preprocessor: pac: change functionality of diff operator
Houtan Bastani
parent
42d9ad2a41
commit
77bf21a333
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@ -4750,10 +4750,37 @@ DynamicModel::substituteLeadLagInternal(aux_var_t type, bool deterministic_model
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}
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void
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DynamicModel::substituteAdlAndDiff()
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DynamicModel::substituteAdl()
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{
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for (int i = 0; i < (int) equations.size(); i++)
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equations[i] = dynamic_cast<BinaryOpNode *>(equations[i]->substituteAdlAndDiff());
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equations[i] = dynamic_cast<BinaryOpNode *>(equations[i]->substituteAdl());
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}
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void
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DynamicModel::substituteDiff()
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{
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ExprNode::subst_table_t subst_table;
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vector<BinaryOpNode *> neweqs;
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// Substitute in model local variables
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for (map<int, expr_t>::iterator it = local_variables_table.begin();
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it != local_variables_table.end(); it++)
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it->second = it->second->substituteDiff(subst_table, neweqs);
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// Substitute in equations
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for (int i = 0; i < (int) equations.size(); i++)
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{
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BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->substituteDiff(subst_table, neweqs));
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assert(substeq != NULL);
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equations[i] = substeq;
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}
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// Add new equations
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for (int i = 0; i < (int) neweqs.size(); i++)
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addEquation(neweqs[i], -1);
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if (subst_table.size() > 0)
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cout << "Substitution of Diff operator: added " << neweqs.size() << " auxiliary variables and equations." << endl;
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}
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void
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@ -366,8 +366,11 @@ public:
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//! Transforms the model by removing trends specified by the user
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void detrendEquations();
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//! Substitutes adl and diff operators
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void substituteAdlAndDiff();
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//! Substitutes adl operator
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void substituteAdl();
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//! Substitutes diff operator
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void substituteDiff();
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//! Fill var_expectation_functions_to_write
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void fillVarExpectationFunctionsToWrite();
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113
ExprNode.cc
113
ExprNode.cc
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@ -1,5 +1,5 @@
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/*
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* Copyright (C) 2007-2017 Dynare Team
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* Copyright (C) 2007-2018 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -482,7 +482,13 @@ NumConstNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpN
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}
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expr_t
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NumConstNode::substituteAdlAndDiff() const
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NumConstNode::substituteAdl() const
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{
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return const_cast<NumConstNode *>(this);
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}
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expr_t
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NumConstNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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return const_cast<NumConstNode *>(this);
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}
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@ -1244,7 +1250,13 @@ VariableNode::maxLead() const
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}
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expr_t
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VariableNode::substituteAdlAndDiff() const
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VariableNode::substituteAdl() const
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{
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return const_cast<VariableNode *>(this);
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}
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expr_t
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VariableNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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return const_cast<VariableNode *>(this);
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}
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@ -2709,22 +2721,15 @@ UnaryOpNode::maxLead() const
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}
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expr_t
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UnaryOpNode::substituteAdlAndDiff() const
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UnaryOpNode::substituteAdl() const
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{
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if (op_code != oDiff && op_code != oAdl)
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if (op_code != oAdl)
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{
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expr_t argsubst = arg->substituteAdlAndDiff();
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expr_t argsubst = arg->substituteAdl();
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return buildSimilarUnaryOpNode(argsubst, datatree);
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}
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if (op_code == oDiff)
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{
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expr_t argsubst = arg->substituteAdlAndDiff();
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return datatree.AddMinus(argsubst,
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argsubst->decreaseLeadsLags(1));
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}
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expr_t arg1subst = arg->substituteAdlAndDiff();
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expr_t arg1subst = arg->substituteAdl();
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expr_t retval;
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ostringstream inttostr;
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if (adl_param_lag >= 0)
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@ -2765,6 +2770,34 @@ UnaryOpNode::substituteAdlAndDiff() const
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return retval;
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}
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expr_t
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UnaryOpNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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if (op_code != oDiff)
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{
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expr_t argsubst = arg->substituteDiff(subst_table, neweqs);
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return buildSimilarUnaryOpNode(argsubst, datatree);
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}
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subst_table_t::iterator it = subst_table.find(const_cast<UnaryOpNode *>(this));
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if (it != subst_table.end())
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return const_cast<VariableNode *>(it->second);
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expr_t argsubst = arg->substituteDiff(subst_table, neweqs);
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assert(argsubst != NULL);
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int symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, argsubst);
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expr_t newAuxVar = datatree.AddVariable(symb_id, 0);
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//AUX_DIFF_IDX = argsubst - argsubst(-1)
