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extend nopreprocessoroutput option to substitution output

issue#70
Houtan Bastani 2018-11-28 11:53:50 +01:00
parent 16a97a96fd
commit 41af0841c3
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GPG Key ID: 000094FB955BE169
3 changed files with 44 additions and 44 deletions
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44
src/DynamicModel.cc
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@ -5626,31 +5626,31 @@ DynamicModel::writeLatexOriginalFile(const string &basename, const bool write_eq
} }
void void
DynamicModel::substituteEndoLeadGreaterThanTwo(bool deterministic_model) DynamicModel::substituteEndoLeadGreaterThanTwo(bool deterministic_model, bool nopreprocessoroutput)
{ {
substituteLeadLagInternal(AuxVarType::endoLead, deterministic_model, vector<string>()); substituteLeadLagInternal(AuxVarType::endoLead, deterministic_model, vector<string>(), nopreprocessoroutput);
} }
void void
DynamicModel::substituteEndoLagGreaterThanTwo(bool deterministic_model) DynamicModel::substituteEndoLagGreaterThanTwo(bool deterministic_model, bool nopreprocessoroutput)
{ {
substituteLeadLagInternal(AuxVarType::endoLag, deterministic_model, vector<string>()); substituteLeadLagInternal(AuxVarType::endoLag, deterministic_model, vector<string>(), nopreprocessoroutput);
} }
void void
DynamicModel::substituteExoLead(bool deterministic_model) DynamicModel::substituteExoLead(bool deterministic_model, bool nopreprocessoroutput)
{ {
substituteLeadLagInternal(AuxVarType::exoLead, deterministic_model, vector<string>()); substituteLeadLagInternal(AuxVarType::exoLead, deterministic_model, vector<string>(), nopreprocessoroutput);
} }
void void
DynamicModel::substituteExoLag(bool deterministic_model) DynamicModel::substituteExoLag(bool deterministic_model, bool nopreprocessoroutput)
{ {
substituteLeadLagInternal(AuxVarType::exoLag, deterministic_model, vector<string>()); substituteLeadLagInternal(AuxVarType::exoLag, deterministic_model, vector<string>(), nopreprocessoroutput);
} }
void void
DynamicModel::substituteLeadLagInternal(AuxVarType type, bool deterministic_model, const vector<string> &subset) DynamicModel::substituteLeadLagInternal(AuxVarType type, bool deterministic_model, const vector<string> &subset, bool nopreprocessoroutput)
{ {
ExprNode::subst_table_t subst_table; ExprNode::subst_table_t subst_table;
vector<BinaryOpNode *> neweqs; vector<BinaryOpNode *> neweqs;
@ -5728,7 +5728,7 @@ DynamicModel::substituteLeadLagInternal(AuxVarType type, bool deterministic_mode
// - lag variables from lower lag to higher lag // - lag variables from lower lag to higher lag
copy(neweqs.begin(), neweqs.end(), back_inserter(aux_equations)); copy(neweqs.begin(), neweqs.end(), back_inserter(aux_equations));
if (neweqs.size() > 0) if (!nopreprocessoroutput && neweqs.size() > 0)
{ {
cout << "Substitution of "; cout << "Substitution of ";
switch (type) switch (type)
@ -5793,24 +5793,24 @@ DynamicModel::findPacExpectationEquationNumbers(vector<int> &eqnumbers) const
} }
void void
DynamicModel::substituteUnaryOps(StaticModel &static_model) DynamicModel::substituteUnaryOps(StaticModel &static_model, bool nopreprocessoroutput)
{ {
vector<int> eqnumbers(equations.size()); vector<int> eqnumbers(equations.size());
iota(eqnumbers.begin(), eqnumbers.end(), 0); iota(eqnumbers.begin(), eqnumbers.end(), 0);
substituteUnaryOps(static_model, eqnumbers); substituteUnaryOps(static_model, eqnumbers, nopreprocessoroutput);
} }
void void
DynamicModel::substituteUnaryOps(StaticModel &static_model, set<string> &var_model_eqtags) DynamicModel::substituteUnaryOps(StaticModel &static_model, set<string> &var_model_eqtags, bool nopreprocessoroutput)
{ {
vector<int> eqnumbers; vector<int> eqnumbers;
