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recsAuxiliary

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.