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- Substitutes lead for exogenous and endogenous variables in the deterministic case: direct substitution of the variables even in non-linear expressions

issue#70
Ferhat Mihoubi 2010-08-18 13:45:07 +02:00 committed by Sébastien Villemot
parent ffd2cb24aa
commit 3e1a2ad450
5 changed files with 138 additions and 101 deletions
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26
DynamicModel.cc
View File

@ -3296,31 +3296,31 @@ DynamicModel::sparseHelper(int order, ostream &output, int row_nb, int col_nb, E
}
void
DynamicModel::substituteEndoLeadGreaterThanTwo()
DynamicModel::substituteEndoLeadGreaterThanTwo(bool deterministic_model)
{
substituteLeadLagInternal(avEndoLead);
substituteLeadLagInternal(avEndoLead, deterministic_model);
}
void
DynamicModel::substituteEndoLagGreaterThanTwo()
DynamicModel::substituteEndoLagGreaterThanTwo(bool deterministic_model)
{
substituteLeadLagInternal(avEndoLag);
substituteLeadLagInternal(avEndoLag, deterministic_model);
}
void
DynamicModel::substituteExoLead()
DynamicModel::substituteExoLead(bool deterministic_model)
{
substituteLeadLagInternal(avExoLead);
substituteLeadLagInternal(avExoLead, deterministic_model);
}
void
DynamicModel::substituteExoLag()
DynamicModel::substituteExoLag(bool deterministic_model)
{
substituteLeadLagInternal(avExoLag);
substituteLeadLagInternal(avExoLag, deterministic_model);
}
void
DynamicModel::substituteLeadLagInternal(aux_var_t type)
DynamicModel::substituteLeadLagInternal(aux_var_t type, bool deterministic_model)
{
ExprNode::subst_table_t subst_table;
vector<BinaryOpNode *> neweqs;
@ -3333,13 +3333,13 @@ DynamicModel::substituteLeadLagInternal(aux_var_t type)
switch (type)
{
case avEndoLead:
subst = it->second->substituteEndoLeadGreaterThanTwo(subst_table, neweqs);
subst = it->second->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
break;
case avEndoLag:
subst = it->second->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
break;
case avExoLead:
subst = it->second->substituteExoLead(subst_table, neweqs);
subst = it->second->substituteExoLead(subst_table, neweqs, deterministic_model);
break;
case avExoLag:
subst = it->second->substituteExoLag(subst_table, neweqs);
@ -3358,13 +3358,13 @@ DynamicModel::substituteLeadLagInternal(aux_var_t type)
switch (type)
{
case avEndoLead:
subst = equations[i]->substituteEndoLeadGreaterThanTwo(subst_table, neweqs);
subst = equations[i]->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
break;
case avEndoLag:
subst = equations[i]->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
break;
case avExoLead:
subst = equations[i]->substituteExoLead(subst_table, neweqs);
subst = equations[i]->substituteExoLead(subst_table, neweqs, deterministic_model);
break;
case avExoLag:
subst = equations[i]->substituteExoLag(subst_table, neweqs);

10
DynamicModel.hh
View File

@ -185,7 +185,7 @@ private:
//! Factorized code for substitutions of leads/lags
/*! \param[in] type determines which type of variables is concerned */
void substituteLeadLagInternal(aux_var_t type);
void substituteLeadLagInternal(aux_var_t type, bool deterministic_model);
private:
//! Indicate if the temporary terms are computed for the overall model (true) or not (false). Default value true
@ -296,17 +296,17 @@ public:
//! Transforms the model by removing all leads greater or equal than 2 on endos
/*! Note that this can create new lags on endos and exos */
void substituteEndoLeadGreaterThanTwo();
void substituteEndoLeadGreaterThanTwo(bool deterministic_model);
//! Transforms the model by removing all lags greater or equal than 2 on endos
void substituteEndoLagGreaterThanTwo();
void substituteEndoLagGreaterThanTwo(bool deterministic_model);
//! Transforms the model by removing all leads on exos
/*! Note that this can create new lags on endos and exos */
void substituteExoLead();
void substituteExoLead(bool deterministic_model);
//! Transforms the model by removing all lags on exos
void substituteExoLag();
void substituteExoLag(bool deterministic_model);
//! Transforms the model by removing all oExpectation
void substituteExpectation(bool partial_information_model);

