epilogue: allow for simulations in epilogue block

src/DynareBison.yy

@@ -880,8 +880,8 @@ epilogue_equation_list : epilogue_equation_list epilogue_equation
                        | epilogue_equation
                        ;
 
-epilogue_equation : NAME EQUAL expression ';'
-                    { driver.add_epilogue_equal($1, $3); }
+epilogue_equation : NAME { driver.add_epilogue_variable($1); } EQUAL expression ';'
+                    { driver.add_epilogue_equal($1, $4); }
                   ;
 
 model_options : BLOCK { driver.block(); }

src/ExprNode.cc

@@ -989,8 +989,10 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
           break;
         case ExprNodeOutputType::epilogueFile:
           output << "dseries__." << datatree.symbol_table.getName(symb_id);
-            if (lag != 0)
-            output << LEFT_ARRAY_SUBSCRIPT(output_type) << lag << RIGHT_ARRAY_SUBSCRIPT(output_type);
+          output << LEFT_ARRAY_SUBSCRIPT(output_type) << "t";
+          if (lag != 0)
+            output << lag;
+          output << RIGHT_ARRAY_SUBSCRIPT(output_type);
           break;
         default:
           cerr << "VariableNode::writeOutput: should not reach this point" << endl;
@@ -1047,8 +1049,10 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
           break;
         case ExprNodeOutputType::epilogueFile:
           output << "dseries__." << datatree.symbol_table.getName(symb_id);
+          output << LEFT_ARRAY_SUBSCRIPT(output_type) << "t";
           if (lag != 0)
-            output << LEFT_ARRAY_SUBSCRIPT(output_type) << lag << RIGHT_ARRAY_SUBSCRIPT(output_type);
+            output << lag;
+          output << RIGHT_ARRAY_SUBSCRIPT(output_type);
           break;
         default:
           cerr << "VariableNode::writeOutput: should not reach this point" << endl;
@@ -1105,8 +1109,10 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
           break;
         case ExprNodeOutputType::epilogueFile:
           output << "dseries__." << datatree.symbol_table.getName(symb_id);
+          output << LEFT_ARRAY_SUBSCRIPT(output_type) << "t";
           if (lag != 0)
-            output << LEFT_ARRAY_SUBSCRIPT(output_type) << lag << RIGHT_ARRAY_SUBSCRIPT(output_type);
+            output << lag;
+          output << RIGHT_ARRAY_SUBSCRIPT(output_type);
           break;
         default:
           cerr << "VariableNode::writeOutput: should not reach this point" << endl;
@@ -1117,8 +1123,10 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
       if (output_type == ExprNodeOutputType::epilogueFile)
         {
           output << "dseries__." << datatree.symbol_table.getName(symb_id);
+          output << LEFT_ARRAY_SUBSCRIPT(output_type) << "t";
           if (lag != 0)
-            output << LEFT_ARRAY_SUBSCRIPT(output_type) << lag << RIGHT_ARRAY_SUBSCRIPT(output_type);
+            output << lag;
+          output << RIGHT_ARRAY_SUBSCRIPT(output_type);
           break;
         }
       else
@@ -1523,6 +1531,7 @@ VariableNode::maxLagWithDiffsExpanded() const
     case SymbolType::endogenous:
     case SymbolType::exogenous:
     case SymbolType::exogenousDet:
+    case SymbolType::epilogue:
       return -lag;
     case SymbolType::modelLocalVariable:
       return datatree.getLocalVariable(symb_id)->maxLagWithDiffsExpanded();

src/ModelEquationBlock.cc

@@ -355,7 +355,8 @@ Epilogue::writeEpilogueFile(const string &basename) const
   ExprNodeOutputType output_type = ExprNodeOutputType::epilogueFile;
   output << "function dseries__ = epilogue(params, dseries__)" << endl
          << "% function dseries__ = epilogue(params, dseries__)" << endl
-         << "% Epilogue file generated by Dynare preprocessor" << endl;
+         << "% Epilogue file generated by Dynare preprocessor" << endl << endl
+         << "simul_end_date = lastdate(dseries__);" << endl;
 
   deriv_node_temp_terms_t tef_terms;
   temporary_terms_t temporary_terms;
@@ -366,9 +367,24 @@ Epilogue::writeEpilogueFile(const string &basename) const
   output << endl;
   for (const auto & it : def_table)
     {
-      output << "dseries__." << symbol_table.getName(it.first) << " = ";
+      int max_lag = it.second->maxLagWithDiffsExpanded();
+      set<int> used_symbols;
+      it.second->collectVariables(SymbolType::endogenous, used_symbols);
+      it.second->collectVariables(SymbolType::exogenous, used_symbols);
+      it.second->collectVariables(SymbolType::epilogue, used_symbols);
+      output << "simul_begin_date = dseries__." << symbol_table.getName(*(used_symbols.begin())) << ".firstobservedperiod;" << endl;
+      for (auto it1 = next(used_symbols.begin()); it1 != used_symbols.end(); it1++)
+        output << "if simul_begin_date < dseries__." << symbol_table.getName(*it1) << ".firstobservedperiod" << endl
+               << "    simul_begin_date = dseries__." << symbol_table.getName(*it1) << ".firstobservedperiod;" << endl
+               << "end" << endl;
+      output << "simul_begin_date = simul_begin_date + " << max_lag << " + 1;" << endl
+             << "if ~dseries__.exist('" << symbol_table.getName(it.first) << "')" << endl
+             << "    dseries__ = [dseries__ dseries(NaN(dseries__.nobs,1), dseries__.firstdate, '" << symbol_table.getName(it.first)<< "')];" << endl
+             << "end" << endl
+             << "from simul_begin_date to simul_end_date do "
+             << "dseries__." << symbol_table.getName(it.first) << "(t) = ";
       it.second->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
-      output << ";" << endl;
+      output << ";" << endl << endl;
     }
   output << "end" << endl;
   output.close();

src/ParsingDriver.cc

@@ -830,9 +830,14 @@ ParsingDriver::end_epilogue()
 }
 
 void
-ParsingDriver::add_epilogue_equal(const string &name, expr_t expr)
+ParsingDriver::add_epilogue_variable(const string &name)
 {
   declare_symbol(name, SymbolType::epilogue, "", {});
+}
+
+void
+ParsingDriver::add_epilogue_equal(const string &name, expr_t expr)
+{
   mod_file->epilogue.addDefinition(mod_file->symbol_table.getID(name), expr);
 }
 

src/ParsingDriver.hh

@@ -421,8 +421,10 @@ public:
   void end_homotopy();
   //! Begin epilogue block
   void begin_epilogue();
-  //! Endepilogue block
+  //! End epilogue block
   void end_epilogue();
+  //! Add epilogue variable
+  void add_epilogue_variable(const string &varname);
   //! Add equation in epilogue block
   void add_epilogue_equal(const string &varname, expr_t expr);
   //! Begin a model block