getEquationNumbersFromTags(eqnumbers, var_model_eqtags); getEquationNumbersFromTags(eqnumbers, var_model_eqtags);
findPacExpectationEquationNumbers(eqnumbers); findPacExpectationEquationNumbers(eqnumbers);
substituteUnaryOps(static_model, eqnumbers); substituteUnaryOps(static_model, eqnumbers, nopreprocessoroutput);
} }
void void
DynamicModel::substituteUnaryOps(StaticModel &static_model, vector<int> &eqnumbers) DynamicModel::substituteUnaryOps(StaticModel &static_model, vector<int> &eqnumbers, bool nopreprocessoroutput)
{ {
diff_table_t nodes; diff_table_t nodes;
@ -5848,12 +5848,12 @@ DynamicModel::substituteUnaryOps(StaticModel &static_model, vector<int> &eqnumbe
copy(neweqs.begin(), neweqs.end(), back_inserter(aux_equations)); copy(neweqs.begin(), neweqs.end(), back_inserter(aux_equations));
if (subst_table.size() > 0) if (!nopreprocessoroutput && subst_table.size() > 0)
cout << "Substitution of Unary Ops: added " << neweqs.size() << " auxiliary variables and equations." << endl; cout << "Substitution of Unary Ops: added " << neweqs.size() << " auxiliary variables and equations." << endl;
} }
void void
DynamicModel::substituteDiff(StaticModel &static_model, ExprNode::subst_table_t &diff_subst_table) DynamicModel::substituteDiff(StaticModel &static_model, ExprNode::subst_table_t &diff_subst_table, bool nopreprocessoroutput)
{ {
set<int> used_local_vars; set<int> used_local_vars;
for (const auto & equation : equations) for (const auto & equation : equations)
@ -5911,12 +5911,12 @@ DynamicModel::substituteDiff(StaticModel &static_model, ExprNode::subst_table_t
copy(neweqs.begin(), neweqs.end(), back_inserter(aux_equations)); copy(neweqs.begin(), neweqs.end(), back_inserter(aux_equations));
if (diff_subst_table.size() > 0) if (!nopreprocessoroutput && diff_subst_table.size() > 0)
cout << "Substitution of Diff operator: added " << neweqs.size() << " auxiliary variables and equations." << endl; cout << "Substitution of Diff operator: added " << neweqs.size() << " auxiliary variables and equations." << endl;
} }
void void
DynamicModel::substituteExpectation(bool partial_information_model) DynamicModel::substituteExpectation(bool partial_information_model, bool nopreprocessoroutput)
{ {
ExprNode::subst_table_t subst_table; ExprNode::subst_table_t subst_table;
vector<BinaryOpNode *> neweqs; vector<BinaryOpNode *> neweqs;
@ -5940,7 +5940,7 @@ DynamicModel::substituteExpectation(bool partial_information_model)
// Add the new set of equations at the *beginning* of aux_equations // Add the new set of equations at the *beginning* of aux_equations
copy(neweqs.rbegin(), neweqs.rend(), front_inserter(aux_equations)); copy(neweqs.rbegin(), neweqs.rend(), front_inserter(aux_equations));
if (subst_table.size() > 0) if (!nopreprocessoroutput && subst_table.size() > 0)
{ {
if (partial_information_model) if (partial_information_model)
cout << "Substitution of Expectation operator: added " << subst_table.size() << " auxiliary variables and " << neweqs.size() << " auxiliary equations." << endl; cout << "Substitution of Expectation operator: added " << subst_table.size() << " auxiliary variables and " << neweqs.size() << " auxiliary equations." << endl;
@ -5996,9 +5996,9 @@ DynamicModel::removeTrendVariableFromEquations()
} }
void void
DynamicModel::differentiateForwardVars(const vector<string> &subset) DynamicModel::differentiateForwardVars(const vector<string> &subset, bool nopreprocessoroutput)
{ {
substituteLeadLagInternal(AuxVarType::diffForward, true, subset); substituteLeadLagInternal(AuxVarType::diffForward, true, subset, nopreprocessoroutput);
} }
void void

22
src/DynamicModel.hh
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@ -180,7 +180,7 @@ private:
\param[in] deterministic_model whether we are in a deterministic model (only for exogenous leads/lags) \param[in] deterministic_model whether we are in a deterministic model (only for exogenous leads/lags)