159
ExprNode.cc
View File

@ -366,7 +366,7 @@ NumConstNode::decreaseLeadsLagsPredeterminedVariables() const
}
expr_t
NumConstNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
NumConstNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
{
return const_cast<NumConstNode *>(this);
}
@ -378,7 +378,7 @@ NumConstNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector
}
expr_t
NumConstNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
NumConstNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
{
return const_cast<NumConstNode *>(this);
}
@ -934,7 +934,7 @@ VariableNode::decreaseLeadsLagsPredeterminedVariables() const
}
expr_t
VariableNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
VariableNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
{
expr_t value;
switch (type)
@ -949,7 +949,7 @@ VariableNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vecto
if (value->maxEndoLead() <= 1)
return const_cast<VariableNode *>(this);
else
return value->substituteEndoLeadGreaterThanTwo(subst_table, neweqs);
return value->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
default:
return const_cast<VariableNode *>(this);
}
@ -1007,7 +1007,7 @@ VariableNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector
}
expr_t
VariableNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
VariableNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
{
expr_t value;
switch (type)
@ -1022,7 +1022,7 @@ VariableNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode
if (value->maxExoLead() == 0)
return const_cast<VariableNode *>(this);
else
return value->substituteExoLead(subst_table, neweqs);
return value->substituteExoLead(subst_table, neweqs, deterministic_model);
default:
return const_cast<VariableNode *>(this);
}
@ -1814,11 +1814,11 @@ UnaryOpNode::decreaseLeadsLagsPredeterminedVariables() const
}
expr_t
UnaryOpNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
UnaryOpNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
{
if (op_code == oUminus)
if (op_code == oUminus || deterministic_model)
{
expr_t argsubst = arg->substituteEndoLeadGreaterThanTwo(subst_table, neweqs);
expr_t argsubst = arg->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
return buildSimilarUnaryOpNode(argsubst, datatree);
}
else
@ -1838,11 +1838,11 @@ UnaryOpNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<
}
expr_t
UnaryOpNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
UnaryOpNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
{
if (op_code == oUminus)
if (op_code == oUminus || deterministic_model)
{
expr_t argsubst = arg->substituteExoLead(subst_table, neweqs);
expr_t argsubst = arg->substituteExoLead(subst_table, neweqs, deterministic_model);
return buildSimilarUnaryOpNode(argsubst, datatree);
}
else
@ -2854,39 +2854,48 @@ BinaryOpNode::decreaseLeadsLagsPredeterminedVariables() const
}
expr_t
BinaryOpNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
BinaryOpNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
{
expr_t arg1subst, arg2subst;
int maxendolead1 = arg1->maxEndoLead(), maxendolead2 = arg2->maxEndoLead();
if (maxendolead1 < 2 && maxendolead2 < 2)
return const_cast<BinaryOpNode *>(this);
switch (op_code)
if (deterministic_model)
{
case oPlus:
case oMinus:
case oEqual:
arg1subst = maxendolead1 >= 2 ? arg1->substituteEndoLeadGreaterThanTwo(subst_table, neweqs) : arg1;
arg2subst = maxendolead2 >= 2 ? arg2->substituteEndoLeadGreaterThanTwo(subst_table, neweqs) : arg2;
arg1subst = maxendolead1 >= 2 ? arg1->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model) : arg1;
arg2subst = maxendolead2 >= 2 ? arg2->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model) : arg2;
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
case oTimes:
case oDivide:
if (maxendolead1 >= 2 && maxendolead2 == 0 && arg2->maxExoLead() == 0)
{
arg1subst = arg1->substituteEndoLeadGreaterThanTwo(subst_table, neweqs);
return buildSimilarBinaryOpNode(arg1subst, arg2, datatree);
}
if (maxendolead1 == 0 && arg1->maxExoLead() == 0
&& maxendolead2 >= 2 && op_code == oTimes)
{
arg2subst = arg2->substituteEndoLeadGreaterThanTwo(subst_table, neweqs);
return buildSimilarBinaryOpNode(arg1, arg2subst, datatree);
}
return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
default:
return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
}
else
{
switch (op_code)
{
case oPlus:
case oMinus:
case oEqual:
arg1subst = maxendolead1 >= 2 ? arg1->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model) : arg1;
arg2subst = maxendolead2 >= 2 ? arg2->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model) : arg2;
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
case oTimes:
case oDivide:
if (maxendolead1 >= 2 && maxendolead2 == 0 && arg2->maxExoLead() == 0)
{
arg1subst = arg1->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
return buildSimilarBinaryOpNode(arg1subst, arg2, datatree);
}
if (maxendolead1 == 0 && arg1->maxExoLead() == 0
&& maxendolead2 >= 2 && op_code == oTimes)
{
arg2subst = arg2->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
return buildSimilarBinaryOpNode(arg1, arg2subst, datatree);
