From 3694fc40b3a06933ac738ba694a9b13df9be31ec Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Wed, 4 Dec 2019 15:48:33 +0100
Subject: [PATCH] detrend epilogue equations
---
src/DynamicModel.hh | 10 ++++++++++
src/ModFile.cc | 3 +++
src/ModelEquationBlock.cc | 25 +++++++++++++++++++++++++
src/ModelEquationBlock.hh | 6 +++++-
4 files changed, 43 insertions(+), 1 deletion(-)
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 31ee8c01..575c72ae 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -486,6 +486,16 @@ public:
//! Transforms the model by removing trends specified by the user
void detrendEquations();
+ inline const nonstationary_symbols_map_t & getNonstationarySymbolsMap() const
+ {
+ return nonstationary_symbols_map;
+ }
+
+ inline const map<int, expr_t> & getTrendSymbolsMap() const
+ {
+ return trend_symbols_map;
+ }
+
//! Substitutes adl operator
void substituteAdl();
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 837de22f..50a560a3 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -514,6 +514,9 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
dynamic_model.detrendEquations();
trend_dynamic_model = dynamic_model;
dynamic_model.removeTrendVariableFromEquations();
+ const auto & trend_symbols = dynamic_model.getTrendSymbolsMap();
+ const auto & nonstationary_symbols = dynamic_model.getNonstationarySymbolsMap();
+ epilogue.detrend(trend_symbols, nonstationary_symbols);
}
mod_file_struct.orig_eq_nbr = dynamic_model.equation_number();
diff --git a/src/ModelEquationBlock.cc b/src/ModelEquationBlock.cc
index cd2e7031..a4eaf92b 100644
--- a/src/ModelEquationBlock.cc
+++ b/src/ModelEquationBlock.cc
@@ -335,6 +335,31 @@ Epilogue::checkPass(WarningConsolidation &warnings) const
so_far_defined.push_back(it.first);
}
+void
+Epilogue::detrend(const map<int, expr_t> & trend_symbols_map,
+ const nonstationary_symbols_map_t & nonstationary_symbols_map)
+{
+ for (auto it = nonstationary_symbols_map.crbegin();
+ it != nonstationary_symbols_map.crend(); it++)
+ for (auto & [symb_id, expr] : def_table)
+ {
+ expr = expr->detrend(it->first, it->second.first, it->second.second);
+ assert(expr != nullptr);
+ }
+
+ for (auto & [symb_id, expr] : def_table)
+ {
+ expr = expr->removeTrendLeadLag(trend_symbols_map);
+ assert(expr != nullptr);
+ }
+
+ for (auto & [symb_id, expr] : def_table)
+ {
+ expr = expr->replaceTrendVar();
+ assert(expr != nullptr);
+ }
+}
+
void
Epilogue::writeEpilogueFile(const string &basename) const
{
diff --git a/src/ModelEquationBlock.hh b/src/ModelEquationBlock.hh
index f01605eb..9feb71af 100644
--- a/src/ModelEquationBlock.hh
+++ b/src/ModelEquationBlock.hh
@@ -1,5 +1,5 @@
/*
- * Copyright © 2010-2018 Dynare Team
+ * Copyright © 2010-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -89,6 +89,10 @@ public:
//! Checks that no variable is declared twice
void checkPass(WarningConsolidation &warnings) const;
+ //! Deal with trend variables in the epilogue block
+ void detrend(const map<int, expr_t> & trend_symbols_map,
+ const nonstationary_symbols_map_t & nonstationary_symbols_map);
+
//! Write the steady state file
void writeEpilogueFile(const string &basename) const;
};
--
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