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Willi Mutschler
dynare
Commits
11ef6521
Unverified
Commit
11ef6521
authored
Jul 09, 2020
by
Sébastien Villemot
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Manual, external functions: when derivatives are not provided, finite difference is used
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doc/manual/source/the-model-file.rst
doc/manual/source/the-model-file.rst
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doc/manual/source/the-model-file.rst
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11ef6521
...
...
@@ -740,7 +740,9 @@ required for external functions used in an EXPRESSION outside of a
provided
as
the
only
output
of
the
M
-/
MEX
file
given
as
the
option
argument
.
If
NAME
is
not
provided
,
this
tells
Dynare
that
the
M
-/
MEX
file
specified
by
the
argument
passed
to
NAME
returns
the
Jacobian
as
its
second
output
argument
.
returns
the
Jacobian
as
its
second
output
argument
.
When
this
option
is
not
provided
,
Dynare
will
use
finite
difference
approximations
for
computing
the
derivatives
of
the
function
,
whenever
needed
.
..
option
::
second_deriv_provided
[=
NAME
]
...
...
@@ -750,7 +752,9 @@ required for external functions used in an EXPRESSION outside of a
that
the
M
-/
MEX
file
specified
by
the
argument
passed
to
NAME
returns
the
Hessian
as
its
third
output
argument
.
NB
:
This
option
can
only
be
used
if
the
``
first_deriv_provided
``
option
is
used
in
the
same
``
external_function
``
command
.
is
used
in
the
same
``
external_function
``
command
.
When
this
option
is
not
provided
,
Dynare
will
use
finite
difference
approximations
for
computing
the
Hessian
derivatives
of
the
function
,
whenever
needed
.
*
Example
*
...
...
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