handle zeroed out equations in SUR

matlab/ols/handle_constant_eqs.m

@@ -0,0 +1,103 @@
+function [ast, jsonmodel, ds] = handle_constant_eqs(ast, jsonmodel, ds)
+%function [ast, jsonmodel, ds] = handle_constant_eqs(ast, jsonmodel, ds)
+%
+% Code to handle equations of type `X = 0;` in AST. Returns equation(s)
+% removed from AST and ds.X == 0.
+%
+% INPUTS
+%   ast                  [cell array]  JSON representation of abstract syntax tree
+%   jsonmodel            [cell array]  JSON representation of model block
+%   ds                   [dseries]     data to be updated
+%
+% OUTPUTS
+%   ast                  [cell array]  updated JSON representation of abstract syntax tree
+%   jsonmodel            [cell array]  JSON representation of model block
+%   ds                   [dseries]     data to be updated
+%
+% SPECIAL REQUIREMENTS
+%   none
+
+% Copyright (C) 2019 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+
+for i = length(ast):-1:1
+    assert(strcmp(ast{i}.AST.node_type, 'BinaryOpNode') && strcmp(ast{i}.AST.op, '='), 'Expecting equation');
+    if strcmp(ast{i}.AST.arg2.node_type, 'NumConstNode')
+        if ~strcmp(ast{i}.AST.arg1.node_type, 'VariableNode')
+            error('At the moment only handling Variable Nodes on LHS')
+        end
+        ds.(ast{i}.AST.arg1.name) = ...
+            dseries(ast{i}.AST.arg2.value*ones(ds.nobs, 1), ds.firstdate, ast{i}.AST.arg1.name);
+        ast = ast([1:i-1, i+1:end]);
+        jsonmodel = jsonmodel([1:i-1, i+1:end]);
+    end
+end
+% for i = 1:length(ast)
+%     ast{i}.AST.arg2 = replace_in_equtaion_recursive(ast{i}.AST.arg2, vars_and_vals);
+% end
+end
+
+% function node = replace_in_equtaion_recursive(node, vars_and_vals)
+% if strcmp(node.node_type, 'NumConstNode')
+% elseif strcmp(node.node_type, 'VariableNode')
+%     if strcmp(node.type, 'endogenous')
+%         if any(strcmp(vars_and_vals(:,1), node.name))
+%             node = struct('node_type', 'NumConstNode', ...
+%                 'value', vars_and_vals{strcmp(vars_and_vals(:,1), node.name), 2});
+%         end
+%     end
+% elseif strcmp(node.node_type, 'UnaryOpNode')
+%     node.arg = replace_in_equtaion_recursive(node.arg, vars_and_vals);
+%     if strcmp(node.arg.node_type, 'NumConstNode')
+%         switch node.op
+%             case 'log'
+%                 node = struct('node_type', 'NumConstNode', ...
+%                     'value', log(node.arg.value));
+%             case 'exp'
+%                 node = struct('node_type', 'NumConstNode', ...
+%                     'value', exp(node.arg.value));
+%             case 'uminus'
+%                 node = struct('node_type', 'NumConstNode', ...
+%                     'value', -node.arg.value);
+%         end
+%     end
+% elseif strcmp(node.node_type, 'BinaryOpNode')
+%     node.arg1 = replace_in_equtaion_recursive(node.arg1, vars_and_vals);
+%     node.arg2 = replace_in_equtaion_recursive(node.arg2, vars_and_vals);
+%     if strcmp(node.arg1.node_type, 'NumConstNode')
+%         if strcmp(node.arg2.node_type, 'NumConstNode')
+%             node = struct('node_type', 'NumConstNode', ...
+%                 'value', eval(['node.arg1.value' node.op 'node.arg1.value']));
+%         elseif node.arg1.value == 0
+%             if strcmp(node.op, 'minus')
+%                 node = struct('node_type', 'UnaryOpNode', ...
+%                     'op', 'uminus', ...
+%                     'arg', node.arg2);
+%             elseif strcmp(node.op, 'plus')
+%                 node = node.arg2;
+%             else
+%                 error(['Node type not supported ' node.op]);
+%             end
+%         end
+%     end
+%     if strcmp(node.arg2.node_type, 'NumConstNode') && node.arg2.value == 0
+%         node = node.arg1;
+%     end
+% else
+%     error(['Node type not supported: ' node.node_type])
+% end
+% end

matlab/ols/sur.m

@@ -48,6 +48,7 @@ end
 
 %% Get Equation(s)
 [ast, jsonmodel] = get_ast_jsonmodel(eqtags);
+[ast, jsonmodel, ds] = handle_constant_eqs(ast, jsonmodel, ds);
 neqs = length(jsonmodel);
 
 %% Find parameters and variable names in equations and setup estimation matrices