/* * Copyright (C) 2007-2018 Dynare Team * * This file is part of Dynare. * * Dynare is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * Dynare is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with Dynare. If not, see . */ #ifndef _EXPR_NODE_HH #define _EXPR_NODE_HH #include #include #include #include using namespace std; #include "SymbolTable.hh" #include "CodeInterpreter.hh" #include "ExternalFunctionsTable.hh" #include "SymbolList.hh" class DataTree; class VariableNode; class BinaryOpNode; class PacExpectationNode; typedef class ExprNode *expr_t; struct ExprNodeLess; //! Type for set of temporary terms /*! They are ordered by index number thanks to ExprNodeLess */ typedef set temporary_terms_t; //! set of temporary terms used in a block typedef set temporary_terms_inuse_t; typedef map map_idx_t; //! Type for evaluation contexts /*! The key is a symbol id. Lags are assumed to be null */ typedef map eval_context_t; //! Type for tracking first/second derivative functions that have already been written as temporary terms typedef map >, int> deriv_node_temp_terms_t; //! Possible types of output when writing ExprNode(s) enum ExprNodeOutputType { oMatlabStaticModel, //!< Matlab code, static model oMatlabDynamicModel, //!< Matlab code, dynamic model oMatlabStaticModelSparse, //!< Matlab code, static block decomposed model oMatlabDynamicModelSparse, //!< Matlab code, dynamic block decomposed model oCDynamicModel, //!< C code, dynamic model oCDynamic2Model, //!< C code, dynamic model, alternative numbering of endogenous variables oCStaticModel, //!< C code, static model oJuliaStaticModel, //!< Julia code, static model oJuliaDynamicModel, //!< Julia code, dynamic model oMatlabOutsideModel, //!< Matlab code, outside model block (for example in initval) oLatexStaticModel, //!< LaTeX code, static model oLatexDynamicModel, //!< LaTeX code, dynamic model oLatexDynamicSteadyStateOperator, //!< LaTeX code, dynamic model, inside a steady state operator oMatlabDynamicSteadyStateOperator, //!< Matlab code, dynamic model, inside a steady state operator oMatlabDynamicSparseSteadyStateOperator, //!< Matlab code, dynamic block decomposed model, inside a steady state operator oCDynamicSteadyStateOperator, //!< C code, dynamic model, inside a steady state operator oJuliaDynamicSteadyStateOperator, //!< Julia code, dynamic model, inside a steady state operator oSteadyStateFile, //!< Matlab code, in the generated steady state file oCSteadyStateFile, //!< C code, in the generated steady state file oJuliaSteadyStateFile //!< Julia code, in the generated steady state file }; #define IS_MATLAB(output_type) ((output_type) == oMatlabStaticModel \ || (output_type) == oMatlabDynamicModel \ || (output_type) == oMatlabOutsideModel \ || (output_type) == oMatlabStaticModelSparse \ || (output_type) == oMatlabDynamicModelSparse \ || (output_type) == oMatlabDynamicSteadyStateOperator \ || (output_type) == oMatlabDynamicSparseSteadyStateOperator \ || (output_type) == oSteadyStateFile) #define IS_JULIA(output_type) ((output_type) == oJuliaStaticModel \ || (output_type) == oJuliaDynamicModel \ || (output_type) == oJuliaDynamicSteadyStateOperator \ || (output_type) == oJuliaSteadyStateFile) #define IS_C(output_type) ((output_type) == oCDynamicModel \ || (output_type) == oCDynamic2Model \ || (output_type) == oCStaticModel \ || (output_type) == oCDynamicSteadyStateOperator \ || (output_type) == oCSteadyStateFile) #define IS_LATEX(output_type) ((output_type) == oLatexStaticModel \ || (output_type) == oLatexDynamicModel \ || (output_type) == oLatexDynamicSteadyStateOperator) /* Equal to 1 for Matlab langage or Julia, or to 0 for C language. Not defined for LaTeX. In Matlab and Julia, array indexes begin at 1, while they begin at 0 in C */ #define ARRAY_SUBSCRIPT_OFFSET(output_type) ((int) (IS_MATLAB(output_type) || IS_JULIA(output_type))) // Left and right array subscript delimiters: '(' and ')' for Matlab, '[' and ']' for C #define LEFT_ARRAY_SUBSCRIPT(output_type) (IS_MATLAB(output_type) ? '(' : '[') #define RIGHT_ARRAY_SUBSCRIPT(output_type) (IS_MATLAB(output_type) ? ')' : ']') // Left and right parentheses #define LEFT_PAR(output_type) (IS_LATEX(output_type) ? "\\left(" : "(") #define RIGHT_PAR(output_type) (IS_LATEX(output_type) ? "\\right)" : ")") // Computing cost above which a node can be declared a temporary term #define MIN_COST_MATLAB (40*90) #define MIN_COST_C (40*4) #define MIN_COST(is_matlab) ((is_matlab) ? MIN_COST_MATLAB : MIN_COST_C) //! Base class for expression nodes class ExprNode { friend class DataTree; friend class DynamicModel; friend class StaticModel; friend class ModelTree; friend struct ExprNodeLess; friend class NumConstNode; friend class VariableNode; friend class UnaryOpNode; friend class BinaryOpNode; friend class TrinaryOpNode; friend class AbstractExternalFunctionNode; friend class VarExpectationNode; friend class PacExpectationNode; private: //! Computes derivative w.r. to a derivation ID (but doesn't store it in derivatives map) /*! You shoud use getDerivative() to get the benefit of symbolic a priori and of caching */ virtual expr_t computeDerivative(int deriv_id) = 0; protected: //! Reference to the enclosing DataTree DataTree &datatree; //! Index number int idx; //! Is the data member non_null_derivatives initialized ? bool preparedForDerivation; //! Set of derivation IDs with respect to which the derivative is potentially non-null set non_null_derivatives; //! Used for caching of first order derivatives (when non-null) map derivatives; //! Cost of computing current node /*! Nodes included in temporary_terms are considered having a null cost */ virtual int cost(int cost, bool is_matlab) const; virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const; virtual int cost(const map &temp_terms_map, bool is_matlab) const; //! For creating equation cross references struct EquationInfo { set > param; set > endo; set > exo; set > exo_det; }; public: ExprNode(DataTree &datatree_arg); virtual ~ExprNode(); //! Initializes data member non_null_derivatives virtual void prepareForDerivation() = 0; //! Returns derivative w.r. to derivation ID /*! Uses a symbolic a priori to pre-detect null derivatives, and caches the result for other derivatives (to avoid computing it several times) For an equal node, returns the derivative of lhs minus rhs */ expr_t getDerivative(int deriv_id); //! Computes derivatives by applying the chain rule for some variables /*! \param deriv_id The derivation ID with respect to which we are derivating \param recursive_variables Contains the derivation ID for which chain rules must be applied. Keys are derivation IDs, values are equations of the form x=f(y) where x is the key variable and x doesn't appear in y */ virtual expr_t getChainRuleDerivative(int deriv_id, const map &recursive_variables) = 0; //! Returns precedence of node /*! Equals 100 for constants, variables, unary ops, and temporary terms */ virtual int precedence(ExprNodeOutputType