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/*
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* Copyright ( C ) 2007 - 2017 Dynare Team
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*
* 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
* along with Dynare . If not , see < http : //www.gnu.org/licenses/>.
*/
# ifndef _EXPR_NODE_HH
# define _EXPR_NODE_HH
# include <set>
# include <map>
# include <vector>
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# include <ostream>
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using namespace std ;
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# include "SymbolTable.hh"
# include "CodeInterpreter.hh"
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# include "ExternalFunctionsTable.hh"
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# include "SymbolList.hh"
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class DataTree ;
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class VariableNode ;
class BinaryOpNode ;
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typedef class ExprNode * expr_t ;
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struct ExprNodeLess ;
//! Type for set of temporary terms
/*! They are ordered by index number thanks to ExprNodeLess */
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typedef set < expr_t , ExprNodeLess > temporary_terms_t ;
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//! set of temporary terms used in a block
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typedef set < int > temporary_terms_inuse_t ;
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typedef map < int , int > map_idx_t ;
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//! Type for evaluation contexts
/*! The key is a symbol id. Lags are assumed to be null */
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typedef map < int , double > eval_context_t ;
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//! Type for tracking first/second derivative functions that have already been written as temporary terms
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typedef map < pair < int , vector < expr_t > > , int > deriv_node_temp_terms_t ;
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//! Possible types of output when writing ExprNode(s)
enum ExprNodeOutputType
{
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oMatlabStaticModel , //!< Matlab code, static model
oMatlabDynamicModel , //!< Matlab code, dynamic model
oMatlabStaticModelSparse , //!< Matlab code, static block decomposed model
oMatlabDynamicModelSparse , //!< Matlab code, dynamic block decomposed model
oCDynamicModel , //!< C code, dynamic model
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oCDynamic2Model , //!< C code, dynamic model, alternative numbering of endogenous variables
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oCStaticModel , //!< C code, static model
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oJuliaStaticModel , //!< Julia code, static model
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oJuliaDynamicModel , //!< Julia code, dynamic model
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oMatlabOutsideModel , //!< Matlab code, outside model block (for example in initval)
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oLatexStaticModel , //!< LaTeX code, static model
oLatexDynamicModel , //!< LaTeX code, dynamic model
oLatexDynamicSteadyStateOperator , //!< LaTeX code, dynamic model, inside a steady state operator
oMatlabDynamicSteadyStateOperator , //!< Matlab code, dynamic model, inside a steady state operator
oMatlabDynamicSparseSteadyStateOperator , //!< Matlab code, dynamic block decomposed model, inside a steady state operator
oCDynamicSteadyStateOperator , //!< C code, dynamic model, inside a steady state operator
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oJuliaDynamicSteadyStateOperator , //!< Julia code, dynamic model, inside a steady state operator
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oSteadyStateFile , //!< Matlab code, in the generated steady state file
oCSteadyStateFile , //!< C code, in the generated steady state file
oJuliaSteadyStateFile //!< Julia code, in the generated steady state file
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} ;
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# define IS_MATLAB(output_type) ((output_type) == oMatlabStaticModel \
| | ( output_type ) = = oMatlabDynamicModel \
| | ( output_type ) = = oMatlabOutsideModel \
| | ( output_type ) = = oMatlabStaticModelSparse \
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| | ( output_type ) = = oMatlabDynamicModelSparse \
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| | ( output_type ) = = oMatlabDynamicSteadyStateOperator \
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| | ( output_type ) = = oMatlabDynamicSparseSteadyStateOperator \
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| | ( output_type ) = = oSteadyStateFile )
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# define IS_JULIA(output_type) ((output_type) == oJuliaStaticModel \
| | ( output_type ) = = oJuliaDynamicModel \
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| | ( output_type ) = = oJuliaDynamicSteadyStateOperator \
| | ( output_type ) = = oJuliaSteadyStateFile )
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# define IS_C(output_type) ((output_type) == oCDynamicModel \
| | ( output_type ) = = oCDynamic2Model \
| | ( output_type ) = = oCStaticModel \
| | ( output_type ) = = oCDynamicSteadyStateOperator \
| | ( output_type ) = = oCSteadyStateFile )
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# define IS_LATEX(output_type) ((output_type) == oLatexStaticModel \
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| | ( output_type ) = = oLatexDynamicModel \
| | ( output_type ) = = oLatexDynamicSteadyStateOperator )
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/* 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 */
# define ARRAY_SUBSCRIPT_OFFSET(output_type) ((int) (IS_MATLAB(output_type) || IS_JULIA(output_type)))
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// Left and right array subscript delimiters: '(' and ')' for Matlab, '[' and ']' for C
# define LEFT_ARRAY_SUBSCRIPT(output_type) (IS_MATLAB(output_type) ? '(' : '[')
# define RIGHT_ARRAY_SUBSCRIPT(output_type) (IS_MATLAB(output_type) ? ')' : ']')
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// Left and right parentheses
# define LEFT_PAR(output_type) (IS_LATEX(output_type) ? "\\left(" : "(")
# define RIGHT_PAR(output_type) (IS_LATEX(output_type) ? "\\right)" : ")")
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// Computing cost above which a node can be declared a temporary term
# define MIN_COST_MATLAB (40*90)
# define MIN_COST_C (40*4)
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# define MIN_COST(is_matlab) ((is_matlab) ? MIN_COST_MATLAB : MIN_COST_C)
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//! Base class for expression nodes
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class ExprNode
{
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 ;
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
int idx ;
//! Is the data member non_null_derivatives initialized ?
bool preparedForDerivation ;
//! 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 ;
//! 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 ;
virtual int cost ( const temporary_terms_t & temporary_terms , bool is_matlab ) const ;
virtual int cost ( const map < NodeTreeReference , 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 ;
} ;
public :
ExprNode ( DataTree & datatree_arg ) ;
virtual
~ ExprNode ( ) ;
//! 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
*/
virtual expr_t getChainRuleDerivative ( int deriv_id , const map < int , expr_t > & recursive_variables ) = 0 ;
//! 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 ;
//! Fills temporary_terms set, using reference counts
/*! 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 ( map < expr_t , pair < int , NodeTreeReference > > & reference_count ,
map < NodeTreeReference , temporary_terms_t > & temp_terms_map ,
bool is_matlab , NodeTreeReference tr ) const ;
//! 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 , out ] tef_terms the set of already written external function nodes
*/
virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , 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 ;
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//! Writes output of node in JSON syntax
virtual void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const = 0 ;
virtual int precedenceJson ( const temporary_terms_t & temporary_terms ) const ;
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//! 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 ,
deriv_node_temp_terms_t & tef_terms ) const ;
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//! 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 ,
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
const map_idx_t & map_idx , bool dynamic , bool steady_dynamic ,
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 ;
//! 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 .
