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pac: output info into substructures based on pac model name & equation tag

issue#70
Houtan Bastani 2019-02-19 16:36:10 +01:00
parent 760eaf6712
commit 34756833ae
No known key found for this signature in database
GPG Key ID: 000094FB955BE169
5 changed files with 301 additions and 240 deletions
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287
src/DynamicModel.cc
View File

@ -3618,12 +3618,43 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
// Write Pac Model Consistent Expectation parameter info
for (auto & it : pac_mce_alpha_symb_ids)
{
output << modstruct << "pac." << it.first << ".mce_alpha_idxs = [";
output << modstruct << "pac." << it.first.first << ".equations." << it.first.second << ".mce.alpha = [";
for (auto it : it.second)
output << symbol_table.getTypeSpecificID(it) + 1 << " ";
output << "];" << endl;
}
// Write Pac Model Consistent Expectation Z1 info
for (auto & it : pac_mce_z1_symb_ids)
output << modstruct << "pac." << it.first.first << ".equations." << it.first.second << ".mce.z1 = "
<< symbol_table.getTypeSpecificID(it.second) + 1 << ";" << endl;
// Write Pac lag info
for (auto & it : pac_eqtag_and_lag)
output << modstruct << "pac." << it.first.first << ".equations." << it.second.first << ".max_lag = " << it.second.second << ";" << endl;
map <string, vector<pair<string, string>> > mymap;
mymap.insert(pair<string,vector<pair<string,string>> >("A", vector<pair<string,string>>()));
mymap["A"].push_back(make_pair("A","BB"));
mymap["A"].push_back(make_pair("C", "DD"));
// Write Pac equation tag info
map<string, vector<pair<string, string>>> for_writing;
for (auto & it : pac_eqtag_and_lag)
{
if (for_writing.find(it.first.first) == for_writing.end())
for_writing.insert(pair<string,vector<pair<string,string>> >(it.first.first, vector<pair<string,string>>()));
for_writing[it.first.first].push_back(make_pair(it.first.second, it.second.first));
}
for (auto & it : for_writing)
{
output << modstruct << "pac." << it.first << ".tag_map = [";
for (auto & it1 : it.second)
output << "{'" << it1.first << "', '" << it1.second << "'};" ;
output << "];" << endl;
}
// Write PacExpectationInfo
for (auto it : pac_expectation_info)
it->ExprNode::writeOutput(output, ExprNodeOutputType::matlabDynamicModel);
@ -4250,8 +4281,9 @@ DynamicModel::getUndiffLHSForPac(const string &aux_model_name,
}
void
DynamicModel::walkPacParameters()
DynamicModel::walkPacParameters(const string &name, map<pair<string, string>, pair<string, int>> &eqtag_and_lag)
{
int i = 0;
for (auto & equation : equations)
{
pair<int, int> lhs (-1, -1);
@ -4296,16 +4328,33 @@ DynamicModel::walkPacParameters()
exit(EXIT_FAILURE);
}
}
equation->addParamInfoToPac(lhs,
string eqtag = "";
for (auto & tag : equation_tags)
if (tag.first == (&equation - &equations[0]))
if (tag.second.first == "name")
{
eqtag = tag.second.second;
break;
}
if (eqtag == "")
{
cerr << "Every equation with a pac expectation must have been assigned an equation tag name" << endl;
exit(EXIT_FAILURE);
}
string eq = "eq" + to_string(i++);
equation->addParamInfoToPac(eq,
lhs,
optim_share_index,
ec_params_and_vars, ar_params_and_vars,
non_optim_vars_params_and_constants);
eqtag_and_lag[make_pair(name, eqtag)] = make_pair(eq, 0);
}
}
}
int
DynamicModel::getPacMaxLag(const string &pac_model_name) const
void
DynamicModel::getPacMaxLag(const string &pac_model_name, map<pair<string, string>, pair<string, int>> &eqtag_and_lag) const
{
for (auto & equation : equations)
if (equation->containsPacExpectation(pac_model_name))
@ -4318,9 +4367,18 @@ DynamicModel::getPacMaxLag(const string &pac_model_name) const
<< endl;
exit(EXIT_FAILURE);
}
return equation->PacMaxLag((*(endogs.begin())).first);
string eqtag = "";
for (auto & tag : equation_tags)
if (tag.first == (&equation - &equations[0]))
if (tag.second.first == "name")
{
eqtag = tag.second.second;
break;
}
string eq = eqtag_and_lag[make_pair(pac_model_name, eqtag)].first;
eqtag_and_lag[make_pair(pac_model_name, eqtag)] = make_pair(eq, equation->PacMaxLag((*(endogs.begin())).first));
}
return 0;
}
int
@ -4346,133 +4404,122 @@ DynamicModel::getPacTargetSymbId(const string &pac_model_name) const
return -1;
}
int
void
