From c368a11aa58d6495c601022f309470684356d61f Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Mon, 11 Sep 2017 18:14:56 +0200
Subject: [PATCH] preprocessor: allow variables that become state variables in
ramsey_policy to be set in histval. closes #1193
(cherry picked from commit 4cfaa2545e3dfb529f80cd0b901c99b6bdba3acd)
---
preprocessor/ComputingTasks.cc | 5 +++++
preprocessor/ModFile.cc | 23 +++++++++++++++++++++++
preprocessor/NumericalInitialization.cc | 3 +++
preprocessor/NumericalInitialization.hh | 3 +++
preprocessor/ParsingDriver.cc | 8 ++------
preprocessor/ParsingDriver.hh | 2 ++
preprocessor/Statement.hh | 5 ++++-
7 files changed, 42 insertions(+), 7 deletions(-)
diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc
index 30615f63f..a2284842a 100644
--- a/preprocessor/ComputingTasks.cc
+++ b/preprocessor/ComputingTasks.cc
@@ -432,6 +432,11 @@ RamseyPolicyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConso
mod_file_struct.order_option = max(mod_file_struct.order_option, order + 1);
}
+ OptionsList::symbol_list_options_t::const_iterator itsl =
+ options_list.symbol_list_options.find("instruments");
+ if (itsl != options_list.symbol_list_options.end())
+ mod_file_struct.ramsey_state_variables = itsl->second.get_symbols();
+
// Fill in mod_file_struct.partial_information
it = options_list.num_options.find("partial_information");
if (it != options_list.num_options.end() && it->second == "1")
diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc
index 8d6150a26..400cb056f 100644
--- a/preprocessor/ModFile.cc
+++ b/preprocessor/ModFile.cc
@@ -141,6 +141,29 @@ ModFile::checkPass(bool nostrict)
exit(EXIT_FAILURE);
}
+ // Workaround for #1193
+ if (!mod_file_struct.hist_vals_wrong_lag.empty())
+ {
+ for (vector<string>::const_iterator it = mod_file_struct.ramsey_state_variables.begin();
+ it != mod_file_struct.ramsey_state_variables.end(); it++)
+ {
+ int symb_id = symbol_table.getID(*it);
+ map<int,int>::const_iterator it1 = mod_file_struct.hist_vals_wrong_lag.find(symb_id);
+ if (it1 != mod_file_struct.hist_vals_wrong_lag.end() && it1->second < 0)
+ mod_file_struct.hist_vals_wrong_lag.erase(symb_id);
+ }
+
+ if (!mod_file_struct.hist_vals_wrong_lag.empty())
+ {
+ for (map<int, int>::const_iterator it = mod_file_struct.hist_vals_wrong_lag.begin();
+ it != mod_file_struct.hist_vals_wrong_lag.end(); it++)
+ cerr << "ERROR: histval: variable " << symbol_table.getName(it->first)
+ << " does not appear in the model with the lag " << it->second
+ << " (see the reference manual for the timing convention in 'histval')" << endl;
+ exit(EXIT_FAILURE);
+ }
+ }
+
if ((mod_file_struct.ramsey_model_present || mod_file_struct.ramsey_policy_present)
&& mod_file_struct.discretionary_policy_present)
{
diff --git a/preprocessor/NumericalInitialization.cc b/preprocessor/NumericalInitialization.cc
index 7d9439764..593800fd9 100644
--- a/preprocessor/NumericalInitialization.cc
+++ b/preprocessor/NumericalInitialization.cc
@@ -268,9 +268,11 @@ EndValStatement::writeOutput(ostream &output, const string &basename, bool minim
}
HistValStatement::HistValStatement(const hist_values_t &hist_values_arg,
+ const hist_vals_wrong_lag_t hist_vals_wrong_lag_arg,
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg) :
hist_values(hist_values_arg),
+ hist_vals_wrong_lag(hist_vals_wrong_lag_arg),