\param[in] subset variables to which to apply the transformation (only for diff of forward vars) \param[in] subset variables to which to apply the transformation (only for diff of forward vars)
*/ */
void substituteLeadLagInternal(AuxVarType type, bool deterministic_model, const vector<string> &subset); void substituteLeadLagInternal(AuxVarType type, bool deterministic_model, const vector<string> &subset, bool nopreprocessoroutput);
//! 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
bool global_temporary_terms{true}; bool global_temporary_terms{true};
@ -412,20 +412,20 @@ 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(bool deterministic_model); void substituteEndoLeadGreaterThanTwo(bool deterministic_model, bool nopreprocessoroutput);
//! 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(bool deterministic_model); void substituteEndoLagGreaterThanTwo(bool deterministic_model, bool nopreprocessoroutput);
//! 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(bool deterministic_model); void substituteExoLead(bool deterministic_model, bool nopreprocessoroutput);
//! Transforms the model by removing all lags on exos //! Transforms the model by removing all lags on exos
void substituteExoLag(bool deterministic_model); void substituteExoLag(bool deterministic_model, bool nopreprocessoroutput);
//! Transforms the model by removing all UnaryOpcode::expectation //! Transforms the model by removing all UnaryOpcode::expectation
void substituteExpectation(bool partial_information_model); void substituteExpectation(bool partial_information_model, bool nopreprocessoroutput);
//! Transforms the model by decreasing the lead/lag of predetermined variables in model equations by one //! Transforms the model by decreasing the lead/lag of predetermined variables in model equations by one
void transformPredeterminedVariables(); void transformPredeterminedVariables();
@ -437,16 +437,16 @@ public:
void substituteAdl(); void substituteAdl();
//! Creates aux vars for all unary operators //! Creates aux vars for all unary operators
void substituteUnaryOps(StaticModel &static_model); void substituteUnaryOps(StaticModel &static_model, bool nopreprocessoroutput);
//! Creates aux vars for certain unary operators: originally implemented for support of VARs //! Creates aux vars for certain unary operators: originally implemented for support of VARs
void substituteUnaryOps(StaticModel &static_model, set<string> &eq_tags); void substituteUnaryOps(StaticModel &static_model, set<string> &eq_tags, bool nopreprocessoroutput);
//! Creates aux vars for certain unary operators: originally implemented for support of VARs //! Creates aux vars for certain unary operators: originally implemented for support of VARs
void substituteUnaryOps(StaticModel &static_model, vector<int> &eqnumbers); void substituteUnaryOps(StaticModel &static_model, vector<int> &eqnumbers, bool nopreprocessoroutput);
//! Substitutes diff operator //! Substitutes diff operator
void substituteDiff(StaticModel &static_model, ExprNode::subst_table_t &diff_subst_table); void substituteDiff(StaticModel &static_model, ExprNode::subst_table_t &diff_subst_table, bool nopreprocessoroutput);
//! Substitute VarExpectation operators //! Substitute VarExpectation operators
void substituteVarExpectation(const map<string, expr_t> &subst_table); void substituteVarExpectation(const map<string, expr_t> &subst_table);
@ -464,7 +464,7 @@ public:
//! Transforms the model by creating aux vars for the diff of forward vars //! Transforms the model by creating aux vars for the diff of forward vars
/*! If subset is empty, does the transformation for all fwrd vars; otherwise /*! If subset is empty, does the transformation for all fwrd vars; otherwise