DynamicModel::addPacModelConsistentExpectationEquation(const string & name, int pac_target_symb_id,
int discount_symb_id, int pac_max_lag_m,
int discount_symb_id, const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
ExprNode::subst_table_t &diff_subst_table)
{
int mce_symb_id;
try
{
mce_symb_id = symbol_table.addSymbol("mce_Z_" + name, SymbolType::endogenous);
}
catch (SymbolTable::AlreadyDeclaredException &e)
{
cerr << "Variable name needed by PAC (mce_Z_" << name << endl;
exit(EXIT_FAILURE);
}
expr_t A = One;
expr_t fp = Zero;
expr_t beta = AddVariable(discount_symb_id);
for (int i = 1; i <= pac_max_lag_m; i++)
try
{
int alpha_i_symb_id = symbol_table.addSymbol("mce_alpha_" + name + "_" + to_string(i),
SymbolType::parameter);
pac_mce_alpha_symb_ids[name].push_back(alpha_i_symb_id);
A = AddPlus(A, AddVariable(alpha_i_symb_id));
fp = AddPlus(fp,
AddTimes(AddTimes(AddVariable(alpha_i_symb_id),
AddPower(beta, AddPossiblyNegativeConstant(i))),
AddVariable(mce_symb_id, i)));
}
catch (SymbolTable::AlreadyDeclaredException &e)
{
cerr << "Variable name needed by PAC (mce_alpha_" << name << "_" << i << ")" << endl;
exit(EXIT_FAILURE);
}
// Add diff nodes and eqs for pac_target_symb_id
pac_eqtag_and_lag.insert(eqtag_and_lag.begin(), eqtag_and_lag.end());
int neqs = 0;
const VariableNode *target_base_diff_node;
expr_t diff_node_to_search = AddDiff(AddVariable(pac_target_symb_id));
ExprNode::subst_table_t::const_iterator sit = diff_subst_table.find(diff_node_to_search);
if (sit != diff_subst_table.end())
target_base_diff_node = sit->second;
else
for (auto & it : eqtag_and_lag)
{
int symb_id = symbol_table.addDiffAuxiliaryVar(diff_node_to_search->idx, diff_node_to_search);
target_base_diff_node = AddVariable(symb_id);
addEquation(dynamic_cast<BinaryOpNode *>(AddEqual((expr_t) target_base_diff_node,
AddMinus(AddVariable(pac_target_symb_id),
AddVariable(pac_target_symb_id, -1)))), -1);
neqs++;
}
map<int, VariableNode *> target_aux_var_to_add;
const VariableNode *last_aux_var = target_base_diff_node;
for (int i = 1; i <= pac_max_lag_m - 1; i++, neqs++)
{
expr_t this_diff_node = AddDiff(AddVariable(pac_target_symb_id, i));
int symb_id = symbol_table.addDiffLeadAuxiliaryVar(this_diff_node->idx, this_diff_node,
last_aux_var->symb_id, last_aux_var->lag);
VariableNode *current_aux_var = AddVariable(symb_id);
addEquation(dynamic_cast<BinaryOpNode *>(AddEqual(current_aux_var,
AddVariable(last_aux_var->symb_id, 1))), -1);
last_aux_var = current_aux_var;
target_aux_var_to_add[i] = current_aux_var;
}
expr_t fs = Zero;
for (int k = 1; k <= pac_max_lag_m - 1; k++)
{
expr_t ssum = Zero;
for (int j = k+1; j <= pac_max_lag_m; j++)
string eqtag = it.second.first;
int pac_max_lag_m = it.second.second;
string append_to_name = name + "_" + eqtag;
int mce_z1_symb_id;
try
{
int alpha_j_symb_id = -1;
string varname = "mce_alpha_" + name + "_" + to_string(j);
try
{
alpha_j_symb_id = symbol_table.getID(varname);
}
catch (SymbolTable::UnknownSymbolNameException &e)
{
alpha_j_symb_id = symbol_table.addSymbol(varname, SymbolType::parameter);
}
ssum = AddPlus(ssum,
AddTimes(AddVariable(alpha_j_symb_id), AddPower(beta, AddPossiblyNegativeConstant(j))));
mce_z1_symb_id = symbol_table.addSymbol("mce_Z1_" + append_to_name, SymbolType::endogenous);
}
fs = AddPlus(fs, AddTimes(ssum, target_aux_var_to_add[k]));
catch (SymbolTable::AlreadyDeclaredException &e)
{
cerr << "Variable name needed by PAC (mce_Z1_" << append_to_name << endl;
exit(EXIT_FAILURE);
}
expr_t A = One;
expr_t fp = Zero;
expr_t beta = AddVariable(discount_symb_id);
for (int i = 1; i <= pac_max_lag_m; i++)
try
{
int alpha_i_symb_id = symbol_table.addSymbol("mce_alpha_" + append_to_name + "_" + to_string(i),
SymbolType::parameter);
pac_mce_alpha_symb_ids[make_pair(name, eqtag)].push_back(alpha_i_symb_id);
A = AddPlus(A, AddVariable(alpha_i_symb_id));
fp = AddPlus(fp,
AddTimes(AddTimes(AddVariable(alpha_i_symb_id),
AddPower(beta, AddPossiblyNegativeConstant(i))),
AddVariable(mce_z1_symb_id, i)));
}
catch (SymbolTable::AlreadyDeclaredException &e)
{
cerr << "Variable name needed by PAC (mce_alpha_" << append_to_name << "_" << i << ")" << endl;
exit(EXIT_FAILURE);
}
// Add diff nodes and eqs for pac_target_symb_id
const VariableNode *target_base_diff_node;
