diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst index efe7df7b87eadb28b186609670bf7a6ffe2febc8..096ebbf34bec601eaa792a6d3533ad4bb47cbfe0 100644 --- a/doc/manual/source/the-model-file.rst +++ b/doc/manual/source/the-model-file.rst @@ -4879,10 +4879,8 @@ block decomposition of the model (see :opt:`block`). the computed mode for each estimated parameter in turn. This is helpful to diagnose problems with the optimizer. Note that for ``order>1`` the likelihood function resulting from the particle - filter is not differentiable anymore due to random chatter - introduced by selecting different particles for different - parameter values. For this reason, the ``mode_check`` plot may - look wiggly. + filter is not differentiable anymore due to the resampling + step. For this reason, the ``mode_check`` plot may look wiggly. .. option:: mode_check_neighbourhood_size = DOUBLE @@ -5794,12 +5792,12 @@ block decomposition of the model (see :opt:`block`). .. option:: order = INTEGER - Order of approximation, either ``1`` or ``2``. When equal to - ``2``, the likelihood is evaluated with a particle filter based - on a second order approximation of the model (see - *Fernandez-Villaverde and Rubio-Ramirez (2005)*). Default is - ``1``, i.e. the likelihood of the linearized model is evaluated - using a standard Kalman filter. + Order of approximation around the deterministic steady + state. When greater than 1, the likelihood is evaluated with a + particle or nonlinear filter (see *Fernandez-Villaverde and + Rubio-Ramirez (2005)*). Default is ``1``, i.e. the likelihood + of the linearized model is evaluated using a standard Kalman + filter. .. option:: irf = INTEGER