2008-02-03 11:28:36 +01:00
/*
2020-05-06 17:13:47 +02:00
* Copyright © 2007 - 2020 Dynare Team
2008-02-03 11:28:36 +01:00
*
* This file is part of Dynare .
*
* Dynare is free software : you can redistribute it and / or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation , either version 3 of the License , or
* ( at your option ) any later version .
*
* Dynare is distributed in the hope that it will be useful ,
* but WITHOUT ANY WARRANTY ; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE . See the
* GNU General Public License for more details .
*
* You should have received a copy of the GNU General Public License
2021-06-09 16:52:20 +02:00
* along with Dynare . If not , see < https : //www.gnu.org/licenses/>.
2008-02-03 11:28:36 +01:00
*/
# ifndef _EXPR_NODE_HH
# define _EXPR_NODE_HH
# include <set>
# include <map>
# include <vector>
2009-07-06 12:36:36 +02:00
# include <ostream>
2018-05-29 17:07:18 +02:00
# include <functional>
2008-02-03 11:28:36 +01:00
2013-12-30 14:45:17 +01:00
using namespace std ;
2008-02-03 11:28:36 +01:00
# include "CodeInterpreter.hh"
2010-02-22 17:33:38 +01:00
# include "ExternalFunctionsTable.hh"
2008-02-03 11:28:36 +01:00
class DataTree ;
2019-01-29 17:29:24 +01:00
class NumConstNode ;
2009-09-30 17:10:31 +02:00
class VariableNode ;
2018-03-02 12:32:01 +01:00
class UnaryOpNode ;
2009-09-30 17:10:31 +02:00
class BinaryOpNode ;
2018-02-07 10:05:32 +01:00
class PacExpectationNode ;
2008-02-03 11:28:36 +01:00
2018-06-04 14:07:13 +02:00
using expr_t = class ExprNode * ;
2008-02-03 11:28:36 +01:00
struct ExprNodeLess ;
//! Type for set of temporary terms
2018-05-28 15:50:29 +02:00
/*! The ExprNodeLess ordering is important for the temporary terms algorithm,
2019-12-20 16:59:30 +01:00
see the definition of ExprNodeLess */
2018-06-04 14:31:26 +02:00
using temporary_terms_t = set < expr_t , ExprNodeLess > ;
2018-03-27 17:14:30 +02:00
/*! Keeps track of array indices of temporary_terms for writing */
2018-06-04 14:31:26 +02:00
using temporary_terms_idxs_t = map < expr_t , int > ;
2009-04-17 18:26:23 +02:00
2009-04-30 15:14:33 +02:00
//! Type for evaluation contexts
/*! The key is a symbol id. Lags are assumed to be null */
2018-06-04 14:31:26 +02:00
using eval_context_t = map < int , double > ;
2009-04-30 15:14:33 +02:00
2010-03-04 16:40:07 +01:00
//! Type for tracking first/second derivative functions that have already been written as temporary terms
2018-06-04 14:31:26 +02:00
using deriv_node_temp_terms_t = map < pair < int , vector < expr_t > > , int > ;
2010-03-04 16:40:07 +01:00
2019-10-22 14:56:28 +02:00
//! Type for the substitution map used for creating aux. vars for diff and unary_ops
/*! Let ≅ be the equivalence relationship such that two expressions e₁ and e₂
are equivalent iff e ₁ can be obtained from e ₂ by shifting all leads / lags by
the same number of periods ( e . g . x ₋ ₁ + y ₂ ≅ x ₁ + y ₄ ) .
For each equivalence class , we select a representative element , which is
the class member which has no lead and a variable appearing at current
period ( in the previous example , it would be x ₋ ₃ + y ) . ( Obviously , if there
is no variable in the expression , then there is only one element in the
class , and that one is the representative )
Each member of an equivalence class is represented by an integer ,
corresponding to its distance to the representative element ( e . g . x ₋ ₁ + y ₂
has index 2 and x ₁ + y ₄ has index 4 ) . The representative element has index 0
by definition .
The keys in the std : : map are the representative elements of the various
equivalence classes . The values are themselves std : : map that describe the
equivalence class : they associate indices of class members to the
expressions with which they should be substituted . */
using lag_equivalence_table_t = map < expr_t , map < int , expr_t > > ;
2018-02-28 17:33:00 +01:00
2008-02-03 11:28:36 +01:00
//! Possible types of output when writing ExprNode(s)
2018-09-05 18:27:13 +02:00
enum class ExprNodeOutputType
2008-02-03 11:28:36 +01:00
{
2019-12-20 16:59:30 +01:00
matlabStaticModel , //!< Matlab code, static model
matlabDynamicModel , //!< Matlab code, dynamic model
CDynamicModel , //!< C code, dynamic model
CStaticModel , //!< C code, static model
juliaStaticModel , //!< Julia code, static model
juliaDynamicModel , //!< Julia code, dynamic model
matlabOutsideModel , //!< Matlab code, outside model block (for example in initval)
latexStaticModel , //!< LaTeX code, static model
latexDynamicModel , //!< LaTeX code, dynamic model
latexDynamicSteadyStateOperator , //!< LaTeX code, dynamic model, inside a steady state operator
matlabDynamicSteadyStateOperator , //!< Matlab code, dynamic model, inside a steady state operator
CDynamicSteadyStateOperator , //!< C code, dynamic model, inside a steady state operator
juliaDynamicSteadyStateOperator , //!< Julia code, dynamic model, inside a steady state operator
steadyStateFile , //!< Matlab code, in the generated steady state file
juliaSteadyStateFile , //!< Julia code, in the generated steady state file
matlabDseries , //!< Matlab code for dseries
epilogueFile //!< Matlab code, in the generated epilogue file
2008-02-03 11:28:36 +01:00
} ;
2018-09-05 18:27:13 +02:00
inline bool
isMatlabOutput ( ExprNodeOutputType output_type )
{
return output_type = = ExprNodeOutputType : : matlabStaticModel
| | output_type = = ExprNodeOutputType : : matlabDynamicModel
| | output_type = = ExprNodeOutputType : : matlabOutsideModel
| | output_type = = ExprNodeOutputType : : matlabDynamicSteadyStateOperator
| | output_type = = ExprNodeOutputType : : steadyStateFile
| | output_type = = ExprNodeOutputType : : matlabDseries
| | output_type = = ExprNodeOutputType : : epilogueFile ;
}
inline bool
isJuliaOutput ( ExprNodeOutputType output_type )
{
return output_type = = ExprNodeOutputType : : juliaStaticModel
| | output_type = = ExprNodeOutputType : : juliaDynamicModel
| | output_type = = ExprNodeOutputType : : juliaDynamicSteadyStateOperator
| | output_type = = ExprNodeOutputType : : juliaSteadyStateFile ;
}
inline bool
isCOutput ( ExprNodeOutputType output_type )
{
return output_type = = ExprNodeOutputType : : CDynamicModel
| | output_type = = ExprNodeOutputType : : CStaticModel
| | output_type = = ExprNodeOutputType : : CDynamicSteadyStateOperator ;
}
inline bool
isLatexOutput ( ExprNodeOutputType output_type )
{
return output_type = = ExprNodeOutputType : : latexStaticModel
| | output_type = = ExprNodeOutputType : : latexDynamicModel
| | output_type = = ExprNodeOutputType : : latexDynamicSteadyStateOperator ;
}
2008-02-03 11:28:36 +01:00
2015-08-21 16:44:55 +02:00
/* Equal to 1 for Matlab langage or Julia, or to 0 for C language. Not defined for LaTeX.
In Matlab and Julia , array indexes begin at 1 , while they begin at 0 in C */
2019-12-16 19:42:59 +01:00
inline int
ARRAY_SUBSCRIPT_OFFSET ( ExprNodeOutputType output_type )
{
return static_cast < int > ( isMatlabOutput ( output_type ) | | isJuliaOutput ( output_type ) ) ;
}
2008-02-03 11:28:36 +01:00
2009-04-30 15:14:33 +02:00
// Left and right array subscript delimiters: '(' and ')' for Matlab, '[' and ']' for C
2019-12-16 19:42:59 +01:00
inline char
LEFT_ARRAY_SUBSCRIPT ( ExprNodeOutputType output_type )
{
return isMatlabOutput ( output_type ) ? ' ( ' : ' [ ' ;
}
inline char
RIGHT_ARRAY_SUBSCRIPT ( ExprNodeOutputType output_type )
{
return isMatlabOutput ( output_type ) ? ' ) ' : ' ] ' ;
}
2008-02-03 11:28:36 +01:00
2009-04-30 15:14:33 +02:00
// Left and right parentheses
2019-12-16 19:42:59 +01:00
inline string
LEFT_PAR ( ExprNodeOutputType output_type )
{
return isLatexOutput ( output_type ) ? " \\ left( " : " ( " ;
}
inline string
RIGHT_PAR ( ExprNodeOutputType output_type )
{
return isLatexOutput ( output_type ) ? " \\ right) " : " ) " ;
}
2008-02-03 11:28:36 +01:00
//! Base class for expression nodes
2018-02-07 10:05:32 +01:00
class ExprNode
2019-12-20 16:59:30 +01:00
{
friend class DataTree ;
friend class DynamicModel ;
friend class StaticModel ;
friend class ModelTree ;
friend struct ExprNodeLess ;
friend class NumConstNode ;
friend class VariableNode ;
friend class UnaryOpNode ;
friend class BinaryOpNode ;
friend class TrinaryOpNode ;
friend class AbstractExternalFunctionNode ;
friend class VarExpectationNode ;
friend class PacExpectationNode ;
private :
//! Computes derivative w.r. to a derivation ID (but doesn't store it in derivatives map)
/*! You shoud use getDerivative() to get the benefit of symbolic a priori and of caching */
virtual expr_t computeDerivative ( int deriv_id ) = 0 ;
protected :
//! Reference to the enclosing DataTree
DataTree & datatree ;
//! Index number
const int idx ;
//! Is the data member non_null_derivatives initialized ?
bool preparedForDerivation { false } ;
//! Set of derivation IDs with respect to which the derivative is potentially non-null
set < int > non_null_derivatives ;
//! Used for caching of first order derivatives (when non-null)
map < int , expr_t > derivatives ;
constexpr static int min_cost_matlab { 40 * 90 } ;
constexpr static int min_cost_c { 40 * 4 } ;
inline static int
min_cost ( bool is_matlab )
{
return ( is_matlab ? min_cost_matlab : min_cost_c ) ;
} ;
//! Cost of computing current node
/*! Nodes included in temporary_terms are considered having a null cost */
virtual int cost ( int cost , bool is_matlab ) const ;
2020-05-13 16:58:19 +02:00
virtual int cost ( const vector < vector < temporary_terms_t > > & blocks_temporary_terms , bool is_matlab ) const ;
2019-12-20 16:59:30 +01:00
virtual int cost ( const map < pair < int , int > , temporary_terms_t > & temp_terms_map , bool is_matlab ) const ;
//! For creating equation cross references
struct EquationInfo
{
set < pair < int , int > > param ;
set < pair < int , int > > endo ;
set < pair < int , int > > exo ;
set < pair < int , int > > exo_det ;
} ;
//! If this node is a temporary term, writes its temporary term representation
/*! Returns true if node is a temporary term and has therefore been
written to output */
bool checkIfTemporaryTermThenWrite ( ostream & output , ExprNodeOutputType output_type ,
const temporary_terms_t & temporary_terms ,
const temporary_terms_idxs_t & temporary_terms_idxs ) const ;
// Internal helper for matchVariableTimesConstantTimesParam()
virtual void matchVTCTPHelper ( int & var_id , int & lag , int & param_id , double & constant , bool at_denominator ) const ;
/* Computes the representative element and the index under the
lag - equivalence relationship . See the comment above
lag_equivalence_table_t for an explanation of these concepts . */
pair < expr_t , int > getLagEquivalenceClass ( ) const ;
public :
ExprNode ( DataTree & datatree_arg , int idx_arg ) ;
virtual ~ ExprNode ( ) = default ;
ExprNode ( const ExprNode & ) = delete ;
ExprNode ( ExprNode & & ) = delete ;
ExprNode & operator = ( const ExprNode & ) = delete ;
ExprNode & operator = ( ExprNode & & ) = delete ;
//! Initializes data member non_null_derivatives
virtual void prepareForDerivation ( ) = 0 ;
//! Returns derivative w.r. to derivation ID
/*! Uses a symbolic a priori to pre-detect null derivatives, and caches the result for other derivatives (to avoid computing it several times)
For an equal node , returns the derivative of lhs minus rhs */
expr_t getDerivative ( int deriv_id ) ;
//! Computes derivatives by applying the chain rule for some variables
/*!
