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Third order derivatives of external functions ERROR

PostPosted: Mon Mar 06, 2017 2:13 pm
by st348
Hi all,

I want to simulate a model with a third order perturbation. I use an external function from Matlab to get the lognormal cdf. The problem is that Dynare doesn't go through saying ''ERROR: third order derivatives of external functions are not implemented''

Any ideas on how can I solve this?

Regards

Re: Third order derivatives of external functions ERROR

PostPosted: Mon Mar 06, 2017 2:26 pm
by jpfeifer
You cannot solve this, because this feature is not supported by Dynare yet: https://github.com/DynareTeam/dynare/issues/300

Re: Third order derivatives of external functions ERROR

PostPosted: Mon Mar 06, 2017 2:31 pm
by st348
Thank you Johannes.

Re: Third order derivatives of external functions ERROR

PostPosted: Wed May 31, 2017 8:42 pm
by st348
Hi,

Can I somehow provide the numerical value for the 3rd order derivative using a Matlab function in Dynare?

Best

Re: Third order derivatives of external functions ERROR

PostPosted: Thu Jun 01, 2017 4:08 pm
by jpfeifer
Unfortunately, that is not possible.