Histval block:

- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files

preprocessor/DataTree.cc

@@ -596,3 +596,14 @@ DataTree::isSecondDerivExternalFunctionUsed(int symb_id) const
 
   return false;
 }
+
+int
+DataTree::minLagForSymbol(int symb_id) const
+{
+  int r = 0;
+  for (variable_node_map_t::const_iterator it = variable_node_map.begin();
+       it != variable_node_map.end(); ++it)
+    if (it->first.first == symb_id && it->first.second < r)
+      r = it->first.second;
+  return r;
+}

preprocessor/DataTree.hh

@@ -208,6 +208,9 @@ public:
   bool isFirstDerivExternalFunctionUsed(int symb_id) const;
   //! Checks if a given second derivative external function is used somewhere in the data tree
   bool isSecondDerivExternalFunctionUsed(int symb_id) const;
+  //! Returns the minimum lag (as a negative number) of the given symbol in the whole data tree (and not only in the equations !!)
+  /*! Returns 0 if the symbol is not used */
+  int minLagForSymbol(int symb_id) const;
   //! Thrown when trying to access an unknown variable by deriv_id
   class UnknownDerivIDException
   {

preprocessor/NumericalInitialization.cc

@@ -193,21 +193,27 @@ HistValStatement::writeOutput(ostream &output, const string &basename) const
       const expr_t expression = it->second;
 
       SymbolType type = symbol_table.getType(symb_id);
-      if (type == eEndogenous && lag < 0)
-	{
-	  const int new_symb_id = symbol_table.searchAuxiliaryVars(symb_id,lag);
-	  if (new_symb_id != -1)
-	    {
-	      symb_id = new_symb_id;
-	      lag = 0;
-	    }
-	  else if (symbol_table.AuxVarsSize() > 0)
-	    {
-	      cerr << "Histval: this variable doesn't exist with such a lag in the model" << endl;
-	      exit(EXIT_FAILURE);
-	    }
-	    
-	}
+
+      // For a lag greater than 1, lookup for auxiliary variable
+      if ((type == eEndogenous || type == eExogenous) && lag < 0)
+        {
+          try
+            {
+              symb_id = symbol_table.searchAuxiliaryVars(symb_id, lag);
+              lag = 0;
+            }
+          catch (SymbolTable::SearchFailedException &e)
+            {
+              if (type == eEndogenous)
+                {
+                  cerr << "HISTVAL: internal error of Dynare, please contact the developers";
+                  exit(EXIT_FAILURE);
+                }
+              // We don't fail for exogenous, because they are not replaced by
+              // auxiliary variables in deterministic mode.
+            }
+        }
+
       int tsid = symbol_table.getTypeSpecificID(symb_id) + 1;
 
       if (type == eEndogenous)

preprocessor/ParsingDriver.cc

@@ -21,6 +21,7 @@
 #include <fstream>
 #include <iostream>
 #include <cassert>
+#include <sstream>
 
 #include "ParsingDriver.hh"
 #include "Statement.hh"
@@ -392,11 +393,18 @@ ParsingDriver::hist_val(string *name, string *lag, expr_t rhs)
   if (type != eEndogenous
       && type != eExogenous
       && type != eExogenousDet)
-    error("hist_val: " + *name + " should be an endogenous or exogenous variable");
+    error("histval: " + *name + " should be an endogenous or exogenous variable");
 
   int ilag = atoi(lag->c_str());
   pair<int, int> key(symb_id, ilag);
 
+  if (mod_file->dynamic_model.minLagForSymbol(symb_id) > ilag - 1)
+    {
+      ostringstream s;
+      s << ilag-1;
+      error("histval: variable " + *name + " does not appear in the model with the lag " + s.str() + " (see the reference manual for the timing convention in 'histval')");
+    }
+
   if (hist_values.find(key) != hist_values.end())
     error("hist_val: (" + *name + ", " + *lag + ") declared twice");
 

preprocessor/SymbolTable.cc

@@ -368,13 +368,13 @@ SymbolTable::addExpectationAuxiliaryVar(int information_set, int index, const st
 }
 
 int 
-SymbolTable::searchAuxiliaryVars(int orig_symb_id, int orig_lead_lag) const
+SymbolTable::searchAuxiliaryVars(int orig_symb_id, int orig_lead_lag) const throw (SearchFailedException)
 {
-  for (int i=0; i < aux_vars.size();++i)
+  for (size_t i = 0; i < aux_vars.size(); i++)
     if ((aux_vars[i].get_type() == avEndoLag || aux_vars[i].get_type() == avExoLag)
         && aux_vars[i].get_orig_symb_id() == orig_symb_id && aux_vars[i].get_orig_lead_lag() == orig_lead_lag)
       return aux_vars[i].get_symb_id();
-  return -1;
+  throw SearchFailedException(orig_symb_id, orig_lead_lag);
 }
 
