diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 07f7c893ec374013e1b0102981c5b67b924dbc5a..f6fd184ee678c9385d53abe061ae85cf96dce7ec 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -3648,100 +3648,99 @@ DynamicModel::getUndiffLHSForPac(const string &aux_model_name,
}
void
-DynamicModel::analyzePacEquationStructure(const string &name, map<pair<string, string>, pair<string, int>> &eqtag_and_lag, PacModelTable::equation_info_t &pac_equation_info)
+DynamicModel::analyzePacEquationStructure(const string &name, map<string, string> &pac_eq_name, PacModelTable::equation_info_t &pac_equation_info)
{
- int i = 0;
for (auto &equation : equations)
- {
- pair<int, int> lhs(-1, -1);
- pair<int, vector<tuple<int, bool, int>>> ec_params_and_vars;
- vector<tuple<int, int, int>> ar_params_and_vars;
- vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants, optim_additive_vars_params_and_constants, additive_vars_params_and_constants;
+ if (equation->containsPacExpectation(name))
+ {
+ if (!pac_eq_name[name].empty())
+ {
+ cerr << "It is not possible to use 'pac_expectation(" << name << ")' in several equations." << endl;
+ exit(EXIT_FAILURE);
+ }
+ string eqn = equation_tags.getTagValueByEqnAndKey(&equation - &equations[0], "name");
+ if (eqn.empty())
+ {
+ cerr << "Every equation with a 'pac_expectation' operator must have been assigned an equation tag name" << endl;
+ exit(EXIT_FAILURE);
+ }
+ pac_eq_name[name] = eqn;
- if (equation->containsPacExpectation(name))
- {
- set<pair<int, int>> lhss;
- equation->arg1->collectDynamicVariables(SymbolType::endogenous, lhss);
- lhs = *lhss.begin();
- int lhs_symb_id = lhs.first;
- int lhs_orig_symb_id = lhs_symb_id;
- if (symbol_table.isAuxiliaryVariable(lhs_orig_symb_id))
+ set<pair<int, int>> lhss;
+ equation->arg1->collectDynamicVariables(SymbolType::endogenous, lhss);
+ auto lhs = *lhss.begin();
+ int lhs_symb_id = lhs.first;
+ int lhs_orig_symb_id = lhs_symb_id;
+ if (symbol_table.isAuxiliaryVariable(lhs_orig_symb_id))
+ try
+ {
+ lhs_orig_symb_id = symbol_table.getOrigSymbIdForAuxVar(lhs_orig_symb_id);
+ }
+ catch (...)
+ {
+ }
+
+ auto arg2 = dynamic_cast<BinaryOpNode *>(equation->arg2);
+ if (!arg2)
+ {
+ cerr << "Pac equation in incorrect format" << endl;
+ exit(EXIT_FAILURE);
+ }
+ auto [optim_share_index, optim_part, non_optim_part, additive_part]
+ = arg2->getPacOptimizingShareAndExprNodes(lhs_symb_id, lhs_orig_symb_id);
+
+ pair<int, vector<tuple<int, bool, int>>> ec_params_and_vars;
+ vector<tuple<int, int, int>> ar_params_and_vars;
+ vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants, optim_additive_vars_params_and_constants, additive_vars_params_and_constants;
+ if (!optim_part)
+ {
+ auto bopn = dynamic_cast<BinaryOpNode *>(equation->arg2);
+ if (!bopn)
+ {
+ cerr << "Error in PAC equation" << endl;
+ exit(EXIT_FAILURE);
+ }
+ bopn->getPacAREC(lhs_symb_id, lhs_orig_symb_id, ec_params_and_vars, ar_params_and_vars, additive_vars_params_and_constants);
+ }
+ else
+ {
+ auto bopn = dynamic_cast<BinaryOpNode *>(optim_part);
+ if (!bopn)
+ {
+ cerr << "Error in PAC equation" << endl;
+ exit(EXIT_FAILURE);
+ }
+ bopn->getPacAREC(lhs_symb_id, lhs_orig_symb_id, ec_params_and_vars, ar_params_and_vars, optim_additive_vars_params_and_constants);
try
{
- lhs_orig_symb_id = symbol_table.getOrigSymbIdForAuxVar(lhs_orig_symb_id);
+ non_optim_vars_params_and_constants = non_optim_part->matchLinearCombinationOfVariables();
+ if (additive_part)
+ additive_vars_params_and_constants = additive_part->matchLinearCombinationOfVariables();
}
- catch (...)
