1094 lines
67 KiB
C++
1094 lines
67 KiB
C++
/*
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* Copyright (C) 2007-2017 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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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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class DataTree;
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class VariableNode;
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class BinaryOpNode;
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typedef class ExprNode *expr_t;
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struct ExprNodeLess;
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//! Type for set of temporary terms
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/*! They are ordered by index number thanks to ExprNodeLess */
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typedef set<expr_t, ExprNodeLess> temporary_terms_t;
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//! set of temporary terms used in a block
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typedef set<int> temporary_terms_inuse_t;
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typedef map<int, int> map_idx_t;
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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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typedef map<int, double> eval_context_t;
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//! Type for tracking first/second derivative functions that have already been written as temporary terms
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typedef map<pair<int, vector<expr_t> >, int> deriv_node_temp_terms_t;
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//! Possible types of output when writing ExprNode(s)
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enum ExprNodeOutputType
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{
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oMatlabStaticModel, //!< Matlab code, static model
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oMatlabDynamicModel, //!< Matlab code, dynamic model
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oMatlabStaticModelSparse, //!< Matlab code, static block decomposed model
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oMatlabDynamicModelSparse, //!< Matlab code, dynamic block decomposed model
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oCDynamicModel, //!< C code, dynamic model
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oCDynamic2Model, //!< C code, dynamic model, alternative numbering of endogenous variables
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oCStaticModel, //!< C code, static model
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oJuliaStaticModel, //!< Julia code, static model
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oJuliaDynamicModel, //!< Julia code, dynamic model
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oMatlabOutsideModel, //!< Matlab code, outside model block (for example in initval)
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oLatexStaticModel, //!< LaTeX code, static model
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oLatexDynamicModel, //!< LaTeX code, dynamic model
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oLatexDynamicSteadyStateOperator, //!< LaTeX code, dynamic model, inside a steady state operator
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oMatlabDynamicSteadyStateOperator, //!< Matlab code, dynamic model, inside a steady state operator
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oMatlabDynamicSparseSteadyStateOperator, //!< Matlab code, dynamic block decomposed model, inside a steady state operator
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oCDynamicSteadyStateOperator, //!< C code, dynamic model, inside a steady state operator
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oJuliaDynamicSteadyStateOperator, //!< Julia code, dynamic model, inside a steady state operator
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oSteadyStateFile, //!< Matlab code, in the generated steady state file
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oCSteadyStateFile, //!< C code, in the generated steady state file
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oJuliaSteadyStateFile //!< Julia code, in the generated steady state file
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};
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#define IS_MATLAB(output_type) ((output_type) == oMatlabStaticModel \
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|| (output_type) == oMatlabDynamicModel \
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|| (output_type) == oMatlabOutsideModel \
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|| (output_type) == oMatlabStaticModelSparse \
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|| (output_type) == oMatlabDynamicModelSparse \
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|| (output_type) == oMatlabDynamicSteadyStateOperator \
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|| (output_type) == oMatlabDynamicSparseSteadyStateOperator \
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|| (output_type) == oSteadyStateFile)
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#define IS_JULIA(output_type) ((output_type) == oJuliaStaticModel \
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|| (output_type) == oJuliaDynamicModel \
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|| (output_type) == oJuliaDynamicSteadyStateOperator \
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|| (output_type) == oJuliaSteadyStateFile)
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#define IS_C(output_type) ((output_type) == oCDynamicModel \
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|| (output_type) == oCDynamic2Model \
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|| (output_type) == oCStaticModel \
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|| (output_type) == oCDynamicSteadyStateOperator \
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|| (output_type) == oCSteadyStateFile)
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#define IS_LATEX(output_type) ((output_type) == oLatexStaticModel \
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|| (output_type) == oLatexDynamicModel \
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|| (output_type) == oLatexDynamicSteadyStateOperator)
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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) (IS_MATLAB(output_type) || IS_JULIA(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) (IS_MATLAB(output_type) ? '(' : '[')
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#define RIGHT_ARRAY_SUBSCRIPT(output_type) (IS_MATLAB(output_type) ? ')' : ']')
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// Left and right parentheses
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#define LEFT_PAR(output_type) (IS_LATEX(output_type) ? "\\left(" : "(")
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#define RIGHT_PAR(output_type) (IS_LATEX(output_type) ? "\\right)" : ")")
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// Computing cost above which a node can be declared a temporary term
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#define MIN_COST_MATLAB (40*90)
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#define MIN_COST_C (40*4)
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#define MIN_COST(is_matlab) ((is_matlab) ? MIN_COST_MATLAB : MIN_COST_C)
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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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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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int idx;
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//! Is the data member non_null_derivatives initialized ?
