gEconpy.model.perturbation.statespace_to_gEcon_representation

gEconpy.model.perturbation.statespace_to_gEcon_representation(A, T, R, tol)

Decompose the full state-space solution into gEcon’s state/jumper partition.

Splits the policy matrices T and R into state-variable and jumper-variable blocks according to which columns of T have at least one entry exceeding tol in absolute value.

Parameters:

Anp.ndarray

Lead Jacobian matrix from the linearized system.

Tnp.ndarray

Transition matrix (policy function for state evolution).

Rnp.ndarray

Shock-response matrix.

tolfloat

Threshold for identifying state variables.

Returns:

Pnp.ndarray

State-to-state transition sub-matrix.

Qnp.ndarray

State shock-response sub-matrix.

Rnp.ndarray

Jumper-to-state mapping sub-matrix.

Snp.ndarray

Jumper shock-response sub-matrix.

A_primenp.ndarray

Lead Jacobian restricted to state-variable columns.

R_primenp.ndarray

Transition matrix restricted to state-variable columns.

S_primenp.ndarray

Shock-response matrix (all variables).