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
Possible method to differentiate an equation in RATS
Re: Possible method to differentiate an equation in RATS
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.