introduce dynare command transform_unary_ops to create auxiliary variables for certain unary ops. This will be used for VARs and VECMs but can also be used for OLS, for example
parent
856f6f508a
commit
0aea4f0cc4
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@ -5188,6 +5188,44 @@ DynamicModel::substituteAdl()
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equations[i] = dynamic_cast<BinaryOpNode *>(equations[i]->substituteAdl());
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}
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void
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DynamicModel::substituteUnaryOps(StaticModel &static_model)
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{
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diff_table_t nodes;
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// Find matching unary ops that may be outside of diffs (i.e., those with different lags)
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for (map<int, expr_t>::iterator it = local_variables_table.begin();
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it != local_variables_table.end(); it++)
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it->second->findUnaryOpNodesForAuxVarCreation(static_model, nodes);
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for (int i = 0; i < (int) equations.size(); i++)
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equations[i]->findUnaryOpNodesForAuxVarCreation(static_model, nodes);
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// Substitute in model local variables
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ExprNode::subst_table_t subst_table;
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vector<BinaryOpNode *> neweqs;
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for (map<int, expr_t>::iterator it = local_variables_table.begin();
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it != local_variables_table.end(); it++)
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it->second = it->second->substituteUnaryOpNodes(static_model, nodes, subst_table, neweqs);
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// Substitute in equations
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for (int i = 0; i < (int) equations.size(); i++)
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{
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BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->
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substituteUnaryOpNodes(static_model, nodes, subst_table, neweqs));
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assert(substeq != NULL);
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equations[i] = substeq;
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}
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// Add new equations
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for (int i = 0; i < (int) neweqs.size(); i++)
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addEquation(neweqs[i], -1);
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copy(neweqs.begin(), neweqs.end(), back_inserter(diff_aux_equations));
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if (subst_table.size() > 0)
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cout << "Substitution of Unary Ops: added " << neweqs.size() << " auxiliary variables and equations." << endl;
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}
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void
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DynamicModel::substituteDiff(StaticModel &static_model, ExprNode::subst_table_t &diff_subst_table)
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{
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@ -409,6 +409,9 @@ public:
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//! Substitutes adl operator
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void substituteAdl();
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//! Creates aux vars for certain unary operators: originally implemented for support of VARs
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void substituteUnaryOps(StaticModel &static_model);
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//! Substitutes diff operator
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void substituteDiff(StaticModel &static_model, ExprNode::subst_table_t &diff_subst_table);
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@ -41,7 +41,7 @@ void main2(stringstream &in, string &basename, bool debug, bool clear_all, bool
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bool nograph, bool nointeractive, bool parallel, ConfigFile &config_file,
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WarningConsolidation &warnings_arg, bool nostrict, bool stochastic, bool check_model_changes,
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bool minimal_workspace, bool compute_xrefs, FileOutputType output_mode,
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LanguageOutputType lang, int params_derivs_order
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LanguageOutputType lang, int params_derivs_order, bool transform_unary_ops
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#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
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, bool cygwin, bool msvc, bool mingw
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#endif
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@ -58,7 +58,7 @@ usage()
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cerr << "Dynare usage: dynare mod_file [debug] [noclearall] [onlyclearglobals] [savemacro[=macro_file]] [onlymacro] [nolinemacro] [noemptylinemacro] [notmpterms] [nolog] [warn_uninit]"
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<< " [console] [nograph] [nointeractive] [parallel[=cluster_name]] [conffile=parallel_config_path_and_filename] [parallel_slave_open_mode] [parallel_test]"
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<< " [-D<variable>[=<value>]] [-I/path] [nostrict] [stochastic] [fast] [minimal_workspace] [compute_xrefs] [output=dynamic|first|second|third] [language=C|C++|julia]"
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<< " [params_derivs_order=0|1|2]"
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<< " [params_derivs_order=0|1|2] [transform_unary_ops]"
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#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
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<< " [cygwin] [msvc] [mingw]"
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#endif
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@ -114,6 +114,7 @@ main(int argc, char **argv)
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bool check_model_changes = false;
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bool minimal_workspace = false;
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bool compute_xrefs = false;
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bool transform_unary_ops = false;
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map<string, string> defines;
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vector<string> path;
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FileOutputType output_mode = none;
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@ -210,6 +211,8 @@ main(int argc, char **argv)
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minimal_workspace = true;
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else if (!strcmp(argv[arg], "compute_xrefs"))
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compute_xrefs = true;
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else if (!strcmp(argv[arg], "transform_unary_ops"))
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transform_unary_ops = true;