}
return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
default:
return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
}
}
}
expr_t
@ -2898,38 +2907,46 @@ BinaryOpNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector
}
expr_t
BinaryOpNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
BinaryOpNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
{
expr_t arg1subst, arg2subst;
int maxexolead1 = arg1->maxExoLead(), maxexolead2 = arg2->maxExoLead();
if (maxexolead1 < 1 && maxexolead2 < 1)
return const_cast<BinaryOpNode *>(this);
switch (op_code)
if (deterministic_model)
{
case oPlus:
case oMinus:
case oEqual:
arg1subst = maxexolead1 >= 1 ? arg1->substituteExoLead(subst_table, neweqs) : arg1;
arg2subst = maxexolead2 >= 1 ? arg2->substituteExoLead(subst_table, neweqs) : arg2;
arg1subst = maxexolead1 >= 1 ? arg1->substituteExoLead(subst_table, neweqs, deterministic_model) : arg1;
arg2subst = maxexolead2 >= 1 ? arg2->substituteExoLead(subst_table, neweqs, deterministic_model) : arg2;
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
case oTimes:
case oDivide:
if (maxexolead1 >= 1 && maxexolead2 == 0 && arg2->maxEndoLead() == 0)
}
else
{
switch (op_code)
{
arg1subst = arg1->substituteExoLead(subst_table, neweqs);
return buildSimilarBinaryOpNode(arg1subst, arg2, datatree);
case oPlus:
case oMinus:
case oEqual:
arg1subst = maxexolead1 >= 1 ? arg1->substituteExoLead(subst_table, neweqs, deterministic_model) : arg1;
arg2subst = maxexolead2 >= 1 ? arg2->substituteExoLead(subst_table, neweqs, deterministic_model) : arg2;
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
case oTimes:
case oDivide:
if (maxexolead1 >= 1 && maxexolead2 == 0 && arg2->maxEndoLead() == 0)
{
arg1subst = arg1->substituteExoLead(subst_table, neweqs, deterministic_model);
return buildSimilarBinaryOpNode(arg1subst, arg2, datatree);
}
if (maxexolead1 == 0 && arg1->maxEndoLead() == 0
&& maxexolead2 >= 1 && op_code == oTimes)
{
arg2subst = arg2->substituteExoLead(subst_table, neweqs, deterministic_model);
return buildSimilarBinaryOpNode(arg1, arg2subst, datatree);
}
return createExoLeadAuxiliaryVarForMyself(subst_table, neweqs);
default:
return createExoLeadAuxiliaryVarForMyself(subst_table, neweqs);
}
if (maxexolead1 == 0 && arg1->maxEndoLead() == 0
&& maxexolead2 >= 1 && op_code == oTimes)
{
arg2subst = arg2->substituteExoLead(subst_table, neweqs);
return buildSimilarBinaryOpNode(arg1, arg2subst, datatree);
}
return createExoLeadAuxiliaryVarForMyself(subst_table, neweqs);
default:
return createExoLeadAuxiliaryVarForMyself(subst_table, neweqs);
}
}
@ -3425,10 +3442,17 @@ TrinaryOpNode::decreaseLeadsLagsPredeterminedVariables() const
}
expr_t
TrinaryOpNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
TrinaryOpNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
{
if (maxEndoLead() < 2)
return const_cast<TrinaryOpNode *>(this);
else if (deterministic_model)
{
expr_t arg1subst = arg1->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
expr_t arg2subst = arg2->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
expr_t arg3subst = arg3->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
else
return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
}
@ -3443,10 +3467,17 @@ TrinaryOpNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vecto
}
expr_t
TrinaryOpNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
TrinaryOpNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
{
if (maxExoLead() == 0)
return const_cast<TrinaryOpNode *>(this);
else if (deterministic_model)
{
expr_t arg1subst = arg1->substituteExoLead(subst_table, neweqs, deterministic_model);
expr_t arg2subst = arg2->substituteExoLead(subst_table, neweqs, deterministic_model);
expr_t arg3subst = arg3->substituteExoLead(subst_table, neweqs, deterministic_model);
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
else
return createExoLeadAuxiliaryVarForMyself(subst_table, neweqs);
}
@ -3759,11 +3790,11 @@ ExternalFunctionNode::decreaseLeadsLagsPredeterminedVariables() const
}
expr_t
ExternalFunctionNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
ExternalFunctionNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
{
vector<expr_t> arguments_subst;
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
arguments_subst.push_back((*it)->substituteEndoLeadGreaterThanTwo(subst_table, neweqs));
arguments_subst.push_back((*it)->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model));
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
@ -3777,11 +3808,11 @@ ExternalFunctionNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table
}
expr_t
ExternalFunctionNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
ExternalFunctionNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
{
vector<expr_t> arguments_subst;
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
arguments_subst.push_back((*it)->substituteExoLead(subst_table, neweqs));
arguments_subst.push_back((*it)->substituteExoLead(subst_table, neweqs, deterministic_model));
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}