\ param deriv_id The derivation ID with respect to which we are derivating
\ param recursive_variables Contains the derivation ID for which chain rules must be applied . Keys are derivation IDs , values are equations of the form x = f ( y ) where x is the key variable and x doesn ' t appear in y
*/
2020-10-02 18:31:55 +02:00
virtual expr_t getChainRuleDerivative ( int deriv_id , const map < int , BinaryOpNode * > & recursive_variables ) = 0 ;
2019-12-20 16:59:30 +01:00
//! Returns precedence of node
/*! Equals 100 for constants, variables, unary ops, and temporary terms */
virtual int precedence ( ExprNodeOutputType output_t , const temporary_terms_t & temporary_terms ) const ;
//! Compute temporary terms in this expression
/*!
\ param [ in ] derivOrder the derivation order ( first w . r . t . endo / exo ,
second w . r . t . params )
\ param [ out ] temp_terms_map the computed temporary terms , associated
with their derivation order
\ param [ out ] reference_count a temporary structure , used to count
references to each node ( integer in outer pair is the
reference count , the inner pair is the derivation order )
\ param [ in ] is_matlab whether we are in a MATLAB context , since that
affects the cost of each operator
A node will be marked as a temporary term if it is referenced at least
two times ( i . e . has at least two parents ) , and has a computing cost
( multiplied by reference count ) greater to datatree . min_cost
*/
virtual void computeTemporaryTerms ( const pair < int , int > & derivOrder ,
map < pair < int , int > , temporary_terms_t > & temp_terms_map ,
map < expr_t , pair < int , pair < int , int > > > & reference_count ,
bool is_matlab ) const ;
2020-05-06 17:13:47 +02:00
//! Compute temporary terms in this expression for block decomposed model
/*!
\ param [ in ] blk the block number
2020-05-13 16:58:19 +02:00
\ param [ in ] eq the equation number ( within the block )
2020-05-06 17:13:47 +02:00
\ param [ out ] blocks_temporary_terms the computed temporary terms , per block
2020-05-13 16:58:19 +02:00
and per equation in the block
2020-05-06 17:13:47 +02:00
\ param [ out ] reference_count a temporary structure , used to count
references to each node ( first integer is the
reference count , second integer is the number of the block in which the
2020-05-13 16:58:19 +02:00
expression first appears , third integer is the equation number within the block )
2020-05-06 17:13:47 +02:00
Same rules as computeTemporaryTerms ( ) for computing cost .
*/
2020-05-13 16:58:19 +02:00
virtual void computeBlockTemporaryTerms ( int blk , int eq ,
vector < vector < temporary_terms_t > > & blocks_temporary_terms ,
map < expr_t , tuple < int , int , int > > & reference_count ) const ;
2020-05-06 17:13:47 +02:00
2019-12-20 16:59:30 +01:00
//! Writes output of node, using a Txxx notation for nodes in temporary_terms, and specifiying the set of already written external functions
/*!
\ param [ in ] output the output stream
\ param [ in ] output_type the type of output ( MATLAB , C , LaTeX . . . )
\ param [ in ] temporary_terms the nodes that are marked as temporary terms
\ param [ in ] a map from temporary_terms to integers indexes ( in the
MATLAB , C or Julia vector of temporary terms ) ; can be empty
when writing MATLAB with block decomposition )
\ param [ in ] tef_terms the set of already written external function nodes
*/
virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , const deriv_node_temp_terms_t & tef_terms ) const = 0 ;
//! returns true if the expr node contains an external function
virtual bool containsExternalFunction ( ) const = 0 ;
//! Writes output of node (with no temporary terms and with "outside model" output type)
void writeOutput ( ostream & output ) const ;
//! Writes output of node (with no temporary terms)
void writeOutput ( ostream & output , ExprNodeOutputType output_type ) const ;
//! Writes output of node, using a Txxx notation for nodes in temporary_terms
void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs ) const ;
//! Writes output of node in JSON syntax
virtual void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , const deriv_node_temp_terms_t & tef_terms , bool isdynamic = true ) const = 0 ;
//! Writes the Abstract Syntax Tree in JSON
virtual void writeJsonAST ( ostream & output ) const = 0 ;
virtual int precedenceJson ( const temporary_terms_t & temporary_terms ) const ;
//! Writes the output for an external function, ensuring that the external function is called as few times as possible using temporary terms
virtual void writeExternalFunctionOutput ( ostream & output , ExprNodeOutputType output_type ,
const temporary_terms_t & temporary_terms ,
const temporary_terms_idxs_t & temporary_terms_idxs ,
deriv_node_temp_terms_t & tef_terms ) const ;
//! Write the JSON output of an external function in a string vector
//! Allows the insertion of commas if necessary
virtual void writeJsonExternalFunctionOutput ( vector < string > & efout ,
2017-06-01 19:58:32 +02:00
const temporary_terms_t & temporary_terms ,
2019-12-20 16:59:30 +01:00
deriv_node_temp_terms_t & tef_terms ,
bool isdynamic = true ) const ;
virtual void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
2020-05-13 12:53:47 +02:00
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
2020-05-06 17:13:47 +02:00
const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic ,
2019-12-20 16:59:30 +01:00
deriv_node_temp_terms_t & tef_terms ) const ;
//! Computes the set of all variables of a given symbol type in the expression (with information on lags)
/*!
Variables are stored as integer pairs of the form ( symb_id , lag ) .
They are added to the set given in argument .
Note that model local variables are substituted by their expression in the computation
( and added if type_arg = ModelLocalVariable ) .
*/
virtual void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const = 0 ;
//! Find lowest lag for VAR
virtual int VarMinLag ( ) const = 0 ;
//! Find the maximum lag in a VAR: handles case where LHS is diff
virtual int VarMaxLag ( const set < expr_t > & lhs_lag_equiv ) const = 0 ;
//! Finds LHS variable in a VAR equation
virtual void collectVARLHSVariable ( set < expr_t > & result ) const = 0 ;
//! Computes the set of all variables of a given symbol type in the expression (without information on lags)
/*!
Variables are stored as symb_id .
They are added to the set given in argument .
Note that model local variables are substituted by their expression in the computation
( and added if type_arg = ModelLocalVariable ) .
*/
void collectVariables ( SymbolType type_arg , set < int > & result ) const ;
//! Computes the set of endogenous variables in the expression
/*!
Endogenous are stored as integer pairs of the form ( type_specific_id , lag ) .
They are added to the set given in argument .
Note that model local variables are substituted by their expression in the computation .
*/
2020-09-29 18:20:36 +02:00
void collectEndogenous ( set < pair < int , int > > & result ) const ;
2019-12-20 16:59:30 +01:00
class EvalException
{
} ;
class EvalExternalFunctionException : public EvalException
{
} ;
virtual double eval ( const eval_context_t & eval_context ) const noexcept ( false ) = 0 ;
2020-05-13 12:53:47 +02:00
virtual void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic , const deriv_node_temp_terms_t & tef_terms ) const = 0 ;
void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic ) const ;
2019-12-20 16:59:30 +01:00
//! Creates a static version of this node
/*!
This method duplicates the current node by creating a similar node from which all leads / lags have been stripped ,
adds the result in the static_datatree argument ( and not in the original datatree ) , and returns it .
*/
virtual expr_t toStatic ( DataTree & static_datatree ) const = 0 ;
/*!
Compute cross references for equations
*/
// virtual void computeXrefs(set<int> ¶m, set<int> &endo, set<int> &exo, set<int> &exo_det) const = 0;
virtual void computeXrefs ( EquationInfo & ei ) const = 0 ;
2020-04-02 14:36:26 +02:00
// Computes the set of all sub-expressions that contain the variable (symb_id, lag)
virtual void computeSubExprContainingVariable ( int symb_id , int lag , set < expr_t > & contain_var ) const = 0 ;
//! Helper for normalization of equations
/*! Normalize the equation this = rhs.
Must be called on a node containing the desired LHS variable .
Returns an equal node of the form : LHS variable = new RHS .
Must be given the set of all subexpressions that contain the desired LHS variable .
Throws a NormallizationFailed ( ) exception if normalization is not possible . */
virtual BinaryOpNode * normalizeEquationHelper ( const set < expr_t > & contain_var , expr_t rhs ) const = 0 ;
class NormalizationFailed { } ;
2019-12-20 16:59:30 +01:00
//! Returns the maximum lead of endogenous in this expression
/*! Always returns a non-negative value */
virtual int maxEndoLead ( ) const = 0 ;
//! Returns the maximum lead of exogenous in this expression
/*! Always returns a non-negative value */
virtual int maxExoLead ( ) const = 0 ;
//! Returns the maximum lag of endogenous in this expression
/*! Always returns a non-negative value */
virtual int maxEndoLag ( ) const = 0 ;
//! Returns the maximum lag of exogenous in this expression
/*! Always returns a non-negative value */
virtual int maxExoLag ( ) const = 0 ;
//! Returns the maximum lead of endo/exo/exodet in this expression
/*! A negative value means that the expression contains only lagged
variables . A value of numeric_limits < int > : : min ( ) means that there is
no variable . */
virtual int maxLead ( ) const = 0 ;
//! Returns the maximum lag of endo/exo/exodet in this expression
/*! A negative value means that the expression contains only leaded
variables . A value of numeric_limits < int > : : min ( ) means that there is
no variable . */
virtual int maxLag ( ) const = 0 ;
//! Returns the maximum lag of endo/exo/exodet, as if diffs were expanded
/*! This function behaves as maxLag(), except that it treats diff()
differently . For e . g . , on diff ( diff ( x ( - 1 ) ) ) , maxLag ( ) returns 1 while
maxLagWithDiffsExpanded ( ) returns 3. */
virtual int maxLagWithDiffsExpanded ( ) const = 0 ;
virtual expr_t undiff ( ) const = 0 ;
//! Returns a new expression where all the leads/lags have been shifted backwards by the same amount
/*!
Only acts on endogenous , exogenous , exogenous det
\ param [ in ] n The number of lags by which to shift
\ return The same expression except that leads / lags have been shifted backwards
*/
virtual expr_t decreaseLeadsLags ( int n ) const = 0 ;
//! Type for the substitution map used in the process of creating auxiliary vars
using subst_table_t = map < const ExprNode * , const VariableNode * > ;
//! Type for the substitution map used in the process of substituting adl expressions
using subst_table_adl_t = map < const ExprNode * , const expr_t > ;
//! Creates auxiliary endo lead variables corresponding to this expression
/*!
If maximum endogenous lead > = 3 , this method will also create intermediary auxiliary var , and will add the equations of the form aux1 = aux2 ( + 1 ) to the substitution table .
\ pre This expression is assumed to have maximum endogenous lead > = 2
\ param [ in , out ] subst_table The table to which new auxiliary variables and their correspondance will be added
\ param [ out ] neweqs Equations to be added to the model to match the creation of auxiliary variables .
\ return The new variable node corresponding to the current expression
*/
VariableNode * createEndoLeadAuxiliaryVarForMyself ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
//! Creates auxiliary exo lead variables corresponding to this expression
/*!
If maximum exogenous lead > = 2 , this method will also create intermediary auxiliary var , and will add the equations of the form aux1 = aux2 ( + 1 ) to the substitution table .
\ pre This expression is assumed to have maximum exogenous lead > = 1
\ param [ in , out ] subst_table The table to which new auxiliary variables and their correspondance will be added
\ param [ out ] neweqs Equations to be added to the model to match the creation of auxiliary variables .
\ return The new variable node corresponding to the current expression
*/
VariableNode * createExoLeadAuxiliaryVarForMyself ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
//! Constructs a new expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables
/*!
\ param [ in , out ] subst_table Map used to store expressions that have already be substituted and their corresponding variable , in order to avoid creating two auxiliary variables for the same sub - expr .
\ param [ out ] neweqs Equations to be added to the model to match the creation of auxiliary variables .
If the method detects a sub - expr which needs to be substituted , two cases are possible :
- if this expr is in the table , then it will use the corresponding variable and return the substituted expression
- if this expr is not in the table , then it will create an auxiliary endogenous variable , add the substitution in the table and return the substituted expression
\ return A new equivalent expression where sub - expressions with max endo lead > = 2 have been replaced by auxiliary variables
*/
virtual expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const = 0 ;
//! Constructs a new expression where endo variables with max endo lag >= 2 have been replaced by auxiliary variables
/*!
\ param [ in , out ] subst_table Map used to store expressions that have already be substituted and their corresponding variable , in order to avoid creating two auxiliary variables for the same sub - expr .
\ param [ out ] neweqs Equations to be added to the model to match the creation of auxiliary variables .
*/
virtual expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const = 0 ;
//! Constructs a new expression where exogenous variables with a lead have been replaced by auxiliary variables
/*!
\ param [ in , out ] subst_table Map used to store expressions that have already be substituted and their corresponding variable , in order to avoid creating two auxiliary variables for the same sub - expr .
\ param [ out ] neweqs Equations to be added to the model to match the creation of auxiliary variables .
