Re: [DynareDev] k_order_pert.dll

Hi Johannes,

this is not correct. k_order_pert.dll execute <modfile>_dynamic to obtain the 1,2,3rd derivatives of the the model.

Best

Michel

Johannes Pfeifer writes:

Dear all,

I would like to follow up on the discussion at the Dynare conference on computation time at higher order. As far as I understand it, we have a performance problem with estimation at higher order. Usually the Dynare preprocessor computes the symbolic derivatives once and then we access them to compute the solution. But when using k_order_pert.dll, the Dynare++ engine will preprocess the model in each call for each parameter set. Is this interpretation correct?

If yes, this looks like a bottleneck we should try to avoid.

Best,

Johannes