List of mathematical functions known to Dynare
The Dynare preprocessor knows only how to derive automatically a finite list of mathematical functions. We are currently working on dealing with arbitrary, unknown, functions.
Here is the list of functions that can currently be used in the model block (for setting the value of parameters, or in the initval type blocks, you can still use any function known to Matlab/Octave, provided that you only use scalar arguments).
+ - * / ^
< > <= >= != ==
These operators evaluate to 1 if the logical expression is true, 0 if the logical expression is false.
Note: the derivative isn't defined on the kink point and these operators shouldn't be used in stochastic models
Exponential and logarithm
- log() can also be written ln()
Cumulative distribution functions
normcdf(x,m,s) normal cumulative distribution function with mean m and standard deviation s
normcdf(x) normal cumulative distribution function with mean 0 and standard deviation 1
For the normal density function, you need to enter the formula explicitly
- max(a,b) not to be used in stochastic models
- min(a,b) not to be used in stochastic models