From 11ef652136709f97672b84bfd9ec610f89ea0a27 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= Date: Thu, 9 Jul 2020 12:15:02 +0200 Subject: [PATCH] Manual, external functions: when derivatives are not provided, finite difference is used [skip ci] --- doc/manual/source/the-model-file.rst | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst index 8464b1ee8..daa60ee8e 100644 --- a/doc/manual/source/the-model-file.rst +++ b/doc/manual/source/the-model-file.rst @@ -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*