+ catch (ExprNode::MatchFailureException &e)
{
+ cerr << "Error in parsing non-optimizing agents or additive part of PAC equation: "
+ << e.message << endl;
+ exit(EXIT_FAILURE);
}
+ }
- auto arg2 = dynamic_cast<BinaryOpNode *>(equation->arg2);
- if (!arg2)
- {
- cerr << "Pac equation in incorrect format" << endl;
- exit(EXIT_FAILURE);
- }
- auto [optim_share_index, optim_part, non_optim_part, additive_part]
- = arg2->getPacOptimizingShareAndExprNodes(lhs_symb_id, lhs_orig_symb_id);
-
- if (!optim_part)
- {
- auto bopn = dynamic_cast<BinaryOpNode *>(equation->arg2);
- if (!bopn)
- {
- cerr << "Error in PAC equation" << endl;
- exit(EXIT_FAILURE);
- }
- bopn->getPacAREC(lhs_symb_id, lhs_orig_symb_id, ec_params_and_vars, ar_params_and_vars, additive_vars_params_and_constants);
- }
- else
- {
- auto bopn = dynamic_cast<BinaryOpNode *>(optim_part);
- if (!bopn)
- {
- cerr << "Error in PAC equation" << endl;
- exit(EXIT_FAILURE);
- }
- bopn->getPacAREC(lhs_symb_id, lhs_orig_symb_id, ec_params_and_vars, ar_params_and_vars, optim_additive_vars_params_and_constants);
- try
- {
- non_optim_vars_params_and_constants = non_optim_part->matchLinearCombinationOfVariables();
- if (additive_part)
- additive_vars_params_and_constants = additive_part->matchLinearCombinationOfVariables();
- }
- catch (ExprNode::MatchFailureException &e)
- {
- cerr << "Error in parsing non-optimizing agents or additive part of PAC equation: "
- << e.message << endl;
- exit(EXIT_FAILURE);
- }
- }
-
- string eqtag = equation_tags.getTagValueByEqnAndKey(&equation - &equations[0], "name");
- if (eqtag.empty())
- {
- cerr << "Every equation with a pac expectation must have been assigned an equation tag name" << endl;
- exit(EXIT_FAILURE);
- }
- if (lhs.first == -1)
- {
- cerr << "analyzePacEquationStructure: error obtaining LHS variable." << endl;
- exit(EXIT_FAILURE);
- }
- if (ec_params_and_vars.second.empty())
- {
- cerr << "analyzePacEquationStructure: error obtaining RHS parameters." << endl;
- exit(EXIT_FAILURE);
- }
- string eq = "eq" + to_string(i++);
- pac_equation_info[{name, eq}] = {lhs, optim_share_index,
- ar_params_and_vars, ec_params_and_vars,
- non_optim_vars_params_and_constants,
- additive_vars_params_and_constants,
- optim_additive_vars_params_and_constants};
- int max_lag = ar_params_and_vars.size();
- eqtag_and_lag[{name, eqtag}] = {eq, max_lag};
- }
- }
+ if (lhs.first == -1)
+ {
+ cerr << "analyzePacEquationStructure: error obtaining LHS variable." << endl;
+ exit(EXIT_FAILURE);
+ }
+ if (ec_params_and_vars.second.empty())
+ {
+ cerr << "analyzePacEquationStructure: error obtaining RHS parameters." << endl;
+ exit(EXIT_FAILURE);
+ }
+ pac_equation_info[name] = {lhs, optim_share_index,
+ ar_params_and_vars, ec_params_and_vars,
+ non_optim_vars_params_and_constants,
+ additive_vars_params_and_constants,
+ optim_additive_vars_params_and_constants};
+ }
}
int
@@ -3785,10 +3784,10 @@ DynamicModel::getPacTargetSymbId(const string &pac_model_name) const
void
DynamicModel::addPacModelConsistentExpectationEquation(const string &name, int discount_symb_id,
- const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
+ int pac_eq_max_lag,
ExprNode::subst_table_t &diff_subst_table,
- map<pair<string, string>, int> &pac_mce_z1_symb_ids,
- map<pair<string, string>, vector<int>> &pac_mce_alpha_symb_ids)
+ map<string, int> &pac_mce_z1_symb_ids,
+ map<string, vector<int>> &pac_mce_alpha_symb_ids)
{
int pac_target_symb_id;
try
@@ -3801,152 +3800,131 @@ DynamicModel::addPacModelConsistentExpectationEquation(const string &name, int d
exit(EXIT_FAILURE);
}
int neqs = 0;
- for (const auto &[key, val] : eqtag_and_lag)
- {
- auto &[name2, eqtag] = key;
- if (name2 != name)
- continue;
- auto &standard_eqtag = val.first;
- int pac_max_lag_m = val.second + 1;
- string append_to_name = name + "_" + standard_eqtag;
+ // Create the endogenous representing Z₁
+ int mce_z1_symb_id;
+ string varname = "mce_Z1_" + name;
+ try
+ {
+ mce_z1_symb_id = symbol_table.addSymbol(varname, SymbolType::endogenous);
+ }
+ catch (SymbolTable::AlreadyDeclaredException &e)
+ {
