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VAR models: add a parameter representing the constant in the development of the pac_expectation operator

var-models
Sébastien Villemot 2021-07-21 12:23:50 +02:00 committed by Stéphane Adjemian (Ryûk)
parent da9e0acc2d
commit e1f7d8c735
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
1 changed files with 44 additions and 22 deletions
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66
src/DynamicModel.cc
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@ -4222,36 +4222,58 @@ DynamicModel::fillPacModelInfo(const string &pac_model_name,
string standard_eqtag = pac_models_and_eqtags.second.first;
expr_t subExpr = Zero;
if (stationary_vars_present)
for (int i = 1; i < max_lag + 1; i++)
for (auto lhsit : lhs)
{
if (aux_model_type == "var")
{
stringstream param_name_h0;
param_name_h0 << "h0_" << pac_model_name
<< "_" << standard_eqtag
<< "_var_" << symbol_table.getName(lhsit)
<< "_lag_" << i;
int new_param_symb_id = symbol_table.addSymbol(param_name_h0.str(), SymbolType::parameter);
/* If the auxiliary model is a VAR, add a parameter corresponding
to the constant. */
string param_name_h0 = "h0_" + pac_model_name + "_" + standard_eqtag + "_constant";
int new_param_symb_id = symbol_table.addSymbol(param_name_h0, SymbolType::parameter);
pac_h0_indices[{pac_model_name, standard_eqtag}].push_back(new_param_symb_id);
subExpr = AddPlus(subExpr,
AddTimes(AddVariable(new_param_symb_id),
AddVariable(lhsit, -i)));
subExpr = AddPlus(subExpr, AddVariable(new_param_symb_id));
}
for (int i = 1; i < max_lag + 1; i++)
for (auto lhsit : lhs)
{
stringstream param_name_h0;
param_name_h0 << "h0_" << pac_model_name
<< "_" << standard_eqtag
<< "_var_" << symbol_table.getName(lhsit)
<< "_lag_" << i;
int new_param_symb_id = symbol_table.addSymbol(param_name_h0.str(), SymbolType::parameter);
pac_h0_indices[{pac_model_name, standard_eqtag}].push_back(new_param_symb_id);
subExpr = AddPlus(subExpr,
AddTimes(AddVariable(new_param_symb_id),
AddVariable(lhsit, -i)));
}
}
if (nonstationary_vars_present)
for (int i = 1; i < max_lag + 1; i++)
for (auto lhsit : lhs)
{
if (aux_model_type == "var")
{
stringstream param_name_h1;
param_name_h1 << "h1_" << pac_model_name
<< "_" << standard_eqtag
<< "_var_" << symbol_table.getName(lhsit)
<< "_lag_" << i;
int new_param_symb_id = symbol_table.addSymbol(param_name_h1.str(), SymbolType::parameter);
/* If the auxiliary model is a VAR, add a parameter corresponding
to the constant. */
string param_name_h1 = "h1_" + pac_model_name + "_" + standard_eqtag + "_constant";
int new_param_symb_id = symbol_table.addSymbol(param_name_h1, SymbolType::parameter);
pac_h1_indices[{pac_model_name, standard_eqtag}].push_back(new_param_symb_id);
subExpr = AddPlus(subExpr,
AddTimes(AddVariable(new_param_symb_id),
AddVariable(lhsit, -i)));
subExpr = AddPlus(subExpr, AddVariable(new_param_symb_id));
}
for (int i = 1; i < max_lag + 1; i++)
for (auto lhsit : lhs)
{
stringstream param_name_h1;
param_name_h1 << "h1_" << pac_model_name
<< "_" << standard_eqtag
<< "_var_" << symbol_table.getName(lhsit)
<< "_lag_" << i;
int new_param_symb_id = symbol_table.addSymbol(param_name_h1.str(), SymbolType::parameter);
pac_h1_indices[{pac_model_name, standard_eqtag}].push_back(new_param_symb_id);
subExpr = AddPlus(subExpr,
AddTimes(AddVariable(new_param_symb_id),
AddVariable(lhsit, -i)));
}
}
if (growth)
subExpr = AddPlus(subExpr,