stepan
/
preprocessor
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

remove need to declare equations nonstationary

issue#70
Houtan Bastani 2018-10-24 15:57:07 +02:00
parent 9968f5c971
commit bef7c2a193
4 changed files with 20 additions and 67 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

31
src/DynamicModel.cc
View File

@ -3771,7 +3771,6 @@ DynamicModel::fillVarModelTable() const
{
map<string, vector<int>> eqnums, lhsr;
map<string, vector<expr_t>> lhs_expr_tr;
map<string, vector<bool>> nonstationaryr;
map<string, vector<set<pair<int, int>>>> rhsr;
map<string, vector<string>> eqtags = var_model_table.getEqTags();
@ -3780,7 +3779,6 @@ DynamicModel::fillVarModelTable() const
vector<int> eqnumber, lhs;
vector<expr_t> lhs_expr_t;
vector<set<pair<int, int>>> rhs;
vector<bool> nonstationary;
for (const auto & eqtag : it.second)
{
@ -3800,17 +3798,6 @@ DynamicModel::fillVarModelTable() const
exit(EXIT_FAILURE);
}
bool nonstationary_bool = false;
for (const auto & equation_tag : equation_tags)
if (equation_tag.first == eqn)
if (equation_tag.second.first == "data_type"
&& equation_tag.second.second == "nonstationary")
{
nonstationary_bool = true;
break;
}
nonstationary.push_back(nonstationary_bool);
equations[eqn]->get_arg1()->collectDynamicVariables(SymbolType::endogenous, lhs_set);
equations[eqn]->get_arg1()->collectDynamicVariables(SymbolType::exogenous, lhs_tmp_set);
equations[eqn]->get_arg1()->collectDynamicVariables(SymbolType::parameter, lhs_tmp_set);
@ -3852,13 +3839,11 @@ DynamicModel::fillVarModelTable() const
lhsr[it.first] = lhs;
lhs_expr_tr[it.first] = lhs_expr_t;
rhsr[it.first] = rhs;
nonstationaryr[it.first] = nonstationary;
}
var_model_table.setEqNums(eqnums);
var_model_table.setLhs(lhsr);
var_model_table.setRhs(rhsr);
var_model_table.setLhsExprT(lhs_expr_tr);
var_model_table.setNonstationary(nonstationaryr);
// Fill AR Matrix
map<string, map<tuple<int, int, int>, expr_t>> ARr;
@ -3955,7 +3940,6 @@ DynamicModel::fillTrendComponentModelTable() const
{
map<string, vector<int>> eqnums, trend_eqnums, lhsr;
map<string, vector<expr_t>> lhs_expr_tr;
map<string, vector<bool>> nonstationaryr;
map<string, vector<set<pair<int, int>>>> rhsr;
map<string, vector<string>> eqtags = trend_component_model_table.getEqTags();
map<string, vector<string>> trend_eqtags = trend_component_model_table.getTargetEqTags();
@ -3988,7 +3972,6 @@ DynamicModel::fillTrendComponentModelTable() const
vector<int> eqnumber, lhs;
vector<expr_t> lhs_expr_t;
vector<set<pair<int, int>>> rhs;
vector<bool> nonstationary;
for (const auto & eqtag : it.second)
{
@ -4008,17 +3991,6 @@ DynamicModel::fillTrendComponentModelTable() const
exit(EXIT_FAILURE);
}
bool nonstationary_bool = false;
for (const auto & equation_tag : equation_tags)
if (equation_tag.first == eqn)
if (equation_tag.second.first == "data_type"
&& equation_tag.second.second == "nonstationary")
{
nonstationary_bool = true;
break;
}
nonstationary.push_back(nonstationary_bool);
equations[eqn]->get_arg1()->collectDynamicVariables(SymbolType::endogenous, lhs_set);
equations[eqn]->get_arg1()->collectDynamicVariables(SymbolType::exogenous, lhs_tmp_set);
equations[eqn]->get_arg1()->collectDynamicVariables(SymbolType::parameter, lhs_tmp_set);
@ -4060,10 +4032,9 @@ DynamicModel::fillTrendComponentModelTable() const
lhsr[it.first] = lhs;
lhs_expr_tr[it.first] = lhs_expr_t;
rhsr[it.first] = rhs;
nonstationaryr[it.first] = nonstationary;
}
trend_component_model_table.setRhs(rhsr);
trend_component_model_table.setVals(eqnums, trend_eqnums, lhsr, lhs_expr_tr, nonstationaryr);
trend_component_model_table.setVals(eqnums, trend_eqnums, lhsr, lhs_expr_tr);
}
void