*/
virtual void collectEndogenous ( set < pair < int , int > > & result ) const ;
//! Computes the set of exogenous variables in the expression
/*!
Exogenous 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 .
*/
virtual void collectExogenous ( set < pair < int , int > > & result ) const ;
virtual void collectTemporary_terms ( const temporary_terms_t & temporary_terms , temporary_terms_inuse_t & temporary_terms_inuse , int Curr_Block ) const = 0 ;
virtual void computeTemporaryTerms ( map < expr_t , int > & reference_count ,
temporary_terms_t & temporary_terms ,
map < expr_t , pair < int , int > > & first_occurence ,
int Curr_block ,
vector < vector < temporary_terms_t > > & v_temporary_terms ,
int equation ) const ;
class EvalException
{
} ;
class EvalExternalFunctionException : public EvalException
{
} ;
virtual double eval ( const eval_context_t & eval_context ) const throw ( EvalException , EvalExternalFunctionException ) = 0 ;
virtual void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const map_idx_t & map_idx , bool dynamic , bool steady_dynamic , 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 map_idx_t & map_idx , bool dynamic , bool steady_dynamic ) const ;
//! 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 ;
//! Try to normalize an equation linear in its endogenous variable
virtual pair < int , expr_t > normalizeEquation ( int symb_id_endo , vector < pair < int , pair < expr_t , expr_t > > > & List_of_Op_RHS ) const = 0 ;
//! 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 relative period of the most forward term in this expression
/*! A negative value means that the expression contains only lagged variables */
virtual int maxLead ( ) 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 for leads >= 2
typedef map < const ExprNode * , const VariableNode * > subst_table_t ;
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//! Type for the substitution map used in the process of substituting adl/diff expressions
// typedef map<const ExprNode *, const UnaryOpNode *> subst_table_diff_t;
typedef map < const ExprNode * , const expr_t > subst_table_adl_t ;
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//! 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 true if the expression contains one or several endogenous variable
virtual bool containsEndogenous ( void ) const = 0 ;
//! Returns true if the expression contains one or several exogenous variable
virtual bool containsExogenous ( ) 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 ;
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//! Substitute adl and diff operators
virtual expr_t substituteAdlAndDiff ( ) const = 0 ;
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//! Add ExprNodes to the provided datatree
virtual expr_t cloneDynamic ( DataTree & dynamic_datatree ) const = 0 ;
//! Move a trend variable with lag/lead to time t by dividing/multiplying by its growth factor
virtual expr_t removeTrendLeadLag ( 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 ;
//! Add index information for var_model variables
virtual void setVarExpectationIndex ( map < string , pair < SymbolList , int > > & var_model_info ) = 0 ;
//! Returns true if model_info_name is referenced by a VarExpectationNode
virtual bool isVarModelReferenced ( const string & model_info_name ) const = 0 ;
//! Fills map
virtual void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const = 0 ;
} ;
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//! Object used to compare two nodes (using their indexes)
struct ExprNodeLess
{
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bool
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operator ( ) ( expr_t arg1 , expr_t arg2 ) const
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{
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
{
private :
//! Id from numerical constants table
const int id ;
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virtual expr_t computeDerivative ( int deriv_id ) ;
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public :
NumConstNode ( DataTree & datatree_arg , int id_arg ) ;
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int
get_id ( ) const
{
return id ;
} ;
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virtual void prepareForDerivation ( ) ;
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virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual bool containsExternalFunction ( ) const ;
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virtual void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const ;
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virtual void collectTemporary_terms ( const temporary_terms_t & temporary_terms , temporary_terms_inuse_t & temporary_terms_inuse , int Curr_Block ) const ;
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virtual double eval ( const eval_context_t & eval_context ) const throw ( EvalException , EvalExternalFunctionException ) ;
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virtual void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const map_idx_t & map_idx , bool dynamic , bool steady_dynamic , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual expr_t toStatic ( DataTree & static_datatree ) const ;
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virtual void computeXrefs ( EquationInfo & ei ) const ;
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virtual pair < int , expr_t > normalizeEquation ( int symb_id_endo , vector < pair < int , pair < expr_t , expr_t > > > & List_of_Op_RHS ) const ;
virtual expr_t getChainRuleDerivative ( int deriv_id , const map < int , expr_t > & recursive_variables ) ;
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virtual int maxEndoLead ( ) const ;
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virtual int maxExoLead ( ) const ;
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virtual int maxEndoLag ( ) const ;
virtual int maxExoLag ( ) const ;
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virtual int maxLead ( ) const ;
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virtual expr_t decreaseLeadsLags ( int n ) const ;
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virtual expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const ;
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virtual expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
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virtual expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const ;
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virtual expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
virtual expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const ;
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virtual expr_t substituteAdlAndDiff ( ) const ;
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virtual expr_t decreaseLeadsLagsPredeterminedVariables ( ) const ;
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virtual expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
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virtual bool isNumConstNodeEqualTo ( double value ) const ;
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virtual bool containsEndogenous ( void ) const ;
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virtual bool containsExogenous ( ) const ;
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virtual bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const ;
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virtual expr_t replaceTrendVar ( ) const ;
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virtual expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const ;
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virtual expr_t cloneDynamic ( DataTree & dynamic_datatree ) const ;
virtual expr_t removeTrendLeadLag ( map < int , expr_t > trend_symbols_map ) const ;
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virtual bool isInStaticForm ( ) const ;
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virtual void setVarExpectationIndex ( map < string , pair < SymbolList , int > > & var_model_info ) ;
virtual bool isVarModelReferenced ( const string & model_info_name ) const ;
virtual void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const ;
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virtual expr_t substituteStaticAuxiliaryVariable ( ) const ;
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} ;
//! Symbol or variable node
class VariableNode : public ExprNode
{
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friend class UnaryOpNode ;
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private :
//! Id from the symbol table
const int symb_id ;
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const SymbolType type ;
