function [dr,info] = k_order_pert(dr,M,options,oo) % Compute decision rules using the k-order DLL from Dynare++ % Copyright (C) 2009-2012 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; M.var_order_endo_names = M.endo_names(dr.order_var,:); order = options.order; switch(order) case 1 [err, g_1] = k_order_perturbation(dr,M,options); mexErrCheck('k_order_perturbation', err); dr.g_1 = g_1; case 2 [err, g_0, g_1, g_2] = k_order_perturbation(dr,M,options); mexErrCheck('k_order_perturbation', err); dr.g_0 = g_0; dr.g_1 = g_1; dr.g_2 = g_2; case 3 [err, g_0, g_1, g_2, g_3] = k_order_perturbation(dr,M,options); mexErrCheck('k_order_perturbation', err); dr.g_0 = g_0; dr.g_1 = g_1; dr.g_2 = g_2; dr.g_3 = g_3; otherwise error('order > 3 isn''t implemented') end npred = dr.npred; dr.ghx = g_1(:,1:npred); dr.ghu = g_1(:,npred+1:end); if options.loglinear == 1 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 > 1 dr.ghs2 = 2*g_0; endo_nbr = M.endo_nbr; exo_nbr = M.exo_nbr; s0 = 0; s1 = 0; ghxx=zeros(endo_nbr, npred^2); ghxu=zeros(endo_nbr, npred*exo_nbr); ghuu=zeros(endo_nbr, exo_nbr^2); for i=1:size(g_2,2) if s0 < npred && s1 < npred ghxx(:,s0*npred+s1+1) = 2*g_2(:,i); if s1 > s0 ghxx(:,s1*npred+s0+1) = 2*g_2(:,i); end elseif s0 < npred && s1 < npred+exo_nbr ghxu(:,(s0*exo_nbr+s1-npred+1)) = 2*g_2(:,i); elseif s0 < npred+exo_nbr && s1 < npred+exo_nbr ghuu(:,(s0-npred)*exo_nbr+s1-npred +1) = 2*g_2(:,i); if s1 > s0 ghuu(:,(s1-npred)*exo_nbr+s0-npred+1) = 2*g_2(:,i); end else error('dr1:k_order_perturbation:g_2','Unaccounted columns in g_2'); end s1 = s1+1; if s1 == npred+exo_nbr s0 = s0+1; s1 = s0; end end % for loop dr.ghxx = ghxx; dr.ghxu = ghxu; dr.ghuu = ghuu; end