#4: Add derivatives of model residuals with respect to parameters ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: sebastien Type: feature | Status: closed Priority: major | Milestone: 4.1 Component: Preprocessor | Version: Resolution: fixed | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien):
* status: accepted => closed * resolution: => fixed
Comment:
Fixed in r2902
When the {{{identification;}}} command is present in the MOD file, the preprocessor creates a file ''FILENAME''{{{_params_derivs.m}}}, with the following prototype: {{{ function [rp, gp] = FILENAME_params_derivs(y, x, params, it_) }}}
* {{{rp}}} is model residuals derivatives w.r. to params: equations in rows, parameters in columns * {{{gp}}} is jacobian derivatives w.r. to params: equations in dim 1, dynamic endogenous in dim 2, params in dim 3