preprocessor: add PAC equation parameter info to pac_expectation output

2018-02-12 17:37:53 +01:00 · 2018-02-12 17:37:53 +01:00 · 89ae704806
parent 83d1e921b6
commit 89ae704806
5 changed files with 192 additions and 3 deletions
--- a/DynamicModel.cc
+++ b/DynamicModel.cc
@ -3382,6 +3382,19 @@ DynamicModel::addEquationsForVar(map<string, pair<SymbolList, int> > &var_model_
    cout << "Accounting for var_model lags not in model block: added " << count << " auxiliary variables and equations." << endl;
 }

+void
+DynamicModel::walkPacParameters()
+{
+  for (size_t i = 0; i < equations.size(); i++)
+    {
+      bool pac_encountered = false;
+      set<pair<int, pair<int, int> > > params_and_vals;
+      equations[i]->walkPacParameters(pac_encountered, params_and_vals);
+      if (pac_encountered)
+        equations[i]->addParamInfoToPac(params_and_vals);
+    }
+}
+
 void
 DynamicModel::fillPacExpectationVarInfo(string &var_model_name,
                                        vector<int> &lhs,
--- a/DynamicModel.hh
+++ b/DynamicModel.hh
@ -297,6 +297,8 @@ public:
  void setVarExpectationIndices(map<string, pair<SymbolList, int> > &var_model_info);
  //! Add aux equations (and aux variables) for variables declared in var_model at max order if they don't already exist
  void addEquationsForVar(map<string, pair<SymbolList, int> > &var_model_info);
+  //! Get Pac equation parameter info
+  void walkPacParameters();
  //! Add var_model info to pac_expectation nodes
  void fillPacExpectationVarInfo(string &var_model_name,
                                 vector<int> &lhs,
--- a/ExprNode.cc
+++ b/ExprNode.cc
@ -578,6 +578,16 @@ NumConstNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mo
 {
 }

+void
+NumConstNode::walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const
+{
+}
+
+void
+NumConstNode::addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg)
+{
+}
+
 void
 NumConstNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg)
 {
@ -1634,6 +1644,16 @@ VariableNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mo
 {
 }

+void
+VariableNode::walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const
+{
+}
+
+void
+VariableNode::addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg)
+{
+}
+
 void
 VariableNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg)
 {
@ -3031,6 +3051,18 @@ UnaryOpNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mod
  arg->setVarExpectationIndex(var_model_info);
 }

+void
+UnaryOpNode::walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const
+{
+  arg->walkPacParameters(pac_encountered, params_and_vals);
+}
+
+void
+UnaryOpNode::addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg)
+{
+  arg->addParamInfoToPac(params_and_vals_arg);
+}
+
 void
 UnaryOpNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg)
 {
@ -4567,6 +4599,45 @@ BinaryOpNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mo
  arg2->setVarExpectationIndex(var_model_info);
 }

+void
+BinaryOpNode::walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const
+{
+  if (op_code == oTimes)
+    {
+      set<int> params;
+      set<pair<int, int> > endogs;
+      arg1->collectVariables(eParameter, params);
+      arg2->collectDynamicVariables(eEndogenous, endogs);
+      if (params.size() == 1 && endogs.size() == 1)
+        {
+          params_and_vals.insert(make_pair(*(params.begin()), *(endogs.begin())));
+          return;
+        }
+      else
+        {
+          params.clear();
+          endogs.clear();
+          arg1->collectDynamicVariables(eEndogenous, endogs);
+          arg2->collectVariables(eParameter, params);
+          if (params.size() == 1 && endogs.size() == 1)
+            {
+              params_and_vals.insert(make_pair(*(params.begin()), *(endogs.begin())));
+              return;
+            }
+        }
+    }
+
+  arg1->walkPacParameters(pac_encountered, params_and_vals);
+  arg2->walkPacParameters(pac_encountered, params_and_vals);
+}
+
+void
+BinaryOpNode::addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg)
+{
+  arg1->addParamInfoToPac(params_and_vals_arg);
+  arg2->addParamInfoToPac(params_and_vals_arg);
+}
+
 void
 BinaryOpNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg)
 {
@ -5343,6 +5414,22 @@ TrinaryOpNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_m
  arg3->setVarExpectationIndex(var_model_info);
 }

