Generate derivs wrt params when anaytic_derivation=1

preprocessor/ComputingTasks.cc

@@ -293,6 +293,11 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
   if (it != options_list.num_options.end() && it->second == "1")
     mod_file_struct.partial_information = true;
 
+  // Fill in mod_file_struct.estimation_analytic_derivation
+  it = options_list.num_options.find("analytic_derivation");
+  if (it != options_list.num_options.end() && it->second == "1")
+    mod_file_struct.estimation_analytic_derivation = true;
+
   it = options_list.num_options.find("dsge_var");
   if (it != options_list.num_options.end())
     // Ensure that irf_shocks & dsge_var have not both been passed

preprocessor/ModFile.cc

@@ -403,7 +403,7 @@ ModFile::computingPass(bool no_tmp_terms)
                 }
               bool hessian = mod_file_struct.order_option >= 2 || mod_file_struct.identification_present;
               bool thirdDerivatives = mod_file_struct.order_option == 3;
-              bool paramsDerivatives = mod_file_struct.identification_present;
+              bool paramsDerivatives = mod_file_struct.identification_present || mod_file_struct.estimation_analytic_derivation;
               dynamic_model.computingPass(true, hessian, thirdDerivatives, paramsDerivatives, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
             }
         }

preprocessor/Statement.hh

@@ -65,6 +65,8 @@ public:
   bool svar_identification_present;
   //! Whether an identification statement is present or the identification option of dynare_sensitivity statement is equal to one
   bool identification_present;
+  //! Whether the option analytic_derivation is given to estimation
+  bool estimation_analytic_derivation;
   //! Whether the option partial_information is given to stoch_simul/estimation/osr/ramsey_policy
   bool partial_information;
   //! Whether a shocks or mshocks block is present