expr_t diff_node_to_search = AddDiff(AddVariable(pac_target_symb_id));
ExprNode::subst_table_t::const_iterator sit = diff_subst_table.find(diff_node_to_search);
if (sit != diff_subst_table.end())
target_base_diff_node = sit->second;
else
{
int symb_id = symbol_table.addDiffAuxiliaryVar(diff_node_to_search->idx, diff_node_to_search);
target_base_diff_node = AddVariable(symb_id);
addEquation(dynamic_cast<BinaryOpNode *>(AddEqual((expr_t) target_base_diff_node,
AddMinus(AddVariable(pac_target_symb_id),
AddVariable(pac_target_symb_id, -1)))), -1);
neqs++;
}
map<int, VariableNode *> target_aux_var_to_add;
const VariableNode *last_aux_var = target_base_diff_node;
for (int i = 1; i <= pac_max_lag_m - 1; i++, neqs++)
{
expr_t this_diff_node = AddDiff(AddVariable(pac_target_symb_id, i));
int symb_id = symbol_table.addDiffLeadAuxiliaryVar(this_diff_node->idx, this_diff_node,
last_aux_var->symb_id, last_aux_var->lag);
VariableNode *current_aux_var = AddVariable(symb_id);
addEquation(dynamic_cast<BinaryOpNode *>(AddEqual(current_aux_var,
AddVariable(last_aux_var->symb_id, 1))), -1);
last_aux_var = current_aux_var;
target_aux_var_to_add[i] = current_aux_var;
}
expr_t fs = Zero;
for (int k = 1; k <= pac_max_lag_m - 1; k++)
{
expr_t ssum = Zero;
for (int j = k+1; j <= pac_max_lag_m; j++)
{
int alpha_j_symb_id = -1;
string varname = "mce_alpha_" + append_to_name + "_" + to_string(j);
try
{
alpha_j_symb_id = symbol_table.getID(varname);
}
catch (SymbolTable::UnknownSymbolNameException &e)
{
alpha_j_symb_id = symbol_table.addSymbol(varname, SymbolType::parameter);
}
ssum = AddPlus(ssum,
AddTimes(AddVariable(alpha_j_symb_id), AddPower(beta, AddPossiblyNegativeConstant(j))));
}
fs = AddPlus(fs, AddTimes(ssum, target_aux_var_to_add[k]));
}
addEquation(AddEqual(AddVariable(mce_z1_symb_id),
AddMinus(AddTimes(A, AddMinus((expr_t) target_base_diff_node, fs)), fp)), -1);
neqs++;
pac_mce_z1_symb_ids[make_pair(name, eqtag)] = mce_z1_symb_id;
}
addEquation(AddEqual(AddVariable(mce_symb_id),
AddMinus(AddTimes(A, AddMinus((expr_t) target_base_diff_node, fs)), fp)), -1);
neqs++;
cout << "Pac Model Consistent Expectation: added " << neqs << " auxiliary variables and equations." << endl;
return mce_symb_id;
cout << "Pac Model Consistent Expectation: added " << neqs << " auxiliary variables and equations." << endl;
}
void
DynamicModel::fillPacExpectationVarInfo(const string &pac_model_name,
vector<int> &lhs,
int max_lag,
int pac_max_lag,
vector<bool> &nonstationary,
const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
const vector<bool> &nonstationary,
int growth_symb_id, int growth_lag)
{
pac_eqtag_and_lag.insert(eqtag_and_lag.begin(), eqtag_and_lag.end());
for (size_t i = 0; i < equations.size(); i++)
equations[i]->fillPacExpectationVarInfo(pac_model_name, lhs, max_lag,
pac_max_lag, nonstationary, growth_symb_id, growth_lag, i);
}
void
DynamicModel::substitutePacExpectation(const string & name, int model_consistent_expectation_symb_id)
{
map<const PacExpectationNode *, const BinaryOpNode *> subst_table;
for (auto & it : local_variables_table)
it.second = it.second->substitutePacExpectation(name, model_consistent_expectation_symb_id, subst_table);
for (auto & equation : equations)
{
auto *substeq = dynamic_cast<BinaryOpNode *>(equation->substitutePacExpectation(name, model_consistent_expectation_symb_id, subst_table));
assert(substeq != nullptr);
equation = substeq;
}
for (map<const PacExpectationNode *, const BinaryOpNode *>::const_iterator it = subst_table.begin();
it != subst_table.end(); it++)
pac_expectation_info.insert(const_cast<PacExpectationNode *>(it->first));
nonstationary, growth_symb_id, growth_lag, i);
}
void
@ -4480,11 +4527,15 @@ DynamicModel::substitutePacExpectation(const string & name)
{
map<const PacExpectationNode *, const BinaryOpNode *> subst_table;
for (auto & it : local_variables_table)
it.second = it.second->substitutePacExpectation(name, subst_table);
it.second = pac_mce_z1_symb_ids.empty() ?
it.second->substitutePacExpectation(name, subst_table) :
it.second->substitutePacExpectation(name, pac_mce_z1_symb_ids, subst_table);
for (auto & equation : equations)
{
auto *substeq = dynamic_cast<BinaryOpNode *>(equation->substitutePacExpectation(name, subst_table));
auto *substeq = pac_mce_z1_symb_ids.empty() ?
