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