diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index dbe07c4d8ec520946544cd5a4ffbdcf91397d7cb..728030f48787bde5be0f77880f872484ea039f6e 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -121,6 +121,7 @@ DynamicModel::DynamicModel(const DynamicModel &m) :
max_exo_det_lead {m.max_exo_det_lead},
max_lag_orig {m.max_lag_orig},
max_lead_orig {m.max_lead_orig},
+ max_lag_with_diffs_expanded_orig {m.max_lag_with_diffs_expanded_orig},
max_endo_lag_orig {m.max_endo_lag_orig},
max_endo_lead_orig {m.max_endo_lead_orig},
max_exo_lag_orig {m.max_exo_lag_orig},
@@ -181,6 +182,7 @@ DynamicModel::operator=(const DynamicModel &m)
max_exo_det_lead = m.max_exo_det_lead;
max_lag_orig = m.max_lag_orig;
max_lead_orig = m.max_lead_orig;
+ max_lag_with_diffs_expanded_orig = m.max_lag_with_diffs_expanded_orig;
max_endo_lag_orig = m.max_endo_lag_orig;
max_endo_lead_orig = m.max_endo_lead_orig;
max_exo_lag_orig = m.max_exo_lag_orig;
@@ -3036,6 +3038,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
<< modstruct << "orig_maximum_exo_det_lead = " << max_exo_det_lead_orig << ";" << endl
<< modstruct << "orig_maximum_lag = " << max_lag_orig << ";" << endl
<< modstruct << "orig_maximum_lead = " << max_lead_orig << ";" << endl
+ << modstruct << "orig_maximum_lag_with_diffs_expanded = " << max_lag_with_diffs_expanded_orig << ";" << endl
<< modstruct << "lead_lag_incidence = [";
// Loop on endogenous variables
int nstatic = 0,
@@ -5086,6 +5089,9 @@ DynamicModel::setLeadsLagsOrig()
equation->collectDynamicVariables(SymbolType::endogenous, dynvars);
equation->collectDynamicVariables(SymbolType::exogenous, dynvars);
equation->collectDynamicVariables(SymbolType::exogenousDet, dynvars);
+
+ max_lag_with_diffs_expanded_orig = max(equation->maxLagWithDiffsExpanded(),
+ max_lag_with_diffs_expanded_orig);
}
for (const auto & dynvar : dynvars)
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 2fd4231863e2d65ab32df0c7e77619403d6e49b1..02229a662f9afc7a3a4be03097b86d71a6be674b 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -73,7 +73,7 @@ private:
/*! Set by computeDerivIDs() */
int max_exo_det_lag{0}, max_exo_det_lead{0};
//! Maximum lag and lead over all types of variables (positive values) of original model
- int max_lag_orig{0}, max_lead_orig{0};
+ int max_lag_orig{0}, max_lead_orig{0}, max_lag_with_diffs_expanded_orig{0};
//! Maximum lag and lead over endogenous variables (positive values) of original model
int max_endo_lag_orig{0}, max_endo_lead_orig{0};
//! Maximum lag and lead over exogenous variables (positive values) of original model
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 43d895957a2dbb5aca010c2dd10e383aeeb8a887..2247f5577632ffd12656212ad4693b96d94129ac 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -498,23 +498,6 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
mod_file_struct.ramsey_eq_nbr = dynamic_model.equation_number() - mod_file_struct.orig_eq_nbr;
}
- // Workaround for #1193
- if (!mod_file_struct.hist_vals_wrong_lag.empty())
- {
- bool err = false;
- for (map<int, int>::const_iterator it = mod_file_struct.hist_vals_wrong_lag.begin();
- it != mod_file_struct.hist_vals_wrong_lag.end(); it++)
- if (dynamic_model.minLagForSymbol(it->first) > it->second - 1)
- {
- cerr << "ERROR: histval: variable " << symbol_table.getName(it->first)
- << " does not appear in the model with the lag " << it->second - 1
- << " (see the reference manual for the timing convention in 'histval')" << endl;
- err = true;
- }
- if (err)
- exit(EXIT_FAILURE);
- }
-
/* Handle var_expectation_model statements: collect information about them,
create the new corresponding parameters, and the expressions to replace
the var_expectation statements.
