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Generate derivs wrt params when anaytic_derivation=1

time-shift
Sébastien Villemot 2012-06-07 15:26:49 +02:00
parent 06ca265272
commit 00f526dbb7
3 changed files with 8 additions and 1 deletions
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5
preprocessor/ComputingTasks.cc
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@ -293,6 +293,11 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.partial_information = true;
// Fill in mod_file_struct.estimation_analytic_derivation
it = options_list.num_options.find("analytic_derivation");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.estimation_analytic_derivation = true;
it = options_list.num_options.find("dsge_var");
if (it != options_list.num_options.end())
// Ensure that irf_shocks & dsge_var have not both been passed

2
preprocessor/ModFile.cc
View File

@ -403,7 +403,7 @@ ModFile::computingPass(bool no_tmp_terms)
}
bool hessian = mod_file_struct.order_option >= 2 || mod_file_struct.identification_present;
bool thirdDerivatives = mod_file_struct.order_option == 3;
bool paramsDerivatives = mod_file_struct.identification_present;
bool paramsDerivatives = mod_file_struct.identification_present || mod_file_struct.estimation_analytic_derivation;
dynamic_model.computingPass(true, hessian, thirdDerivatives, paramsDerivatives, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
}
}

2
preprocessor/Statement.hh
View File

@ -65,6 +65,8 @@ public:
bool svar_identification_present;
//! Whether an identification statement is present or the identification option of dynare_sensitivity statement is equal to one
bool identification_present;
//! Whether the option analytic_derivation is given to estimation
bool estimation_analytic_derivation;
//! Whether the option partial_information is given to stoch_simul/estimation/osr/ramsey_policy
bool partial_information;
//! Whether a shocks or mshocks block is present