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recsmodel

recsmodel Prepares a recsmodel object recsmodel uses dolo (https://github.com/albop/dolo), a Python preprocessor, to convert the model described in a Yaml file to a file readable by MATLAB and RECS programs. In the conversion, dolo calculates the analytic representation of all partial derivatives. MODEL = recsmodel(INPUTFILE) converts a model Yaml file, indicated by the string INPUTFILE, to a m-file, readable by MATLAB and RECS programs. It returns MODEL an object containing the name of the model m-file, its parameters, and other properties. MODEL = recsmodel(INPUTFILE,SHOCKS) prepares in MODEL the shocks information by using the structure SHOCKS. The fields of the SHOCKS define the parameters of a multivariate normal distribution and its approximation by gaussian quadrature. They are Mu : 1-by-q vector of mean order : 1-by-q vector (or scalar) defining the number of nodes of each shock variables in the gaussian quadrature. If a scalar is passed, it is extended to allow the same number of nodes for all variables. Sigma : q-by-q, symmetric, positive-semidefinite, covariance matrix If the shocks do not follow a multivariate normal distribution, the shocks information has to be produce manually. MODEL = recsmodel(INPUTFILE,SHOCKS,OUTPUTFILE) uses the string OUTPUTFILE to name the m-file containing the model. MODEL = recsmodel(INPUTFILE,SHOCKS,OUTPUTFILE,OPTIONS) uses the options defined by the structure OPTIONS. The fields of the structure are display : 1 to display the steady state if found (default: 1) eqsolver : solver used to find the steady state 'fsolve', 'lmmcp' (default), 'ncpsolve' or 'path' eqsolveroptions : options structure to be passed to eqsolver Python : 1 to call Python directly instead of the executable file (default: 0, only for Windows and for developement)