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Select the step-size for numerical differentiation.
Syntax
Description
The function pem
uses numerical differentiation with respect to the model parameters when applied to state-space structures. The same is true for many functions that transform model uncertainties to other representations.
The step-size used in these numerical derivatives is determined by the M-file nuderst
. The output argument nds
is a row vector whose k
-th entry gives the increment to be used when differentiating with respect the k
-th element of the parameter vector pars
.
The default version of nuderst
uses a very simple method. The step-size is the maximum of times the absolute value of the current parameter and
. 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 may not reflect its normal size.
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