Add headers for param_derivs-files
Johannes Pfeifer
parent
d52c378460
commit
62eb7e7443
|
|
@ -1536,6 +1536,7 @@ DynamicModel::writeDynamicMFile(const string &dynamic_basename) const
|
|||
<< "% in M_.lead_lag_incidence; see the Manual" << endl
|
||||
<< "% x [nperiods by M_.exo_nbr] double matrix of exogenous variables (in declaration order)" << endl
|
||||
<< "% for all simulation periods" << endl
|
||||
<< "% steady_state [M_.endo_nbr by 1] double vector of steady state values" << endl
|
||||
<< "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
|
||||
<< "% it_ scalar double time period for exogenous variables for which to evaluate the model" << endl
|
||||
<< "%" << endl
|
||||
|
|
@ -3980,6 +3981,46 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
|
|||
if (!julia)
|
||||
paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_params_derivs(y, x, params, steady_state, it_, ss_param_deriv, ss_param_2nd_deriv)" << endl
|
||||
<< "%" << endl
|
||||
<< "% Compute the derivatives of the dynamic model with respect to the parameters" << endl
|
||||
<< "% Inputs :" << endl
|
||||
<< "% y [#dynamic variables by 1] double vector of endogenous variables in the order stored" << endl
|
||||
<< "% in M_.lead_lag_incidence; see the Manual" << endl
|
||||
<< "% x [nperiods by M_.exo_nbr] double matrix of exogenous variables (in declaration order)" << endl
|
||||
<< "% for all simulation periods" << endl
|
||||
<< "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
|
||||
<< "% steady_state [M_.endo_nbr by 1] double vector of steady state values" << endl
|
||||
<< "% it_ scalar double time period for exogenous variables for which to evaluate the model" << endl
|
||||
<< "% ss_param_deriv [M_.eq_nbr by #params] Jacobian matrix of the steady states values with respect to the parameters" << endl
|
||||
<< "% ss_param_2nd_deriv [M_.eq_nbr by #params by #params] Hessian matrix of the steady states values with respect to the parameters" << endl
|
||||
<< "%" << endl
|
||||
<< "% Outputs:" << endl
|
||||
<< "% rp [M_.eq_nbr by #params] double Jacobian matrix of dynamic model equations with respect to parameters " << endl
|
||||
<< "% Dynare may prepend or append auxiliary equations, see M_.aux_vars" << endl
|
||||
<< "% gp [M_.endo_nbr by #dynamic variables by #params] double Derivative of the Jacobian matrix of the dynamic model equations with respect to the parameters" << endl
|
||||
<< "% rows: equations in order of declaration" << endl
|
||||
<< "% columns: variables in order stored in M_.lead_lag_incidence" << endl
|
||||
<< "% rpp [#second_order_residual_terms by 4] double Hessian matrix of second derivatives of residuals with respect to parameters;" << endl
|
||||
<< "% rows: respective derivative term" << endl
|
||||
<< "% 1st column: equation number of the term appearing" << endl
|
||||
<< "% 2nd column: number of the first parameter in derivative" << endl
|
||||
<< "% 3rd column: number of the second parameter in derivative" << endl
|
||||
<< "% 4th column: value of the Hessian term" << endl
|
||||
<< "% gpp [#second_order_Jacobian_terms by 5] double Hessian matrix of second derivatives of the Jacobian with respect to the parameters;" << endl
|
||||
<< "% rows: respective derivative term" << endl
|
||||
<< "% 1st column: equation number of the term appearing" << endl
|
||||
<< "% 2nd column: column number of variable in Jacobian of the dynamic model" << endl
|
||||
<< "% 3rd column: number of the first parameter in derivative" << endl
|
||||
<< "% 4th column: number of the second parameter in derivative" << endl
|
||||
<< "% 5th column: value of the Hessian term" << endl
|
||||
<< "% hp [#first_order_Hessian_terms by 5] double Jacobian matrix of derivatives of the dynamic Hessian with respect to the parameters;" << endl
|
||||
<< "% rows: respective derivative term" << endl