6
src/ModFile.cc
View File

@ -423,13 +423,15 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
{
max_lag = trend_component_model_table.getMaxLag(aux_model_name) + 1;
lhs = dynamic_model.getUndiffLHSForPac(aux_model_name, diff_subst_table);
nonstationary = trend_component_model_table.getNonstationary(aux_model_name);
// All lhs variables in a trend component model are nonstationary
nonstationary.insert(nonstationary.end(), trend_component_model_table.getDiff(aux_model_name).size(), true);
}
else if (var_model_table.isExistingVarModelName(aux_model_name))
{
max_lag = var_model_table.getMaxLag(aux_model_name);
lhs = var_model_table.getLhs(aux_model_name);
nonstationary = var_model_table.getNonstationary(aux_model_name);
// nonstationary variables in a VAR are those that are in diff
nonstationary = var_model_table.getDiff(aux_model_name);
}
else
{

40
src/SubModel.cc
View File

@ -43,14 +43,12 @@ TrendComponentModelTable::addTrendComponentModel(string name_arg,
void
TrendComponentModelTable::setVals(map<string, vector<int>> eqnums_arg, map<string, vector<int>> target_eqnums_arg,
map<string, vector<int>> lhs_arg,
map<string, vector<expr_t>> lhs_expr_t_arg, map<string, vector<bool>> nonstationary_arg)
map<string, vector<int>> lhs_arg, map<string, vector<expr_t>> lhs_expr_t_arg)
{
eqnums = move(eqnums_arg);
target_eqnums = move(target_eqnums_arg);
lhs = move(lhs_arg);
lhs_expr_t = move(lhs_expr_t_arg);
nonstationary = move(nonstationary_arg);
for (const auto &it : eqnums)
{
@ -149,13 +147,6 @@ TrendComponentModelTable::checkModelName(const string &name_arg) const
}
}
vector<bool>
TrendComponentModelTable::getNonstationary(const string &name_arg) const
{
checkModelName(name_arg);
return nonstationary.find(name_arg)->second;
}
vector<int>
TrendComponentModelTable::getNontrendLhs(const string &name_arg) const
{
@ -317,8 +308,8 @@ TrendComponentModelTable::writeOutput(const string &basename, ostream &output) c
output << (it >= 0 ? symbol_table.getTypeSpecificID(it) + 1 : -1) << " ";
output << "];" << endl
<< "M_.trend_component." << name << ".nonstationary = [";
for (auto it : nonstationary.at(name))
output << (it ? "true" : "false") << " ";
for (size_t i = 0; i < diff.at(name).size(); i++)
output << "true ";
output << "];" << endl;
int i = 1;
for (const auto &it : rhs.at(name))
@ -473,13 +464,10 @@ VarModelTable::writeOutput(const string &basename, ostream &output) const
for (const auto &it : diff.at(name))
output << (it ? "true" : "false") << " ";
output << "];" << endl
<< "M_.var." << name << ".nonstationary = M_.var." << name << ".diff;" << endl
<< "M_.var." << name << ".orig_diff_var = [";
for (auto it : orig_diff_var.at(name))
output << (it >= 0 ? symbol_table.getTypeSpecificID(it) + 1 : -1) << " ";
output << "];" << endl
<< "M_.var." << name << ".nonstationary = [";
for (auto it : nonstationary.at(name))
output << (it ? "true" : "false") << " ";
output << "];" << endl;
int i = 1;
for (const auto &it : rhs.at(name))
@ -590,18 +578,19 @@ VarModelTable::setLhsExprT(map<string, vector<expr_t>> lhs_expr_t_arg)
lhs_expr_t = move(lhs_expr_t_arg);
}
void
VarModelTable::setNonstationary(map<string, vector<bool>> nonstationary_arg)
{
nonstationary = move(nonstationary_arg);
}
map<string, vector<int>>
VarModelTable::getEqNums() const
{
return eqnums;
}
vector<bool>
VarModelTable::getDiff(const string &name_arg) const
{
checkModelName(name_arg);
return diff.find(name_arg)->second;
}
vector<int>
VarModelTable::getEqNums(const string &name_arg) const
{
@ -656,13 +645,6 @@ VarModelTable::getLhs(const string &name_arg) const
return lhs.find(name_arg)->second;
}
vector<bool>
VarModelTable::getNonstationary(const string &name_arg) const
{
checkModelName(name_arg);
return nonstationary.find(name_arg)->second;
}
vector<set<pair<int, int>>>
VarModelTable::getRhs(const string &name_arg) const
{

