Source code for snowdrop.src.preprocessor.f_jacob
from numba import njit
[docs]
@njit
def f_jacob(x,p,exog=[0]):
### This code was generated by Python.
### Monetary policy model example
from sympy import DiracDelta
from snowdrop.src.preprocessor.condition import IfThenElse,IfThen,Derivative,Subs,Positive,Negative,myzif
from snowdrop.src.preprocessor.functions import Heaviside
import numpy as np
from numpy import log,exp,sin,cos,tan,sqrt,sign
from numpy import maximum as Max, min as Min, abs as Abs
# Initialize variables
_xi_1 = 0
_xi_2 = 0
_xi_3 = 0
PDOT__ = x[0]
RR__ = x[1]
RS__ = x[2]
Y__ = x[3]
ey__ = x[4]
err__ = x[5]
ers__ = x[6]
epdot__ = x[7]
# Set parameters
g = p[0]
p_pdot1 = p[1]
p_pdot2 = p[2]
p_pdot3 = p[3]
p_rs1 = p[4]
p_y1 = p[5]
p_y2 = p[6]
p_y3 = p[7]
# Set exogenous variables
exo__ = exog[0]
# Jacobian:
jacobian = np.zeros((4,8))
jacobian[0,3] = -g**2*p_pdot2/(-Y__ + g)**2 - g**2*p_pdot3/(-Y__ + g)**2
jacobian[0,7] = -1
jacobian[1,1] = 1
jacobian[1,2] = -1
jacobian[1,5] = -1
jacobian[2,0] = -p_rs1
jacobian[2,2] = 1
jacobian[2,3] = -1
jacobian[2,6] = -1
jacobian[3,1] = p_y2 + p_y3
jacobian[3,3] = 1 - p_y1
jacobian[3,4] = -1
return jacobian