1586 lines
102 KiB
C++
1586 lines
102 KiB
C++
/*
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* Copyright (C) 2007-2019 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef _EXPR_NODE_HH
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#define _EXPR_NODE_HH
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#include <set>
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#include <map>
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#include <vector>
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#include <ostream>
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#include <functional>
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using namespace std;
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#include "SymbolTable.hh"
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#include "CodeInterpreter.hh"
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#include "ExternalFunctionsTable.hh"
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#include "SymbolList.hh"
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class DataTree;
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class NumConstNode;
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class VariableNode;
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class UnaryOpNode;
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class BinaryOpNode;
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class PacExpectationNode;
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using expr_t = class ExprNode *;
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struct ExprNodeLess;
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//! Type for set of temporary terms
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/*! The ExprNodeLess ordering is important for the temporary terms algorithm,
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see the definition of ExprNodeLess */
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using temporary_terms_t = set<expr_t, ExprNodeLess>;
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/*! Keeps track of array indices of temporary_terms for writing */
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using temporary_terms_idxs_t = map<expr_t, int>;
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//! set of temporary terms used in a block
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using temporary_terms_inuse_t = set<int>;
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using map_idx_t = map<int, int>;
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//! Type for evaluation contexts
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/*! The key is a symbol id. Lags are assumed to be null */
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using eval_context_t = map<int, double>;
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//! Type for tracking first/second derivative functions that have already been written as temporary terms
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using deriv_node_temp_terms_t = map<pair<int, vector<expr_t>>, int>;
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//! Type for the substitution map used in the process of substitutitng diff expressions
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//! diff_table[static_expr_t][lag] -> [dynamic_expr_t]
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using diff_table_t = map<expr_t, map<int, expr_t>>;
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//! Possible types of output when writing ExprNode(s)
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enum class ExprNodeOutputType
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{
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matlabStaticModel, //!< Matlab code, static model
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matlabDynamicModel, //!< Matlab code, dynamic model
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matlabStaticModelSparse, //!< Matlab code, static block decomposed model
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matlabDynamicModelSparse, //!< Matlab code, dynamic block decomposed model
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CDynamicModel, //!< C code, dynamic model
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CStaticModel, //!< C code, static model
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juliaStaticModel, //!< Julia code, static model
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juliaDynamicModel, //!< Julia code, dynamic model
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matlabOutsideModel, //!< Matlab code, outside model block (for example in initval)
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latexStaticModel, //!< LaTeX code, static model
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latexDynamicModel, //!< LaTeX code, dynamic model
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latexDynamicSteadyStateOperator, //!< LaTeX code, dynamic model, inside a steady state operator
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matlabDynamicSteadyStateOperator, //!< Matlab code, dynamic model, inside a steady state operator
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matlabDynamicSparseSteadyStateOperator, //!< Matlab code, dynamic block decomposed model, inside a steady state operator
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CDynamicSteadyStateOperator, //!< C code, dynamic model, inside a steady state operator
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juliaDynamicSteadyStateOperator, //!< Julia code, dynamic model, inside a steady state operator
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steadyStateFile, //!< Matlab code, in the generated steady state file
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juliaSteadyStateFile, //!< Julia code, in the generated steady state file
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matlabDseries, //!< Matlab code for dseries
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epilogueFile //!< Matlab code, in the generated epilogue file
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};
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inline bool
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isMatlabOutput(ExprNodeOutputType output_type)
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{
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return output_type == ExprNodeOutputType::matlabStaticModel
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|| output_type == ExprNodeOutputType::matlabDynamicModel
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|| output_type == ExprNodeOutputType::matlabOutsideModel
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|| output_type == ExprNodeOutputType::matlabStaticModelSparse
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|| output_type == ExprNodeOutputType::matlabDynamicModelSparse
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|| output_type == ExprNodeOutputType::matlabDynamicSteadyStateOperator
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|| output_type == ExprNodeOutputType::matlabDynamicSparseSteadyStateOperator
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|| output_type == ExprNodeOutputType::steadyStateFile
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|| output_type == ExprNodeOutputType::matlabDseries
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|| output_type == ExprNodeOutputType::epilogueFile;
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}
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inline bool
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isJuliaOutput(ExprNodeOutputType output_type)
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{
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return output_type == ExprNodeOutputType::juliaStaticModel
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|| output_type == ExprNodeOutputType::juliaDynamicModel
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|| output_type == ExprNodeOutputType::juliaDynamicSteadyStateOperator
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|| output_type == ExprNodeOutputType::juliaSteadyStateFile;
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}
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inline bool
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isCOutput(ExprNodeOutputType output_type)
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{
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return output_type == ExprNodeOutputType::CDynamicModel
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|| output_type == ExprNodeOutputType::CStaticModel
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|| output_type == ExprNodeOutputType::CDynamicSteadyStateOperator;
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}
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inline bool
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isLatexOutput(ExprNodeOutputType output_type)
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{
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return output_type == ExprNodeOutputType::latexStaticModel
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|| output_type == ExprNodeOutputType::latexDynamicModel
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|| output_type == ExprNodeOutputType::latexDynamicSteadyStateOperator;
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}
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/* Equal to 1 for Matlab langage or Julia, or to 0 for C language. Not defined for LaTeX.
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In Matlab and Julia, array indexes begin at 1, while they begin at 0 in C */
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#define ARRAY_SUBSCRIPT_OFFSET(output_type) ((int) (isMatlabOutput(output_type) || isJuliaOutput(output_type)))
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// Left and right array subscript delimiters: '(' and ')' for Matlab, '[' and ']' for C
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#define LEFT_ARRAY_SUBSCRIPT(output_type) (isMatlabOutput(output_type) ? '(' : '[')
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#define RIGHT_ARRAY_SUBSCRIPT(output_type) (isMatlabOutput(output_type) ? ')' : ']')
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// Left and right parentheses
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#define LEFT_PAR(output_type) (isLatexOutput(output_type) ? "\\left(" : "(")
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#define RIGHT_PAR(output_type) (isLatexOutput(output_type) ? "\\right)" : ")")
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//! Base class for expression nodes
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class ExprNode
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{
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friend class DataTree;
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friend class DynamicModel;
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friend class StaticModel;
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friend class ModelTree;
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friend struct ExprNodeLess;
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friend class NumConstNode;
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friend class VariableNode;
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friend class UnaryOpNode;
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friend class BinaryOpNode;
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friend class TrinaryOpNode;
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friend class AbstractExternalFunctionNode;
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friend class VarExpectationNode;
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friend class PacExpectationNode;
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private:
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//! Computes derivative w.r. to a derivation ID (but doesn't store it in derivatives map)
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/*! You shoud use getDerivative() to get the benefit of symbolic a priori and of caching */
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virtual expr_t computeDerivative(int deriv_id) = 0;
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protected:
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//! Reference to the enclosing DataTree
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DataTree &datatree;
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//! Index number
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const int idx;
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//! Is the data member non_null_derivatives initialized ?
