fix bug in columns of EC matrix
parent
0376f7f173
commit
dc9ecbb49a
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@ -3844,25 +3844,32 @@ DynamicModel::fillTrendComponentModelTable() const
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}
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trend_component_model_table.setRhs(rhsr);
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trend_component_model_table.setVals(eqnums, trend_eqnums, lhsr, lhs_expr_tr, nonstationaryr);
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// Fill AR Matrix
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map<string, map<tuple<int, int, int>, expr_t>> ARr, ECr;
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fillAutoregressiveMatrix(ARr, true);
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trend_component_model_table.setAR(ARr);
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fillErrorComponentMatrix(ECr);
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trend_component_model_table.setEC(ECr);
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}
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void
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DynamicModel::fillErrorComponentMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ECr) const
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DynamicModel::fillErrorComponentMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ECr,
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ExprNode::subst_table_t &diff_subst_table) const
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{
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for (const auto & it : trend_component_model_table.getNonTrendEqNums())
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for (const auto & it : trend_component_model_table.getEqNums())
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{
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int i = 0;
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map<tuple<int, int, int>, expr_t> EC;
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vector<int> trend_lhs = trend_component_model_table.getTrendLhs(it.first);
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vector<int> nontrend_eqnums = trend_component_model_table.getNonTrendEqNums(it.first);
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vector<int> undiff_nontrend_lhs = getUndiffLHSForPac(it.first, diff_subst_table);
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vector<int> parsed_undiff_nontrend_lhs;
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for (auto eqn : it.second)
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equations[eqn]->get_arg2()->fillErrorCorrectionRow(i++, trend_lhs, EC);
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{
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if (find(nontrend_eqnums.begin(), nontrend_eqnums.end(), eqn) != nontrend_eqnums.end())
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parsed_undiff_nontrend_lhs.push_back(undiff_nontrend_lhs.at(i));
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i++;
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}
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i = 0;
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for (auto eqn : it.second)
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if (find(nontrend_eqnums.begin(), nontrend_eqnums.end(), eqn) != nontrend_eqnums.end())
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equations[eqn]->get_arg2()->fillErrorCorrectionRow(i++, parsed_undiff_nontrend_lhs, trend_lhs, EC);
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ECr[it.first] = EC;
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}
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}
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@ -3934,6 +3941,16 @@ DynamicModel::fillTrendComponentModelTableFromOrigModel(StaticModel &static_mode
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trend_component_model_table.setOrigDiffVar(orig_diff_var);
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}
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void
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DynamicModel::fillTrendComponentmodelTableAREC(ExprNode::subst_table_t &diff_subst_table) const
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{
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map<string, map<tuple<int, int, int>, expr_t>> ARr, ECr;
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fillAutoregressiveMatrix(ARr, true);
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trend_component_model_table.setAR(ARr);
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fillErrorComponentMatrix(ECr, diff_subst_table);
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trend_component_model_table.setEC(ECr);
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}
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void
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DynamicModel::addEquationsForVar()
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{
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@ -3994,7 +4011,7 @@ DynamicModel::addEquationsForVar()
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vector<int>
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DynamicModel::getUndiffLHSForPac(const string &aux_model_name,
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ExprNode::subst_table_t &diff_subst_table)
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ExprNode::subst_table_t &diff_subst_table) const
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{
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vector<expr_t> lhs_expr_t = trend_component_model_table.getLhsExprT(aux_model_name);
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vector<int> lhs = trend_component_model_table.getLhs(aux_model_name);
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@ -308,11 +308,12 @@ public:
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void fillAutoregressiveMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ARr, bool is_trend_component_model) const;
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//! Fill Error Component Matrix for trend_component_model
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void fillErrorComponentMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ECr) const;
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void fillErrorComponentMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ECr, ExprNode::subst_table_t &diff_subst_table) const;
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//! Fill the Trend Component Model Table
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void fillTrendComponentModelTable() const;
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void fillTrendComponentModelTableFromOrigModel(StaticModel &static_model) const;
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void fillTrendComponentmodelTableAREC(ExprNode::subst_table_t &diff_subst_table) const;
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//! Fill the Var Model Table
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void fillVarModelTable() const;
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@ -447,7 +448,7 @@ public:
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//! Table to undiff LHS variables for pac vector z
