function [dr,info] = k_order_pert(dr,M_,options_) % Compute decision rules using the k-order DLL from Dynare++ % Copyright © 2009-2023 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 . info = 0; order = options_.order; if order>1 && options_.loglinear error('The loglinear-option currently only works at order 1') end if M_.maximum_endo_lead == 0 && order>1 error(['2nd and 3rd order approximation not implemented for purely ' ... 'backward models']) end try [dynpp_derivs, dyn_derivs] = k_order_perturbation(dr,M_,options_); catch ME disp(ME.message) info(1)=9; return end % Copy Dynare++ tensors for i = 0:order gname = [ 'g_' num2str(i) ]; dr.(gname) = dynpp_derivs.(gname); end if options_.pruning dr.pruning = dynpp_derivs.pruning; end % Fill equivalent Dynare matrices (up to 3rd order) dr.ghx = dyn_derivs.gy; dr.ghu = dyn_derivs.gu; if options_.loglinear k = find(dr.kstate(:,2) <= M_.maximum_endo_lag+1); klag = dr.kstate(k,[1 2]); k1 = dr.order_var; dr.ghx = repmat(1./dr.ys(k1),1,size(dr.ghx,2)).*dr.ghx.* ... repmat(dr.ys(k1(klag(:,1)))',size(dr.ghx,1),1); dr.ghu = repmat(1./dr.ys(k1),1,size(dr.ghu,2)).*dr.ghu; end if order >= 2 dr.ghxx = dyn_derivs.gyy; dr.ghxu = dyn_derivs.gyu; dr.ghuu = dyn_derivs.guu; dr.ghs2 = dyn_derivs.gss; end if order >= 3 dr.ghxxx = dyn_derivs.gyyy; dr.ghxxu = dyn_derivs.gyyu; dr.ghxuu = dyn_derivs.gyuu; dr.ghuuu = dyn_derivs.guuu; dr.ghxss = dyn_derivs.gyss; dr.ghuss = dyn_derivs.guss; end