diff --git a/matlab/mex/k_order_welfare.m b/matlab/mex/k_order_welfare.m index 90ff20c94c3b6edaa71155071ea085e1c84e702e..b50d48a778f471b3da9d44a8a436260f6f126740 100644 --- a/matlab/mex/k_order_welfare.m +++ b/matlab/mex/k_order_welfare.m @@ -1,4 +1,4 @@ -% [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. %