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bool preparedForDerivation;
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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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//! 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<NodeTreeReference, 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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public:
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ExprNode(DataTree &datatree_arg);
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virtual
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~ExprNode();
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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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//! Fills temporary_terms set, using reference counts
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/*! A node will be marked as a temporary term if it is referenced at least two times (i.e. has at least two parents), and has a computing cost (multiplied by reference count) greater to datatree.min_cost */
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virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
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map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
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bool is_matlab, NodeTreeReference tr) 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,out] 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, 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;
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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, deriv_node_temp_terms_t &tef_terms, const bool isdynamic = true) 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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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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//! 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 throw (EvalException, EvalExternalFunctionException) = 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, 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<pair<int, pair<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 relative period of the most forward term in this expression
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/*! A negative value means that the expression contains only lagged variables */
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virtual int maxLead() 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 for leads >= 2
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typedef map<const ExprNode *, const VariableNode *> subst_table_t;
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//! Creates auxiliary endo lead variables corresponding to this expression
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/*!
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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.
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\pre This expression is assumed to have maximum endogenous lead >= 2
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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 *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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/*!
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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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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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*/
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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.
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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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\param[in] partial_information_model Are we substituting in a partial information model?
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*/
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virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const = 0;
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virtual expr_t decreaseLeadsLagsPredeterminedVariables() const = 0;
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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;
|
|
|
|
//! Return true if the nodeID is a numerical constant equal to value and false otherwise
|
|
/*!
|
|
\param[in] value of the numerical constante
|
|
\param[out] the boolean equal to true if NodeId is a constant equal to value
|
|
*/
|
|
virtual bool isNumConstNodeEqualTo(double value) const = 0;
|
|
|
|
//! Returns true if the expression contains one or several endogenous variable
|
|
virtual bool containsEndogenous(void) const = 0;
|
|
|
|
//! Returns true if the expression contains one or several exogenous variable
|
|
virtual bool containsExogenous() const = 0;
