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starting implementation of transformed variables to replace arguments 

of log and pow functions so as to insure non-negative arguments
issue#70
Michel Juillard 2012-05-21 22:05:19 +02:00
parent fa1572e674
commit 2098528f9e
4 changed files with 50 additions and 0 deletions
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32
DynamicModel.cc
View File

@ -4151,6 +4151,38 @@ DynamicModel::substituteExpectation(bool partial_information_model)
}
}
void
DynamicModel::substituteLogPow(void)
{
ExprNode::subst_table_t subst_table;
vector<BinaryOpNode *> neweqs;
// Substitute in model local variables
for (map<int, expr_t>::iterator it = local_variables_table.begin();
it != local_variables_table.end(); it++)
it->second = it->second->substituteLogPow(subst_table, neweqs);
// Substitute in equations
for (int i = 0; i < (int) equations.size(); i++)
{
BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->substituteLogPow(subst_table, neweqs));
assert(substeq != NULL);
equations[i] = substeq;
}
// Add new equations
for (int i = 0; i < (int) neweqs.size(); i++)
addEquation(neweqs[i]);
// Add the new set of equations at the *beginning* of aux_equations
copy(neweqs.rbegin(), neweqs.rend(), front_inserter(aux_equations));
if (subst_table.size() > 0)
{
cout << "Adding auxiliary variables for log and pow expressions: added " << neweqs.size() << " auxiliary variables and equations." << endl;
}
}
void
DynamicModel::transformPredeterminedVariables()
{

3
DynamicModel.hh
View File

@ -301,6 +301,9 @@ public:
//! Transforms the model by removing all oExpectation
void substituteExpectation(bool partial_information_model);
//! Transform the model by add auxiliary variables for log and pow expressions
void substituteLogPow(void)
//! Transforms the model by decreasing the lead/lag of predetermined variables in model equations by one
void transformPredeterminedVariables();

13
ExprNode.hh
View File

@ -352,6 +352,13 @@ public:
*/
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const = 0;
//! Constructs a new expression where log expression are replaced by an auxiliary variable and pow argument by an exponential expression
/*!
\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 substituteLogPow(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const = 0;
//! Return true if the nodeID is a numerical constant equal to value and false otherwise
@ -430,6 +437,7 @@ public:
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;
virtual expr_t substituteLogPow(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
@ -488,6 +496,7 @@ public:
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;
virtual expr_t substituteLogPow(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
@ -561,6 +570,7 @@ public:
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;
virtual expr_t substituteLogPow(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
@ -647,6 +657,7 @@ public:
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;
virtual expr_t substituteLogPow(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
@ -713,6 +724,7 @@ public:
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;
virtual expr_t substituteLogPow(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
@ -782,6 +794,7 @@ public:
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;
virtual expr_t substituteLogPow(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual bool isNumConstNodeEqualTo(double value) const;

2
ModFile.cc
View File

@ -246,6 +246,8 @@ ModFile::transformPass()
// Create auxiliary vars for Expectation operator
dynamic_model.substituteExpectation(mod_file_struct.partial_information);
dynamic_model.substituteLogPow();
if (nonstationary_variables)
{
dynamic_model.detrendEquations();