diff --git a/matlab/ep/ep_problem_0.m b/matlab/ep/ep_problem_0.m index 5ec81b475fd6899f67e666b24aefe01a06c37e2b..08f052a75135b414af65f5d3336805e5b2f07c53 100644 --- a/matlab/ep/ep_problem_0.m +++ b/matlab/ep/ep_problem_0.m @@ -1,5 +1,21 @@ function [res, A, info] = ep_problem_0(y, x, pfm) +% Evaluate the residuals and stacked jacobian of a stochastic perfect +% foresight, considering sequences of future innovations in a perfect n-ary tree. +% +% INPUTS: +% - y [double] m×1 vector (endogenous variables in all periods and future worlds). +% - x [double] q×1 vector of exogenous variables. +% - pfm [struct] Definition of the perfect foresight model to be solved. +% +% OUTPUTS: +% - res [double] m×1 vector, residuals of the stacked equations. +% - A [double] m×m sparse matrix, jacobian of the stacked equations. +% - info [logical] scalar +% +% REMARKS: +% [1] The structure pfm holds the given initial condition for the states (pfm.y0) and the terminal condition + info = false; params = pfm.params; diff --git a/matlab/ep/ep_problem_1.m b/matlab/ep/ep_problem_1.m index 9579e7dbf1aca75b9f5bd8c4290b386b6a2138cd..4c19baff6cdb54194b700c35a954521ea71114a7 100644 --- a/matlab/ep/ep_problem_1.m +++ b/matlab/ep/ep_problem_1.m @@ -1,4 +1,20 @@ -function [res,A,info] = ep_problem_1(y, x, pfm) +function [res, A, info] = ep_problem_1(y, x, pfm) + +% Evaluate the residuals and stacked jacobian of a stochastic perfect +% foresight, considering sequences of future innovations in a sparse tree. +% +% INPUTS: +% - y [double] m×1 vector (endogenous variables in all periods and future worlds). +% - x [double] q×1 vector of exogenous variables. +% - pfm [struct] Definition of the perfect foresight model to be solved. +% +% OUTPUTS: +% - res [double] m×1 vector, residuals of the stacked equations. +% - A [double] m×m sparse matrix, jacobian of the stacked equations. +% - info [logical] scalar +% +% REMARKS: +% [1] The structure pfm holds the given initial condition for the states (pfm.y0) and the terminal condition info = false; A = [];