symbol_table(symbol_table_arg),
all_values_required(all_values_required_arg)
{
@@ -316,6 +318,7 @@ HistValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidat
if (unused_endo.size() > 0 || unused_exo.size() > 0)
exit(EXIT_FAILURE);
}
+ mod_file_struct.hist_vals_wrong_lag = hist_vals_wrong_lag;
}
void
diff --git a/preprocessor/NumericalInitialization.hh b/preprocessor/NumericalInitialization.hh
index 2e34677b8..c2a42b166 100644
--- a/preprocessor/NumericalInitialization.hh
+++ b/preprocessor/NumericalInitialization.hh
@@ -103,12 +103,15 @@ public:
Maps pairs (symbol_id, lag) to expr_t
*/
typedef map<pair<int, int>, expr_t> hist_values_t;
+ typedef map<int, int> hist_vals_wrong_lag_t;
private:
const hist_values_t hist_values;
+ const hist_vals_wrong_lag_t hist_vals_wrong_lag;
const SymbolTable &symbol_table;
const bool all_values_required;
public:
HistValStatement(const hist_values_t &hist_values_arg,
+ const hist_vals_wrong_lag_t hist_vals_wrong_lag_arg,
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg);
//! Workaround for trac ticket #157
diff --git a/preprocessor/ParsingDriver.cc b/preprocessor/ParsingDriver.cc
index 32b1b3ac2..9569c27b3 100644
--- a/preprocessor/ParsingDriver.cc
+++ b/preprocessor/ParsingDriver.cc
@@ -549,11 +549,7 @@ ParsingDriver::hist_val(string *name, string *lag, expr_t rhs)
pair<int, int> key(symb_id, ilag);
if (mod_file->dynamic_model.minLagForSymbol(symb_id) > ilag - 1)
- {
- ostringstream s;
- s << ilag-1;
- error("histval: variable " + *name + " does not appear in the model with the lag " + s.str() + " (see the reference manual for the timing convention in 'histval')");
- }
+ hist_vals_wrong_lag[symb_id] = ilag-1;
if (hist_values.find(key) != hist_values.end())
error("hist_val: (" + *name + ", " + *lag + ") declared twice");
@@ -669,7 +665,7 @@ ParsingDriver::end_endval(bool all_values_required)
void
ParsingDriver::end_histval(bool all_values_required)
{
- mod_file->addStatement(new HistValStatement(hist_values, mod_file->symbol_table, all_values_required));
+ mod_file->addStatement(new HistValStatement(hist_values, hist_vals_wrong_lag, mod_file->symbol_table, all_values_required));
hist_values.clear();
}
diff --git a/preprocessor/ParsingDriver.hh b/preprocessor/ParsingDriver.hh
index 80eb4c0a2..f8dbe487b 100644
--- a/preprocessor/ParsingDriver.hh
+++ b/preprocessor/ParsingDriver.hh
@@ -157,6 +157,8 @@ private:
InitOrEndValStatement::init_values_t init_values;
//! Temporary storage for histval blocks
HistValStatement::hist_values_t hist_values;
+ //! Temporary storage for histval blocks
+ HistValStatement::hist_vals_wrong_lag_t hist_vals_wrong_lag;
//! Temporary storage for homotopy_setup blocks
HomotopyStatement::homotopy_values_t homotopy_values;
//! Temporary storage for moment_calibration
diff --git a/preprocessor/Statement.hh b/preprocessor/Statement.hh
index 3e303d8d6..c99d79eb7 100644
--- a/preprocessor/Statement.hh
+++ b/preprocessor/Statement.hh
@@ -117,7 +117,10 @@ public:
int orig_eq_nbr;
//! Stores the number of equations added to the Ramsey model
int ramsey_eq_nbr;
-
+ //! Set list of variables that become state variables when ramsey_policy is used
+ vector<string> ramsey_state_variables;
+ //! Histval values that do not have the appropriate lag
+ map<int, int> hist_vals_wrong_lag;
};
class Statement
--
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