Preprocessor: when removing lags greater than 2 on endogenous or lags on exogenous, don't substitute model local variables that do not need to

ExprNode.cc

@@ -341,6 +341,18 @@ NumConstNode::maxExoLead() const
   return 0;
 }
 
+int
+NumConstNode::maxEndoLag() const
+{
+  return 0;
+}
+
+int
+NumConstNode::maxExoLag() const
+{
+  return 0;
+}
+
 NodeID
 NumConstNode::decreaseLeadsLags(int n) const
 {
@@ -871,6 +883,34 @@ VariableNode::maxExoLead() const
     }
 }
 
+int
+VariableNode::maxEndoLag() const
+{
+  switch (type)
+    {
+    case eEndogenous:
+      return max(-lag, 0);
+    case eModelLocalVariable:
+      return datatree.local_variables_table[symb_id]->maxEndoLag();
+    default:
+      return 0;
+    }
+}
+
+int
+VariableNode::maxExoLag() const
+{
+  switch (type)
+    {
+    case eExogenous:
+      return max(-lag, 0);
+    case eModelLocalVariable:
+      return datatree.local_variables_table[symb_id]->maxExoLag();
+    default:
+      return 0;
+    }
+}
+
 NodeID
 VariableNode::decreaseLeadsLags(int n) const
 {
@@ -922,6 +962,7 @@ NodeID
 VariableNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
 {
   VariableNode *substexpr;
+  NodeID value;
   subst_table_t::const_iterator it;
   int cur_lag;
   switch (type)
@@ -958,7 +999,11 @@ VariableNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector
       return substexpr;
 
     case eModelLocalVariable:
-      return datatree.local_variables_table[symb_id]->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
+      value = datatree.local_variables_table[symb_id];
+      if (value->maxEndoLag() <= 1)
+        return const_cast<VariableNode *>(this);
+      else
+        return value->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
     default:
       return const_cast<VariableNode *>(this);
     }
@@ -990,6 +1035,7 @@ NodeID
 VariableNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
 {
   VariableNode *substexpr;
+  NodeID value;
   subst_table_t::const_iterator it;
   int cur_lag;
   switch (type)
@@ -1026,7 +1072,11 @@ VariableNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *
       return substexpr;
 
     case eModelLocalVariable:
-      return datatree.local_variables_table[symb_id]->substituteExoLag(subst_table, neweqs);
+      value = datatree.local_variables_table[symb_id];
+      if (value->maxExoLag() == 0)
+        return const_cast<VariableNode *>(this);
+      else
+        return value->substituteExoLag(subst_table, neweqs);
     default:
       return const_cast<VariableNode *>(this);
     }
@@ -1741,6 +1791,18 @@ UnaryOpNode::maxExoLead() const
   return arg->maxExoLead();
 }
 
+int
+UnaryOpNode::maxEndoLag() const
+{
+  return arg->maxEndoLag();
+}
+
+int
+UnaryOpNode::maxExoLag() const
+{
+  return arg->maxExoLag();
+}
+
 NodeID
 UnaryOpNode::decreaseLeadsLags(int n) const
 {
@@ -2767,6 +2829,18 @@ BinaryOpNode::maxExoLead() const
   return max(arg1->maxExoLead(), arg2->maxExoLead());
 }
 
+int
+BinaryOpNode::maxEndoLag() const
+{
+  return max(arg1->maxEndoLag(), arg2->maxEndoLag());
+}
+
+int
+BinaryOpNode::maxExoLag() const
+{
+  return max(arg1->maxExoLag(), arg2->maxExoLag());
+}
+
 NodeID
 BinaryOpNode::decreaseLeadsLags(int n) const
 {
@@ -3324,6 +3398,18 @@ TrinaryOpNode::maxExoLead() const
   return max(arg1->maxExoLead(), max(arg2->maxExoLead(), arg3->maxExoLead()));
 }
 
+int
+TrinaryOpNode::maxEndoLag() const
+{
+  return max(arg1->maxEndoLag(), max(arg2->maxEndoLag(), arg3->maxEndoLag()));
+}
+
+int
+TrinaryOpNode::maxExoLag() const
+{
+  return max(arg1->maxExoLag(), max(arg2->maxExoLag(), arg3->maxExoLag()));
+}
+
 NodeID
 TrinaryOpNode::decreaseLeadsLags(int n) const
 {
@@ -3638,6 +3724,26 @@ ExternalFunctionNode::maxExoLead() const
   return val;
 }
 
