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

issue#70
Houtan Bastani 2016-11-29 14:20:53 +01:00
parent f640c28403
commit d78f9d668b
2 changed files with 14 additions and 2 deletions
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14
ModFile.cc
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@ -36,6 +36,7 @@ ModFile::ModFile(WarningConsolidation &warnings_arg)
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),
orig_ramsey_dynamic_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),
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
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);
ramsey_FOC_equations_dynamic_model.computeRamseyPolicyFOCs(*planner_objective);
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)
paramsDerivsOrder = params_derivs_order;
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
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;
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
<< " The following equations had non-zero second derivatives:" << endl;
for (map<int, string >::const_iterator it = eqs.begin(); it != eqs.end(); it++)

2
ModFile.hh
View File

@ -66,6 +66,8 @@ public:
DynamicModel trend_dynamic_model;
//! A model in which to create the FOC for the ramsey problem
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
StaticModel static_model;
//! Static model, as declared in the "steady_state_model" block if present