A platform for handling a wide class of economic models

  • Sébastien Villemot's avatar
    New perfect_foresight_problem MEX file · 5b591fac
    Sébastien Villemot authored
    It constructs the stacked residuals and jacobian of the perfect foresight
    problem.
    
    It is an almost perfect replacement for the perfect_foresight_problem.m
    routine, while being much more efficient.
    
    Note however that the DLL never return complex numbers (it instead puts NaNs at
    the place where there would have been complex). This may create problems for
    some MOD files; the algorithms will need to be adapted to use a more
    line-search method.
    5b591fac
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