From 11ef652136709f97672b84bfd9ec610f89ea0a27 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Thu, 9 Jul 2020 12:15:02 +0200
Subject: [PATCH] Manual, external functions: when derivatives are not
provided, finite difference is used
[skip ci]
---
doc/manual/source/the-model-file.rst | 8 ++++++--
1 file changed, 6 insertions(+), 2 deletions(-)
diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst
index 8464b1ee8e..daa60ee8e9 100644
--- a/doc/manual/source/the-model-file.rst
+++ b/doc/manual/source/the-model-file.rst
@@ -740,7 +740,9 @@ required for external functions used in an EXPRESSION outside of a
provided as the only output of the M-/MEX file given as the
option argument. If NAME is not provided, this tells Dynare
that the M-/MEX file specified by the argument passed to NAME
- returns the Jacobian as its second output argument.
+ returns the Jacobian as its second output argument. When this option is
+ not provided, Dynare will use finite difference approximations for
+ computing the derivatives of the function, whenever needed.
.. option:: second_deriv_provided [= NAME]
@@ -750,7 +752,9 @@ required for external functions used in an EXPRESSION outside of a
that the M-/MEX file specified by the argument passed to NAME
returns the Hessian as its third output argument. NB: This
option can only be used if the ``first_deriv_provided`` option
- is used in the same ``external_function`` command.
+ is used in the same ``external_function`` command. When this option is
+ not provided, Dynare will use finite difference approximations for
+ computing the Hessian derivatives of the function, whenever needed.
*Example*
--
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