*/
virtual expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const = 0 ;
//! Constructs a new expression where exogenous variables with a lag have been replaced by auxiliary variables
/*!
\ param [ in , out ] subst_table Map used to store expressions that have already be substituted and their corresponding variable , in order to avoid creating two auxiliary variables for the same sub - expr .
\ param [ out ] neweqs Equations to be added to the model to match the creation of auxiliary variables .
*/
virtual expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const = 0 ;
//! Constructs a new expression where the expectation operator has been replaced by auxiliary variables
/*!
\ param [ in , out ] subst_table Map used to store expressions that have already be substituted and their corresponding variable , in order to avoid creating two auxiliary variables for the same sub - expr .
\ param [ out ] neweqs Equations to be added to the model to match the creation of auxiliary variables .
\ param [ in ] partial_information_model Are we substituting in a partial information model ?
*/
virtual expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const = 0 ;
virtual expr_t decreaseLeadsLagsPredeterminedVariables ( ) const = 0 ;
//! Constructs a new expression where forward variables (supposed to be at most in t+1) have been replaced by themselves at t, plus a new aux var representing their (time) differentiate
/*!
\ param [ in ] subset variables to which to limit the transformation ; transform
all fwrd vars if empty
\ param [ in , out ] subst_table Map used to store mapping between a given
forward variable and the aux var that contains its differentiate
\ param [ out ] neweqs Equations to be added to the model to match the creation of auxiliary variables .
*/
virtual expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const = 0 ;
//! Return true if the nodeID is a numerical constant equal to value and false otherwise
/*!
\ param [ in ] value of the numerical constante
\ param [ out ] the boolean equal to true if NodeId is a constant equal to value
*/
virtual bool isNumConstNodeEqualTo ( double value ) const = 0 ;
//! Returns the maximum number of nested diffs in the expression
virtual int countDiffs ( ) const = 0 ;
//! Return true if the nodeID is a variable withe a type equal to type_arg, a specific variable id aqual to varfiable_id and a lag equal to lag_arg and false otherwise
/*!
\ param [ in ] the type ( type_arg ) , specifique variable id ( variable_id and the lag ( lag_arg )
\ param [ out ] the boolean equal to true if NodeId is the variable
*/
virtual bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const = 0 ;
//! Replaces the Trend var with datatree.One
virtual expr_t replaceTrendVar ( ) const = 0 ;
//! Constructs a new expression where the variable indicated by symb_id has been detrended
/*!
\ param [ in ] symb_id indicating the variable to be detrended
\ param [ in ] log_trend indicates if the trend is in log
\ param [ in ] trend indicating the trend
\ return the new binary op pointing to a detrended variable
*/
virtual expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const = 0 ;
//! Substitute adl operator
virtual expr_t substituteAdl ( ) const = 0 ;
2020-11-10 18:04:05 +01:00
//! Substitute out model-local variables
virtual expr_t substituteModelLocalVariables ( ) const = 0 ;
2019-12-20 16:59:30 +01:00
//! Substitute VarExpectation nodes
virtual expr_t substituteVarExpectation ( const map < string , expr_t > & subst_table ) const = 0 ;
//! Mark diff nodes to be substituted
/*! The various nodes that are equivalent up to a shift of leads/lags are
grouped together in the “ nodes ” table . See the comment above
lag_equivalence_table_t for more details . */
virtual void findDiffNodes ( lag_equivalence_table_t & nodes ) const = 0 ;
//! Substitute diff operator
virtual expr_t substituteDiff ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const = 0 ;
//! Mark unary ops nodes to be substituted
/*! The various nodes that are equivalent up to a shift of leads/lags are
grouped together in the “ nodes ” table . See the comment above
lag_equivalence_table_t for more details . */
virtual void findUnaryOpNodesForAuxVarCreation ( lag_equivalence_table_t & nodes ) const = 0 ;
//! Substitute unary ops nodes
virtual expr_t substituteUnaryOpNodes ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const = 0 ;
//! Substitute pac_expectation operator
virtual expr_t substitutePacExpectation ( const string & name , expr_t subexpr ) = 0 ;
virtual int findTargetVariable ( int lhs_symb_id ) const = 0 ;
//! Add ExprNodes to the provided datatree
virtual expr_t clone ( DataTree & datatree ) const = 0 ;
//! Move a trend variable with lag/lead to time t by dividing/multiplying by its growth factor
virtual expr_t removeTrendLeadLag ( const map < int , expr_t > & trend_symbols_map ) const = 0 ;
//! Returns true if the expression is in static form (no lead, no lag, no expectation, no STEADY_STATE)
virtual bool isInStaticForm ( ) const = 0 ;
//! Substitute auxiliary variables by their expression in static model
virtual expr_t substituteStaticAuxiliaryVariable ( ) const = 0 ;
//! Returns true if model_info_name is referenced by a VarExpectationNode
virtual bool isVarModelReferenced ( const string & model_info_name ) const = 0 ;
//! Matches a linear combination of variables, where scalars can be constant*parameter
/*! Returns a list of (variable_id, lag, param_id, constant)
corresponding to the terms in the expression . When there is no
parameter in a term , param_id = = - 1.
Can throw a MatchFailureException .
if ` variable_obligatory_in_each_term ` is true , then every part of the linear combination must contain a variable ;
otherwise , if ` variable_obligatory_in_each_term ` , then any linear combination of constant / variable / param is matched
*/
vector < tuple < int , int , int , double > > matchLinearCombinationOfVariables ( bool variable_obligatory_in_each_term = true ) const ;
pair < int , vector < tuple < int , int , int , double > > > matchParamTimesLinearCombinationOfVariables ( ) const ;
2020-07-23 14:45:32 +02:00
/* Matches an expression of the form parameter*(var1-endo2).
endo2 must correspond to symb_id . var1 must be an endogenous or an
2020-07-24 12:28:13 +02:00
exogenous ; it must be of the form X ( - 1 ) or log ( X ( - 1 ) ) or log ( X ) ( - 1 ) ( unary ops aux var ) ,
where X itself is * not * an aux var .
2020-07-23 14:45:32 +02:00
Returns the symbol IDs of the parameter and of var1 .
Throws a MatchFailureException otherwise */
pair < int , int > matchParamTimesTargetMinusVariable ( int symb_id ) const ;
2019-12-20 16:59:30 +01:00
//! Returns true if expression is of the form:
//! param * (endog op endog op ...) + param * (endog op endog op ...) + ...
virtual bool isParamTimesEndogExpr ( ) const = 0 ;
//! Fills the EC matrix structure
void fillErrorCorrectionRow ( int eqn , const vector < int > & nontarget_lhs , const vector < int > & target_lhs ,
map < tuple < int , int , int > , expr_t > & A0 ,
map < tuple < int , int , int > , expr_t > & A0star ) const ;
2020-09-29 17:58:41 +02:00
//! Replaces variables found in BinaryOpNode::findConstantEquations() with their constant values
2019-12-20 16:59:30 +01:00
virtual expr_t replaceVarsInEquation ( map < VariableNode * , NumConstNode * > & table ) const = 0 ;
//! Returns true if PacExpectationNode encountered
virtual bool containsPacExpectation ( const string & pac_model_name = " " ) const = 0 ;
//! Fills map
virtual void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const = 0 ;
//! Decompose an expression into its additive terms
/*! Returns a list of terms, with their sign (either 1 or -1, depending
on whether the terms appears with a plus or a minus ) .
The current_sign argument should normally be left to 1.
If current_sign = = - 1 , then all signs are inverted */
virtual void decomposeAdditiveTerms ( vector < pair < expr_t , int > > & terms , int current_sign = 1 ) const ;
2020-10-19 18:26:36 +02:00
//! Decompose an expression into its multiplicative factors
/*! Returns a list of factors, with their exponents (either 1 or -1, depending
on whether the factors appear at the numerator or the denominator ) .
The current_exponent argument should normally be left to 1.
If current_exponent = = - 1 , then all exponents are inverted */
virtual void decomposeMultiplicativeFactors ( vector < pair < expr_t , int > > & factors , int current_exponent = 1 ) const ;
2019-12-20 16:59:30 +01:00
// Matches an expression of the form variable*constant*parameter
/* Returns a tuple (variable_id, lag, param_id, constant).
The variable must be an exogenous or an endogenous .
The constant is optional ( in which case 1 is returned ) ; there can be
several multiplicative constants ; constants can also appear at the
denominator ( i . e . after a divide sign ) .
The parameter is optional ( in which case param_id = = - 1 ) .
If the expression is not of the expected form , throws a
MatchFailureException
if ` variable_obligatory ` is true , then the linear combination must contain a variable ;
otherwise , if ` variable_obligatory ` , then an expression is matched that has any mix of constant / variable / param
*/
tuple < int , int , int , double > matchVariableTimesConstantTimesParam ( bool variable_obligatory = true ) const ;
//! Exception thrown by matchVariableTimesConstantTimesParam when matching fails
class MatchFailureException
{
public :
const string message ;
MatchFailureException ( string message_arg ) : message { move ( message_arg ) }
{
} ;
} ;
2020-07-28 18:29:45 +02:00
/* Match an expression of the form ∏ x(l)ᵏ, where x are endogenous, as used
in the match_moments block .
For each factor , adds an integer in the 3 vectors in argument ( symb_id in
the first , lag in the second , exponent in the third ) .
