diff --git a/doc/dynare.texi b/doc/dynare.texi index a2d1205ee9f304d9e8a9a040de7e0cbff45e0cbd..230521e3ff760b57f2b5343e08494175f807b613 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -6072,7 +6072,7 @@ singularity is encountered, Dynare by default automatically switches to the univ recursions as described by @cite{Herbst, 2015}. This setting is only used with @code{kalman_algo=1} or @code{kalman_algo=3}. In case of using the diffuse Kalman filter (@code{kalman_algo=3/lik_init=3}), the observables must be stationary. This option -is not yet compatible with @code{analytical_derivation}. +is not yet compatible with @ref{analytic_derivation}. @item kalman_tol = @var{DOUBLE} @anchor{kalman_tol} Numerical tolerance for determining the singularity of the covariance matrix of the prediction errors during the Kalman filter (minimum allowed reciprocal of the matrix condition number). Default value is @code{1e-10} @@ -6218,9 +6218,10 @@ where the model is ill-behaved. By default the original objective function is used. @item analytic_derivation +@anchor{analytic_derivation} Triggers estimation with analytic gradient. The final hessian is also computed analytically. Only works for stationary models without -missing observations. +missing observations, i.e. for @code{kalman_algo<3}. @item ar = @var{INTEGER} @xref{ar}. Only useful in conjunction with option @code{moments_varendo}.