+void
+TrinaryOpNode::walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const
+{
+  arg1->walkPacParameters(pac_encountered, params_and_vals);
+  arg2->walkPacParameters(pac_encountered, params_and_vals);
+  arg3->walkPacParameters(pac_encountered, params_and_vals);
+}
+
+void
+TrinaryOpNode::addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg)
+{
+  arg1->addParamInfoToPac(params_and_vals_arg);
+  arg2->addParamInfoToPac(params_and_vals_arg);
+  arg3->addParamInfoToPac(params_and_vals_arg);
+}
+
 void
 TrinaryOpNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg)
 {
@ -5717,6 +5804,20 @@ AbstractExternalFunctionNode::setVarExpectationIndex(map<string, pair<SymbolList
    (*it)->setVarExpectationIndex(var_model_info);
 }

+void
+AbstractExternalFunctionNode::walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const
+{
+  for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
+    (*it)->walkPacParameters(pac_encountered, params_and_vals);
+}
+
+void
+AbstractExternalFunctionNode::addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg)
+{
+  for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
+    (*it)->addParamInfoToPac(params_and_vals_arg);
+}
+
 void
 AbstractExternalFunctionNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg)
 {
@ -7188,6 +7289,16 @@ VarExpectationNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &
  yidx = find(vs.begin(), vs.end(), datatree.symbol_table.getName(symb_id)) - vs.begin();
 }

+void
+VarExpectationNode::walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const
+{
+}
+
+void
+VarExpectationNode::addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg)
+{
+}
+
 void
 VarExpectationNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg)
 {
@ -7289,9 +7400,35 @@ PacExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
    output << "M_.pac_expectation." << model_name << ".growth_name = '"
           << datatree.symbol_table.getName(growth_symb_id) << "';" << endl
           << "M_.pac_expectation." << model_name << ".growth_neutrality_param_index = "
-           << datatree.symbol_table.getTypeSpecificID(growth_param_index) + 1 << ";" << endl;
-
-  output << "M_.pac_expectation." << model_name << ".h0_param_indices = [";
+           << datatree.symbol_table.getTypeSpecificID(growth_param_index) + 1 << ";" << endl
+           << "M_.pac_expectation." << model_name << ".equation_params = [";
+  for (set<pair<int, pair<int, int> > >::const_iterator it = params_and_vals.begin();
+       it != params_and_vals.end(); it++)
+    {
+      if (it != params_and_vals.begin())
+        output << " ";
+      output << datatree.symbol_table.getTypeSpecificID(it->first) + 1;
+    }
+  output << "];" << endl
+         << "M_.pac_expectation." << model_name << ".equation_vars = [";
+  for (set<pair<int, pair<int, int> > >::const_iterator it = params_and_vals.begin();
+       it != params_and_vals.end(); it++)
+    {
+      if (it != params_and_vals.begin())
+        output << " ";
+      output << datatree.symbol_table.getTypeSpecificID(it->second.first) + 1;
+    }
+  output << "];" << endl
+         << "M_.pac_expectation." << model_name << ".equation_var_lags = [";
+  for (set<pair<int, pair<int, int> > >::const_iterator it = params_and_vals.begin();
+       it != params_and_vals.end(); it++)
+    {
+      if (it != params_and_vals.begin())
+        output << " ";
+      output << it->second.second;
+    }
+  output << "];" << endl
+         << "M_.pac_expectation." << model_name << ".h0_param_indices = [";
  for (vector<int>::const_iterator it = h0_indices.begin();
       it != h0_indices.end(); it++)
    {
@ -7559,6 +7696,19 @@ PacExpectationNode::writeJsonOutput(ostream &output,
  output << ")";
 }

