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preprocessor: fix bug that caused all models declared linear to fail under ramsey. closes #419

time-shift
Houtan Bastani 2016-11-29 14:20:53 +01:00
parent 392829ef40
commit 7ec3dcc6e2
2 changed files with 14 additions and 2 deletions
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14
preprocessor/ModFile.cc
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@ -36,6 +36,7 @@ ModFile::ModFile(WarningConsolidation &warnings_arg)
dynamic_model(symbol_table, num_constants, external_functions_table), dynamic_model(symbol_table, num_constants, external_functions_table),
trend_dynamic_model(symbol_table, num_constants, external_functions_table), trend_dynamic_model(symbol_table, num_constants, external_functions_table),
ramsey_FOC_equations_dynamic_model(symbol_table, num_constants, external_functions_table), ramsey_FOC_equations_dynamic_model(symbol_table, num_constants, external_functions_table),
orig_ramsey_dynamic_model(symbol_table, num_constants, external_functions_table),
static_model(symbol_table, num_constants, external_functions_table), static_model(symbol_table, num_constants, external_functions_table),
steady_state_model(symbol_table, num_constants, external_functions_table, static_model), steady_state_model(symbol_table, num_constants, external_functions_table, static_model),
linear(false), block(false), byte_code(false), use_dll(false), no_static(false), linear(false), block(false), byte_code(false), use_dll(false), no_static(false),
@ -360,6 +361,8 @@ ModFile::transformPass(bool nostrict)
clone the model then clone the new equations back to the original because clone the model then clone the new equations back to the original because
we have to call computeDerivIDs (in computeRamseyPolicyFOCs and computingPass) we have to call computeDerivIDs (in computeRamseyPolicyFOCs and computingPass)
*/ */
if (linear)
dynamic_model.cloneDynamic(orig_ramsey_dynamic_model);
dynamic_model.cloneDynamic(ramsey_FOC_equations_dynamic_model); dynamic_model.cloneDynamic(ramsey_FOC_equations_dynamic_model);
ramsey_FOC_equations_dynamic_model.computeRamseyPolicyFOCs(*planner_objective); ramsey_FOC_equations_dynamic_model.computeRamseyPolicyFOCs(*planner_objective);
ramsey_FOC_equations_dynamic_model.replaceMyEquations(dynamic_model); ramsey_FOC_equations_dynamic_model.replaceMyEquations(dynamic_model);
@ -529,15 +532,22 @@ ModFile::computingPass(bool no_tmp_terms, FileOutputType output, bool compute_xr
if (mod_file_struct.identification_present || mod_file_struct.estimation_analytic_derivation) if (mod_file_struct.identification_present || mod_file_struct.estimation_analytic_derivation)
paramsDerivsOrder = params_derivs_order; paramsDerivsOrder = params_derivs_order;
dynamic_model.computingPass(true, hessian, thirdDerivatives, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll, byte_code, compute_xrefs); dynamic_model.computingPass(true, hessian, thirdDerivatives, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll, byte_code, compute_xrefs);
if (linear && mod_file_struct.ramsey_model_present)
orig_ramsey_dynamic_model.computingPass(true, true, false, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll, byte_code, compute_xrefs);
} }
} }
else // No computing task requested, compute derivatives up to 2nd order by default else // No computing task requested, compute derivatives up to 2nd order by default
dynamic_model.computingPass(true, true, false, none, global_eval_context, no_tmp_terms, block, use_dll, byte_code, compute_xrefs); dynamic_model.computingPass(true, true, false, none, global_eval_context, no_tmp_terms, block, use_dll, byte_code, compute_xrefs);
if (linear && !dynamic_model.checkHessianZero()) if ((linear && !mod_file_struct.ramsey_model_present && !dynamic_model.checkHessianZero()) ||
(linear && mod_file_struct.ramsey_model_present && !orig_ramsey_dynamic_model.checkHessianZero()))
{ {
map<int, string> eqs; map<int, string> eqs;
dynamic_model.getNonZeroHessianEquations(eqs); if (mod_file_struct.ramsey_model_present)
orig_ramsey_dynamic_model.getNonZeroHessianEquations(eqs);
else
dynamic_model.getNonZeroHessianEquations(eqs);
cerr << "ERROR: If the model is declared linear the second derivatives must be equal to zero." << endl cerr << "ERROR: If the model is declared linear the second derivatives must be equal to zero." << endl
<< " The following equations had non-zero second derivatives:" << endl; << " The following equations had non-zero second derivatives:" << endl;
for (map<int, string >::const_iterator it = eqs.begin(); it != eqs.end(); it++) for (map<int, string >::const_iterator it = eqs.begin(); it != eqs.end(); it++)

2
preprocessor/ModFile.hh
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@ -66,6 +66,8 @@ public:
DynamicModel trend_dynamic_model; DynamicModel trend_dynamic_model;
//! A model in which to create the FOC for the ramsey problem //! A model in which to create the FOC for the ramsey problem
DynamicModel ramsey_FOC_equations_dynamic_model; DynamicModel ramsey_FOC_equations_dynamic_model;
//! A copy of the original model, used to test model linearity under ramsey problem
DynamicModel orig_ramsey_dynamic_model;
//! Static model, as derived from the "model" block when leads and lags have been removed //! Static model, as derived from the "model" block when leads and lags have been removed
StaticModel static_model; StaticModel static_model;
//! Static model, as declared in the "steady_state_model" block if present //! Static model, as declared in the "steady_state_model" block if present