Throws a MatchFailureException if not of the right form . */
virtual void matchMatchedMoment ( vector < int > & symb_ids , vector < int > & lags , vector < int > & powers ) const ;
2018-11-27 18:53:28 +01:00
} ;
2008-02-03 11:28:36 +01:00
//! Object used to compare two nodes (using their indexes)
2018-05-28 15:50:29 +02:00
/*! Note that in this ordering, a subexpression is always less than the
2019-12-20 16:59:30 +01:00
expression from which it is extracted . This property is used extensively in
the temporary terms computations . */
2008-02-03 11:28:36 +01:00
struct ExprNodeLess
{
2009-12-16 18:13:23 +01:00
bool
2010-09-16 19:18:45 +02:00
operator ( ) ( expr_t arg1 , expr_t arg2 ) const
2008-02-03 11:28:36 +01:00
{
return arg1 - > idx < arg2 - > idx ;
}
} ;
//! Numerical constant node
/*! The constant is necessarily non-negative (this is enforced at the NumericalConstants class level) */
class NumConstNode : public ExprNode
{
2018-11-28 14:32:26 +01:00
public :
2008-02-03 11:28:36 +01:00
//! Id from numerical constants table
const int id ;
2018-11-28 14:32:26 +01:00
private :
2018-06-04 12:53:26 +02:00
expr_t computeDerivative ( int deriv_id ) override ;
2018-11-28 14:18:08 +01:00
protected :
void matchVTCTPHelper ( int & var_id , int & lag , int & param_id , double & constant , bool at_denominator ) const override ;
2008-02-03 11:28:36 +01:00
public :
2018-09-05 16:41:33 +02:00
NumConstNode ( DataTree & datatree_arg , int idx_arg , int id_arg ) ;
2018-06-04 12:53:26 +02:00
void prepareForDerivation ( ) override ;
void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-09-18 14:50:31 +02:00
void writeJsonAST ( ostream & output ) const override ;
2019-12-16 19:42:59 +01:00
void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , const deriv_node_temp_terms_t & tef_terms , bool isdynamic ) const override ;
2018-06-04 12:53:26 +02:00
bool containsExternalFunction ( ) const override ;
void collectVARLHSVariable ( set < expr_t > & result ) const override ;
2018-06-04 14:17:36 +02:00
void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const override ;
2018-06-04 12:53:26 +02:00
double eval ( const eval_context_t & eval_context ) const noexcept ( false ) override ;
2020-05-13 12:53:47 +02:00
void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic , const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
expr_t toStatic ( DataTree & static_datatree ) const override ;
void computeXrefs ( EquationInfo & ei ) const override ;
2020-04-02 14:36:26 +02:00
void computeSubExprContainingVariable ( int symb_id , int lag , set < expr_t > & contain_var ) const override ;
BinaryOpNode * normalizeEquationHelper ( const set < expr_t > & contain_var , expr_t rhs ) const override ;
2020-10-02 18:31:55 +02:00
expr_t getChainRuleDerivative ( int deriv_id , const map < int , BinaryOpNode * > & recursive_variables ) override ;
2018-06-04 12:53:26 +02:00
int maxEndoLead ( ) const override ;
int maxExoLead ( ) const override ;
int maxEndoLag ( ) const override ;
int maxExoLag ( ) const override ;
int maxLead ( ) const override ;
int maxLag ( ) const override ;
2018-12-05 15:17:00 +01:00
int maxLagWithDiffsExpanded ( ) const override ;
2018-06-04 12:53:26 +02:00
int VarMinLag ( ) const override ;
2019-10-22 16:04:24 +02:00
int VarMaxLag ( const set < expr_t > & lhs_lag_equiv ) const override ;
2018-06-04 12:53:26 +02:00
expr_t undiff ( ) const override ;
expr_t decreaseLeadsLags ( int n ) const override ;
expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const override ;
expr_t substituteAdl ( ) const override ;
2020-11-10 18:04:05 +01:00
expr_t substituteModelLocalVariables ( ) const override ;
2018-08-01 19:41:44 +02:00
expr_t substituteVarExpectation ( const map < string , expr_t > & subst_table ) const override ;
2019-10-22 14:56:28 +02:00
void findDiffNodes ( lag_equivalence_table_t & nodes ) const override ;
void findUnaryOpNodesForAuxVarCreation ( lag_equivalence_table_t & nodes ) const override ;
2018-09-13 12:21:23 +02:00
int findTargetVariable ( int lhs_symb_id ) const override ;
2019-10-22 14:56:28 +02:00
expr_t substituteDiff ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteUnaryOpNodes ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
2019-12-20 16:59:30 +01:00
expr_t substitutePacExpectation ( const string & name , expr_t subexpr ) override ;
2018-06-04 12:53:26 +02:00
expr_t decreaseLeadsLagsPredeterminedVariables ( ) const override ;
expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
bool isNumConstNodeEqualTo ( double value ) const override ;
int countDiffs ( ) const override ;
bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const override ;
expr_t replaceTrendVar ( ) const override ;
expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const override ;
2018-10-10 13:07:25 +02:00
expr_t clone ( DataTree & datatree ) const override ;
2019-07-05 18:22:02 +02:00
expr_t removeTrendLeadLag ( const map < int , expr_t > & trend_symbols_map ) const override ;
2018-06-04 12:53:26 +02:00
bool isInStaticForm ( ) const override ;
2019-01-29 17:29:24 +01:00
expr_t replaceVarsInEquation ( map < VariableNode * , NumConstNode * > & table ) const override ;
2018-08-09 16:14:40 +02:00
bool containsPacExpectation ( const string & pac_model_name = " " ) const override ;
bool isParamTimesEndogExpr ( ) const override ;
2018-06-04 12:53:26 +02:00
bool isVarModelReferenced ( const string & model_info_name ) const override ;
void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const override ;
expr_t substituteStaticAuxiliaryVariable ( ) const override ;
2008-02-03 11:28:36 +01:00
} ;
//! Symbol or variable node
class VariableNode : public ExprNode
{
2011-01-13 18:08:26 +01:00
friend class UnaryOpNode ;
2018-11-28 14:32:26 +01:00
public :
2008-02-03 11:28:36 +01:00
//! Id from the symbol table
const int symb_id ;
2010-08-19 15:20:54 +02:00
//! A positive value is a lead, a negative is a lag
2008-02-03 11:28:36 +01:00
const int lag ;
2018-11-28 14:32:26 +01:00
private :
2018-06-04 12:53:26 +02:00
expr_t computeDerivative ( int deriv_id ) override ;
2018-11-28 14:18:08 +01:00
protected :
void matchVTCTPHelper ( int & var_id , int & lag , int & param_id , double & constant , bool at_denominator ) const override ;
2008-02-03 11:28:36 +01:00
public :
2018-09-05 16:41:33 +02:00
VariableNode ( DataTree & datatree_arg , int idx_arg , int symb_id_arg , int lag_arg ) ;
2018-06-04 12:53:26 +02:00
void prepareForDerivation ( ) override ;
void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-09-18 14:50:31 +02:00
void writeJsonAST ( ostream & output ) const override ;
2019-12-16 19:42:59 +01:00
void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , const deriv_node_temp_terms_t & tef_terms , bool isdynamic ) const override ;
2018-06-04 12:53:26 +02:00
bool containsExternalFunction ( ) const override ;
void collectVARLHSVariable ( set < expr_t > & result ) const override ;
2018-06-04 14:17:36 +02:00
void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const override ;
2018-06-04 12:53:26 +02:00
double eval ( const eval_context_t & eval_context ) const noexcept ( false ) override ;
2020-05-13 12:53:47 +02:00
void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic , const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
expr_t toStatic ( DataTree & static_datatree ) const override ;
void computeXrefs ( EquationInfo & ei ) const override ;
2018-10-09 17:50:04 +02:00
SymbolType get_type ( ) const ;
2020-04-02 14:36:26 +02:00
void computeSubExprContainingVariable ( int symb_id , int lag , set < expr_t > & contain_var ) const override ;
BinaryOpNode * normalizeEquationHelper ( const set < expr_t > & contain_var , expr_t rhs ) const override ;
2020-10-02 18:31:55 +02:00
expr_t getChainRuleDerivative ( int deriv_id , const map < int , BinaryOpNode * > & recursive_variables ) override ;
2018-06-04 12:53:26 +02:00
int maxEndoLead ( ) const override ;
int maxExoLead ( ) const override ;
int maxEndoLag ( ) const override ;
int maxExoLag ( ) const override ;
int maxLead ( ) const override ;
int maxLag ( ) const override ;
2018-12-05 15:17:00 +01:00
int maxLagWithDiffsExpanded ( ) const override ;
2018-06-04 12:53:26 +02:00
int VarMinLag ( ) const override ;
2019-10-22 16:04:24 +02:00
int VarMaxLag ( const set < expr_t > & lhs_lag_equiv ) const override ;
2018-06-04 12:53:26 +02:00
expr_t undiff ( ) const override ;
expr_t decreaseLeadsLags ( int n ) const override ;
expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const override ;
expr_t substituteAdl ( ) const override ;
2020-11-10 18:04:05 +01:00
expr_t substituteModelLocalVariables ( ) const override ;
2018-08-01 19:41:44 +02:00
expr_t substituteVarExpectation ( const map < string , expr_t > & subst_table ) const override ;
2019-10-22 14:56:28 +02:00
void findDiffNodes ( lag_equivalence_table_t & nodes ) const override ;
void findUnaryOpNodesForAuxVarCreation ( lag_equivalence_table_t & nodes ) const override ;
2018-09-13 12:21:23 +02:00
int findTargetVariable ( int lhs_symb_id ) const override ;
2019-10-22 14:56:28 +02:00
expr_t substituteDiff ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteUnaryOpNodes ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
2019-12-20 16:59:30 +01:00
expr_t substitutePacExpectation ( const string & name , expr_t subexpr ) override ;
2018-06-04 12:53:26 +02:00
expr_t decreaseLeadsLagsPredeterminedVariables ( ) const override ;
expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
bool isNumConstNodeEqualTo ( double value ) const override ;
int countDiffs ( ) const override ;
bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const override ;
expr_t replaceTrendVar ( ) const override ;
expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const override ;
2018-10-10 13:07:25 +02:00
expr_t clone ( DataTree & datatree ) const override ;
2019-07-05 18:22:02 +02:00
expr_t removeTrendLeadLag ( const map < int , expr_t > & trend_symbols_map ) const override ;
2018-06-04 12:53:26 +02:00
bool isInStaticForm ( ) const override ;
2019-01-29 17:29:24 +01:00
expr_t replaceVarsInEquation ( map < VariableNode * , NumConstNode * > & table ) const override ;
2018-08-13 12:12:20 +02:00
bool containsPacExpectation ( const string & pac_model_name = " " ) const override ;
2018-08-09 16:14:40 +02:00
bool isParamTimesEndogExpr ( ) const override ;
2018-06-04 12:53:26 +02:00
bool isVarModelReferenced ( const string & model_info_name ) const override ;
void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const override ;
2016-03-18 14:55:14 +01:00
//! Substitute auxiliary variables by their expression in static model
2018-06-04 12:53:26 +02:00
expr_t substituteStaticAuxiliaryVariable ( ) const override ;
2020-07-28 18:29:45 +02:00
void matchMatchedMoment ( vector < int > & symb_ids , vector < int > & lags , vector < int > & powers ) const override ;
2008-02-03 11:28:36 +01:00
} ;
//! Unary operator node
class UnaryOpNode : public ExprNode
{
2018-11-28 14:18:08 +01:00
protected :
void matchVTCTPHelper ( int & var_id , int & lag , int & param_id , double & constant , bool at_denominator ) const override ;
2018-11-28 14:32:26 +01:00
public :
2010-09-16 19:18:45 +02:00
const expr_t arg ;
2009-11-06 19:19:52 +01:00
//! Stores the information set. Only used for expectation operator
const int expectation_information_set ;
2018-07-18 16:18:26 +02:00
//! Only used for UnaryOpcode::steadyStateParamDeriv and UnaryOpcode::steadyStateParam2ndDeriv
2011-01-13 18:08:26 +01:00
const int param1_symb_id , param2_symb_id ;
2008-02-03 11:28:36 +01:00
const UnaryOpcode op_code ;
2017-07-03 16:38:44 +02:00
const string adl_param_name ;
2017-07-03 17:21:11 +02:00
const vector < int > adl_lags ;
2018-11-28 14:32:26 +01:00
private :
2018-06-04 12:53:26 +02:00
expr_t computeDerivative ( int deriv_id ) override ;
int cost ( int cost , bool is_matlab ) const override ;
2020-05-13 16:58:19 +02:00
int cost ( const vector < vector < temporary_terms_t > > & blocks_temporary_terms , bool is_matlab ) const override ;
2018-11-30 12:22:13 +01:00
int cost ( const map < pair < int , int > , temporary_terms_t > & temp_terms_map , bool is_matlab ) const override ;
2009-07-06 11:34:21 +02:00
//! Returns the derivative of this node if darg is the derivative of the argument
2011-01-13 18:08:26 +01:00
expr_t composeDerivatives ( expr_t darg , int deriv_id ) ;
2008-02-03 11:28:36 +01:00
public :
2018-09-05 16:41:33 +02:00
UnaryOpNode ( DataTree & datatree_arg , int idx_arg , UnaryOpcode op_code_arg , const expr_t arg_arg , int expectation_information_set_arg , int param1_symb_id_arg , int param2_symb_id_arg , string adl_param_name_arg , vector < int > adl_lags_arg ) ;
2018-06-04 12:53:26 +02:00
void prepareForDerivation ( ) override ;
2018-11-30 12:22:13 +01:00
void computeTemporaryTerms ( const pair < int , int > & derivOrder ,
map < pair < int , int > , temporary_terms_t > & temp_terms_map ,