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else if (strlen(argv[arg]) >= 8 && !strncmp(argv[arg], "parallel", 8))
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{
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parallel = true;
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@ -401,7 +404,7 @@ main(int argc, char **argv)
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main2(macro_output, basename, debug, clear_all, clear_global,
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no_tmp_terms, no_log, no_warn, warn_uninit, console, nograph, nointeractive,
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parallel, config_file, warnings, nostrict, stochastic, check_model_changes, minimal_workspace,
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compute_xrefs, output_mode, language, params_derivs_order
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compute_xrefs, output_mode, language, params_derivs_order, transform_unary_ops
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#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
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, cygwin, msvc, mingw
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#endif
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@ -30,7 +30,7 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool clear
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bool nograph, bool nointeractive, bool parallel, ConfigFile &config_file,
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WarningConsolidation &warnings, bool nostrict, bool stochastic, bool check_model_changes,
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bool minimal_workspace, bool compute_xrefs, FileOutputType output_mode,
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LanguageOutputType language, int params_derivs_order
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LanguageOutputType language, int params_derivs_order, bool transform_unary_ops
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#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
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, bool cygwin, bool msvc, bool mingw
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#endif
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@ -51,7 +51,7 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool clear
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mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson, nopreprocessoroutput);
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// Perform transformations on the model (creation of auxiliary vars and equations)
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mod_file->transformPass(nostrict, stochastic, compute_xrefs || json == transformpass, nopreprocessoroutput);
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mod_file->transformPass(nostrict, stochastic, compute_xrefs || json == transformpass, nopreprocessoroutput, transform_unary_ops);
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if (json == transformpass)
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mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson, nopreprocessoroutput);
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185
src/ExprNode.cc
185
src/ExprNode.cc
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@ -538,12 +538,23 @@ NumConstNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table)
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{
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}
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void
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NumConstNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
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{
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}
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expr_t
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NumConstNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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return const_cast<NumConstNode *>(this);
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}
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expr_t
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NumConstNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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return const_cast<NumConstNode *>(this);
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}
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expr_t
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NumConstNode::substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
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{
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@ -1413,6 +1424,11 @@ VariableNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table)
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{
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}
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void
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VariableNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
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{
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}
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expr_t
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VariableNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
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vector<BinaryOpNode *> &neweqs) const
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@ -1420,6 +1436,12 @@ VariableNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table
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return const_cast<VariableNode *>(this);
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}
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expr_t
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VariableNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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return const_cast<VariableNode *>(this);
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}
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expr_t
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VariableNode::substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
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{
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@ -3013,6 +3035,60 @@ UnaryOpNode::isDiffPresent() const
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return arg->isDiffPresent();
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}
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bool
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UnaryOpNode::createAuxVarForUnaryOpNodeInDiffOp() const
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{
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switch (op_code)
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{
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case oExp:
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case oLog:
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case oLog10:
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case oCos:
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case oSin:
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case oTan:
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case oAcos:
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case oAsin:
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case oAtan:
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case oCosh:
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case oSinh:
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case oTanh:
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case oAcosh:
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case oAsinh:
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case oAtanh:
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case oSqrt:
