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.