ramsey_policy: allow discount factor to be an expression

doc/dynare.texi

@@ -4411,7 +4411,7 @@ This command accepts all options of @code{stoch_simul}, plus:
 
 @table @code
 
-@item planner_discount = @var{DOUBLE}
+@item planner_discount = @var{EXPRESSION}
 Declares the discount factor of the central planner. Default: @code{1.0}
 @end table
 

preprocessor/ComputingTasks.cc

@@ -216,15 +216,6 @@ RamseyPolicyStatement::writeOutput(ostream &output, const string &basename) cons
   output << "ramsey_policy(var_list_);\n";
 }
 
-string
-RamseyPolicyStatement::getPlannerDiscount() const
-{
-  OptionsList::num_options_t::const_iterator it = options_list.num_options.find("planner_discount");
-  if (it != options_list.num_options.end())
-    return it->second;
-  return "1.0";
-}
-
 DiscretionaryPolicyStatement::DiscretionaryPolicyStatement(const SymbolList &symbol_list_arg,
 							   const OptionsList &options_list_arg) :
   symbol_list(symbol_list_arg),

preprocessor/ComputingTasks.hh

@@ -101,7 +101,6 @@ public:
                         const OptionsList &options_list_arg);
   virtual void checkPass(ModFileStructure &mod_file_struct);
   virtual void writeOutput(ostream &output, const string &basename) const;
-  virtual string getPlannerDiscount() const;
 };
 
 class DiscretionaryPolicyStatement : public Statement

preprocessor/DynamicModel.cc

@@ -3016,7 +3016,7 @@ DynamicModel::replaceMyEquations(DynamicModel &dynamic_model) const
 }
 
 void
-DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model, const string &discount_factor)
+DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model)
 {
   // Add aux LM to constraints in equations
   // equation[i]->lhs = rhs becomes equation[i]->AUX_LAMBDA_i*(lhs-rhs) = 0
@@ -3051,9 +3051,14 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model, const str
         max_eq_lag = -lag;
     }
 
+  // Get Discount Factor
+  assert(symbol_table.exists("ramsey_policy_discount_factor"));
+  int symb_id = symbol_table.getID("ramsey_policy_discount_factor");
+  assert(symbol_table.getType(symb_id) == eParameter);
+  expr_t discount_factor_node = AddVariable(symb_id, 0);
+
   // Create (modified) Lagrangian (so that we can take the derivative once at time t)
   expr_t lagrangian = Zero;
-  expr_t discount_factor_node = AddNonNegativeConstant(discount_factor);
   for (i = 0; i < (int) equations.size(); i++)
     for (int lag = -max_eq_lag; lag <= max_eq_lead; lag++)
       {

preprocessor/DynamicModel.hh

@@ -285,7 +285,7 @@ public:
   void cloneDynamic(DynamicModel &dynamic_model) const;
 
   //! Replaces model equations with derivatives of Lagrangian w.r.t. endogenous
-  void computeRamseyPolicyFOCs(const StaticModel &static_model, const string &discount_factor);
+  void computeRamseyPolicyFOCs(const StaticModel &static_model);
   //! Replaces the model equations in dynamic_model with those in this model
   void replaceMyEquations(DynamicModel &dynamic_model) const;
 

preprocessor/DynareBison.yy

@@ -1771,7 +1771,7 @@ o_plot_priors: PLOT_PRIORS EQUAL INT_NUMBER {driver.option_num("plot_priors", $3
 o_aim_solver: AIM_SOLVER {driver.option_num("aim_solver", "1"); };
 o_partial_information : PARTIAL_INFORMATION {driver.option_num("partial_information", "1"); };
 
-o_planner_discount : PLANNER_DISCOUNT EQUAL non_negative_number { driver.option_num("planner_discount",$3); };
+o_planner_discount : PLANNER_DISCOUNT EQUAL expression { driver.declare_ramsey_policy_discount_factor_parameter($3); };
 
 o_bvar_prior_tau : BVAR_PRIOR_TAU EQUAL signed_number { driver.option_num("bvar_prior_tau", $3); };
 o_bvar_prior_decay : BVAR_PRIOR_DECAY EQUAL non_negative_number { driver.option_num("bvar_prior_decay", $3); };

preprocessor/ModFile.cc

@@ -243,18 +243,13 @@ ModFile::transformPass()
   if (mod_file_struct.ramsey_policy_present)
     {
       StaticModel *planner_objective = NULL;
-      string planner_discount = "";
       for (vector<Statement *>::iterator it = statements.begin(); it != statements.end(); it++)
         {
           PlannerObjectiveStatement *pos = dynamic_cast<PlannerObjectiveStatement *>(*it);
           if (pos != NULL)
             planner_objective = pos->getPlannerObjective();
-
-          RamseyPolicyStatement *rps = dynamic_cast<RamseyPolicyStatement *>(*it);
-          if (rps != NULL)
-            planner_discount = rps->getPlannerDiscount();
         }
-      assert(planner_objective != NULL && !planner_discount.empty());
+      assert(planner_objective != NULL);
       ramsey_policy_orig_eqn_nbr = dynamic_model.equation_number();
 
       /*
@@ -262,7 +257,7 @@ ModFile::transformPass()
         we have to call computeDerivIDs (in computeRamseyPolicyFOCs and computingPass)
        */
       dynamic_model.cloneDynamic(ramsey_FOC_equations_dynamic_model);
-      ramsey_FOC_equations_dynamic_model.computeRamseyPolicyFOCs(*planner_objective, planner_discount);
+      ramsey_FOC_equations_dynamic_model.computeRamseyPolicyFOCs(*planner_objective);
       ramsey_FOC_equations_dynamic_model.replaceMyEquations(dynamic_model);
     }
 

preprocessor/ParsingDriver.cc

@@ -166,6 +166,17 @@ ParsingDriver::declare_parameter(string *name, string *tex_name)
     delete tex_name;
 }
 
+void
+ParsingDriver::declare_ramsey_policy_discount_factor_parameter(expr_t exprnode)
+{
+  string *ramseyParName_declare = new string("ramsey_policy_discount_factor");
+  string *ramseyParName_init = new string("ramsey_policy_discount_factor");
+  if (mod_file->symbol_table.exists(*ramseyParName_declare))
+    error("Symbol ramsey_policy_discount_factor is needed by Dynare when using a ramsey_policy Statement");
+  declare_parameter(ramseyParName_declare, NULL);
+  init_param(ramseyParName_init, exprnode);
+}
+
 void
 ParsingDriver::begin_trend()
 {
@@ -1238,6 +1249,8 @@ ParsingDriver::end_planner_objective(expr_t expr)
 void
 ParsingDriver::ramsey_policy()
 {
+  if (!mod_file->symbol_table.exists("ramsey_policy_discount_factor"))
+    declare_ramsey_policy_discount_factor_parameter(data_tree->One);
   mod_file->addStatement(new RamseyPolicyStatement(symbol_list, options_list));
   symbol_list.clear();
   options_list.clear();

preprocessor/ParsingDriver.hh

@@ -213,6 +213,8 @@ public:
   void declare_exogenous_det(string *name, string *tex_name = NULL);
   //! Declares a parameter
   void declare_parameter(string *name, string *tex_name = NULL);
+  //! Declares declare_ramsey_policy_discount_factor as a parameter and initializes it to exprnode
+  void declare_ramsey_policy_discount_factor_parameter(expr_t exprnode);
   //! Adds a predetermined_variable
   void add_predetermined_variable(string *name);
   //! Declares and initializes a local parameter