ramsey_policy: implement fully at the preprocessor level

The implementation no longer relies on ramsey_policy.m at the MATLAB/Octave
level.

By the way, drop ModFileStructure::ramsey_model_present, which is now
redundant.

src/ComputingTasks.cc

@@ -604,31 +604,35 @@ RamseyPolicyStatement::RamseyPolicyStatement(SymbolList symbol_list_arg,
 void
 RamseyPolicyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
 {
-  // ramsey_model_present indicates that the model is augmented with the FOC of the planner problem
+  // Copied from RamseyModelStatement::checkPass()
   mod_file_struct.ramsey_model_present = true;
-  // ramsey_policy_present indicates that ramsey_policy instruction for computation of first order approximation
-  // of  a stochastic Ramsey problem if present in the *.mod file
-  mod_file_struct.ramsey_policy_present = true;
 
-  /* Fill in option_order of mod_file_struct
+  if (auto opt = options_list.get_if<OptionsList::SymbolListVal>("instruments"))
-     Since ramsey policy needs one further order of derivation (for example, for 1st order
+    mod_file_struct.instruments = *opt;
-     approximation, it needs 2nd derivatives), we add 1 to the order declared by user */
+
+  // Copied from StochSimulStatement::checkPass()
+  mod_file_struct.stoch_simul_present = true;
+
   if (auto opt = options_list.get_if<OptionsList::NumVal>("order"))
     mod_file_struct.order_option = max(mod_file_struct.order_option, stoi(*opt));
 
-  // Fill in mod_file_struct.partial_information
   if (auto opt = options_list.get_if<OptionsList::NumVal>("partial_information");
       opt && *opt == "true")
     mod_file_struct.partial_information = true;
 
-  // Option k_order_solver (implicit when order >= 3)
   if (auto opt = options_list.get_if<OptionsList::NumVal>("k_order_solver");
       (opt && *opt == "true") || mod_file_struct.order_option >= 3)
     mod_file_struct.k_order_solver = true;
 
-  // Fill list of instruments
+  if (bool hp = options_list.contains("hp_filter"),
-  if (auto opt = options_list.get_if<OptionsList::SymbolListVal>("instruments"))
+      bandpass = options_list.contains("bandpass.indicator"),
-    mod_file_struct.instruments = *opt;
+      one_sided_hp = options_list.contains("one_sided_hp_filter");
+      (hp && bandpass) || (hp && one_sided_hp) || (bandpass && one_sided_hp))
+    {
+      cerr << "ERROR: ramsey_policy: can only use one of hp, one-sided hp, and bandpass filters"
+           << endl;
+      exit(EXIT_FAILURE);
+    }
 
   try
     {
@@ -653,7 +657,9 @@ RamseyPolicyStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
 
   options_list.writeOutput(output);
   symbol_list.writeOutput("var_list_", output);
-  output << "ramsey_policy(var_list_);" << endl;
+  output << "[info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, var_list_);" << endl
+         << "oo_.steady_state = oo_.dr.ys;" << endl
+         << "oo_.planner_objective_value = evaluate_planner_objective(M_, options_, oo_);" << endl;
 }
 
 void

src/ModFile.cc

@@ -132,7 +132,6 @@ ModFile::checkPass(bool nostrict, bool stochastic)
   bool stochastic_statement_present = mod_file_struct.stoch_simul_present
     || mod_file_struct.estimation_present
     || mod_file_struct.osr_present
-    || mod_file_struct.ramsey_policy_present
     || mod_file_struct.discretionary_policy_present
     || mod_file_struct.calib_smoother_present
     || mod_file_struct.identification_present
@@ -151,8 +150,7 @@ ModFile::checkPass(bool nostrict, bool stochastic)
       exit(EXIT_FAILURE);
     }
 
