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