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recsCheck

recsCheck Checks analytical derivatives against numerical ones When the model file is not generated automatically by dolo-recs, recsCheck is useful to verify that the hand-coded Jacobians are good. recsCheck(MODEL,S,X,Z) checks analytical derivatives on the point defined by the 1-by-d vector of state variables, S, the 1-by-m vector of response variables, X, and the 1-by-p vector of expectations variables, Z. In this default case, recsCheck tests the derivatives for shocks at their mean level; for next-period state variables equal to S; and for next-period response variables equal to X. recsCheck(MODEL,S,X,Z,E) checks derivatives for the value of the shocks supplied in E. recsCheck(MODEL,S,X,Z,E,SNEXT) checks derivatives for the value of next-period state variables supplied in SNEXT. recsCheck(MODEL,S,X,Z,E,SNEXT,XNEXT) checks derivatives for the value of next-period response variables supplied in XNEXT. recsCheck(MODEL,S,X,Z,E,SNEXT,XNEXT,PRECISION) uses the scalar PRECISION as a limit (default: 1e-4). ERR = recsCheck(MODEL,S,X,Z,...) returns ERR, a 1x9 vector containing the maximal differences between analytical and numerical derivatives. [ERR,DISCREPANCY] = recsCheck(MODEL,S,X,Z,...) returns DISCREPANCY, a structure containing the detailed differences between analytical and numerical derivatives. Each structure field contains a 3-column matrix indicating the element showing a discrepancy higher than PRECISION. The first column indicates the equations, the second column the variables and the third the discrepancy.