+int
+ExternalFunctionNode::maxEndoLag() const
+{
+  int val = 0;
+  for (vector<NodeID>::const_iterator it = arguments.begin();
+       it != arguments.end(); it++)
+    val = max(val, (*it)->maxEndoLag());
+  return val;
+}
+
+int
+ExternalFunctionNode::maxExoLag() const
+{
+  int val = 0;
+  for (vector<NodeID>::const_iterator it = arguments.begin();
+       it != arguments.end(); it++)
+    val = max(val, (*it)->maxExoLag());
+  return val;
+}
+
 NodeID
 ExternalFunctionNode::decreaseLeadsLags(int n) const
 {

ExprNode.hh

@@ -261,6 +261,14 @@ public:
   /*! 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 a new expression where all the leads/lags have been shifted backwards by the same amount
   /*!
     Only acts on endogenous, exogenous, exogenous det
@@ -387,6 +395,8 @@ public:
   virtual NodeID getChainRuleDerivative(int deriv_id, const map<int, NodeID> &recursive_variables);
   virtual int maxEndoLead() const;
   virtual int maxExoLead() const;
+  virtual int maxEndoLag() const;
+  virtual int maxExoLag() const;
   virtual NodeID decreaseLeadsLags(int n) const;
   virtual NodeID substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
   virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
@@ -405,6 +415,7 @@ private:
   //! Id from the symbol table
   const int symb_id;
   const SymbolType type;
+  //! A positive value is a lead, a negative is a lag
   const int lag;
   virtual NodeID computeDerivative(int deriv_id);
 public:
@@ -432,6 +443,8 @@ public:
   virtual NodeID getChainRuleDerivative(int deriv_id, const map<int, NodeID> &recursive_variables);
   virtual int maxEndoLead() const;
   virtual int maxExoLead() const;
+  virtual int maxEndoLag() const;
+  virtual int maxExoLag() const;
   virtual NodeID decreaseLeadsLags(int n) const;
   virtual NodeID substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
   virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
@@ -493,6 +506,8 @@ public:
   virtual NodeID getChainRuleDerivative(int deriv_id, const map<int, NodeID> &recursive_variables);
   virtual int maxEndoLead() const;
   virtual int maxExoLead() const;
+  virtual int maxEndoLag() const;
+  virtual int maxExoLag() const;
   virtual NodeID decreaseLeadsLags(int n) const;
   virtual NodeID substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
   //! Creates another UnaryOpNode with the same opcode, but with a possibly different datatree and argument
@@ -561,6 +576,8 @@ public:
   virtual NodeID getChainRuleDerivative(int deriv_id, const map<int, NodeID> &recursive_variables);
   virtual int maxEndoLead() const;
   virtual int maxExoLead() const;
+  virtual int maxEndoLag() const;
+  virtual int maxExoLag() const;
   virtual NodeID decreaseLeadsLags(int n) const;
   virtual NodeID substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
   //! Creates another BinaryOpNode with the same opcode, but with a possibly different datatree and arguments
@@ -611,6 +628,8 @@ public:
   virtual NodeID getChainRuleDerivative(int deriv_id, const map<int, NodeID> &recursive_variables);
   virtual int maxEndoLead() const;
   virtual int maxExoLead() const;
+  virtual int maxEndoLag() const;
+  virtual int maxExoLag() const;
   virtual NodeID decreaseLeadsLags(int n) const;
   virtual NodeID substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
   //! Creates another TrinaryOpNode with the same opcode, but with a possibly different datatree and arguments
@@ -667,6 +686,8 @@ public:
   virtual NodeID getChainRuleDerivative(int deriv_id, const map<int, NodeID> &recursive_variables);
   virtual int maxEndoLead() const;
   virtual int maxExoLead() const;
+  virtual int maxEndoLag() const;
+  virtual int maxExoLag() const;
   virtual NodeID decreaseLeadsLags(int n) const;
   virtual NodeID substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
   virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;