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function G = buildGmatrix(alpha, beta)
% Builds the G matrix needed for PAC.
%
% INPUTS
% - alpha [double] m*1 vector of PAC parameters (lag polynomial parameters).
% - beta [double] scalar, discount factor.
%
% OUTPUTS
% - G [double] (m+1)*(m+1) matrix.
% Copyright © 2018 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 <https://www.gnu.org/licenses/>.
if nargin<2
error('Two input arguments are required (vector of alpha parameters and beta discount parameter)!')
end
% Return an error if the first input is not a real vector.
if ~isnumeric(alpha) || ~isreal(alpha) || ~isvector(alpha)
error('First input argument has to be a vector of doubles!')
end
% Return an error if the second input argument is not a discount factor
if ~isnumeric(beta) || ~isreal(beta) || ~isscalar(beta) || beta<eps || beta>1-eps
error('Second input argument has to be a discount factor!')
end
% Get the number of parameters
m = length(alpha);
% Return an error if params is too small.
if m<1
error('First input argument has to be a vector with at least one element.')
end
% Initialize the returned G matrix.
G = zeros(m);
% Fill the returned G matrix.
G(1:m-1,2:m) = eye(m-1);
G(m, :) = -flip(transpose(alpha));
G(m, :) = G(m, :).*flip(cumprod(beta*ones(1,m)));
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