From 24d4b2dc77a461047ee24f2c73388d5a09edf053 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Fri, 5 Jul 2019 17:44:10 +0200
Subject: [PATCH] identification command now accepts the order option
Note that this option does not modify the global options_.order, for
consistency with the semantics of the identification command.
The preprocessor will compute dynamic derivatives up to at least order+1.
Closes #10
---
src/ComputingTasks.cc | 16 ++++++++++++++++
src/DynareBison.yy | 1 +
src/ModFile.cc | 5 +++--
src/Statement.hh | 2 ++
4 files changed, 22 insertions(+), 2 deletions(-)
diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index 400eda98..d6efce8d 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -2635,6 +2635,22 @@ void
IdentificationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.identification_present = true;
+ auto it = options_list.num_options.find("order");
+ if (it != options_list.num_options.end())
+ {
+ int order = stoi(it->second);
+ if (order < 1 || order > 2)
+ {
+ cerr << "ERROR: the order option of identification command must be either 1 or 2" << endl;
+
+ exit(EXIT_FAILURE);
+ }
+ mod_file_struct.identification_order = max(mod_file_struct.identification_order, order);
+
+ }
+ else
+ // The default value for order is 1 (which triggers 2nd order dynamic derivatives)
+ mod_file_struct.identification_order = max(mod_file_struct.identification_order, 1);
}
void
diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index b1a2cf90..1a668e36 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -2247,6 +2247,7 @@ identification_option : o_ar
| o_tol_sv
| o_checks_via_subsets
| o_max_dim_subsets_groups
+ | o_order
;
model_comparison : MODEL_COMPARISON mc_filename_list ';'
diff --git a/src/ModFile.cc b/src/ModFile.cc
index d395a38b..13445056 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -758,8 +758,9 @@ ModFile::computingPass(bool no_tmp_terms, FileOutputType output, int params_deri
cerr << "ERROR: Incorrect order option..." << endl;
exit(EXIT_FAILURE);
}
- int derivsOrder = mod_file_struct.order_option;
- if (mod_file_struct.identification_present || linear || output == FileOutputType::second)
+ int derivsOrder = max(mod_file_struct.order_option,
+ mod_file_struct.identification_order + 1);
+ if (mod_file_struct.sensitivity_present || linear || output == FileOutputType::second)
derivsOrder = max(derivsOrder, 2);
if (mod_file_struct.estimation_analytic_derivation || output == FileOutputType::third)
derivsOrder = max(derivsOrder, 3);
diff --git a/src/Statement.hh b/src/Statement.hh
index 9c7df3e5..137a2dca 100644
--- a/src/Statement.hh
+++ b/src/Statement.hh
@@ -68,6 +68,8 @@ public:
bool svar_identification_present{false};
//! Whether an identification statement is present or the identification option of dynare_sensitivity statement is equal to one
bool identification_present{false};
+ //! The maximum of the “order” option in identification statements
+ int identification_order{0};
//! Whether a sensitivity statement is present
bool sensitivity_present{false};
//! Whether the option analytic_derivation is given to estimation
--
GitLab