dynamic_cast<BinaryOpNode *>(equation->substitutePacExpectation(name, subst_table)) :
dynamic_cast<BinaryOpNode *>(equation->substitutePacExpectation(name, pac_mce_z1_symb_ids, subst_table));
assert(substeq != nullptr);
equation = substeq;
}

19
src/DynamicModel.hh
View File

@ -344,21 +344,18 @@ public:
void addEquationsForVar();
//! Get Pac equation parameter info
void walkPacParameters();
void walkPacParameters(const string &name, map<pair<string, string>, pair<string, int>> &eqtag_and_lag);
//! Add var_model info to pac_expectation nodes
void fillPacExpectationVarInfo(const string &pac_model_name,
vector<int> &lhs,
int max_lag,
int pac_max_lag,
vector<bool> &nonstationary,
const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
const vector<bool> &nonstationary,
int growth_symb_id, int growth_lag);
//! Substitutes pac_expectation operator with expectation based on auxiliary model
void substitutePacExpectation(const string & name);
//! Substitute pac_expectation operator with model consistent expectation
void substitutePacExpectation(const string & name, int model_consistent_expectation_symb_id);
//! Adds informations for simulation in a binary file
void Write_Inf_To_Bin_File_Block(const string &basename,
const int &num, int &u_count_int, bool &file_open, bool is_two_boundaries, const bool linear_decomposition) const;
@ -455,16 +452,20 @@ public:
void substituteVarExpectation(const map<string, expr_t> &subst_table);
//! Return max lag of pac equation
int getPacMaxLag(const string &pac_model_name) const;
void getPacMaxLag(const string &pac_model_name, map<pair<string, string>, pair<string, int>> &eqtag_and_lag) const;
//! Return target of the pac equation
int getPacTargetSymbId(const string &pac_model_name) const;
//! Add model consistent expectation equation for pac model
int addPacModelConsistentExpectationEquation(const string & name, int pac_target_symb_id, int discount, int pac_max_lag_m, ExprNode::subst_table_t &diff_subst_table);
void addPacModelConsistentExpectationEquation(const string & name, int pac_target_symb_id, int discount, const map<pair<string, string>, pair<string, int>> &eqtag_and_lag, ExprNode::subst_table_t &diff_subst_table);
//! store symb_ids for alphas created in addPacModelConsistentExpectationEquation
map<string, vector<int>> pac_mce_alpha_symb_ids;
map<pair<string, string>, vector<int>> pac_mce_alpha_symb_ids;
//! store symb_ids for z1s created in addPacModelConsistentExpectationEquation
map<pair<string, string>, int> pac_mce_z1_symb_ids;
//! Store lag info for pac equations
map<pair<string, string>, pair<string, int>> pac_eqtag_and_lag;
//! Table to undiff LHS variables for pac vector z
vector<int> getUndiffLHSForPac(const string &aux_model_name,

154
src/ExprNode.cc
View File

@ -601,7 +601,7 @@ NumConstNode::substitutePacExpectation(const string & name, map<const PacExpecta
}
expr_t
NumConstNode::substitutePacExpectation(const string & name, int mce_symb_id,
NumConstNode::substitutePacExpectation(const string &name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
{
return const_cast<NumConstNode *>(this);
@ -695,12 +695,12 @@ NumConstNode::getPacOptimizingShareAndExprNodes(set<int> &optim_share,
}
void
NumConstNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &ar_params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants)
NumConstNode::addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ar_params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants)
{
}
void
NumConstNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
NumConstNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
}
@ -1642,7 +1642,7 @@ VariableNode::substitutePacExpectation(const string & name, map<const PacExpecta
}
expr_t
VariableNode::substitutePacExpectation(const string & name, int mce_symb_id,
VariableNode::substitutePacExpectation(const string &name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
{
return const_cast<VariableNode *>(this);
@ -2013,12 +2013,12 @@ VariableNode::getPacOptimizingShareAndExprNodes(set<int> &optim_share,
}
void
VariableNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &ar_params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants)
VariableNode::addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ar_params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants)
{
}
void
VariableNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
VariableNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
}
@ -3649,10 +3649,10 @@ UnaryOpNode::substitutePacExpectation(const string & name, map<const PacExpectat
}
expr_t
UnaryOpNode::substitutePacExpectation(const string & name, int mce_symb_id,
UnaryOpNode::substitutePacExpectation(const string &name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
{
expr_t argsubst = arg->substitutePacExpectation(name, mce_symb_id, subst_table);
expr_t argsubst = arg->substitutePacExpectation(name, eqtag_and_symb_id, subst_table);
return buildSimilarUnaryOpNode(argsubst, datatree);
}
@ -3851,15 +3851,15 @@ UnaryOpNode::getPacOptimizingShareAndExprNodes(set<int> &optim_share,
}
void
UnaryOpNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &ar_params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants)
UnaryOpNode::addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ar_params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants)
{
arg->addParamInfoToPac(lhs_arg, optim_share_arg, ec_params_and_vars_arg, ar_params_and_vars_arg, non_optim_vars_params_and_constants);
arg->addParamInfoToPac(eqtag_arg, lhs_arg, optim_share_arg, ec_params_and_vars_arg, ar_params_and_vars_arg, non_optim_vars_params_and_constants);
}
void
UnaryOpNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
UnaryOpNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
arg->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
arg->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