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neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(newAuxVar,
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datatree.AddMinus(argsubst, argsubst->decreaseLeadsLags(1)))));
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assert(dynamic_cast<VariableNode *>(newAuxVar) != NULL);
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subst_table[this] = dynamic_cast<VariableNode *>(newAuxVar);
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return newAuxVar;
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}
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expr_t
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UnaryOpNode::decreaseLeadsLags(int n) const
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{
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@ -4361,10 +4394,18 @@ BinaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpN
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}
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expr_t
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BinaryOpNode::substituteAdlAndDiff() const
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BinaryOpNode::substituteAdl() const
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{
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expr_t arg1subst = arg1->substituteAdlAndDiff();
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expr_t arg2subst = arg2->substituteAdlAndDiff();
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expr_t arg1subst = arg1->substituteAdl();
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expr_t arg2subst = arg2->substituteAdl();
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return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
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}
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expr_t
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BinaryOpNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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expr_t arg1subst = arg1->substituteDiff(subst_table, neweqs);
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expr_t arg2subst = arg2->substituteDiff(subst_table, neweqs);
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return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
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}
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@ -5108,11 +5149,20 @@ TrinaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOp
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}
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expr_t
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TrinaryOpNode::substituteAdlAndDiff() const
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TrinaryOpNode::substituteAdl() const
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{
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expr_t arg1subst = arg1->substituteAdlAndDiff();
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expr_t arg2subst = arg2->substituteAdlAndDiff();
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expr_t arg3subst = arg3->substituteAdlAndDiff();
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expr_t arg1subst = arg1->substituteAdl();
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expr_t arg2subst = arg2->substituteAdl();
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expr_t arg3subst = arg3->substituteAdl();
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return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
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}
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expr_t
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TrinaryOpNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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expr_t arg1subst = arg1->substituteDiff(subst_table, neweqs);
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expr_t arg2subst = arg2->substituteDiff(subst_table, neweqs);
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expr_t arg3subst = arg3->substituteDiff(subst_table, neweqs);
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return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
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}
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@ -5420,11 +5470,20 @@ AbstractExternalFunctionNode::substituteExpectation(subst_table_t &subst_table,
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}
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expr_t
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AbstractExternalFunctionNode::substituteAdlAndDiff() const
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AbstractExternalFunctionNode::substituteAdl() const
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{
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vector<expr_t> arguments_subst;
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for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
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arguments_subst.push_back((*it)->substituteAdlAndDiff());
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arguments_subst.push_back((*it)->substituteAdl());
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return buildSimilarExternalFunctionNode(arguments_subst, datatree);
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}
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expr_t
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AbstractExternalFunctionNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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vector<expr_t> arguments_subst;
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for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
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arguments_subst.push_back((*it)->substituteDiff(subst_table, neweqs));
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return buildSimilarExternalFunctionNode(arguments_subst, datatree);
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}
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@ -6892,7 +6951,13 @@ VarExpectationNode::substituteExpectation(subst_table_t &subst_table, vector<Bin
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}
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expr_t
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VarExpectationNode::substituteAdlAndDiff() const
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VarExpectationNode::substituteAdl() const
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{
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return const_cast<VarExpectationNode *>(this);
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}
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expr_t
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VarExpectationNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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return const_cast<VarExpectationNode *>(this);
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}
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30
ExprNode.hh
30
ExprNode.hh
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@ -1,5 +1,5 @@
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/*
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* Copyright (C) 2007-2017 Dynare Team
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* Copyright (C) 2007-2018 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -457,8 +457,11 @@ enum ExprNodeOutputType
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*/
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virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const = 0;
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//! Substitute adl and diff operators
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virtual expr_t substituteAdlAndDiff() const = 0;
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//! Substitute adl operator
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virtual expr_t substituteAdl() const = 0;
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//! Substitute diff operator
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virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
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//! Add ExprNodes to the provided datatree
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virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const = 0;
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@ -530,7 +533,8 @@ public:
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virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
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virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
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virtual expr_t substituteAdlAndDiff() const;
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virtual expr_t substituteAdl() const;
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virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
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virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual bool isNumConstNodeEqualTo(double value) const;
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@ -605,7 +609,8 @@ public:
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virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
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virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
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virtual expr_t substituteAdlAndDiff() const;
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virtual expr_t substituteAdl() const;
