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Possible method to differentiate an equation in RATS

Posted: Sun Mar 27, 2016 11:19 pm
by Catife
Dear Tom,

I am wondering if RATS has the command, like diff in TSP, that could differentiate an equation to obtain gradient or hessian of this equation. If not, is there a routine method to do so in RATS? Thank you.

Regards

Re: Possible method to differentiate an equation in RATS

Posted: Mon Mar 28, 2016 7:39 am
by TomDoan
There is no FRML to FRML differentiation. However, most of the estimation instructions have DERIVES options which create the series of derivatives with respect to the parameters.