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Johannes Pfeifer
dynare
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a2c5df95
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a2c5df95
authored
Mar 10, 2021
by
Sébastien Villemot
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Manual: add a short description of how decision rules are stored at order ≥ 4
Closes: #1764
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doc/manual/source/the-model-file.rst
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@@ -4503,6 +4503,20 @@ The coefficients of the decision rules are stored as follows:
unfolded :math:`G_3` matrix, they must be multiplied by 3 when
computing the decision rules.
Higher-order approximation
--------------------------
Higher-order approximations are simply a generalization of what is done at
order 3.
The steady state is stored in ``oo_.dr.ys`` and the constant correction is
stored in ``oo_.dr.g_0``. The coefficient for orders 1, 2, 3, 4… are
respectively stored in ``oo_.dr.g_0``, ``oo_.dr.g_1``, ``oo_.dr.g_2``,
``oo_.dr.g_3``, ``oo_.dr.g_4``… The columns of those matrices correspond to
multidimensional indices of state variables, in such a way that symmetric
elements are never repeated (for more details, see the description of
``oo_.dr.g_3`` in the third-order case).
.. _estim:
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