From 5a2b3e052f3fc5d0fa1379227ee2ab7cdfcd7466 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Mon, 11 Sep 2023 17:34:11 +0200
Subject: [PATCH] OSR: allow analytic_derivation option
---
src/ComputingTasks.cc | 6 ++++++
src/DynareBison.yy | 2 ++
src/ModFile.cc | 2 ++
src/Statement.hh | 2 ++
4 files changed, 12 insertions(+)
diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index eb976e00..9b6e68b9 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -2112,6 +2112,12 @@ OsrStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation
opt && *opt == "true")
mod_file_struct.partial_information = true;
+ // Fill in mod_file_struct.estimation_analytic_derivation
+ if (auto opt = options_list.get_if<OptionsList::NumVal>("analytic_derivation");
+ opt && *opt == "1")
+ mod_file_struct.osr_analytic_derivation = true;
+
+
// Option k_order_solver (implicit when order >= 3)
if (auto opt = options_list.get_if<OptionsList::NumVal>("k_order_solver");
(opt && *opt == "true") || mod_file_struct.order_option >= 3)
diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index 06ce4ebd..a7d50583 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -2356,6 +2356,8 @@ osr_options : stoch_simul_primary_options
| o_optim
| o_huge_number
| o_silent_optimizer
+ | o_analytic_derivation
+ | o_analytic_derivation_mode
;
osr : OSR ';'
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 34ea4486..23f86c7a 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -670,6 +670,7 @@ ModFile::computingPass(bool no_tmp_terms, OutputType output, int params_derivs_o
if (mod_file_struct.identification_present
|| mod_file_struct.estimation_analytic_derivation
+ || mod_file_struct.osr_analytic_derivation
|| (mod_file_struct.GMM_present && (mod_file_struct.analytic_standard_errors_present || mod_file_struct.analytic_jacobian_present)))
paramsDerivsOrder = params_derivs_order;
@@ -722,6 +723,7 @@ ModFile::computingPass(bool no_tmp_terms, OutputType output, int params_derivs_o
int paramsDerivsOrder = 0;
if (mod_file_struct.identification_present
|| mod_file_struct.estimation_analytic_derivation
+ || mod_file_struct.osr_analytic_derivation
|| (mod_file_struct.GMM_present && (mod_file_struct.analytic_standard_errors_present || mod_file_struct.analytic_jacobian_present)))
paramsDerivsOrder = params_derivs_order;
dynamic_model.computingPass(derivsOrder, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll);
diff --git a/src/Statement.hh b/src/Statement.hh
index cd1585ff..6a8bdc7f 100644
--- a/src/Statement.hh
+++ b/src/Statement.hh
@@ -74,6 +74,8 @@ struct ModFileStructure
bool sensitivity_present{false};
//! Whether the option analytic_derivation is given to estimation
bool estimation_analytic_derivation{false};
+ //! Whether the option analytic_derivation is given to osr
+ bool osr_analytic_derivation{false};
//! Whether the option partial_information is given to stoch_simul/estimation/osr/ramsey_policy
bool partial_information{false};
//! Whether the "k_order_solver" option is used (explictly, or implicitly if order >= 3)
--
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