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case oAbs:
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case oSign:
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case oErf:
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return true;
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default:
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return false;
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}
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}
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void
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UnaryOpNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
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{
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if (!this->createAuxVarForUnaryOpNodeInDiffOp())
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{
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arg->findUnaryOpNodesForAuxVarCreation(static_datatree, nodes);
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return;
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}
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expr_t sthis = this->toStatic(static_datatree);
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int arg_max_lag = -arg->maxLag();
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diff_table_t::iterator it = nodes.find(sthis);
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if (it != nodes.end())
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{
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for (map<int, expr_t>::const_iterator it1 = it->second.begin();
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it1 != it->second.end(); it1++)
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if (arg == it1->second)
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return;
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it->second[arg_max_lag] = const_cast<UnaryOpNode *>(this);
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}
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else
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nodes[sthis][arg_max_lag] = const_cast<UnaryOpNode *>(this);
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}
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void
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UnaryOpNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const
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{
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@ -3197,6 +3273,45 @@ UnaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table,
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return const_cast<VariableNode *>(subst_table[this]);
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}
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expr_t
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UnaryOpNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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subst_table_t::const_iterator sit = subst_table.find(this);
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if (sit != subst_table.end())
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return const_cast<VariableNode *>(sit->second);
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UnaryOpNode *sthis = dynamic_cast<UnaryOpNode *>(this->toStatic(static_datatree));
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diff_table_t::iterator it = nodes.find(sthis);
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if (it == nodes.end())
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{
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expr_t argsubst = arg->substituteUnaryOpNodes(static_datatree, nodes, subst_table, neweqs);
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return buildSimilarUnaryOpNode(argsubst, datatree);
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}
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VariableNode *aux_var = NULL;
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for (map<int, expr_t>::reverse_iterator rit = it->second.rbegin();
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rit != it->second.rend(); rit++)
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{
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if (rit == it->second.rbegin())
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{
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VariableNode *vn = dynamic_cast<VariableNode *>(const_cast<UnaryOpNode *>(this)->get_arg());
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int symb_id = datatree.symbol_table.addUnaryOpAuxiliaryVar(this->idx, const_cast<UnaryOpNode *>(this),
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vn->get_symb_id(), vn->get_lag());
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aux_var = datatree.AddVariable(symb_id, 0);
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neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(aux_var, const_cast<UnaryOpNode *>(this))));
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subst_table[rit->second] = dynamic_cast<VariableNode *>(aux_var);
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}
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else
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{
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VariableNode *vn = dynamic_cast<VariableNode *>(dynamic_cast<UnaryOpNode *>(rit->second)->get_arg());
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subst_table[rit->second] = dynamic_cast<VariableNode *>(aux_var->decreaseLeadsLags(-vn->get_lag()));
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}
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}
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sit = subst_table.find(this);
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return const_cast<VariableNode *>(sit->second);
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}
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expr_t
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UnaryOpNode::substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
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{
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@ -4865,6 +4980,13 @@ BinaryOpNode::substituteAdl() const
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return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
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}
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void
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BinaryOpNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
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{
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arg1->findUnaryOpNodesForAuxVarCreation(static_datatree, nodes);
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arg2->findUnaryOpNodesForAuxVarCreation(static_datatree, nodes);
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}
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void
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BinaryOpNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const
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{
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@ -4881,6 +5003,14 @@ BinaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table
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return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
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}
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expr_t
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BinaryOpNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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expr_t arg1subst = arg1->substituteUnaryOpNodes(static_datatree, nodes, subst_table, neweqs);
