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/usr/share/dynare/matlab/mydelete.m is in dynare-common 4.4.1-1build1.

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function mydelete(fname,pname)
% Specialized version of delete() function

% Copyright (C) 2009 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.

if nargin ==0,
    disp('mydelete(fname)')
    return
end

if nargin ==1,
    pname='';
end

file_to_delete = dir([pname,fname]);
for j=1:length(file_to_delete),
    delete([pname,file_to_delete(j).name]);
end