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Fix typo in manual and clarify analytic_derivation option

time-shift
Johannes Pfeifer 2017-05-27 18:00:16 +02:00
parent 4195033561
commit ac15f60ec6
1 changed files with 3 additions and 2 deletions
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doc/dynare.texi
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@ -6072,7 +6072,7 @@ singularity is encountered, Dynare by default automatically switches to the univ
recursions as described by @cite{Herbst, 2015}. This setting is only used with
@code{kalman_algo=1} or @code{kalman_algo=3}. In case of using the diffuse Kalman
filter (@code{kalman_algo=3/lik_init=3}), the observables must be stationary. This option
is not yet compatible with @code{analytical_derivation}.
is not yet compatible with @ref{analytic_derivation}.
@item kalman_tol = @var{DOUBLE}
@anchor{kalman_tol} Numerical tolerance for determining the singularity of the covariance matrix of the prediction errors during the Kalman filter (minimum allowed reciprocal of the matrix condition number). Default value is @code{1e-10}
@ -6218,9 +6218,10 @@ where the model is ill-behaved. By default the original objective function is
used.
@item analytic_derivation
@anchor{analytic_derivation}
Triggers estimation with analytic gradient. The final hessian is also
computed analytically. Only works for stationary models without
missing observations.
missing observations, i.e. for @code{kalman_algo<3}.
@item ar = @var{INTEGER}
@xref{ar}. Only useful in conjunction with option @code{moments_varendo}.