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VAR/TCM models: use lag-equivalence relationship to compute maximum lags 

This is made possible by the getLagEquivalenceClass() method introduced in the
previous commit.

Previously, the static version of the LHS expressions was used.

As a consequence, drop ModFile::diff_static_model, now useless.
issue#70
Sébastien Villemot 2019-10-22 16:04:24 +02:00
parent 8a83e08e79
commit 2a127b1f23
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
6 changed files with 47 additions and 42 deletions
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22
src/DynamicModel.cc
View File

@ -3974,7 +3974,7 @@ DynamicModel::fillVarModelTable() const
}
void
DynamicModel::fillVarModelTableFromOrigModel(StaticModel &static_model) const
DynamicModel::fillVarModelTableFromOrigModel() const
{
map<string, vector<int>> lags, orig_diff_var;
map<string, vector<bool>> diff;
@ -4024,13 +4024,16 @@ DynamicModel::fillVarModelTableFromOrigModel(StaticModel &static_model) const
exit(EXIT_FAILURE);
}
set<expr_t> lhs_static;
set<expr_t> lhs_lag_equiv;
for(const auto & lh : lhs)
lhs_static.insert(lh->toStatic(static_model));
{
auto [lag_equiv_repr, index] = lh->getLagEquivalenceClass();
lhs_lag_equiv.insert(lag_equiv_repr);
}
vector<int> max_lag;
for (auto eqn : it.second)
max_lag.push_back(equations[eqn]->arg2->VarMaxLag(static_model, lhs_static));
max_lag.push_back(equations[eqn]->arg2->VarMaxLag(lhs_lag_equiv));
lags[it.first] = max_lag;
diff[it.first] = diff_vec;
orig_diff_var[it.first] = orig_diff_var_vec;
@ -4197,7 +4200,7 @@ DynamicModel::fillErrorComponentMatrix(const ExprNode::subst_table_t &diff_subst
}
void
DynamicModel::fillTrendComponentModelTableFromOrigModel(StaticModel &static_model) const
DynamicModel::fillTrendComponentModelTableFromOrigModel() const
{
map<string, vector<int>> lags, orig_diff_var;
map<string, vector<bool>> diff;
@ -4247,13 +4250,16 @@ DynamicModel::fillTrendComponentModelTableFromOrigModel(StaticModel &static_mode
exit(EXIT_FAILURE);
}
set<expr_t> lhs_static;
set<expr_t> lhs_lag_equiv;
for(const auto & lh : lhs)
lhs_static.insert(lh->toStatic(static_model));
{
auto [lag_equiv_repr, index] = lh->getLagEquivalenceClass();
lhs_lag_equiv.insert(lag_equiv_repr);
}
vector<int> max_lag;
for (auto eqn : it.second)
max_lag.push_back(equations[eqn]->arg2->VarMaxLag(static_model, lhs_static));
max_lag.push_back(equations[eqn]->arg2->VarMaxLag(lhs_lag_equiv));
lags[it.first] = max_lag;
diff[it.first] = diff_vec;
orig_diff_var[it.first] = orig_diff_var_vec;

4
src/DynamicModel.hh
View File

@ -323,12 +323,12 @@ public:
//! Fill the Trend Component Model Table
void fillTrendComponentModelTable() const;
void fillTrendComponentModelTableFromOrigModel(StaticModel &static_model) const;
void fillTrendComponentModelTableFromOrigModel() const;
void fillTrendComponentmodelTableAREC(const ExprNode::subst_table_t &diff_subst_table) const;
//! Fill the Var Model Table
void fillVarModelTable() const;
void fillVarModelTableFromOrigModel(StaticModel &static_model) const;
void fillVarModelTableFromOrigModel() const;
//! Update the rhs references in the var model and trend component tables
//! after substitution of auxiliary variables and find the trend variables

