allow to skip 2nd order param derivs
For large models, computing the analytic Hessian just produces a too big _params_derivs.m
file which is untractable.
For running identification or only computing scores, 2nd order derivs would be useless.
@houtanb Would it be possible to tell the pre-processor to only compute 1st order derivatives, i.e. stop writing the param_derivs
file when it reaches
if nargout >= 3 ...
?
2nd order terms could be just defined as empty, and routines (dsge_likelihood
) possibly asking for 2nd order ones will trap this and just stop.