map < expr_t , pair < int , pair < int , int > > > & reference_count ,
bool is_matlab ) const override ;
2020-05-13 16:58:19 +02:00
void computeBlockTemporaryTerms ( int blk , int eq , vector < vector < temporary_terms_t > > & blocks_temporary_terms ,
map < expr_t , tuple < int , int , int > > & reference_count ) const override ;
2018-06-04 12:53:26 +02:00
void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-09-18 14:50:31 +02:00
void writeJsonAST ( ostream & output ) const override ;
2019-12-16 19:42:59 +01:00
void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , const deriv_node_temp_terms_t & tef_terms , bool isdynamic ) const override ;
2018-06-04 12:53:26 +02:00
bool containsExternalFunction ( ) const override ;
void writeExternalFunctionOutput ( ostream & output , ExprNodeOutputType output_type ,
2019-12-20 16:59:30 +01:00
const temporary_terms_t & temporary_terms ,
const temporary_terms_idxs_t & temporary_terms_idxs ,
deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
void writeJsonExternalFunctionOutput ( vector < string > & efout ,
2019-12-20 16:59:30 +01:00
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ,
bool isdynamic ) const override ;
2018-06-04 12:53:26 +02:00
void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
2020-05-13 12:53:47 +02:00
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
2020-05-06 17:13:47 +02:00
const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic ,
2019-12-20 16:59:30 +01:00
deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
void collectVARLHSVariable ( set < expr_t > & result ) const override ;
2018-06-04 14:17:36 +02:00
void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const override ;
2018-06-04 12:50:53 +02:00
static double eval_opcode ( UnaryOpcode op_code , double v ) noexcept ( false ) ;
2018-06-04 12:53:26 +02:00
double eval ( const eval_context_t & eval_context ) const noexcept ( false ) override ;
2020-05-13 12:53:47 +02:00
void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic , const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
expr_t toStatic ( DataTree & static_datatree ) const override ;
void computeXrefs ( EquationInfo & ei ) const override ;
2020-04-02 14:36:26 +02:00
void computeSubExprContainingVariable ( int symb_id , int lag , set < expr_t > & contain_var ) const override ;
BinaryOpNode * normalizeEquationHelper ( const set < expr_t > & contain_var , expr_t rhs ) const override ;
2020-10-02 18:31:55 +02:00
expr_t getChainRuleDerivative ( int deriv_id , const map < int , BinaryOpNode * > & recursive_variables ) override ;
2018-06-04 12:53:26 +02:00
int maxEndoLead ( ) const override ;
int maxExoLead ( ) const override ;
int maxEndoLag ( ) const override ;
int maxExoLag ( ) const override ;
int maxLead ( ) const override ;
int maxLag ( ) const override ;
2018-12-05 15:17:00 +01:00
int maxLagWithDiffsExpanded ( ) const override ;
2018-06-04 12:53:26 +02:00
int VarMinLag ( ) const override ;
2019-10-22 16:04:24 +02:00
int VarMaxLag ( const set < expr_t > & lhs_lag_equiv ) const override ;
2018-06-04 12:53:26 +02:00
expr_t undiff ( ) const override ;
expr_t decreaseLeadsLags ( int n ) const override ;
expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
2009-09-30 17:10:31 +02:00
//! Creates another UnaryOpNode with the same opcode, but with a possibly different datatree and argument
2010-09-16 19:18:45 +02:00
expr_t buildSimilarUnaryOpNode ( expr_t alt_arg , DataTree & alt_datatree ) const ;
2018-06-04 12:53:26 +02:00
expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const override ;
expr_t substituteAdl ( ) const override ;
2020-11-10 18:04:05 +01:00
expr_t substituteModelLocalVariables ( ) const override ;
2018-08-01 19:41:44 +02:00
expr_t substituteVarExpectation ( const map < string , expr_t > & subst_table ) const override ;
2019-10-22 14:56:28 +02:00
void findDiffNodes ( lag_equivalence_table_t & nodes ) const override ;
2018-06-07 12:53:00 +02:00
bool createAuxVarForUnaryOpNode ( ) const ;
2019-10-22 14:56:28 +02:00
void findUnaryOpNodesForAuxVarCreation ( lag_equivalence_table_t & nodes ) const override ;
2018-09-13 12:21:23 +02:00
int findTargetVariable ( int lhs_symb_id ) const override ;
2019-10-22 14:56:28 +02:00
expr_t substituteDiff ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteUnaryOpNodes ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
2019-12-20 16:59:30 +01:00
expr_t substitutePacExpectation ( const string & name , expr_t subexpr ) override ;
2018-06-04 12:53:26 +02:00
expr_t decreaseLeadsLagsPredeterminedVariables ( ) const override ;
expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
bool isNumConstNodeEqualTo ( double value ) const override ;
int countDiffs ( ) const override ;
bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const override ;
expr_t replaceTrendVar ( ) const override ;
expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const override ;
2018-10-10 13:07:25 +02:00
expr_t clone ( DataTree & datatree ) const override ;
2019-07-05 18:22:02 +02:00
expr_t removeTrendLeadLag ( const map < int , expr_t > & trend_symbols_map ) const override ;
2018-06-04 12:53:26 +02:00
bool isInStaticForm ( ) const override ;
2019-01-29 17:29:24 +01:00
expr_t replaceVarsInEquation ( map < VariableNode * , NumConstNode * > & table ) const override ;
2018-08-13 12:12:20 +02:00
bool containsPacExpectation ( const string & pac_model_name = " " ) const override ;
2018-08-09 16:14:40 +02:00
bool isParamTimesEndogExpr ( ) const override ;
2018-06-04 12:53:26 +02:00
bool isVarModelReferenced ( const string & model_info_name ) const override ;
void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const override ;
2016-03-18 14:55:14 +01:00
//! Substitute auxiliary variables by their expression in static model
2018-06-04 12:53:26 +02:00
expr_t substituteStaticAuxiliaryVariable ( ) const override ;
2018-11-27 18:53:28 +01:00
void decomposeAdditiveTerms ( vector < pair < expr_t , int > > & terms , int current_sign ) const override ;
2008-02-03 11:28:36 +01:00
} ;
//! Binary operator node
class BinaryOpNode : public ExprNode
{
2018-11-28 14:18:08 +01:00
protected :
void matchVTCTPHelper ( int & var_id , int & lag , int & param_id , double & constant , bool at_denominator ) const override ;
2018-11-28 14:32:26 +01:00
public :
2010-09-16 19:18:45 +02:00
const expr_t arg1 , arg2 ;
2008-02-03 11:28:36 +01:00
const BinaryOpcode op_code ;
2018-11-28 14:32:26 +01:00
const int powerDerivOrder ;
const string adlparam ;
private :
2018-06-04 12:53:26 +02:00
expr_t computeDerivative ( int deriv_id ) override ;
int cost ( int cost , bool is_matlab ) const override ;
2020-05-13 16:58:19 +02:00
int cost ( const vector < vector < temporary_terms_t > > & blocks_temporary_terms , bool is_matlab ) const override ;
2018-11-30 12:22:13 +01:00
int cost ( const map < pair < int , int > , temporary_terms_t > & temp_terms_map , bool is_matlab ) const override ;
2009-07-06 11:34:21 +02:00
//! Returns the derivative of this node if darg1 and darg2 are the derivatives of the arguments
2010-09-16 19:18:45 +02:00
expr_t composeDerivatives ( expr_t darg1 , expr_t darg2 ) ;
2008-02-03 11:28:36 +01:00
public :
2018-09-05 16:41:33 +02:00
BinaryOpNode ( DataTree & datatree_arg , int idx_arg , const expr_t arg1_arg ,
2010-12-13 14:07:05 +01:00
BinaryOpcode op_code_arg , const expr_t arg2_arg , int powerDerivOrder ) ;
2018-06-04 12:53:26 +02:00
void prepareForDerivation ( ) override ;
int precedenceJson ( const temporary_terms_t & temporary_terms ) const override ;
int precedence ( ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms ) const override ;
2018-11-30 12:22:13 +01:00
void computeTemporaryTerms ( const pair < int , int > & derivOrder ,
map < pair < int , int > , temporary_terms_t > & temp_terms_map ,
map < expr_t , pair < int , pair < int , int > > > & reference_count ,
bool is_matlab ) const override ;
2020-05-13 16:58:19 +02:00
void computeBlockTemporaryTerms ( int blk , int eq , vector < vector < temporary_terms_t > > & blocks_temporary_terms ,
map < expr_t , tuple < int , int , int > > & reference_count ) const override ;
2018-06-04 12:53:26 +02:00
void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-09-18 14:50:31 +02:00
void writeJsonAST ( ostream & output ) const override ;
2019-12-16 19:42:59 +01:00
void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , const deriv_node_temp_terms_t & tef_terms , bool isdynamic ) const override ;
2018-06-04 12:53:26 +02:00
bool containsExternalFunction ( ) const override ;
void writeExternalFunctionOutput ( ostream & output , ExprNodeOutputType output_type ,
2019-12-20 16:59:30 +01:00
const temporary_terms_t & temporary_terms ,
const temporary_terms_idxs_t & temporary_terms_idxs ,
deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
void writeJsonExternalFunctionOutput ( vector < string > & efout ,
2019-12-20 16:59:30 +01:00
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ,
bool isdynamic ) const override ;
2018-06-04 12:53:26 +02:00
void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
2020-05-13 12:53:47 +02:00
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
2020-05-06 17:13:47 +02:00
const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic ,
2019-12-20 16:59:30 +01:00
deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
void collectVARLHSVariable ( set < expr_t > & result ) const override ;
2018-06-04 14:17:36 +02:00
void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const override ;
2018-06-04 12:50:53 +02:00
static double eval_opcode ( double v1 , BinaryOpcode op_code , double v2 , int derivOrder ) noexcept ( false ) ;
2018-06-04 12:53:26 +02:00
double eval ( const eval_context_t & eval_context ) const noexcept ( false ) override ;
2020-05-13 12:53:47 +02:00
void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic , const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-11-27 09:48:59 +01:00
expr_t Compute_RHS ( expr_t arg1 , expr_t arg2 , int op , int op_type ) const ;
2018-06-04 12:53:26 +02:00
expr_t toStatic ( DataTree & static_datatree ) const override ;
void computeXrefs ( EquationInfo & ei ) const override ;
2020-04-02 14:36:26 +02:00
void computeSubExprContainingVariable ( int symb_id , int lag , set < expr_t > & contain_var ) const override ;
BinaryOpNode * normalizeEquationHelper ( const set < expr_t > & contain_var , expr_t rhs ) const override ;
//! Try to normalize an equation with respect to a given dynamic variable.
/*! Should only be called on Equal nodes. The variable must appear in the equation. */
BinaryOpNode * normalizeEquation ( int symb_id , int lag ) const ;
2020-10-02 18:31:55 +02:00
expr_t getChainRuleDerivative ( int deriv_id , const map < int , BinaryOpNode * > & recursive_variables ) override ;
2018-06-04 12:53:26 +02:00
int maxEndoLead ( ) const override ;
int maxExoLead ( ) const override ;
int maxEndoLag ( ) const override ;
int maxExoLag ( ) const override ;
int maxLead ( ) const override ;
int maxLag ( ) const override ;
2018-12-05 15:17:00 +01:00
int maxLagWithDiffsExpanded ( ) const override ;
2018-06-04 12:53:26 +02:00
int VarMinLag ( ) const override ;
2019-10-22 16:04:24 +02:00
int VarMaxLag ( const set < expr_t > & lhs_lag_equiv ) const override ;
2018-06-04 12:53:26 +02:00
expr_t undiff ( ) const override ;
expr_t decreaseLeadsLags ( int n ) const override ;
expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
2009-09-30 17:10:31 +02:00
//! Creates another BinaryOpNode with the same opcode, but with a possibly different datatree and arguments
2010-09-16 19:18:45 +02:00
expr_t buildSimilarBinaryOpNode ( expr_t alt_arg1 , expr_t alt_arg2 , DataTree & alt_datatree ) const ;
2018-06-04 12:53:26 +02:00
expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const override ;
expr_t substituteAdl ( ) const override ;
2020-11-10 18:04:05 +01:00
expr_t substituteModelLocalVariables ( ) const override ;
2018-08-01 19:41:44 +02:00
expr_t substituteVarExpectation ( const map < string , expr_t > & subst_table ) const override ;
2019-10-22 14:56:28 +02:00
void findDiffNodes ( lag_equivalence_table_t & nodes ) const override ;
void findUnaryOpNodesForAuxVarCreation ( lag_equivalence_table_t & nodes ) const override ;
2018-09-13 12:21:23 +02:00
bool findTargetVariableHelper1 ( int lhs_symb_id , int rhs_symb_id ) const ;
int findTargetVariableHelper ( const expr_t arg1 , const expr_t arg2 , int lhs_symb_id ) const ;
int findTargetVariable ( int lhs_symb_id ) const override ;
2019-10-22 14:56:28 +02:00
expr_t substituteDiff ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteUnaryOpNodes ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
2019-12-20 16:59:30 +01:00
expr_t substitutePacExpectation ( const string & name , expr_t subexpr ) override ;
2018-06-04 12:53:26 +02:00
expr_t decreaseLeadsLagsPredeterminedVariables ( ) const override ;
expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