|
|
|
|
//! 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;
|
|
|
|
//! Add ExprNodes to the provided datatree
|
|
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const = 0;
|
|
|
|
//! Move a trend variable with lag/lead to time t by dividing/multiplying by its growth factor
|
|
virtual expr_t removeTrendLeadLag(map<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;
|
|
};
|
|
|
|
//! Object used to compare two nodes (using their indexes)
|
|
struct ExprNodeLess
|
|
{
|
|
bool
|
|
operator()(expr_t arg1, expr_t arg2) const
|
|
{
|
|
return arg1->idx < arg2->idx;
|
|
}
|
|
};
|
|
|
|
//! Numerical constant node
|
|
/*! The constant is necessarily non-negative (this is enforced at the NumericalConstants class level) */
|
|
class NumConstNode : public ExprNode
|
|
{
|
|
private:
|
|
//! Id from numerical constants table
|
|
const int id;
|
|
virtual expr_t computeDerivative(int deriv_id);
|
|
public:
|
|
NumConstNode(DataTree &datatree_arg, int id_arg);
|
|
int
|
|
get_id() const
|
|
{
|
|
return id;
|
|
};
|
|
virtual void prepareForDerivation();
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
|
|
virtual bool containsExternalFunction() const;
|
|
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
|
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
|
|
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
|
|
virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual expr_t toStatic(DataTree &static_datatree) const;
|
|
virtual void computeXrefs(EquationInfo &ei) const;
|
|
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
|
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables);
|
|
virtual int maxEndoLead() const;
|
|
virtual int maxExoLead() const;
|
|
virtual int maxEndoLag() const;
|
|
virtual int maxExoLag() const;
|
|
virtual int maxLead() const;
|
|
virtual expr_t decreaseLeadsLags(int n) const;
|
|
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
|
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
|
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual bool isNumConstNodeEqualTo(double value) const;
|
|
virtual bool containsEndogenous(void) const;
|
|
virtual bool containsExogenous() const;
|
|
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
|
virtual expr_t replaceTrendVar() const;
|
|
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
|
|
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
|
|
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
|
|
virtual bool isInStaticForm() const;
|
|
virtual expr_t substituteStaticAuxiliaryVariable() const;
|
|
};
|
|
|
|
//! Symbol or variable node
|
|
class VariableNode : public ExprNode
|
|
{
|
|
friend class UnaryOpNode;
|
|
private:
|
|
//! Id from the symbol table
|
|
const int symb_id;
|
|
const SymbolType type;
|
|
//! A positive value is a lead, a negative is a lag
|
|
const int lag;
|
|
virtual expr_t computeDerivative(int deriv_id);
|
|
public:
|
|
VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg);
|
|
virtual void prepareForDerivation();
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
|
|
virtual bool containsExternalFunction() const;
|
|
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
|
virtual 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;
|
|
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
|
|
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
|
|
virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual expr_t toStatic(DataTree &static_datatree) const;
|
|
virtual void computeXrefs(EquationInfo &ei) const;
|
|
SymbolType
|
|
get_type() const
|
|
{
|
|
return type;
|
|
};
|
|
int
|
|
get_symb_id() const
|
|
{
|
|
return symb_id;
|
|
};
|
|
int
|
|
get_lag() const
|
|
{
|
|
return lag;
|
|
};
|
|
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
|
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables);
|
|
virtual int maxEndoLead() const;
|
|
virtual int maxExoLead() const;
|
|
virtual int maxEndoLag() const;
|
|
virtual int maxExoLag() const;
|
|
virtual int maxLead() const;
|
|
virtual expr_t decreaseLeadsLags(int n) const;
|
|
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
|
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
|
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual bool isNumConstNodeEqualTo(double value) const;
|
|
virtual bool containsEndogenous(void) const;
|
|
virtual bool containsExogenous() const;
|
|
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
|
virtual expr_t replaceTrendVar() const;
|
|
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
|
|
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
|
|
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
|
|
virtual bool isInStaticForm() const;
|
|
//! Substitute auxiliary variables by their expression in static model
|
|
virtual expr_t substituteStaticAuxiliaryVariable() const;
|
|
};
|
|
|
|
//! Unary operator node
|
|
class UnaryOpNode : public ExprNode
|
|
{
|
|
private:
|
|