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vector<int> getUndiffLHSForPac(const string &aux_model_name,
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ExprNode::subst_table_t &diff_subst_table);
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ExprNode::subst_table_t &diff_subst_table) const;
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//! Transforms the model by replacing trend variables with a 1
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void removeTrendVariableFromEquations();
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114
src/ExprNode.cc
114
src/ExprNode.cc
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@ -701,7 +701,7 @@ NumConstNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<i
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}
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void
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NumConstNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
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NumConstNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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{
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}
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@ -1944,7 +1944,7 @@ VariableNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<i
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}
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void
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VariableNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
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VariableNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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{
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}
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@ -3588,9 +3588,9 @@ UnaryOpNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<in
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}
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void
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UnaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
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UnaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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{
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arg->fillErrorCorrectionRow(eqn, lhs, EC);
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arg->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, EC);
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}
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BinaryOpNode::BinaryOpNode(DataTree &datatree_arg, int idx_arg, const expr_t arg1_arg,
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@ -5500,75 +5500,87 @@ BinaryOpNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<i
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void
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BinaryOpNode::fillErrorCorrectionRowHelper(expr_t arg1, expr_t arg2,
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int eqn,
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const vector<int> &lhs,
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map<tuple<int, int, int>, expr_t> &EC) const
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int eqn,
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const vector<int> &nontrend_lhs,
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const vector<int> &trend_lhs,
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map<tuple<int, int, int>, expr_t> &EC) const
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{
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if (op_code != BinaryOpcode::times)
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return;
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set<pair<int, int>> endogs, tmp;
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arg1->collectDynamicVariables(SymbolType::endogenous, tmp);
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arg1->collectDynamicVariables(SymbolType::exogenous, tmp);
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if (tmp.size() != 0)
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return;
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BinaryOpNode *multiplicandr = dynamic_cast<BinaryOpNode *>(arg2);
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if (multiplicandr == nullptr
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|| multiplicandr->get_op_code() != BinaryOpcode::minus)
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return;
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set<pair<int, int>> endogs, tmp;
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arg2->collectDynamicVariables(SymbolType::endogenous, endogs);
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if (endogs.size() != 2)
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return;
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arg1->collectDynamicVariables(SymbolType::endogenous, tmp);
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arg1->collectDynamicVariables(SymbolType::exogenous, tmp);
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if (tmp.size() != 0)
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arg2->collectDynamicVariables(SymbolType::exogenous, endogs);
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arg2->collectDynamicVariables(SymbolType::parameter, endogs);
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if (endogs.size() != 2)
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return;
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bool encountered_trend_var = false;
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int lhs_symb_id = -1;
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int endog1, lag1, endog2, lag2;
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tie(endog1, lag1) = *endogs.begin();
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tie(endog2, lag2) = *next(endogs.begin(), 1);
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int orig_endog1 = endog1;
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int orig_endog2 = endog2;
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bool isauxvar1 = datatree.symbol_table.isAuxiliaryVariable(endog1);
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endog1 = isauxvar1 ?
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datatree.symbol_table.getOrigSymbIdForDiffAuxVar(endog1) : endog1;
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bool isauxvar2 = datatree.symbol_table.isAuxiliaryVariable(endog2);
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endog2 = isauxvar2 ?
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datatree.symbol_table.getOrigSymbIdForDiffAuxVar(endog2) : endog2;
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int max_lag = 0;
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for (const auto & it : endogs)
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int colidx = -1;
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if (find(nontrend_lhs.begin(), nontrend_lhs.end(), endog1) != nontrend_lhs.end())
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{
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bool isauxvar = datatree.symbol_table.isAuxiliaryVariable(it.first);
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int tmp_symb_id = isauxvar ?
