Dear Sebastien,
Le jeudi 24 septembre 2009 à 10:46 +0200, Marco Ratto a écrit :
may I ask for a couple of extensions of the preprocessor, in order to make the identification command more operational?
- when the identification keyword is present, the preprocessor should
always trigger the Hessian computation (g2 output from in <model>_dynamic.m), irrespective to the value of options_.order: the Hessian is in fact needed to compute the analytic derivatives;
Ok, I am going to fix that.
Many thanks for this. Also, I noted that the <model>_dynamic files is not always generated by the preprocessor. When I run the sensitivity analysis (i.e. dynare_sensitivity) without any stoch_simul or estimation command <model>_dynamic is not triggered and the analysis crashes. Would it be possible to fix also this?
- we may discuss the way the preprocessor triggers the call to
dynare_identification:
-) the simple and quick option would be to do the call from the main model script, (options to be defined) -) alternatively, we may think of adding it to the options of prior_analysis, to which it would fit, I think.
My idea was to use the keyword "identification" for that purpose. Currently it does nothing except triggering the derivatives w.r. to parameters, but we could add options to it and make it the entry point to dynare_identification. Is it ok for you?
Yes, I think this is OK. As soon as the routines are at a more advanced stage, I will prepare a list of options to be implemented for the identification keyword.
best wishes
Best