diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 2684494d973439875ec4f422f031e1239ab6fa7d..e29f91d917173fe5623df33172547da077e91c49 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -3242,18 +3242,16 @@ DynamicModel::substitutePacTargetNonstationary(const string &pac_model_name, exp
}
void
-DynamicModel::computingPass(bool jacobianExo, int derivsOrder, int paramsDerivsOrder,
- const eval_context_t &eval_context, bool no_tmp_terms, bool block, bool use_dll)
+DynamicModel::computingPass(int derivsOrder, int paramsDerivsOrder, const eval_context_t &eval_context,
+ bool no_tmp_terms, bool block, bool use_dll)
{
- assert(jacobianExo || (derivsOrder < 2 && paramsDerivsOrder == 0));
-
initializeVariablesAndEquations();
// Prepare for derivation
computeDerivIDs();
// Computes dynamic jacobian columns, must be done after computeDerivIDs()
- computeDynJacobianCols(jacobianExo);
+ computeDynJacobianCols();
/* In both MATLAB and Julia, tensors for higher-order derivatives are stored
in matrices whose columns correspond to variable multi-indices. Since we
@@ -3268,12 +3266,13 @@ DynamicModel::computingPass(bool jacobianExo, int derivsOrder, int paramsDerivsO
exit(EXIT_FAILURE);
}
- // Compute derivatives w.r. to all endogenous, and possibly exogenous and exogenous deterministic
+ // Compute derivatives w.r. to all endogenous, exogenous and exogenous deterministic
set<int> vars;
for (auto &it : deriv_id_table)
{
SymbolType type = symbol_table.getType(it.first.first);
- if (type == SymbolType::endogenous || (jacobianExo && (type == SymbolType::exogenous || type == SymbolType::exogenousDet)))
+ if (type == SymbolType::endogenous || type == SymbolType::exogenous
+ || type == SymbolType::exogenousDet)
vars.insert(it.second);
}
@@ -4024,7 +4023,7 @@ DynamicModel::addAllParamDerivId(set<int> &deriv_id_set)
}
void
-DynamicModel::computeDynJacobianCols(bool jacobianExo)
+DynamicModel::computeDynJacobianCols()
{
// Sort the dynamic endogenous variables by lexicographic order over (lag, type_specific_symbol_id)
map<pair<int, int>, int> ordered_dyn_endo;
@@ -4039,17 +4038,16 @@ DynamicModel::computeDynJacobianCols(bool jacobianExo)
dyn_jacobian_cols_table[deriv_id] = sorted_id++;
// Fill the dynamic columns for exogenous and exogenous deterministic
- if (jacobianExo)
- for (const auto &[symb_lag, deriv_id] : deriv_id_table)
- {
- int symb_id{symb_lag.first};
- int tsid{symbol_table.getTypeSpecificID(symb_id)};
- if (SymbolType type{symbol_table.getType(symb_id)};
- type == SymbolType::exogenous)
- dyn_jacobian_cols_table[deriv_id] = ordered_dyn_endo.size() + tsid;
- else if (type == SymbolType::exogenousDet)
- dyn_jacobian_cols_table[deriv_id] = ordered_dyn_endo.size() + symbol_table.exo_nbr() + tsid;
- }
+ for (const auto &[symb_lag, deriv_id] : deriv_id_table)
+ {
+ int symb_id{symb_lag.first};
+ int tsid{symbol_table.getTypeSpecificID(symb_id)};
+ if (SymbolType type{symbol_table.getType(symb_id)};
+ type == SymbolType::exogenous)
+ dyn_jacobian_cols_table[deriv_id] = ordered_dyn_endo.size() + tsid;
+ else if (type == SymbolType::exogenousDet)
+ dyn_jacobian_cols_table[deriv_id] = ordered_dyn_endo.size() + symbol_table.exo_nbr() + tsid;
+ }
}
void
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 9e0c1780e0ce4315fa975c79a69361de41136895..c64713aa5a1d3f89aff36804141ffdfbbeafa962 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -183,7 +183,7 @@ private:
int getTypeSpecificIDByDerivID(int deriv_id) const override;
//! Compute the column indices of the dynamic Jacobian
- void computeDynJacobianCols(bool jacobianExo);
+ void computeDynJacobianCols();
//! Computes derivatives of the Jacobian w.r. to trend vars and tests that they are equal to zero
void testTrendDerivativesEqualToZero(const eval_context_t &eval_context);
@@ -323,14 +323,13 @@ public:
//! Execute computations (variable sorting + derivation + block decomposition)
/*!
