function [A,B] = ghx2transition(mm,iv,ic,aux) % [A,B] = ghx2transition(mm,iv,ic,aux) % % Adapted by M. Ratto from kalman_transition_matrix.m % (kalman_transition_matrix.m is part of DYNARE, copyright M. Juillard) % % Part of the Sensitivity Analysis Toolbox for DYNARE % % Written by Marco Ratto, 2006 % Joint Research Centre, The European Commission, % (http://eemc.jrc.ec.europa.eu/), % marco.ratto@jrc.it % % Disclaimer: This software is not subject to copyright protection and is in the public domain. % It is an experimental system. The Joint Research Centre of European Commission % assumes no responsibility whatsoever for its use by other parties % and makes no guarantees, expressed or implied, about its quality, reliability, or any other % characteristic. We would appreciate acknowledgement if the software is used. % Reference: % M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006. % global M_ [nr1, nc1] = size(mm); ghx = mm(:, [1:(nc1-M_.exo_nbr)]); ghu = mm(:, [(nc1-M_.exo_nbr+1):end] ); n_iv = length(iv); n_ir1 = size(aux,1); nr = n_iv + n_ir1; A = zeros(nr,nr); B = zeros(nr,M_.exo_nbr); i_n_iv = 1:n_iv; A(i_n_iv,ic) = ghx(iv,:); if n_ir1 > 0 A(n_iv+1:end,:) = sparse(aux(:,1),aux(:,2),ones(n_ir1,1),n_ir1,nr); end B(i_n_iv,:) = ghu(iv,:);