38
src/ExprNode.cc
View File

@ -599,7 +599,7 @@ NumConstNode::VarMinLag() const
}
int
NumConstNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const
NumConstNode::VarMaxLag(const set<expr_t> &lhs_lag_equiv) const
{
return 0;
}
@ -1638,10 +1638,11 @@ VariableNode::undiff() const
}
int
VariableNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const
VariableNode::VarMaxLag(const set<expr_t> &lhs_lag_equiv) const
{
auto it = static_lhs.find(this->toStatic(static_datatree));
if (it == static_lhs.end())
auto [lag_equiv_repr, index] = getLagEquivalenceClass();
auto it = lhs_lag_equiv.find(lag_equiv_repr);
if (it == lhs_lag_equiv.end())
return 0;
return maxLag();
}
@ -3355,10 +3356,11 @@ UnaryOpNode::undiff() const
}
int
UnaryOpNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const
UnaryOpNode::VarMaxLag(const set<expr_t> &lhs_lag_equiv) const
{
auto it = static_lhs.find(this->toStatic(static_datatree));
if (it == static_lhs.end())
auto [lag_equiv_repr, index] = getLagEquivalenceClass();
auto it = lhs_lag_equiv.find(lag_equiv_repr);
if (it == lhs_lag_equiv.end())
return 0;
return arg->maxLag();
}
@ -4832,10 +4834,10 @@ BinaryOpNode::VarMinLag() const
}
int
BinaryOpNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const
BinaryOpNode::VarMaxLag(const set<expr_t> &lhs_lag_equiv) const
{
return max(arg1->VarMaxLag(static_datatree, static_lhs),
arg2->VarMaxLag(static_datatree, static_lhs));
return max(arg1->VarMaxLag(lhs_lag_equiv),
arg2->VarMaxLag(lhs_lag_equiv));
}
void
@ -6636,11 +6638,11 @@ TrinaryOpNode::VarMinLag() const
}
int
TrinaryOpNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const
TrinaryOpNode::VarMaxLag(const set<expr_t> &lhs_lag_equiv) const
{
return max(arg1->VarMaxLag(static_datatree, static_lhs),
max(arg2->VarMaxLag(static_datatree, static_lhs),
arg3->VarMaxLag(static_datatree, static_lhs)));
return max(arg1->VarMaxLag(lhs_lag_equiv),
max(arg2->VarMaxLag(lhs_lag_equiv),
arg3->VarMaxLag(lhs_lag_equiv)));
}
int
@ -7119,11 +7121,11 @@ int val = 0;
}
int
AbstractExternalFunctionNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const
AbstractExternalFunctionNode::VarMaxLag(const set<expr_t> &lhs_lag_equiv) const
{
int max_lag = 0;
for (auto argument : arguments)
max_lag = max(max_lag, argument->VarMaxLag(static_datatree, static_lhs));
max_lag = max(max_lag, argument->VarMaxLag(lhs_lag_equiv));
return max_lag;
}
@ -8756,7 +8758,7 @@ VarExpectationNode::VarMinLag() const
}
int
VarExpectationNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const
VarExpectationNode::VarMaxLag(const set<expr_t> &lhs_lag_equiv) const
{
cerr << "VarExpectationNode::VarMaxLag not implemented." << endl;
exit(EXIT_FAILURE);
@ -9192,7 +9194,7 @@ PacExpectationNode::VarMinLag() const
}
int
PacExpectationNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const
PacExpectationNode::VarMaxLag(const set<expr_t> &lhs_lag_equiv) const
{
return 0;
}

18
src/ExprNode.hh
View File

@ -345,7 +345,7 @@ class ExprNode
virtual int VarMinLag() const = 0;
//! Find the maximum lag in a VAR: handles case where LHS is diff
virtual int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const = 0;
virtual int VarMaxLag(const set<expr_t> &lhs_lag_equiv) const = 0;
//! Finds LHS variable in a VAR equation
virtual void collectVARLHSVariable(set<expr_t> &result) const = 0;
@ -730,7 +730,7 @@ public:
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int VarMaxLag(const set<expr_t> &lhs_lag_equiv) const override;
int PacMaxLag(int lhs_symb_id) const override;
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
expr_t undiff() const override;
@ -813,7 +813,7 @@ public:
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int VarMaxLag(const set<expr_t> &lhs_lag_equiv) const override;
int PacMaxLag(int lhs_symb_id) const override;
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
expr_t undiff() const override;
@ -921,7 +921,7 @@ public:
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int VarMaxLag(const set<expr_t> &lhs_lag_equiv) const override;
int PacMaxLag(int lhs_symb_id) const override;
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
expr_t undiff() const override;
@ -1033,7 +1033,7 @@ public:
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int VarMaxLag(const set<expr_t> &lhs_lag_equiv) const override;
int PacMaxLag(int lhs_symb_id) const override;
int getPacTargetSymbIdHelper(int lhs_symb_id, int undiff_lhs_symb_id, const set<pair<int, int>> & endogs) const;
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
@ -1164,7 +1164,7 @@ public:
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int VarMaxLag(const set<expr_t> &lhs_lag_equiv) const override;
int PacMaxLag(int lhs_symb_id) const override;
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
expr_t undiff() const override;
@ -1284,7 +1284,7 @@ public:
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int VarMaxLag(const set<expr_t> &lhs_lag_equiv) const override;
int PacMaxLag(int lhs_symb_id) const override;
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
expr_t undiff() const override;
@ -1481,7 +1481,7 @@ public:
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int VarMaxLag(const set<expr_t> &lhs_lag_equiv) const override;
int PacMaxLag(int lhs_symb_id) const override;
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
expr_t undiff() const override;
@ -1562,7 +1562,7 @@ public:
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int VarMaxLag(const set<expr_t> &lhs_lag_equiv) const override;
int PacMaxLag(int lhs_symb_id) const override;
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
expr_t undiff() const override;

5
src/ModFile.cc
View File

@ -51,7 +51,6 @@ ModFile::ModFile(WarningConsolidation &warnings_arg)
trend_component_model_table, var_model_table},
static_model{symbol_table, num_constants, external_functions_table},
steady_state_model{symbol_table, num_constants, external_functions_table, static_model},
diff_static_model{symbol_table, num_constants, external_functions_table},
warnings{warnings_arg}
{
}
@ -454,10 +453,10 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
// Fill Trend Component Model Table
dynamic_model.fillTrendComponentModelTable();
original_model.fillTrendComponentModelTableFromOrigModel(diff_static_model);
original_model.fillTrendComponentModelTableFromOrigModel();
dynamic_model.fillTrendComponentmodelTableAREC(diff_subst_table);
dynamic_model.fillVarModelTable();
original_model.fillVarModelTableFromOrigModel(diff_static_model);
original_model.fillVarModelTableFromOrigModel();
// Pac Model
int i = 0;

2
src/ModFile.hh
View File

@ -75,8 +75,6 @@ public:
StaticModel static_model;
//! Static model, as declared in the "steady_state_model" block if present
SteadyStateModel steady_state_model;
//! Static model used for mapping arguments of diff operator
StaticModel diff_static_model;
//! Option linear
bool linear{false};