- \param jacobianExo whether derivatives w.r. to exo and exo_det should be in the Jacobian (derivatives w.r. to endo are always computed)
\param derivsOrder order of derivatives w.r. to exo, exo_det and endo should be computed (implies jacobianExo = true when order >= 2)
\param paramsDerivsOrder order of derivatives w.r. to a pair (endo/exo/exo_det, parameter) to be computed (>0 implies jacobianExo = true)
\param eval_context evaluation context for normalization
\param no_tmp_terms if true, no temporary terms will be computed in the dynamic files
*/
- void computingPass(bool jacobianExo, int derivsOrder, int paramsDerivsOrder,
- const eval_context_t &eval_context, bool no_tmp_terms, bool block, bool use_dll);
+ void computingPass(int derivsOrder, int paramsDerivsOrder, const eval_context_t &eval_context,
+ bool no_tmp_terms, bool block, bool use_dll);
//! Writes information about the dynamic model to the driver file
void writeDriverOutput(ostream &output, const string &basename, bool block, bool estimation_present, bool compute_xrefs) const;
diff --git a/src/ModFile.cc b/src/ModFile.cc
index bb0b8ca8c82de104a167dd93f762c0982fea3dee..64c76deb20922056062dad6c7c27bc3cedf9be28 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -700,7 +700,7 @@ ModFile::computingPass(bool no_tmp_terms, OutputType output, int params_derivs_o
derivsOrder = 2;
else if (output == OutputType::third)
derivsOrder = 3;
- dynamic_model.computingPass(true, derivsOrder, 0, global_eval_context, no_tmp_terms, block, use_dll);
+ dynamic_model.computingPass(derivsOrder, 0, global_eval_context, no_tmp_terms, block, use_dll);
}
else
{
@@ -729,13 +729,13 @@ ModFile::computingPass(bool no_tmp_terms, OutputType output, int params_derivs_o
|| mod_file_struct.estimation_analytic_derivation
|| (mod_file_struct.GMM_present && (mod_file_struct.analytic_standard_errors_present || mod_file_struct.analytic_jacobian_present)))
paramsDerivsOrder = params_derivs_order;
- dynamic_model.computingPass(true, derivsOrder, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll);
+ dynamic_model.computingPass(derivsOrder, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll);
if (linear && mod_file_struct.ramsey_model_present)
- orig_ramsey_dynamic_model.computingPass(true, 2, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll);
+ orig_ramsey_dynamic_model.computingPass(2, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll);
}
}
else // No computing task requested, compute derivatives up to 2nd order by default
- dynamic_model.computingPass(true, 2, 0, global_eval_context, no_tmp_terms, block, use_dll);
+ dynamic_model.computingPass(2, 0, global_eval_context, no_tmp_terms, block, use_dll);
/* Check that the model is linear.
FIXME: this check always passes if derivsOrder = 1, i.e. for a perfect
@@ -772,7 +772,7 @@ ModFile::computingPass(bool no_tmp_terms, OutputType output, int params_derivs_o
// Compute epilogue derivatives (but silence standard output)
streambuf *oldcout = cout.rdbuf();
cout.rdbuf(nullptr);
- epilogue.computingPass(true, 2, 0, global_eval_context, true, false, false);
+ epilogue.computingPass(2, 0, global_eval_context, true, false, false);
cout.rdbuf(oldcout);
}