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