}
bool
@ -5475,11 +5475,11 @@ BinaryOpNode::substitutePacExpectation(const string & name, map<const PacExpecta
}
expr_t
BinaryOpNode::substitutePacExpectation(const string & name, int mce_symb_id,
BinaryOpNode::substitutePacExpectation(const string &name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
{
expr_t arg1subst = arg1->substitutePacExpectation(name, mce_symb_id, subst_table);
expr_t arg2subst = arg2->substitutePacExpectation(name, mce_symb_id, subst_table);
expr_t arg1subst = arg1->substitutePacExpectation(name, eqtag_and_symb_id, subst_table);
expr_t arg2subst = arg2->substitutePacExpectation(name, eqtag_and_symb_id, subst_table);
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
}
@ -6047,17 +6047,17 @@ BinaryOpNode::getPacLHS(pair<int, int> &lhs)
}
void
BinaryOpNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &ar_params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants)
BinaryOpNode::addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ar_params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants)
{
arg1->addParamInfoToPac(lhs_arg, optim_share_arg, ec_params_and_vars_arg, ar_params_and_vars_arg, non_optim_vars_params_and_constants);
arg2->addParamInfoToPac(lhs_arg, optim_share_arg, ec_params_and_vars_arg, ar_params_and_vars_arg, non_optim_vars_params_and_constants);
arg1->addParamInfoToPac(eqtag_arg, lhs_arg, optim_share_arg, ec_params_and_vars_arg, ar_params_and_vars_arg, non_optim_vars_params_and_constants);
arg2->addParamInfoToPac(eqtag_arg, lhs_arg, optim_share_arg, ec_params_and_vars_arg, ar_params_and_vars_arg, non_optim_vars_params_and_constants);
}
void
BinaryOpNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
BinaryOpNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
arg1->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
arg2->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
arg1->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
arg2->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
}
bool
@ -6885,12 +6885,12 @@ TrinaryOpNode::substitutePacExpectation(const string & name, map<const PacExpect
}
expr_t
TrinaryOpNode::substitutePacExpectation(const string & name, int mce_symb_id,
TrinaryOpNode::substitutePacExpectation(const string &name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
{
expr_t arg1subst = arg1->substitutePacExpectation(name, mce_symb_id, subst_table);
expr_t arg2subst = arg2->substitutePacExpectation(name, mce_symb_id, subst_table);
expr_t arg3subst = arg2->substitutePacExpectation(name, mce_symb_id, subst_table);
expr_t arg1subst = arg1->substitutePacExpectation(name, eqtag_and_symb_id, subst_table);
expr_t arg2subst = arg2->substitutePacExpectation(name, eqtag_and_symb_id, subst_table);
expr_t arg3subst = arg2->substitutePacExpectation(name, eqtag_and_symb_id, subst_table);
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
@ -6994,19 +6994,19 @@ TrinaryOpNode::getPacOptimizingShareAndExprNodes(set<int> &optim_share,
}
void
TrinaryOpNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &ar_params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants)
TrinaryOpNode::addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ar_params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants)
{
arg1->addParamInfoToPac(lhs_arg, optim_share_arg, ec_params_and_vars_arg, ar_params_and_vars_arg, non_optim_vars_params_and_constants);
arg2->addParamInfoToPac(lhs_arg, optim_share_arg, ec_params_and_vars_arg, ar_params_and_vars_arg, non_optim_vars_params_and_constants);
arg3->addParamInfoToPac(lhs_arg, optim_share_arg, ec_params_and_vars_arg, ar_params_and_vars_arg, non_optim_vars_params_and_constants);
arg1->addParamInfoToPac(eqtag_arg, lhs_arg, optim_share_arg, ec_params_and_vars_arg, ar_params_and_vars_arg, non_optim_vars_params_and_constants);
arg2->addParamInfoToPac(eqtag_arg, lhs_arg, optim_share_arg, ec_params_and_vars_arg, ar_params_and_vars_arg, non_optim_vars_params_and_constants);
arg3->addParamInfoToPac(eqtag_arg, lhs_arg, optim_share_arg, ec_params_and_vars_arg, ar_params_and_vars_arg, non_optim_vars_params_and_constants);
}
void
TrinaryOpNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
TrinaryOpNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
arg1->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
arg2->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
arg3->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
arg1->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
arg2->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
arg3->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
}
bool
@ -7419,12 +7419,12 @@ AbstractExternalFunctionNode::substitutePacExpectation(const string & name, map<
}
expr_t
AbstractExternalFunctionNode::substitutePacExpectation(const string & name, int mce_symb_id,
AbstractExternalFunctionNode::substitutePacExpectation(const string &name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
{
vector<expr_t> arguments_subst;
for (auto argument : arguments)
arguments_subst.push_back(argument->substitutePacExpectation(name, mce_symb_id, subst_table));
arguments_subst.push_back(argument->substitutePacExpectation(name, eqtag_and_symb_id, subst_table));
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
@ -7586,17 +7586,17 @@ AbstractExternalFunctionNode::getPacOptimizingShareAndExprNodes(set<int> &optim_
}
void
AbstractExternalFunctionNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &ar_params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants)
AbstractExternalFunctionNode::addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ar_params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants)
{
for (auto argument : arguments)
argument->addParamInfoToPac(lhs_arg, optim_share_arg, ec_params_and_vars_arg, ar_params_and_vars_arg, non_optim_vars_params_and_constants);
