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var: check for leaded/contemporaneous variables

issue#70
Houtan Bastani 2018-05-16 12:17:06 +02:00
parent 7798d45eb9
commit 3d946ec8b7
5 changed files with 98 additions and 0 deletions
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18
src/DynamicModel.cc
View File

@ -3334,6 +3334,24 @@ DynamicModel::getVarModelVariablesFromEqTags(vector<string> &var_model_eqtags,
}
}
void
DynamicModel::checkVarMinLag(vector<int> &eqnumber) const
{
int eqn = 1;
for (vector<int>::const_iterator it = eqnumber.begin();
it != eqnumber.end(); it++, eqn++)
{
int min_lag = -1;
min_lag = equations[*it]->get_arg2()->VarMinLag();
if (min_lag <= 0)
{
cerr << "ERROR in VAR Equation #" << eqn << ". "
<< "Leaded exogenous variables and leaded or contemporaneous endogenous variables not allowed in VAR";
exit(EXIT_FAILURE);
}
}
}
int
DynamicModel::getVarMaxLag(StaticModel &static_model, vector<int> &eqnumber) const
{

3
src/DynamicModel.hh
View File

@ -294,6 +294,9 @@ public:
vector<set<pair<int, int> > > &rhs,
vector<bool> &nonstationary) const;
//! Returns the max lag of the VAR
void checkVarMinLag(vector<int> &eqnumber) const;
//! Returns the max lag of the VAR
int getVarMaxLag(StaticModel &static_model, vector<int> &eqnumber) const;

65
src/ExprNode.cc
View File

@ -468,6 +468,12 @@ NumConstNode::undiff() const
return const_cast<NumConstNode *>(this);
}
int
NumConstNode::VarMinLag() const
{
return 1;
}
void
NumConstNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const
{
@ -1342,6 +1348,25 @@ VariableNode::maxLead() const
}
}
int
VariableNode::VarMinLag() const
{
switch (type)
{
case eEndogenous:
return -lag;
case eExogenous:
if (lag > 0)
return -lag;
else
return 1; // Can have contemporaneus exog in VAR
case eModelLocalVariable:
return datatree.local_variables_table[symb_id]->VarMinLag();
default:
return 1;
}
}
int
VariableNode::maxLag() const
{
@ -2934,6 +2959,12 @@ UnaryOpNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &
}
}
int
UnaryOpNode::VarMinLag() const
{
return arg->VarMinLag();
}
int
UnaryOpNode::PacMaxLag(vector<int> &lhs) const
{
@ -4252,6 +4283,12 @@ BinaryOpNode::compileExternalFunctionOutput(ostream &CompileCode, unsigned int &
dynamic, steady_dynamic, tef_terms);
}
int
BinaryOpNode::VarMinLag() const
{
return min(arg1->VarMinLag(), arg2->VarMinLag());
}
void
BinaryOpNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const
{
@ -5615,6 +5652,12 @@ TrinaryOpNode::undiff() const
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
int
TrinaryOpNode::VarMinLag() const
{
return min(min(arg1->VarMinLag(), arg2->VarMinLag()), arg3->VarMinLag());
}
void
TrinaryOpNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const
{
@ -6039,6 +6082,16 @@ AbstractExternalFunctionNode::undiff() const
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
int
AbstractExternalFunctionNode::VarMinLag() const
{
int val = 0;
for (vector<expr_t>::const_iterator it = arguments.begin();
it != arguments.end(); it++)
val = min(val, (*it)->VarMinLag());
return val;
}
void
AbstractExternalFunctionNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const
{
@ -7555,6 +7608,12 @@ VarExpectationNode::undiff() const
return const_cast<VarExpectationNode *>(this);
}
int
VarExpectationNode::VarMinLag() const
{
return 1;
}
void
VarExpectationNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const
{
@ -7984,6 +8043,12 @@ PacExpectationNode::undiff() const
return const_cast<PacExpectationNode *>(this);
}
int
PacExpectationNode::VarMinLag() const
{
return 1;
}
void
PacExpectationNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const
{

11
src/ExprNode.hh
View File

@ -264,6 +264,9 @@ class ExprNode
*/
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const = 0;
//! Find lowest lag for VAR
virtual int VarMinLag() const = 0;
//! Find the maximum lag in a VAR: handles case where LHS is diff
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const = 0;
@ -569,6 +572,7 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
@ -656,6 +660,7 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
@ -763,6 +768,7 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
@ -890,6 +896,7 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
@ -992,6 +999,7 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
@ -1096,6 +1104,7 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
@ -1282,6 +1291,7 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
@ -1364,6 +1374,7 @@ public:
virtual int maxExoLag() const;
virtual int maxLead() const;
virtual int maxLag() const;
virtual int VarMinLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;

1
src/ModFile.cc
View File

@ -392,6 +392,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
vector<string> eqtags = var_model_eq_tags[var_model_name];
dynamic_model.getVarModelVariablesFromEqTags(eqtags,
eqnumber, lhs, lhs_expr_t, rhs, nonstationary);
original_model.checkVarMinLag(eqnumber);
int max_lag = original_model.getVarMaxLag(diff_static_model, eqnumber);
original_model.getVarLhsDiffAndInfo(eqnumber, diff, orig_diff_var);
vms->fillVarModelInfoFromEquations(eqnumber, lhs, rhs, nonstationary,