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Dynare
dynare
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0a9dc013
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0a9dc013
authored
2 years ago
by
Sébastien Villemot
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k_order_welfare MEX: fix documentation of output arguments
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matlab/mex/k_order_welfare.m
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-28
3 additions, 28 deletions
matlab/mex/k_order_welfare.m
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matlab/mex/k_order_welfare.m
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0a9dc013
%
[unc_welfare, U_dynpp_derivs, W_dynpp_derivs, U_dyn_derivs, W_dyn_derivs]
= k_order_welfare(dr, DynareModel, DynareOptions)
%
W
= k_order_welfare(dr, DynareModel, DynareOptions)
% computes a k-th order approximation of welfare
%
% INPUTS
...
...
@@ -8,41 +8,16 @@
%
% OUTPUTS
%
% unc_welfare double approximation of conditional welfare from the non-stochastic steady state and allowing stochastic shocks
%
% U_dynpp_derivs struct Derivatives of the felicity function in Dynare++ format.
% The tensors are folded and the Taylor coefficients (1/n!) are
% included.
% Fieldnames are U_0, U_1, U_2, …
% W_dynpp_derivs struct Derivatives of the welfare function in Dynare++ format.
% W struct Derivatives of the welfare function in Dynare++ format.
% The tensors are folded and the Taylor coefficients (1/n!) are
% included.
% Fieldnames are W_0, W_1, W_2, …
% U_dyn_derivs struct Derivatives of the felicity function 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:
% + Uy, Uu
% + if order ≥ 2: Uyy, Uyu, Uuu, Uss
% + if order ≥ 3: Uyyy, Uyyu, Uyuu, Uuuu, Uyss, Uuss
%
% W_dyn_derivs struct Derivatives of the welfare function 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:
% + Wy, Wu
% + if order ≥ 2: Wyy, Wyu, Wuu, Wss
% + if order ≥ 3: Wyyy, Wyyu, Wyuu, Wuuu, Wyss, Wuss
%
% k_order_welfare is a compiled MEX function. Its source code is in
% dynare/mex/sources/k_order_welfare/k_order_welfare.cc and it uses code provided by
% dynare++
% Copyright © 2021 Dynare Team
% Copyright © 2021
-2022
Dynare Team
%
% This file is part of Dynare.
%
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