const expr_t arg;
|
|
//! Stores the information set. Only used for expectation operator
|
|
const int expectation_information_set;
|
|
//! Only used for oSteadyStateParamDeriv and oSteadyStateParam2ndDeriv
|
|
const int param1_symb_id, param2_symb_id;
|
|
const UnaryOpcode op_code;
|
|
virtual expr_t computeDerivative(int deriv_id);
|
|
virtual int cost(int cost, bool is_matlab) const;
|
|
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
|
|
virtual int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
|
|
//! Returns the derivative of this node if darg is the derivative of the argument
|
|
expr_t composeDerivatives(expr_t darg, int deriv_id);
|
|
public:
|
|
UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const expr_t arg_arg, int expectation_information_set_arg, int param1_symb_id_arg, int param2_symb_id_arg);
|
|
virtual void prepareForDerivation();
|
|
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
|
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
|
bool is_matlab, NodeTreeReference tr) const;
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
|
|
virtual bool containsExternalFunction() const;
|
|
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms,
|
|
const bool isdynamic) const;
|
|
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
|
|
bool lhs_rhs, const temporary_terms_t &temporary_terms,
|
|
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void computeTemporaryTerms(map<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;
|
|
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
|
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
|
|
static double eval_opcode(UnaryOpcode op_code, double v) throw (EvalException, EvalExternalFunctionException);
|
|
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
|
|
virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const;
|
|
//! Returns operand
|
|
expr_t
|
|
get_arg() const
|
|
{
|
|
return (arg);
|
|
};
|
|
//! Returns op code
|
|
UnaryOpcode
|
|
get_op_code() const
|
|
{
|
|
return (op_code);
|
|
};
|
|
virtual expr_t toStatic(DataTree &static_datatree) const;
|
|
virtual void computeXrefs(EquationInfo &ei) const;
|
|
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
|
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables);
|
|
virtual int maxEndoLead() const;
|
|
virtual int maxExoLead() const;
|
|
virtual int maxEndoLag() const;
|
|
virtual int maxExoLag() const;
|
|
virtual int maxLead() const;
|
|
virtual expr_t decreaseLeadsLags(int n) const;
|
|
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
//! Creates another UnaryOpNode with the same opcode, but with a possibly different datatree and argument
|
|
expr_t buildSimilarUnaryOpNode(expr_t alt_arg, DataTree &alt_datatree) const;
|
|
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
|
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
|
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual bool isNumConstNodeEqualTo(double value) const;
|
|
virtual bool containsEndogenous(void) const;
|
|
virtual bool containsExogenous() const;
|
|
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
|
virtual expr_t replaceTrendVar() const;
|
|
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
|
|
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
|
|
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
|
|
virtual bool isInStaticForm() const;
|
|
//! Substitute auxiliary variables by their expression in static model
|
|
virtual expr_t substituteStaticAuxiliaryVariable() const;
|
|
};
|
|
|
|
//! Binary operator node
|
|
class BinaryOpNode : public ExprNode
|
|
{
|
|
private:
|
|
const expr_t arg1, arg2;
|
|
const BinaryOpcode op_code;
|
|
virtual expr_t computeDerivative(int deriv_id);
|
|
virtual int cost(int cost, bool is_matlab) const;
|
|
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
|
|
virtual int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
|
|
//! Returns the derivative of this node if darg1 and darg2 are the derivatives of the arguments
|
|
expr_t composeDerivatives(expr_t darg1, expr_t darg2);
|
|
const int powerDerivOrder;
|
|
public:
|
|
BinaryOpNode(DataTree &datatree_arg, const expr_t arg1_arg,
|
|
BinaryOpcode op_code_arg, const expr_t arg2_arg);
|
|
BinaryOpNode(DataTree &datatree_arg, const expr_t arg1_arg,
|
|
BinaryOpcode op_code_arg, const expr_t arg2_arg, int powerDerivOrder);
|
|
virtual void prepareForDerivation();
|
|
virtual int precedenceJson(const temporary_terms_t &temporary_terms) const;
|
|
virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
|
|
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
|
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
|
bool is_matlab, NodeTreeReference tr) const;
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
|
|
virtual bool containsExternalFunction() const;
|
|
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms,
|
|
const bool isdynamic) const;
|
|
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
