From e1f7d8c73556398a774ab55c8dc578c79ebb6c3b Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Wed, 21 Jul 2021 12:23:50 +0200
Subject: [PATCH] VAR models: add a parameter representing the constant in the
development of the pac_expectation operator
---
src/DynamicModel.cc | 66 ++++++++++++++++++++++++++++++---------------
1 file changed, 44 insertions(+), 22 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index c5b2724d..81d3612c 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -4222,36 +4222,58 @@ DynamicModel::fillPacModelInfo(const string &pac_model_name,
string standard_eqtag = pac_models_and_eqtags.second.first;
expr_t subExpr = Zero;
if (stationary_vars_present)
- for (int i = 1; i < max_lag + 1; i++)
- for (auto lhsit : lhs)
+ {
+ if (aux_model_type == "var")
{
- stringstream param_name_h0;
- param_name_h0 << "h0_" << pac_model_name
- << "_" << standard_eqtag
- << "_var_" << symbol_table.getName(lhsit)
- << "_lag_" << i;
- int new_param_symb_id = symbol_table.addSymbol(param_name_h0.str(), SymbolType::parameter);
+ /* If the auxiliary model is a VAR, add a parameter corresponding
+ to the constant. */
+ string param_name_h0 = "h0_" + pac_model_name + "_" + standard_eqtag + "_constant";
+ int new_param_symb_id = symbol_table.addSymbol(param_name_h0, SymbolType::parameter);
pac_h0_indices[{pac_model_name, standard_eqtag}].push_back(new_param_symb_id);
- subExpr = AddPlus(subExpr,
- AddTimes(AddVariable(new_param_symb_id),
- AddVariable(lhsit, -i)));
+ subExpr = AddPlus(subExpr, AddVariable(new_param_symb_id));
}
+ for (int i = 1; i < max_lag + 1; i++)
+ for (auto lhsit : lhs)
+ {
+ stringstream param_name_h0;
+ param_name_h0 << "h0_" << pac_model_name
+ << "_" << standard_eqtag
+ << "_var_" << symbol_table.getName(lhsit)
+ << "_lag_" << i;
+ int new_param_symb_id = symbol_table.addSymbol(param_name_h0.str(), SymbolType::parameter);
+ pac_h0_indices[{pac_model_name, standard_eqtag}].push_back(new_param_symb_id);
+ subExpr = AddPlus(subExpr,
+ AddTimes(AddVariable(new_param_symb_id),
+ AddVariable(lhsit, -i)));
+ }
+ }
if (nonstationary_vars_present)
- for (int i = 1; i < max_lag + 1; i++)
- for (auto lhsit : lhs)
+ {
+ if (aux_model_type == "var")
{
- stringstream param_name_h1;
- param_name_h1 << "h1_" << pac_model_name
- << "_" << standard_eqtag
- << "_var_" << symbol_table.getName(lhsit)
- << "_lag_" << i;
- int new_param_symb_id = symbol_table.addSymbol(param_name_h1.str(), SymbolType::parameter);
+ /* If the auxiliary model is a VAR, add a parameter corresponding
+ to the constant. */
+ string param_name_h1 = "h1_" + pac_model_name + "_" + standard_eqtag + "_constant";
+ int new_param_symb_id = symbol_table.addSymbol(param_name_h1, SymbolType::parameter);
pac_h1_indices[{pac_model_name, standard_eqtag}].push_back(new_param_symb_id);
- subExpr = AddPlus(subExpr,
- AddTimes(AddVariable(new_param_symb_id),
- AddVariable(lhsit, -i)));
+ subExpr = AddPlus(subExpr, AddVariable(new_param_symb_id));
}
+ for (int i = 1; i < max_lag + 1; i++)
+ for (auto lhsit : lhs)
+ {
+ stringstream param_name_h1;
+ param_name_h1 << "h1_" << pac_model_name
+ << "_" << standard_eqtag
+ << "_var_" << symbol_table.getName(lhsit)
+ << "_lag_" << i;
+ int new_param_symb_id = symbol_table.addSymbol(param_name_h1.str(), SymbolType::parameter);
+ pac_h1_indices[{pac_model_name, standard_eqtag}].push_back(new_param_symb_id);
+ subExpr = AddPlus(subExpr,
+ AddTimes(AddVariable(new_param_symb_id),
+ AddVariable(lhsit, -i)));
+ }
+ }
if (growth)
subExpr = AddPlus(subExpr,
--
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