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function [dr,info] = k_order_pert(dr,M,options,oo)
% Compute decision rules using the k-order DLL from Dynare++
% Copyright (C) 2009-2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
info = 0;
M.var_order_endo_names = M.endo_names(dr.order_var,:);
order = options.order;
switch(order)
case 1
[err, g_1] = k_order_perturbation(dr,M,options);
mexErrCheck('k_order_perturbation', err);
dr.g_1 = g_1;
case 2
[err, g_0, g_1, g_2] = k_order_perturbation(dr,M,options);
mexErrCheck('k_order_perturbation', err);
dr.g_0 = g_0;
dr.g_1 = g_1;
dr.g_2 = g_2;
case 3
[err, g_0, g_1, g_2, g_3] = k_order_perturbation(dr,M,options);
mexErrCheck('k_order_perturbation', err);
dr.g_0 = g_0;
dr.g_1 = g_1;
dr.g_2 = g_2;
dr.g_3 = g_3;
otherwise
error('order > 3 isn''t implemented')
end
npred = dr.npred;
dr.ghx = g_1(:,1:npred);
dr.ghu = g_1(:,npred+1:end);
if options.loglinear == 1
k = find(dr.kstate(:,2) <= M.maximum_endo_lag+1);
klag = dr.kstate(k,[1 2]);
k1 = dr.order_var;
dr.ghx = repmat(1./dr.ys(k1),1,size(dr.ghx,2)).*dr.ghx.* ...
repmat(dr.ys(k1(klag(:,1)))',size(dr.ghx,1),1);
dr.ghu = repmat(1./dr.ys(k1),1,size(dr.ghu,2)).*dr.ghu;
end
if order > 1
dr.ghs2 = 2*g_0;
endo_nbr = M.endo_nbr;
exo_nbr = M.exo_nbr;
s0 = 0;
s1 = 0;
ghxx=zeros(endo_nbr, npred^2);
ghxu=zeros(endo_nbr, npred*exo_nbr);
ghuu=zeros(endo_nbr, exo_nbr^2);
for i=1:size(g_2,2)
if s0 < npred && s1 < npred
ghxx(:,s0*npred+s1+1) = 2*g_2(:,i);
if s1 > s0
ghxx(:,s1*npred+s0+1) = 2*g_2(:,i);
end
elseif s0 < npred && s1 < npred+exo_nbr
ghxu(:,(s0*exo_nbr+s1-npred+1)) = 2*g_2(:,i);
elseif s0 < npred+exo_nbr && s1 < npred+exo_nbr
ghuu(:,(s0-npred)*exo_nbr+s1-npred +1) = 2*g_2(:,i);
if s1 > s0
ghuu(:,(s1-npred)*exo_nbr+s0-npred+1) = 2*g_2(:,i);
end
else
error('dr1:k_order_perturbation:g_2','Unaccounted columns in g_2');
end
s1 = s1+1;
if s1 == npred+exo_nbr
s0 = s0+1;
s1 = s0;
end
end % for loop
dr.ghxx = ghxx;
dr.ghxu = ghxu;
dr.ghuu = ghuu;
end
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