|
|
bool lhs_rhs, const temporary_terms_t &temporary_terms,
|
|
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void computeTemporaryTerms(map<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;
|
|
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
|
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
|
|
static double eval_opcode(double v1, BinaryOpcode op_code, double v2, int derivOrder) throw (EvalException, EvalExternalFunctionException);
|
|
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
|
|
virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual expr_t Compute_RHS(expr_t arg1, expr_t arg2, int op, int op_type) const;
|
|
//! Returns first operand
|
|
expr_t
|
|
get_arg1() const
|
|
{
|
|
return (arg1);
|
|
};
|
|
//! Returns second operand
|
|
expr_t
|
|
get_arg2() const
|
|
{
|
|
return (arg2);
|
|
};
|
|
//! Returns op code
|
|
BinaryOpcode
|
|
get_op_code() const
|
|
{
|
|
return (op_code);
|
|
};
|
|
int
|
|
get_power_deriv_order() const
|
|
{
|
|
return powerDerivOrder;
|
|
}
|
|
virtual expr_t toStatic(DataTree &static_datatree) const;
|
|
virtual void computeXrefs(EquationInfo &ei) const;
|
|
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
|
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables);
|
|
virtual int maxEndoLead() const;
|
|
virtual int maxExoLead() const;
|
|
virtual int maxEndoLag() const;
|
|
virtual int maxExoLag() const;
|
|
virtual int maxLead() const;
|
|
virtual expr_t decreaseLeadsLags(int n) const;
|
|
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
//! Creates another BinaryOpNode with the same opcode, but with a possibly different datatree and arguments
|
|
expr_t buildSimilarBinaryOpNode(expr_t alt_arg1, expr_t alt_arg2, DataTree &alt_datatree) const;
|
|
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
|
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
|
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual bool isNumConstNodeEqualTo(double value) const;
|
|
virtual bool containsEndogenous(void) const;
|
|
virtual bool containsExogenous() const;
|
|
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
|
virtual expr_t replaceTrendVar() const;
|
|
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
|
|
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
|
|
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
|
|
//! Function to write out the oPowerNode in expr_t terms as opposed to writing out the function itself
|
|
expr_t unpackPowerDeriv() const;
|
|
//! Returns MULT_i*(lhs-rhs) = 0, creating multiplier MULT_i
|
|
expr_t addMultipliersToConstraints(int i);
|
|
//! Returns the non-zero hand-side of an equation (that must have a hand side equal to zero)
|
|
expr_t getNonZeroPartofEquation() const;
|
|
virtual bool isInStaticForm() const;
|
|
//! Substitute auxiliary variables by their expression in static model
|
|
virtual expr_t substituteStaticAuxiliaryVariable() const;
|
|
//! Substitute auxiliary variables by their expression in static model auxiliary variable definition
|
|
virtual expr_t substituteStaticAuxiliaryDefinition() const;
|
|
};
|
|
|
|
//! Trinary operator node
|
|
class TrinaryOpNode : public ExprNode
|
|
{
|
|
friend class ModelTree;
|
|
private:
|
|
const expr_t arg1, arg2, arg3;
|
|
const TrinaryOpcode op_code;
|
|
virtual expr_t computeDerivative(int deriv_id);
|
|
virtual int cost(int cost, bool is_matlab) const;
|
|
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
|
|
virtual int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
|
|
//! Returns the derivative of this node if darg1, darg2 and darg3 are the derivatives of the arguments
|
|
expr_t composeDerivatives(expr_t darg1, expr_t darg2, expr_t darg3);
|
|
public:
|
|
TrinaryOpNode(DataTree &datatree_arg, const expr_t arg1_arg,
|
|
TrinaryOpcode op_code_arg, const expr_t arg2_arg, const expr_t arg3_arg);
|
|
virtual void prepareForDerivation();
|
|
virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
|
|
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
|
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
|
bool is_matlab, NodeTreeReference tr) const;
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
|
|
virtual bool containsExternalFunction() const;
|
|
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms,
|
|
const bool isdynamic) const;
|
|
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
|
|
bool lhs_rhs, const temporary_terms_t &temporary_terms,
|
|
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void computeTemporaryTerms(map<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;
|
|
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
|
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
|
|
static double eval_opcode(double v1, TrinaryOpcode op_code, double v2, double v3) throw (EvalException, EvalExternalFunctionException);
|
|
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
|
|
virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual expr_t toStatic(DataTree &static_datatree) const;