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//! A positive value is a lead, a negative is a lag
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const int lag ;
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virtual expr_t computeDerivative ( int deriv_id ) ;
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public :
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VariableNode ( DataTree & datatree_arg , int symb_id_arg , int lag_arg ) ;
virtual void prepareForDerivation ( ) ;
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virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual bool containsExternalFunction ( ) const ;
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virtual void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const ;
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virtual void computeTemporaryTerms ( map < expr_t , int > & reference_count ,
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temporary_terms_t & temporary_terms ,
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map < expr_t , pair < int , int > > & first_occurence ,
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int Curr_block ,
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vector < vector < temporary_terms_t > > & v_temporary_terms ,
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int equation ) const ;
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virtual void collectTemporary_terms ( const temporary_terms_t & temporary_terms , temporary_terms_inuse_t & temporary_terms_inuse , int Curr_Block ) const ;
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virtual double eval ( const eval_context_t & eval_context ) const throw ( EvalException , EvalExternalFunctionException ) ;
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virtual void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const map_idx_t & map_idx , bool dynamic , bool steady_dynamic , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual expr_t toStatic ( DataTree & static_datatree ) const ;
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virtual void computeXrefs ( EquationInfo & ei ) const ;
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SymbolType
get_type ( ) const
{
return type ;
} ;
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int
get_symb_id ( ) const
{
return symb_id ;
} ;
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int
get_lag ( ) const
{
return lag ;
} ;
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virtual pair < int , expr_t > normalizeEquation ( int symb_id_endo , vector < pair < int , pair < expr_t , expr_t > > > & List_of_Op_RHS ) const ;
virtual expr_t getChainRuleDerivative ( int deriv_id , const map < int , expr_t > & recursive_variables ) ;
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virtual int maxEndoLead ( ) const ;
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virtual int maxExoLead ( ) const ;
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virtual int maxEndoLag ( ) const ;
virtual int maxExoLag ( ) const ;
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virtual int maxLead ( ) const ;
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virtual expr_t decreaseLeadsLags ( int n ) const ;
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virtual expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const ;
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virtual expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
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virtual expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const ;
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virtual expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
virtual expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const ;
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virtual expr_t substituteAdlAndDiff ( ) const ;
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virtual expr_t decreaseLeadsLagsPredeterminedVariables ( ) const ;
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virtual expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
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virtual bool isNumConstNodeEqualTo ( double value ) const ;
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virtual bool containsEndogenous ( void ) const ;
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virtual bool containsExogenous ( ) const ;
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virtual bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const ;
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virtual expr_t replaceTrendVar ( ) const ;
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virtual expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const ;
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virtual expr_t cloneDynamic ( DataTree & dynamic_datatree ) const ;
virtual expr_t removeTrendLeadLag ( map < int , expr_t > trend_symbols_map ) const ;
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virtual bool isInStaticForm ( ) const ;
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virtual void setVarExpectationIndex ( map < string , pair < SymbolList , int > > & var_model_info ) ;
virtual bool isVarModelReferenced ( const string & model_info_name ) const ;
virtual void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const ;
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//! Substitute auxiliary variables by their expression in static model
virtual expr_t substituteStaticAuxiliaryVariable ( ) const ;
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} ;
//! Unary operator node
class UnaryOpNode : public ExprNode
{
private :
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const expr_t arg ;
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//! Stores the information set. Only used for expectation operator
const int expectation_information_set ;
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//! Only used for oSteadyStateParamDeriv and oSteadyStateParam2ndDeriv
const int param1_symb_id , param2_symb_id ;
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const UnaryOpcode op_code ;
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virtual expr_t computeDerivative ( int deriv_id ) ;
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virtual int cost ( int cost , bool is_matlab ) const ;
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virtual int cost ( const temporary_terms_t & temporary_terms , bool is_matlab ) const ;
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virtual int cost ( const map < NodeTreeReference , temporary_terms_t > & temp_terms_map , bool is_matlab ) const ;
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//! Returns the derivative of this node if darg is the derivative of the argument
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expr_t composeDerivatives ( expr_t darg , int deriv_id ) ;
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public :
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UnaryOpNode ( DataTree & datatree_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 ) ;
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virtual void prepareForDerivation ( ) ;
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virtual void computeTemporaryTerms ( map < expr_t , pair < int , NodeTreeReference > > & reference_count ,
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map < NodeTreeReference , temporary_terms_t > & temp_terms_map ,
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bool is_matlab , NodeTreeReference tr ) const ;
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virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual bool containsExternalFunction ( ) const ;
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virtual void writeExternalFunctionOutput ( ostream & output , ExprNodeOutputType output_type ,
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const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeJsonExternalFunctionOutput ( vector < string > & efout ,
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
const map_idx_t & map_idx , bool dynamic , bool steady_dynamic ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void computeTemporaryTerms ( map < expr_t , int > & reference_count ,
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temporary_terms_t & temporary_terms ,
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map < expr_t , pair < int , int > > & first_occurence ,
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int Curr_block ,
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vector < vector < temporary_terms_t > > & v_temporary_terms ,
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int equation ) const ;
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virtual void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const ;
