44 lines
1.9 KiB
Matlab
44 lines
1.9 KiB
Matlab
% [dynpp_derivs, dyn_derivs] = k_order_perturbation(dr,M_,options_)
|
|
% computes a k-th order perturbation solution
|
|
%
|
|
% INPUTS
|
|
% dr: struct describing the reduced form solution of the model.
|
|
% M_: struct jobs's parameters
|
|
% options_: struct job's options
|
|
%
|
|
% 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. Its source code is in
|
|
% dynare/mex/sources/k_order_perturbation.cc and it uses code provided by
|
|
% dynare++
|
|
|
|
% Copyright © 2013-2023 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 <https://www.gnu.org/licenses/>.
|