|
|
virtual void computeXrefs(EquationInfo &ei) const;
|
|
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
|
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables);
|
|
virtual int maxEndoLead() const;
|
|
virtual int maxExoLead() const;
|
|
virtual int maxEndoLag() const;
|
|
virtual int maxExoLag() const;
|
|
virtual int maxLead() const;
|
|
virtual expr_t decreaseLeadsLags(int n) const;
|
|
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
//! Creates another TrinaryOpNode with the same opcode, but with a possibly different datatree and arguments
|
|
expr_t buildSimilarTrinaryOpNode(expr_t alt_arg1, expr_t alt_arg2, expr_t alt_arg3, DataTree &alt_datatree) const;
|
|
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
|
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
|
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual bool isNumConstNodeEqualTo(double value) const;
|
|
virtual bool containsEndogenous(void) const;
|
|
virtual bool containsExogenous() const;
|
|
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
|
virtual expr_t replaceTrendVar() const;
|
|
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
|
|
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
|
|
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
|
|
virtual bool isInStaticForm() const;
|
|
//! Substitute auxiliary variables by their expression in static model
|
|
virtual expr_t substituteStaticAuxiliaryVariable() const;
|
|
};
|
|
|
|
//! External function node
|
|
class AbstractExternalFunctionNode : public ExprNode
|
|
{
|
|
private:
|
|
virtual expr_t computeDerivative(int deriv_id);
|
|
virtual expr_t composeDerivatives(const vector<expr_t> &dargs) = 0;
|
|
protected:
|
|
//! Thrown when trying to access an unknown entry in external_function_node_map
|
|
class UnknownFunctionNameAndArgs
|
|
{
|
|
};
|
|
const int symb_id;
|
|
const vector<expr_t> arguments;
|
|
//! Returns true if the given external function has been written as a temporary term
|
|
bool alreadyWrittenAsTefTerm(int the_symb_id, deriv_node_temp_terms_t &tef_terms) const;
|
|
//! Returns the index in the tef_terms map of this external function
|
|
int getIndxInTefTerms(int the_symb_id, deriv_node_temp_terms_t &tef_terms) const throw (UnknownFunctionNameAndArgs);
|
|
//! Helper function to write output arguments of any given external function
|
|
void writeExternalFunctionArguments(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
void writeJsonExternalFunctionArguments(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
|
|
public:
|
|
AbstractExternalFunctionNode(DataTree &datatree_arg, int symb_id_arg,
|
|
const vector<expr_t> &arguments_arg);
|
|
virtual void prepareForDerivation();
|
|
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
|
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
|
bool is_matlab, NodeTreeReference tr) const = 0;
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const = 0;
|
|
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic = true) const = 0;
|
|
virtual bool containsExternalFunction() const;
|
|
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const = 0;
|
|
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms,
|
|
const bool isdynamic = true) const = 0;
|
|
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
|
|
bool lhs_rhs, const temporary_terms_t &temporary_terms,
|
|
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
|
|
deriv_node_temp_terms_t &tef_terms) const = 0;
|
|
virtual void computeTemporaryTerms(map<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 = 0;
|
|
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
|
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
|
|
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
|
|
unsigned int compileExternalFunctionArguments(ostream &CompileCode, unsigned int &instruction_number,
|
|
bool lhs_rhs, const temporary_terms_t &temporary_terms,
|
|
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
|
|
virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const = 0;
|
|
virtual expr_t toStatic(DataTree &static_datatree) const = 0;
|
|
virtual void computeXrefs(EquationInfo &ei) const = 0;
|
|
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
|
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables);
|
|
virtual int maxEndoLead() const;
|
|
virtual int maxExoLead() const;
|
|
virtual int maxEndoLag() const;
|
|
virtual int maxExoLag() const;
|
|
virtual int maxLead() const;
|
|
virtual expr_t decreaseLeadsLags(int n) const;
|
|
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
|
virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const = 0;
|
|
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
|
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual bool isNumConstNodeEqualTo(double value) const;
|
|
virtual bool containsEndogenous(void) const;
|
|
virtual bool containsExogenous() const;