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virtual void collectTemporary_terms ( const temporary_terms_t & temporary_terms , temporary_terms_inuse_t & temporary_terms_inuse , int Curr_Block ) const ;
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static double eval_opcode ( UnaryOpcode op_code , double v ) throw ( EvalException , EvalExternalFunctionException ) ;
virtual double eval ( const eval_context_t & eval_context ) const throw ( EvalException , EvalExternalFunctionException ) ;
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virtual void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const map_idx_t & map_idx , bool dynamic , bool steady_dynamic , deriv_node_temp_terms_t & tef_terms ) const ;
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//! Returns operand
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expr_t
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get_arg ( ) const
{
return ( arg ) ;
} ;
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//! Returns op code
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UnaryOpcode
get_op_code ( ) const
{
return ( op_code ) ;
} ;
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virtual expr_t toStatic ( DataTree & static_datatree ) const ;
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virtual void computeXrefs ( EquationInfo & ei ) const ;
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virtual pair < int , expr_t > normalizeEquation ( int symb_id_endo , vector < pair < int , pair < expr_t , expr_t > > > & List_of_Op_RHS ) const ;
virtual expr_t getChainRuleDerivative ( int deriv_id , const map < int , expr_t > & recursive_variables ) ;
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virtual int maxEndoLead ( ) const ;
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virtual int maxExoLead ( ) const ;
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virtual int maxEndoLag ( ) const ;
virtual int maxExoLag ( ) const ;
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virtual int maxLead ( ) const ;
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virtual expr_t decreaseLeadsLags ( int n ) const ;
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virtual expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const ;
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//! Creates another UnaryOpNode with the same opcode, but with a possibly different datatree and argument
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expr_t buildSimilarUnaryOpNode ( expr_t alt_arg , DataTree & alt_datatree ) const ;
virtual expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
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virtual expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const ;
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virtual expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
virtual expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const ;
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virtual expr_t substituteAdlAndDiff ( ) const ;
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virtual expr_t decreaseLeadsLagsPredeterminedVariables ( ) const ;
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virtual expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
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virtual bool isNumConstNodeEqualTo ( double value ) const ;
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virtual bool containsEndogenous ( void ) const ;
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virtual bool containsExogenous ( ) const ;
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virtual bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const ;
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virtual expr_t replaceTrendVar ( ) const ;
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virtual expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const ;
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virtual expr_t cloneDynamic ( DataTree & dynamic_datatree ) const ;
virtual expr_t removeTrendLeadLag ( map < int , expr_t > trend_symbols_map ) const ;
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virtual bool isInStaticForm ( ) const ;
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virtual void setVarExpectationIndex ( map < string , pair < SymbolList , int > > & var_model_info ) ;
virtual bool isVarModelReferenced ( const string & model_info_name ) const ;
virtual void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const ;
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//! Substitute auxiliary variables by their expression in static model
virtual expr_t substituteStaticAuxiliaryVariable ( ) const ;
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} ;
//! Binary operator node
class BinaryOpNode : public ExprNode
{
private :
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const expr_t arg1 , arg2 ;
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const BinaryOpcode op_code ;
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virtual expr_t computeDerivative ( int deriv_id ) ;
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virtual int cost ( int cost , bool is_matlab ) const ;
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virtual int cost ( const temporary_terms_t & temporary_terms , bool is_matlab ) const ;
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virtual int cost ( const map < NodeTreeReference , temporary_terms_t > & temp_terms_map , bool is_matlab ) const ;
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//! Returns the derivative of this node if darg1 and darg2 are the derivatives of the arguments
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expr_t composeDerivatives ( expr_t darg1 , expr_t darg2 ) ;
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const int powerDerivOrder ;
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const string adlparam ;
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public :
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BinaryOpNode ( DataTree & datatree_arg , const expr_t arg1_arg ,
BinaryOpcode op_code_arg , const expr_t arg2_arg ) ;
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BinaryOpNode ( DataTree & datatree_arg , const expr_t arg1_arg ,
BinaryOpcode op_code_arg , const expr_t arg2_arg , int powerDerivOrder ) ;
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BinaryOpNode ( DataTree & datatree_arg , const expr_t arg1_arg ,
BinaryOpcode op_code_arg , const expr_t arg2_arg , int powerDerivOrder_arg , string adlparam_arg ) ;
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virtual void prepareForDerivation ( ) ;
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virtual int precedenceJson ( const temporary_terms_t & temporary_terms ) const ;
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virtual int precedence ( ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms ) const ;
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virtual void computeTemporaryTerms ( map < expr_t , pair < int , NodeTreeReference > > & reference_count ,
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map < NodeTreeReference , temporary_terms_t > & temp_terms_map ,
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bool is_matlab , NodeTreeReference tr ) const ;
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virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual bool containsExternalFunction ( ) const ;
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virtual void writeExternalFunctionOutput ( ostream & output , ExprNodeOutputType output_type ,
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const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeJsonExternalFunctionOutput ( vector < string > & efout ,
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
const map_idx_t & map_idx , bool dynamic , bool steady_dynamic ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void computeTemporaryTerms ( map < expr_t , int > & reference_count ,
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temporary_terms_t & temporary_terms ,
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map < expr_t , pair < int , int > > & first_occurence ,
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int Curr_block ,
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vector < vector < temporary_terms_t > > & v_temporary_terms ,
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int equation ) const ;
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virtual void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const ;
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virtual void collectTemporary_terms ( const temporary_terms_t & temporary_terms , temporary_terms_inuse_t & temporary_terms_inuse , int Curr_Block ) const ;