output_t, const temporary_terms_t &temporary_terms) const; //! Fills temporary_terms set, using reference counts /*! A node will be marked as a temporary term if it is referenced at least two times (i.e. has at least two parents), and has a computing cost (multiplied by reference count) greater to datatree.min_cost */ virtual void computeTemporaryTerms(map > &reference_count, map &temp_terms_map, bool is_matlab, NodeTreeReference tr) const; //! Writes output of node, using a Txxx notation for nodes in temporary_terms, and specifiying the set of already written external functions /*! \param[in] output the output stream \param[in] output_type the type of output (MATLAB, C, LaTeX...) \param[in] temporary_terms the nodes that are marked as temporary terms \param[in,out] tef_terms the set of already written external function nodes */ virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const = 0; //! returns true if the expr node contains an external function virtual bool containsExternalFunction() const = 0; //! Writes output of node (with no temporary terms and with "outside model" output type) void writeOutput(ostream &output) const; //! Writes output of node (with no temporary terms) void writeOutput(ostream &output, ExprNodeOutputType output_type) const; //! Writes output of node, using a Txxx notation for nodes in temporary_terms void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const; //! Writes output of node in JSON syntax virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic = true) const = 0; virtual int precedenceJson(const temporary_terms_t &temporary_terms) const; //! Writes the output for an external function, ensuring that the external function is called as few times as possible using temporary terms virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; //! Write the JSON output of an external function in a string vector //! Allows the insertion of commas if necessary virtual void writeJsonExternalFunctionOutput(vector &efout, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic = true) const; virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; //! Computes the set of all variables of a given symbol type in the expression (with information on lags) /*! Variables are stored as integer pairs of the form (symb_id, lag). They are added to the set given in argument. Note that model local variables are substituted by their expression in the computation (and added if type_arg = ModelLocalVariable). */ virtual void collectDynamicVariables(SymbolType type_arg, set > &result) const = 0; //! Computes the set of all variables of a given symbol type in the expression (without information on lags) /*! Variables are stored as symb_id. They are added to the set given in argument. Note that model local variables are substituted by their expression in the computation (and added if type_arg = ModelLocalVariable). */ void collectVariables(SymbolType type_arg, set &result) const; //! Computes the set of endogenous variables in the expression /*! Endogenous are stored as integer pairs of the form (type_specific_id, lag). They are added to the set given in argument. Note that model local variables are substituted by their expression in the computation. */ virtual void collectEndogenous(set > &result) const; //! Computes the set of exogenous variables in the expression /*! Exogenous are stored as integer pairs of the form (type_specific_id, lag). They are added to the set given in argument. Note that model local variables are substituted by their expression in the computation. */ virtual void collectExogenous(set > &result) const; virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const = 0; virtual void computeTemporaryTerms(map &reference_count, temporary_terms_t &temporary_terms, map > &first_occurence, int Curr_block, vector< vector > &v_temporary_terms, int equation) const; class EvalException { }; class EvalExternalFunctionException : public EvalException { }; virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException) = 0; virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const = 0; void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic) const; //! Creates a static version of this node /*! This method duplicates the current node by creating a similar node from which all leads/lags have been stripped, adds the result in the static_datatree argument (and not in the original datatree), and returns it. */ virtual expr_t toStatic(DataTree &static_datatree) const = 0; /*! Compute cross references for equations */ // virtual void computeXrefs(set ¶m, set &endo, set &exo, set &exo_det) const = 0; virtual void computeXrefs(EquationInfo &ei) const = 0; //! Try to normalize an equation linear in its endogenous variable virtual pair normalizeEquation(int symb_id_endo, vector > > &List_of_Op_RHS) const = 0; //! Returns the maximum lead of endogenous in this expression /*! Always returns a non-negative value */ virtual int maxEndoLead() const = 0; //! Returns the maximum lead of exogenous in this expression /*! Always returns a non-negative value */ virtual int maxExoLead() const = 0; //! Returns the maximum lag of endogenous in this expression /*! Always returns a non-negative value */ virtual int maxEndoLag() const = 0; //! Returns the maximum lag of exogenous in this expression /*! Always returns a non-negative value */ virtual int maxExoLag() const = 0; //! Returns the relative period of the most forward term in this expression /*! A negative value means that the expression contains only lagged variables */ virtual int maxLead() const = 0; //! Returns a new expression where all the leads/lags have been shifted backwards by the same amount /*! Only acts on endogenous, exogenous, exogenous det \param[in] n The number of lags by which to shift \return The same expression except that leads/lags have been shifted backwards */ virtual expr_t decreaseLeadsLags(int n) const = 0; //! Type for the substitution map used in the process of creating auxiliary vars for leads >= 2 typedef map subst_table_t; //! Type for the substitution map used in the process of substituting adl/diff expressions // typedef map subst_table_diff_t; typedef map subst_table_adl_t; //! Creates auxiliary endo lead variables corresponding to this expression /*! If maximum endogenous lead >= 3, this method will also create intermediary auxiliary var, and will add the equations of the form aux1 = aux2(+1) to the substitution table. \pre This expression is assumed to have maximum endogenous lead >= 2 \param[in,out] subst_table The table to which new auxiliary variables and their correspondance will be added \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables. \return The new variable node corresponding to the current expression */ VariableNode *createEndoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector &neweqs) const; //! Creates auxiliary exo lead variables corresponding to this expression /*! If maximum exogenous lead >= 2, this