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

10
DynamicModel.hh
View File

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

159
ExprNode.cc
View File

@ -366,7 +366,7 @@ NumConstNode::decreaseLeadsLagsPredeterminedVariables() const
} }
expr_t 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); return const_cast<NumConstNode *>(this);
} }
@ -378,7 +378,7 @@ NumConstNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector
} }
expr_t 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); return const_cast<NumConstNode *>(this);
} }
@ -934,7 +934,7 @@ VariableNode::decreaseLeadsLagsPredeterminedVariables() const
} }
expr_t 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; expr_t value;
switch (type) switch (type)
@ -949,7 +949,7 @@ VariableNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vecto
if (value->maxEndoLead() <= 1) if (value->maxEndoLead() <= 1)
return const_cast<VariableNode *>(this); return const_cast<VariableNode *>(this);
else else
return value->substituteEndoLeadGreaterThanTwo(subst_table, neweqs); return value->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
default: default:
return const_cast<VariableNode *>(this); return const_cast<VariableNode *>(this);
} }
@ -1007,7 +1007,7 @@ VariableNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector
} }
expr_t 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; expr_t value;
switch (type) switch (type)
@ -1022,7 +1022,7 @@ VariableNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode
if (value->maxExoLead() == 0) if (value->maxExoLead() == 0)
return const_cast<VariableNode *>(this); return const_cast<VariableNode *>(this);
else else
return value->substituteExoLead(subst_table, neweqs); return value->substituteExoLead(subst_table, neweqs, deterministic_model);
default: default:
return const_cast<VariableNode *>(this); return const_cast<VariableNode *>(this);
} }
@ -1814,11 +1814,11 @@ UnaryOpNode::decreaseLeadsLagsPredeterminedVariables() const
} }
expr_t 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); return buildSimilarUnaryOpNode(argsubst, datatree);
} }
else else
@ -1838,11 +1838,11 @@ UnaryOpNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<
} }
expr_t 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); return buildSimilarUnaryOpNode(argsubst, datatree);
} }
else else
@ -2854,39 +2854,48 @@ BinaryOpNode::decreaseLeadsLagsPredeterminedVariables() const
} }
expr_t 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; expr_t arg1subst, arg2subst;
int maxendolead1 = arg1->maxEndoLead(), maxendolead2 = arg2->maxEndoLead(); int maxendolead1 = arg1->maxEndoLead(), maxendolead2 = arg2->maxEndoLead();
if (maxendolead1 < 2 && maxendolead2 < 2) if (maxendolead1 < 2 && maxendolead2 < 2)
return const_cast<BinaryOpNode *>(this); return const_cast<BinaryOpNode *>(this);
if (deterministic_model)
switch (op_code)
{ {
case oPlus: arg1subst = maxendolead1 >= 2 ? arg1->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model) : arg1;
case oMinus: arg2subst = maxendolead2 >= 2 ? arg2->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model) : arg2;
case oEqual:
arg1subst = maxendolead1 >= 2 ? arg1->substituteEndoLeadGreaterThanTwo(subst_table, neweqs) : arg1;
arg2subst = maxendolead2 >= 2 ? arg2->substituteEndoLeadGreaterThanTwo(subst_table, neweqs) : arg2;
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree); 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 expr_t
@ -2898,38 +2907,46 @@ BinaryOpNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector
} }
expr_t 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; expr_t arg1subst, arg2subst;
int maxexolead1 = arg1->maxExoLead(), maxexolead2 = arg2->maxExoLead(); int maxexolead1 = arg1->maxExoLead(), maxexolead2 = arg2->maxExoLead();
if (maxexolead1 < 1 && maxexolead2 < 1) if (maxexolead1 < 1 && maxexolead2 < 1)
return const_cast<BinaryOpNode *>(this); return const_cast<BinaryOpNode *>(this);
if (deterministic_model)
switch (op_code)
{ {
case oPlus: arg1subst = maxexolead1 >= 1 ? arg1->substituteExoLead(subst_table, neweqs, deterministic_model) : arg1;
case oMinus: arg2subst = maxexolead2 >= 1 ? arg2->substituteExoLead(subst_table, neweqs, deterministic_model) : arg2;
case oEqual:
arg1subst = maxexolead1 >= 1 ? arg1->substituteExoLead(subst_table, neweqs) : arg1;
arg2subst = maxexolead2 >= 1 ? arg2->substituteExoLead(subst_table, neweqs) : arg2;
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree); return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
case oTimes: }
case oDivide: else
if (maxexolead1 >= 1 && maxexolead2 == 0 && arg2->maxEndoLead() == 0) {
switch (op_code)
{ {
arg1subst = arg1->substituteExoLead(subst_table, neweqs); case oPlus:
return buildSimilarBinaryOpNode(arg1subst, arg2, datatree); 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 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) if (maxEndoLead() < 2)
return const_cast<TrinaryOpNode *>(this); 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 else
return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs); return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
} }
@ -3443,10 +3467,17 @@ TrinaryOpNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vecto
} }