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static double eval_opcode ( double v1 , BinaryOpcode op_code , double v2 , int derivOrder ) throw ( EvalException , EvalExternalFunctionException ) ;
virtual double eval ( const eval_context_t & eval_context ) const throw ( EvalException , EvalExternalFunctionException ) ;
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virtual void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const map_idx_t & map_idx , bool dynamic , bool steady_dynamic , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual expr_t Compute_RHS ( expr_t arg1 , expr_t arg2 , int op , int op_type ) const ;
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//! Returns first operand
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expr_t
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get_arg1 ( ) const
{
return ( arg1 ) ;
} ;
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//! Returns second operand
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expr_t
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get_arg2 ( ) const
{
return ( arg2 ) ;
} ;
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//! Returns op code
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BinaryOpcode
get_op_code ( ) const
{
return ( op_code ) ;
} ;
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int
get_power_deriv_order ( ) const
{
return powerDerivOrder ;
}
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virtual expr_t toStatic ( DataTree & static_datatree ) const ;
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virtual void computeXrefs ( EquationInfo & ei ) const ;
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virtual pair < int , expr_t > normalizeEquation ( int symb_id_endo , vector < pair < int , pair < expr_t , expr_t > > > & List_of_Op_RHS ) const ;
virtual expr_t getChainRuleDerivative ( int deriv_id , const map < int , expr_t > & recursive_variables ) ;
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virtual int maxEndoLead ( ) const ;
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virtual int maxExoLead ( ) const ;
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virtual int maxEndoLag ( ) const ;
virtual int maxExoLag ( ) const ;
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virtual int maxLead ( ) const ;
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virtual expr_t decreaseLeadsLags ( int n ) const ;
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virtual expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const ;
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//! Creates another BinaryOpNode with the same opcode, but with a possibly different datatree and arguments
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expr_t buildSimilarBinaryOpNode ( expr_t alt_arg1 , expr_t alt_arg2 , DataTree & alt_datatree ) const ;
virtual expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
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virtual expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const ;
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virtual expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
virtual expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const ;
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virtual expr_t substituteAdlAndDiff ( ) const ;
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virtual expr_t decreaseLeadsLagsPredeterminedVariables ( ) const ;
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virtual expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
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virtual bool isNumConstNodeEqualTo ( double value ) const ;
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virtual bool containsEndogenous ( void ) const ;
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virtual bool containsExogenous ( ) const ;
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virtual bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const ;
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virtual expr_t replaceTrendVar ( ) const ;
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virtual expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const ;
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virtual expr_t cloneDynamic ( DataTree & dynamic_datatree ) const ;
virtual expr_t removeTrendLeadLag ( map < int , expr_t > trend_symbols_map ) const ;
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//! Function to write out the oPowerNode in expr_t terms as opposed to writing out the function itself
expr_t unpackPowerDeriv ( ) const ;
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//! Returns MULT_i*(lhs-rhs) = 0, creating multiplier MULT_i
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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 ;
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virtual bool isInStaticForm ( ) const ;
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virtual void setVarExpectationIndex ( map < string , pair < SymbolList , int > > & var_model_info ) ;
virtual bool isVarModelReferenced ( const string & model_info_name ) const ;
virtual void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const ;
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//! Substitute auxiliary variables by their expression in static model
virtual expr_t substituteStaticAuxiliaryVariable ( ) const ;
//! Substitute auxiliary variables by their expression in static model auxiliary variable definition
virtual expr_t substituteStaticAuxiliaryDefinition ( ) const ;
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} ;
//! Trinary operator node
class TrinaryOpNode : public ExprNode
{
friend class ModelTree ;
private :
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const expr_t arg1 , arg2 , arg3 ;
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const TrinaryOpcode op_code ;
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virtual expr_t computeDerivative ( int deriv_id ) ;
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virtual int cost ( int cost , bool is_matlab ) const ;
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virtual int cost ( const temporary_terms_t & temporary_terms , bool is_matlab ) const ;
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virtual int cost ( const map < NodeTreeReference , temporary_terms_t > & temp_terms_map , bool is_matlab ) const ;
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//! Returns the derivative of this node if darg1, darg2 and darg3 are the derivatives of the arguments
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expr_t composeDerivatives ( expr_t darg1 , expr_t darg2 , expr_t darg3 ) ;
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public :
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TrinaryOpNode ( DataTree & datatree_arg , const expr_t arg1_arg ,
TrinaryOpcode op_code_arg , const expr_t arg2_arg , const expr_t arg3_arg ) ;
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virtual void prepareForDerivation ( ) ;
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virtual int precedence ( ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms ) const ;
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virtual void computeTemporaryTerms ( map < expr_t , pair < int , NodeTreeReference > > & reference_count ,
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map < NodeTreeReference , temporary_terms_t > & temp_terms_map ,
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bool is_matlab , NodeTreeReference tr ) const ;
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virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual bool containsExternalFunction ( ) const ;
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virtual void writeExternalFunctionOutput ( ostream & output , ExprNodeOutputType output_type ,
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const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeJsonExternalFunctionOutput ( vector < string > & efout ,
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
const map_idx_t & map_idx , bool dynamic , bool steady_dynamic ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void computeTemporaryTerms ( map < expr_t , int > & reference_count ,
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temporary_terms_t & temporary_terms ,
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map < expr_t , pair < int , int > > & first_occurence ,
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int Curr_block ,
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vector < vector < temporary_terms_t > > & v_temporary_terms ,
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int equation ) const ;