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bool preparedForDerivation{false};
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//! Set of derivation IDs with respect to which the derivative is potentially non-null
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set<int> non_null_derivatives;
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//! Used for caching of first order derivatives (when non-null)
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map<int, expr_t> derivatives;
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constexpr static int min_cost_matlab{40*90};
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constexpr static int min_cost_c{40*4};
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inline static int min_cost(bool is_matlab) { return(is_matlab ? min_cost_matlab : min_cost_c); };
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//! Cost of computing current node
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/*! Nodes included in temporary_terms are considered having a null cost */
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virtual int cost(int cost, bool is_matlab) const;
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virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
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virtual int cost(const map<pair<int, int>, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
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//! For creating equation cross references
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struct EquationInfo
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{
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set<pair<int, int>> param;
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set<pair<int, int>> endo;
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set<pair<int, int>> exo;
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set<pair<int, int>> exo_det;
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};
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//! If this node is a temporary term, writes its temporary term representation
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/*! Returns true if node is a temporary term and has therefore been
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written to output*/
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bool checkIfTemporaryTermThenWrite(ostream &output, ExprNodeOutputType output_type,
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const temporary_terms_t &temporary_terms,
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const temporary_terms_idxs_t &temporary_terms_idxs) const;
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// Internal helper for matchVariableTimesConstantTimesParam()
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virtual void matchVTCTPHelper(int &var_id, int &lag, int ¶m_id, double &constant, bool at_denominator) const;
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public:
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ExprNode(DataTree &datatree_arg, int idx_arg);
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virtual ~ExprNode() = default;
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ExprNode(const ExprNode &) = delete;
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ExprNode(ExprNode &&) = delete;
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ExprNode & operator=(const ExprNode &) = delete;
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ExprNode & operator=(ExprNode &&) = delete;
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//! Initializes data member non_null_derivatives
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virtual void prepareForDerivation() = 0;
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//! Returns derivative w.r. to derivation ID
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/*! Uses a symbolic a priori to pre-detect null derivatives, and caches the result for other derivatives (to avoid computing it several times)
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For an equal node, returns the derivative of lhs minus rhs */
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expr_t getDerivative(int deriv_id);
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//! Computes derivatives by applying the chain rule for some variables
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/*!
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\param deriv_id The derivation ID with respect to which we are derivating
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\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
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*/
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virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) = 0;
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//! Returns precedence of node
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/*! Equals 100 for constants, variables, unary ops, and temporary terms */
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virtual int precedence(ExprNodeOutputType output_t, const temporary_terms_t &temporary_terms) const;
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//! Compute temporary terms in this expression
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/*!
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\param[in] derivOrder the derivation order (first w.r.t. endo/exo,
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second w.r.t. params)
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\param[out] temp_terms_map the computed temporary terms, associated
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with their derivation order
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\param[out] reference_count a temporary structure, used to count
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references to each node (integer in outer pair is the
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reference count, the inner pair is the derivation order)
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\param[in] is_matlab whether we are in a MATLAB context, since that
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affects the cost of each operator
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A node will be marked as a temporary term if it is referenced at least
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two times (i.e. has at least two parents), and has a computing cost
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(multiplied by reference count) greater to datatree.min_cost
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*/
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virtual void computeTemporaryTerms(const pair<int, int> &derivOrder,
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map<pair<int, int>, temporary_terms_t> &temp_terms_map,
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map<expr_t, pair<int, pair<int, int>>> &reference_count,
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bool is_matlab) const;
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//! Writes output of node, using a Txxx notation for nodes in temporary_terms, and specifiying the set of already written external functions
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/*!
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\param[in] output the output stream
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\param[in] output_type the type of output (MATLAB, C, LaTeX...)
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\param[in] temporary_terms the nodes that are marked as temporary terms
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\param[in] a map from temporary_terms to integers indexes (in the
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MATLAB, C or Julia vector of temporary terms); can be empty
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when writing MATLAB with block decomposition)
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\param[in] tef_terms the set of already written external function nodes
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*/
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virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const = 0;
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//! returns true if the expr node contains an external function
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virtual bool containsExternalFunction() const = 0;
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//! Writes output of node (with no temporary terms and with "outside model" output type)
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void writeOutput(ostream &output) const;
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//! Writes output of node (with no temporary terms)
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void writeOutput(ostream &output, ExprNodeOutputType output_type) const;
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//! Writes output of node, using a Txxx notation for nodes in temporary_terms
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void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs) const;
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//! Writes output of node in JSON syntax
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virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic = true) const = 0;
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//! Writes the Abstract Syntax Tree in JSON
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virtual void writeJsonAST(ostream &output) const = 0;
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virtual int precedenceJson(const temporary_terms_t &temporary_terms) const;
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//! Writes the output for an external function, ensuring that the external function is called as few times as possible using temporary terms
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virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
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const temporary_terms_t &temporary_terms,
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const temporary_terms_idxs_t &temporary_terms_idxs,
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deriv_node_temp_terms_t &tef_terms) const;
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//! Write the JSON output of an external function in a string vector
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//! Allows the insertion of commas if necessary
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virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
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const temporary_terms_t &temporary_terms,
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deriv_node_temp_terms_t &tef_terms,
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const bool isdynamic = true) const;
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virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
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bool lhs_rhs, const temporary_terms_t &temporary_terms,
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const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
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deriv_node_temp_terms_t &tef_terms) const;
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//! Computes the set of all variables of a given symbol type in the expression (with information on lags)
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/*!
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Variables are stored as integer pairs of the form (symb_id, lag).
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They are added to the set given in argument.
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Note that model local variables are substituted by their expression in the computation
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(and added if type_arg = ModelLocalVariable).
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*/
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virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>> &result) const = 0;
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//! Find lowest lag for VAR
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virtual int VarMinLag() const = 0;
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//! Find the maximum lag in a VAR: handles case where LHS is diff
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virtual int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const = 0;
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//! Finds LHS variable in a VAR equation
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virtual void collectVARLHSVariable(set<expr_t> &result) const = 0;
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//! Computes the set of all variables of a given symbol type in the expression (without information on lags)
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/*!
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Variables are stored as symb_id.
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They are added to the set given in argument.
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Note that model local variables are substituted by their expression in the computation
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(and added if type_arg = ModelLocalVariable).
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*/
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void collectVariables(SymbolType type_arg, set<int> &result) const;
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//! Computes the set of endogenous variables in the expression
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/*!
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Endogenous are stored as integer pairs of the form (type_specific_id, lag).
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They are added to the set given in argument.
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Note that model local variables are substituted by their expression in the computation.
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*/
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virtual void collectEndogenous(set<pair<int, int>> &result) const;
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//! Computes the set of exogenous variables in the expression
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/*!
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Exogenous are stored as integer pairs of the form (type_specific_id, lag).
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They are added to the set given in argument.
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Note that model local variables are substituted by their expression in the computation.
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*/
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virtual void collectExogenous(set<pair<int, int>> &result) const;
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virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const = 0;
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virtual void computeTemporaryTerms(map<expr_t, int> &reference_count,
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temporary_terms_t &temporary_terms,
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map<expr_t, pair<int, int>> &first_occurence,
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int Curr_block,
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vector< vector<temporary_terms_t>> &v_temporary_terms,
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int equation) const;
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class EvalException
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{
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};
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class EvalExternalFunctionException : public EvalException
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{
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};
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virtual double eval(const eval_context_t &eval_context) const noexcept(false) = 0;
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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, const deriv_node_temp_terms_t &tef_terms) const = 0;
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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;
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//! Creates a static version of this node
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/*!
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This method duplicates the current node by creating a similar node from which all leads/lags have been stripped,
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adds the result in the static_datatree argument (and not in the original datatree), and returns it.
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*/
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virtual expr_t toStatic(DataTree &static_datatree) const = 0;
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/*!
