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pac_expectation: fix substitution

issue#70
Houtan Bastani 2018-02-09 16:57:12 +01:00
parent fa96ccbd7a
commit cb411e5642
5 changed files with 42 additions and 38 deletions
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3
DynamicModel.cc
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@ -3384,11 +3384,12 @@ DynamicModel::addEquationsForVar(map<string, pair<SymbolList, int> > &var_model_
void void
DynamicModel::fillPacExpectationVarInfo(string &var_model_name, DynamicModel::fillPacExpectationVarInfo(string &var_model_name,
vector<int> &lhs,
map<int, set<int > > &rhs, map<int, set<int > > &rhs,
vector<bool> &nonstationary) vector<bool> &nonstationary)
{ {
for (size_t i = 0; i < equations.size(); i++) for (size_t i = 0; i < equations.size(); i++)
equations[i]->fillPacExpectationVarInfo(var_model_name, rhs, nonstationary); equations[i]->fillPacExpectationVarInfo(var_model_name, lhs, rhs, nonstationary);
} }
void void

1
DynamicModel.hh
View File

@ -299,6 +299,7 @@ public:
void addEquationsForVar(map<string, pair<SymbolList, int> > &var_model_info); void addEquationsForVar(map<string, pair<SymbolList, int> > &var_model_info);
//! Add var_model info to pac_expectation nodes //! Add var_model info to pac_expectation nodes
void fillPacExpectationVarInfo(string &var_model_name, void fillPacExpectationVarInfo(string &var_model_name,
vector<int> &lhs,
map<int, set<int > > &rhs, map<int, set<int > > &rhs,
vector<bool> &nonstationary); vector<bool> &nonstationary);
//! Substitutes pac_expectation operator //! Substitutes pac_expectation operator

55
ExprNode.cc
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@ -579,7 +579,7 @@ NumConstNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mo
} }
void void
NumConstNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg) NumConstNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{ {
} }
@ -1635,7 +1635,7 @@ VariableNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mo
} }
void void
VariableNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg) VariableNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{ {
} }
@ -3032,9 +3032,9 @@ UnaryOpNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mod
} }
void void
UnaryOpNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg) UnaryOpNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{ {
arg->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg); arg->fillPacExpectationVarInfo(var_model_name_arg, lhs_arg, rhs_arg, nonstationary_arg);
} }
bool bool
@ -4568,10 +4568,10 @@ BinaryOpNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mo
} }
void void
BinaryOpNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg) BinaryOpNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{ {
arg1->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg); arg1->fillPacExpectationVarInfo(var_model_name_arg, lhs_arg, rhs_arg, nonstationary_arg);
arg2->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg); arg2->fillPacExpectationVarInfo(var_model_name_arg, lhs_arg, rhs_arg, nonstationary_arg);
} }
bool bool
@ -5344,11 +5344,11 @@ TrinaryOpNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_m
} }
void void
TrinaryOpNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg) TrinaryOpNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{ {
arg1->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg); arg1->fillPacExpectationVarInfo(var_model_name_arg, lhs_arg, rhs_arg, nonstationary_arg);
arg2->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg); arg2->fillPacExpectationVarInfo(var_model_name_arg, lhs_arg, rhs_arg, nonstationary_arg);
arg3->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg); arg3->fillPacExpectationVarInfo(var_model_name_arg, lhs_arg, rhs_arg, nonstationary_arg);
} }
bool bool
@ -5718,10 +5718,10 @@ AbstractExternalFunctionNode::setVarExpectationIndex(map<string, pair<SymbolList
} }
void void
AbstractExternalFunctionNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg) AbstractExternalFunctionNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{ {
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++)
(*it)->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg); (*it)->fillPacExpectationVarInfo(var_model_name_arg, lhs_arg, rhs_arg, nonstationary_arg);
} }
bool bool
@ -7189,7 +7189,7 @@ VarExpectationNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &
} }
void void
VarExpectationNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg) VarExpectationNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{ {
} }
@ -7554,11 +7554,13 @@ PacExpectationNode::writeJsonOutput(ostream &output,
} }
void void
PacExpectationNode::fillPacExpectationVarInfo(string &var_model_name_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg) PacExpectationNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg,
map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{ {
if (var_model_name != var_model_name_arg) if (var_model_name != var_model_name_arg)
return; return;
lhs = lhs_arg;
z_vec = rhs_arg; z_vec = rhs_arg;
for (vector<bool>::const_iterator it = nonstationary_arg.begin(); for (vector<bool>::const_iterator it = nonstationary_arg.begin();
@ -7581,37 +7583,36 @@ PacExpectationNode::substitutePacExpectation(map<const PacExpectationNode *, con
if (myit != subst_table.end()) if (myit != subst_table.end())
return const_cast<BinaryOpNode *>(myit->second); return const_cast<BinaryOpNode *>(myit->second);
int maxlag = z_vec.size();
expr_t subExpr = datatree.AddNonNegativeConstant("0"); expr_t subExpr = datatree.AddNonNegativeConstant("0");
if (stationary_vars_present) if (stationary_vars_present)
for (map<int, set<int> >::const_iterator it = z_vec.begin(); for (int i = 1; i < maxlag + 1; i++)
it != z_vec.end(); it++) for (vector<int>::const_iterator it = lhs.begin(); it != lhs.end(); it++)
for (set<int>::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
{ {
stringstream param_name_h0; stringstream param_name_h0;
param_name_h0 << "h0_" << model_name param_name_h0 << "h0_" << model_name
<< "_var_" << datatree.symbol_table.getName(*it1) << "_var_" << datatree.symbol_table.getName(*it)
<< "_lag_" << it->first; << "_lag_" << i;
int new_param_symb_id = datatree.symbol_table.addSymbol(param_name_h0.str(), eParameter); int new_param_symb_id = datatree.symbol_table.addSymbol(param_name_h0.str(), eParameter);
h0_indices.push_back(new_param_symb_id); h0_indices.push_back(new_param_symb_id);
subExpr = datatree.AddPlus(subExpr, subExpr = datatree.AddPlus(subExpr,
datatree.AddTimes(datatree.AddVariable(new_param_symb_id), datatree.AddTimes(datatree.AddVariable(new_param_symb_id),
datatree.AddVariable(*it1, it->first))); datatree.AddVariable(*it, i)));
} }
if (nonstationary_vars_present) if (nonstationary_vars_present)
for (map<int, set<int > >::const_iterator it = z_vec.begin(); for (int i = 1; i < maxlag + 1; i++)
it != z_vec.end(); it++) for (vector<int>::const_iterator it = lhs.begin(); it != lhs.end(); it++)
for (set<int>::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
{ {
stringstream param_name_h1; stringstream param_name_h1;
param_name_h1 << "h1_" << model_name param_name_h1 << "h1_" << model_name
<< "_var_" << datatree.symbol_table.getName(*it1) << "_var_" << datatree.symbol_table.getName(*it)
<< "_lag_" << it->first; << "_lag_" << i;
int new_param_symb_id = datatree.symbol_table.addSymbol(param_name_h1.str(), eParameter); int new_param_symb_id = datatree.symbol_table.addSymbol(param_name_h1.str(), eParameter);
h1_indices.push_back(new_param_symb_id); h1_indices.push_back(new_param_symb_id);
subExpr = datatree.AddPlus(subExpr, subExpr = datatree.AddPlus(subExpr,
datatree.AddTimes(datatree.AddVariable(new_param_symb_id), datatree.AddTimes(datatree.AddVariable(new_param_symb_id),
datatree.AddVariable(*it1, it->first))); datatree.AddVariable(*it, i)));
} }
growth_param_index = datatree.symbol_table.addSymbol(model_name + growth_param_index = datatree.symbol_table.addSymbol(model_name +