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virtual void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const ;
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virtual void collectTemporary_terms ( const temporary_terms_t & temporary_terms , temporary_terms_inuse_t & temporary_terms_inuse , int Curr_Block ) const ;
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static double eval_opcode ( double v1 , TrinaryOpcode op_code , double v2 , double v3 ) throw ( EvalException , EvalExternalFunctionException ) ;
virtual double eval ( const eval_context_t & eval_context ) const throw ( EvalException , EvalExternalFunctionException ) ;
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virtual void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const map_idx_t & map_idx , bool dynamic , bool steady_dynamic , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual expr_t toStatic ( DataTree & static_datatree ) const ;
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virtual void computeXrefs ( EquationInfo & ei ) const ;
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virtual pair < int , expr_t > normalizeEquation ( int symb_id_endo , vector < pair < int , pair < expr_t , expr_t > > > & List_of_Op_RHS ) const ;
virtual expr_t getChainRuleDerivative ( int deriv_id , const map < int , expr_t > & recursive_variables ) ;
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virtual int maxEndoLead ( ) const ;
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virtual int maxExoLead ( ) const ;
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virtual int maxEndoLag ( ) const ;
virtual int maxExoLag ( ) const ;
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virtual int maxLead ( ) const ;
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virtual expr_t decreaseLeadsLags ( int n ) const ;
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virtual expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const ;
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//! Creates another TrinaryOpNode with the same opcode, but with a possibly different datatree and arguments
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expr_t buildSimilarTrinaryOpNode ( expr_t alt_arg1 , expr_t alt_arg2 , expr_t alt_arg3 , DataTree & alt_datatree ) const ;
virtual expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
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virtual expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const ;
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virtual expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
virtual expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const ;
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virtual expr_t substituteAdlAndDiff ( ) const ;
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virtual expr_t decreaseLeadsLagsPredeterminedVariables ( ) const ;
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virtual expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
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virtual bool isNumConstNodeEqualTo ( double value ) const ;
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virtual bool containsEndogenous ( void ) const ;
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virtual bool containsExogenous ( ) const ;
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virtual bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const ;
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virtual expr_t replaceTrendVar ( ) const ;
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virtual expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const ;
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virtual expr_t cloneDynamic ( DataTree & dynamic_datatree ) const ;
virtual expr_t removeTrendLeadLag ( map < int , expr_t > trend_symbols_map ) const ;
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virtual bool isInStaticForm ( ) const ;
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virtual void setVarExpectationIndex ( map < string , pair < SymbolList , int > > & var_model_info ) ;
virtual bool isVarModelReferenced ( const string & model_info_name ) const ;
virtual void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const ;
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//! Substitute auxiliary variables by their expression in static model
virtual expr_t substituteStaticAuxiliaryVariable ( ) const ;
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} ;
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//! External function node
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class AbstractExternalFunctionNode : public ExprNode
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{
private :
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virtual expr_t computeDerivative ( int deriv_id ) ;
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virtual expr_t composeDerivatives ( const vector < expr_t > & dargs ) = 0 ;
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protected :
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//! Thrown when trying to access an unknown entry in external_function_node_map
class UnknownFunctionNameAndArgs
{
} ;
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const int symb_id ;
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const vector < expr_t > arguments ;
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//! Returns true if the given external function has been written as a temporary term
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bool alreadyWrittenAsTefTerm ( int the_symb_id , deriv_node_temp_terms_t & tef_terms ) const ;
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//! Returns the index in the tef_terms map of this external function
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int getIndxInTefTerms ( int the_symb_id , deriv_node_temp_terms_t & tef_terms ) const throw ( UnknownFunctionNameAndArgs ) ;
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//! Helper function to write output arguments of any given external function
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void writeExternalFunctionArguments ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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void writeJsonExternalFunctionArguments ( ostream & output , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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public :
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AbstractExternalFunctionNode ( DataTree & datatree_arg , int symb_id_arg ,
const vector < expr_t > & arguments_arg ) ;
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virtual void prepareForDerivation ( ) ;
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virtual void computeTemporaryTerms ( map < expr_t , pair < int , NodeTreeReference > > & reference_count ,
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map < NodeTreeReference , temporary_terms_t > & temp_terms_map ,
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bool is_matlab , NodeTreeReference tr ) const = 0 ;
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virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const = 0 ;
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virtual void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const = 0 ;
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virtual bool containsExternalFunction ( ) const ;
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virtual void writeExternalFunctionOutput ( ostream & output , ExprNodeOutputType output_type ,
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const temporary_terms_t & temporary_terms ,
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deriv_node_temp_terms_t & tef_terms ) const = 0 ;
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virtual void writeJsonExternalFunctionOutput ( vector < string > & efout ,
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ) const = 0 ;
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virtual void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
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bool lhs_rhs , const temporary_terms_t & temporary_terms ,
const map_idx_t & map_idx , bool dynamic , bool steady_dynamic ,
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deriv_node_temp_terms_t & tef_terms ) const = 0 ;
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virtual void computeTemporaryTerms ( map < expr_t , int > & reference_count ,
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temporary_terms_t & temporary_terms ,
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map < expr_t , pair < int , int > > & first_occurence ,
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int Curr_block ,
