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PAC MCE expectations: add corresponding auxiliary variables in dynamic_set_auxiliary_series.m and set_auxiliary_variables.m

issue#70
Sébastien Villemot 2020-07-08 18:46:34 +02:00 committed by Stéphane Adjemian (Charybdis)
parent 4b3f010bc6
commit 3a9b0fc9ce
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
1 changed files with 12 additions and 7 deletions
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19
src/DynamicModel.cc
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@ -4095,9 +4095,11 @@ DynamicModel::addPacModelConsistentExpectationEquation(const string &name, int d
{
int symb_id = symbol_table.addDiffAuxiliaryVar(diff_node_to_search->idx, diff_node_to_search);
target_base_diff_node = AddVariable(symb_id);
addEquation(AddEqual(const_cast<VariableNode *>(target_base_diff_node),
AddMinus(AddVariable(pac_target_symb_id),
AddVariable(pac_target_symb_id, -1))), -1);
auto neweq = AddEqual(const_cast<VariableNode *>(target_base_diff_node),
AddMinus(AddVariable(pac_target_symb_id),
AddVariable(pac_target_symb_id, -1)));
addEquation(neweq, -1);
addAuxEquation(neweq);
neqs++;
}
@ -4109,8 +4111,9 @@ DynamicModel::addPacModelConsistentExpectationEquation(const string &name, int d
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(AddEqual(current_aux_var,
AddVariable(last_aux_var->symb_id, 1)), -1);
auto neweq = AddEqual(current_aux_var, AddVariable(last_aux_var->symb_id, 1));
addEquation(neweq, -1);
addAuxEquation(neweq);
last_aux_var = current_aux_var;
target_aux_var_to_add[i] = current_aux_var;
}
@ -4136,8 +4139,10 @@ DynamicModel::addPacModelConsistentExpectationEquation(const string &name, int d
}
fs = AddPlus(fs, AddTimes(ssum, target_aux_var_to_add[k]));
}
addEquation(AddEqual(AddVariable(mce_z1_symb_id),
AddMinus(AddTimes(A, AddMinus(const_cast<VariableNode *>(target_base_diff_node), fs)), fp)), -1);
auto neweq = AddEqual(AddVariable(mce_z1_symb_id),
AddMinus(AddTimes(A, AddMinus(const_cast<VariableNode *>(target_base_diff_node), fs)), fp));
addEquation(neweq, -1);
addAuxEquation(neweq);
neqs++;
pac_expectation_substitution[{name, eqtag}] = AddVariable(mce_z1_symb_id);
}