recsAuxiliary calculates auxiliary variables not included in the core model
INTERP = recsAuxiliary(MODEL,INTERP,S,X,Z)
For the definition of MODEL and INTERP structure, see recsSolveREE
documentation. recsAuxiliary returns the interpolation structure INTERP, in
which the coefficients matrices cxa (for auxiliary variables) and cza (for
auxiliary expectations) have been added as new fields.
INTERP = recsAuxiliary(MODEL,INTERP,S,X,Z,XA) uses XA as first guess for the
value of the auxiliary variables on the grid. This is only useful when
auxiliary variables are function of auxiliary expectations. In this case, it
can reduce a lot the time to reach the solution to start from a good first
guess.
INTERP = recsAuxiliary(MODEL,INTERP,S,X,Z,XA,OPTIONS) solves for auxiliary
variables with the parameters defined by the structure OPTIONS. The fields of
the structure are
eqsolver : 'fsolve', 'krylov' (default), 'lmmcp', 'ncpsolve',
'path' or 'sa'
extrapolate : 1 or 2 if extrapolation is allowed outside the
interpolation space, 0 or -1 to forbid it (default: 1).
eqsolveroptions : options structure to be passed to eqsolver
[INTERP,XA] = recsAuxiliary(MODEL,INTERP,S,X,Z,...) returns the value of the
auxiliary variables on the grid.
[INTERP,XA,ZA] = recsAuxiliary(MODEL,INTERP,S,X,Z,...) returns the value of
the auxiliary expectations on the grid.