From 91096d8d02e3fc46324b5eaaee5397b03c4df9d9 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Thu, 27 Jul 2017 12:33:19 -0400
Subject: [PATCH] preprocessor: store max lead/lag info, write to output

---
 preprocessor/DynamicModel.cc | 65 +++++++++++++++++++++++++++++++++++-
 preprocessor/DynamicModel.hh | 11 ++++++
 preprocessor/ModFile.cc      |  1 +
 3 files changed, 76 insertions(+), 1 deletion(-)

diff --git a/preprocessor/DynamicModel.cc b/preprocessor/DynamicModel.cc
index e827d58ce..c927a8736 100644
--- a/preprocessor/DynamicModel.cc
+++ b/preprocessor/DynamicModel.cc
@@ -44,6 +44,10 @@ DynamicModel::DynamicModel(SymbolTable &symbol_table_arg,
   max_endo_lag(0), max_endo_lead(0),
   max_exo_lag(0), max_exo_lead(0),
   max_exo_det_lag(0), max_exo_det_lead(0),
+  max_lag_orig(0), max_lead_orig(0),
+  max_endo_lag_orig(0), max_endo_lead_orig(0),
+  max_exo_lag_orig(0), max_exo_lead_orig(0),
+  max_exo_det_lag_orig(0), max_exo_det_lead_orig(0),
   dynJacobianColsNbr(0),
   global_temporary_terms(true)
 {
@@ -2563,7 +2567,15 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
       outstruct = "oo_.";
     }
 
-  output << modstruct << "lead_lag_incidence = [";
+  output << modstruct << "max_endo_lag_orig = " << max_endo_lag_orig << ";" << endl
+         << modstruct << "max_endo_lead_orig = " << max_endo_lead_orig << ";" << endl
+         << modstruct << "max_exo_lag_orig = " << max_exo_lag_orig << ";" << endl
+         << modstruct << "max_exo_lead_orig = " << max_exo_lead_orig << ";" << endl
+         << modstruct << "max_exo_det_lag_orig = " << max_exo_det_lag_orig << ";" << endl
+         << modstruct << "max_exo_det_lead_orig = " << max_exo_det_lead_orig << ";" << endl
+         << modstruct << "max_lag_orig = " << max_lag_orig << ";" << endl
+         << modstruct << "max_lead_orig = " << max_lead_orig << ";" << endl
+         << modstruct << "lead_lag_incidence = [";
   // Loop on endogenous variables
   int nstatic = 0,
     nfwrd   = 0,
@@ -3740,6 +3752,8 @@ DynamicModel::cloneDynamic(DynamicModel &dynamic_model) const
   for (size_t i = 0; i < static_only_equations.size(); i++)
     dynamic_model.addStaticOnlyEquation(static_only_equations[i]->cloneDynamic(dynamic_model),
                                         static_only_equations_lineno[i]);
+
+  dynamic_model.setLeadsLagsOrig();
 }
 
 void
@@ -3912,6 +3926,55 @@ DynamicModel::findUnusedExogenous()
   return unusedExo;
 }
 
+void
+DynamicModel::setLeadsLagsOrig()
+{
+  set<pair<int, int> > dynvars;
+
+  for (int i = 0; i < (int) equations.size(); i++)
+    {
+      equations[i]->collectDynamicVariables(eEndogenous, dynvars);
+      equations[i]->collectDynamicVariables(eExogenous, dynvars);
+      equations[i]->collectDynamicVariables(eExogenousDet, dynvars);
+    }
+
+    for (set<pair<int, int> >::const_iterator it = dynvars.begin();
+         it != dynvars.end(); it++)
+    {
+      int lag = it->second;
+      SymbolType type = symbol_table.getType(it->first);
+
+      if (max_lead_orig < lag)
+        max_lead_orig= lag;
+      else if (-max_lag_orig > lag)
+        max_lag_orig = -lag;
+
+      switch (type)
+        {
+        case eEndogenous:
+          if (max_endo_lead_orig < lag)
+            max_endo_lead_orig = lag;
+          else if (-max_endo_lag_orig > lag)
+            max_endo_lag_orig = -lag;
+          break;
+        case eExogenous:
+          if (max_exo_lead_orig < lag)
+            max_exo_lead_orig = lag;
+          else if (-max_exo_lag_orig > lag)
+            max_exo_lag_orig = -lag;
+          break;
+        case eExogenousDet:
+          if (max_exo_det_lead_orig < lag)
+            max_exo_det_lead_orig = lag;
+          else if (-max_exo_det_lag_orig > lag)
+            max_exo_det_lag_orig = -lag;
+          break;
+        default:
+          break;
+        }
+    }
+}
+
 void
 DynamicModel::computeDerivIDs()
 {
diff --git a/preprocessor/DynamicModel.hh b/preprocessor/DynamicModel.hh
index 1fb14bc20..8b68744d8 100644
--- a/preprocessor/DynamicModel.hh
+++ b/preprocessor/DynamicModel.hh
@@ -61,6 +61,14 @@ private:
   //! Maximum lag and lead over deterministic exogenous variables (positive values)
   /*! Set by computeDerivIDs() */
   int max_exo_det_lag, max_exo_det_lead;
+  //! Maximum lag and lead over all types of variables (positive values) of original model
+  int max_lag_orig, max_lead_orig;
+  //! Maximum lag and lead over endogenous variables (positive values) of original model
+  int max_endo_lag_orig, max_endo_lead_orig;
+  //! Maximum lag and lead over exogenous variables (positive values) of original model
+  int max_exo_lag_orig, max_exo_lead_orig;
+  //! Maximum lag and lead over deterministic exogenous variables (positive values) of original model
+  int max_exo_det_lag_orig, max_exo_det_lead_orig;
 
   //! Cross reference information
   map<int, ExprNode::EquationInfo> xrefs;
@@ -277,6 +285,9 @@ public:
   //! Find exogenous variables not used in model
   set<int> findUnusedExogenous();
 
+  //! Set the max leads/lags of the original model
+  void setLeadsLagsOrig();
+
   //! Copies a dynamic model (only the equations)
   /*! It assumes that the dynamic model given in argument has just been allocated */
   void cloneDynamic(DynamicModel &dynamic_model) const;
diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc
index 29fcd93f4..71f5f33a0 100644
--- a/preprocessor/ModFile.cc
+++ b/preprocessor/ModFile.cc
@@ -335,6 +335,7 @@ void
 ModFile::transformPass(bool nostrict, bool compute_xrefs)
 {
   // Save the original model (must be done before any model transformations by preprocessor)
+  dynamic_model.setLeadsLagsOrig();
   dynamic_model.cloneDynamic(original_model);
 
   if (nostrict)