• ListOfMathematicalFunctions

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).

Arithmetic operators

+ - * / ^

Logical operators

 < > <= >= !=  Note: the derivative isn't define on the kink point and these operators shouldn't be used in stochastic models

Exponential and logarithm

• exp()
• log() can also be written ln()
• log10()

Trigonometric functions

• sin()
• cos()
• tan()
• asin()
• acos()
• atan()

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

Miscelaneous

• sqrt()
• max(a,b) not to be used in stochastic models
• min(a,b) not to be used in stochastic models