argument->addParamInfoToPac(eqtag_arg, lhs_arg, optim_share_arg, ec_params_and_vars_arg, ar_params_and_vars_arg, non_optim_vars_params_and_constants);
}
void
AbstractExternalFunctionNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
AbstractExternalFunctionNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
for (auto argument : arguments)
argument->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
argument->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
}
bool
@ -9126,7 +9126,7 @@ VarExpectationNode::substitutePacExpectation(const string & name, map<const PacE
}
expr_t
VarExpectationNode::substitutePacExpectation(const string & name, int mce_symb_id,
VarExpectationNode::substitutePacExpectation(const string &name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
{
return const_cast<VarExpectationNode *>(this);
@ -9239,12 +9239,12 @@ VarExpectationNode::getPacOptimizingShareAndExprNodes(set<int> &optim_share,
}
void
VarExpectationNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &ar_params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants)
VarExpectationNode::addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ar_params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants)
{
}
void
VarExpectationNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
VarExpectationNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
}
@ -9353,29 +9353,30 @@ PacExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
return;
}
output << "M_.pac." << model_name << ".lhs_var = "
<< datatree.symbol_table.getTypeSpecificID(lhs_pac_var.first) + 1 << ";" << endl
<< "M_.pac." << model_name << ".max_lag = " << pac_max_lag << ";" << endl;
string substruct = model_name + ".equations." + eqtag + ".";
output << "M_.pac." << substruct << "lhs_var = "
<< datatree.symbol_table.getTypeSpecificID(lhs_pac_var.first) + 1 << ";" << endl;
if (growth_symb_id >= 0)
output << "M_.pac." << model_name << ".growth_neutrality_param_index = "
output << "M_.pac." << substruct << "growth_neutrality_param_index = "
<< datatree.symbol_table.getTypeSpecificID(growth_param_index) + 1 << ";" << endl;
if (optim_share_index >= 0)
output << "M_.pac." << model_name << ".share_of_optimizing_agents_index = "
output << "M_.pac." << substruct << "share_of_optimizing_agents_index = "
<< datatree.symbol_table.getTypeSpecificID(optim_share_index) + 1 << ";" << endl;
output << "M_.pac." << model_name << ".ec.params = "
output << "M_.pac." << substruct << "ec.params = "
<< datatree.symbol_table.getTypeSpecificID(ec_params_and_vars.first) + 1 << ";" << endl
<< "M_.pac." << model_name << ".ec.vars = [";
<< "M_.pac." << substruct << "ec.vars = [";
for (auto it : ec_params_and_vars.second.first)
output << datatree.symbol_table.getTypeSpecificID(it) + 1 << " ";
output << "];" << endl
<< "M_.pac." << model_name << ".ec.isendo = [";
<< "M_.pac." << substruct << "ec.isendo = [";
for (auto it : ec_params_and_vars.second.second)
output << (it ? "true" : "false") << " ";
output << "];" << endl
<< "M_.pac." << model_name << ".ar.params = [";
<< "M_.pac." << substruct << "ar.params = [";
for (auto it = ar_params_and_vars.begin();
it != ar_params_and_vars.end(); it++)
{
@ -9384,7 +9385,7 @@ PacExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << datatree.symbol_table.getTypeSpecificID(it->first) + 1;
}
output << "];" << endl
<< "M_.pac." << model_name << ".ar.vars = [";
<< "M_.pac." << substruct << "ar.vars = [";
for (auto it = ar_params_and_vars.begin();
it != ar_params_and_vars.end(); it++)
{
@ -9393,7 +9394,7 @@ PacExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << datatree.symbol_table.getTypeSpecificID(it->second.first) + 1;
}
output << "];" << endl
<< "M_.pac." << model_name << ".ar.lags = [";
<< "M_.pac." << substruct << "ar.lags = [";
for (auto it = ar_params_and_vars.begin();
it != ar_params_and_vars.end(); it++)
{
@ -9404,7 +9405,7 @@ PacExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "];" << endl;
if (!non_optim_vars_params_and_constants.empty())
{
output << "M_.pac." << model_name << ".non_optimizing_behaviour.params = [";
output << "M_.pac." << substruct << "non_optimizing_behaviour.params = [";
for (auto it = non_optim_vars_params_and_constants.begin();
it != non_optim_vars_params_and_constants.end(); ++it)
{
@ -9416,7 +9417,7 @@ PacExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "NaN";
}
output << "];"
<< "M_.pac." << model_name << ".non_optimizing_behaviour.vars = [";
<< "M_.pac." << substruct << "non_optimizing_behaviour.vars = [";
for (auto it = non_optim_vars_params_and_constants.begin();
it != non_optim_vars_params_and_constants.end(); ++it)
{
@ -9425,7 +9426,7 @@ PacExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << datatree.symbol_table.getTypeSpecificID(get<0>(*it)) + 1;
}
output << "];" << endl
<< "M_.pac." << model_name << ".non_optimizing_behaviour.lags = [";
<< "M_.pac." << substruct << "non_optimizing_behaviour.lags = [";
for (auto it = non_optim_vars_params_and_constants.begin();
it != non_optim_vars_params_and_constants.end(); ++it)
{
@ -9434,7 +9435,7 @@ PacExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << get<1>(*it);
}
output << "];" << endl
<< "M_.pac." << model_name << ".non_optimizing_behaviour.scaling_factor = [";
<< "M_.pac." << substruct << "non_optimizing_behaviour.scaling_factor = [";
for (auto it = non_optim_vars_params_and_constants.begin();
it != non_optim_vars_params_and_constants.end(); ++it)
{
@ -9444,7 +9445,7 @@ PacExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
}
output << "];" << endl;
}
output << "M_.pac." << model_name << ".h0_param_indices = [";
output << "M_.pac." << substruct << "h0_param_indices = [";
for (auto it = h0_indices.begin();
it != h0_indices.end(); it++)
{
@ -9453,7 +9454,7 @@ PacExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << datatree.symbol_table.getTypeSpecificID(*it) + 1;