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expr_t arg2subst = arg2->substituteUnaryOpNodes(static_datatree, nodes, subst_table, neweqs);
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return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
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}
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bool
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BinaryOpNode::isDiffPresent() const
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{
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@ -5766,6 +5896,14 @@ TrinaryOpNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table
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arg3->findDiffNodes(static_datatree, diff_table);
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}
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void
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TrinaryOpNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
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{
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arg1->findUnaryOpNodesForAuxVarCreation(static_datatree, nodes);
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arg2->findUnaryOpNodesForAuxVarCreation(static_datatree, nodes);
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arg3->findUnaryOpNodesForAuxVarCreation(static_datatree, nodes);
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}
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expr_t
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TrinaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
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vector<BinaryOpNode *> &neweqs) const
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@ -5776,6 +5914,15 @@ TrinaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_tabl
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return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
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}
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expr_t
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TrinaryOpNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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expr_t arg1subst = arg1->substituteUnaryOpNodes(static_datatree, nodes, subst_table, neweqs);
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expr_t arg2subst = arg2->substituteUnaryOpNodes(static_datatree, nodes, subst_table, neweqs);
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expr_t arg3subst = arg3->substituteUnaryOpNodes(static_datatree, nodes, subst_table, neweqs);
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return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
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}
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bool
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TrinaryOpNode::isDiffPresent() const
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{
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@ -6189,6 +6336,13 @@ AbstractExternalFunctionNode::findDiffNodes(DataTree &static_datatree, diff_tabl
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(*it)->findDiffNodes(static_datatree, diff_table);
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}
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void
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AbstractExternalFunctionNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
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{
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for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
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(*it)->findUnaryOpNodesForAuxVarCreation(static_datatree, nodes);
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}
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expr_t
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AbstractExternalFunctionNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
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vector<BinaryOpNode *> &neweqs) const
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@ -6199,6 +6353,15 @@ AbstractExternalFunctionNode::substituteDiff(DataTree &static_datatree, diff_tab
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return buildSimilarExternalFunctionNode(arguments_subst, datatree);
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}
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expr_t
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AbstractExternalFunctionNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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vector<expr_t> arguments_subst;
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for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
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arguments_subst.push_back((*it)->substituteUnaryOpNodes(static_datatree, nodes, subst_table, neweqs));
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return buildSimilarExternalFunctionNode(arguments_subst, datatree);
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}
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bool
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AbstractExternalFunctionNode::isDiffPresent() const
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{
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@ -7752,6 +7915,11 @@ VarExpectationNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_
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{
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}
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void
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VarExpectationNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
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{
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}
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expr_t
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VarExpectationNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
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vector<BinaryOpNode *> &neweqs) const
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||||
|
@ -7759,6 +7927,12 @@ VarExpectationNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff
|
|||
return const_cast<VarExpectationNode *>(this);
|
||||
}
|
||||
|
||||
expr_t
|
||||
VarExpectationNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
|
||||
{
|
||||
return const_cast<VarExpectationNode *>(this);
|
||||
}
|
||||
|
||||
expr_t
|
||||
VarExpectationNode::substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
|
||||
{
|
||||
|
@ -8186,6 +8360,11 @@ PacExpectationNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_
|
|||
{
|
||||
}
|
||||
|
||||
void
|
||||
PacExpectationNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
|
||||
{
|
||||
}
|
||||
|
||||
expr_t
|
||||
PacExpectationNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
|
||||
vector<BinaryOpNode *> &neweqs) const
|
||||
|
@ -8193,6 +8372,12 @@ PacExpectationNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff
|
|||
return const_cast<PacExpectationNode *>(this);
|
||||
}
|
||||
|
||||
expr_t
|
||||
PacExpectationNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
|
||||
{
|
||||
return const_cast<PacExpectationNode *>(this);
|
||||
}
|
||||
|
||||
expr_t
|
||||
PacExpectationNode::differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
|
||||
{
|
||||
|
|
|
@ -492,7 +492,9 @@ class ExprNode
|
|||
|
||||
//! Substitute diff operator
|
||||
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const = 0;
|
||||
virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const = 0;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
|
||||
virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
|
||||
|
||||
//! Substitute pac_expectation operator
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) = 0;
