Re: [DynareDev] estimation with analytic scores and hessian

Marco Ratto <marco.ratto@jrc.ec.europa.eu> writes:

would it be possible to add an option to estimation

analytic_derivation

default = 0 (already set in global_initialization)

=1, triggers estimation with analytic gradient and the final hessian is also computed analytically.

Done. -- Sébastien Villemot Researcher in Economics & Debian Maintainer http://www.dynare.org/sebastien Phone: +33-1-40-77-84-04 - GPG Key: 4096R/381A7594