fixed bug in 2nd order approximation introduced in commit 0303b1c02b
parent
7d675878b9
commit
8df1b5d1e8
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@ -536,7 +536,8 @@ E1 = [eye(npred); zeros(kp-npred,npred)];
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H = E1;
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hxx = dr.ghxx(nstatic+[1:npred],:);
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[junk,k2a,k2] = find(M_.lead_lag_incidence(M_.maximum_endo_lag+2,order_var));
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[B1, err] = sparse_hessian_times_B_kronecker_C(hessian(:,kh(k2,k2)),gu(k2a,:),options_.threads.kronecker.sparse_hessian_times_B_kronecker_C);
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[junk,k3a,k3] = find(M_.lead_lag_incidence(M_.maximum_endo_lag+2,:));
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[B1, err] = sparse_hessian_times_B_kronecker_C(hessian(:,kh(k3,k3)),gu(k3a,:),options_.threads.kronecker.sparse_hessian_times_B_kronecker_C);
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mexErrCheck('sparse_hessian_times_B_kronecker_C', err);
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RHS = RHS + jacobia_(:,k2)*guu(k2a,:)+B1;
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