|
||||
|
@ -584,7 +586,9 @@ public:
|
|||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
|
||||
virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
|
@ -672,7 +676,9 @@ public:
|
|||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
|
||||
virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
|
@ -782,8 +788,11 @@ public:
|
|||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
|
||||
bool createAuxVarForUnaryOpNodeInDiffOp() const;
|
||||
virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
|
||||
void getDiffArgUnaryOperatorIfAny(string &op_handle) const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
|
@ -910,7 +919,9 @@ public:
|
|||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
|
||||
virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
|
@ -1013,7 +1024,9 @@ public:
|
|||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
|
||||
virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
|
@ -1116,7 +1129,9 @@ public:
|
|||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
|
||||
virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const = 0;
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
|
@ -1309,7 +1324,9 @@ public:
|
|||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
|
||||
virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
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,
|
||||
|
@ -1392,7 +1409,9 @@ public:
|
|||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
|
||||
virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
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,
|
||||
|
|
|
@ -347,7 +347,7 @@ ModFile::checkPass(bool nostrict, bool stochastic)
|
|||
}
|
||||
|
||||
void
|
||||
ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const bool nopreprocessoroutput)
|
||||
ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const bool nopreprocessoroutput, const bool transform_unary_ops)
|
||||
{
|
||||
// Save the original model (must be done before any model transformations by preprocessor)
|
||||
// - except adl and diff which we always want expanded
|
||||
|
@ -366,6 +366,9 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
|
|||
}
|
||||
}
|
||||
|
||||
if (transform_unary_ops)
|
||||
dynamic_model.substituteUnaryOps(diff_static_model);
|
||||
|
||||
// Create auxiliary variable and equations for Diff operator
|
||||
ExprNode::subst_table_t diff_subst_table;
|
||||
dynamic_model.substituteDiff(diff_static_model, diff_subst_table);
|
||||
|
|
|
@ -136,7 +136,7 @@ public:
|
|||
void checkPass(bool nostrict, bool stochastic);
|
||||
//! Perform some transformations on the model (creation of auxiliary vars and equations)
|
||||
/*! \param compute_xrefs if true, equation cross references will be computed */
|
||||
void transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const bool nopreprocessoroutput);
|
||||
void transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const bool nopreprocessoroutput, const bool transform_unary_ops);
|
||||
//! Execute computations
|
||||
/*! \param no_tmp_terms if true, no temporary terms will be computed in the static and dynamic files */
|
||||
/*! \param params_derivs_order compute this order of derivs wrt parameters */
|
||||
|
|
|
@ -373,6 +373,7 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
|
|||
case avEndoLag:
|
||||
case avExoLag:
|
||||
case avVarModel:
|
||||
case avUnaryOp:
|
||||
output << "M_.aux_vars(" << i+1 << ").orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ";" << endl
|
||||
<< "M_.aux_vars(" << i+1 << ").orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
|
||||
break;
|
||||
|
@ -506,6 +507,7 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
|
|||
case avEndoLag:
|
||||
case avExoLag:
|
||||
case avVarModel:
|
||||
case avUnaryOp:
|
||||
output << "av[" << i << "].orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
|
||||
<< "av[" << i << "].orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
|
||||
break;
|
||||
|
@ -605,6 +607,7 @@ SymbolTable::writeCCOutput(ostream &output) const throw (NotYetFrozenException)
|
|||
case avEndoLag:
|
||||
case avExoLag:
|
||||
case avVarModel:
|
||||
case avUnaryOp:
|
||||
output << "av" << i << ".orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
|
||||
<< "av" << i << ".orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
|
||||
break;
|
||||
|
@ -805,6 +808,28 @@ SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenExcept
|
|||
return addDiffAuxiliaryVar(index, expr_arg, -1, 0);
|
||||
}
|
||||
|
||||
int
|
||||
SymbolTable::addUnaryOpAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException)
|
||||
{
|
||||
ostringstream varname;
|
||||
int symb_id;
|
||||
|
||||
varname << "AUX_UOP_IN_DIFF_" << index;
|
||||
try
|
||||
{
|
||||
symb_id = addSymbol(varname.str(), eEndogenous);
|
||||
}
|
||||
catch (AlreadyDeclaredException &e)
|
||||
{
|
||||
cerr << "ERROR: you should rename your variable called " << varname.str() << ", this name is internally used by Dynare" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
|
||||
aux_vars.push_back(AuxVarInfo(symb_id, avUnaryOp, orig_symb_id, orig_lag, 0, 0, expr_arg));
|
||||
|
||||
return symb_id;
|
||||
}
|
||||
|
||||
int
|
||||
SymbolTable::addVarModelEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) throw (AlreadyDeclaredException, FrozenException)
|
||||
{
|
||||
|
@ -1133,6 +1158,7 @@ SymbolTable::writeJuliaOutput(ostream &output) const throw (NotYetFrozenExceptio
|
|||
case avEndoLag:
|
||||
case avExoLag:
|
||||
case avVarModel:
|
||||
case avUnaryOp:
|
||||
output << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) + 1 << ", "
|
||||
<< aux_vars[i].get_orig_lead_lag() << ", NaN, NaN";
|
||||
break;
|
||||
|
|
|
@ -36,16 +36,17 @@ typedef class ExprNode *expr_t;
|
|||
//! Types of auxiliary variables
|
||||
enum aux_var_t
|
||||
{
|
||||
avEndoLead = 0, //!< Substitute for endo leads >= 2
|
||||
avEndoLag = 1, //!< Substitute for endo lags >= 2
|
||||
avExoLead = 2, //!< Substitute for exo leads >= 1
|
||||
avExoLag = 3, //!< Substitute for exo lags >= 1
|
||||
avExpectation = 4, //!< Substitute for Expectation Operator
|
||||
avDiffForward = 5, //!< Substitute for the differentiate of a forward variable
|
||||
avMultiplier = 6, //!< Multipliers for FOC of Ramsey Problem
|
||||
avVarModel = 7, //!< Variable for var_model with order > abs(min_lag()) present in model
|
||||
avDiff = 8, //!< Variable for Diff operator
|
||||
avDiffLag = 9 //!< Variable for timing between Diff operators
|
||||
avEndoLead = 0, //!< Substitute for endo leads >= 2
|
||||
avEndoLag = 1, //!< Substitute for endo lags >= 2
|
||||
avExoLead = 2, //!< Substitute for exo leads >= 1
|
||||
avExoLag = 3, //!< Substitute for exo lags >= 1
|
||||
avExpectation = 4, //!< Substitute for Expectation Operator
|
||||
avDiffForward = 5, //!< Substitute for the differentiate of a forward variable
|
||||
avMultiplier = 6, //!< Multipliers for FOC of Ramsey Problem
|
||||
avVarModel = 7, //!< Variable for var_model with order > abs(min_lag()) present in model
|
||||
avDiff = 8, //!< Variable for Diff operator
|
||||
avDiffLag = 9, //!< Variable for timing between Diff operators
|
||||
avUnaryOp = 10 //!< Variable for allowing the undiff operator to work when diff was taken of unary op, eg diff(log(x))
|
||||
};
|
||||
|
||||
//! Information on some auxiliary variables
|
||||
|
@ -300,6 +301,8 @@ public:
|
|||
int addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag, string &unary_op_handle) throw (FrozenException);
|
||||
//! Takes care of timing between diff statements
|
||||
int addDiffLagAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException);
|
||||
//! An Auxiliary variable for a unary op
|
||||
int addUnaryOpAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException);
|
||||
//! Returns the number of auxiliary variables
|
||||
int
|
||||
AuxVarsSize() const
|
||||
|
|
Loading…
Reference in New Issue