function [h_minus_1, h, h_plus_1, h_exo, resid] = get_deriv(M_, ys_) % function [h_minus_1, h, h_plus_1, h_exo, resid] = get_deriv(M_, ys_) % Computes dynamic Jacobian and writes it to conformable matrices % % INPUTS % - M_ [struct] Definition of the model. % - ys vector steady state % % OUTPUTS % - h_minus_1 [N by N] derivative matrix with respect to lagged endogenous variables % - h [N by N] derivative matrix with respect to contemporanous endogenous variables % - h_plus_1 [N by N] derivative matrix with respect to leaded endogenous variables % - h_exo [N by N_exo] derivative matrix with respect to exogenous variables % - resid [N by 1] vector of residuals % Copyright © 2021 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . x = zeros(M_.maximum_lag + M_.maximum_lead + 1,M_.exo_nbr); iyv = M_.lead_lag_incidence'; iyr0 = find(iyv(:)) ; z=repmat(ys_,1,M_.maximum_lag + M_.maximum_lead + 1); [resid,g1]=feval([M_.fname,'.dynamic'],z(iyr0),x, M_.params, ys_, M_.maximum_exo_lag+1); % Initialize matrices h_minus_1=zeros(M_.endo_nbr); h = h_minus_1; h_plus_1 = h_minus_1; % build h_minus_1 if M_.maximum_lag lag_columns=find(iyv(:,1)); n_lag_columns=length(lag_columns); h_minus_1(:,lag_columns) = g1(:,1:n_lag_columns); else n_lag_columns=0; end % build h contemporaneous_columns=find(iyv(:,M_.maximum_lag+1)); n_contemporaneous_columns = length(contemporaneous_columns); h(:,contemporaneous_columns) = g1(:,1+n_lag_columns:n_lag_columns+n_contemporaneous_columns); %build h_plus_1 if M_.maximum_lead lead_columns=find(iyv(:,end)); n_lead_columns = length(lead_columns); h_plus_1(:,lead_columns) = g1(:,n_lag_columns+n_contemporaneous_columns+1:n_lag_columns+n_contemporaneous_columns+n_lead_columns); else n_lead_columns=0; end h_exo =g1(:,n_lag_columns+n_contemporaneous_columns+n_lead_columns+1:end);