1function [Da1,DP1,D2a,D2P] = univariate_computeDstate(k,a,P,T,Da,DP,DT,DOm,notsteady,D2a,D2P,D2T,D2Om)
2
3% Copyright (C) 2012-2017 Dynare Team
4%
5% This file is part of Dynare.
6%
7% Dynare is free software: you can redistribute it and/or modify
8% it under the terms of the GNU General Public License as published by
9% the Free Software Foundation, either version 3 of the License, or
10% (at your option) any later version.
11%
12% Dynare is distributed in the hope that it will be useful,
13% but WITHOUT ANY WARRANTY; without even the implied warranty of
14% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15% GNU General Public License for more details.
16%
17% You should have received a copy of the GNU General Public License
18% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
19
20% AUTHOR(S) marco.ratto@jrc.ec.europa.eu
21
22
23DP1=DP*0;
24Da1=Da*0;
25for j=1:k
26    Da1(:,j) = T*Da(:,j) + DT(:,:,j)*a;
27    if notsteady
28        DP1(:,:,j) = T*DP(:,:,j)*T'+DT(:,:,j)*P*T'+T*P*DT(:,:,j)';
29    else
30        DP1=DP;
31    end
32end
33if notsteady
34    DP1 = DP1 + DOm;
35end
36if nargout>2
37    jcount=0;
38    for j=1:k
39        for i=1:j
40            jcount=jcount+1;
41            D2a(:,j,i) = DT(:,:,i)*Da(:,j) + DT(:,:,j)*Da(:,i) + T*D2a(:,j,i)+ reshape(D2T(:,jcount),size(T))*a;
42            D2a(:,i,j) = D2a(:,j,i);
43            if notsteady
44                tmp = dyn_unvech(D2P(:,jcount));
45                tmp = T*tmp*T' +DT(:,:,i)*DP(:,:,j)*T'+T*DP(:,:,j)*DT(:,:,i)' + ...
46                      DT(:,:,j)*DP(:,:,i)*T'+T*DP(:,:,i)*DT(:,:,j)' + ...
47                      DT(:,:,j)*P*DT(:,:,i)'+DT(:,:,i)*P*DT(:,:,j)'+ ...
48                      reshape(D2T(:,jcount),size(T))*P*T'+T*P*reshape(D2T(:,jcount),size(T))' + ...
49                      dyn_unvech(D2Om(:,jcount));
50                D2P(:,jcount) = dyn_vech(tmp);
51                %                 D2P(:,:,i,j) = D2P(:,:,j,i);
52            end
53        end
54    end
55
56end
57