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datatree.symbol_table.getOrigSymbIdForDiffAuxVar(it.first) : it.first;
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if (find(lhs.begin(), lhs.end(), tmp_symb_id) != lhs.end())
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if (encountered_trend_var)
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{
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cerr << "BinaryOpNode::fillErrorCorrectionRowHelper: Error filling EC matrix: "
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<< "two trend variables encountered in EC term" << endl;
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exit(EXIT_FAILURE);
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}
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else
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{
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encountered_trend_var = true;
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lhs_symb_id = tmp_symb_id;
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int tmp_lag = it.second;
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if (isauxvar)
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tmp_lag = -1 * datatree.symbol_table.getOrigLeadLagForDiffAuxVar(it.first);
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if (tmp_lag < max_lag)
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max_lag = tmp_lag;
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}
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colidx = (int) distance(nontrend_lhs.begin(), find(nontrend_lhs.begin(), nontrend_lhs.end(), endog1));
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int tmp_lag = lag2;
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if (isauxvar2)
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tmp_lag = -1 * datatree.symbol_table.getOrigLeadLagForDiffAuxVar(orig_endog2);
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if (tmp_lag < max_lag)
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max_lag = tmp_lag;
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}
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if (!encountered_trend_var)
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else if (find(nontrend_lhs.begin(), nontrend_lhs.end(), endog2) != nontrend_lhs.end())
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{
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colidx = (int) distance(nontrend_lhs.begin(), find(nontrend_lhs.begin(), nontrend_lhs.end(), endog2));
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int tmp_lag = lag1;
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if (isauxvar1)
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tmp_lag = -1 * datatree.symbol_table.getOrigLeadLagForDiffAuxVar(orig_endog1);
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if (tmp_lag < max_lag)
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max_lag = tmp_lag;
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}
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else
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return;
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if (EC.find(make_tuple(eqn, -max_lag, lhs_symb_id)) != EC.end())
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if (EC.find(make_tuple(eqn, -max_lag, colidx)) != EC.end())
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{
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cerr << "BinaryOpNode::fillErrorCorrectionRowHelper: Error filling EC matrix: "
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<< "lag/symb_id encountered more than once in equtaion" << endl;
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exit(EXIT_FAILURE);
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}
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EC[make_tuple(eqn, -max_lag, lhs_symb_id)] = arg1;
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EC[make_tuple(eqn, -max_lag, colidx)] = arg1;
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}
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void
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BinaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
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BinaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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{
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fillErrorCorrectionRowHelper(arg1, arg2, eqn, lhs, EC);
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fillErrorCorrectionRowHelper(arg2, arg1, eqn, lhs, EC);
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arg1->fillErrorCorrectionRow(eqn, lhs, EC);
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arg2->fillErrorCorrectionRow(eqn, lhs, EC);
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fillErrorCorrectionRowHelper(arg1, arg2, eqn, nontrend_lhs, trend_lhs, EC);
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fillErrorCorrectionRowHelper(arg2, arg1, eqn, nontrend_lhs, trend_lhs, EC);
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arg1->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, EC);
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arg2->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, EC);
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}
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void
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@ -6531,11 +6543,11 @@ TrinaryOpNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<
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}
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void
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TrinaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
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TrinaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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{
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arg1->fillErrorCorrectionRow(eqn, lhs, EC);
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arg2->fillErrorCorrectionRow(eqn, lhs, EC);
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arg3->fillErrorCorrectionRow(eqn, lhs, EC);
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arg1->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, EC);
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arg2->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, EC);
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arg3->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, EC);
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}
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AbstractExternalFunctionNode::AbstractExternalFunctionNode(DataTree &datatree_arg,
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@ -7152,7 +7164,7 @@ AbstractExternalFunctionNode::fillAutoregressiveRow(int eqn, const vector<int> &
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}
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void
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AbstractExternalFunctionNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
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AbstractExternalFunctionNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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{
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cerr << "External functions not supported in Trend Component Models" << endl;
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exit(EXIT_FAILURE);
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@ -8639,7 +8651,7 @@ VarExpectationNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<t
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}
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void
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VarExpectationNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
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VarExpectationNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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{
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cerr << "Var Expectation not supported in Trend Component Models" << endl;
