pyperfectforesight.compute_auxiliary_variables

pyperfectforesight.compute_auxiliary_variables(X_dyn, params_dict, model_funcs, vars_dyn, exog_path=None)

Compute auxiliary variables from dynamic variable solution

Handles both analytical and nested methods based on model_funcs[‘aux_method’].

Parameters:

X_dynarray (T, n_dyn)

Solution path for dynamic variables

params_dictdict

Parameter values

model_funcsdict

Model functions from process_model

vars_dynlist

List of dynamic variable names

exog_patharray (T, n_exo), optional

Path for exogenous variables

Returns:

array (T, n_aux) : Solution path for auxiliary variables