/usr/share/dynare/matlab/AIM/SPObstruct.m is in dynare-common 4.4.1-1build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 | function scof = SPObstruct(cof,cofb,neq,nlag,nlead)
% scof = SPObstruct(cof,cofb,neq,nlag,nlead)
%
% Construct the coefficients in the observable structure.
%
% Input arguments:
%
% cof structural coefficients
% cofb reduced form
% neq number of equations
% nlag number of lags
% nlead number of leads
%
% Output arguments:
%
% scof observable structure coefficients
% Original author: Gary Anderson
% Original file downloaded from:
% http://www.federalreserve.gov/Pubs/oss/oss4/code.html
% Adapted for Dynare by Dynare Team.
%
% This code is in the public domain and may be used freely.
% However the authors would appreciate acknowledgement of the source by
% citation of any of the following papers:
%
% Anderson, G. and Moore, G.
% "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
% Models."
% Economics Letters, 17, 1985.
%
% Anderson, G.
% "Solving Linear Rational Expectations Models: A Horse Race"
% Computational Economics, 2008, vol. 31, issue 2, pages 95-113
%
% Anderson, G.
% "A Reliable and Computationally Efficient Algorithm for Imposing the
% Saddle Point Property in Dynamic Models"
% Journal of Economic Dynamics and Control, 2010, vol. 34, issue 3,
% pages 472-489
% Append the negative identity to cofb
cofb = [cofb, -eye(neq)];
scof = zeros(neq,neq*(nlag+1));
q = zeros(neq*nlead, neq*(nlag+nlead));
[rc,cc] = size(cofb);
qs=sparse(q);
qs(1:rc,1:cc) = sparse(cofb);
qcols = neq*(nlag+nlead);
if( nlead > 1 )
for i = 1:nlead-1
rows = i*neq + (1:neq);
qs(rows,:) = SPShiftright( qs((rows-neq),:), neq );
end
end
l = (1: neq*nlag);
r = (neq*nlag+1: neq*(nlag+nlead));
qs(:,l) = - qs(:,r) \ qs(:,l);
minus = 1: neq*(nlag+1);
plus = neq*(nlag+1)+1: neq*(nlag+1+nlead);
cofs=sparse(cof);
scof(:,neq+1:neq*(nlag+1)) = cofs(:,plus)*qs(:,l);
scof = scof + cofs(:,minus);
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