method will also create intermediary auxiliary var, and will add the equations of the form aux1 = aux2(+1) to the substitution table. \pre This expression is assumed to have maximum exogenous lead >= 1 \param[in,out] subst_table The table to which new auxiliary variables and their correspondance will be added \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables. \return The new variable node corresponding to the current expression */ VariableNode *createExoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector &neweqs) const; //! Constructs a new expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables /*! \param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr. \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables. If the method detects a sub-expr which needs to be substituted, two cases are possible: - if this expr is in the table, then it will use the corresponding variable and return the substituted expression - if this expr is not in the table, then it will create an auxiliary endogenous variable, add the substitution in the table and return the substituted expression \return A new equivalent expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables */ virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const = 0; //! Constructs a new expression where endo variables with max endo lag >= 2 have been replaced by auxiliary variables /*! \param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr. \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables. */ virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector &neweqs) const = 0; //! Constructs a new expression where exogenous variables with a lead have been replaced by auxiliary variables /*! \param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr. \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables. */ virtual expr_t substituteExoLead(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const = 0; //! Constructs a new expression where exogenous variables with a lag have been replaced by auxiliary variables /*! \param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr. \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables. */ virtual expr_t substituteExoLag(subst_table_t &subst_table, vector &neweqs) const = 0; //! Constructs a new expression where the expectation operator has been replaced by auxiliary variables /*! \param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr. \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables. \param[in] partial_information_model Are we substituting in a partial information model? */ virtual expr_t substituteExpectation(subst_table_t &subst_table, vector &neweqs, bool partial_information_model) const = 0; virtual expr_t decreaseLeadsLagsPredeterminedVariables() const = 0; //! Constructs a new expression where forward variables (supposed to be at most in t+1) have been replaced by themselves at t, plus a new aux var representing their (time) differentiate /*! \param[in] subset variables to which to limit the transformation; transform all fwrd vars if empty \param[in,out] subst_table Map used to store mapping between a given forward variable and the aux var that contains its differentiate \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables. */ virtual expr_t differentiateForwardVars(const vector &subset, subst_table_t &subst_table, vector &neweqs) const = 0; //! Return true if the nodeID is a numerical constant equal to value and false otherwise /*! \param[in] value of the numerical constante \param[out] the boolean equal to true if NodeId is a constant equal to value */ virtual bool isNumConstNodeEqualTo(double value) const = 0; //! Returns true if the expression contains one or several endogenous variable virtual bool containsEndogenous(void) const = 0; //! Returns true if the expression contains one or several exogenous variable virtual bool containsExogenous() const = 0; //! Returns true if the expression contains a diff operator virtual bool isDiffPresent(void) const = 0; //! Return true if the nodeID is a variable withe a type equal to type_arg, a specific variable id aqual to varfiable_id and a lag equal to lag_arg and false otherwise /*! \param[in] the type (type_arg), specifique variable id (variable_id and the lag (lag_arg) \param[out] the boolean equal to true if NodeId is the variable */ virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const = 0; //! Replaces the Trend var with datatree.One virtual expr_t replaceTrendVar() const = 0; //! Constructs a new expression where the variable indicated by symb_id has been detrended /*! \param[in] symb_id indicating the variable to be detrended \param[in] log_trend indicates if the trend is in log \param[in] trend indicating the trend \return the new binary op pointing to a detrended variable */ virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const = 0; //! Substitute adl operator virtual expr_t substituteAdl() const = 0; //! Substitute diff operator virtual expr_t substituteDiff(subst_table_t &subst_table, vector &neweqs) const = 0; //! Substitute pac_expectation operator virtual expr_t substitutePacExpectation(map &subst_table) = 0; //! Add ExprNodes to the provided datatree virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const = 0; //! Move a trend variable with lag/lead to time t by dividing/multiplying by its growth factor virtual expr_t removeTrendLeadLag(map trend_symbols_map) const = 0; //! Returns true if the expression is in static form (no lead, no lag, no expectation, no STEADY_STATE) virtual bool isInStaticForm() const = 0; //! Substitute auxiliary variables by their expression in static model virtual expr_t substituteStaticAuxiliaryVariable() const = 0; //! Add index information for var_model variables virtual void setVarExpectationIndex(map > &var_model_info) = 0; //! 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, pair &lhs, set > > ¶ms_and_vals) const = 0; //! Adds PAC equation param info to pac_expectation virtual void addParamInfoToPac(pair &lhs_arg, set > > ¶ms_and_vals_arg) = 0; //! Fills var_model info for pac_expectation node virtual void fillPacExpectationVarInfo(string &var_model_name, vector &lhs, map > &rhs_arg, vector &nonstationary_arg, int equation_number_arg) = 0; //! Fills map virtual void getEndosAndMaxLags(map &model_endos_and_lags) const = 0; }; //! Object used to compare two nodes (using their indexes) struct ExprNodeLess { bool operator()(expr_t arg1, expr_t arg2) const { return arg1->idx < arg2->idx; } }; //! Numerical constant node /*! The constant is necessarily non-negative (this is enforced at the NumericalConstants class level) */ class NumConstNode : public ExprNode { private: //! Id from numerical constants table const int id; virtual expr_t computeDerivative(int deriv_id); public: NumConstNode(DataTree &datatree_arg, int id_arg); int get_id() const { return id; }; virtual void prepareForDerivation(); virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; virtual