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Compute cross references for equations
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*/
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// virtual void computeXrefs(set<int> ¶m, set<int> &endo, set<int> &exo, set<int> &exo_det) const = 0;
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virtual void computeXrefs(EquationInfo &ei) const = 0;
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//! Try to normalize an equation linear in its endogenous variable
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virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<tuple<int, expr_t, expr_t>> &List_of_Op_RHS) const = 0;
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//! Returns the maximum lead of endogenous in this expression
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/*! Always returns a non-negative value */
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virtual int maxEndoLead() const = 0;
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//! Returns the maximum lead of exogenous in this expression
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/*! Always returns a non-negative value */
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virtual int maxExoLead() const = 0;
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//! Returns the maximum lag of endogenous in this expression
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/*! Always returns a non-negative value */
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virtual int maxEndoLag() const = 0;
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//! Returns the maximum lag of exogenous in this expression
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/*! Always returns a non-negative value */
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virtual int maxExoLag() const = 0;
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//! Returns the maximum lead of endo/exo/exodet in this expression
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/*! A negative value means that the expression contains only lagged
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variables. */
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virtual int maxLead() const = 0;
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//! Returns the maximum lag of endo/exo/exodet in this expression
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/*! A negative value means that the expression contains only leaded
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variables. */
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virtual int maxLag() const = 0;
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//! Returns the maximum lag of endo/exo/exodet, as if diffs were expanded
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/*! This function behaves as maxLag(), except that it treats diff()
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differently. For e.g., on diff(diff(x(-1))), maxLag() returns 1 while
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maxLagWithDiffsExpanded() returns 3. */
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virtual int maxLagWithDiffsExpanded() const = 0;
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//! Get Max lag of var associated with Pac model
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//! Takes account of undiffed LHS variables in calculating the max lag
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virtual int PacMaxLag(int lhs_symb_id) const = 0;
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//! Get the target variable of the PAC model
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virtual int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const = 0;
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virtual expr_t undiff() const = 0;
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//! Returns a new expression where all the leads/lags have been shifted backwards by the same amount
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/*!
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Only acts on endogenous, exogenous, exogenous det
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\param[in] n The number of lags by which to shift
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\return The same expression except that leads/lags have been shifted backwards
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*/
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virtual expr_t decreaseLeadsLags(int n) const = 0;
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//! Type for the substitution map used in the process of creating auxiliary vars
|
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using subst_table_t = map<const ExprNode *, const VariableNode *>;
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//! Type for the substitution map used in the process of substituting adl expressions
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using subst_table_adl_t = map<const ExprNode *, const expr_t>;
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//! 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.
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|
\return The new variable node corresponding to the current expression
|
|
*/
|
|
VariableNode *createEndoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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//! Creates auxiliary exo lead variables corresponding to this expression
|
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/*!
|
|
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.
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\pre This expression is assumed to have maximum exogenous lead >= 1
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\param[in,out] subst_table The table to which new auxiliary variables and their correspondance will be added
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\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
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\return The new variable node corresponding to the current expression
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|
*/
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VariableNode *createExoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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//! Constructs a new expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables
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/*!
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\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.
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\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
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|
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If the method detects a sub-expr which needs to be substituted, two cases are possible:
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- if this expr is in the table, then it will use the corresponding variable and return the substituted expression
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- 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
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\return A new equivalent expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables
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|
*/
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virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const = 0;
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//! Constructs a new expression where endo variables with max endo lag >= 2 have been replaced by auxiliary variables
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/*!
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\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.
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\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
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*/
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virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
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//! Constructs a new expression where exogenous variables with a lead have been replaced by auxiliary variables
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/*!
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\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.
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\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
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|
*/
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virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const = 0;
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//! Constructs a new expression where exogenous variables with a lag have been replaced by auxiliary variables
|
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/*!
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\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.
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\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
|
|
*/
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virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
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//! Constructs a new expression where the expectation operator has been replaced by auxiliary variables
|
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/*!
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\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<BinaryOpNode *> &neweqs, bool partial_information_model) const = 0;
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|
|
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virtual expr_t decreaseLeadsLagsPredeterminedVariables() const = 0;
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|
|
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//! 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<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
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|
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//! 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;
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|
|
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//! Returns true if the expression contains one or several endogenous variable
|
|
virtual bool containsEndogenous() const = 0;
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|
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//! Returns true if the expression contains one or several exogenous variable
|
|
virtual bool containsExogenous() const = 0;
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|
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//! Returns the maximum number of nested diffs in the expression
|
|
virtual int countDiffs() const = 0;
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|
|
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//! 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 VarExpectation nodes
|
|
virtual expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const = 0;
|
|
|
|
//! Substitute diff operator
|
|
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const = 0;
|
|
virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const = 0;
|
|
virtual int findTargetVariable(int lhs_symb_id) const = 0;
|
|
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
|
|
virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
|
|
|
|
//! Substitute pac_expectation operator
|
|
virtual expr_t substitutePacExpectation(const string & name, expr_t subexpr) = 0;
|
|
|
|
//! Add ExprNodes to the provided datatree
|
|
virtual expr_t clone(DataTree &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<int, expr_t> 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;
|
|
|
|
//! Returns true if model_info_name is referenced by a VarExpectationNode
|
|
virtual bool isVarModelReferenced(const string &model_info_name) const = 0;
|
|
|
|
//! Matches a linear combination of variables, where scalars can be constant*parameter
|
|
/*! Returns a list of (variable_id, lag, param_id, constant)
|
|
corresponding to the terms in the expression. When there is no
|
|
parameter in a term, param_id == -1.
|
|
Can throw a MatchFailureException. */
|
|
vector<tuple<int, int, int, double>> matchLinearCombinationOfVariables() const;
|
|
//! Returns true if expression is of the form:
|
|
//! param * (endog op endog op ...) + param * (endog op endog op ...) + ...
|
|
virtual bool isParamTimesEndogExpr() const = 0;
|
|
|
|
//! Fills the EC matrix structure
|
|
virtual void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs,
|
|
map<tuple<int, int, int>, expr_t> &A0,
|
|
map<tuple<int, int, int>, expr_t> &A0star) const = 0;
|
|
|
|
//! Finds equations where a variable is equal to a constant
|
|
virtual void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const = 0;
|
|
|
|
//! Replaces variables found in findConstantEquations() with their constant values
|
|
virtual expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const = 0;
|
|
|
|
//! Returns true if PacExpectationNode encountered
|
|
virtual bool containsPacExpectation(const string &pac_model_name = "") const = 0;
|
|
|
|
//! Fills map
|
|
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const = 0;
|
|
|
|
//! Decompose an expression into its additive terms
|
|
/*! Returns a list of terms, with their sign (either 1 or -1, depending
|
|
on whether the terms appears with a plus or a minus).
|
|
The current_sign argument should normally be left to 1.
|
|
If current_sign == -1, then all signs are inverted */
|
|
virtual void decomposeAdditiveTerms(vector<pair<expr_t, int>> &terms, int current_sign = 1) const;
|
|
|
|
// Matches an expression of the form variable*constant*parameter
|
|
/* Returns a tuple (variable_id, lag, param_id, constant).
|
|
The variable must be an exogenous or an endogenous.
|
|
The constant is optional (in which case 1 is returned); there can be
|
|
several multiplicative constants; constants can also appear at the
|
|
denominator (i.e. after a divide sign).
