From 00f526dbb72aeda0847a187f48d7555147dd7342 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= Date: Thu, 7 Jun 2012 15:26:49 +0200 Subject: [PATCH] Generate derivs wrt params when anaytic_derivation=1 --- preprocessor/ComputingTasks.cc | 5 +++++ preprocessor/ModFile.cc | 2 +- preprocessor/Statement.hh | 2 ++ 3 files changed, 8 insertions(+), 1 deletion(-) diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc index 39f3e1f1f..5e18a1129 100644 --- a/preprocessor/ComputingTasks.cc +++ b/preprocessor/ComputingTasks.cc @@ -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 diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc index c6e3fa090..d05cc935f 100644 --- a/preprocessor/ModFile.cc +++ b/preprocessor/ModFile.cc @@ -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); } } diff --git a/preprocessor/Statement.hh b/preprocessor/Statement.hh index 92b1ff19f..3847d3ccc 100644 --- a/preprocessor/Statement.hh +++ b/preprocessor/Statement.hh @@ -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