Document optimizers compatible with analytic_derivation

Related to https://git.dynare.org/Dynare/dynare/-/issues/1770
time-shift
Johannes Pfeifer 2021-01-24 11:00:19 +01:00
parent 25803a6842
commit e3cda8c76d
1 changed files with 5 additions and 3 deletions

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@ -6451,9 +6451,11 @@ block decomposition of the model (see :opt:`block`).
.. option:: analytic_derivation
Triggers estimation with analytic gradient. The final hessian
is also computed analytically. Only works for stationary models
without missing observations, i.e. for ``kalman_algo<3``.
Triggers estimation with analytic gradient at ``order=1``.
The final hessian at the mode is also computed analytically.
Only works for stationary models without missing observations,
i.e. for ``kalman_algo<3``. Optimizers that rely on analytic
gradients are ``mode_compute=1,3,4,5,101``.
.. option:: ar = INTEGER