}
output << "];" << endl
<< "M_.pac." << model_name << ".h1_param_indices = [";
<< "M_.pac." << substruct << "h1_param_indices = [";
for (auto it = h1_indices.begin();
it != h1_indices.end(); it++)
{
@ -9844,8 +9845,14 @@ PacExpectationNode::getPacOptimizingShareAndExprNodes(set<int> &optim_share,
}
void
PacExpectationNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &ar_params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants_arg)
PacExpectationNode::addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ar_params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants_arg)
{
if (eqtag_arg == "")
{
cerr << "Pac Expectation: every equation with a pac_expectation operator must have been assigned an equation tag name" << endl;
exit(EXIT_FAILURE);
}
if (lhs_arg.first == -1)
{
cerr << "Pac Expectation: error in obtaining LHS varibale." << endl;
@ -9858,23 +9865,23 @@ PacExpectationNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_a
exit(EXIT_FAILURE);
}
lhs_pac_var = lhs_arg;
optim_share_index = optim_share_arg;
ar_params_and_vars = ar_params_and_vars_arg;
ec_params_and_vars = ec_params_and_vars_arg;
non_optim_vars_params_and_constants = non_optim_vars_params_and_constants_arg;
eqtag = move(eqtag_arg);
lhs_pac_var = move(lhs_arg);
optim_share_index = move(optim_share_arg);
ar_params_and_vars = move(ar_params_and_vars_arg);
ec_params_and_vars = move(ec_params_and_vars_arg);
non_optim_vars_params_and_constants = move(non_optim_vars_params_and_constants_arg);
}
void
PacExpectationNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
PacExpectationNode::fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
if (model_name != model_name_arg)
return;
lhs = lhs_arg;
lhs = move(lhs_arg);
max_lag = max_lag_arg;
pac_max_lag = pac_max_lag_arg;
growth_symb_id = growth_symb_id_arg;
growth_lag = growth_lag_arg;
equation_number = equation_number_arg;
@ -9949,13 +9956,18 @@ PacExpectationNode::substitutePacExpectation(const string & name, map<const PacE
}
expr_t
PacExpectationNode::substitutePacExpectation(const string & name, int mce_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
PacExpectationNode::substitutePacExpectation(const string &name, const map<pair<string, string>, int> &eqtag_and_symb_id, map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
{
if (model_name != name)
return const_cast<PacExpectationNode *>(this);
expr_t subExpr = datatree.AddVariable(mce_symb_id);
if (eqtag == "")
{
cerr << "Dynare internal error: eqtag should have been assigned already" << endl;
exit(EXIT_FAILURE);
}
expr_t subExpr = datatree.AddVariable(eqtag_and_symb_id.at(make_pair(model_name, eqtag)));
subst_table[const_cast<PacExpectationNode *>(this)] = dynamic_cast<BinaryOpNode *>(subExpr);
return subExpr;
}

58
src/ExprNode.hh
View File

@ -569,7 +569,7 @@ class ExprNode
virtual expr_t substitutePacExpectation(const string & name, map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) = 0;
//! Substitute pac_expectation operator with model consistent expectation
virtual expr_t substitutePacExpectation(const string & name, int mce_symb_id,
virtual expr_t substitutePacExpectation(const string & name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) = 0;
//! Add ExprNodes to the provided datatree
@ -608,10 +608,10 @@ class ExprNode
expr_t &optim_part,
expr_t &non_optim_part) const = 0;
//! Adds PAC equation param info to pac_expectation
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) = 0;
virtual void addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants) = 0;
//! Fills var_model info for pac_expectation node
virtual void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) = 0;
virtual void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) = 0;
//! Fills the AR matrix structure
virtual void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const = 0;
@ -726,7 +726,7 @@ public:
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substitutePacExpectation(const string & name, map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
expr_t substitutePacExpectation(const string & name, int mce_symb_id,
expr_t substitutePacExpectation(const string & name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
expr_t decreaseLeadsLagsPredeterminedVariables() const override;
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
@ -740,8 +740,8 @@ public:
expr_t clone(DataTree &datatree) const override;
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
@ -820,7 +820,7 @@ public:
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substitutePacExpectation(const string & name, map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
expr_t substitutePacExpectation(const string & name, int mce_symb_id,
expr_t substitutePacExpectation(const string & name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
expr_t decreaseLeadsLagsPredeterminedVariables() const override;
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
@ -834,8 +834,8 @@ public:
expr_t clone(DataTree &datatree) const override;
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
@ -942,7 +942,7 @@ public:
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substitutePacExpectation(const string & name, map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
expr_t substitutePacExpectation(const string & name, int mce_symb_id,
expr_t substitutePacExpectation(const string & name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
expr_t decreaseLeadsLagsPredeterminedVariables() const override;
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
@ -956,8 +956,8 @@ public:
expr_t clone(DataTree &datatree) const override;
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
@ -1071,7 +1071,7 @@ public:
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substitutePacExpectation(const string & name, map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