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vector < vector < temporary_terms_t > > & v_temporary_terms ,
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int equation ) const = 0 ;
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virtual void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const ;
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virtual void collectTemporary_terms ( const temporary_terms_t & temporary_terms , temporary_terms_inuse_t & temporary_terms_inuse , int Curr_Block ) const ;
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virtual double eval ( const eval_context_t & eval_context ) const throw ( EvalException , EvalExternalFunctionException ) ;
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unsigned int compileExternalFunctionArguments ( ostream & CompileCode , unsigned int & instruction_number ,
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bool lhs_rhs , const temporary_terms_t & temporary_terms ,
const map_idx_t & map_idx , bool dynamic , bool steady_dynamic ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const map_idx_t & map_idx , bool dynamic , bool steady_dynamic , deriv_node_temp_terms_t & tef_terms ) const = 0 ;
virtual expr_t toStatic ( DataTree & static_datatree ) const = 0 ;
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virtual void computeXrefs ( EquationInfo & ei ) const = 0 ;
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virtual pair < int , expr_t > normalizeEquation ( int symb_id_endo , vector < pair < int , pair < expr_t , expr_t > > > & List_of_Op_RHS ) const ;
virtual expr_t getChainRuleDerivative ( int deriv_id , const map < int , expr_t > & recursive_variables ) ;
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virtual int maxEndoLead ( ) const ;
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virtual int maxExoLead ( ) const ;
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virtual int maxEndoLag ( ) const ;
virtual int maxExoLag ( ) const ;
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virtual int maxLead ( ) const ;
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virtual expr_t decreaseLeadsLags ( int n ) const ;
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virtual expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const ;
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virtual expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
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virtual expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const ;
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virtual expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
virtual expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const ;
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virtual expr_t substituteAdlAndDiff ( ) const ;
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virtual expr_t buildSimilarExternalFunctionNode ( vector < expr_t > & alt_args , DataTree & alt_datatree ) const = 0 ;
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virtual expr_t decreaseLeadsLagsPredeterminedVariables ( ) const ;
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virtual expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
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virtual bool isNumConstNodeEqualTo ( double value ) const ;
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virtual bool containsEndogenous ( void ) const ;
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virtual bool containsExogenous ( ) const ;
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virtual bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const ;
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virtual void writePrhs ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms , const string & ending ) const ;
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virtual expr_t replaceTrendVar ( ) const ;
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virtual expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const ;
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virtual expr_t cloneDynamic ( DataTree & dynamic_datatree ) const = 0 ;
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virtual expr_t removeTrendLeadLag ( map < int , expr_t > trend_symbols_map ) const ;
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virtual bool isInStaticForm ( ) const ;
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virtual void setVarExpectationIndex ( map < string , pair < SymbolList , int > > & var_model_info ) ;
virtual bool isVarModelReferenced ( const string & model_info_name ) const ;
virtual void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const ;
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//! Substitute auxiliary variables by their expression in static model
virtual expr_t substituteStaticAuxiliaryVariable ( ) const ;
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} ;
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class ExternalFunctionNode : public AbstractExternalFunctionNode
{
private :
virtual expr_t composeDerivatives ( const vector < expr_t > & dargs ) ;
public :
ExternalFunctionNode ( DataTree & datatree_arg , int symb_id_arg ,
const vector < expr_t > & arguments_arg ) ;
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virtual void computeTemporaryTerms ( map < expr_t , pair < int , NodeTreeReference > > & reference_count ,
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map < NodeTreeReference , temporary_terms_t > & temp_terms_map ,
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bool is_matlab , NodeTreeReference tr ) const ;
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virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeExternalFunctionOutput ( ostream & output , ExprNodeOutputType output_type ,
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeJsonExternalFunctionOutput ( vector < string > & efout ,
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
const map_idx_t & map_idx , bool dynamic , bool steady_dynamic ,
deriv_node_temp_terms_t & tef_terms ) const ;
virtual void computeTemporaryTerms ( map < expr_t , int > & reference_count ,
temporary_terms_t & temporary_terms ,
map < expr_t , pair < int , int > > & first_occurence ,
int Curr_block ,
vector < vector < temporary_terms_t > > & v_temporary_terms ,
int equation ) const ;
virtual void compile ( ostream & CompileCode , unsigned int & instruction_number , bool lhs_rhs , const temporary_terms_t & temporary_terms , const map_idx_t & map_idx , bool dynamic , bool steady_dynamic , deriv_node_temp_terms_t & tef_terms ) const ;
virtual expr_t toStatic ( DataTree & static_datatree ) const ;
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virtual void computeXrefs ( EquationInfo & ei ) const ;
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virtual expr_t buildSimilarExternalFunctionNode ( vector < expr_t > & alt_args , DataTree & alt_datatree ) const ;
virtual expr_t cloneDynamic ( DataTree & dynamic_datatree ) const ;
} ;
class FirstDerivExternalFunctionNode : public AbstractExternalFunctionNode
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{
private :
const int inputIndex ;
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virtual expr_t composeDerivatives ( const vector < expr_t > & dargs ) ;
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public :
FirstDerivExternalFunctionNode ( DataTree & datatree_arg ,
int top_level_symb_id_arg ,
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const vector < expr_t > & arguments_arg ,
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int inputIndex_arg ) ;
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virtual void computeTemporaryTerms ( map < expr_t , pair < int , NodeTreeReference > > & reference_count ,
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map < NodeTreeReference , temporary_terms_t > & temp_terms_map ,
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bool is_matlab , NodeTreeReference tr ) const ;
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virtual void computeTemporaryTerms ( map < expr_t , int > & reference_count ,
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temporary_terms_t & temporary_terms ,
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map < expr_t , pair < int , int > > & first_occurence ,
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int Curr_block ,
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vector < vector < temporary_terms_t > > & v_temporary_terms ,
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int equation ) const ;
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virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void compile ( ostream & CompileCode , unsigned int & instruction_number ,
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bool lhs_rhs , const temporary_terms_t & temporary_terms ,