28
ExprNode.hh
View File

@ -309,7 +309,7 @@ public:
\return A new equivalent expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables
*/
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const = 0;
//! Constructs a new expression where endo variables with max endo lag >= 2 have been replaced by auxiliary variables
/*!
@ -323,7 +323,7 @@ public:
\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 substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const = 0;
//! Constructs a new expression where exogenous variables with a lag have been replaced by auxiliary variables
/*!
\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.
@ -396,9 +396,9 @@ public:
virtual int maxEndoLag() const;
virtual int maxExoLag() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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 decreaseLeadsLagsPredeterminedVariables() const;
@ -449,9 +449,9 @@ public:
virtual int maxEndoLag() const;
virtual int maxExoLag() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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 decreaseLeadsLagsPredeterminedVariables() const;
@ -512,11 +512,11 @@ public:
virtual int maxEndoLag() const;
virtual int maxExoLag() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
//! Creates another UnaryOpNode with the same opcode, but with a possibly different datatree and argument
expr_t buildSimilarUnaryOpNode(expr_t alt_arg, DataTree &alt_datatree) const;
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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 decreaseLeadsLagsPredeterminedVariables() const;
@ -582,11 +582,11 @@ public:
virtual int maxEndoLag() const;
virtual int maxExoLag() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
//! Creates another BinaryOpNode with the same opcode, but with a possibly different datatree and arguments
expr_t buildSimilarBinaryOpNode(expr_t alt_arg1, expr_t alt_arg2, DataTree &alt_datatree) const;
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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 decreaseLeadsLagsPredeterminedVariables() const;
@ -634,11 +634,11 @@ public:
virtual int maxEndoLag() const;
virtual int maxExoLag() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
//! Creates another TrinaryOpNode with the same opcode, but with a possibly different datatree and arguments
expr_t buildSimilarTrinaryOpNode(expr_t alt_arg1, expr_t alt_arg2, expr_t alt_arg3, DataTree &alt_datatree) const;
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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 decreaseLeadsLagsPredeterminedVariables() const;
@ -692,9 +692,9 @@ public:
virtual int maxEndoLag() const;
virtual int maxExoLag() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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 buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const;

16
ModFile.cc
View File

@ -220,11 +220,17 @@ ModFile::transformPass()
|| mod_file_struct.osr_present
|| mod_file_struct.ramsey_policy_present)
{
// In stochastic models, create auxiliary vars for leads and lags greater than 2
dynamic_model.substituteEndoLeadGreaterThanTwo();
dynamic_model.substituteExoLead();
dynamic_model.substituteEndoLagGreaterThanTwo();
dynamic_model.substituteExoLag();
// In stochastic models, create auxiliary vars for leads and lags greater than 2, on both endos and exos
dynamic_model.substituteEndoLeadGreaterThanTwo(false);
dynamic_model.substituteExoLead(false);
dynamic_model.substituteEndoLagGreaterThanTwo(false);
dynamic_model.substituteExoLag(false);
}
else
{
// In deterministic models, create auxiliary vars for leads and lags endogenous greater than 2, only on endos (useless on exos)
dynamic_model.substituteEndoLeadGreaterThanTwo(true);
dynamic_model.substituteEndoLagGreaterThanTwo(true);
}
if (mod_file_struct.dsge_var_estimated || !mod_file_struct.dsge_var_calibrated.empty())