Commit 9e666273 authored by Sébastien Villemot's avatar Sébastien Villemot

Fix for histval block in the presence of auxiliary lead variables

Since 38152c34, the M_.endo_histval variable is
generated via dynamic_set_auxiliary_dseries.m. The problem is that, for
auxiliary variables corresponding to a lead, this will generate a NaN in
M_.endo_histval. This is conceptually correct, since such variables are never
used as initial conditions, but this is inconsistent with what we do with the
"initval" block, and leads to crashes in some routines where we fail when there
is a NaN. Therefore, replace these with a zero, as it used to be.
parent 8b81474a
......@@ -380,7 +380,8 @@ HistValStatement::writeOutput(ostream &output, const string &basename, bool mini
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;
<< "M_.endo_histval = M_.histval_dseries{M_.endo_names{:}}(dates(sprintf('%dY', 1-M_.maximum_lag)):dates('0Y')).data';" << endl
<< "M_.endo_histval(isnan(M_.endo_histval)) = 0;" << endl; // Ensure that lead aux variables do not have a NaN
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;
......
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