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declare parameters when adl is encountered

time-shift
Houtan Bastani 2017-06-30 15:56:56 +02:00
parent c9ea44002a
commit 4183c32525
5 changed files with 14 additions and 43 deletions
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6
preprocessor/ExprNode.cc
View File

@ -4316,12 +4316,12 @@ BinaryOpNode::substituteAdlAndDiff() const
expr_t arg1subst = arg1->substituteAdlAndDiff();
int i = 1;
expr_t retval = datatree.AddTimes(datatree.AddVariable(datatree.symbol_table.addAdlParameter(adlparam, i), 0),
arg1subst->decreaseLeadsLags(i));
int param_symb_id = datatree.symbol_table.getID(adlparam + "_lag_" + to_string(i));
expr_t retval = datatree.AddTimes(datatree.AddVariable(param_symb_id, 0), arg1subst->decreaseLeadsLags(i));
i++;
for (; i <= (int) arg2->eval(eval_context_t()); i++)
retval = datatree.AddPlus(retval,
datatree.AddTimes(datatree.AddVariable(datatree.symbol_table.addAdlParameter(adlparam, i), 0),
datatree.AddTimes(datatree.AddVariable(datatree.symbol_table.getID(adlparam + "_lag_" + to_string(i)), 0),
arg1subst->decreaseLeadsLags(i)));
return retval;
}

5
preprocessor/ParsingDriver.cc
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@ -2596,6 +2596,11 @@ ParsingDriver::add_adl(expr_t arg1, string *name, string *lag)
{
expr_t id = data_tree->AddAdl(arg1, *name,
data_tree->AddNonNegativeConstant(*lag));
// Declare parameters here so that parameters can be initialized after the model block
for (int i = 0; i < atoi(lag->c_str()); i++)
declare_parameter(new string(*name + "_lag_" + to_string(i+1)));
delete name;
delete lag;
return id;

23
preprocessor/SymbolTable.cc
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@ -649,29 +649,6 @@ SymbolTable::addLagAuxiliaryVarInternal(bool endo, int orig_symb_id, int orig_le
return symb_id;
}
int
SymbolTable::addAdlParameter(const string &basename, int lag) throw (FrozenException)
{
ostringstream varname;
varname << basename << "_lag_" << lag;
try
{
int symb_id = addSymbol(varname.str(), eParameter);
adl_params.push_back(symb_id);
return symb_id;
}
catch (AlreadyDeclaredException &e)
{
int symb_id = getID(varname.str());
if (find(adl_params.begin(), adl_params.end(), symb_id) != adl_params.end())
return symb_id;
cerr << "ERROR: you should rename your variable called " << varname.str() << ", this name is internally used by Dynare" << endl;
exit(EXIT_FAILURE);
}
}
int
SymbolTable::addEndoLeadAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenException)
{

7
preprocessor/SymbolTable.hh
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@ -153,9 +153,6 @@ private:
//! Stores the list of observed exogenous variables
vector<int> varexobs;
//! Stores list of parameters declared in adl substitution
vector<int> adl_params;
public:
SymbolTable();
//! Thrown when trying to access an unknown symbol (by name)
@ -287,10 +284,6 @@ public:
//! Adds an auxiliary variable when var_model is used with an order that is greater in absolute value
//! than the largest lag present in the model.
int addVarModelEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) throw (AlreadyDeclaredException, FrozenException);
/*
// Adds a parameter for the transformation of the adl operator
*/
int addAdlParameter(const string &basename, int lag) throw (FrozenException);
//! Returns the number of auxiliary variables
int
AuxVarsSize() const

16
tests/ecb/contribution-plots/var.mod
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@ -15,20 +15,16 @@ model;
end;
// Must be calibrated after the model block
p_ffr_ffr_lag_1 = 1;
p_ffr_ffr_lag_2 = p_ffr_ffr_lag_1*.5;
p_ffr_unrate_lag_1 = 2;
p_ffr_cpi_lag_1 = 3;
// Actual paths for the variables.
ds1 = dseries(randn(30, 3), 1, {'ffr', 'unrate', 'cpi'});
// Baseline paths for the variables.
ds0 = dseries(zeros(30, 3), 1, {'ffr', 'unrate', 'cpi'});
// Calibration of some ADL parameters, we need to fix the preprocessor in oder to allow the usual syntax.
idp = strmatch('p_ffr_ffr_lag_1', M_.param_names, 'exact');
M_.params(idp) = 1;
idp = strmatch('p_ffr_ffr_lag_2', M_.param_names, 'exact');
M_.params(idp) = 2;
idp = strmatch('p_ffr_unrate_lag_1', M_.param_names, 'exact');
M_.params(idp) = 3;
idp = strmatch('p_ffr_cpi_lag_1', M_.param_names, 'exact');
M_.params(idp) = 4;
plot_contributions('eqnum', 'ffr', ds1, ds0);