expr_t 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) if (maxExoLead() == 0)
return const_cast<TrinaryOpNode *>(this); 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 else
return createExoLeadAuxiliaryVarForMyself(subst_table, neweqs); return createExoLeadAuxiliaryVarForMyself(subst_table, neweqs);
} }
@ -3759,11 +3790,11 @@ ExternalFunctionNode::decreaseLeadsLagsPredeterminedVariables() const
} }
expr_t 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; vector<expr_t> arguments_subst;
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++) 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); return buildSimilarExternalFunctionNode(arguments_subst, datatree);
} }
@ -3777,11 +3808,11 @@ ExternalFunctionNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table
} }
expr_t 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; vector<expr_t> arguments_subst;
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++) 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); 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 \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 //! 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[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. \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 //! 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. \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 maxEndoLag() const;
virtual int maxExoLag() const; virtual int maxExoLag() const;
virtual expr_t decreaseLeadsLags(int n) 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 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 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 substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const; virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
@ -449,9 +449,9 @@ public:
virtual int maxEndoLag() const; virtual int maxEndoLag() const;
virtual int maxExoLag() const; virtual int maxExoLag() const;
virtual expr_t decreaseLeadsLags(int n) 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 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 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 substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const; virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
@ -512,11 +512,11 @@ public:
virtual int maxEndoLag() const; virtual int maxEndoLag() const;
virtual int maxExoLag() const; virtual int maxExoLag() const;
virtual expr_t decreaseLeadsLags(int n) 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 //! 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; 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 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 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 substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const; virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
@ -582,11 +582,11 @@ public:
virtual int maxEndoLag() const; virtual int maxEndoLag() const;
virtual int maxExoLag() const; virtual int maxExoLag() const;
virtual expr_t decreaseLeadsLags(int n) 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 //! 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; 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 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 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 substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const; virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
@ -634,11 +634,11 @@ public:
virtual int maxEndoLag() const; virtual int maxEndoLag() const;
virtual int maxExoLag() const; virtual int maxExoLag() const;
virtual expr_t decreaseLeadsLags(int n) 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 //! 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; 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 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 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 substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const; virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
@ -692,9 +692,9 @@ public:
virtual int maxEndoLag() const; virtual int maxEndoLag() const;
virtual int maxExoLag() const; virtual int maxExoLag() const;
virtual expr_t decreaseLeadsLags(int n) 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 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 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 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; 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.osr_present
|| mod_file_struct.ramsey_policy_present) || mod_file_struct.ramsey_policy_present)
{ {
// In stochastic models, create auxiliary vars for leads and lags greater than 2 // In stochastic models, create auxiliary vars for leads and lags greater than 2, on both endos and exos
dynamic_model.substituteEndoLeadGreaterThanTwo(); dynamic_model.substituteEndoLeadGreaterThanTwo(false);
dynamic_model.substituteExoLead(); dynamic_model.substituteExoLead(false);
dynamic_model.substituteEndoLagGreaterThanTwo(); dynamic_model.substituteEndoLagGreaterThanTwo(false);
dynamic_model.substituteExoLag(); 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()) if (mod_file_struct.dsge_var_estimated || !mod_file_struct.dsge_var_calibrated.empty())