Third order derivatives of external functions ERROR

[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

[jpfeifer]

You cannot solve this, because this feature is not supported by Dynare yet: https://github.com/DynareTeam/dynare/issues/300

[st348]

Thank you Johannes.

[st348]

Hi,

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

Best

[jpfeifer]

Unfortunately, that is not possible.