And now it seems the demo link is broken (not sure if this is the right place to report this issue):

http://demos.jquerymobile.com/1.4.0/datepicker/
Is completely broken.

It appears it is expecting: http://view.jqueryui.com/master/ui/jquery.ui.datepicker.js
I think maybe it should be: http://view.jqueryui.com/master/ui/datepicker.js