+void
+PacExpectationNode::walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const
+{
+  pac_encountered = true;
+}
+
+void
+PacExpectationNode::addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg)
+{
+  params_and_vals = params_and_vals_arg;
+}
+
+
 void
 PacExpectationNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg)
 {
--- a/ExprNode.hh
+++ b/ExprNode.hh
@ -489,6 +489,12 @@ class ExprNode
      //! Returns true if model_info_name is referenced by a VarExpectationNode
      virtual bool isVarModelReferenced(const string &model_info_name) const = 0;

+      //! Fills parameter information related to PAC equation
+      virtual void walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const = 0;
+
+      //! Adds PAC equation param info to pac_expectation
+      virtual void addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg) = 0;
+
      //! Fills var_model info for pac_expectation node
      virtual void fillPacExpectationVarInfo(string &var_model_name, vector<int> &lhs, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg) = 0;

@ -560,6 +566,8 @@ public:
  virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
  virtual bool isInStaticForm() const;
  virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
+  virtual void walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const;
+  virtual void addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg);
  virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
  virtual bool isVarModelReferenced(const string &model_info_name) const;
  virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
@ -639,6 +647,8 @@ public:
  virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
  virtual bool isInStaticForm() const;
  virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
+  virtual void walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const;
+  virtual void addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg);
  virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
  virtual bool isVarModelReferenced(const string &model_info_name) const;
  virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
@ -741,6 +751,8 @@ public:
  virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
  virtual bool isInStaticForm() const;
  virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
+  virtual void walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const;
+  virtual void addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg);
  virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
  virtual bool isVarModelReferenced(const string &model_info_name) const;
  virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
@ -861,6 +873,8 @@ public:
  expr_t getNonZeroPartofEquation() const;
  virtual bool isInStaticForm() const;
  virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
+  virtual void walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const;
+  virtual void addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg);
  virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
  virtual bool isVarModelReferenced(const string &model_info_name) const;
  virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
@ -949,6 +963,8 @@ public:
  virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
  virtual bool isInStaticForm() const;
  virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
+  virtual void walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const;
+  virtual void addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg);
  virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
  virtual bool isVarModelReferenced(const string &model_info_name) const;
  virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
@ -1045,6 +1061,8 @@ public:
  virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
  virtual bool isInStaticForm() const;
  virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
+  virtual void walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const;
+  virtual void addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg);
  virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
  virtual bool isVarModelReferenced(const string &model_info_name) const;
  virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
@ -1234,6 +1252,8 @@ public:
  virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
  virtual bool isInStaticForm() const;
  virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
+  virtual void walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const;
+  virtual void addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg);
  virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
  virtual bool isVarModelReferenced(const string &model_info_name) const;
  virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
@ -1251,6 +1271,7 @@ private:
  map<int, set<int > > z_vec; // lag -> set< symb_id > (all vars that appear at a given lag)
  vector<int> h0_indices, h1_indices;
  int growth_param_index, equation_number;
+  set<pair<int, pair<int, int> > > params_and_vals;
 public:
  PacExpectationNode(DataTree &datatree_arg, const string &model_name, const string &var_model_name,
                     const int discount_arg, const int growth_arg);
@ -1305,6 +1326,8 @@ public:
  virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
  virtual bool isInStaticForm() const;
  virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
+  virtual void walkPacParameters(bool &pac_encountered, set<pair<int, pair<int, int> > > &params_and_vals) const;
+  virtual void addParamInfoToPac(set<pair<int, pair<int, int> > > &params_and_vals_arg);
  virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg, int equation_number_arg);
  virtual bool isVarModelReferenced(const string &model_info_name) const;
  virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
--- a/ModFile.cc
+++ b/ModFile.cc
@ -389,6 +389,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
              map<int, set<int > > rhs_pac;
              vms->getVarModelName(var_model_name);
              vms->getVarModelRHS(rhs_pac);
+              dynamic_model.walkPacParameters();
              dynamic_model.fillPacExpectationVarInfo(var_model_name, lhs, rhs_pac, nonstationary);
              dynamic_model.substitutePacExpectation();
            }