expr_t substitutePacExpectation(const string & name, int mce_symb_id,
expr_t substitutePacExpectation(const string & name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
expr_t decreaseLeadsLagsPredeterminedVariables() const override;
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
@ -1091,8 +1091,8 @@ public:
//! Returns the non-zero hand-side of an equation (that must have a hand side equal to zero)
expr_t getNonZeroPartofEquation() const;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &ar_params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ar_params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRowHelper(expr_t arg1, expr_t arg2,
int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
@ -1201,7 +1201,7 @@ public:
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substitutePacExpectation(const string & name, map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
expr_t substitutePacExpectation(const string & name, int mce_symb_id,
expr_t substitutePacExpectation(const string & name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
expr_t decreaseLeadsLagsPredeterminedVariables() const override;
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
@ -1215,8 +1215,8 @@ public:
expr_t clone(DataTree &datatree) const override;
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
@ -1330,7 +1330,7 @@ public:
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substitutePacExpectation(const string & name, map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
expr_t substitutePacExpectation(const string & name, int mce_symb_id,
expr_t substitutePacExpectation(const string & name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const = 0;
expr_t decreaseLeadsLagsPredeterminedVariables() const override;
@ -1346,8 +1346,8 @@ public:
expr_t clone(DataTree &datatree) const override = 0;
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
@ -1544,7 +1544,7 @@ public:
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substitutePacExpectation(const string & name, map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
expr_t substitutePacExpectation(const string & name, int mce_symb_id,
expr_t substitutePacExpectation(const string & name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<tuple<int, expr_t, expr_t>> &List_of_Op_RHS) const override;
void compile(ostream &CompileCode, unsigned int &instruction_number,
@ -1565,8 +1565,8 @@ public:
expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
@ -1590,12 +1590,12 @@ class PacExpectationNode : public ExprNode
public:
const string model_name;
private:
string var_model_name;
string var_model_name, eqtag;
int growth_symb_id, growth_lag;
bool stationary_vars_present, nonstationary_vars_present;
vector<int> lhs;
pair<int, int> lhs_pac_var;
int max_lag, pac_max_lag;
int max_lag;
vector<int> h0_indices, h1_indices;
int growth_param_index, equation_number;
int optim_share_index;
@ -1649,7 +1649,7 @@ public:
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substitutePacExpectation(const string & name, map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
expr_t substitutePacExpectation(const string & name, int mce_symb_id,
expr_t substitutePacExpectation(const string & name, const map<pair<string, string>, int> &eqtag_and_symb_id,
map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<tuple<int, expr_t, expr_t>> &List_of_Op_RHS) const override;
void compile(ostream &CompileCode, unsigned int &instruction_number,
@ -1670,8 +1670,8 @@ public:
expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void addParamInfoToPac(string eqtag_arg, pair<int, int> lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars_arg, set<pair<int, pair<int, int>>> params_and_vars_arg, vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants) override;
void fillPacExpectationVarInfo(const string &model_name_arg, vector<int> lhs_arg, int max_lag_arg, const vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;

23
src/ModFile.cc
View File

@ -400,7 +400,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
// substitute only those unary ops that appear in auxiliary model equations
dynamic_model.substituteUnaryOps(diff_static_model, unary_ops_nodes, unary_ops_subst_table, eqtags);
// Create auxiliary variable and equations for Diff operators that appear in VAR equations
// Create auxiliary variable and equations for Diff operators
diff_table_t diff_table;
ExprNode::subst_table_t diff_subst_table;
dynamic_model.substituteDiff(diff_static_model, diff_table, diff_subst_table);
@ -443,23 +443,20 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
exit(EXIT_FAILURE);
}
pms->fillUndiffedLHS(lhs);
dynamic_model.walkPacParameters();
int pac_max_lag_m = original_model.getPacMaxLag(pms->name);
map<pair<string, string>, pair<string, int>> eqtag_and_lag;
dynamic_model.walkPacParameters(pms->name, eqtag_and_lag);
original_model.getPacMaxLag(pms->name, eqtag_and_lag);
if (pms->aux_model_name == "")
{
int pac_target_symb_id = dynamic_model.getPacTargetSymbId(pms->name);
int model_consistent_expectation_symb_id =
dynamic_model.addPacModelConsistentExpectationEquation(pms->name, pac_target_symb_id,
symbol_table.getID(pms->discount), pac_max_lag_m,
diff_subst_table);
dynamic_model.substitutePacExpectation(pms->name, model_consistent_expectation_symb_id);
dynamic_model.addPacModelConsistentExpectationEquation(pms->name, pac_target_symb_id,
symbol_table.getID(pms->discount), eqtag_and_lag,
diff_subst_table);
}
else
{
dynamic_model.fillPacExpectationVarInfo(pms->name, lhs, max_lag,
pac_max_lag_m, nonstationary, pms->growth_symb_id, pms->growth_lag);
dynamic_model.substitutePacExpectation(pms->name);
}
dynamic_model.fillPacExpectationVarInfo(pms->name, lhs, max_lag,
eqtag_and_lag, nonstationary, pms->growth_symb_id, pms->growth_lag);
dynamic_model.substitutePacExpectation(pms->name);
}
}