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)