function [res,fjac,domer] = mcp_func(x,jacflag) % function [res,fjac,domer] = mcp_func(x,jacflag) % wrapper function for mixed complementarity problem when using PATH % % INPUTS % - x [double] N*T array, paths for the endogenous variables (initial guess). % - jacflag [scalar] indicator whether Jacobian is requested % % OUTPUTS % - res [double] (N*T)*1 array, residuals of the stacked problem % - fjac [double] (N*T)*(N*T) array, Jacobian of the stacked problem % - domer [scalar] errorflag that is 1 if solution is not real % Copyright © 2016-2017 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 . global mcp_data if jacflag [res,fjac] = mcp_data.func(x,mcp_data.args{:}); fjac = sparse(fjac); else res = mcp_data.func(x,mcp_data.args{:}); fjac = []; end if isreal(res) domer = 0; else domer = 1; end