From 7827d2e04d5f5dd4973ff98f63a277bb76fe7eb1 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Mon, 9 Sep 2019 12:12:32 +0200
Subject: [PATCH] add info about max endo/exo lag by variable. closes
dynare#1596
---
src/DynamicModel.cc | 54 +++++++++++++++++++++++++++++++++++++--------
src/DynamicModel.hh | 3 +++
2 files changed, 48 insertions(+), 9 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 055da033..c046b914 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -2955,7 +2955,29 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
outstruct = "oo_.";
}
- output << modstruct << "orig_maximum_endo_lag = " << max_endo_lag_orig << ";" << endl
+ if (max_endo_lag_by_var.size() != symbol_table.orig_endo_nbr())
+ {
+ cerr << "ERROR: the number of endogenous variables found in the model block"
+ << " is not equal to the number declared" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ if (max_exo_lag_by_var.size() != symbol_table.exo_nbr())
+ {
+ cerr << "ERROR: the number of exogenous variables found in the model block"
+ << " is not equal to the number declared" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ output << modstruct << "max_endo_lag_by_var = [";
+ for (const auto & it : max_endo_lag_by_var)
+ output << it.second << " ";
+ output << "];" << endl
+ << modstruct << "max_exo_lag_by_var = [";
+ for (const auto & it : max_exo_lag_by_var)
+ output << it.second << " ";
+ output << "];" << endl
+ << modstruct << "orig_maximum_endo_lag = " << max_endo_lag_orig << ";" << endl
<< modstruct << "orig_maximum_endo_lead = " << max_endo_lead_orig << ";" << endl
<< modstruct << "orig_maximum_exo_lag = " << max_exo_lag_orig << ";" << endl
<< modstruct << "orig_maximum_exo_lead = " << max_exo_lead_orig << ";" << endl
@@ -5546,21 +5568,35 @@ DynamicModel::setLeadsLagsOrig()
for (const auto & dynvar : dynvars)
{
int lag = dynvar.second;
- SymbolType type = symbol_table.getType(dynvar.first);
max_lead_orig = max(lag, max_lead_orig);
max_lag_orig = max(-lag, max_lag_orig);
- switch (type)
+
+ switch (symbol_table.getType(dynvar.first))
{
case SymbolType::endogenous:
- max_endo_lead_orig = max(lag, max_endo_lead_orig);
- max_endo_lag_orig = max(-lag, max_endo_lag_orig);
- break;
+ {
+ max_endo_lead_orig = max(lag, max_endo_lead_orig);
+ max_endo_lag_orig = max(-lag, max_endo_lag_orig);
+ auto var = max_endo_lag_by_var.find(dynvar.first);
+ if (var != max_endo_lag_by_var.end())
+ max_endo_lag_by_var[dynvar.first] = max(0, lag);
+ else
+ max_endo_lag_by_var[dynvar.first] = max(var->second, lag);
+ break;
+ }
case SymbolType::exogenous:
- max_exo_lead_orig = max(lag, max_exo_lead_orig);
- max_exo_lag_orig = max(-lag, max_exo_lag_orig);
- break;
+ {
+ max_exo_lead_orig = max(lag, max_exo_lead_orig);
+ max_exo_lag_orig = max(-lag, max_exo_lag_orig);
+ auto var = max_exo_lag_by_var.find(dynvar.first);
+ if (var != max_exo_lag_by_var.end())
+ max_exo_lag_by_var[dynvar.first] = max(0, lag);
+ else
+ max_exo_lag_by_var[dynvar.first] = max(var->second, lag);
+ break;
+ }
case SymbolType::exogenousDet:
max_exo_det_lead_orig = max(lag, max_exo_det_lead_orig);
max_exo_det_lag_orig = max(-lag, max_exo_det_lag_orig);
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 1991d5d3..5264a22b 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -84,6 +84,9 @@ private:
//! Maximum lag and lead over deterministic exogenous variables (positive values) of original model
int max_exo_det_lag_orig{0}, max_exo_det_lead_orig{0};
+ //! Max lags by symb_id
+ map<int, int> max_endo_lag_by_var, max_exo_lag_by_var;
+
//! Cross reference information
map<int, ExprNode::EquationInfo> xrefs;
map<pair<int, int>, set<int>> xref_param;
--
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