How to create a local copy of app/code/core/Mage/
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At times you may find that you will see a post in the Magento forums that recommends that you edit a “local” copy of a given Mangento core file such as app/code/core/Mage/Catalog/Model/Layer/Filter/Price.php
The recommendation to edit a local copy of a core file is so that when you upgrade to a new version of Magento the core file you edited will be overwritten and you will lose your changes.
Core files in the local folder override the same files in the core folder. For example, if you copy app/code/core/Mage/Catalog/Model/Layer/Filter/Price.php to app/code/local/Mage/Catalog/Model/Layer/Filter/Price.php then Magento will use app/code/local/Mage/Catalog/Model/Layer/Filter/Price.php
The complication is that the app/code/local/* folders are not created by default, so if you would attempt to copy the file in an ssh session etc. the copy would fail since the enclosing folders have not been created.