function [Da1,DP1,D2a,D2P] = univariate_computeDstate(k,a,P,T,Da,DP,DT,DOm,notsteady,D2a,D2P,D2T,D2Om) % Copyright © 2012-2017 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 . % AUTHOR(S) marco.ratto@jrc.ec.europa.eu DP1=DP*0; Da1=Da*0; for j=1:k Da1(:,j) = T*Da(:,j) + DT(:,:,j)*a; if notsteady DP1(:,:,j) = T*DP(:,:,j)*T'+DT(:,:,j)*P*T'+T*P*DT(:,:,j)'; else DP1=DP; end end if notsteady DP1 = DP1 + DOm; end if nargout>2 jcount=0; for j=1:k for i=1:j jcount=jcount+1; D2a(:,j,i) = DT(:,:,i)*Da(:,j) + DT(:,:,j)*Da(:,i) + T*D2a(:,j,i)+ reshape(D2T(:,jcount),size(T))*a; D2a(:,i,j) = D2a(:,j,i); if notsteady tmp = dyn_unvech(D2P(:,jcount)); tmp = T*tmp*T' +DT(:,:,i)*DP(:,:,j)*T'+T*DP(:,:,j)*DT(:,:,i)' + ... DT(:,:,j)*DP(:,:,i)*T'+T*DP(:,:,i)*DT(:,:,j)' + ... DT(:,:,j)*P*DT(:,:,i)'+DT(:,:,i)*P*DT(:,:,j)'+ ... reshape(D2T(:,jcount),size(T))*P*T'+T*P*reshape(D2T(:,jcount),size(T))' + ... dyn_unvech(D2Om(:,jcount)); D2P(:,jcount) = dyn_vech(tmp); % D2P(:,:,i,j) = D2P(:,:,j,i); end end end end