function fjac = fjaco(f,x,varargin) % FJACO Computes two-sided finite difference Jacobian % USAGE % fjac = fjaco(f,x,P1,P2,...) % INPUTS % f : name of function of form fval = f(x) % x : evaluation point % P1,P2,... : additional arguments for f (optional) % OUTPUT % fjac : finite difference Jacobian % % Copyright © 2010-2017,2019-2020 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 . ff=feval(f,x,varargin{:}); tol = eps.^(1/3); %some default value if strcmp(func2str(f),'get_perturbation_params_derivs_numerical_objective') || strcmp(func2str(f),'identification_numerical_objective') tol= varargin{5}.dynatol.x; end h = tol.*max(abs(x),1); xh1=x+h; xh0=x-h; h=xh1-xh0; fjac = NaN(length(ff),length(x)); for j=1:length(x) xx = x; xx(j) = xh1(j); f1=feval(f,xx,varargin{:}); if isempty(f1) && (strcmp(func2str(f),'get_perturbation_params_derivs_numerical_objective') || strcmp(func2str(f),'identification_numerical_objective') ) [~,info]=feval(f,xx,varargin{:}); disp_info_error_identification_perturbation(info,j); end xx(j) = xh0(j); f0=feval(f,xx,varargin{:}); if isempty(f0) && (strcmp(func2str(f),'get_perturbation_params_derivs_numerical_objective') || strcmp(func2str(f),'identification_numerical_objective') ) [~,info]=feval(f,xx,varargin{:}); disp_info_error_identification_perturbation(info,j) end fjac(:,j) = (f1-f0)/h(j); end feval(f,x,varargin{:}); %Auxiliary functions function disp_info_error_identification_perturbation(info,j) % there are errors in the solution algorithm probl_par = get_the_name(j,varargin{5}.TeX,varargin{3},varargin{2},varargin{5}); skipline() message = get_error_message(info,varargin{5}); fprintf('Parameter error in numerical two-sided difference method:\n') fprintf('Cannot solve the model for %s (info = %d, %s)\n', probl_par, info(1), message); fprintf('Possible solutions:\n') fprintf(' -- check your mod file, calibration and steady state computations carefully\n'); fprintf(' -- use analytic derivatives, i.e. set analytic_derivation_mode=0\n'); fprintf(' -- use an estimated_params block without %s or change its value\n', probl_par); fprintf(' -- change numerical tolerance level in fjaco.m (you can tune ''options_.dynatol.x'' or change fjaco.m function directly)\n'); error('fjaco.m: numerical two-sided difference method yields errors in solution algorithm'); end end %main function end