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build full static model for analytical derivatives 

estimation code
issue#70
Michel Juillard 2016-03-21 20:42:35 +01:00
parent f6f4ea70fb
commit e5cee0fdd7
1 changed files with 8 additions and 2 deletions
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10
StaticModel.cc
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@ -1058,6 +1058,12 @@ StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms
neweqs.push_back(dynamic_cast<BinaryOpNode *>(eq_tmp->toStatic(*this)));
}
for (unsigned int eq = 0; eq < aux_equations.size(); eq++)
{
expr_t eq_tmp = aux_equations[eq]->substituteStaticAuxiliaryDefinition();
neweqs.push_back(dynamic_cast<BinaryOpNode *>(eq_tmp->toStatic(*this)));
}
equations.clear();
copy(neweqs.begin(),neweqs.end(),back_inserter(equations));
// Compute derivatives w.r. to all endogenous, and possibly exogenous and exogenous deterministic
@ -1066,8 +1072,8 @@ StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms
for (int i = 0; i < symbol_table.endo_nbr(); i++)
{
int id = symbol_table.getID(eEndogenous, i);
if (!symbol_table.isAuxiliaryVariableButNotMultiplier(id))
vars.insert(getDerivID(id, 0));
// if (!symbol_table.isAuxiliaryVariableButNotMultiplier(id))
vars.insert(getDerivID(id, 0));
}
// Launch computations