+ cerr << "The variable/parameter '" << varname << "' conflicts with the variable that will be generated for the Z_1 variable of the '" << name << "' PAC model. Please rename it." << endl;
+ exit(EXIT_FAILURE);
+ }
+ pac_mce_z1_symb_ids[name] = mce_z1_symb_id;
- // Create the endogenous representing Z₁
- int mce_z1_symb_id;
- string varname = "mce_Z1_" + append_to_name;
+ expr_t A = One;
+ expr_t fp = Zero;
+ expr_t beta = AddVariable(discount_symb_id);
+ for (int i = 1; i <= pac_eq_max_lag+1; i++)
+ {
+ string param_name = "mce_alpha_" + name + "_" + to_string(i);
try
{
- mce_z1_symb_id = symbol_table.addSymbol(varname, SymbolType::endogenous);
+ int alpha_i_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
+ pac_mce_alpha_symb_ids[name].push_back(alpha_i_symb_id);
+ A = AddPlus(A, AddVariable(alpha_i_symb_id));
+ fp = AddPlus(fp,
+ AddTimes(AddTimes(AddVariable(alpha_i_symb_id),
+ AddPower(beta, AddPossiblyNegativeConstant(i))),
+ AddVariable(mce_z1_symb_id, i)));
}
catch (SymbolTable::AlreadyDeclaredException &e)
{
- cerr << "The variable/parameter '" << varname << "' conflicts with the variable that will be generated for the Z_1 variable of the '" << name << "' PAC model. Please rename it." << endl;
+ cerr << "The variable/parameter '" << param_name << "' conflicts with a parameter that will be generated for the '" << name << "' PAC model. Please rename it." << endl;
exit(EXIT_FAILURE);
}
- pac_mce_z1_symb_ids[{name, standard_eqtag}] = mce_z1_symb_id;
-
- expr_t A = One;
- expr_t fp = Zero;
- expr_t beta = AddVariable(discount_symb_id);
- for (int i = 1; i <= pac_max_lag_m; i++)
- {
- string param_name = "mce_alpha_" + append_to_name + "_" + to_string(i);
- try
- {
- int alpha_i_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
- pac_mce_alpha_symb_ids[{name, standard_eqtag}].push_back(alpha_i_symb_id);
- A = AddPlus(A, AddVariable(alpha_i_symb_id));
- fp = AddPlus(fp,
- AddTimes(AddTimes(AddVariable(alpha_i_symb_id),
- AddPower(beta, AddPossiblyNegativeConstant(i))),
- AddVariable(mce_z1_symb_id, i)));
- }
- catch (SymbolTable::AlreadyDeclaredException &e)
- {
- cerr << "The variable/parameter '" << param_name << "' conflicts with a parameter that will be generated for the '" << name << "' PAC model. Please rename it." << endl;
- exit(EXIT_FAILURE);
- }
- }
+ }
- // Add diff nodes and eqs for pac_target_symb_id
- const VariableNode *target_base_diff_node;
- auto create_target_lag = [&](int lag)
- {
- if (symbol_table.isAuxiliaryVariable(pac_target_symb_id))
- {
- // We know it is a log, see ExprNode::matchParamTimesTargetMinusVariable()
- /* We don’t use SymbolTable::getOrigSymbIdForAuxVar(), because it
- does not work for unary ops, and changing this behaviour might
- break stuff that relies on an exception in this case. */
- auto avi = symbol_table.getAuxVarInfo(pac_target_symb_id);
- return AddLog(AddVariable(avi.get_orig_symb_id(), lag));
- }
- else
- return dynamic_cast<ExprNode *>(AddVariable(pac_target_symb_id, lag));
- };
+ // Add diff nodes and eqs for pac_target_symb_id
+ const VariableNode *target_base_diff_node;
+ auto create_target_lag = [&](int lag)
+ {
+ if (symbol_table.isAuxiliaryVariable(pac_target_symb_id))
+ {
+ // We know it is a log, see ExprNode::matchParamTimesTargetMinusVariable()
+ /* We don’t use SymbolTable::getOrigSymbIdForAuxVar(), because it
+ does not work for unary ops, and changing this behaviour might
+ break stuff that relies on an exception in this case. */
+ auto avi = symbol_table.getAuxVarInfo(pac_target_symb_id);
+ return AddLog(AddVariable(avi.get_orig_symb_id(), lag));
+ }
+ else
+ return dynamic_cast<ExprNode *>(AddVariable(pac_target_symb_id, lag));
+ };
- expr_t diff_node_to_search = AddDiff(create_target_lag(0));
- if (auto sit = diff_subst_table.find(diff_node_to_search);
- sit != diff_subst_table.end())
- target_base_diff_node = sit->second;
- else
- {
- int symb_id = symbol_table.addDiffAuxiliaryVar(diff_node_to_search->idx, diff_node_to_search);
- target_base_diff_node = AddVariable(symb_id);
- auto neweq = AddEqual(const_cast<VariableNode *>(target_base_diff_node),
- AddMinus(create_target_lag(0),
- create_target_lag(-1)));
- addEquation(neweq, -1);
- addAuxEquation(neweq);
- neqs++;
- }