|
||||
<< "% 1st column: equation number of the term appearing" << endl
|
||||
<< "% 2nd column: column number of first variable in Hessian of the dynamic model" << endl
|
||||
<< "% 3rd column: column number of second variable in Hessian of the dynamic model" << endl
|
||||
<< "% 4th column: number of the parameter in derivative" << endl
|
||||
<< "% 5th column: value of the Hessian term" << endl
|
||||
<< "%" << endl
|
||||
<< "%" << endl
|
||||
<< "% Warning : this file is generated automatically by Dynare" << endl
|
||||
<< "% from model file (.mod)" << endl << endl;
|
||||
else
|
||||
|
|
|
|||
|
|
@ -1160,7 +1160,7 @@ StaticModel::writeStaticMFile(const string &func_name) const
|
|||
<< "% Outputs:" << endl
|
||||
<< "% residual [M_.endo_nbr by 1] double vector of residuals of the static model equations " << endl
|
||||
<< "% in order of declaration of the equations." << endl
|
||||
<< "% Dynare may prepend auxiliary equations, see M_.aux_vars" << endl
|
||||
<< "% Dynare may prepend or append auxiliary equations, see M_.aux_vars" << endl
|
||||
<< "% g1 [M_.endo_nbr by M_.endo_nbr] double Jacobian matrix of the static model equations;" << endl
|
||||
<< "% columns: variables in declaration order" << endl
|
||||
<< "% rows: equations in order of declaration" << endl
|
||||
|
|
@ -2140,6 +2140,34 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
|
|||
if (!julia)
|
||||
paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_static_params_derivs(y, x, params)" << endl
|
||||
<< "%" << endl
|
||||
<< "% Status : Computes derivatives of the static model with respect to the parameters" << endl
|
||||
<< "%" << endl
|
||||
<< "% Inputs : " << endl
|
||||
<< "% y [M_.endo_nbr by 1] double vector of endogenous variables in declaration order" << endl
|
||||
<< "% x [M_.exo_nbr by 1] double vector of exogenous variables in declaration order" << endl
|
||||
<< "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
|
||||
<< "%" << endl
|
||||
<< "% Outputs:" << endl
|
||||
<< "% rp [M_.eq_nbr by #params] double Jacobian matrix of static model equations with respect to parameters " << endl
|
||||
<< "% Dynare may prepend or append auxiliary equations, see M_.aux_vars" << endl
|
||||
<< "% gp [M_.endo_nbr by M_.endo_nbr by #params] double Derivative of the Jacobian matrix of the static model equations with respect to the parameters" << endl
|
||||
<< "% rows: variables in declaration order" << endl
|
||||
<< "% rows: equations in order of declaration" << endl
|
||||
<< "% rpp [#second_order_residual_terms by 4] double Hessian matrix of second derivatives of residuals with respect to parameters;" << endl
|
||||
<< "% rows: respective derivative term" << endl
|
||||
<< "% 1st column: equation number of the term appearing" << endl
|
||||
<< "% 2nd column: number of the first parameter in derivative" << endl
|
||||
<< "% 3rd column: number of the second parameter in derivative" << endl
|
||||
<< "% 4th column: value of the Hessian term" << endl
|
||||
<< "% gpp [#second_order_Jacobian_terms by 5] double Hessian matrix of second derivatives of the Jacobian with respect to the parameters;" << endl
|
||||
<< "% rows: respective derivative term" << endl
|
||||
<< "% 1st column: equation number of the term appearing" << endl
|
||||
<< "% 2nd column: column number of variable in Jacobian of the static model" << endl
|
||||
<< "% 3rd column: number of the first parameter in derivative" << endl
|
||||
<< "% 4th column: number of the second parameter in derivative" << endl
|
||||
<< "% 5th column: value of the Hessian term" << endl
|
||||
<< "%" << endl
|
||||
<< "%" << endl
|
||||
<< "% Warning : this file is generated automatically by Dynare" << endl
|
||||
<< "% from model file (.mod)" << endl << endl;
|
||||
else
|
||||
|
|
|
|||
Loading…
Reference in New Issue