bool isNumConstNodeEqualTo ( double value ) const override ;
int countDiffs ( ) const override ;
bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const override ;
expr_t replaceTrendVar ( ) const override ;
expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const override ;
2018-10-10 13:07:25 +02:00
expr_t clone ( DataTree & datatree ) const override ;
2019-07-05 18:22:02 +02:00
expr_t removeTrendLeadLag ( const map < int , expr_t > & trend_symbols_map ) const override ;
2010-12-13 14:07:05 +01:00
//! Function to write out the oPowerNode in expr_t terms as opposed to writing out the function itself
expr_t unpackPowerDeriv ( ) const ;
2011-03-28 11:19:10 +02:00
//! Returns MULT_i*(lhs-rhs) = 0, creating multiplier MULT_i
2011-03-21 18:40:57 +01:00
expr_t addMultipliersToConstraints ( int i ) ;
//! Returns the non-zero hand-side of an equation (that must have a hand side equal to zero)
expr_t getNonZeroPartofEquation ( ) const ;
2018-06-04 12:53:26 +02:00
bool isInStaticForm ( ) const override ;
2019-03-15 12:27:32 +01:00
void fillAutoregressiveRow ( int eqn , const vector < int > & lhs , map < tuple < int , int , int > , expr_t > & AR ) const ;
2020-09-29 17:58:41 +02:00
//! Finds equations where a variable is equal to a constant
void findConstantEquations ( map < VariableNode * , NumConstNode * > & table ) const ;
2019-01-29 17:29:24 +01:00
expr_t replaceVarsInEquation ( map < VariableNode * , NumConstNode * > & table ) const override ;
2018-08-13 12:12:20 +02:00
bool containsPacExpectation ( const string & pac_model_name = " " ) const override ;
2020-07-23 14:45:32 +02:00
/*
ec_params_and_vars :
- 1 st element = feedback force parameter
- 2 nd element = list of terms in the cointegration relationship ( symb_id ,
is target ? , multiplicative scalar ) ; this form theoretically allows for a
linear combination in the cointegration , though for the time being we allow
less than that
2020-09-11 16:45:19 +02:00
ar_params_and_vars : elements are indexed according to lag ( index 0 is lag
1 ) ; each tuple is ( parameter_id , variable_id , variable_lag ) where
variable_lag is * not * the lag order in the AR
( because variable is an AUX_DIFF_LAG )
2020-07-23 14:45:32 +02:00
*/
2019-03-05 10:57:15 +01:00
void getPacAREC ( int lhs_symb_id , int lhs_orig_symb_id ,
2019-03-07 11:31:36 +01:00
pair < int , vector < tuple < int , bool , int > > > & ec_params_and_vars ,
2020-09-11 16:45:19 +02:00
vector < tuple < int , int , int > > & ar_params_and_vars ,
2019-03-05 10:57:15 +01:00
vector < tuple < int , int , int , double > > & additive_vars_params_and_constants ) const ;
2019-02-27 23:12:05 +01:00
//! Finds the share of optimizing agents in the PAC equation,
//! the expr node associated with it,
//! and the expr node associated with the non-optimizing part
tuple < int , expr_t , expr_t , expr_t > getPacOptimizingShareAndExprNodes ( int lhs_symb_id , int lhs_orig_symb_id ) const ;
2020-07-23 14:45:32 +02:00
pair < int , expr_t > getPacOptimizingShareAndExprNodesHelper ( int lhs_symb_id , int lhs_orig_symb_id ) const ;
2020-10-19 18:26:36 +02:00
expr_t getPacNonOptimizingPart ( int optim_share_symb_id ) const ;
2018-08-09 16:14:40 +02:00
bool isParamTimesEndogExpr ( ) const override ;
2018-06-04 12:53:26 +02:00
bool isVarModelReferenced ( const string & model_info_name ) const override ;
void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const override ;
2016-03-18 14:55:14 +01:00
//! Substitute auxiliary variables by their expression in static model
2018-06-04 12:53:26 +02:00
expr_t substituteStaticAuxiliaryVariable ( ) const override ;
2016-03-18 14:55:14 +01:00
//! Substitute auxiliary variables by their expression in static model auxiliary variable definition
2018-11-27 09:48:59 +01:00
expr_t substituteStaticAuxiliaryDefinition ( ) const ;
2018-11-27 18:53:28 +01:00
void decomposeAdditiveTerms ( vector < pair < expr_t , int > > & terms , int current_sign ) const override ;
2020-10-19 18:26:36 +02:00
void decomposeMultiplicativeFactors ( vector < pair < expr_t , int > > & factors , int current_exponent = 1 ) const override ;
2020-07-28 18:29:45 +02:00
void matchMatchedMoment ( vector < int > & symb_ids , vector < int > & lags , vector < int > & powers ) const override ;
2008-02-03 11:28:36 +01:00
} ;
//! Trinary operator node
class TrinaryOpNode : public ExprNode
{
friend class ModelTree ;
2018-11-28 14:32:26 +01:00
public :
2010-09-16 19:18:45 +02:00
const expr_t arg1 , arg2 , arg3 ;
2008-02-03 11:28:36 +01:00
const TrinaryOpcode op_code ;
2018-11-28 14:32:26 +01:00
private :
2018-06-04 12:53:26 +02:00
expr_t computeDerivative ( int deriv_id ) override ;
int cost ( int cost , bool is_matlab ) const override ;
2020-05-13 16:58:19 +02:00
int cost ( const vector < vector < temporary_terms_t > > & blocks_temporary_terms , bool is_matlab ) const override ;
2018-11-30 12:22:13 +01:00
int cost ( const map < pair < int , int > , temporary_terms_t > & temp_terms_map , bool is_matlab ) const override ;
2009-07-06 11:34:21 +02:00
//! Returns the derivative of this node if darg1, darg2 and darg3 are the derivatives of the arguments
2010-09-16 19:18:45 +02:00
expr_t composeDerivatives ( expr_t darg1 , expr_t darg2 , expr_t darg3 ) ;
2008-02-03 11:28:36 +01:00
public :
2018-09-05 16:41:33 +02:00
TrinaryOpNode ( DataTree & datatree_arg , int idx_arg , const expr_t arg1_arg ,
2010-09-16 19:18:45 +02:00
TrinaryOpcode op_code_arg , const expr_t arg2_arg , const expr_t arg3_arg ) ;
2018-06-04 12:53:26 +02:00
void prepareForDerivation ( ) override ;
int precedence ( ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms ) const override ;
2018-11-30 12:22:13 +01:00
void computeTemporaryTerms ( const pair < int , int > & derivOrder ,
map < pair < int , int > , temporary_terms_t > & temp_terms_map ,
map < expr_t , pair < int , pair < int , int > > > & reference_count ,
bool is_matlab ) const override ;
2020-05-13 16:58:19 +02:00
void computeBlockTemporaryTerms ( int blk , int eq , vector < vector < temporary_terms_t > > & blocks_temporary_terms ,
map < expr_t , tuple < int , int , int > > & reference_count ) const override ;
2018-06-04 12:53:26 +02:00
void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-09-18 14:50:31 +02:00
void writeJsonAST ( ostream & output ) const override ;
2019-12-16 19:42:59 +01:00
void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , const deriv_node_temp_terms_t & tef_terms , bool isdynamic ) const override ;
2018-06-04 12:53:26 +02:00
bool containsExternalFunction ( ) const override ;
void writeExternalFunctionOutput ( ostream & output , ExprNodeOutputType output_type ,
2019-12-20 16:59:30 +01:00
const temporary_terms_t & temporary_terms ,
const temporary_terms_idxs_t & temporary_terms_idxs ,
deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
void writeJsonExternalFunctionOutput ( vector < string > & efout ,
2019-12-20 16:59:30 +01:00
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ,
bool isdynamic ) const override ;
2018-06-04 12:53:26 +02:00
void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
2020-05-13 12:53:47 +02:00
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
2020-05-06 17:13:47 +02:00
const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic ,
2019-12-20 16:59:30 +01:00
deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
void collectVARLHSVariable ( set < expr_t > & result ) const override ;
2018-06-04 14:17:36 +02:00
void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const override ;
2018-06-04 12:50:53 +02:00
static double eval_opcode ( double v1 , TrinaryOpcode op_code , double v2 , double v3 ) noexcept ( false ) ;
2018-06-04 12:53:26 +02:00
double eval ( const eval_context_t & eval_context ) const noexcept ( false ) override ;
2020-05-13 12:53:47 +02:00
void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic , const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
expr_t toStatic ( DataTree & static_datatree ) const override ;
void computeXrefs ( EquationInfo & ei ) const override ;
2020-04-02 14:36:26 +02:00
void computeSubExprContainingVariable ( int symb_id , int lag , set < expr_t > & contain_var ) const override ;
BinaryOpNode * normalizeEquationHelper ( const set < expr_t > & contain_var , expr_t rhs ) const override ;
2020-10-02 18:31:55 +02:00
expr_t getChainRuleDerivative ( int deriv_id , const map < int , BinaryOpNode * > & recursive_variables ) override ;
2018-06-04 12:53:26 +02:00
int maxEndoLead ( ) const override ;
int maxExoLead ( ) const override ;
int maxEndoLag ( ) const override ;
int maxExoLag ( ) const override ;
int maxLead ( ) const override ;
int maxLag ( ) const override ;
2018-12-05 15:17:00 +01:00
int maxLagWithDiffsExpanded ( ) const override ;
2018-06-04 12:53:26 +02:00
int VarMinLag ( ) const override ;
2019-10-22 16:04:24 +02:00
int VarMaxLag ( const set < expr_t > & lhs_lag_equiv ) const override ;
2018-06-04 12:53:26 +02:00
expr_t undiff ( ) const override ;
expr_t decreaseLeadsLags ( int n ) const override ;
expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
2009-09-30 17:10:31 +02:00
//! Creates another TrinaryOpNode with the same opcode, but with a possibly different datatree and arguments
2010-09-16 19:18:45 +02:00
expr_t buildSimilarTrinaryOpNode ( expr_t alt_arg1 , expr_t alt_arg2 , expr_t alt_arg3 , DataTree & alt_datatree ) const ;
2018-06-04 12:53:26 +02:00
expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const override ;
expr_t substituteAdl ( ) const override ;
2020-11-10 18:04:05 +01:00
expr_t substituteModelLocalVariables ( ) const override ;
2018-08-01 19:41:44 +02:00
expr_t substituteVarExpectation ( const map < string , expr_t > & subst_table ) const override ;
2019-10-22 14:56:28 +02:00
void findDiffNodes ( lag_equivalence_table_t & nodes ) const override ;
void findUnaryOpNodesForAuxVarCreation ( lag_equivalence_table_t & nodes ) const override ;
2018-09-13 12:21:23 +02:00
int findTargetVariable ( int lhs_symb_id ) const override ;
2019-10-22 14:56:28 +02:00
expr_t substituteDiff ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteUnaryOpNodes ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
2019-12-20 16:59:30 +01:00
expr_t substitutePacExpectation ( const string & name , expr_t subexpr ) override ;
2018-06-04 12:53:26 +02:00
expr_t decreaseLeadsLagsPredeterminedVariables ( ) const override ;
expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
bool isNumConstNodeEqualTo ( double value ) const override ;
int countDiffs ( ) const override ;
bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const override ;
expr_t replaceTrendVar ( ) const override ;
expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const override ;
2018-10-10 13:07:25 +02:00
expr_t clone ( DataTree & datatree ) const override ;
2019-07-05 18:22:02 +02:00
expr_t removeTrendLeadLag ( const map < int , expr_t > & trend_symbols_map ) const override ;
2018-06-04 12:53:26 +02:00
bool isInStaticForm ( ) const override ;
2019-01-29 17:29:24 +01:00
expr_t replaceVarsInEquation ( map < VariableNode * , NumConstNode * > & table ) const override ;
2018-08-13 12:12:20 +02:00
bool containsPacExpectation ( const string & pac_model_name = " " ) const override ;
2018-08-09 16:14:40 +02:00
bool isParamTimesEndogExpr ( ) const override ;
2018-06-04 12:53:26 +02:00
bool isVarModelReferenced ( const string & model_info_name ) const override ;
void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const override ;
2016-03-18 14:55:14 +01:00
//! Substitute auxiliary variables by their expression in static model
2018-06-04 12:53:26 +02:00
expr_t substituteStaticAuxiliaryVariable ( ) const override ;
2008-02-03 11:28:36 +01:00
} ;
2010-02-22 17:33:38 +01:00
//! External function node
2014-03-13 11:22:00 +01:00
class AbstractExternalFunctionNode : public ExprNode
2008-02-03 11:28:36 +01:00
{
2018-11-28 14:32:26 +01:00
public :
const int symb_id ;
const vector < expr_t > arguments ;
2008-02-03 11:28:36 +01:00
private :
2018-06-04 12:53:26 +02:00
expr_t computeDerivative ( int deriv_id ) override ;
2014-03-13 11:22:00 +01:00
virtual expr_t composeDerivatives ( const vector < expr_t > & dargs ) = 0 ;
2010-02-22 17:33:38 +01:00
protected :
2010-03-04 16:40:07 +01:00
//! Thrown when trying to access an unknown entry in external_function_node_map
class UnknownFunctionNameAndArgs
{
} ;
//! Returns true if the given external function has been written as a temporary term
2018-05-29 11:59:42 +02:00
bool alreadyWrittenAsTefTerm ( int the_symb_id , const deriv_node_temp_terms_t & tef_terms ) const ;
2010-03-04 16:40:07 +01:00
//! Returns the index in the tef_terms map of this external function
2018-06-04 12:50:53 +02:00
int getIndxInTefTerms ( int the_symb_id , const deriv_node_temp_terms_t & tef_terms ) const noexcept ( false ) ;
2010-03-04 16:40:07 +01:00
//! Helper function to write output arguments of any given external function