10
src/SubModel.hh
View File

@ -42,7 +42,7 @@ private:
map<string, vector<string>> eqtags, target_eqtags;
map<string, vector<int>> eqnums, target_eqnums, nontarget_eqnums, max_lags, lhs, target_lhs, nontarget_lhs, orig_diff_var;
map<string, vector<set<pair<int, int>>>> rhs;
map<string, vector<bool>> diff, nonstationary;
map<string, vector<bool>> diff;
map<string, vector<expr_t>> lhs_expr_t;
map<string, vector<int>> target_vars;
map<string, map<tuple<int, int, int>, expr_t>> AR; // AR: name -> (eqn, lag, lhs_symb_id) -> expr_t
@ -72,13 +72,12 @@ public:
vector<int> getOrigDiffVar(const string &name_arg) const;
map<string, vector<int>> getNonTargetEqNums() const;
vector<int> getNonTargetEqNums(const string &name_arg) const;
vector<bool> getNonstationary(const string &name_arg) const;
vector<int> getNontrendLhs(const string &name_arg) const;
vector<int> getTargetLhs(const string &name_arg) const;
void setVals(map<string, vector<int>> eqnums_arg, map<string, vector<int>> target_eqnums_arg,
map<string, vector<int>> lhs_arg,
map<string, vector<expr_t>> lhs_expr_t_arg, map<string, vector<bool>> nonstationary_arg);
map<string, vector<expr_t>> lhs_expr_t_arg);
void setRhs(map<string, vector<set<pair<int, int>>>> rhs_arg);
void setMaxLags(map<string, vector<int>> max_lags_arg);
void setDiff(map<string, vector<bool>> diff_arg);
@ -120,7 +119,7 @@ private:
map<string, vector<string>> eqtags;
map<string, vector<int>> eqnums, max_lags, lhs, orig_diff_var;
map<string, vector<set<pair<int, int>>>> rhs;
map<string, vector<bool>> diff, nonstationary;
map<string, vector<bool>> diff;
map<string, vector<expr_t>> lhs_expr_t;
map<string, map<tuple<int, int, int>, expr_t>> AR; // AR: name -> (eqn, lag, lhs_symb_id) -> param_expr_t
public:
@ -136,11 +135,11 @@ public:
map<string, vector<string>> getEqTags() const;
vector<string> getEqTags(const string &name_arg) const;
map<string, vector<int>> getEqNums() const;
vector<bool> getDiff(const string &name_arg) const;
vector<int> getEqNums(const string &name_arg) const;
vector<int> getMaxLags(const string &name_arg) const;
int getMaxLag(const string &name_arg) const;
vector<int> getLhs(const string &name_arg) const;
vector<bool> getNonstationary(const string &name_arg) const;
map<string, pair<SymbolList, int>> getSymbolListAndOrder() const;
vector<set<pair<int, int>>> getRhs(const string &name_arg) const;
vector<expr_t> getLhsExprT(const string &name_arg) const;
@ -149,7 +148,6 @@ public:
void setLhs(map<string, vector<int>> lhs_arg);
void setRhs(map<string, vector<set<pair<int, int>>>> rhs_arg);
void setLhsExprT(map<string, vector<expr_t>> lhs_expr_t_arg);
void setNonstationary(map<string, vector<bool>> nonstationary_arg);
void setDiff(map<string, vector<bool>> diff_arg);
void setMaxLags(map<string, vector<int>> max_lags_arg);
void setOrigDiffVar(map<string, vector<int>> orig_diff_var_arg);