1function fjac = fjaco(f,x,varargin)
2
3% FJACO Computes two-sided finite difference Jacobian
4% USAGE
5%   fjac = fjaco(f,x,P1,P2,...)
6% INPUTS
7%   f         : name of function of form fval = f(x)
8%   x         : evaluation point
9%   P1,P2,... : additional arguments for f (optional)
10% OUTPUT
11%   fjac      : finite difference Jacobian
12%
13% Copyright (C) 2010-2017,2019-2020 Dynare Team
14%
15% This file is part of Dynare.
16%
17% Dynare is free software: you can redistribute it and/or modify
18% it under the terms of the GNU General Public License as published by
19% the Free Software Foundation, either version 3 of the License, or
20% (at your option) any later version.
21%
22% Dynare is distributed in the hope that it will be useful,
23% but WITHOUT ANY WARRANTY; without even the implied warranty of
24% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
25% GNU General Public License for more details.
26%
27% You should have received a copy of the GNU General Public License
28% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
29
30ff=feval(f,x,varargin{:});
31
32tol = eps.^(1/3); %some default value
33if strcmp(func2str(f),'get_perturbation_params_derivs_numerical_objective') || strcmp(func2str(f),'identification_numerical_objective')
34    tol= varargin{5}.dynatol.x;
35end
36h = tol.*max(abs(x),1);
37xh1=x+h; xh0=x-h;
38h=xh1-xh0;
39fjac = NaN(length(ff),length(x));
40for j=1:length(x)
41    xx = x;
42    xx(j) = xh1(j); f1=feval(f,xx,varargin{:});
43    if isempty(f1) && (strcmp(func2str(f),'get_perturbation_params_derivs_numerical_objective') || strcmp(func2str(f),'identification_numerical_objective') )
44        [~,info]=feval(f,xx,varargin{:});
45        disp_info_error_identification_perturbation(info,j);
46    end
47    xx(j) = xh0(j); f0=feval(f,xx,varargin{:});
48    if isempty(f0) && (strcmp(func2str(f),'get_perturbation_params_derivs_numerical_objective') || strcmp(func2str(f),'identification_numerical_objective') )
49        [~,info]=feval(f,xx,varargin{:});
50        disp_info_error_identification_perturbation(info,j)
51    end
52    fjac(:,j) = (f1-f0)/h(j);
53end
54
55feval(f,x,varargin{:});
56
57%Auxiliary functions
58function disp_info_error_identification_perturbation(info,j)
59    % there are errors in the solution algorithm
60    probl_par = get_the_name(j,varargin{5}.TeX,varargin{3},varargin{2},varargin{5});
61    skipline()
62    message = get_error_message(info,varargin{5});
63    fprintf('Parameter error in numerical two-sided difference method:\n')
64    fprintf('Cannot solve the model for %s (info = %d, %s)\n', probl_par, info(1), message);
65    fprintf('Possible solutions:\n')
66    fprintf('  -- check your mod file, calibration and steady state computations carefully\n');
67    fprintf('  -- use analytic derivatives, i.e. set analytic_derivation_mode=0\n');
68    fprintf('  -- use an estimated_params block without %s or change its value\n', probl_par);
69    fprintf('  -- change numerical tolerance level in fjaco.m (you can tune ''options_.dynatol.x'' or change fjaco.m function directly)\n');
70    error('fjaco.m: numerical two-sided difference method yields errors in solution algorithm');
71end
72
73end %main function end