+ expr_t diff_node_to_search = AddDiff(create_target_lag(0));
+ if (auto sit = diff_subst_table.find(diff_node_to_search);
+ sit != diff_subst_table.end())
+ target_base_diff_node = sit->second;
+ else
+ {
+ int symb_id = symbol_table.addDiffAuxiliaryVar(diff_node_to_search->idx, diff_node_to_search);
+ target_base_diff_node = AddVariable(symb_id);
+ auto neweq = AddEqual(const_cast<VariableNode *>(target_base_diff_node),
+ AddMinus(create_target_lag(0),
+ create_target_lag(-1)));
+ addEquation(neweq, -1);
+ addAuxEquation(neweq);
+ neqs++;
+ }
- map<int, VariableNode *> target_aux_var_to_add;
- const VariableNode *last_aux_var = target_base_diff_node;
- for (int i = 1; i <= pac_max_lag_m - 1; i++, neqs++)
- {
- expr_t this_diff_node = AddDiff(create_target_lag(i));
- int symb_id = symbol_table.addDiffLeadAuxiliaryVar(this_diff_node->idx, this_diff_node,
- last_aux_var->symb_id, last_aux_var->lag);
- VariableNode *current_aux_var = AddVariable(symb_id);
- auto neweq = AddEqual(current_aux_var, AddVariable(last_aux_var->symb_id, 1));
- addEquation(neweq, -1);
- addAuxEquation(neweq);
- last_aux_var = current_aux_var;
- target_aux_var_to_add[i] = current_aux_var;
- }
+ map<int, VariableNode *> target_aux_var_to_add;
+ const VariableNode *last_aux_var = target_base_diff_node;
+ for (int i = 1; i <= pac_eq_max_lag; i++, neqs++)
+ {
+ expr_t this_diff_node = AddDiff(create_target_lag(i));
+ int symb_id = symbol_table.addDiffLeadAuxiliaryVar(this_diff_node->idx, this_diff_node,
+ last_aux_var->symb_id, last_aux_var->lag);
+ VariableNode *current_aux_var = AddVariable(symb_id);
+ auto neweq = AddEqual(current_aux_var, AddVariable(last_aux_var->symb_id, 1));
+ addEquation(neweq, -1);
+ addAuxEquation(neweq);
+ last_aux_var = current_aux_var;
+ target_aux_var_to_add[i] = current_aux_var;
+ }
- expr_t fs = Zero;
- for (int k = 1; k <= pac_max_lag_m - 1; k++)
+ expr_t fs = Zero;
+ for (int k = 1; k <= pac_eq_max_lag; k++)
+ {
+ expr_t ssum = Zero;
+ for (int j = k+1; j <= pac_eq_max_lag+1; j++)
{
- expr_t ssum = Zero;
- for (int j = k+1; j <= pac_max_lag_m; j++)
+ int alpha_j_symb_id = -1;
+ string param_name = "mce_alpha_" + name + "_" + to_string(j);
+ try
{
- int alpha_j_symb_id = -1;
- string param_name = "mce_alpha_" + append_to_name + "_" + to_string(j);
- try
- {
- alpha_j_symb_id = symbol_table.getID(param_name);
- }
- catch (SymbolTable::UnknownSymbolNameException &e)
- {
- alpha_j_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
- }
- ssum = AddPlus(ssum,
- AddTimes(AddVariable(alpha_j_symb_id), AddPower(beta, AddPossiblyNegativeConstant(j))));
+ alpha_j_symb_id = symbol_table.getID(param_name);
+ }
+ catch (SymbolTable::UnknownSymbolNameException &e)
+ {
+ alpha_j_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
}
- fs = AddPlus(fs, AddTimes(ssum, target_aux_var_to_add[k]));
+ ssum = AddPlus(ssum,
+ AddTimes(AddVariable(alpha_j_symb_id), AddPower(beta, AddPossiblyNegativeConstant(j))));
}
- auto neweq = AddEqual(AddVariable(mce_z1_symb_id),
- AddMinus(AddTimes(A, AddMinus(const_cast<VariableNode *>(target_base_diff_node), fs)), fp));
- addEquation(neweq, -1);
- neqs++;
+ fs = AddPlus(fs, AddTimes(ssum, target_aux_var_to_add[k]));
}
+ auto neweq = AddEqual(AddVariable(mce_z1_symb_id),
+ AddMinus(AddTimes(A, AddMinus(const_cast<VariableNode *>(target_base_diff_node), fs)), fp));
+ addEquation(neweq, -1);
+ neqs++;
+
cout << "PAC Model Consistent Expectation: added " << neqs << " auxiliary variables and equations for model " << name << "." << endl;
}
void
DynamicModel::computePacModelConsistentExpectationSubstitution(const string &name,
- const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
- expr_t growth,
- const map<string, int> &pac_growth_neutrality_params,
- const map<pair<string, string>, int> &pac_mce_z1_symb_ids,
- map<pair<string, string>, expr_t> &pac_expectation_substitution)
+ expr_t growth_correction_term,
+ int pac_mce_z1_symb_id,
+ map<string, expr_t> &pac_expectation_substitution)
{
- for (const auto &[key, val] : eqtag_and_lag)
- {
- auto &[name2, eqtag] = key;
- if (name2 != name)
- continue;
-
- int mce_z1_symb_id = pac_mce_z1_symb_ids.at({name, val.first});
-
