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  • #1150

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Created Mar 24, 2016 by MichelJuillard@MichelJuillardDeveloper

derivation with respect to the parameters

When modifying _static.m in order to address problems with auxiliary variables (see #1133 (closed)), I realized that the creation of _params_derivs.m and the code for analytical derivatives of the likelihood function assume that the static model is the static version of the _dynamic, equation by equation. This is not obvious in the preprocessor where the static model is stored and handled in a different tree and it stops me to find an efficient solution to the computation of the steady state of auxiliary variables. For this reason, I will introduce two files for the computation of the derivatives with respect to the parameters: _params_derivs_static and _derivs_dynamic I will also change all calling sequences throughout the code

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