|
|
The parameter is optional (in which case param_id == -1).
|
|
If the expression is not of the expected form, throws a
|
|
MatchFailureException */
|
|
tuple<int, int, int, double> matchVariableTimesConstantTimesParam() const;
|
|
|
|
//! Exception thrown by matchVariableTimesConstantTimesParam when matching fails
|
|
class MatchFailureException
|
|
{
|
|
public:
|
|
const string message;
|
|
MatchFailureException(string message_arg) : message{move(message_arg)} {};
|
|
};
|
|
};
|
|
|
|
//! Object used to compare two nodes (using their indexes)
|
|
/*! Note that in this ordering, a subexpression is always less than the
|
|
expression from which it is extracted. This property is used extensively in
|
|
the temporary terms computations. */
|
|
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
|
|
{
|
|
public:
|
|
//! Id from numerical constants table
|
|
const int id;
|
|
private:
|
|
expr_t computeDerivative(int deriv_id) override;
|
|
protected:
|
|
void matchVTCTPHelper(int &var_id, int &lag, int ¶m_id, double &constant, bool at_denominator) const override;
|
|
public:
|
|
NumConstNode(DataTree &datatree_arg, int idx_arg, int id_arg);
|
|
void prepareForDerivation() override;
|
|
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeJsonAST(ostream &output) const override;
|
|
void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
|
|
bool containsExternalFunction() const override;
|
|
void collectVARLHSVariable(set<expr_t> &result) const override;
|
|
void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>> &result) const override;
|
|
void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
|
|
double eval(const eval_context_t &eval_context) const noexcept(false) override;
|
|
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 deriv_node_temp_terms_t &tef_terms) const override;
|
|
expr_t toStatic(DataTree &static_datatree) const override;
|
|
void computeXrefs(EquationInfo &ei) const override;
|
|
pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<tuple<int, expr_t, expr_t>> &List_of_Op_RHS) const override;
|
|
expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
|
|
int maxEndoLead() const override;
|
|
int maxExoLead() const override;
|
|
int maxEndoLag() const override;
|
|
int maxExoLag() const override;
|
|
int maxLead() const override;
|
|
int maxLag() const override;
|
|
int maxLagWithDiffsExpanded() const override;
|
|
int VarMinLag() const override;
|
|
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
|
|
int PacMaxLag(int lhs_symb_id) const override;
|
|
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
|
|
expr_t undiff() const override;
|
|
expr_t decreaseLeadsLags(int n) const override;
|
|
expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
|
|
expr_t substituteAdl() const override;
|
|
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
|
|
void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
|
|
void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
|
|
int findTargetVariable(int lhs_symb_id) const override;
|
|
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substitutePacExpectation(const string & name, expr_t subexpr) override;
|
|
expr_t decreaseLeadsLagsPredeterminedVariables() const override;
|
|
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
bool isNumConstNodeEqualTo(double value) const override;
|
|
bool containsEndogenous() const override;
|
|
bool containsExogenous() const override;
|
|
int countDiffs() const override;
|
|
bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
|
|
expr_t replaceTrendVar() const override;
|
|
expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
|
|
expr_t clone(DataTree &datatree) const override;
|
|
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
|
|
bool isInStaticForm() const override;
|
|
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
|
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
|
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
|
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
|
bool isParamTimesEndogExpr() const override;
|
|
bool isVarModelReferenced(const string &model_info_name) const override;
|
|
void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
|
|
expr_t substituteStaticAuxiliaryVariable() const override;
|
|
};
|
|
|
|
//! Symbol or variable node
|
|
class VariableNode : public ExprNode
|
|
{
|
|
friend class UnaryOpNode;
|
|
public:
|
|
//! Id from the symbol table
|
|
const int symb_id;
|
|
//! A positive value is a lead, a negative is a lag
|
|
const int lag;
|
|
private:
|
|
expr_t computeDerivative(int deriv_id) override;
|
|
protected:
|
|
void matchVTCTPHelper(int &var_id, int &lag, int ¶m_id, double &constant, bool at_denominator) const override;
|
|
public:
|
|
VariableNode(DataTree &datatree_arg, int idx_arg, int symb_id_arg, int lag_arg);
|
|
void prepareForDerivation() override;
|
|
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeJsonAST(ostream &output) const override;
|
|
void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
|
|
bool containsExternalFunction() const override;
|
|
void collectVARLHSVariable(set<expr_t> &result) const override;
|
|
void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>> &result) const override;
|
|
void computeTemporaryTerms(map<expr_t, int > &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int>> &first_occurence,
|
|
int Curr_block,
|
|
vector< vector<temporary_terms_t>> &v_temporary_terms,
|
|
int equation) const override;
|
|
void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
|
|
double eval(const eval_context_t &eval_context) const noexcept(false) override;
|
|
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 deriv_node_temp_terms_t &tef_terms) const override;
|
|
expr_t toStatic(DataTree &static_datatree) const override;
|
|
void computeXrefs(EquationInfo &ei) const override;
|
|
SymbolType get_type() const;
|
|
pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<tuple<int, expr_t, expr_t>> &List_of_Op_RHS) const override;
|
|
expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
|
|
int maxEndoLead() const override;
|
|
int maxExoLead() const override;
|
|
int maxEndoLag() const override;
|
|
int maxExoLag() const override;
|
|
int maxLead() const override;
|
|
int maxLag() const override;
|
|
int maxLagWithDiffsExpanded() const override;
|
|
int VarMinLag() const override;
|
|
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
|
|
int PacMaxLag(int lhs_symb_id) const override;
|
|
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
|
|
expr_t undiff() const override;
|
|
expr_t decreaseLeadsLags(int n) const override;
|
|
expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
|
|
expr_t substituteAdl() const override;
|
|
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
|
|
void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
|
|
void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
|
|
int findTargetVariable(int lhs_symb_id) const override;
|
|
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substitutePacExpectation(const string & name, expr_t subexpr) override;
|
|
expr_t decreaseLeadsLagsPredeterminedVariables() const override;
|
|
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
bool isNumConstNodeEqualTo(double value) const override;
|
|
bool containsEndogenous() const override;
|
|
bool containsExogenous() const override;
|
|
int countDiffs() const override;
|
|
bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
|
|
expr_t replaceTrendVar() const override;
|
|
expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
|
|
expr_t clone(DataTree &datatree) const override;
|
|
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
|
|
bool isInStaticForm() const override;
|
|
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
|
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
|
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
|
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
|
bool isParamTimesEndogExpr() const override;
|
|
bool isVarModelReferenced(const string &model_info_name) const override;
|
|
void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
|
|
//! Substitute auxiliary variables by their expression in static model
|
|
expr_t substituteStaticAuxiliaryVariable() const override;
|
|
};
|
|
|
|
//! Unary operator node
|
|
class UnaryOpNode : public ExprNode
|
|
{
|
|
protected:
|
|
void matchVTCTPHelper(int &var_id, int &lag, int ¶m_id, double &constant, bool at_denominator) const override;
|
|
public:
|
|
const expr_t arg;
|
|
//! Stores the information set. Only used for expectation operator
|
|
const int expectation_information_set;
|
|
//! Only used for UnaryOpcode::steadyStateParamDeriv and UnaryOpcode::steadyStateParam2ndDeriv
|
|
const int param1_symb_id, param2_symb_id;
|
|
const UnaryOpcode op_code;
|
|
const string adl_param_name;
