About claiming external function

Hi all, I am comparing impulse response with two different production functions in a simple RBC model. One is Cobb-Douglaswhile the other one involves in claiming external functions. More specifically, the functions are gamma function and gammainc function in matlab.

Since “gamma” and “gammainc” are not built functions in Dynare, I follow the link below to claim the external function before the \model" part in mod-le. However, the matlab window always shows that \ERROR: SecondDerivExternalFunctionNode::computeDerivative(). Not implemented".

Link to how to use external function in Dynare. It is almost the same as that documented in Page19 of the 99-page Dynare reference manual.

FYI, I list the mod.file and the exact external functions I am using. I am very eager to your invaluable inputs on how to correctly claim external functions mentioned above. Thank you very much in advance.
external.function.pdf (72.3 KB)
external_fcn.mod (880 Bytes)

The problem is that Dynare does not implement 3rd derivatives of external functions. We hope to provide these in future versions. For the time being, you have to stick with “order=2”.