- /* The growth correction term is not added to the definition of Z₁
- because the latter is recursive. Rather put it at the level of the
- substition of pac_expectation operator. */
- expr_t growth_correction = growth ? AddTimes(AddVariable(pac_growth_neutrality_params.at(name)), growth) : Zero;
- pac_expectation_substitution[{name, eqtag}] = AddPlus(AddVariable(mce_z1_symb_id), growth_correction);
- }
+ /* The growth correction term is not added to the definition of Z₁
+ because the latter is recursive. Rather put it at the level of the
+ substition of pac_expectation operator. */
+ pac_expectation_substitution[name] = AddPlus(AddVariable(pac_mce_z1_symb_id), growth_correction_term);
}
void
@@ -3954,13 +3932,11 @@ DynamicModel::computePacBackwardExpectationSubstitution(const string &name,
const vector<int> &lhs,
int max_lag,
const string &aux_model_type,
- const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
const vector<bool> &nonstationary,
- expr_t growth,
- const map<string, int> &pac_growth_neutrality_params,
- map<pair<string, string>, vector<int>> &pac_h0_indices,
- map<pair<string, string>, vector<int>> &pac_h1_indices,
- map<pair<string, string>, expr_t> &pac_expectation_substitution)
+ expr_t growth_correction_term,
+ map<string, vector<int>> &pac_h0_indices,
+ map<string, vector<int>> &pac_h1_indices,
+ map<string, expr_t> &pac_expectation_substitution)
{
bool stationary_vars_present = any_of(nonstationary.begin(), nonstationary.end(), logical_not<bool>());
bool nonstationary_vars_present = any_of(nonstationary.begin(), nonstationary.end(), [](bool b) { return b; }); // FIXME: use std::identity instead of an anonymous function when we upgrade to C++20
@@ -3978,77 +3954,63 @@ DynamicModel::computePacBackwardExpectationSubstitution(const string &name,
}
};
- for (const auto &[key, val] : eqtag_and_lag)
+ expr_t subExpr = Zero;
+ if (stationary_vars_present)
{
- auto &[name2, eqtag] = key;
- if (name2 != name)
- continue;
- auto &standard_eqtag = val.first;
- expr_t subExpr = Zero;
- if (stationary_vars_present)
- {
- if (aux_model_type == "var")
- {
- /* If the auxiliary model is a VAR, add a parameter corresponding
- to the constant. */
- int new_param_symb_id = create_aux_param("h0_" + name + "_" + standard_eqtag + "_constant");
- pac_h0_indices[{name, standard_eqtag}].push_back(new_param_symb_id);
- subExpr = AddPlus(subExpr, AddVariable(new_param_symb_id));
- }
- for (int i = 1; i < max_lag + 1; i++)
- for (auto lhsit : lhs)
- {
- int new_param_symb_id = create_aux_param("h0_" + name + "_" + standard_eqtag
- + "_var_" + symbol_table.getName(lhsit)
- + "_lag_" + to_string(i));
- pac_h0_indices[{name, standard_eqtag}].push_back(new_param_symb_id);
- subExpr = AddPlus(subExpr,
- AddTimes(AddVariable(new_param_symb_id),
- AddVariable(lhsit, -i)));
- }
- }
-
- if (nonstationary_vars_present)
+ if (aux_model_type == "var")
{
- if (aux_model_type == "var")
- {
- /* If the auxiliary model is a VAR, add a parameter corresponding
- to the constant. */
- int new_param_symb_id = create_aux_param("h1_" + name + "_" + standard_eqtag + "_constant");
- pac_h1_indices[{name, standard_eqtag}].push_back(new_param_symb_id);
- subExpr = AddPlus(subExpr, AddVariable(new_param_symb_id));
- }
- for (int i = 1; i < max_lag + 1; i++)
- for (auto lhsit : lhs)
- {
- int new_param_symb_id = create_aux_param("h1_" + name + "_" + standard_eqtag
- + "_var_" + symbol_table.getName(lhsit)
- + "_lag_" + to_string(i));
- pac_h1_indices[{name, standard_eqtag}].push_back(new_param_symb_id);
- subExpr = AddPlus(subExpr,
- AddTimes(AddVariable(new_param_symb_id),
- AddVariable(lhsit, -i)));
- }
+ /* If the auxiliary model is a VAR, add a parameter corresponding
+ to the constant. */
+ int new_param_symb_id = create_aux_param("h0_" + name + "_constant");
+ pac_h0_indices[name].push_back(new_param_symb_id);
+ subExpr = AddPlus(subExpr, AddVariable(new_param_symb_id));
}
+ for (int i = 1; i < max_lag + 1; i++)
+ for (auto lhsit : lhs)
+ {
+ int new_param_symb_id = create_aux_param("h0_" + name + "_var_"
+ + symbol_table.getName(lhsit)
+ + "_lag_" + to_string(i));
+ pac_h0_indices[name].push_back(new_param_symb_id);
+ subExpr = AddPlus(subExpr,