|
|
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
|
virtual void writePrhs(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const string &ending) const;
|
|
virtual expr_t replaceTrendVar() const;
|
|
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
|
|
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const = 0;
|
|
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
|
|
virtual bool isInStaticForm() const;
|
|
//! Substitute auxiliary variables by their expression in static model
|
|
virtual expr_t substituteStaticAuxiliaryVariable() const;
|
|
};
|
|
|
|
class ExternalFunctionNode : public AbstractExternalFunctionNode
|
|
{
|
|
private:
|
|
virtual expr_t composeDerivatives(const vector<expr_t> &dargs);
|
|
public:
|
|
ExternalFunctionNode(DataTree &datatree_arg, int symb_id_arg,
|
|
const vector<expr_t> &arguments_arg);
|
|
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
|
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
|
bool is_matlab, NodeTreeReference tr) const;
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
|
|
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms,
|
|
const bool isdynamic) const;
|
|
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
|
|
bool lhs_rhs, const temporary_terms_t &temporary_terms,
|
|
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void computeTemporaryTerms(map<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;
|
|
virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual expr_t toStatic(DataTree &static_datatree) const;
|
|
virtual void computeXrefs(EquationInfo &ei) const;
|
|
virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const;
|
|
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
|
|
};
|
|
|
|
class FirstDerivExternalFunctionNode : public AbstractExternalFunctionNode
|
|
{
|
|
private:
|
|
const int inputIndex;
|
|
virtual expr_t composeDerivatives(const vector<expr_t> &dargs);
|
|
public:
|
|
FirstDerivExternalFunctionNode(DataTree &datatree_arg,
|
|
int top_level_symb_id_arg,
|
|
const vector<expr_t> &arguments_arg,
|
|
int inputIndex_arg);
|
|
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
|
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
|
bool is_matlab, NodeTreeReference tr) const;
|
|
virtual 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;
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
|
|
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
|
|
bool lhs_rhs, const temporary_terms_t &temporary_terms,
|
|
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms,
|
|
const bool isdynamic) const;
|
|
virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
|
|
bool lhs_rhs, const temporary_terms_t &temporary_terms,
|
|
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual expr_t toStatic(DataTree &static_datatree) const;
|
|
virtual void computeXrefs(EquationInfo &ei) const;
|
|
virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const;
|
|
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
|
|
};
|
|
|
|
class SecondDerivExternalFunctionNode : public AbstractExternalFunctionNode
|
|
{
|
|
private:
|
|
const int inputIndex1;
|
|
const int inputIndex2;
|
|
virtual expr_t composeDerivatives(const vector<expr_t> &dargs);
|
|
public:
|
|
SecondDerivExternalFunctionNode(DataTree &datatree_arg,
|
|
int top_level_symb_id_arg,
|
|
const vector<expr_t> &arguments_arg,
|
|
int inputIndex1_arg,
|
|
int inputIndex2_arg);
|
|
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
|
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
|
bool is_matlab, NodeTreeReference tr) const;
|
|
virtual 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;
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
|
|
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
|
|
bool lhs_rhs, const temporary_terms_t &temporary_terms,
|
|
const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
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deriv_node_temp_terms_t &tef_terms) const;
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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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deriv_node_temp_terms_t &tef_terms) const;
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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) 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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virtual expr_t toStatic(DataTree &static_datatree) const;
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virtual void computeXrefs(EquationInfo &ei) const;
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virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const;
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virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
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};
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#endif
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