nuderst
Set step size for numerical differentiation
Syntax
nds = nuderst(pars)
Description
Many estimation functions use numerical differentiation with respect to the model parameters to compute their values.
The step size used in these numerical derivatives is determined
by the nuderst command. The output argument nds is
a row vector whose kth entry gives the increment
to be used when differentiating with respect to the kth
element of the parameter vector pars.
The default version of nuderst uses a very
simple method. The step size is the maximum of 10-4 times
the absolute value of the current parameter and 10-7.
You can adjust this to the actual value of the corresponding parameter
by editing nuderst. Note that the nominal value,
for example 0, of a parameter might not reflect its normal size.
Version History
Introduced before R2006a