+ AddTimes(AddVariable(new_param_symb_id),
+ AddVariable(lhsit, -i)));
+ }
+ }
- if (growth)
+ if (nonstationary_vars_present)
+ {
+ if (aux_model_type == "var")
{
- int growth_param_index = pac_growth_neutrality_params.at(name);
- subExpr = AddPlus(subExpr,
- AddTimes(AddVariable(growth_param_index), growth));
+ /* If the auxiliary model is a VAR, add a parameter corresponding
+ to the constant. */
+ int new_param_symb_id = create_aux_param("h1_" + name + "_constant");
+ pac_h1_indices[name].push_back(new_param_symb_id);
+ subExpr = AddPlus(subExpr, AddVariable(new_param_symb_id));
}
-
- pac_expectation_substitution[{name, eqtag}] = subExpr;
+ for (int i = 1; i < max_lag + 1; i++)
+ for (auto lhsit : lhs)
+ {
+ int new_param_symb_id = create_aux_param("h1_" + name + "_var_"
+ + symbol_table.getName(lhsit)
+ + "_lag_" + to_string(i));
+ pac_h1_indices[name].push_back(new_param_symb_id);
+ subExpr = AddPlus(subExpr,
+ AddTimes(AddVariable(new_param_symb_id),
+ AddVariable(lhsit, -i)));
+ }
}
+
+ pac_expectation_substitution[name] = AddPlus(subExpr, growth_correction_term);
}
void
-DynamicModel::substitutePacExpectation(const map<pair<string, string>, expr_t> &pac_expectation_substitution)
+DynamicModel::substitutePacExpectation(const map<string, expr_t> &pac_expectation_substitution,
+ const map<string, string> &pac_eq_name)
{
- for (auto &[key, substexpr] : pac_expectation_substitution)
+ for (auto &[model_name, substexpr] : pac_expectation_substitution)
{
- auto &[model_name, eq_name] = key;
- int eq = equation_tags.getEqnByTag("name", eq_name);
+ int eq = equation_tags.getEqnByTag("name", pac_eq_name.at(model_name));
auto substeq = dynamic_cast<BinaryOpNode *>(equations[eq]->substitutePacExpectation(model_name, substexpr));
assert(substeq);
equations[eq] = substeq;
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index d493837efc6c9eb470ecb8950dcf4b653f811809..387f0e8b989bd07a72b3acbc0d15e20f940af787 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -513,7 +513,7 @@ public:
//! Substitute VarExpectation operators
void substituteVarExpectation(const map<string, expr_t> &subst_table);
- void analyzePacEquationStructure(const string &name, map<pair<string, string>, pair<string, int>> &eqtag_and_lag, PacModelTable::equation_info_t &pac_equation_info);
+ void analyzePacEquationStructure(const string &name, map<string, string> &pac_eq_name, PacModelTable::equation_info_t &pac_equation_info);
// Exception thrown by getPacTargetSymbId()
class PacTargetNotIdentifiedException
@@ -532,19 +532,17 @@ public:
The symbol IDs of the new endogenous and parameters are also added to
pac_mce_{z1,alpha}_symb_ids. */
void addPacModelConsistentExpectationEquation(const string &name, int discount,
- const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
+ int pac_eq_max_lag,
ExprNode::subst_table_t &diff_subst_table,
- map<pair<string, string>, int> &pac_mce_z1_symb_ids,
- map<pair<string, string>, vector<int>> &pac_mce_alpha_symb_ids);
+ map<string, int> &pac_mce_z1_symb_ids,
+ map<string, vector<int>> &pac_mce_alpha_symb_ids);
/* For a PAC MCE model, fill pac_expectation_substitution with the
expression that will be substituted for the pac_expectation operator */
void computePacModelConsistentExpectationSubstitution(const string &name,
- const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
- expr_t growth,
- const map<string, int> &pac_growth_neutrality_params,
- const map<pair<string, string>, int> &pac_mce_z1_symb_ids,
- map<pair<string, string>, expr_t> &pac_expectation_substitution);
+ expr_t growth_correction_term,
+ int pac_mce_z1_symb_id,
+ map<string, expr_t> &pac_expectation_substitution);
/* For a PAC backward model, fill pac_expectation_substitution with the
@@ -554,16 +552,15 @@ public:
const vector<int> &lhs,
int max_lag,
const string &aux_model_type,
- const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
const vector<bool> &nonstationary,
- expr_t growth,
- const map<string, int> &pac_growth_neutrality_params,
- map<pair<string, string>, vector<int>> &pac_h0_indices,
- map<pair<string, string>, vector<int>> &pac_h1_indices,
- map<pair<string, string>, expr_t> &pac_expectation_substitution);
