stepan
/
preprocessor
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

aux_equations may diverge from those in the main model 

aux_equations only contain the definition of auxiliary variables, and
may diverge from those in the main model (equations), if other model
transformations applied subsequently. This is not a problem, since
aux_equations is only used for regenerating the values of auxiliaries
given the others.

For example, such a divergence appears when there is an expectation
operator in a ramsey model, see
tests/optimal_policy/nk_ramsey_expectation.mod */
issue#70
Sébastien Villemot 2018-07-27 14:19:59 +02:00
parent 762f25abe9
commit b9ee0bb204
2 changed files with 9 additions and 33 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

33
src/DynamicModel.cc
View File

@ -5229,39 +5229,6 @@ DynamicModel::substituteLeadLagInternal(AuxVarType type, bool deterministic_mode
equation = substeq;
}
// Substitute in aux_equations
// Without this loop, the auxiliary equations in equations
// will diverge from those in aux_equations
for (auto & aux_equation : aux_equations)
{
expr_t subst;
switch (type)
{
case AuxVarType::endoLead:
subst = aux_equation->substituteEndoLeadGreaterThanTwo(subst_table,
neweqs, deterministic_model);
break;
case AuxVarType::endoLag:
subst = aux_equation->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
break;
case AuxVarType::exoLead:
subst = aux_equation->substituteExoLead(subst_table, neweqs, deterministic_model);
break;
case AuxVarType::exoLag:
subst = aux_equation->substituteExoLag(subst_table, neweqs);
break;
case AuxVarType::diffForward:
subst = aux_equation->differentiateForwardVars(subset, subst_table, neweqs);
break;
default:
cerr << "DynamicModel::substituteLeadLagInternal: impossible case" << endl;
exit(EXIT_FAILURE);
}
auto *substeq = dynamic_cast<BinaryOpNode *>(subst);
assert(substeq != nullptr);
aux_equation = substeq;
}
// Add new equations
for (auto & neweq : neweqs)
addEquation(neweq, -1);

9
src/ModelTree.hh
View File

@ -59,6 +59,15 @@ protected:
vector<int> equations_lineno;
//! Only stores generated auxiliary equations, in an order meaningful for evaluation
/*! These equations only contain the definition of auxiliary variables, and
may diverge from those in the main model (equations), if other model
transformations applied subsequently. This is not a problem, since
aux_equations is only used for regenerating the values of auxiliaries
given the others.
For example, such a divergence appears when there is an expectation
operator in a ramsey model, see
tests/optimal_policy/nk_ramsey_expectation.mod */
deque<BinaryOpNode *> aux_equations;
//! Stores equation tags