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exit(EXIT_FAILURE);
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@ -9133,7 +9145,7 @@ PacExpectationNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<t
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}
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void
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PacExpectationNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
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PacExpectationNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
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{
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cerr << "Pac Expectation not supported in Trend Component Models" << endl;
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exit(EXIT_FAILURE);
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@ -572,7 +572,8 @@ class ExprNode
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virtual void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const = 0;
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//! Fills the EC matrix structure
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virtual void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const = 0;
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virtual void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs,
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map<tuple<int, int, int>, expr_t> &EC) const = 0;
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//! Returns true if PacExpectationNode encountered
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virtual bool containsPacExpectation(const string &pac_model_name = "") const = 0;
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@ -661,7 +662,7 @@ public:
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void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> ¶ms_vars_and_scaling_factor_arg) override;
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void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
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void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
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void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
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void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
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bool containsPacExpectation(const string &pac_model_name = "") const override;
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void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
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¶ms_vars_and_scaling_factor) const override;
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@ -762,7 +763,7 @@ public:
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void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> ¶ms_vars_and_scaling_factor_arg) override;
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void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
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void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
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void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
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void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
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bool containsPacExpectation(const string &pac_model_name = "") const override;
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void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
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¶ms_vars_and_scaling_factor) const override;
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@ -887,7 +888,7 @@ public:
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void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> ¶ms_vars_and_scaling_factor_arg) override;
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void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
|
||||
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
||||
void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
|
||||
¶ms_vars_and_scaling_factor) const override;
|
||||
|
@ -1043,8 +1044,9 @@ public:
|
|||
int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const;
|
||||
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
|
||||
void fillErrorCorrectionRowHelper(expr_t arg1, expr_t arg2,
|
||||
int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs,
|
||||
map<tuple<int, int, int>, expr_t> &AR) const;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
||||
void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
|
||||
set<pair<int, pair<int, int>>> ¶ms_and_vars) const override;
|
||||
|
@ -1153,7 +1155,7 @@ public:
|
|||
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> ¶ms_vars_and_scaling_factor_arg) override;
|
||||
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
|
||||
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
||||
void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
|
||||
¶ms_vars_and_scaling_factor) const override;
|
||||
|
@ -1276,7 +1278,7 @@ public:
|
|||
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> ¶ms_vars_and_scaling_factor_arg) override;
|
||||
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
|
||||
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
||||
void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
|
||||
¶ms_vars_and_scaling_factor) const override;
|
||||
|
@ -1486,7 +1488,7 @@ public:
|
|||
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> ¶ms_vars_and_scaling_factor_arg) override;
|
||||
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
|
||||
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
||||
void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
|
||||
¶ms_vars_and_scaling_factor) const override;
|
||||
|
@ -1584,7 +1586,7 @@ public:
|
|||
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> ¶ms_vars_and_scaling_factor_arg) override;
|
||||
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
|
||||
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
|
||||
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
||||
void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
|
||||
¶ms_vars_and_scaling_factor) const override;
|
||||
|
|
|
@ -396,6 +396,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
|
|||
// Fill Trend Component Model Table
|
||||
dynamic_model.fillTrendComponentModelTable();
|
||||
original_model.fillTrendComponentModelTableFromOrigModel(diff_static_model);
|
||||
dynamic_model.fillTrendComponentmodelTableAREC(diff_subst_table);
|
||||
dynamic_model.fillVarModelTable();
|
||||
original_model.fillVarModelTableFromOrigModel(diff_static_model);
|
||||
|
||||
|
|
|
@ -356,9 +356,8 @@ TrendComponentModelTable::writeOutput(const string &basename, ostream &output) c
|
|||
<< " ec = zeros(" << nontrend_lhs_vec.size() << ", " << nontrend_lhs_vec.size() << ", 1);" << endl;
|
||||
for (const auto & it : EC.at(name))
|
||||
{
|
||||
int eqn, lag, lhs_symb_id;
|
||||
tie (eqn, lag, lhs_symb_id) = it.first;
|
||||
int colidx = (int) distance(trend_lhs_vec.begin(), find(trend_lhs_vec.begin(), trend_lhs_vec.end(), lhs_symb_id));
|
||||
int eqn, lag, colidx;
|
||||
tie (eqn, lag, colidx) = it.first;
|
||||
ar_ec_output << " ec(" << eqn + 1 << ", " << colidx + 1 << ", 1) = ";
|
||||
it.second->writeOutput(ar_ec_output, ExprNodeOutputType::matlabDynamicModel);
|
||||
ar_ec_output << ";" << endl;
|
||||
|
|
|
@ -45,7 +45,8 @@ private:
|
|||
map<string, vector<bool>> diff, nonstationary;
|
||||
map<string, vector<expr_t>> lhs_expr_t;
|
||||
map<string, vector<int>> trend_vars;
|
||||
map<string, map<tuple<int, int, int>, expr_t>> AR, EC; // AR/EC: name -> (eqn, lag, lhs_symb_id) -> expr_t
|
||||
map<string, map<tuple<int, int, int>, expr_t>> AR; // AR: name -> (eqn, lag, lhs_symb_id) -> expr_t
|
||||
map<string, map<tuple<int, int, int>, expr_t>> EC; // EC: name -> (eqn, lag, col) -> expr_t
|
||||
public:
|
||||
TrendComponentModelTable(SymbolTable &symbol_table_arg);
|
||||
|
||||
|
|
Loading…
Reference in New Issue