|
|
const vector<int> adl_lags;
|
|
private:
|
|
expr_t computeDerivative(int deriv_id) override;
|
|
int cost(int cost, bool is_matlab) const override;
|
|
int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const override;
|
|
int cost(const map<pair<int, int>, temporary_terms_t> &temp_terms_map, bool is_matlab) const override;
|
|
//! 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, int idx_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, string adl_param_name_arg, vector<int> adl_lags_arg);
|
|
void prepareForDerivation() override;
|
|
void computeTemporaryTerms(const pair<int, int> &derivOrder,
|
|
map<pair<int, int>, temporary_terms_t> &temp_terms_map,
|
|
map<expr_t, pair<int, pair<int, int>>> &reference_count,
|
|
bool is_matlab) const override;
|
|
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeJsonAST(ostream &output) const override;
|
|
void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
|
|
bool containsExternalFunction() const override;
|
|
void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
const temporary_terms_idxs_t &temporary_terms_idxs,
|
|
deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeJsonExternalFunctionOutput(vector<string> &efout,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms,
|
|
const bool isdynamic) const override;
|
|
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 override;
|
|
void computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int>> &first_occurence,
|
|
int Curr_block,
|
|
vector< vector<temporary_terms_t>> &v_temporary_terms,
|
|
int equation) const override;
|
|
void collectVARLHSVariable(set<expr_t> &result) const override;
|
|
void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>> &result) const override;
|
|
void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
|
|
static double eval_opcode(UnaryOpcode op_code, double v) noexcept(false);
|
|
double eval(const eval_context_t &eval_context) const noexcept(false) override;
|
|
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 deriv_node_temp_terms_t &tef_terms) const override;
|
|
expr_t toStatic(DataTree &static_datatree) const override;
|
|
void computeXrefs(EquationInfo &ei) const override;
|
|
pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<tuple<int, expr_t, expr_t>> &List_of_Op_RHS) const override;
|
|
expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
|
|
int maxEndoLead() const override;
|
|
int maxExoLead() const override;
|
|
int maxEndoLag() const override;
|
|
int maxExoLag() const override;
|
|
int maxLead() const override;
|
|
int maxLag() const override;
|
|
int maxLagWithDiffsExpanded() const override;
|
|
int VarMinLag() const override;
|
|
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
|
|
int PacMaxLag(int lhs_symb_id) const override;
|
|
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
|
|
expr_t undiff() const override;
|
|
expr_t decreaseLeadsLags(int n) const override;
|
|
expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
//! 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;
|
|
expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
|
|
expr_t substituteAdl() const override;
|
|
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
|
|
void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
|
|
bool createAuxVarForUnaryOpNode() const;
|
|
void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
|
|
int findTargetVariable(int lhs_symb_id) const override;
|
|
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substitutePacExpectation(const string & name, expr_t subexpr) override;
|
|
expr_t decreaseLeadsLagsPredeterminedVariables() const override;
|
|
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
bool isNumConstNodeEqualTo(double value) const override;
|
|
bool containsEndogenous() const override;
|
|
bool containsExogenous() const override;
|
|
int countDiffs() const override;
|
|
bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
|
|
expr_t replaceTrendVar() const override;
|
|
expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
|
|
expr_t clone(DataTree &datatree) const override;
|
|
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
|
|
bool isInStaticForm() const override;
|
|
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
|
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
|
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
|
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
|
bool isParamTimesEndogExpr() const override;
|
|
bool isVarModelReferenced(const string &model_info_name) const override;
|
|
void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
|
|
//! Substitute auxiliary variables by their expression in static model
|
|
expr_t substituteStaticAuxiliaryVariable() const override;
|
|
void decomposeAdditiveTerms(vector<pair<expr_t, int>> &terms, int current_sign) const override;
|
|
};
|
|
|
|
//! Binary operator node
|
|
class BinaryOpNode : public ExprNode
|
|
{
|
|
protected:
|
|
void matchVTCTPHelper(int &var_id, int &lag, int ¶m_id, double &constant, bool at_denominator) const override;
|
|
public:
|
|
const expr_t arg1, arg2;
|
|
const BinaryOpcode op_code;
|
|
const int powerDerivOrder;
|
|
const string adlparam;
|
|
private:
|
|
expr_t computeDerivative(int deriv_id) override;
|
|
int cost(int cost, bool is_matlab) const override;
|
|
int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const override;
|
|
int cost(const map<pair<int, int>, temporary_terms_t> &temp_terms_map, bool is_matlab) const override;
|
|
//! 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);
|
|
public:
|
|
BinaryOpNode(DataTree &datatree_arg, int idx_arg, const expr_t arg1_arg,
|
|
BinaryOpcode op_code_arg, const expr_t arg2_arg, int powerDerivOrder);
|
|
void prepareForDerivation() override;
|
|
int precedenceJson(const temporary_terms_t &temporary_terms) const override;
|
|
int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const override;
|
|
void computeTemporaryTerms(const pair<int, int> &derivOrder,
|
|
map<pair<int, int>, temporary_terms_t> &temp_terms_map,
|
|
map<expr_t, pair<int, pair<int, int>>> &reference_count,
|
|
bool is_matlab) const override;
|
|
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeJsonAST(ostream &output) const override;
|
|
void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
|
|
bool containsExternalFunction() const override;
|
|
void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
const temporary_terms_idxs_t &temporary_terms_idxs,
|
|
deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeJsonExternalFunctionOutput(vector<string> &efout,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms,
|
|
const bool isdynamic) const override;
|
|
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 override;
|
|
void computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int>> &first_occurence,
|
|
int Curr_block,
|
|
vector< vector<temporary_terms_t>> &v_temporary_terms,
|
|
int equation) const override;
|
|
void collectVARLHSVariable(set<expr_t> &result) const override;
|
|
void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>> &result) const override;
|
|
void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
|
|
static double eval_opcode(double v1, BinaryOpcode op_code, double v2, int derivOrder) noexcept(false);
|
|
double eval(const eval_context_t &eval_context) const noexcept(false) override;
|
|
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 deriv_node_temp_terms_t &tef_terms) const override;
|
|
expr_t Compute_RHS(expr_t arg1, expr_t arg2, int op, int op_type) const;
|
|
expr_t toStatic(DataTree &static_datatree) const override;
|
|
void computeXrefs(EquationInfo &ei) const override;
|
|
pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<tuple<int, expr_t, expr_t>> &List_of_Op_RHS) const override;
|
|
expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
|
|
int maxEndoLead() const override;
|
|
int maxExoLead() const override;
|
|
int maxEndoLag() const override;
|
|
int maxExoLag() const override;
|
|
int maxLead() const override;
|
|
int maxLag() const override;
|
|
int maxLagWithDiffsExpanded() const override;
|
|
int VarMinLag() const override;
|
|
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
|
|
int PacMaxLag(int lhs_symb_id) const override;
|
|
int getPacTargetSymbIdHelper(int lhs_symb_id, int undiff_lhs_symb_id, const set<pair<int, int>> & endogs) const;
|
|
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
|
|
expr_t undiff() const override;
|
|
expr_t decreaseLeadsLags(int n) const override;
|
|
expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
//! 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;
|
|
expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
|
|
expr_t substituteAdl() const override;
|
|
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
|
|