 void

preprocessor/SymbolTable.hh

@@ -47,8 +47,8 @@ class AuxVarInfo
 private:
   int symb_id; //!< Symbol ID of the auxiliary variable
   aux_var_t type; //!< Its type
-  int orig_symb_id; //!< Symbol ID of the endo of the original model represented by this aux var. Not used for avEndoLead
-  int orig_lead_lag; //!< Lead/lag of the endo of the original model represented by this aux var. Not used for avEndoLead
+  int orig_symb_id; //!< Symbol ID of the endo of the original model represented by this aux var. Only used for avEndoLag and avExoLag.
+  int orig_lead_lag; //!< Lead/lag of the endo of the original model represented by this aux var. Only used for avEndoLag and avExoLag.
   string expectation_information_set_name; //!< Stores 'full' or 'varobs' for avExpectationRIS. Not used otherwise.
 public:
   AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id, int orig_lead_lag, string expectation_information_set_name_arg);
@@ -161,6 +161,16 @@ public:
   class NotYetFrozenException
   {
   };
+  //! Thrown when searchAuxiliaryVars() failed
+  class SearchFailedException
+  {
+  public:
+    int orig_symb_id, orig_lead_lag;
+    SearchFailedException(int orig_symb_id_arg, int orig_lead_lag_arg) : orig_symb_id(orig_symb_id_arg),
+                                                                         orig_lead_lag(orig_lead_lag_arg)
+    {
+    }
+  };
 
 private:
   //! Factorized code for adding aux lag variables
@@ -204,11 +214,13 @@ public:
     \return the symbol ID of the new symbol
   */
   int addExpectationAuxiliaryVar(int information_set, int index, const string &information_set_name) throw (FrozenException);
-  //! Searches auxiliary variables by symbol_id and lead_lag
+  //! Searches auxiliary variables which are substitutes for a given symbol_id and lead/lag
   /*!
-    \return the symbol ID of the auxiliary variable and -1 if not found
+    The search is only performed among auxiliary variables of endo/exo lag.
+    \return the symbol ID of the auxiliary variable
+    Throws an exception if match not found.
   */
-  int searchAuxiliaryVars(int orig_symb_id, int orig_lead_lag) const;
+  int searchAuxiliaryVars(int orig_symb_id, int orig_lead_lag) const throw (SearchFailedException);
   //! Returns the number of auxiliary variables
   int AuxVarsSize() const {return aux_vars.size();};
   //! Tests if symbol already exists

tests/Makefile.am

@@ -17,6 +17,8 @@ OCTAVE_MODS = \
 	predetermined_variables.mod \
 	fs2000_ssfile.mod \
 	comments.mod \
+	histval_sto.mod \
+	histval_det.mod \
 	steady_state_operator/standard.mod \
 	steady_state_operator/use_dll.mod \
 	steady_state_operator/block.mod \

tests/histval_det.mod

@@ -0,0 +1,38 @@
+// Tests the histval block in deterministic setup
+// In particular test if it works on endos and exos substituted by an aux var
+
+var c k z;
+varexo x;
+
+parameters alph gam delt bet aa;
+alph=0.5;
+gam=0.5;
+delt=0.02;
+bet=0.05;
+aa=0.5;
+
+
+model;
+c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
+z = 0.9*z(-2);
+c^(-gam) - (1+bet)^(-1)*(aa*alph*x(-1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
+end;
+
+initval;
+x = 1;
+k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
+c = aa*k^alph-delt*k;
+z = 0;
+end;
+
+steady;
+
+check;
+
+histval;
+k(0) = 0.6;
+x(0) = 0.9;
+z(-1) = 0.1;
+end;
+
+simul(periods=200);

tests/histval_sto.mod

@@ -0,0 +1,52 @@
+// Tests the histval block in stochastic setup
+// In particular test if it works on endos and exos substituted by an aux var
+
+var y, c, k, a, h, b;
+varexo e, u;
+
+parameters beta, rho, alpha, delta, theta, psi, tau;
+
+alpha = 0.36;
+rho   = 0.95;
+tau   = 0.025;
+beta  = 0.99;
+delta = 0.025;
+psi   = 0;
+theta = 2.95;
+
+phi   = 0.1;
+
+model;
+c*theta*h^(1+psi)=(1-alpha)*y;
+k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
+    *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
+y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
+k = exp(b)*(y-c)+(1-delta)*k(-1);
+a = rho*a(-1)+tau*b(-1)+0.01*b(-2) + e;
+b = tau*a(-1)+rho*b(-1)+0.01*a(-2) + u(-2);
+end;
+
+initval;
+y = 1.08068253095672;
+c = 0.80359242014163;
+h = 0.29175631001732;
+k = 11.08360443260358;
+a = 0;
+b = 0;
+e = 0;
+u = 0;
+end;
+
+shocks;
+var e; stderr 0.009;
+var u; stderr 0.009;
+var e, u = phi*0.009*0.009;
+end;
+
+histval;
+b(0) = 0.1;
+a(-1) = 0.3;
+u(-1) = 0.1;
+end;
+
+stoch_simul(nograph);