+ expr_t growth_correction_term,
+ map<string, vector<int>> &pac_h0_indices,
+ map<string, vector<int>> &pac_h1_indices,
+ map<string, expr_t> &pac_expectation_substitution);
//! Substitutes pac_expectation operator with expectation based on auxiliary model
- void substitutePacExpectation(const map<pair<string, string>, expr_t> &pac_expectation_substitution);
+ void substitutePacExpectation(const map<string, expr_t> &pac_expectation_substitution,
+ const map<string, string> &pac_eq_name);
//! Table to undiff LHS variables for pac vector z
vector<int> getUndiffLHSForPac(const string &aux_model_name,
diff --git a/src/SubModel.cc b/src/SubModel.cc
index f6f9ee7b6b961e06756529625427103fc3b1012e..3c9114376680b0272be586225707fa6b89f28a4c 100644
--- a/src/SubModel.cc
+++ b/src/SubModel.cc
@@ -815,8 +815,8 @@ PacModelTable::transformPass(ExprNode::subst_table_t &diff_subst_table,
DynamicModel &dynamic_model, const VarModelTable &var_model_table,
const TrendComponentModelTable &trend_component_model_table)
{
- // (model name, eq_name) → expression for pac_expectation
- map<pair<string, string>, expr_t> pac_expectation_substitution;
+ // model name → expression for pac_expectation
+ map<string, expr_t> pac_expectation_substitution;
for (const auto &name : names)
{
@@ -866,7 +866,7 @@ PacModelTable::transformPass(ExprNode::subst_table_t &diff_subst_table,
cerr << "Error: aux_model_name not recognized as VAR model or Trend Component model" << endl;
exit(EXIT_FAILURE);
}
- dynamic_model.analyzePacEquationStructure(name, eqtag_and_lag, equation_info);
+ dynamic_model.analyzePacEquationStructure(name, eq_name, equation_info);
// Declare parameter for growth neutrality correction
if (growth[name])
@@ -887,28 +887,30 @@ PacModelTable::transformPass(ExprNode::subst_table_t &diff_subst_table,
// In the MCE case, add the variable and the equation defining Z₁
if (aux_model_name[name].empty())
dynamic_model.addPacModelConsistentExpectationEquation(name, symbol_table.getID(discount[name]),
- eqtag_and_lag, diff_subst_table,
+ pacEquationMaxLag(name),
+ diff_subst_table,
mce_z1_symb_ids, mce_alpha_symb_ids);
// Compute the expressions that will be substituted for the pac_expectation operators
+ expr_t growth_correction_term = dynamic_model.Zero;
+ if (growth[name])
+ growth_correction_term = dynamic_model.AddTimes(growth[name], dynamic_model.AddVariable(growth_neutrality_params[name]));
if (aux_model_name[name].empty())
- dynamic_model.computePacModelConsistentExpectationSubstitution(name, eqtag_and_lag,
- growth[name],
- growth_neutrality_params,
- mce_z1_symb_ids,
+ dynamic_model.computePacModelConsistentExpectationSubstitution(name,
+ growth_correction_term,
+ mce_z1_symb_ids[name],
pac_expectation_substitution);
else
dynamic_model.computePacBackwardExpectationSubstitution(name, lhs[name], max_lag,
aux_model_type[name],
- eqtag_and_lag, nonstationary,
- growth[name],
- growth_neutrality_params,
+ nonstationary,
+ growth_correction_term,
h0_indices, h1_indices,
pac_expectation_substitution);
}
// Actually perform the substitution of pac_expectation
- dynamic_model.substitutePacExpectation(pac_expectation_substitution);
+ dynamic_model.substitutePacExpectation(pac_expectation_substitution, eq_name);
dynamic_model.checkNoRemainingPacExpectation();
}
@@ -976,35 +978,22 @@ PacModelTable::writeOutput(const string &basename, ostream &output) const
}
// Write PAC Model Consistent Expectation parameter info
- for (auto &[key, ids] : mce_alpha_symb_ids)
+ for (auto &[name, ids] : mce_alpha_symb_ids)
{
- output << "M_.pac." << key.first << ".equations." << key.second << ".mce.alpha = [";
+ output << "M_.pac." << name << ".mce.alpha = [";
for (auto id : ids)
output << symbol_table.getTypeSpecificID(id) + 1 << " ";
output << "];" << endl;
}
// Write PAC Model Consistent Expectation Z1 info
- for (auto &[key, id] : mce_z1_symb_ids)
- output << "M_.pac." << key.first << ".equations." << key.second << ".mce.z1 = "
+ for (auto &[name, id] : mce_z1_symb_ids)
+ output << "M_.pac." << name << ".mce.z1 = "
<< symbol_table.getTypeSpecificID(id) + 1 << ";" << endl;
- // Write PAC lag info
- for (auto &[key, val] : eqtag_and_lag)