void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
|
|
void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
|
|
bool findTargetVariableHelper1(int lhs_symb_id, int rhs_symb_id) const;
|
|
int findTargetVariableHelper(const expr_t arg1, const expr_t arg2, int lhs_symb_id) const;
|
|
int findTargetVariable(int lhs_symb_id) const override;
|
|
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substitutePacExpectation(const string & name, expr_t subexpr) override;
|
|
expr_t decreaseLeadsLagsPredeterminedVariables() const override;
|
|
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
bool isNumConstNodeEqualTo(double value) const override;
|
|
bool containsEndogenous() const override;
|
|
bool containsExogenous() const override;
|
|
int countDiffs() const override;
|
|
bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
|
|
expr_t replaceTrendVar() const override;
|
|
expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
|
|
expr_t clone(DataTree &datatree) const override;
|
|
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
|
|
//! 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;
|
|
bool isInStaticForm() const override;
|
|
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const;
|
|
void fillErrorCorrectionRowHelper(expr_t arg1, expr_t arg2,
|
|
int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs,
|
|
map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const;
|
|
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
|
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
|
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
|
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
|
pair<int, vector<tuple<int, bool, int>>> getPacEC(BinaryOpNode *bopn, int lhs_symb_id, int lhs_orig_symb_id) const;
|
|
void getPacAREC(int lhs_symb_id, int lhs_orig_symb_id,
|
|
pair<int, vector<tuple<int, bool, int>>> &ec_params_and_vars,
|
|
set<pair<int, pair<int, int>>> &ar_params_and_vars,
|
|
vector<tuple<int, int, int, double>> &additive_vars_params_and_constants) const;
|
|
|
|
//! Finds the share of optimizing agents in the PAC equation,
|
|
//! the expr node associated with it,
|
|
//! and the expr node associated with the non-optimizing part
|
|
tuple<int, expr_t, expr_t, expr_t> getPacOptimizingShareAndExprNodes(int lhs_symb_id, int lhs_orig_symb_id) const;
|
|
pair<int, expr_t> getPacOptimizingShareAndExprNodesHelper(BinaryOpNode *bopn, int lhs_symb_id, int lhs_orig_symb_id) const;
|
|
expr_t getPacNonOptimizingPart(BinaryOpNode *bopn, int optim_share) const;
|
|
bool getPacNonOptimizingPartHelper(BinaryOpNode *bopn, int optim_share) const;
|
|
bool isParamTimesEndogExpr() const override;
|
|
bool isVarModelReferenced(const string &model_info_name) const override;
|
|
void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
|
|
//! Substitute auxiliary variables by their expression in static model
|
|
expr_t substituteStaticAuxiliaryVariable() const override;
|
|
//! Substitute auxiliary variables by their expression in static model auxiliary variable definition
|
|
expr_t substituteStaticAuxiliaryDefinition() const;
|
|
void decomposeAdditiveTerms(vector<pair<expr_t, int>> &terms, int current_sign) const override;
|
|
};
|
|
|
|
//! Trinary operator node
|
|
class TrinaryOpNode : public ExprNode
|
|
{
|
|
friend class ModelTree;
|
|
public:
|
|
const expr_t arg1, arg2, arg3;
|
|
const TrinaryOpcode op_code;
|
|
private:
|
|
expr_t computeDerivative(int deriv_id) override;
|
|
int cost(int cost, bool is_matlab) const override;
|
|
int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const override;
|
|
int cost(const map<pair<int, int>, temporary_terms_t> &temp_terms_map, bool is_matlab) const override;
|
|
//! 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, int idx_arg, const expr_t arg1_arg,
|
|
TrinaryOpcode op_code_arg, const expr_t arg2_arg, const expr_t arg3_arg);
|
|
void prepareForDerivation() override;
|
|
int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const override;
|
|
void computeTemporaryTerms(const pair<int, int> &derivOrder,
|
|
map<pair<int, int>, temporary_terms_t> &temp_terms_map,
|
|
map<expr_t, pair<int, pair<int, int>>> &reference_count,
|
|
bool is_matlab) const override;
|
|
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeJsonAST(ostream &output) const override;
|
|
void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
|
|
bool containsExternalFunction() const override;
|
|
void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
const temporary_terms_idxs_t &temporary_terms_idxs,
|
|
deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeJsonExternalFunctionOutput(vector<string> &efout,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms,
|
|
const bool isdynamic) const override;
|
|
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 override;
|
|
void computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int>> &first_occurence,
|
|
int Curr_block,
|
|
vector< vector<temporary_terms_t>> &v_temporary_terms,
|
|
int equation) const override;
|
|
void collectVARLHSVariable(set<expr_t> &result) const override;
|
|
void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>> &result) const override;
|
|
void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
|
|
static double eval_opcode(double v1, TrinaryOpcode op_code, double v2, double v3) noexcept(false);
|
|
double eval(const eval_context_t &eval_context) const noexcept(false) override;
|
|
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 deriv_node_temp_terms_t &tef_terms) const override;
|
|
expr_t toStatic(DataTree &static_datatree) const override;
|
|
void computeXrefs(EquationInfo &ei) const override;
|
|
pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<tuple<int, expr_t, expr_t>> &List_of_Op_RHS) const override;
|
|
expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
|
|
int maxEndoLead() const override;
|
|
int maxExoLead() const override;
|
|
int maxEndoLag() const override;
|
|
int maxExoLag() const override;
|
|
int maxLead() const override;
|
|
int maxLag() const override;
|
|
int maxLagWithDiffsExpanded() const override;
|
|
int VarMinLag() const override;
|
|
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
|
|
int PacMaxLag(int lhs_symb_id) const override;
|
|
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
|
|
expr_t undiff() const override;
|
|
expr_t decreaseLeadsLags(int n) const override;
|
|
expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
//! 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;
|
|
expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
|
|
expr_t substituteAdl() const override;
|
|
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
|
|
void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
|
|
void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
|
|
int findTargetVariable(int lhs_symb_id) const override;
|
|
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substitutePacExpectation(const string & name, expr_t subexpr) override;
|
|
expr_t decreaseLeadsLagsPredeterminedVariables() const override;
|
|
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
bool isNumConstNodeEqualTo(double value) const override;
|
|
bool containsEndogenous() const override;
|
|
bool containsExogenous() const override;
|
|
int countDiffs() const override;
|
|
bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
|
|
expr_t replaceTrendVar() const override;
|
|
expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
|
|
expr_t clone(DataTree &datatree) const override;
|
|
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
|
|
bool isInStaticForm() const override;
|
|
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
|
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
|
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
|
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
|
bool isParamTimesEndogExpr() const override;
|
|
bool isVarModelReferenced(const string &model_info_name) const override;
|
|
void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
|
|
//! Substitute auxiliary variables by their expression in static model
|
|
expr_t substituteStaticAuxiliaryVariable() const override;
|
|
};
|
|
|
|
//! External function node
|
|
class AbstractExternalFunctionNode : public ExprNode
|
|
{
|
|
public:
|
|
const int symb_id;
|
|
const vector<expr_t> arguments;
|
|
private:
|
|
expr_t computeDerivative(int deriv_id) override;
|
|
virtual expr_t composeDerivatives(const vector<expr_t> &dargs) = 0;
|
|
protected:
|
|
//! Thrown when trying to access an unknown entry in external_function_node_map
|
|
class UnknownFunctionNameAndArgs
|
|
{
|
|
};
|
|
//! Returns true if the given external function has been written as a temporary term
|
|
bool alreadyWrittenAsTefTerm(int the_symb_id, const 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, const deriv_node_temp_terms_t &tef_terms) const noexcept(false);
