From 7a438a3ce799e06b903317ba76639f04324483d6 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Mon, 3 Sep 2018 15:05:30 +0200
Subject: [PATCH] ensure that trend_variable found is actually a trend variable
as declared in the trend_component_model statement
---
src/DynamicModel.cc | 55 +++++++++++++++++++++++++++++++++++++--------
src/DynamicModel.hh | 5 +++--
src/ModFile.cc | 2 +-
src/SubModel.cc | 6 +++++
src/SubModel.hh | 1 +
5 files changed, 57 insertions(+), 12 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 5282909a..38c88eca 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -3456,31 +3456,48 @@ DynamicModel::runTrendTest(const eval_context_t &eval_context)
}
void
-DynamicModel::updateVarAndTrendModelRhs() const
+DynamicModel::updateVarAndTrendModel() const
{
for (int i = 0; i < 2; i++)
{
- map<string, vector<int>> eqnums;
+ map<string, vector<int>> eqnums, trend_eqnums;
if (i == 0)
eqnums = var_model_table.getEqNums();
else if (i == 1)
- eqnums = trend_component_model_table.getEqNums();
+ {
+ eqnums = trend_component_model_table.getEqNums();
+ trend_eqnums = trend_component_model_table.getTrendEqNums();
+ }
map<string, vector<int>> trend_varr;
map<string, vector<set<pair<int, int>>>> rhsr;
for (const auto & it : eqnums)
{
- vector<int> lhs;
- vector<int> trend_var;
+ vector<int> lhs, trend_var, trend_lhs;
vector<set<pair<int, int>>> rhs;
- int lhs_idx = 0;
+
if (i == 1)
- lhs = trend_component_model_table.getLhs(it.first);
+ {
+ lhs = trend_component_model_table.getLhs(it.first);
+ for (auto teqn : trend_eqnums.at(it.first))
+ {
+ int eqnidx = 0;
+ for (auto eqn : it.second)
+ {
+ if (eqn == teqn)
+ trend_lhs.push_back(lhs[eqnidx]);
+ eqnidx++;
+ }
+ }
+ }
+
+ int lhs_idx = 0;
for (auto eqn : it.second)
{
set<pair<int, int>> rhs_set;
equations[eqn]->get_arg2()->collectDynamicVariables(SymbolType::endogenous, rhs_set);
rhs.push_back(rhs_set);
+
if (i == 1)
{
int lhs_symb_id = lhs[lhs_idx++];
@@ -3492,11 +3509,31 @@ DynamicModel::updateVarAndTrendModelRhs() const
catch (...)
{
}
- trend_var.push_back(equations[eqn]->get_arg2()->findTrendVariable(lhs_symb_id));
+ int trend_var_symb_id = equations[eqn]->get_arg2()->findTrendVariable(lhs_symb_id);
+ trend_var.push_back(trend_var_symb_id);
+ if (trend_var_symb_id >= 0)
+ {
+ if (symbol_table.isAuxiliaryVariable(trend_var_symb_id))
+ try
+ {
+ trend_var_symb_id = symbol_table.getOrigSymbIdForAuxVar(trend_var_symb_id);
+ }
+ catch (...)
+ {
+ }
+ if (find(trend_lhs.begin(), trend_lhs.end(), trend_var_symb_id) == trend_lhs.end())
+ {
+ cerr << "ERROR: trend found in trend_component equation #" << eqn << " ("
+ << symbol_table.getName(trend_var_symb_id) << ") does not correspond to a trend equation" << endl;
+ exit(EXIT_FAILURE);
+ }
+ }
}
}
+
rhsr[it.first] = rhs;
- trend_varr[it.first] = trend_var;
+ if (i == 1)
+ trend_varr[it.first] = trend_var;
}
if (i == 0)
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 30bdc162..9224149b 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -313,8 +313,9 @@ public:
void fillVarModelTableFromOrigModel(StaticModel &static_model) const;
//! Update the rhs references in the var model and trend component tables
- //! after substitution of auxiliary variables
- void updateVarAndTrendModelRhs() const;
+ //! after substitution of auxiliary variables and find the trend variables
+ //! in the trend_component model
+ void updateVarAndTrendModel() const;
//! Add aux equations (and aux variables) for variables declared in var_model
//! at max order if they don't already exist
diff --git a/src/ModFile.cc b/src/ModFile.cc
index ee3512c0..e7183d5d 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -580,7 +580,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
dynamic_model.substituteEndoLagGreaterThanTwo(true);
}
- dynamic_model.updateVarAndTrendModelRhs();
+ dynamic_model.updateVarAndTrendModel();
if (differentiate_forward_vars)
dynamic_model.differentiateForwardVars(differentiate_forward_vars_subset);
diff --git a/src/SubModel.cc b/src/SubModel.cc
index 62613b39..f392c926 100644
--- a/src/SubModel.cc
+++ b/src/SubModel.cc
@@ -177,6 +177,12 @@ TrendComponentModelTable::getEqNums() const
return eqnums;
}
+map<string, vector<int>>
+TrendComponentModelTable::getTrendEqNums() const
+{
+ return trend_eqnums;
+}
+
vector<int>
TrendComponentModelTable::getNonTrendEqNums(const string &name_arg) const
{
diff --git a/src/SubModel.hh b/src/SubModel.hh
index e5cba518..96432780 100644
--- a/src/SubModel.hh
+++ b/src/SubModel.hh
@@ -59,6 +59,7 @@ public:
vector<string> getEqTags(const string &name_arg) const;
map<string, vector<string>> getTrendEqTags() const;
map<string, vector<int>> getEqNums() const;
+ map<string, vector<int>> getTrendEqNums() const;
vector<int> getEqNums(const string &name_arg) const;
vector<int> getMaxLags(const string &name_arg) const;
int getMaxLag(const string &name_arg) const;
--
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