diff --git a/src/NumericalInitialization.cc b/src/NumericalInitialization.cc
index e6878e093831fb1efbda46c651ead2cabc3b5027..88a0a9cb8c65b26f25ac7b6354a58a79635d866d 100644
--- a/src/NumericalInitialization.cc
+++ b/src/NumericalInitialization.cc
@@ -304,11 +304,9 @@ EndValStatement::writeJsonOutput(ostream &output) const
}
HistValStatement::HistValStatement(hist_values_t hist_values_arg,
- const hist_vals_wrong_lag_t hist_vals_wrong_lag_arg,
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg) :
hist_values{move(hist_values_arg)},
- hist_vals_wrong_lag{hist_vals_wrong_lag_arg},
symbol_table{symbol_table_arg},
all_values_required{all_values_required_arg}
{
@@ -322,10 +320,9 @@ HistValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidat
set<int> unused_endo = symbol_table.getEndogenous();
set<int> unused_exo = symbol_table.getExogenous();
- set<int>::iterator sit;
for (const auto & hist_value : hist_values)
{
- sit = unused_endo.find(hist_value.first.first);
+ auto sit = unused_endo.find(hist_value.first.first);
if (sit != unused_endo.end())
unused_endo.erase(sit);
@@ -353,7 +350,6 @@ HistValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidat
if (unused_endo.size() > 0 || unused_exo.size() > 0)
exit(EXIT_FAILURE);
}
- mod_file_struct.hist_vals_wrong_lag = hist_vals_wrong_lag;
}
void
@@ -362,9 +358,13 @@ HistValStatement::writeOutput(ostream &output, const string &basename, bool mini
output << "%" << endl
<< "% HISTVAL instructions" << endl
<< "%" << endl
- << "M_.endo_histval = zeros(M_.endo_nbr,M_.maximum_lag);" << endl
- << "M_.exo_histval = zeros(M_.exo_nbr,M_.maximum_lag);" << endl
- << "M_.exo_det_histval = zeros(M_.exo_det_nbr,M_.maximum_lag);" << endl;
+ << "M_.histval_dseries = dseries(zeros(M_.orig_maximum_lag_with_diffs_expanded, M_.orig_endo_nbr"
+ << (symbol_table.exo_nbr() > 0 ? "+M_.exo_nbr" : "")
+ << (symbol_table.exo_det_nbr() > 0 ? "+M_.exo_det_nbr" : "")
+ << "), dates(sprintf('%dY', -M_.orig_maximum_lag_with_diffs_expanded+1)), [ M_.endo_names(1:M_.orig_endo_nbr); "
+ << (symbol_table.exo_nbr() > 0 ? "M_.exo_names; " : "")
+ << (symbol_table.exo_det_nbr() > 0 ? "M_.exo_det_names; " : "")
+ << "]);" << endl;
for (const auto & hist_value : hist_values)
{
@@ -372,42 +372,20 @@ HistValStatement::writeOutput(ostream &output, const string &basename, bool mini
int lag = hist_value.first.second;
const expr_t expression = hist_value.second;
- SymbolType type = symbol_table.getType(symb_id);
-
- // For a lag greater than 1 on endo, or for any exo, lookup for auxiliary variable
- if ((type == SymbolType::endogenous && lag < 0) || type == SymbolType::exogenous)
- {
- try
- {
- // This function call must remain the 1st statement in this block
- symb_id = symbol_table.searchAuxiliaryVars(symb_id, lag);
- lag = 0;
- type = SymbolType::endogenous;
- }
- catch (SymbolTable::SearchFailedException &e)
- {
- if (type == SymbolType::endogenous)
- {
- cerr << "HISTVAL: internal error of Dynare, please contact the developers";
- exit(EXIT_FAILURE);
- }
- // We don't fail for exogenous, because they are not replaced by
- // auxiliary variables in deterministic mode.
