Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks

Closes #469

ComputingTasks.cc

@@ -517,6 +517,12 @@ EstimatedParamsStatement::checkPass(ModFileStructure &mod_file_struct, WarningCo
             }
         }
     }
+
+  // Fill in mod_file_struct.estimated_parameters (related to #469)
+  for (vector<EstimationParams>::const_iterator it = estim_params_list.begin();
+       it != estim_params_list.end(); it++)
+    if (it->type == 2)
+      mod_file_struct.estimated_parameters.insert(symbol_table.getID(it->name));
 }
 
 void

ModFile.cc

@@ -264,6 +264,28 @@ ModFile::checkPass()
        || dynamic_model.isBinaryOpUsed(oEqualEqual)
        || dynamic_model.isBinaryOpUsed(oDifferent)))
     warnings << "WARNING: you are using a function (max, min, abs, sign) or an operator (<, >, <=, >=, ==, !=) which is unsuitable for a stochastic context; see the reference manual, section about \"Expressions\", for more details." << endl;
+
+  // Test if some estimated parameters are used within the values of shocks
+  // statements (see issue #469)
+  set<int> parameters_intersect;
+  set_intersection(mod_file_struct.parameters_within_shocks_values.begin(),
+                   mod_file_struct.parameters_within_shocks_values.end(),
+                   mod_file_struct.estimated_parameters.begin(),
+                   mod_file_struct.estimated_parameters.end(),
+                   inserter(parameters_intersect, parameters_intersect.begin()));
+  if (parameters_intersect.size() > 0)
+    {
+      cerr << "ERROR: some estimated parameters (";
+      for (set<int>::const_iterator it = parameters_intersect.begin();
+           it != parameters_intersect.end(); )
+        {
+          cerr << symbol_table.getName(*it);
+          if (++it != parameters_intersect.end())
+            cerr << ", ";
+        }
+      cerr << ") also appear in the expressions defining the variance/covariance matrix of shocks; this is not allowed." << endl;
+      exit(EXIT_FAILURE);
+    }
 }
 
 void

Shocks.cc

@@ -284,6 +284,25 @@ ShocksStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidati
           || symbol_table.isObservedVariable(it->first.second))
         mod_file_struct.calibrated_measurement_errors = true;
     }
+
+  // Fill in mod_file_struct.parameters_with_shocks_values (related to #469)
+  set<pair<int, int> > params_lags;
+  for (var_and_std_shocks_t::const_iterator it = var_shocks.begin();
+       it != var_shocks.end(); ++it)
+    it->second->collectVariables(eParameter, params_lags);
+  for (var_and_std_shocks_t::const_iterator it = std_shocks.begin();
+       it != std_shocks.end(); ++it)
+    it->second->collectVariables(eParameter, params_lags);
+  for (covar_and_corr_shocks_t::const_iterator it = covar_shocks.begin();
+       it != covar_shocks.end(); ++it)
+    it->second->collectVariables(eParameter, params_lags);
+  for (covar_and_corr_shocks_t::const_iterator it = corr_shocks.begin();
+       it != corr_shocks.end(); ++it)
+    it->second->collectVariables(eParameter, params_lags);
+
+  for (set<pair<int, int> >::const_iterator it = params_lags.begin();
+       it != params_lags.end(); ++it)
+    mod_file_struct.parameters_within_shocks_values.insert(it->first);
 }
 
 MShocksStatement::MShocksStatement(const det_shocks_t &det_shocks_arg,

Statement.hh

@@ -23,6 +23,7 @@
 #include <ostream>
 #include <string>
 #include <map>
+#include <set>
 
 #include "SymbolList.hh"
 #include "WarningConsolidation.hh"
@@ -97,6 +98,11 @@ public:
   int last_markov_switching_chain;
   //! Whether a calib_smoother statement is present
   bool calib_smoother_present;
+  //! Set of parameters used within shocks blocks, inside the expressions
+  //! defining the values of covariances (stored as symbol ids)
+  set<int> parameters_within_shocks_values;
+  //! Set of estimated parameters (stored as symbol ids)
+  set<int> estimated_parameters;
 };
 
 class Statement