-  if ((mod_file_struct.ramsey_model_present || mod_file_struct.ramsey_policy_present)
+  if (mod_file_struct.ramsey_model_present && mod_file_struct.discretionary_policy_present)
-      && mod_file_struct.discretionary_policy_present)
     {
       cerr << "ERROR: You cannot use the discretionary_policy command when you use either ramsey_model or ramsey_policy and vice versa" << endl;
       exit(EXIT_FAILURE);
@@ -167,7 +165,7 @@ ModFile::checkPass(bool nostrict, bool stochastic)
       exit(EXIT_FAILURE);
     }
 
-  if (mod_file_struct.ramsey_constraints_present && !mod_file_struct.ramsey_model_present && !mod_file_struct.ramsey_policy_present)
+  if (mod_file_struct.ramsey_constraints_present && !mod_file_struct.ramsey_model_present)
     {
       cerr << "ERROR: A ramsey_constraints block requires the presence of a ramsey_model or ramsey_policy statement" << endl;
       exit(EXIT_FAILURE);
@@ -513,7 +511,6 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, bool
   bool deterministic_model = !(mod_file_struct.stoch_simul_present
                                || mod_file_struct.estimation_present
                                || mod_file_struct.osr_present
-                               || mod_file_struct.ramsey_policy_present
                                || mod_file_struct.discretionary_policy_present
                                || mod_file_struct.calib_smoother_present
                                || mod_file_struct.identification_present
@@ -575,8 +572,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, bool
       exit(EXIT_FAILURE);
     }
 
-  if ((mod_file_struct.ramsey_model_present || mod_file_struct.ramsey_policy_present)
+  if (mod_file_struct.ramsey_model_present && symbol_table.exo_det_nbr() > 0)
-      && symbol_table.exo_det_nbr() > 0)
     {
       cerr << "ERROR: ramsey_model and ramsey_policy are incompatible with deterministic exogenous variables" << endl;
       exit(EXIT_FAILURE);
@@ -590,7 +586,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, bool
 
   if (mod_file_struct.occbin_constraints_present
       && (mod_file_struct.osr_present || mod_file_struct.mom_estimation_present
-          || mod_file_struct.ramsey_model_present || mod_file_struct.ramsey_policy_present
+          || mod_file_struct.ramsey_model_present
           || mod_file_struct.discretionary_policy_present || mod_file_struct.extended_path_present
           || mod_file_struct.identification_present || mod_file_struct.sensitivity_present))
     {
@@ -898,7 +894,7 @@ ModFile::writeMOutput(const string &basename, bool clear_all, bool clear_global,
               << "options_.block = " << block << ";" << endl
               << "options_.bytecode = " << bytecode << ";" << endl
               << "options_.use_dll = " << use_dll << ";" << endl
-              << "options_.ramsey_policy = " << (mod_file_struct.ramsey_model_present || mod_file_struct.ramsey_policy_present) << ";" << endl
+              << "options_.ramsey_policy = " << mod_file_struct.ramsey_model_present << ";" << endl
               << "options_.discretionary_policy = " << mod_file_struct.discretionary_policy_present << ";" << endl;
 
   if (mod_file_struct.discretionary_policy_present)

src/ModelEquationBlock.cc

@@ -150,7 +150,7 @@ SteadyStateModel::checkPass(ModFileStructure &mod_file_struct, WarningConsolidat
      Ramsey model, since the steady_state_block should give the steady state
      *conditional* to those instruments) */
   set<int> should_be_defined = symbol_table.getOrigEndogenous();
-  if (mod_file_struct.ramsey_policy_present || mod_file_struct.ramsey_model_present)
+  if (mod_file_struct.ramsey_model_present)
     for (const auto &s : mod_file_struct.instruments.getSymbols())
       should_be_defined.erase(symbol_table.getID(s));
   for (int v : should_be_defined)

src/Statement.hh

@@ -52,8 +52,6 @@ struct ModFileStructure
   bool optim_weights_present{false};
   //! Whether a ramsey_model statement is present
   bool ramsey_model_present{false};
-  //! Whether a ramsey_policy statement is present
-  bool ramsey_policy_present{false};
   //! Whether a discretionary_objective statement is present
   bool discretionary_policy_present{false};
   //! Whether a planner_objective statement is present