bool containsExternalFunction() const; virtual void collectDynamicVariables(SymbolType type_arg, set > &result) const; virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const; virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException); virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual expr_t toStatic(DataTree &static_datatree) const; virtual void computeXrefs(EquationInfo &ei) const; virtual pair normalizeEquation(int symb_id_endo, vector > > &List_of_Op_RHS) const; virtual expr_t getChainRuleDerivative(int deriv_id, const map &recursive_variables); virtual int maxEndoLead() const; virtual int maxExoLead() const; virtual int maxEndoLag() const; virtual int maxExoLag() const; virtual int maxLead() const; virtual expr_t decreaseLeadsLags(int n) const; virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExoLead(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; virtual expr_t substituteExoLag(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExpectation(subst_table_t &subst_table, vector &neweqs, bool partial_information_model) const; virtual expr_t substituteAdl() const; virtual expr_t substituteDiff(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substitutePacExpectation(map &subst_table); virtual expr_t decreaseLeadsLagsPredeterminedVariables() const; virtual expr_t differentiateForwardVars(const vector &subset, subst_table_t &subst_table, vector &neweqs) const; virtual bool isNumConstNodeEqualTo(double value) const; virtual bool containsEndogenous(void) const; virtual bool containsExogenous() const; virtual bool isDiffPresent(void) const; virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const; virtual expr_t replaceTrendVar() const; virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const; virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const; virtual expr_t removeTrendLeadLag(map trend_symbols_map) const; virtual bool isInStaticForm() const; virtual void setVarExpectationIndex(map > &var_model_info); virtual void walkPacParameters(bool &pac_encountered, pair &lhs, set > > ¶ms_and_vals) const; virtual void addParamInfoToPac(pair &lhs_arg, set > > ¶ms_and_vals_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector &lhs_arg, map > &rhs_arg, vector &nonstationary_arg, int equation_number_arg); virtual bool isVarModelReferenced(const string &model_info_name) const; virtual void getEndosAndMaxLags(map &model_endos_and_lags) const; virtual expr_t substituteStaticAuxiliaryVariable() const; }; //! Symbol or variable node class VariableNode : public ExprNode { friend class UnaryOpNode; private: //! Id from the symbol table const int symb_id; const SymbolType type; //! A positive value is a lead, a negative is a lag const int lag; virtual expr_t computeDerivative(int deriv_id); public: VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg); virtual void prepareForDerivation(); virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; virtual bool containsExternalFunction() const; virtual void collectDynamicVariables(SymbolType type_arg, set > &result) const; virtual void computeTemporaryTerms(map &reference_count, temporary_terms_t &temporary_terms, map > &first_occurence, int Curr_block, vector< vector > &v_temporary_terms, int equation) const; virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const; virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException); virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual expr_t toStatic(DataTree &static_datatree) const; virtual void computeXrefs(EquationInfo &ei) const; SymbolType get_type() const { return type; }; int get_symb_id() const { return symb_id; }; int get_lag() const { return lag; }; virtual pair normalizeEquation(int symb_id_endo, vector > > &List_of_Op_RHS) const; virtual expr_t getChainRuleDerivative(int deriv_id, const map &recursive_variables); virtual int maxEndoLead() const; virtual int maxExoLead() const; virtual int maxEndoLag() const; virtual int maxExoLag() const; virtual int maxLead() const; virtual expr_t decreaseLeadsLags(int n) const; virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExoLead(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; virtual expr_t substituteExoLag(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExpectation(subst_table_t &subst_table, vector &neweqs, bool partial_information_model) const; virtual expr_t substituteAdl() const; virtual expr_t substituteDiff(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substitutePacExpectation(map &subst_table); virtual expr_t decreaseLeadsLagsPredeterminedVariables() const; virtual expr_t differentiateForwardVars(const vector &subset, subst_table_t &subst_table, vector &neweqs) const; virtual bool isNumConstNodeEqualTo(double value) const; virtual bool containsEndogenous(void) const; virtual bool containsExogenous() const; virtual bool isDiffPresent(void) const; virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const; virtual expr_t replaceTrendVar() const; virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const; virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const; virtual expr_t removeTrendLeadLag(map trend_symbols_map) const; virtual bool isInStaticForm() const; virtual void setVarExpectationIndex(map > &var_model_info); virtual void walkPacParameters(bool &pac_encountered, pair &lhs, set > > ¶ms_and_vals) const; virtual void addParamInfoToPac(pair &lhs_arg, set > > ¶ms_and_vals_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector &lhs_arg, map > &rhs_arg, vector &nonstationary_arg, int equation_number_arg); virtual bool isVarModelReferenced(const string &model_info_name) const; virtual void getEndosAndMaxLags(map &model_endos_and_lags) const; //! Substitute auxiliary variables by their expression in static model virtual expr_t substituteStaticAuxiliaryVariable() const; }; //! Unary operator node class UnaryOpNode : public ExprNode { private: const expr_t arg; //! Stores the information set. Only used for expectation operator const int expectation_information_set; //! Only used for oSteadyStateParamDeriv and oSteadyStateParam2ndDeriv const int param1_symb_id, param2_symb_id; const UnaryOpcode op_code; const string adl_param_name; const vector adl_lags; virtual expr_t computeDerivative(int deriv_id); virtual int cost(int cost, bool is_matlab) const; virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const; virtual int cost(const map &temp_terms_map, bool is_matlab) const; //! Returns the derivative of this node if darg is the derivative of the argument expr_t composeDerivatives(expr_t darg, int deriv_id); public: UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const expr_t arg_arg, int expectation_information_set_arg, int param1_symb_id_arg, int param2_symb_id_arg, const string &adl_param_name_arg, vector adl_lags_arg); virtual void prepareForDerivation(); virtual void computeTemporaryTerms(map > &reference_count, map &temp_terms_map, bool is_matlab, NodeTreeReference