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Marco Ratto
dynare
Commits
e3cda8c7
Commit
e3cda8c7
authored
Jan 24, 2021
by
Johannes Pfeifer
Browse files
Document optimizers compatible with analytic_derivation
Related to
Dynare/dynare#1770
parent
25803a68
Changes
1
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doc/manual/source/the-model-file.rst
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e3cda8c7
...
...
@@ -6451,9 +6451,11 @@ block decomposition of the model (see :opt:`block`).
..
option
::
analytic_derivation
Triggers
estimation
with
analytic
gradient
.
The
final
hessian
is
also
computed
analytically
.
Only
works
for
stationary
models
without
missing
observations
,
i
.
e
.
for
``
kalman_algo
<
3
``.
Triggers
estimation
with
analytic
gradient
at
``
order
=
1
``.
The
final
hessian
at
the
mode
is
also
computed
analytically
.
Only
works
for
stationary
models
without
missing
observations
,
i
.
e
.
for
``
kalman_algo
<
3
``.
Optimizers
that
rely
on
analytic
gradients
are
``
mode_compute
=
1
,
3
,
4
,
5
,
101
``.
..
option
::
ar
=
INTEGER
...
...
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