restrict it to the vars in subset */ restrict it to the vars in subset */
void differentiateForwardVars(const vector<string> &subset); void differentiateForwardVars(const vector<string> &subset, bool nopreprocessoroutput);
//! Fills eval context with values of model local variables and auxiliary variables //! Fills eval context with values of model local variables and auxiliary variables
void fillEvalContext(eval_context_t &eval_context) const; void fillEvalContext(eval_context_t &eval_context) const;

22
src/ModFile.cc
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@ -392,14 +392,14 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
eqtags.insert(it1); eqtags.insert(it1);
if (transform_unary_ops) if (transform_unary_ops)
dynamic_model.substituteUnaryOps(diff_static_model); dynamic_model.substituteUnaryOps(diff_static_model, nopreprocessoroutput);
else else
// substitute only those unary ops that appear in auxiliary model equations // substitute only those unary ops that appear in auxiliary model equations
dynamic_model.substituteUnaryOps(diff_static_model, eqtags); dynamic_model.substituteUnaryOps(diff_static_model, eqtags, nopreprocessoroutput);
// Create auxiliary variable and equations for Diff operators that appear in VAR equations // Create auxiliary variable and equations for Diff operators that appear in VAR equations
ExprNode::subst_table_t diff_subst_table; ExprNode::subst_table_t diff_subst_table;
dynamic_model.substituteDiff(diff_static_model, diff_subst_table); dynamic_model.substituteDiff(diff_static_model, diff_subst_table, nopreprocessoroutput);
// Fill Trend Component Model Table // Fill Trend Component Model Table
dynamic_model.fillTrendComponentModelTable(); dynamic_model.fillTrendComponentModelTable();
@ -455,7 +455,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
dynamic_model.transformPredeterminedVariables(); dynamic_model.transformPredeterminedVariables();
// Create auxiliary vars for Expectation operator // Create auxiliary vars for Expectation operator
dynamic_model.substituteExpectation(mod_file_struct.partial_information); dynamic_model.substituteExpectation(mod_file_struct.partial_information, nopreprocessoroutput);
if (nonstationary_variables) if (nonstationary_variables)
{ {
@ -578,22 +578,22 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
|| stochastic ) || stochastic )
{ {
// In stochastic models, create auxiliary vars for leads and lags greater than 2, on both endos and exos // In stochastic models, create auxiliary vars for leads and lags greater than 2, on both endos and exos
dynamic_model.substituteEndoLeadGreaterThanTwo(false); dynamic_model.substituteEndoLeadGreaterThanTwo(false, nopreprocessoroutput);
dynamic_model.substituteExoLead(false); dynamic_model.substituteExoLead(false, nopreprocessoroutput);
dynamic_model.substituteEndoLagGreaterThanTwo(false); dynamic_model.substituteEndoLagGreaterThanTwo(false, nopreprocessoroutput);
dynamic_model.substituteExoLag(false); dynamic_model.substituteExoLag(false, nopreprocessoroutput);
} }
else else
{ {
// In deterministic models, create auxiliary vars for leads and lags endogenous greater than 2, only on endos (useless on exos) // 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.substituteEndoLeadGreaterThanTwo(true, nopreprocessoroutput);
dynamic_model.substituteEndoLagGreaterThanTwo(true); dynamic_model.substituteEndoLagGreaterThanTwo(true, nopreprocessoroutput);
} }
dynamic_model.updateVarAndTrendModel(); dynamic_model.updateVarAndTrendModel();
if (differentiate_forward_vars) if (differentiate_forward_vars)
dynamic_model.differentiateForwardVars(differentiate_forward_vars_subset); dynamic_model.differentiateForwardVars(differentiate_forward_vars_subset, nopreprocessoroutput);
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())
try try