tr) const; virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; virtual bool containsExternalFunction() const; virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void writeJsonExternalFunctionOutput(vector &efout, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual void computeTemporaryTerms(map &reference_count, temporary_terms_t &temporary_terms, map > &first_occurence, int Curr_block, vector< vector > &v_temporary_terms, int equation) const; virtual void collectDynamicVariables(SymbolType type_arg, set > &result) const; virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const; static double eval_opcode(UnaryOpcode op_code, double v) throw (EvalException, EvalExternalFunctionException); virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException); virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; //! Returns operand expr_t get_arg() const { return (arg); }; //! Returns op code UnaryOpcode get_op_code() const { return (op_code); }; virtual expr_t toStatic(DataTree &static_datatree) const; virtual void computeXrefs(EquationInfo &ei) const; virtual pair normalizeEquation(int symb_id_endo, vector > > &List_of_Op_RHS) const; virtual expr_t getChainRuleDerivative(int deriv_id, const map &recursive_variables); virtual int maxEndoLead() const; virtual int maxExoLead() const; virtual int maxEndoLag() const; virtual int maxExoLag() const; virtual int maxLead() const; virtual expr_t decreaseLeadsLags(int n) const; virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; //! Creates another UnaryOpNode with the same opcode, but with a possibly different datatree and argument expr_t buildSimilarUnaryOpNode(expr_t alt_arg, DataTree &alt_datatree) const; virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExoLead(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; virtual expr_t substituteExoLag(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExpectation(subst_table_t &subst_table, vector &neweqs, bool partial_information_model) const; virtual expr_t substituteAdl() const; virtual expr_t substituteDiff(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substitutePacExpectation(map &subst_table); virtual expr_t decreaseLeadsLagsPredeterminedVariables() const; virtual expr_t differentiateForwardVars(const vector &subset, subst_table_t &subst_table, vector &neweqs) const; virtual bool isNumConstNodeEqualTo(double value) const; virtual bool containsEndogenous(void) const; virtual bool containsExogenous() const; virtual bool isDiffPresent(void) const; virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const; virtual expr_t replaceTrendVar() const; virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const; virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const; virtual expr_t removeTrendLeadLag(map trend_symbols_map) const; virtual bool isInStaticForm() const; virtual void setVarExpectationIndex(map > &var_model_info); virtual void walkPacParameters(bool &pac_encountered, pair &lhs, set > > ¶ms_and_vals) const; virtual void addParamInfoToPac(pair &lhs_arg, set > > ¶ms_and_vals_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector &lhs_arg, map > &rhs_arg, vector &nonstationary_arg, int equation_number_arg); virtual bool isVarModelReferenced(const string &model_info_name) const; virtual void getEndosAndMaxLags(map &model_endos_and_lags) const; //! Substitute auxiliary variables by their expression in static model virtual expr_t substituteStaticAuxiliaryVariable() const; }; //! Binary operator node class BinaryOpNode : public ExprNode { private: const expr_t arg1, arg2; const BinaryOpcode op_code; virtual expr_t computeDerivative(int deriv_id); virtual int cost(int cost, bool is_matlab) const; virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const; virtual int cost(const map &temp_terms_map, bool is_matlab) const; //! Returns the derivative of this node if darg1 and darg2 are the derivatives of the arguments expr_t composeDerivatives(expr_t darg1, expr_t darg2); const int powerDerivOrder; const string adlparam; public: BinaryOpNode(DataTree &datatree_arg, const expr_t arg1_arg, BinaryOpcode op_code_arg, const expr_t arg2_arg); BinaryOpNode(DataTree &datatree_arg, const expr_t arg1_arg, BinaryOpcode op_code_arg, const expr_t arg2_arg, int powerDerivOrder); virtual void prepareForDerivation(); virtual int precedenceJson(const temporary_terms_t &temporary_terms) const; virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const; virtual void computeTemporaryTerms(map > &reference_count, map &temp_terms_map, bool is_matlab, NodeTreeReference tr) const; virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; virtual bool containsExternalFunction() const; virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void writeJsonExternalFunctionOutput(vector &efout, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual void computeTemporaryTerms(map &reference_count, temporary_terms_t &temporary_terms, map > &first_occurence, int Curr_block, vector< vector > &v_temporary_terms, int equation) const; virtual void collectDynamicVariables(SymbolType type_arg, set > &result) const; virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const; static double eval_opcode(double v1, BinaryOpcode op_code, double v2, int derivOrder) throw (EvalException, EvalExternalFunctionException); virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException); virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual expr_t Compute_RHS(expr_t arg1, expr_t arg2, int op, int op_type) const; //! Returns first operand expr_t get_arg1() const { return (arg1); }; //! Returns second operand expr_t get_arg2() const { return (arg2); }; //! Returns op code BinaryOpcode get_op_code() const { return (op_code); }; int get_power_deriv_order() const { return powerDerivOrder; } void walkPacParametersHelper(const expr_t arg1, const expr_t arg2, pair &lhs, set > > ¶ms_and_vals) const; virtual expr_t toStatic(DataTree &static_datatree) const; virtual void computeXrefs(EquationInfo &ei) const; virtual pair normalizeEquation(int symb_id_endo, vector > > &List_of_Op_RHS) const; virtual expr_t getChainRuleDerivative(int deriv_id, const map &recursive_variables); virtual int maxEndoLead() const; virtual int maxExoLead() const; virtual int maxEndoLag() const; virtual int maxExoLag() const; virtual int maxLead() const; virtual expr_t decreaseLeadsLags(int n) const; virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; //! Creates another BinaryOpNode with the same opcode, but with a possibly different datatree and arguments expr_t buildSimilarBinaryOpNode(expr_t alt_arg1, expr_t alt_arg2, DataTree &alt_datatree) const; virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExoLead(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; virtual expr_t substituteExoLag(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExpectation(subst_table_t &subst_table, vector &neweqs, bool partial_information_model) const; virtual expr_t substituteAdl() const; virtual