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1) added H to numerical derivative switch; 

2) added steady state derivatives in output;

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3032 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
ratto 2009-10-09 08:20:32 +00:00
parent a2d9e2af1d
commit 173ce64d7e
1 changed files with 10 additions and 2 deletions
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12
matlab/getJJ.m
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@ -30,10 +30,13 @@ if kronflag == -1,
params0 = M_.params;
JJ = fdjac(fun,[sqrt(diag(M_.Sigma_e(indexo,indexo))); M_.params(indx)],indx,indexo,1,mf,nlags,useautocorr);
M_.params = params0;
params0 = M_.params;
H = fdjac(fun,[sqrt(diag(M_.Sigma_e(indexo,indexo))); M_.params(indx)],indx,indexo,0,mf,nlags,useautocorr);
M_.params = params0;
assignin('base','M_', M_);
assignin('base','oo_', oo_);
else
[H, dA, dOm] = getH(A, B, M_,oo_,kronflag,indx,indexo);
[H, dA, dOm, dYss] = getH(A, B, M_,oo_,kronflag,indx,indexo);
% if isempty(H),
% JJ = [];
% GAM = [];
@ -107,10 +110,14 @@ else
JJ(:,j+nexo) = dumm;
end
JJ = [ [zeros(length(mf),nexo) dYss(mf,:)]; JJ];
if nargout >2,
sy=sy(mf,mf);
% sy=sy(mf,mf);
options_.ar=nlags;
[GAM,stationary_vars] = th_autocovariances(oo_.dr,oo_.dr.order_var(mf),M_,options_);
sy=sqrt(diag(GAM{1}));
sy=sy*sy';
if useautocorr,
sy=sy-diag(diag(sy))+eye(length(mf));
GAM{1}=GAM{1}./sy;
@ -124,6 +131,7 @@ else
gam = [gam; vec(GAM{j+1})];
end
end
gam = [oo_.dr.ys(oo_.dr.order_var(mf)); gam];
end
if useautocorr,