preprocessor: add new field orig_expr for expectation aux vars, closes #773
Houtan Bastani
parent
2a51f6482f
commit
0a2f09566f
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@ -2356,7 +2356,7 @@ UnaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNo
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//Arriving here, we need to create an auxiliary variable for this Expectation Operator:
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//AUX_EXPECT_(LEAD/LAG)_(period)_(arg.idx) OR
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//AUX_EXPECT_(info_set_name)_(arg.idx)
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int symb_id = datatree.symbol_table.addExpectationAuxiliaryVar(expectation_information_set, arg->idx);
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int symb_id = datatree.symbol_table.addExpectationAuxiliaryVar(expectation_information_set, arg->idx, arg);
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expr_t newAuxE = datatree.AddVariable(symb_id, 0);
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if (partial_information_model && expectation_information_set == 0)
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@ -1,5 +1,5 @@
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/*
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* Copyright (C) 2003-2014 Dynare Team
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* Copyright (C) 2003-2015 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -25,12 +25,15 @@
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#include "SymbolTable.hh"
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AuxVarInfo::AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id_arg, int orig_lead_lag_arg,
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int equation_number_for_multiplier_arg) :
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int equation_number_for_multiplier_arg, int information_set_arg,
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expr_t expectation_expr_node_arg) :
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symb_id(symb_id_arg),
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type(type_arg),
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orig_symb_id(orig_symb_id_arg),
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orig_lead_lag(orig_lead_lag_arg),
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equation_number_for_multiplier(equation_number_for_multiplier_arg)
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equation_number_for_multiplier(equation_number_for_multiplier_arg),
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information_set(information_set_arg),
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expectation_expr_node(expectation_expr_node_arg)
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{
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}
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@ -243,7 +246,6 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
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{
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case avEndoLead:
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case avExoLead:
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case avExpectation:
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break;
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case avEndoLag:
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case avExoLag:
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@ -256,6 +258,13 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
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case avDiffForward:
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output << "M_.aux_vars(" << i+1 << ").orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ";" << endl;
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break;
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case avExpectation:
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output << "M_.aux_vars(" << i+1 << ").orig_expr = '\\mathbb{E}_{t"
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<< (aux_vars[i].get_information_set() < 0 ? "" : "+")
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<< aux_vars[i].get_information_set() << "}(";
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aux_vars[i].get_expectation_expr_node()->writeOutput(output, oLatexDynamicModel);
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output << ")';" << endl;
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break;
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}
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}
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@ -468,7 +477,7 @@ SymbolTable::addLeadAuxiliaryVarInternal(bool endo, int index) throw (FrozenExce
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exit(EXIT_FAILURE);
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}
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aux_vars.push_back(AuxVarInfo(symb_id, (endo ? avEndoLead : avExoLead), 0, 0, 0));
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aux_vars.push_back(AuxVarInfo(symb_id, (endo ? avEndoLead : avExoLead), 0, 0, 0, 0, NULL));
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return symb_id;
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}
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@ -494,7 +503,7 @@ SymbolTable::addLagAuxiliaryVarInternal(bool endo, int orig_symb_id, int orig_le
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exit(EXIT_FAILURE);
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}
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aux_vars.push_back(AuxVarInfo(symb_id, (endo ? avEndoLag : avExoLag), orig_symb_id, orig_lead_lag, 0));
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aux_vars.push_back(AuxVarInfo(symb_id, (endo ? avEndoLag : avExoLag), orig_symb_id, orig_lead_lag, 0, 0, NULL));
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return symb_id;
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}
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@ -524,7 +533,7 @@ SymbolTable::addExoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag) throw (F
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}
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int
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SymbolTable::addExpectationAuxiliaryVar(int information_set, int index) throw (FrozenException)
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SymbolTable::addExpectationAuxiliaryVar(int information_set, int index, expr_t exp_arg) throw (FrozenException)
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{
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ostringstream varname;
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int symb_id;
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@ -542,7 +551,7 @@ SymbolTable::addExpectationAuxiliaryVar(int information_set, int index) throw (F
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exit(EXIT_FAILURE);
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}
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aux_vars.push_back(AuxVarInfo(symb_id, avExpectation, 0, 0, 0));
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aux_vars.push_back(AuxVarInfo(symb_id, avExpectation, 0, 0, 0, information_set, exp_arg));
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return symb_id;
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}
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@ -564,7 +573,7 @@ SymbolTable::addMultiplierAuxiliaryVar(int index) throw (FrozenException)
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exit(EXIT_FAILURE);
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}
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aux_vars.push_back(AuxVarInfo(symb_id, avMultiplier, 0, 0, index));
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aux_vars.push_back(AuxVarInfo(symb_id, avMultiplier, 0, 0, index, 0, NULL));
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return symb_id;
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}
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@ -585,7 +594,7 @@ SymbolTable::addDiffForwardAuxiliaryVar(int orig_symb_id) throw (FrozenException
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exit(EXIT_FAILURE);
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}
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aux_vars.push_back(AuxVarInfo(symb_id, avDiffForward, orig_symb_id, 0, 0));
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aux_vars.push_back(AuxVarInfo(symb_id, avDiffForward, orig_symb_id, 0, 0, 0, NULL));
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return symb_id;
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}
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@ -1,5 +1,5 @@
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/*
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* Copyright (C) 2003-2014 Dynare Team
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* Copyright (C) 2003-2015 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -29,6 +29,9 @@ using namespace std;
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#include <ostream>
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#include "CodeInterpreter.hh"
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#include "ExprNode.hh"
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typedef class ExprNode *expr_t;
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//! Types of auxiliary variables
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enum aux_var_t
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@ -51,13 +54,17 @@ private:
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int orig_symb_id; //!< Symbol ID of the endo of the original model represented by this aux var. Only used for avEndoLag and avExoLag.
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int orig_lead_lag; //!< Lead/lag of the endo of the original model represented by this aux var. Only used for avEndoLag and avExoLag.
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int equation_number_for_multiplier; //!< Stores the original constraint equation number associated with this aux var. Only used for avMultiplier.
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int information_set; //! Argument of expectation operator. Only used for avExpectation.
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expr_t expectation_expr_node; //! Argument of expectation operator. Only used for avExpectation.
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public:
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AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id, int orig_lead_lag, int equation_number_for_multiplier_arg);
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AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id, int orig_lead_lag, int equation_number_for_multiplier_arg, int information_set_arg, expr_t expectation_expr_node_arg);
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int get_symb_id() const { return symb_id; };
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aux_var_t get_type() const { return type; };
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int get_orig_symb_id() const { return orig_symb_id; };
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int get_orig_lead_lag() const { return orig_lead_lag; };
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int get_equation_number_for_multiplier() const { return equation_number_for_multiplier; };
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int get_information_set() const { return information_set; };
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expr_t get_expectation_expr_node() const { return expectation_expr_node; } ;
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};
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//! Stores the symbol table
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@ -216,7 +223,7 @@ public:
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\param[in] index Used to construct the variable name
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\return the symbol ID of the new symbol
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*/
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int addExpectationAuxiliaryVar(int information_set, int index) throw (FrozenException);
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int addExpectationAuxiliaryVar(int information_set, int index, expr_t arg) throw (FrozenException);
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//! Adds an auxiliary variable for the multiplier for the FOCs of the Ramsey Problem
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/*!
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\param[in] index Used to construct the variable name
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