19
ExprNode.hh
View File

@ -490,7 +490,7 @@ class ExprNode
virtual bool isVarModelReferenced(const string &model_info_name) const = 0; virtual bool isVarModelReferenced(const string &model_info_name) const = 0;
//! Fills var_model info for pac_expectation node //! Fills var_model info for pac_expectation node
virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg) = 0; virtual void fillPacExpectationVarInfo(string &var_model_name, vector<int> &lhs, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg) = 0;
//! Fills map //! Fills map
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const = 0; virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const = 0;
@ -560,7 +560,7 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const; virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const; virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info); virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const; virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const; virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
virtual expr_t substituteStaticAuxiliaryVariable() const; virtual expr_t substituteStaticAuxiliaryVariable() const;
@ -639,7 +639,7 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const; virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const; virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info); virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const; virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const; virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
//! Substitute auxiliary variables by their expression in static model //! Substitute auxiliary variables by their expression in static model
@ -741,7 +741,7 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const; virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const; virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info); virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const; virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const; virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
//! Substitute auxiliary variables by their expression in static model //! Substitute auxiliary variables by their expression in static model
@ -861,7 +861,7 @@ public:
expr_t getNonZeroPartofEquation() const; expr_t getNonZeroPartofEquation() const;
virtual bool isInStaticForm() const; virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info); virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const; virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const; virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
//! Substitute auxiliary variables by their expression in static model //! Substitute auxiliary variables by their expression in static model
@ -949,7 +949,7 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const; virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const; virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info); virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const; virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const; virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
//! Substitute auxiliary variables by their expression in static model //! Substitute auxiliary variables by their expression in static model
@ -1045,7 +1045,7 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const; virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const; virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info); virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const; virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const; virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
//! Substitute auxiliary variables by their expression in static model //! Substitute auxiliary variables by their expression in static model
@ -1234,7 +1234,7 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const; virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const; virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info); virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const; virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const; virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
virtual expr_t substituteStaticAuxiliaryVariable() const; virtual expr_t substituteStaticAuxiliaryVariable() const;
@ -1247,6 +1247,7 @@ private:
const string model_name, var_model_name; const string model_name, var_model_name;
const int discount_symb_id, growth_symb_id; const int discount_symb_id, growth_symb_id;
bool stationary_vars_present, nonstationary_vars_present; bool stationary_vars_present, nonstationary_vars_present;
vector<int> lhs;
map<int, set<int > > z_vec; // lag -> set< symb_id > (all vars that appear at a given lag) map<int, set<int > > z_vec; // lag -> set< symb_id > (all vars that appear at a given lag)
vector<int> h0_indices, h1_indices; vector<int> h0_indices, h1_indices;
int growth_param_index; int growth_param_index;
@ -1304,7 +1305,7 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const; virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const; virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info); virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const; virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const; virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
virtual expr_t substituteStaticAuxiliaryVariable() const; virtual expr_t substituteStaticAuxiliaryVariable() const;

2
ModFile.cc
View File

@ -389,7 +389,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
map<int, set<int > > rhs_pac; map<int, set<int > > rhs_pac;
vms->getVarModelName(var_model_name); vms->getVarModelName(var_model_name);
vms->getVarModelRHS(rhs_pac); vms->getVarModelRHS(rhs_pac);
dynamic_model.fillPacExpectationVarInfo(var_model_name, rhs_pac, nonstationary); dynamic_model.fillPacExpectationVarInfo(var_model_name, lhs, rhs_pac, nonstationary);
dynamic_model.substitutePacExpectation(); dynamic_model.substitutePacExpectation();
} }
} }