2018-05-29 11:59:42 +02:00
void writeExternalFunctionArguments ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , const deriv_node_temp_terms_t & tef_terms ) const ;
2018-09-18 14:50:31 +02:00
void writeJsonASTExternalFunctionArguments ( ostream & output ) const ;
2019-12-16 19:42:59 +01:00
void writeJsonExternalFunctionArguments ( ostream & output , const temporary_terms_t & temporary_terms , const deriv_node_temp_terms_t & tef_terms , bool isdynamic ) const ;
2018-05-29 17:07:18 +02:00
/*! Returns a predicate that tests whether an other ExprNode is an external
function which is computed by the same external function call ( i . e . it has
the same so - called " Tef " index ) */
virtual function < bool ( expr_t ) > sameTefTermPredicate ( ) const = 0 ;
2008-02-03 11:28:36 +01:00
public :
2018-09-05 16:41:33 +02:00
AbstractExternalFunctionNode ( DataTree & datatree_arg , int idx_arg , int symb_id_arg ,
2018-06-04 12:31:07 +02:00
vector < expr_t > arguments_arg ) ;
2018-06-04 12:53:26 +02:00
void prepareForDerivation ( ) override ;
2018-11-30 12:22:13 +01:00
void computeTemporaryTerms ( const pair < int , int > & derivOrder ,
map < pair < int , int > , temporary_terms_t > & temp_terms_map ,
map < expr_t , pair < int , pair < int , int > > > & reference_count ,
bool is_matlab ) const override ;
2020-05-13 16:58:19 +02:00
void computeBlockTemporaryTerms ( int blk , int eq , vector < vector < temporary_terms_t > > & blocks_temporary_terms ,
map < expr_t , tuple < int , int , int > > & reference_count ) const override ;
2018-06-04 12:53:26 +02:00
void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , const deriv_node_temp_terms_t & tef_terms ) const override = 0 ;
2018-09-18 14:50:31 +02:00
void writeJsonAST ( ostream & output ) const override = 0 ;
2019-12-16 19:42:59 +01:00
void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , const deriv_node_temp_terms_t & tef_terms , bool isdynamic = true ) const override = 0 ;
2018-06-04 12:53:26 +02:00
bool containsExternalFunction ( ) const override ;
void writeExternalFunctionOutput ( ostream & output , ExprNodeOutputType output_type ,
2019-12-20 16:59:30 +01:00
const temporary_terms_t & temporary_terms ,
const temporary_terms_idxs_t & temporary_terms_idxs ,
deriv_node_temp_terms_t & tef_terms ) const override = 0 ;
2018-06-04 12:53:26 +02:00
void writeJsonExternalFunctionOutput ( vector < string > & efout ,
2019-12-20 16:59:30 +01:00
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ,
bool isdynamic = true ) const override = 0 ;
2018-06-04 12:53:26 +02:00
void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
2020-05-13 12:53:47 +02:00
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
2020-05-06 17:13:47 +02:00
const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic ,
2019-12-20 16:59:30 +01:00
deriv_node_temp_terms_t & tef_terms ) const override = 0 ;
2018-06-04 12:53:26 +02:00
void collectVARLHSVariable ( set < expr_t > & result ) const override ;
2018-06-04 14:17:36 +02:00
void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const override ;
2018-06-04 12:53:26 +02:00
double eval ( const eval_context_t & eval_context ) const noexcept ( false ) override ;
2010-12-10 11:50:27 +01:00
unsigned int compileExternalFunctionArguments ( ostream & CompileCode , unsigned int & instruction_number ,
2020-05-13 12:53:47 +02:00
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
2020-05-06 17:13:47 +02:00
const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic ,
2018-05-29 11:59:42 +02:00
const deriv_node_temp_terms_t & tef_terms ) const ;
2010-12-10 11:50:27 +01:00
2020-05-13 12:53:47 +02:00
void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic , const deriv_node_temp_terms_t & tef_terms ) const override = 0 ;
2018-06-04 12:53:26 +02:00
expr_t toStatic ( DataTree & static_datatree ) const override = 0 ;
void computeXrefs ( EquationInfo & ei ) const override = 0 ;
2020-04-02 14:36:26 +02:00
void computeSubExprContainingVariable ( int symb_id , int lag , set < expr_t > & contain_var ) const override ;
BinaryOpNode * normalizeEquationHelper ( const set < expr_t > & contain_var , expr_t rhs ) const override ;
2020-10-02 18:31:55 +02:00
expr_t getChainRuleDerivative ( int deriv_id , const map < int , BinaryOpNode * > & recursive_variables ) override ;
2018-06-04 12:53:26 +02:00
int maxEndoLead ( ) const override ;
int maxExoLead ( ) const override ;
int maxEndoLag ( ) const override ;
int maxExoLag ( ) const override ;
int maxLead ( ) const override ;
int maxLag ( ) const override ;
2018-12-05 15:17:00 +01:00
int maxLagWithDiffsExpanded ( ) const override ;
2018-06-04 12:53:26 +02:00
int VarMinLag ( ) const override ;
2019-10-22 16:04:24 +02:00
int VarMaxLag ( const set < expr_t > & lhs_lag_equiv ) const override ;
2018-06-04 12:53:26 +02:00
expr_t undiff ( ) const override ;
expr_t decreaseLeadsLags ( int n ) const override ;
expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const override ;
expr_t substituteAdl ( ) const override ;
2020-11-10 18:04:05 +01:00
expr_t substituteModelLocalVariables ( ) const override ;
2018-08-01 19:41:44 +02:00
expr_t substituteVarExpectation ( const map < string , expr_t > & subst_table ) const override ;
2019-10-22 14:56:28 +02:00
void findDiffNodes ( lag_equivalence_table_t & nodes ) const override ;
void findUnaryOpNodesForAuxVarCreation ( lag_equivalence_table_t & nodes ) const override ;
2018-09-13 12:21:23 +02:00
int findTargetVariable ( int lhs_symb_id ) const override ;
2019-10-22 14:56:28 +02:00
expr_t substituteDiff ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteUnaryOpNodes ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
2019-12-20 16:59:30 +01:00
expr_t substitutePacExpectation ( const string & name , expr_t subexpr ) override ;
2014-03-13 11:22:00 +01:00
virtual expr_t buildSimilarExternalFunctionNode ( vector < expr_t > & alt_args , DataTree & alt_datatree ) const = 0 ;
2018-06-04 12:53:26 +02:00
expr_t decreaseLeadsLagsPredeterminedVariables ( ) const override ;
expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
bool isNumConstNodeEqualTo ( double value ) const override ;
int countDiffs ( ) const override ;
bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const override ;
2020-05-05 20:55:09 +02:00
void writePrhs ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , const deriv_node_temp_terms_t & tef_terms ) const ;
2018-06-04 12:53:26 +02:00
expr_t replaceTrendVar ( ) const override ;
expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const override ;
2018-10-10 13:07:25 +02:00
expr_t clone ( DataTree & datatree ) const override = 0 ;
2019-07-05 18:22:02 +02:00
expr_t removeTrendLeadLag ( const map < int , expr_t > & trend_symbols_map ) const override ;
2018-06-04 12:53:26 +02:00
bool isInStaticForm ( ) const override ;
2019-01-29 17:29:24 +01:00
expr_t replaceVarsInEquation ( map < VariableNode * , NumConstNode * > & table ) const override ;
2018-08-13 12:12:20 +02:00
bool containsPacExpectation ( const string & pac_model_name = " " ) const override ;
2018-08-09 16:14:40 +02:00
bool isParamTimesEndogExpr ( ) const override ;
2018-06-04 12:53:26 +02:00
bool isVarModelReferenced ( const string & model_info_name ) const override ;
void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const override ;
2016-03-18 14:55:14 +01:00
//! Substitute auxiliary variables by their expression in static model
2018-06-04 12:53:26 +02:00
expr_t substituteStaticAuxiliaryVariable ( ) const override ;
2008-02-03 11:28:36 +01:00
} ;
2014-03-13 11:22:00 +01:00
class ExternalFunctionNode : public AbstractExternalFunctionNode
{
2018-05-29 17:07:18 +02:00
friend class FirstDerivExternalFunctionNode ;
friend class SecondDerivExternalFunctionNode ;
2014-03-13 11:22:00 +01:00
private :
2018-06-04 12:53:26 +02:00
expr_t composeDerivatives ( const vector < expr_t > & dargs ) override ;
2018-05-29 17:07:18 +02:00
protected :
function < bool ( expr_t ) > sameTefTermPredicate ( ) const override ;
2014-03-13 11:22:00 +01:00
public :
2018-09-05 16:41:33 +02:00
ExternalFunctionNode ( DataTree & datatree_arg , int idx_arg , int symb_id_arg ,
2014-03-13 11:22:00 +01:00
const vector < expr_t > & arguments_arg ) ;
2018-06-04 12:53:26 +02:00
void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-09-18 14:50:31 +02:00
void writeJsonAST ( ostream & output ) const override ;
2019-12-16 19:42:59 +01:00
void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , const deriv_node_temp_terms_t & tef_terms , bool isdynamic ) const override ;
2018-06-04 12:53:26 +02:00
void writeExternalFunctionOutput ( ostream & output , ExprNodeOutputType output_type ,
2019-12-20 16:59:30 +01:00
const temporary_terms_t & temporary_terms ,
const temporary_terms_idxs_t & temporary_terms_idxs ,
deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
void writeJsonExternalFunctionOutput ( vector < string > & efout ,
2019-12-20 16:59:30 +01:00
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ,
bool isdynamic ) const override ;
2018-06-04 12:53:26 +02:00
void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
2020-05-13 12:53:47 +02:00
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
2020-05-06 17:13:47 +02:00
const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic ,
2019-12-20 16:59:30 +01:00
deriv_node_temp_terms_t & tef_terms ) const override ;
2020-05-13 12:53:47 +02:00
void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic , const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
expr_t toStatic ( DataTree & static_datatree ) const override ;
void computeXrefs ( EquationInfo & ei ) const override ;
expr_t buildSimilarExternalFunctionNode ( vector < expr_t > & alt_args , DataTree & alt_datatree ) const override ;
2018-10-10 13:07:25 +02:00
expr_t clone ( DataTree & datatree ) const override ;
2014-03-13 11:22:00 +01:00
} ;
class FirstDerivExternalFunctionNode : public AbstractExternalFunctionNode
2010-02-22 17:33:38 +01:00
{
2018-11-28 14:32:26 +01:00
public :
2010-02-22 17:33:38 +01:00
const int inputIndex ;
2018-11-28 14:32:26 +01:00
private :
2018-06-04 12:53:26 +02:00
expr_t composeDerivatives ( const vector < expr_t > & dargs ) override ;
2018-05-29 17:07:18 +02:00
protected :
function < bool ( expr_t ) > sameTefTermPredicate ( ) const override ;
2010-02-22 17:33:38 +01:00
public :
2018-09-05 16:41:33 +02:00
FirstDerivExternalFunctionNode ( DataTree & datatree_arg , int idx_arg ,
2010-02-22 17:33:38 +01:00
int top_level_symb_id_arg ,
2010-09-16 19:18:45 +02:00
const vector < expr_t > & arguments_arg ,
2010-02-22 17:33:38 +01:00
int inputIndex_arg ) ;
2018-06-04 12:53:26 +02:00
void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-09-18 14:50:31 +02:00
void writeJsonAST ( ostream & output ) const override ;
2019-12-16 19:42:59 +01:00
void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , const deriv_node_temp_terms_t & tef_terms , bool isdynamic ) const override ;
2018-06-04 12:53:26 +02:00
void compile ( ostream & CompileCode , unsigned int & instruction_number ,
2020-05-13 12:53:47 +02:00
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
2020-05-06 17:13:47 +02:00
const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic ,
2019-12-20 16:59:30 +01:00
const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
void writeExternalFunctionOutput ( ostream & output , ExprNodeOutputType output_type ,
2019-12-20 16:59:30 +01:00
const temporary_terms_t & temporary_terms ,
const temporary_terms_idxs_t & temporary_terms_idxs ,
deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
void writeJsonExternalFunctionOutput ( vector < string > & efout ,
2019-12-20 16:59:30 +01:00
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ,
bool isdynamic ) const override ;
2018-06-04 12:53:26 +02:00
void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
2020-05-13 12:53:47 +02:00
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
2020-05-06 17:13:47 +02:00
const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic ,
2019-12-20 16:59:30 +01:00
deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
expr_t toStatic ( DataTree & static_datatree ) const override ;
void computeXrefs ( EquationInfo & ei ) const override ;
expr_t buildSimilarExternalFunctionNode ( vector < expr_t > & alt_args , DataTree & alt_datatree ) const override ;
2018-10-10 13:07:25 +02:00
expr_t clone ( DataTree & datatree ) const override ;
2010-02-22 17:33:38 +01:00
} ;
2014-03-13 11:22:00 +01:00
class SecondDerivExternalFunctionNode : public AbstractExternalFunctionNode
2010-02-22 17:33:38 +01:00
{
2018-11-28 14:32:26 +01:00
public :
2010-02-22 17:33:38 +01:00
const int inputIndex1 ;
const int inputIndex2 ;
2018-11-28 14:32:26 +01:00
private :
2018-06-04 12:53:26 +02:00
expr_t composeDerivatives ( const vector < expr_t > & dargs ) override ;
2018-05-29 17:07:18 +02:00
protected :
function < bool ( expr_t ) > sameTefTermPredicate ( ) const override ;
