From 1628f01fdb414f0f3ba0674927e563ae7338a9a2 Mon Sep 17 00:00:00 2001
From: Michel Juillard <michel.juillard@mjui.fr>
Date: Mon, 4 Apr 2016 17:11:03 +0200
Subject: [PATCH] fixing problems with Ramsey policy and auxiliary variables
---
matlab/dyn_ramsey_static.m | 4 ++--
preprocessor/StaticModel.cc | 14 +++++++++++---
preprocessor/StaticModel.hh | 3 ++-
preprocessor/SteadyStateModel.cc | 2 +-
4 files changed, 16 insertions(+), 7 deletions(-)
diff --git a/matlab/dyn_ramsey_static.m b/matlab/dyn_ramsey_static.m
index 8f2ccea912..dc19a6817c 100644
--- a/matlab/dyn_ramsey_static.m
+++ b/matlab/dyn_ramsey_static.m
@@ -143,8 +143,8 @@ end
% the auxiliary variables before the Lagrange multipliers are treated
% as ordinary endogenous variables
aux_eq = [1:orig_endo_aux_nbr, orig_endo_aux_nbr+orig_eq_nbr+1:size(fJ,1)];
-A = fJ(1:orig_endo_nbr,orig_endo_nbr+find(aux_vars_type==6));
-y = res(1:orig_endo_nbr);
+A = fJ(1:orig_endo_aux_nbr,orig_endo_nbr+find(aux_vars_type==6));
+y = res(1:orig_endo_aux_nbr);
mult = -A\y;
resids1 = y+A*mult;
diff --git a/preprocessor/StaticModel.cc b/preprocessor/StaticModel.cc
index dbd636d5fa..d6bef86d0d 100644
--- a/preprocessor/StaticModel.cc
+++ b/preprocessor/StaticModel.cc
@@ -1739,7 +1739,7 @@ StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode,
writeStaticJuliaFile(basename);
else
writeStaticMFile(basename);
- writeAuxVarRecursiveDefinitions(basename, julia);
+ writeSetAuxiliaryVariables(basename, julia);
}
void
@@ -2099,8 +2099,9 @@ StaticModel::writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type)
}
}
-void StaticModel::writeAuxVarRecursiveDefinitions(const string &basename, const bool julia) const
+void StaticModel::writeSetAuxiliaryVariables(const string &basename, const bool julia) const
{
+
string func_name = basename + "_set_auxiliary_variables";
string filename = julia ? func_name + ".jl" : func_name + ".m";
string comment = julia ? "#" : "%";
@@ -2127,10 +2128,17 @@ void StaticModel::writeAuxVarRecursiveDefinitions(const string &basename, const
if (dynamic_cast<ExprNode *>(aux_equations[i])->containsExternalFunction())
dynamic_cast<ExprNode *>(aux_equations[i])->writeExternalFunctionOutput(output, oMatlabStaticModel,
temporary_terms, tef_terms);
+ writeAuxVarRecursiveDefinitions(output, oMatlabStaticModel);
+}
+void
+StaticModel::writeAuxVarRecursiveDefinitions(ostream &output, ExprNodeOutputType output_type) const
+{
+ deriv_node_temp_terms_t tef_terms;
+ temporary_terms_t temporary_terms;
for (int i = 0; i < (int) aux_equations.size(); i++)
{
- dynamic_cast<ExprNode *>(aux_equations[i]->substituteStaticAuxiliaryDefinition())->writeOutput(output, oMatlabStaticModel, temporary_terms, tef_terms);
+ dynamic_cast<ExprNode *>(aux_equations[i]->substituteStaticAuxiliaryDefinition())->writeOutput(output, output_type, temporary_terms, tef_terms);
output << ";" << endl;
}
}
diff --git a/preprocessor/StaticModel.hh b/preprocessor/StaticModel.hh
index 90a3aebb79..5dfc5dda72 100644
--- a/preprocessor/StaticModel.hh
+++ b/preprocessor/StaticModel.hh
@@ -183,7 +183,8 @@ public:
void writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type) const;
//! Writes definition of the auxiliary variables in a .m or .jl file
- void writeAuxVarRecursiveDefinitions(const string &basename, const bool julia) const;
+ void writeSetAuxiliaryVariables(const string &basename, const bool julia) const;
+ void writeAuxVarRecursiveDefinitions(ostream &output, ExprNodeOutputType output_type) const;
virtual int getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException);
virtual void addAllParamDerivId(set<int> &deriv_id_set);
diff --git a/preprocessor/SteadyStateModel.cc b/preprocessor/SteadyStateModel.cc
index 4533c41f27..61220a8050 100644
--- a/preprocessor/SteadyStateModel.cc
+++ b/preprocessor/SteadyStateModel.cc
@@ -161,7 +161,7 @@ SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model
output << " % Auxiliary equations" << endl;
else
output << " # Auxiliary equations" << endl;
- static_model.writeAuxVarInitval(output, output_type);
+ static_model.writeAuxVarRecursiveDefinitions(output, output_type);
if (!julia)
output << " check_=0;" << endl;
--
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