const map_idx_t & map_idx , bool dynamic , bool steady_dynamic ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeExternalFunctionOutput ( ostream & output , ExprNodeOutputType output_type ,
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const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeJsonExternalFunctionOutput ( vector < string > & efout ,
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
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bool lhs_rhs , const temporary_terms_t & temporary_terms ,
const map_idx_t & map_idx , bool dynamic , bool steady_dynamic ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual expr_t toStatic ( DataTree & static_datatree ) const ;
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virtual void computeXrefs ( EquationInfo & ei ) const ;
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virtual expr_t buildSimilarExternalFunctionNode ( vector < expr_t > & alt_args , DataTree & alt_datatree ) const ;
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virtual expr_t cloneDynamic ( DataTree & dynamic_datatree ) const ;
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} ;
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class SecondDerivExternalFunctionNode : public AbstractExternalFunctionNode
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{
private :
const int inputIndex1 ;
const int inputIndex2 ;
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virtual expr_t composeDerivatives ( const vector < expr_t > & dargs ) ;
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public :
SecondDerivExternalFunctionNode ( DataTree & datatree_arg ,
int top_level_symb_id_arg ,
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const vector < expr_t > & arguments_arg ,
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int inputIndex1_arg ,
int inputIndex2_arg ) ;
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virtual void computeTemporaryTerms ( map < expr_t , pair < int , NodeTreeReference > > & reference_count ,
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map < NodeTreeReference , temporary_terms_t > & temp_terms_map ,
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bool is_matlab , NodeTreeReference tr ) const ;
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virtual void computeTemporaryTerms ( map < expr_t , int > & reference_count ,
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temporary_terms_t & temporary_terms ,
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map < expr_t , pair < int , int > > & first_occurence ,
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int Curr_block ,
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vector < vector < temporary_terms_t > > & v_temporary_terms ,
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int equation ) const ;
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virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void compile ( ostream & CompileCode , unsigned int & instruction_number ,
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
const map_idx_t & map_idx , bool dynamic , bool steady_dynamic ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeExternalFunctionOutput ( ostream & output , ExprNodeOutputType output_type ,
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const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void writeJsonExternalFunctionOutput ( vector < string > & efout ,
const temporary_terms_t & temporary_terms ,
deriv_node_temp_terms_t & tef_terms ) const ;
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virtual void compileExternalFunctionOutput ( ostream & CompileCode , unsigned int & instruction_number ,
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
const map_idx_t & map_idx , bool dynamic , bool steady_dynamic ,
deriv_node_temp_terms_t & tef_terms ) const ;
virtual expr_t toStatic ( DataTree & static_datatree ) const ;
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virtual void computeXrefs ( EquationInfo & ei ) const ;
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virtual expr_t buildSimilarExternalFunctionNode ( vector < expr_t > & alt_args , DataTree & alt_datatree ) const ;
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virtual expr_t cloneDynamic ( DataTree & dynamic_datatree ) const ;
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} ;
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class VarExpectationNode : public ExprNode
{
private :
const int symb_id ;
const int forecast_horizon ;
const string & model_name ;
int yidx ;
public :
VarExpectationNode ( DataTree & datatree_arg , int symb_id_arg , int forecast_horizon_arg , const string & model_name ) ;
virtual void computeTemporaryTerms ( map < expr_t , pair < int , NodeTreeReference > > & reference_count ,
map < NodeTreeReference , temporary_terms_t > & temp_terms_map ,
bool is_matlab , NodeTreeReference tr ) const ;
virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
virtual void computeTemporaryTerms ( map < expr_t , int > & reference_count ,
temporary_terms_t & temporary_terms ,
map < expr_t , pair < int , int > > & first_occurence ,
int Curr_block ,
vector < vector < temporary_terms_t > > & v_temporary_terms ,
int equation ) const ;
virtual expr_t toStatic ( DataTree & static_datatree ) const ;
virtual expr_t cloneDynamic ( DataTree & dynamic_datatree ) const ;
virtual int maxEndoLead ( ) const ;
virtual int maxExoLead ( ) const ;
virtual int maxEndoLag ( ) const ;
virtual int maxExoLag ( ) const ;
virtual int maxLead ( ) const ;
virtual expr_t decreaseLeadsLags ( int n ) const ;
virtual void prepareForDerivation ( ) ;
virtual expr_t computeDerivative ( int deriv_id ) ;
virtual expr_t getChainRuleDerivative ( int deriv_id , const map < int , expr_t > & recursive_variables ) ;
virtual bool containsExternalFunction ( ) const ;
virtual double eval ( const eval_context_t & eval_context ) const throw ( EvalException , EvalExternalFunctionException ) ;
virtual void computeXrefs ( EquationInfo & ei ) const ;
virtual expr_t substituteEndoLeadGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const ;
virtual expr_t substituteEndoLagGreaterThanTwo ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
virtual expr_t substituteExoLead ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool deterministic_model ) const ;
virtual expr_t substituteExoLag ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
virtual expr_t substituteExpectation ( subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs , bool partial_information_model ) const ;
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virtual expr_t substituteAdlAndDiff ( ) const ;
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virtual pair < int , expr_t > normalizeEquation ( int symb_id_endo , vector < pair < int , pair < expr_t , expr_t > > > & List_of_Op_RHS ) const ;
virtual void compile ( ostream & CompileCode , unsigned int & instruction_number ,
bool lhs_rhs , const temporary_terms_t & temporary_terms ,
const map_idx_t & map_idx , bool dynamic , bool steady_dynamic ,
deriv_node_temp_terms_t & tef_terms ) const ;
virtual void collectTemporary_terms ( const temporary_terms_t & temporary_terms , temporary_terms_inuse_t & temporary_terms_inuse , int Curr_Block ) const ;
virtual void collectDynamicVariables ( SymbolType type_arg , set < pair < int , int > > & result ) const ;
virtual bool containsEndogenous ( void ) const ;
virtual bool containsExogenous ( ) const ;
virtual bool isNumConstNodeEqualTo ( double value ) const ;
virtual expr_t differentiateForwardVars ( const vector < string > & subset , subst_table_t & subst_table , vector < BinaryOpNode * > & neweqs ) const ;
virtual expr_t decreaseLeadsLagsPredeterminedVariables ( ) const ;
virtual bool isVariableNodeEqualTo ( SymbolType type_arg , int variable_id , int lag_arg ) const ;
virtual expr_t replaceTrendVar ( ) const ;
virtual expr_t detrend ( int symb_id , bool log_trend , expr_t trend ) const ;
virtual expr_t removeTrendLeadLag ( map < int , expr_t > trend_symbols_map ) const ;
virtual bool isInStaticForm ( ) const ;
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virtual void setVarExpectationIndex ( map < string , pair < SymbolList , int > > & var_model_info ) ;
virtual bool isVarModelReferenced ( const string & model_info_name ) const ;
virtual void getEndosAndMaxLags ( map < string , int > & model_endos_and_lags ) const ;
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virtual expr_t substituteStaticAuxiliaryVariable ( ) const ;
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virtual void writeJsonOutput ( ostream & output , const temporary_terms_t & temporary_terms , deriv_node_temp_terms_t & tef_terms ) const ;
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} ;
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# endif