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fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets

time-shift
Houtan Bastani 2010-12-08 12:16:12 +01:00
parent d4520da481
commit 641f03b8d0
5 changed files with 51 additions and 4 deletions
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2
preprocessor/DataTree.cc
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@ -536,7 +536,7 @@ DataTree::isUnaryOpUsed(UnaryOpcode opcode) const
{
for (unary_op_node_map_t::const_iterator it = unary_op_node_map.begin();
it != unary_op_node_map.end(); it++)
if (it->first.second == opcode)
if (it->first.first.second == opcode)
return true;
return false;

5
preprocessor/DataTree.hh
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@ -59,7 +59,8 @@ protected:
//! Pair (symbol_id, lag) used as key
typedef map<pair<int, int>, VariableNode *> variable_node_map_t;
variable_node_map_t variable_node_map;
typedef map<pair<expr_t, UnaryOpcode>, UnaryOpNode *> unary_op_node_map_t;
//! Pair( Pair (arg1, UnaryOpCode), Pair(Expectation Info Set, Expectation Info Set Name) )
typedef map<pair<pair<expr_t, UnaryOpcode>, pair<int, string> >, UnaryOpNode *> unary_op_node_map_t;
unary_op_node_map_t unary_op_node_map;
typedef map<pair<pair<expr_t, expr_t>, BinaryOpcode>, BinaryOpNode *> binary_op_node_map_t;
binary_op_node_map_t binary_op_node_map;
@ -263,7 +264,7 @@ inline expr_t
DataTree::AddUnaryOp(UnaryOpcode op_code, expr_t arg, int arg_exp_info_set, const string &arg_exp_info_set_name)
{
// If the node already exists in tree, share it
unary_op_node_map_t::iterator it = unary_op_node_map.find(make_pair(arg, op_code));
unary_op_node_map_t::iterator it = unary_op_node_map.find(make_pair(make_pair(arg, op_code), make_pair(arg_exp_info_set, arg_exp_info_set_name)));
if (it != unary_op_node_map.end())
return it->second;

3
preprocessor/ExprNode.cc
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@ -1192,7 +1192,8 @@ UnaryOpNode::UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const
op_code(op_code_arg)
{
// Add myself to the unary op map
datatree.unary_op_node_map[make_pair(arg, op_code)] = this;
datatree.unary_op_node_map[make_pair(make_pair(arg, op_code),
make_pair(expectation_information_set, expectation_information_set_name))] = this;
}
void

1
tests/Makefile.am
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@ -19,6 +19,7 @@ MODS = \
comments.mod \
histval_sto.mod \
histval_det.mod \
expectation.mod \
steady_state_operator/standard.mod \
steady_state_operator/use_dll.mod \
steady_state_operator/block.mod \

44
tests/expectation.mod Normal file
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@ -0,0 +1,44 @@
// Example 1 from Collard's guide to Dynare
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)=expectation(1)((1-alpha)*y)+expectation(-2)((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) + e;
b = tau*a(-1)+rho*b(-1) + u;
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;
stoch_simul;