% [dynpp_derivs, dyn_derivs] = k_order_perturbation(dr,DynareModel,DynareOptions,g1,g2,g3) % computes a k_order_petrubation solution for k=1,2,3 % % INPUTS % dr: struct describing the reduced form solution of the model. % DynareModel: struct jobs's parameters % DynareOptions: struct job's options % g1: matrix First order derivatives of the model (optional) % g2: matrix Second order derivatives of the model (optional) % g3: matrix Third order derivatives of the model (optional) % % OUTPUTS % dynpp_derivs struct Derivatives of the decision rule in Dynare++ format. % The tensors are folded and the Taylor coefficients (1/n!) are % included. % Fieldnames are g_0, g_1, g_2, … % dyn_derivs struct Derivatives of the decision rule in Dynare format, up to third order. % Matrices are dense and unfolded. The Taylor coefficients (1/2 % and 1/6) aren't included. % The derivatives w.r.t. different categories of variables % are separated. % Fieldnames are: % + gy, gu % + if order ≥ 2: gyy, gyu, guu, gss % + if order ≥ 3: gyyy, gyyu, gyuu, guuu, gyss, guss % % k_order_perturbation is a compiled MEX function. It's source code is in % dynare/mex/sources/k_order_perturbation.cc and it uses code provided by % dynare++ % Copyright (C) 2013-2020 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 .