|
|
//! Helper function to write output arguments of any given external function
|
|
void writeExternalFunctionArguments(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const;
|
|
void writeJsonASTExternalFunctionArguments(ostream &output) const;
|
|
void writeJsonExternalFunctionArguments(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
|
|
/*! Returns a predicate that tests whether an other ExprNode is an external
|
|
function which is computed by the same external function call (i.e. it has
|
|
the same so-called "Tef" index) */
|
|
virtual function<bool (expr_t)> sameTefTermPredicate() const = 0;
|
|
public:
|
|
AbstractExternalFunctionNode(DataTree &datatree_arg, int idx_arg, int symb_id_arg,
|
|
vector<expr_t> arguments_arg);
|
|
void prepareForDerivation() override;
|
|
void computeTemporaryTerms(const pair<int, int> &derivOrder,
|
|
map<pair<int, int>, temporary_terms_t> &temp_terms_map,
|
|
map<expr_t, pair<int, pair<int, int>>> &reference_count,
|
|
bool is_matlab) const override;
|
|
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override = 0;
|
|
void writeJsonAST(ostream &output) const override = 0;
|
|
void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic = true) const override = 0;
|
|
bool containsExternalFunction() const override;
|
|
void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
const temporary_terms_idxs_t &temporary_terms_idxs,
|
|
deriv_node_temp_terms_t &tef_terms) const override = 0;
|
|
void writeJsonExternalFunctionOutput(vector<string> &efout,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms,
|
|
const bool isdynamic = true) const override = 0;
|
|
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 override = 0;
|
|
void computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int>> &first_occurence,
|
|
int Curr_block,
|
|
vector< vector<temporary_terms_t>> &v_temporary_terms,
|
|
int equation) const override = 0;
|
|
void collectVARLHSVariable(set<expr_t> &result) const override;
|
|
void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>> &result) const override;
|
|
void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
|
|
double eval(const eval_context_t &eval_context) const noexcept(false) override;
|
|
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,
|
|
const deriv_node_temp_terms_t &tef_terms) const;
|
|
|
|
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 deriv_node_temp_terms_t &tef_terms) const override = 0;
|
|
expr_t toStatic(DataTree &static_datatree) const override = 0;
|
|
void computeXrefs(EquationInfo &ei) const override = 0;
|
|
pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<tuple<int, expr_t, expr_t>> &List_of_Op_RHS) const override;
|
|
expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
|
|
int maxEndoLead() const override;
|
|
int maxExoLead() const override;
|
|
int maxEndoLag() const override;
|
|
int maxExoLag() const override;
|
|
int maxLead() const override;
|
|
int maxLag() const override;
|
|
int maxLagWithDiffsExpanded() const override;
|
|
int VarMinLag() const override;
|
|
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
|
|
int PacMaxLag(int lhs_symb_id) const override;
|
|
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
|
|
expr_t undiff() const override;
|
|
expr_t decreaseLeadsLags(int n) const override;
|
|
expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
|
|
expr_t substituteAdl() const override;
|
|
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
|
|
void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
|
|
void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
|
|
int findTargetVariable(int lhs_symb_id) const override;
|
|
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substitutePacExpectation(const string & name, expr_t subexpr) override;
|
|
virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const = 0;
|
|
expr_t decreaseLeadsLagsPredeterminedVariables() const override;
|
|
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
bool isNumConstNodeEqualTo(double value) const override;
|
|
bool containsEndogenous() const override;
|
|
bool containsExogenous() const override;
|
|
int countDiffs() const override;
|
|
bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
|
|
void writePrhs(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms, const string &ending) const;
|
|
expr_t replaceTrendVar() const override;
|
|
expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
|
|
expr_t clone(DataTree &datatree) const override = 0;
|
|
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
|
|
bool isInStaticForm() const override;
|
|
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
|
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
|
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
|
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
|
bool isParamTimesEndogExpr() const override;
|
|
bool isVarModelReferenced(const string &model_info_name) const override;
|
|
void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
|
|
//! Substitute auxiliary variables by their expression in static model
|
|
expr_t substituteStaticAuxiliaryVariable() const override;
|
|
};
|
|
|
|
class ExternalFunctionNode : public AbstractExternalFunctionNode
|
|
{
|
|
friend class FirstDerivExternalFunctionNode;
|
|
friend class SecondDerivExternalFunctionNode;
|
|
private:
|
|
expr_t composeDerivatives(const vector<expr_t> &dargs) override;
|
|
protected:
|
|
function<bool (expr_t)> sameTefTermPredicate() const override;
|
|
public:
|
|
ExternalFunctionNode(DataTree &datatree_arg, int idx_arg, int symb_id_arg,
|
|
const vector<expr_t> &arguments_arg);
|
|
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeJsonAST(ostream &output) const override;
|
|
void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
|
|
void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
const temporary_terms_idxs_t &temporary_terms_idxs,
|
|
deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeJsonExternalFunctionOutput(vector<string> &efout,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms,
|
|
const bool isdynamic) const override;
|
|
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 override;
|
|
void computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int>> &first_occurence,
|
|
int Curr_block,
|
|
vector< vector<temporary_terms_t>> &v_temporary_terms,
|
|
int equation) const override;
|
|
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 deriv_node_temp_terms_t &tef_terms) const override;
|
|
expr_t toStatic(DataTree &static_datatree) const override;
|
|
void computeXrefs(EquationInfo &ei) const override;
|
|
expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const override;
|
|
expr_t clone(DataTree &datatree) const override;
|
|
};
|
|
|
|
class FirstDerivExternalFunctionNode : public AbstractExternalFunctionNode
|
|
{
|
|
public:
|
|
const int inputIndex;
|
|
private:
|
|
expr_t composeDerivatives(const vector<expr_t> &dargs) override;
|
|
protected:
|
|
function<bool (expr_t)> sameTefTermPredicate() const override;
|
|
public:
|
|
FirstDerivExternalFunctionNode(DataTree &datatree_arg, int idx_arg,
|
|
int top_level_symb_id_arg,
|
|
const vector<expr_t> &arguments_arg,
|
|
int inputIndex_arg);
|
|
void computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int>> &first_occurence,
|
|
int Curr_block,
|
|
vector< vector<temporary_terms_t>> &v_temporary_terms,
|
|
int equation) const override;
|
|
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeJsonAST(ostream &output) const override;
|
|
void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
|
|
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 deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
const temporary_terms_idxs_t &temporary_terms_idxs,
|
|
deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeJsonExternalFunctionOutput(vector<string> &efout,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms,
|
|
const bool isdynamic) const override;
|
|
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 override;
|
|
expr_t toStatic(DataTree &static_datatree) const override;
|
|
void computeXrefs(EquationInfo &ei) const override;
|
|
expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const override;
|
|
expr_t clone(DataTree &datatree) const override;
|
|
};
|
|
|
|
class SecondDerivExternalFunctionNode : public AbstractExternalFunctionNode
|
|
{
|
|
public:
|
|
const int inputIndex1;
|
|
const int inputIndex2;
|
|
private:
|
|
expr_t composeDerivatives(const vector<expr_t> &dargs) override;
|
|
protected:
|
|
function<bool (expr_t)> sameTefTermPredicate() const override;
|
|
public:
|
|
SecondDerivExternalFunctionNode(DataTree &datatree_arg, int idx_arg,
|
|
int top_level_symb_id_arg,
|
|
const vector<expr_t> &arguments_arg,
