.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,57 +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/>.
-
-## Example to show how to use NLS
-
-# Generate data
-n = 100; # how many observations?
-
-# the explanatory variables: note that they have unequal scales
-x = [ones(n,1) rand(n,2)];
-theta = 1:3; # true coefficients are 1,2,3
-theta = theta';
-
-lambda = exp(x*theta);
-y = randp(lambda); # generate the dependent variable
-
-# example objective function for nls
-function [obj_contrib, score] = nls_example_obj(theta, data, otherargs)
-	y = data(:,1);
-	x = data(:,2:columns(data));
-	lambda = exp(x*theta);
-	errors =  y - lambda;
-	obj_contrib = errors .* errors;
-	score = "na";
-endfunction
-
-
-#####################################
-# define arguments for nls_estimate #
-#####################################
-# starting values
-theta = zeros(3,1);
-# data
-data = [y, x];
-# name of model to estimate
-model = "nls_example_obj";
-modelargs = {}; # none required for this obj fn.
-# controls for bfgsmin - limit to 50 iters, and print final results
-control = {50,1};
-
-####################################
-# do the estimation		   #
-####################################
-printf("\nNLS estimation example\n");
-[theta, obj_value, convergence] = nls_estimate(theta, data, model, modelargs, control);
--- a/main/econometrics/inst/nls_obj.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,59 +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/>.
-
-## usage: [obj_value, score] = nls_obj(theta, data, model, modelargs, nslaves)
-##
-## Returns the average sum of squared errors for a specified model
-## This is for internal use by nls_estimate
-
-function [obj_value, score] = nls_obj(theta, data, model, modelargs, nslaves)
-
-	n = rows(data);
-
-	if nslaves > 0
-		global NEWORLD NSLAVES TAG
-		nn = floor(n/(NSLAVES + 1)); # number of obsns per slave
-
-		# The command that the slave nodes will execute
-    		cmd=['contrib = nls_obj_nodes(theta, data, model, modelargs, 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
-	  	obj_value = nls_obj_nodes(theta, data, model, modelargs, nn);
-
-		# collect slaves' results
-		contrib = 0.0; # must be initialized to use MPI_Recv
-	  	for i = 1:NSLAVES
-			MPI_Recv(contrib,i,TAG,NEWORLD);
-			obj_value = obj_value + contrib;
-		endfor
-
-		# compute the average
-  		obj_value = obj_value / n;
-  		score = "na"; # fix this later to allow analytic score in parallel
-
-	else # serial version
-    		[contribs, score] = feval(model, theta, data, modelargs);
-		obj_value = mean(contribs);
-    		if isnumeric(score) score = mean(score)'; endif # model passes "na" when score not available
-  	endif
-
-	# let's bullet-proof this in case the model goes nuts
-	if (((abs(obj_value) == Inf)) || (isnan(obj_value))) obj_value = realmax; endif
-
-endfunction
--- a/main/econometrics/inst/parameterize.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,27 +0,0 @@
-## Copyright (C) 2003, 2004 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: theta = parameterize(theta, otherargs)
-## 
-## This is an empty function, provided so that
-## delta_method will work as is. Replace it with
-## the parameter transformations your models use.
-## Note: you can let "otherargs" contain the model
-## name so that this function can do parameterizations
-## for a variety of models
-
-function theta = parameterize(theta, otherargs)
-
-endfunction
--- a/main/econometrics/inst/poisson.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,25 +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/>.
-
-## Example likelihood function (Poisson for count data) with score
-
-function [log_density, score] = poisson(theta, data, otherargs)
-	y = data(:,1);
-	x = data(:,2:columns(data));
-	lambda = exp(x*theta);
-	log_density = -lambda + y .* (x*theta) - lgamma(y+1);
-	score = diag (y - lambda) * x;
-	if (otherargs{1} == 1) score = "na"; endif # provide analytic score or not?
-endfunction
--- a/main/econometrics/inst/poisson_moments.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,26 +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/>.
