Possible method to differentiate an equation in RATS

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Catife
Posts: 9
Joined: Sun Mar 20, 2016 10:18 pm

Possible method to differentiate an equation in RATS

Unread post 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
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Possible method to differentiate an equation in RATS

Unread post 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.
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