expr_t substituteDiff(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substitutePacExpectation(map &subst_table); virtual expr_t decreaseLeadsLagsPredeterminedVariables() const; virtual expr_t differentiateForwardVars(const vector &subset, subst_table_t &subst_table, vector &neweqs) const; virtual bool isNumConstNodeEqualTo(double value) const; virtual bool containsEndogenous(void) const; virtual bool containsExogenous() const; virtual bool isDiffPresent(void) const; virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const; virtual expr_t replaceTrendVar() const; virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const; virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const; virtual expr_t removeTrendLeadLag(map trend_symbols_map) const; //! Function to write out the oPowerNode in expr_t terms as opposed to writing out the function itself expr_t unpackPowerDeriv() const; //! Returns MULT_i*(lhs-rhs) = 0, creating multiplier MULT_i expr_t addMultipliersToConstraints(int i); //! Returns the non-zero hand-side of an equation (that must have a hand side equal to zero) expr_t getNonZeroPartofEquation() const; virtual bool isInStaticForm() const; virtual void setVarExpectationIndex(map > &var_model_info); virtual void walkPacParameters(bool &pac_encountered, pair &lhs, set > > ¶ms_and_vals) const; virtual void addParamInfoToPac(pair &lhs_arg, set > > ¶ms_and_vals_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector &lhs_arg, map > &rhs_arg, vector &nonstationary_arg, int equation_number_arg); virtual bool isVarModelReferenced(const string &model_info_name) const; virtual void getEndosAndMaxLags(map &model_endos_and_lags) const; //! Substitute auxiliary variables by their expression in static model virtual expr_t substituteStaticAuxiliaryVariable() const; //! Substitute auxiliary variables by their expression in static model auxiliary variable definition virtual expr_t substituteStaticAuxiliaryDefinition() const; }; //! Trinary operator node class TrinaryOpNode : public ExprNode { friend class ModelTree; private: const expr_t arg1, arg2, arg3; const TrinaryOpcode op_code; virtual expr_t computeDerivative(int deriv_id); virtual int cost(int cost, bool is_matlab) const; virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const; virtual int cost(const map &temp_terms_map, bool is_matlab) const; //! Returns the derivative of this node if darg1, darg2 and darg3 are the derivatives of the arguments expr_t composeDerivatives(expr_t darg1, expr_t darg2, expr_t darg3); public: TrinaryOpNode(DataTree &datatree_arg, const expr_t arg1_arg, TrinaryOpcode op_code_arg, const expr_t arg2_arg, const expr_t arg3_arg); virtual void prepareForDerivation(); virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const; virtual void computeTemporaryTerms(map > &reference_count, map &temp_terms_map, bool is_matlab, NodeTreeReference tr) const; virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; virtual bool containsExternalFunction() const; virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void writeJsonExternalFunctionOutput(vector &efout, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual void computeTemporaryTerms(map &reference_count, temporary_terms_t &temporary_terms, map > &first_occurence, int Curr_block, vector< vector > &v_temporary_terms, int equation) const; virtual void collectDynamicVariables(SymbolType type_arg, set > &result) const; virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const; static double eval_opcode(double v1, TrinaryOpcode op_code, double v2, double v3) throw (EvalException, EvalExternalFunctionException); virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException); virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual expr_t toStatic(DataTree &static_datatree) const; virtual void computeXrefs(EquationInfo &ei) const; virtual pair normalizeEquation(int symb_id_endo, vector > > &List_of_Op_RHS) const; virtual expr_t getChainRuleDerivative(int deriv_id, const map &recursive_variables); virtual int maxEndoLead() const; virtual int maxExoLead() const; virtual int maxEndoLag() const; virtual int maxExoLag() const; virtual int maxLead() const; virtual expr_t decreaseLeadsLags(int n) const; virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; //! Creates another TrinaryOpNode with the same opcode, but with a possibly different datatree and arguments expr_t buildSimilarTrinaryOpNode(expr_t alt_arg1, expr_t alt_arg2, expr_t alt_arg3, DataTree &alt_datatree) const; virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExoLead(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; virtual expr_t substituteExoLag(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExpectation(subst_table_t &subst_table, vector &neweqs, bool partial_information_model) const; virtual expr_t substituteAdl() const; virtual expr_t substituteDiff(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substitutePacExpectation(map &subst_table); virtual expr_t decreaseLeadsLagsPredeterminedVariables() const; virtual expr_t differentiateForwardVars(const vector &subset, subst_table_t &subst_table, vector &neweqs) const; virtual bool isNumConstNodeEqualTo(double value) const; virtual bool containsEndogenous(void) const; virtual bool containsExogenous() const; virtual bool isDiffPresent(void) const; virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const; virtual expr_t replaceTrendVar() const; virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const; virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const; virtual expr_t removeTrendLeadLag(map trend_symbols_map) const; virtual bool isInStaticForm() const; virtual void setVarExpectationIndex(map > &var_model_info); virtual void walkPacParameters(bool &pac_encountered, pair &lhs, set > > ¶ms_and_vals) const; virtual void addParamInfoToPac(pair &lhs_arg, set > > ¶ms_and_vals_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector &lhs_arg, map > &rhs_arg, vector &nonstationary_arg, int equation_number_arg); virtual bool isVarModelReferenced(const string &model_info_name) const; virtual void getEndosAndMaxLags(map &model_endos_and_lags) const; //! Substitute auxiliary variables by their expression in static model virtual expr_t substituteStaticAuxiliaryVariable() const; }; //! External function node class AbstractExternalFunctionNode : public ExprNode { private: virtual expr_t computeDerivative(int deriv_id); virtual expr_t composeDerivatives(const vector &dargs) = 0; protected: //! Thrown when trying to access an unknown entry in external_function_node_map class UnknownFunctionNameAndArgs { }; const int symb_id; const vector arguments; //! Returns true if the given external function has been written as a temporary term bool alreadyWrittenAsTefTerm(int the_symb_id, deriv_node_temp_terms_t &tef_terms) const; //! Returns the index in the tef_terms map of this external function int getIndxInTefTerms(int the_symb_id, deriv_node_temp_terms_t &tef_terms) const throw (UnknownFunctionNameAndArgs); //! Helper function to write output arguments of any given external function void writeExternalFunctionArguments(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; void writeJsonExternalFunctionArguments(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; public: AbstractExternalFunctionNode(DataTree &datatree_arg, int symb_id_arg, const vector &arguments_arg); virtual void prepareForDerivation(); virtual void computeTemporaryTerms(map > &reference_count, map &temp_terms_map, bool is_matlab, NodeTreeReference tr) const = 0; virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const = 0; virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic = true) const = 0; virtual bool containsExternalFunction() const; virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const = 0; virtual void writeJsonExternalFunctionOutput(vector &efout, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic = true) const = 0; virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const = 0; virtual void computeTemporaryTerms(map &reference_count, temporary_terms_t &temporary_terms, map > &first_occurence, int Curr_block, vector< vector > &v_temporary_terms, int equation) const = 0; virtual void collectDynamicVariables(SymbolType type_arg, set > &result) const; virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const; virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException); unsigned int compileExternalFunctionArguments(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const = 0; virtual expr_t toStatic(DataTree &static_datatree) const = 0; virtual void computeXrefs(EquationInfo &ei) const = 0; virtual pair normalizeEquation(int symb_id_endo, vector > > &List_of_Op_RHS) const; virtual expr_t getChainRuleDerivative(int deriv_id, const map &recursive_variables); virtual int maxEndoLead() const; virtual int maxExoLead() const; virtual int maxEndoLag() const; virtual int maxExoLag() const; virtual int maxLead() const; virtual expr_t decreaseLeadsLags(int n) const; virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExoLead(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; virtual expr_t substituteExoLag(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExpectation(subst_table_t &subst_table, vector &neweqs, bool partial_information_model) const; virtual expr_t substituteAdl() const; virtual expr_t substituteDiff(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substitutePacExpectation(map &subst_table); virtual expr_t buildSimilarExternalFunctionNode(vector &alt_args, DataTree &alt_datatree) const = 0; virtual expr_t decreaseLeadsLagsPredeterminedVariables() const; virtual expr_t differentiateForwardVars(const vector &subset, subst_table_t &subst_table, vector &neweqs) const; virtual bool isNumConstNodeEqualTo(double value) const; virtual bool containsEndogenous(void) const; virtual bool containsExogenous() const; virtual bool isDiffPresent(void) const; virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const; virtual void writePrhs(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const string &ending) const; virtual expr_t replaceTrendVar() const; virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const; virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const = 0; virtual expr_t removeTrendLeadLag(map trend_symbols_map) const; virtual bool isInStaticForm() const; virtual void setVarExpectationIndex(map > &var_model_info); virtual void walkPacParameters(bool &pac_encountered, pair &lhs, set > > ¶ms_and_vals) const; virtual void addParamInfoToPac(pair &lhs_arg, set > > ¶ms_and_vals_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector &lhs_arg, map > &rhs_arg, vector &nonstationary_arg, int equation_number_arg); virtual bool isVarModelReferenced(const string &model_info_name) const; virtual void getEndosAndMaxLags(map &model_endos_and_lags) const; //! Substitute auxiliary variables by their expression in static model virtual expr_t substituteStaticAuxiliaryVariable() const; }; class ExternalFunctionNode : public AbstractExternalFunctionNode { private: virtual expr_t composeDerivatives(const vector &dargs); public: ExternalFunctionNode(DataTree &datatree_arg, int symb_id_arg, const vector &arguments_arg); virtual void computeTemporaryTerms(map > &reference_count, map &temp_terms_map, bool is_matlab, NodeTreeReference tr) const; virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void writeJsonExternalFunctionOutput(vector &efout, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual void computeTemporaryTerms(map &reference_count, temporary_terms_t &temporary_terms, map > &first_occurence, int Curr_block, vector< vector > &v_temporary_terms, int equation) const; virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual expr_t toStatic(DataTree &static_datatree) const; virtual void computeXrefs(EquationInfo &ei) const; virtual expr_t buildSimilarExternalFunctionNode(vector &alt_args, DataTree &alt_datatree) const; virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const; }; class FirstDerivExternalFunctionNode : public AbstractExternalFunctionNode { private: const int inputIndex; virtual expr_t composeDerivatives(const vector &dargs); public: FirstDerivExternalFunctionNode(DataTree &datatree_arg, int top_level_symb_id_arg, const vector &arguments_arg, int inputIndex_arg); virtual void computeTemporaryTerms(map > &reference_count, map &temp_terms_map, bool is_matlab, NodeTreeReference tr) const; virtual void computeTemporaryTerms(map &reference_count, temporary_terms_t &temporary_terms, map > &first_occurence, int Curr_block, vector< vector > &v_temporary_terms, int equation) const; virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void writeJsonExternalFunctionOutput(vector &efout, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual expr_t toStatic(DataTree &static_datatree) const; virtual void computeXrefs(EquationInfo &ei) const; virtual expr_t buildSimilarExternalFunctionNode(vector &alt_args, DataTree &alt_datatree) const; virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const; }; class SecondDerivExternalFunctionNode : public AbstractExternalFunctionNode { private: const int inputIndex1; const int inputIndex2; virtual expr_t composeDerivatives(const vector &dargs); public: SecondDerivExternalFunctionNode(DataTree &datatree_arg, int top_level_symb_id_arg, const vector &arguments_arg, int inputIndex1_arg, int inputIndex2_arg); virtual void computeTemporaryTerms(map > &reference_count, map &temp_terms_map, bool is_matlab, NodeTreeReference tr) const; virtual void computeTemporaryTerms(map &reference_count, temporary_terms_t &temporary_terms, map > &first_occurence, int Curr_block, vector< vector > &v_temporary_terms, int equation) const; virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void writeJsonExternalFunctionOutput(vector &efout, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual expr_t toStatic(DataTree &static_datatree) const; virtual void computeXrefs(EquationInfo &ei) const; virtual expr_t buildSimilarExternalFunctionNode(vector &alt_args, DataTree &alt_datatree) const; virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const; }; class VarExpectationNode : public ExprNode { private: const int symb_id; const int forecast_horizon; const string &model_name; int yidx; public: VarExpectationNode(DataTree &datatree_arg, int symb_id_arg, int forecast_horizon_arg, const string &model_name); virtual void computeTemporaryTerms(map > &reference_count, map &temp_terms_map, bool is_matlab, NodeTreeReference tr) const; virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void computeTemporaryTerms(map &reference_count, temporary_terms_t &temporary_terms, map > &first_occurence, int Curr_block, vector< vector > &v_temporary_terms, int equation) const; virtual expr_t toStatic(DataTree &static_datatree) const; virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const; virtual int maxEndoLead() const; virtual int maxExoLead() const; virtual int maxEndoLag() const; virtual int maxExoLag() const; virtual int maxLead() const; virtual expr_t decreaseLeadsLags(int n) const; virtual void prepareForDerivation(); virtual expr_t computeDerivative(int deriv_id); virtual expr_t getChainRuleDerivative(int deriv_id, const map &recursive_variables); virtual bool containsExternalFunction() const; virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException); virtual void computeXrefs(EquationInfo &ei) const; virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExoLead(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; virtual expr_t substituteExoLag(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExpectation(subst_table_t &subst_table, vector &neweqs, bool partial_information_model) const; virtual expr_t substituteAdl() const; virtual expr_t substituteDiff(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substitutePacExpectation(map &subst_table); virtual pair normalizeEquation(int symb_id_endo, vector > > &List_of_Op_RHS) const; virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const; virtual void collectDynamicVariables(SymbolType type_arg, set > &result) const; virtual bool containsEndogenous(void) const; virtual bool containsExogenous() const; virtual bool isDiffPresent(void) const; virtual bool isNumConstNodeEqualTo(double value) const; virtual expr_t differentiateForwardVars(const vector &subset, subst_table_t &subst_table, vector &neweqs) const; virtual expr_t decreaseLeadsLagsPredeterminedVariables() const; virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const; virtual expr_t replaceTrendVar() const; virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const; virtual expr_t removeTrendLeadLag(map trend_symbols_map) const; virtual bool isInStaticForm() const; virtual void setVarExpectationIndex(map > &var_model_info); virtual void walkPacParameters(bool &pac_encountered, pair &lhs, set > > ¶ms_and_vals) const; virtual void addParamInfoToPac(pair &lhs_arg, set > > ¶ms_and_vals_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector &lhs_arg, map > &rhs_arg, vector &nonstationary_arg, int equation_number_arg); virtual bool isVarModelReferenced(const string &model_info_name) const; virtual void getEndosAndMaxLags(map &model_endos_and_lags) const; virtual expr_t substituteStaticAuxiliaryVariable() const; virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; }; class PacExpectationNode : public ExprNode { private: const string model_name, var_model_name; const int discount_symb_id, growth_symb_id; bool stationary_vars_present, nonstationary_vars_present; vector lhs; pair lhs_pac_var; map > z_vec; // lag -> set< symb_id > (all vars that appear at a given lag) vector h0_indices, h1_indices; int growth_param_index, equation_number; set > > 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); virtual void computeTemporaryTerms(map > &reference_count, map &temp_terms_map, bool is_matlab, NodeTreeReference tr) const; virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const; virtual void computeTemporaryTerms(map &reference_count, temporary_terms_t &temporary_terms, map > &first_occurence, int Curr_block, vector< vector > &v_temporary_terms, int equation) const; virtual expr_t toStatic(DataTree &static_datatree) const; virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const; virtual int maxEndoLead() const; virtual int maxExoLead() const; virtual int maxEndoLag() const; virtual int maxExoLag() const; virtual int maxLead() const; virtual expr_t decreaseLeadsLags(int n) const; virtual void prepareForDerivation(); virtual expr_t computeDerivative(int deriv_id); virtual expr_t getChainRuleDerivative(int deriv_id, const map &recursive_variables); virtual bool containsExternalFunction() const; virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException); virtual void computeXrefs(EquationInfo &ei) const; virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExoLead(subst_table_t &subst_table, vector &neweqs, bool deterministic_model) const; virtual expr_t substituteExoLag(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substituteExpectation(subst_table_t &subst_table, vector &neweqs, bool partial_information_model) const; virtual expr_t substituteAdl() const; virtual expr_t substituteDiff(subst_table_t &subst_table, vector &neweqs) const; virtual expr_t substitutePacExpectation(map &subst_table); virtual pair normalizeEquation(int symb_id_endo, vector > > &List_of_Op_RHS) const; virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const; virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const; virtual void collectDynamicVariables(SymbolType type_arg, set > &result) const; virtual bool containsEndogenous(void) const; virtual bool containsExogenous() const; virtual bool isDiffPresent(void) const; virtual bool isNumConstNodeEqualTo(double value) const; virtual expr_t differentiateForwardVars(const vector &subset, subst_table_t &subst_table, vector &neweqs) const; virtual expr_t decreaseLeadsLagsPredeterminedVariables() const; virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const; virtual expr_t replaceTrendVar() const; virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const; virtual expr_t removeTrendLeadLag(map trend_symbols_map) const; virtual bool isInStaticForm() const; virtual void setVarExpectationIndex(map > &var_model_info); virtual void walkPacParameters(bool &pac_encountered, pair &lhs, set > > ¶ms_and_vals) const; virtual void addParamInfoToPac(pair &lhs_arg, set > > ¶ms_and_vals_arg); virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector &lhs_arg, map > &rhs_arg, vector &nonstationary_arg, int equation_number_arg); virtual bool isVarModelReferenced(const string &model_info_name) const; virtual void getEndosAndMaxLags(map &model_endos_and_lags) const; virtual expr_t substituteStaticAuxiliaryVariable() const; virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const; }; #endif