From b9ee0bb2049e85d8514ed8b360d18072c9201176 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Fri, 27 Jul 2018 14:19:59 +0200
Subject: [PATCH] aux_equations may diverge from those in the main model
aux_equations only contain the definition of auxiliary variables, and
may diverge from those in the main model (equations), if other model
transformations applied subsequently. This is not a problem, since
aux_equations is only used for regenerating the values of auxiliaries
given the others.
For example, such a divergence appears when there is an expectation
operator in a ramsey model, see
tests/optimal_policy/nk_ramsey_expectation.mod */
---
src/DynamicModel.cc | 33 ---------------------------------
src/ModelTree.hh | 9 +++++++++
2 files changed, 9 insertions(+), 33 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 54d0af45..43544888 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -5229,39 +5229,6 @@ DynamicModel::substituteLeadLagInternal(AuxVarType type, bool deterministic_mode
equation = substeq;
}
- // Substitute in aux_equations
- // Without this loop, the auxiliary equations in equations
- // will diverge from those in aux_equations
- for (auto & aux_equation : aux_equations)
- {
- expr_t subst;
- switch (type)
- {
- case AuxVarType::endoLead:
- subst = aux_equation->substituteEndoLeadGreaterThanTwo(subst_table,
- neweqs, deterministic_model);
- break;
- case AuxVarType::endoLag:
- subst = aux_equation->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
- break;
- case AuxVarType::exoLead:
- subst = aux_equation->substituteExoLead(subst_table, neweqs, deterministic_model);
- break;
- case AuxVarType::exoLag:
- subst = aux_equation->substituteExoLag(subst_table, neweqs);
- break;
- case AuxVarType::diffForward:
- subst = aux_equation->differentiateForwardVars(subset, subst_table, neweqs);
- break;
- default:
- cerr << "DynamicModel::substituteLeadLagInternal: impossible case" << endl;
- exit(EXIT_FAILURE);
- }
- auto *substeq = dynamic_cast<BinaryOpNode *>(subst);
- assert(substeq != nullptr);
- aux_equation = substeq;
- }
-
// Add new equations
for (auto & neweq : neweqs)
addEquation(neweq, -1);
diff --git a/src/ModelTree.hh b/src/ModelTree.hh
index 682fe0e1..bee2defd 100644
--- a/src/ModelTree.hh
+++ b/src/ModelTree.hh
@@ -59,6 +59,15 @@ protected:
vector<int> equations_lineno;
//! Only stores generated auxiliary equations, in an order meaningful for evaluation
+ /*! These equations only contain the definition of auxiliary variables, and
+ may diverge from those in the main model (equations), if other model
+ transformations applied subsequently. This is not a problem, since
+ aux_equations is only used for regenerating the values of auxiliaries
+ given the others.
+
+ For example, such a divergence appears when there is an expectation
+ operator in a ramsey model, see
+ tests/optimal_policy/nk_ramsey_expectation.mod */
deque<BinaryOpNode *> aux_equations;
//! Stores equation tags
--
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