|
|
int inputIndex1_arg,
|
|
int inputIndex2_arg);
|
|
void computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int>> &first_occurence,
|
|
int Curr_block,
|
|
vector< vector<temporary_terms_t>> &v_temporary_terms,
|
|
int equation) const override;
|
|
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeJsonAST(ostream &output) const override;
|
|
void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
|
|
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 deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
const temporary_terms_idxs_t &temporary_terms_idxs,
|
|
deriv_node_temp_terms_t &tef_terms) const override;
|
|
void writeJsonExternalFunctionOutput(vector<string> &efout,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms,
|
|
const bool isdynamic) const override;
|
|
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 override;
|
|
expr_t toStatic(DataTree &static_datatree) const override;
|
|
void computeXrefs(EquationInfo &ei) const override;
|
|
expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const override;
|
|
expr_t clone(DataTree &datatree) const override;
|
|
};
|
|
|
|
class VarExpectationNode : public ExprNode
|
|
{
|
|
public:
|
|
const string model_name;
|
|
VarExpectationNode(DataTree &datatree_arg, int idx_arg, string model_name_arg);
|
|
void computeTemporaryTerms(const pair<int, int> &derivOrder,
|
|
map<pair<int, int>, temporary_terms_t> &temp_terms_map,
|
|
map<expr_t, pair<int, pair<int, int>>> &reference_count,
|
|
bool is_matlab) const override;
|
|
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
|
|
void computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int>> &first_occurence,
|
|
int Curr_block,
|
|
vector< vector<temporary_terms_t>> &v_temporary_terms,
|
|
int equation) const override;
|
|
expr_t toStatic(DataTree &static_datatree) const override;
|
|
expr_t clone(DataTree &datatree) const override;
|
|
int maxEndoLead() const override;
|
|
int maxExoLead() const override;
|
|
int maxEndoLag() const override;
|
|
int maxExoLag() const override;
|
|
int maxLead() const override;
|
|
int maxLag() const override;
|
|
int maxLagWithDiffsExpanded() const override;
|
|
int VarMinLag() const override;
|
|
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
|
|
int PacMaxLag(int lhs_symb_id) const override;
|
|
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
|
|
expr_t undiff() const override;
|
|
expr_t decreaseLeadsLags(int n) const override;
|
|
void prepareForDerivation() override;
|
|
expr_t computeDerivative(int deriv_id) override;
|
|
expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
|
|
bool containsExternalFunction() const override;
|
|
double eval(const eval_context_t &eval_context) const noexcept(false) override;
|
|
void computeXrefs(EquationInfo &ei) const override;
|
|
expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
|
|
expr_t substituteAdl() const override;
|
|
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
|
|
void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
|
|
void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
|
|
int findTargetVariable(int lhs_symb_id) const override;
|
|
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substitutePacExpectation(const string & name, expr_t subexpr) override;
|
|
pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<tuple<int, expr_t, expr_t>> &List_of_Op_RHS) const override;
|
|
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 deriv_node_temp_terms_t &tef_terms) const override;
|
|
void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
|
|
void collectVARLHSVariable(set<expr_t> &result) const override;
|
|
void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>> &result) const override;
|
|
bool containsEndogenous() const override;
|
|
bool containsExogenous() const override;
|
|
int countDiffs() const override;
|
|
bool isNumConstNodeEqualTo(double value) const override;
|
|
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t decreaseLeadsLagsPredeterminedVariables() const override;
|
|
bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
|
|
expr_t replaceTrendVar() const override;
|
|
expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
|
|
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
|
|
bool isInStaticForm() const override;
|
|
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
|
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
|
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
|
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
|
bool isParamTimesEndogExpr() const override;
|
|
bool isVarModelReferenced(const string &model_info_name) const override;
|
|
void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
|
|
expr_t substituteStaticAuxiliaryVariable() const override;
|
|
void writeJsonAST(ostream &output) const override;
|
|
void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
|
|
};
|
|
|
|
class PacExpectationNode : public ExprNode
|
|
{
|
|
public:
|
|
const string model_name;
|
|
public:
|
|
PacExpectationNode(DataTree &datatree_arg, int idx_arg, string model_name);
|
|
void computeTemporaryTerms(const pair<int, int> &derivOrder,
|
|
map<pair<int, int>, temporary_terms_t> &temp_terms_map,
|
|
map<expr_t, pair<int, pair<int, int>>> &reference_count,
|
|
bool is_matlab) const override;
|
|
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
|
|
void computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int>> &first_occurence,
|
|
int Curr_block,
|
|
vector< vector<temporary_terms_t>> &v_temporary_terms,
|
|
int equation) const override;
|
|
expr_t toStatic(DataTree &static_datatree) const override;
|
|
expr_t clone(DataTree &datatree) const override;
|
|
int maxEndoLead() const override;
|
|
int maxExoLead() const override;
|
|
int maxEndoLag() const override;
|
|
int maxExoLag() const override;
|
|
int maxLead() const override;
|
|
int maxLag() const override;
|
|
int maxLagWithDiffsExpanded() const override;
|
|
int VarMinLag() const override;
|
|
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
|
|
int PacMaxLag(int lhs_symb_id) const override;
|
|
int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const override;
|
|
expr_t undiff() const override;
|
|
expr_t decreaseLeadsLags(int n) const override;
|
|
void prepareForDerivation() override;
|
|
expr_t computeDerivative(int deriv_id) override;
|
|
expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
|
|
bool containsExternalFunction() const override;
|
|
double eval(const eval_context_t &eval_context) const noexcept(false) override;
|
|
void computeXrefs(EquationInfo &ei) const override;
|
|
expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
|
|
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
|
|
expr_t substituteAdl() const override;
|
|
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
|
|
void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
|
|
void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
|
|
int findTargetVariable(int lhs_symb_id) const override;
|
|
expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t substitutePacExpectation(const string & name, expr_t subexpr) override;
|
|
pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<tuple<int, expr_t, expr_t>> &List_of_Op_RHS) const override;
|
|
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 deriv_node_temp_terms_t &tef_terms) const override;
|
|
void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
|
|
void collectVARLHSVariable(set<expr_t> &result) const override;
|
|
void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>> &result) const override;
|
|
bool containsEndogenous() const override;
|
|
bool containsExogenous() const override;
|
|
int countDiffs() const override;
|
|
bool isNumConstNodeEqualTo(double value) const override;
|
|
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
|
|
expr_t decreaseLeadsLagsPredeterminedVariables() const override;
|
|
bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
|
|
expr_t replaceTrendVar() const override;
|
|
expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
|
|
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
|
|
bool isInStaticForm() const override;
|
|
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
|
|
void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
|
|
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
|
|
bool containsPacExpectation(const string &pac_model_name = "") const override;
|
|
bool isParamTimesEndogExpr() const override;
|
|
bool isVarModelReferenced(const string &model_info_name) const override;
|
|
void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
|
|
expr_t substituteStaticAuxiliaryVariable() const override;
|
|
void writeJsonAST(ostream &output) const override;
|
|
void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
|
|
};
|
|
|
|
#endif
|