diff --git a/DynamicModel.cc b/DynamicModel.cc
index 11ff41f0e6b504730951737d6f1a62ef58f2ec93..bf165209c269a1c37eb0e22964712c1e45b0be55 100644
--- a/DynamicModel.cc
+++ b/DynamicModel.cc
@@ -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
diff --git a/StaticModel.cc b/StaticModel.cc
index 92aa43f64460acab701f03cbb3db4a52fac7f0a4..4d41b6dac83f81942722d3a2431a2550d322b146 100644
--- a/StaticModel.cc
+++ b/StaticModel.cc
@@ -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