2010-02-22 17:33:38 +01:00
public :
2018-09-05 16:41:33 +02:00
SecondDerivExternalFunctionNode ( DataTree & datatree_arg , int idx_arg ,
2010-02-22 17:33:38 +01:00
int top_level_symb_id_arg ,
2010-09-16 19:18:45 +02:00
const vector < expr_t > & arguments_arg ,
2010-02-22 17:33:38 +01:00
int inputIndex1_arg ,
int inputIndex2_arg ) ;
2018-06-04 12:53:26 +02:00
void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-09-18 14:50:31 +02:00
void writeJsonAST ( ostream & output ) const override ;
2019-12-16 19:42:59 +01:00
void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , const deriv_node_temp_terms_t & tef_terms , bool isdynamic ) const override ;
2018-06-04 12:53:26 +02:00
void compile ( ostream & CompileCode , unsigned int & instruction_number ,
2020-05-13 12:53:47 +02:00
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
2020-05-06 17:13:47 +02:00
const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic ,
2019-12-20 16:59:30 +01:00
const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
void writeExternalFunctionOutput ( ostream & output , ExprNodeOutputType output_type ,
2019-12-20 16:59:30 +01:00
const temporary_terms_t & temporary_terms ,
const temporary_terms_idxs_t & temporary_terms_idxs ,
deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
void writeJsonExternalFunctionOutput ( vector < string > & efout ,
2019-12-20 16:59:30 +01:00
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ,
bool isdynamic ) const override ;
2018-06-04 12:53:26 +02:00
void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
2020-05-13 12:53:47 +02:00
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
2020-05-06 17:13:47 +02:00
const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic ,
2019-12-20 16:59:30 +01:00
deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
expr_t toStatic ( DataTree & static_datatree ) const override ;
void computeXrefs ( EquationInfo & ei ) const override ;
expr_t buildSimilarExternalFunctionNode ( vector < expr_t > & alt_args , DataTree & alt_datatree ) const override ;
2018-10-10 13:07:25 +02:00
expr_t clone ( DataTree & datatree ) const override ;
2010-02-22 17:33:38 +01:00
} ;
2016-11-18 16:52:13 +01:00
class VarExpectationNode : public ExprNode
{
public :
2018-11-28 14:32:26 +01:00
const string model_name ;
2018-09-05 16:41:33 +02:00
VarExpectationNode ( DataTree & datatree_arg , int idx_arg , string model_name_arg ) ;
2018-11-30 12:22:13 +01:00
void computeTemporaryTerms ( const pair < int , int > & derivOrder ,
map < pair < int , int > , temporary_terms_t > & temp_terms_map ,
map < expr_t , pair < int , pair < int , int > > > & reference_count ,
bool is_matlab ) const override ;
2020-05-13 16:58:19 +02:00
void computeBlockTemporaryTerms ( int blk , int eq , vector < vector < temporary_terms_t > > & blocks_temporary_terms ,
map < expr_t , tuple < int , int , int > > & reference_count ) const override ;
2018-06-04 12:53:26 +02:00
void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , const deriv_node_temp_terms_t & tef_terms ) const override ;
expr_t toStatic ( DataTree & static_datatree ) const override ;
2018-10-10 13:07:25 +02:00
expr_t clone ( DataTree & datatree ) const override ;
2018-06-04 12:53:26 +02:00
int maxEndoLead ( ) const override ;
int maxExoLead ( ) const override ;
int maxEndoLag ( ) const override ;
int maxExoLag ( ) const override ;
int maxLead ( ) const override ;
int maxLag ( ) const override ;
2018-12-05 15:17:00 +01:00
int maxLagWithDiffsExpanded ( ) const override ;
2018-06-04 12:53:26 +02:00
int VarMinLag ( ) const override ;
2019-10-22 16:04:24 +02:00
int VarMaxLag ( const set < expr_t > & lhs_lag_equiv ) const override ;
2018-06-04 12:53:26 +02:00
expr_t undiff ( ) const override ;
expr_t decreaseLeadsLags ( int n ) const override ;
void prepareForDerivation ( ) override ;
expr_t computeDerivative ( int deriv_id ) override ;
2020-10-02 18:31:55 +02:00
expr_t getChainRuleDerivative ( int deriv_id , const map < int , BinaryOpNode * > & recursive_variables ) override ;
2018-06-04 12:53:26 +02:00
bool containsExternalFunction ( ) const override ;
double eval ( const eval_context_t & eval_context ) const noexcept ( false ) override ;
void computeXrefs ( EquationInfo & ei ) const override ;
expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const override ;
expr_t substituteAdl ( ) const override ;
2020-11-10 18:04:05 +01:00
expr_t substituteModelLocalVariables ( ) const override ;
2018-08-01 19:41:44 +02:00
expr_t substituteVarExpectation ( const map < string , expr_t > & subst_table ) const override ;
2019-10-22 14:56:28 +02:00
void findDiffNodes ( lag_equivalence_table_t & nodes ) const override ;
void findUnaryOpNodesForAuxVarCreation ( lag_equivalence_table_t & nodes ) const override ;
2018-09-13 12:21:23 +02:00
int findTargetVariable ( int lhs_symb_id ) const override ;
2019-10-22 14:56:28 +02:00
expr_t substituteDiff ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteUnaryOpNodes ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
2019-12-20 16:59:30 +01:00
expr_t substitutePacExpectation ( const string & name , expr_t subexpr ) override ;
2020-04-02 14:36:26 +02:00
void computeSubExprContainingVariable ( int symb_id , int lag , set < expr_t > & contain_var ) const override ;
BinaryOpNode * normalizeEquationHelper ( const set < expr_t > & contain_var , expr_t rhs ) const override ;
2018-06-04 12:53:26 +02:00
void compile ( ostream & CompileCode , unsigned int & instruction_number ,
2020-05-13 12:53:47 +02:00
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
2020-05-06 17:13:47 +02:00
const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic ,
2019-12-20 16:59:30 +01:00
const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
void collectVARLHSVariable ( set < expr_t > & result ) const override ;
2018-06-04 14:17:36 +02:00
void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const override ;
2018-06-04 12:53:26 +02:00
int countDiffs ( ) const override ;
bool isNumConstNodeEqualTo ( double value ) const override ;
expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t decreaseLeadsLagsPredeterminedVariables ( ) const override ;
bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const override ;
expr_t replaceTrendVar ( ) const override ;
expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const override ;
2019-07-05 18:22:02 +02:00
expr_t removeTrendLeadLag ( const map < int , expr_t > & trend_symbols_map ) const override ;
2018-06-04 12:53:26 +02:00
bool isInStaticForm ( ) const override ;
2019-01-29 17:29:24 +01:00
expr_t replaceVarsInEquation ( map < VariableNode * , NumConstNode * > & table ) const override ;
2018-08-13 12:12:20 +02:00
bool containsPacExpectation ( const string & pac_model_name = " " ) const override ;
2018-08-09 16:14:40 +02:00
bool isParamTimesEndogExpr ( ) const override ;
2018-06-04 12:53:26 +02:00
bool isVarModelReferenced ( const string & model_info_name ) const override ;
void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const override ;
expr_t substituteStaticAuxiliaryVariable ( ) const override ;
2018-09-18 14:50:31 +02:00
void writeJsonAST ( ostream & output ) const override ;
2019-12-16 19:42:59 +01:00
void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , const deriv_node_temp_terms_t & tef_terms , bool isdynamic ) const override ;
2018-01-30 16:33:16 +01:00
} ;
class PacExpectationNode : public ExprNode
{
2018-11-28 14:32:26 +01:00
public :
2018-03-28 18:46:15 +02:00
const string model_name ;
2018-01-30 16:33:16 +01:00
public :
2018-09-05 16:41:33 +02:00
PacExpectationNode ( DataTree & datatree_arg , int idx_arg , string model_name ) ;
2018-11-30 12:22:13 +01:00
void computeTemporaryTerms ( const pair < int , int > & derivOrder ,
map < pair < int , int > , temporary_terms_t > & temp_terms_map ,
map < expr_t , pair < int , pair < int , int > > > & reference_count ,
bool is_matlab ) const override ;
2020-05-13 16:58:19 +02:00
void computeBlockTemporaryTerms ( int blk , int eq , vector < vector < temporary_terms_t > > & blocks_temporary_terms ,
map < expr_t , tuple < int , int , int > > & reference_count ) const override ;
2018-06-04 12:53:26 +02:00
void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , const temporary_terms_idxs_t & temporary_terms_idxs , const deriv_node_temp_terms_t & tef_terms ) const override ;
expr_t toStatic ( DataTree & static_datatree ) const override ;
2018-10-10 13:07:25 +02:00
expr_t clone ( DataTree & datatree ) const override ;
2018-06-04 12:53:26 +02:00
int maxEndoLead ( ) const override ;
int maxExoLead ( ) const override ;
int maxEndoLag ( ) const override ;
int maxExoLag ( ) const override ;
int maxLead ( ) const override ;
int maxLag ( ) const override ;
2018-12-05 15:17:00 +01:00
int maxLagWithDiffsExpanded ( ) const override ;
2018-06-04 12:53:26 +02:00
int VarMinLag ( ) const override ;
2019-10-22 16:04:24 +02:00
int VarMaxLag ( const set < expr_t > & lhs_lag_equiv ) const override ;
2018-06-04 12:53:26 +02:00
expr_t undiff ( ) const override ;
expr_t decreaseLeadsLags ( int n ) const override ;
void prepareForDerivation ( ) override ;
expr_t computeDerivative ( int deriv_id ) override ;
2020-10-02 18:31:55 +02:00
expr_t getChainRuleDerivative ( int deriv_id , const map < int , BinaryOpNode * > & recursive_variables ) override ;
2018-06-04 12:53:26 +02:00
bool containsExternalFunction ( ) const override ;
double eval ( const eval_context_t & eval_context ) const noexcept ( false ) override ;
void computeXrefs ( EquationInfo & ei ) const override ;
expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const override ;
expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const override ;
expr_t substituteAdl ( ) const override ;
2020-11-10 18:04:05 +01:00
expr_t substituteModelLocalVariables ( ) const override ;
2018-08-01 19:41:44 +02:00
expr_t substituteVarExpectation ( const map < string , expr_t > & subst_table ) const override ;
2019-10-22 14:56:28 +02:00
void findDiffNodes ( lag_equivalence_table_t & nodes ) const override ;
void findUnaryOpNodesForAuxVarCreation ( lag_equivalence_table_t & nodes ) const override ;
2018-09-13 12:21:23 +02:00
int findTargetVariable ( int lhs_symb_id ) const override ;
2019-10-22 14:56:28 +02:00
expr_t substituteDiff ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t substituteUnaryOpNodes ( const lag_equivalence_table_t & nodes , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
2019-12-20 16:59:30 +01:00
expr_t substitutePacExpectation ( const string & name , expr_t subexpr ) override ;
2020-04-02 14:36:26 +02:00
void computeSubExprContainingVariable ( int symb_id , int lag , set < expr_t > & contain_var ) const override ;
BinaryOpNode * normalizeEquationHelper ( const set < expr_t > & contain_var , expr_t rhs ) const override ;
2018-06-04 12:53:26 +02:00
void compile ( ostream & CompileCode , unsigned int & instruction_number ,
2020-05-13 12:53:47 +02:00
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
2020-05-06 17:13:47 +02:00
const temporary_terms_idxs_t & temporary_terms_idxs , bool dynamic , bool steady_dynamic ,
2019-12-20 16:59:30 +01:00
const deriv_node_temp_terms_t & tef_terms ) const override ;
2018-06-04 12:53:26 +02:00
void collectVARLHSVariable ( set < expr_t > & result ) const override ;
2018-06-04 14:17:36 +02:00
void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const override ;
2018-06-04 12:53:26 +02:00
int countDiffs ( ) const override ;
bool isNumConstNodeEqualTo ( double value ) const override ;
expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const override ;
expr_t decreaseLeadsLagsPredeterminedVariables ( ) const override ;
bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const override ;
expr_t replaceTrendVar ( ) const override ;
expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const override ;
2019-07-05 18:22:02 +02:00
expr_t removeTrendLeadLag ( const map < int , expr_t > & trend_symbols_map ) const override ;
2018-06-04 12:53:26 +02:00
bool isInStaticForm ( ) const override ;
2019-01-29 17:29:24 +01:00
expr_t replaceVarsInEquation ( map < VariableNode * , NumConstNode * > & table ) const override ;
2018-08-13 12:12:20 +02:00
bool containsPacExpectation ( const string & pac_model_name = " " ) const override ;
2018-08-09 16:14:40 +02:00
bool isParamTimesEndogExpr ( ) const override ;
2018-06-04 12:53:26 +02:00
bool isVarModelReferenced ( const string & model_info_name ) const override ;
void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const override ;
expr_t substituteStaticAuxiliaryVariable ( ) const override ;
2018-09-18 14:50:31 +02:00
void writeJsonAST ( ostream & output ) const override ;
2019-12-16 19:42:59 +01:00
void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , const deriv_node_temp_terms_t & tef_terms , bool isdynamic ) const override ;
2016-11-18 16:52:13 +01:00
} ;
2008-02-03 11:28:36 +01:00
# endif