-
-## the form a user-written moment function should take
-
-function m = poisson_moments(theta, data, momentargs)
-	k = momentargs{1}; # use this so that data can hold dep, indeps, and instr
-	y = data(:,1);
-	x = data(:,2:k+1);
-	w = data(:, k+2:columns(data));
-	lambda = exp(x*theta);
-	e = y ./ lambda - 1;
-	m = diag(e) * w;
-endfunction
--- a/main/econometrics/inst/prettyprint.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,48 +0,0 @@
-## Copyright (C) 2003, 2004 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 prints matrices with row and column labels
-
-function prettyprint(mat, rlabels, clabels)
-
-	# left pad the column labels 
-	a = columns(rlabels);
-	for i = 1:a
-		printf(" ");
-	endfor
-	printf("  ");
-
-	# print the column labels
-	clabels = ["          ";clabels]; # pad to 8 characters wide
-	clabels = strjust(clabels,"right");
-
-	k = columns(mat);
-	for i = 1:k
-		printf("%s  ",clabels(i+1,:));
-	endfor
-
-	# now print the row labels and rows
-	printf("\n");
-	k = rows(mat);
-	for i = 1:k
-		if ischar(rlabels(i,:))
-			printf(rlabels(i,:));
-		else
-			printf("%i", rlabels(i,:));
-		endif
-		printf("  %10.3f", mat(i,:));
-		printf("\n");
-	endfor
-endfunction
--- a/main/econometrics/inst/prettyprint_c.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,37 +0,0 @@
-## Copyright (C) 2003, 2004 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 prints matrices with column labels but no row labels
-function prettyprint_c(mat, clabels)
-
-	printf("  ");
-
-	# print the column labels
-	clabels = ["        ";clabels]; # pad to 8 characters wide
-	clabels = strjust(clabels,"right");
-
-	k = columns(mat);
-	for i = 1:k
-		printf("%s  ",clabels(i+1,:));
-	endfor
-
-	# now print the row labels and rows
-	printf("\n");
-	k = rows(mat);
-	for i = 1:k
-		printf("  %8.3f", mat(i,:));
-		printf("\n");
-	endfor
-endfunction
--- a/main/econometrics/inst/private/average_moments.m	Mon Jun 17 20:31:16 2013 +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/private/kernel_density_nodes.m	Mon Jun 17 20:31:16 2013 +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/private/kernel_epanechnikov.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,35 +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/private/kernel_normal.m	Mon Jun 17 20:31:16 2013 +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/private/kernel_regression_nodes.m	Mon Jun 17 20:31:16 2013 +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/private/mle_variance.m	Mon Jun 17 20:31:16 2013 +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/private/nls_obj_nodes.m	Mon Jun 17 20:31:16 2013 +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
--- a/main/econometrics/inst/private/sum_moments_nodes.m	Mon Jun 17 20:31:16 2013 +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
--- a/main/econometrics/inst/scale_data.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,45 +0,0 @@
-## Copyright (C) 2003, 2004 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/>.
-
-## Standardizes and normalizes data matrix,
-## primarily for use by BFGS
-
-function [zz, scalecoefs] = scale_data(z);
-
-	n = rows(z);
-	k = columns(z);
-
-	# Scale data
-	s = std(z)';
-	test = s != 0;
-	s = s + (1 - test); # don't scale if column is a constant (avoid div by zero)
-	A = diag(1 ./ s);
-
-	# De-mean all variables except constant, if a constant is present
-	test = std(z(:,1)) != 0;
-	if test
-		bb = zeros(n,k);
-		b = zeros(k,1);
-	else
-		b = -mean(z)';
-		test = std(z)' != 0;
-		# don't take out mean if the column is a constant, to preserve identification
-		b = b .* test;
-		b = A*b;
-		bb = (diag(b) * ones(k,n))';
-	endif
-	zz = z*A + bb;
-	scalecoefs = {A,b};
-endfunction
--- a/main/econometrics/inst/unscale_parameters.m	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,40 +0,0 @@
-## Copyright (C) 2003, 2004 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/>.
-
-## Unscales parameters that were estimated using scaled data
-## primarily for use by BFGS
-
-function [theta_us, vartheta_us] = unscale_parameters(theta, vartheta, scalecoefs);
-	k = rows(theta);
-	A = scalecoefs {1};
-	b = scalecoefs {2};
-	
-	kk = rows(b);
-	B = zeros(kk-1,kk);
-	B = [b'; B];
-	
-	C = A + B;
-	
-	# allow for parameters that aren't associated with x
-	if (k > kk)
-		D = zeros(kk, k - kk);
-		C = [C, D; D', eye(k - kk)];
-	endif;	
-	
-	
-	
-	theta_us = C*theta;
-	vartheta_us = C * vartheta * C';
-endfunction
--- a/main/econometrics/src/Makefile	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,11 +0,0 @@
-MKOCTFILE = mkoctfile -Wall
-
-PROGS = $(patsubst %.cc,%.oct,$(wildcard *.cc))
-
-all: $(PROGS)
-
-%.oct: %.cc
-	$(MKOCTFILE) $<
-
-clean:
-	rm -f *.o octave-core core *.oct *~
--- a/main/econometrics/src/__kernel_weights.cc	Mon Jun 17 20:31:16 2013 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,60 +0,0 @@
-// Copyright (C) 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_weights: for internal use by kernel density and regression functions
-// This function was originally written as .m file and eventually rewritten in
-// C++ for performance. the .m file was removed from the package on revision
-// 10407 by carandraug
-
-#include <oct.h>
-#include <octave/parse.h>
-
-DEFUN_DLD(__kernel_weights, args, ,"__kernel_weights: for internal use by kernel_regression and kernel_density functions")
-{
-
-	Matrix data (args(0).matrix_value());
-	Matrix evalpoints (args(1).matrix_value());
-	std::string kernel (args(2).string_value());
-
-	int n, nn, i, j, k, dim;
-
-	n = data.rows();
-	dim = data.columns();
-	nn = evalpoints.rows();
-	Matrix W(nn, n);
-	Matrix zz(n,dim);
-	Matrix zzz;
-	octave_value kernelargs;
-	octave_value_list f_return;
-
-	for (i = 0; i < nn; i++) {
-		for (j = 0; j < n; j++) {
-			// note to self: zz.insert(data.row(j) - evalpoints.row(i), j, 0) is slower
-			for (k = 0; k < dim; k++) {
-				zz(j,k) = data(j,k) - evalpoints(i,k);
-			}
-		}
-		kernelargs = zz;
-		f_return = feval(kernel, kernelargs);
-		zzz = f_return(0).matrix_value();
-
-		// note to self: W.insert(zzz.transpose(),i,0) is slower
-		for (j = 0; j < n; j++) {
-			W(i,j) = zzz(j,0);
-		}
-	}
-	f_return(0) = W;
-	return f_return;
-}