Calling a matlab function in the model block

Dynare help (legacy posts)
1

Hi everyone,
I have a question about the model block of dynare and whether (and if so how) you can call a matlab function here. Basically I need to evaluate a normal cdf and the point of evaluation is an endogenous variable.

Thanks a lot

Petr

2

Hi Petr,

It is not possible to call a matlab user defined function in the model block. The reason is that dynare 4.x computes the analytical derivates instead of numerical derivates (as in dynare 3.x). Consequently, Dynare does not know how to compute the derivate of a matlab user defined function. The next release of Dynare (version 4.2) will provide a way for the user to declare matlab functions and their derivates, so that it will be possible to use matlab functions in the model block.

However note that Dynare understands the keyword normcdf (see the manual).

Best,
Stéphane.