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Manual, external functions: when derivatives are not provided, finite difference is used 

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Sébastien Villemot 2020-07-09 12:15:02 +02:00
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doc/manual/source/the-model-file.rst
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@ -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*