57 lines
1.9 KiB
Matlab
57 lines
1.9 KiB
Matlab
function [Da1,DP1,D2a,D2P] = univariate_computeDstate(k,a,P,T,Da,DP,DT,DOm,notsteady,D2a,D2P,D2T,D2Om)
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% Copyright © 2012-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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% AUTHOR(S) marco.ratto@jrc.ec.europa.eu
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DP1=DP*0;
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Da1=Da*0;
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for j=1:k
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Da1(:,j) = T*Da(:,j) + DT(:,:,j)*a;
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if notsteady
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DP1(:,:,j) = T*DP(:,:,j)*T'+DT(:,:,j)*P*T'+T*P*DT(:,:,j)';
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else
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DP1=DP;
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end
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end
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if notsteady
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DP1 = DP1 + DOm;
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end
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if nargout>2
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jcount=0;
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for j=1:k
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for i=1:j
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jcount=jcount+1;
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D2a(:,j,i) = DT(:,:,i)*Da(:,j) + DT(:,:,j)*Da(:,i) + T*D2a(:,j,i)+ reshape(D2T(:,jcount),size(T))*a;
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D2a(:,i,j) = D2a(:,j,i);
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if notsteady
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tmp = dyn_unvech(D2P(:,jcount));
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tmp = T*tmp*T' +DT(:,:,i)*DP(:,:,j)*T'+T*DP(:,:,j)*DT(:,:,i)' + ...
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DT(:,:,j)*DP(:,:,i)*T'+T*DP(:,:,i)*DT(:,:,j)' + ...
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DT(:,:,j)*P*DT(:,:,i)'+DT(:,:,i)*P*DT(:,:,j)'+ ...
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reshape(D2T(:,jcount),size(T))*P*T'+T*P*reshape(D2T(:,jcount),size(T))' + ...
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dyn_unvech(D2Om(:,jcount));
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D2P(:,jcount) = dyn_vech(tmp);
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% D2P(:,:,i,j) = D2P(:,:,j,i);
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end
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end
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end
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end
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