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virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
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virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual bool isNumConstNodeEqualTo(double value) const;
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@ -703,7 +708,8 @@ public:
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virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
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virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
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virtual expr_t substituteAdlAndDiff() const;
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virtual expr_t substituteAdl() const;
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virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
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virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual bool isNumConstNodeEqualTo(double value) const;
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@ -813,7 +819,8 @@ public:
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virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
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virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
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virtual expr_t substituteAdlAndDiff() const;
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virtual expr_t substituteAdl() const;
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virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
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virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual bool isNumConstNodeEqualTo(double value) const;
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@ -903,7 +910,8 @@ public:
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virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
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virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
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virtual expr_t substituteAdlAndDiff() const;
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virtual expr_t substituteAdl() const;
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virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
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virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual bool isNumConstNodeEqualTo(double value) const;
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@ -993,7 +1001,8 @@ public:
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virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
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virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
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virtual expr_t substituteAdlAndDiff() const;
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virtual expr_t substituteAdl() const;
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virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const = 0;
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virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
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virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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@ -1174,7 +1183,8 @@ public:
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virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
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virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
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virtual expr_t substituteAdlAndDiff() const;
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virtual expr_t substituteAdl() const;
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virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
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virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
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bool lhs_rhs, const temporary_terms_t &temporary_terms,
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@ -346,7 +346,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
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{
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// Save the original model (must be done before any model transformations by preprocessor)
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// - except adl and diff which we always want expanded
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dynamic_model.substituteAdlAndDiff();
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dynamic_model.substituteAdl();
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dynamic_model.setLeadsLagsOrig();
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dynamic_model.cloneDynamic(original_model);
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@ -381,6 +381,9 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
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if (symbol_table.predeterminedNbr() > 0)
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dynamic_model.transformPredeterminedVariables();
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// Create auxiliary variable and equations for Diff operator
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dynamic_model.substituteDiff();
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// Create auxiliary vars for Expectation operator
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dynamic_model.substituteExpectation(mod_file_struct.partial_information);
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@ -354,6 +354,7 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
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{
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case avEndoLead:
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case avExoLead:
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case avDiff:
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break;
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case avEndoLag:
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case avExoLag:
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@ -475,6 +476,7 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
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case avExpectation:
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case avMultiplier:
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case avDiffForward:
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case avDiff:
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break;
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case avEndoLag:
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case avExoLag:
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@ -568,6 +570,7 @@ SymbolTable::writeCCOutput(ostream &output) const throw (NotYetFrozenException)
|
|||
case avExpectation:
|
||||
case avMultiplier:
|
||||
case avDiffForward:
|
||||
case avDiff:
|
||||
break;
|
||||
case avEndoLag:
|
||||
case avExoLag:
|
||||
|
|
@ -691,6 +694,29 @@ SymbolTable::addExpectationAuxiliaryVar(int information_set, int index, expr_t e
|
|||
return symb_id;
|
||||
}
|
||||
|
||||
int
|
||||
SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenException)
|
||||
{
|
||||
ostringstream varname;
|
||||
int symb_id;
|
||||
|
||||
varname << "AUX_DIFF_" << index;
|
||||
|
||||
try
|
||||
{
|
||||
symb_id = addSymbol(varname.str(), eEndogenous);
|
||||
}
|
||||
catch (AlreadyDeclaredException &e)
|
||||
{
|
||||
cerr << "ERROR: you should rename your variable called " << varname.str() << ", this name is internally used by Dynare" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
|
||||
aux_vars.push_back(AuxVarInfo(symb_id, avDiff, 0, 0, 0, 0, expr_arg));
|
||||
|
||||
return symb_id;
|
||||
}
|
||||
|
||||
int
|
||||
SymbolTable::addVarModelEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) throw (AlreadyDeclaredException, FrozenException)
|
||||
{
|
||||
|
|
@ -1001,6 +1027,7 @@ SymbolTable::writeJuliaOutput(ostream &output) const throw (NotYetFrozenExceptio
|
|||
{
|
||||
case avEndoLead:
|
||||
case avExoLead:
|
||||
case avDiff:
|
||||
break;
|
||||
case avEndoLag:
|
||||
case avExoLag:
|
||||
|
|
|
|||
|
|
@ -1,5 +1,5 @@
|
|||
/*
|
||||
* Copyright (C) 2003-2017 Dynare Team
|
||||
* Copyright (C) 2003-2018 Dynare Team
|
||||
*
|
||||
* This file is part of Dynare.
|
||||
*
|
||||
|
|
@ -43,7 +43,8 @@ enum aux_var_t
|
|||
avExpectation = 4, //!< Substitute for Expectation Operator
|
||||
avDiffForward = 5, //!< Substitute for the differentiate of a forward variable
|
||||
avMultiplier = 6, //!< Multipliers for FOC of Ramsey Problem
|
||||
avVarModel = 7 //!< Variable for var_model with order > abs(min_lag()) present in model
|
||||
avVarModel = 7, //!< Variable for var_model with order > abs(min_lag()) present in model
|
||||
avDiff = 8 //!< Variable for Diff operator
|
||||
};
|
||||
|
||||
//! Information on some auxiliary variables
|
||||
|
|
@ -283,6 +284,8 @@ public:
|
|||
//! Adds an auxiliary variable when var_model is used with an order that is greater in absolute value
|
||||
//! than the largest lag present in the model.
|
||||
int addVarModelEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) throw (AlreadyDeclaredException, FrozenException);
|
||||
//! Adds an auxiliary variable when the diff operator is encountered
|
||||
int addDiffAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenException);
|
||||
//! Returns the number of auxiliary variables
|
||||
int
|
||||
AuxVarsSize() const
|
||||
|
|
|
|||
Loading…
Reference in New Issue