- }
- }
-
- int tsid = symbol_table.getTypeSpecificID(symb_id) + 1;
-
- if (type == SymbolType::endogenous)
- output << "M_.endo_histval( " << tsid << ", M_.maximum_lag + " << lag << ") = ";
- else if (type == SymbolType::exogenous)
- output << "M_.exo_histval( " << tsid << ", M_.maximum_lag + " << lag << ") = ";
- else if (type == SymbolType::exogenousDet)
- output << "M_.exo_det_histval( " << tsid << ", M_.maximum_lag + " << lag << ") = ";
-
+ output << "M_.histval_dseries{'" << symbol_table.getName(symb_id) << "'}(dates('" << lag << "Y'))=";
expression->writeOutput(output);
output << ";" << endl;
}
+
+ output << "if exist(['+' M_.fname '/dynamic_set_auxiliary_series'])" << endl
+ << " eval(['M_.histval_dseries = ' M_.fname '.dynamic_set_auxiliary_series(M_.histval_dseries, []);']);" << endl
+ << "end" << endl
+ << "M_.endo_histval = M_.histval_dseries{M_.endo_names{:}}(dates(sprintf('%dY', 1-M_.maximum_lag)):dates('0Y')).data';" << endl;
+
+ if (symbol_table.exo_nbr() > 0)
+ output << "M_.exo_histval = M_.histval_dseries{M_.exo_names{:}}(dates(sprintf('%dY', 1-M_.maximum_lag)):dates('0Y')).data';" << endl;
+ if (symbol_table.exo_det_nbr() > 0)
+ output << "M_.exo_det_histval = M_.histval_dseries{M_.exo_det_names{:}}(dates(sprintf('%dY', 1-M_.maximum_lag)):dates('0Y')).data';" << endl;
}
void
diff --git a/src/NumericalInitialization.hh b/src/NumericalInitialization.hh
index b0c589bad6f1d9dd59e5c2609365542f4e030bc1..d341ec828543a871a5046ba9dde922c79273c000 100644
--- a/src/NumericalInitialization.hh
+++ b/src/NumericalInitialization.hh
@@ -107,15 +107,12 @@ public:
Maps pairs (symbol_id, lag) to expr_t
*/
using hist_values_t = map<pair<int, int>, expr_t>;
- using hist_vals_wrong_lag_t = map<int, int>;
private:
const hist_values_t hist_values;
- const hist_vals_wrong_lag_t hist_vals_wrong_lag;
const SymbolTable &symbol_table;
const bool all_values_required;
public:
HistValStatement(hist_values_t hist_values_arg,
- const hist_vals_wrong_lag_t hist_vals_wrong_lag_arg,
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg);
//! Workaround for trac ticket #157
diff --git a/src/ParsingDriver.cc b/src/ParsingDriver.cc
index 5714c81bc7e481e6e4084baece14be38bd2b962b..deeb52ee481ba459d3a0a7929ec431f8ce1c254e 100644
--- a/src/ParsingDriver.cc
+++ b/src/ParsingDriver.cc
@@ -661,9 +661,6 @@ ParsingDriver::hist_val(const string &name, const string &lag, expr_t rhs)
pair<int, int> key(symb_id, ilag);
- if (mod_file->dynamic_model.minLagForSymbol(symb_id) > ilag - 1)
- hist_vals_wrong_lag[symb_id] = ilag;
-
if (hist_values.find(key) != hist_values.end())
error("hist_val: (" + name + ", " + lag + ") declared twice");
@@ -807,7 +804,7 @@ ParsingDriver::end_endval(bool all_values_required)
void
ParsingDriver::end_histval(bool all_values_required)
{
- mod_file->addStatement(make_unique<HistValStatement>(hist_values, hist_vals_wrong_lag, mod_file->symbol_table, all_values_required));
+ mod_file->addStatement(make_unique<HistValStatement>(hist_values, mod_file->symbol_table, all_values_required));
hist_values.clear();
}
diff --git a/src/ParsingDriver.hh b/src/ParsingDriver.hh
index c6895454d2583cf02d281bddd313f6c5f93e5ec1..b172b4138b2032fca488a6af9c3fc45d0bd313ca 100644
--- a/src/ParsingDriver.hh
+++ b/src/ParsingDriver.hh
@@ -173,8 +173,6 @@ private:
InitOrEndValStatement::init_values_t init_values;
//! Temporary storage for histval blocks
HistValStatement::hist_values_t hist_values;
- //! Temporary storage for histval blocks
- HistValStatement::hist_vals_wrong_lag_t hist_vals_wrong_lag;
//! Temporary storage for homotopy_setup blocks
HomotopyStatement::homotopy_values_t homotopy_values;
//! Temporary storage for moment_calibration
diff --git a/src/Statement.hh b/src/Statement.hh
index 40adb8a390cd0e660bb3feb1bf22ccf6130408b1..fb672604491523dabea6755d1ae28e6ff2dc9ec8 100644
--- a/src/Statement.hh
+++ b/src/Statement.hh
@@ -123,8 +123,6 @@ public:
bool steady_state_model_present{false};
//! Whether there is a write_latex_steady_state_model statement present
bool write_latex_steady_state_model_present{false};
- //! Histval values that do not have the appropriate lag
- map<int, int> hist_vals_wrong_lag;
//! Pac growth and discount
set<int> pac_params;
};