- output << "M_.pac." << key.first << ".equations." << val.first << ".max_lag = " << val.second << ";" << endl;
-
- // Write PAC equation tag info
- map<string, vector<pair<string, string>>> for_writing;
- for (auto &[key, val] : eqtag_and_lag)
- for_writing[key.first].emplace_back(key.second, val.first);
-
- for (auto &[key, val] : for_writing)
- {
- output << "M_.pac." << key << ".tag_map = [";
- for (auto &[eqtag, standard_eqtag] : val)
- output << "{'" << eqtag << "', '" << standard_eqtag << "'};";
- output << "];" << endl;
- }
+ // Write PAC equation name info
+ for (auto &[name, eq] : eq_name)
+ output << "M_.pac." << name << ".eq_name = '" << eq << "';" << endl;
for (auto &[model, growth_neutrality_param_index] : growth_neutrality_params)
output << "M_.pac." << model << ".growth_neutrality_param_index = "
@@ -1021,33 +1010,31 @@ PacModelTable::writeOutput(const string &basename, ostream &output) const
for (auto &[model, type] : aux_model_type)
output << "M_.pac." << model << ".auxiliary_model_type = '" << type << "';" << endl;
- for (auto &[key, val] : equation_info)
+ for (auto &[name, val] : equation_info)
{
auto [lhs_pac_var, optim_share_index, ar_params_and_vars, ec_params_and_vars, non_optim_vars_params_and_constants, additive_vars_params_and_constants, optim_additive_vars_params_and_constants] = val;
- string substruct = key.first + ".equations." + key.second + ".";
-
- output << "M_.pac." << substruct << "lhs_var = "
+ output << "M_.pac." << name << ".lhs_var = "
<< symbol_table.getTypeSpecificID(lhs_pac_var.first) + 1 << ";" << endl;
if (optim_share_index >= 0)
- output << "M_.pac." << substruct << "share_of_optimizing_agents_index = "
+ output << "M_.pac." << name << ".share_of_optimizing_agents_index = "
<< symbol_table.getTypeSpecificID(optim_share_index) + 1 << ";" << endl;
- output << "M_.pac." << substruct << "ec.params = "
+ output << "M_.pac." << name << ".ec.params = "
<< symbol_table.getTypeSpecificID(ec_params_and_vars.first) + 1 << ";" << endl
- << "M_.pac." << substruct << "ec.vars = [";
+ << "M_.pac." << name << ".ec.vars = [";
for (auto it : ec_params_and_vars.second)
output << symbol_table.getTypeSpecificID(get<0>(it)) + 1 << " ";
output << "];" << endl
- << "M_.pac." << substruct << "ec.istarget = [";
+ << "M_.pac." << name << ".ec.istarget = [";
for (auto it : ec_params_and_vars.second)
output << (get<1>(it) ? "true " : "false ");
output << "];" << endl
- << "M_.pac." << substruct << "ec.scale = [";
+ << "M_.pac." << name << ".ec.scale = [";
for (auto it : ec_params_and_vars.second)
output << get<2>(it) << " ";
output << "];" << endl
- << "M_.pac." << substruct << "ec.isendo = [";
+ << "M_.pac." << name << ".ec.isendo = [";
for (auto it : ec_params_and_vars.second)
switch (symbol_table.getType(get<0>(it)))
{
@@ -1062,32 +1049,33 @@ PacModelTable::writeOutput(const string &basename, ostream &output) const
exit(EXIT_FAILURE);
}
output << "];" << endl
- << "M_.pac." << substruct << "ar.params = [";
+ << "M_.pac." << name << ".ar.params = [";
for (auto &[pid, vid, vlag] : ar_params_and_vars)
output << (pid != -1 ? symbol_table.getTypeSpecificID(pid) + 1 : -1) << " ";
output << "];" << endl
- << "M_.pac." << substruct << "ar.vars = [";
+ << "M_.pac." << name << ".ar.vars = [";
for (auto &[pid, vid, vlag] : ar_params_and_vars)
output << (vid != -1 ? symbol_table.getTypeSpecificID(vid) + 1 : -1) << " ";
output << "];" << endl
- << "M_.pac." << substruct << "ar.lags = [";
+ << "M_.pac." << name << ".ar.lags = [";
for (auto &[pid, vid, vlag] : ar_params_and_vars)
output << vlag << " ";
- output << "];" << endl;
+ output << "];" << endl
+ << "M_.pac." << name << ".max_lag = " << pacEquationMaxLag(name) << ";" << endl;
if (!non_optim_vars_params_and_constants.empty())
{
- output << "M_.pac." << substruct << "non_optimizing_behaviour.params = [";
+ output << "M_.pac." << name << ".non_optimizing_behaviour.params = [";
for (auto &it : non_optim_vars_params_and_constants)
if (get<2>(it) >= 0)
output << symbol_table.getTypeSpecificID(get<2>(it)) + 1 << " ";
else
output << "NaN ";
output << "];" << endl
- << "M_.pac." << substruct << "non_optimizing_behaviour.vars = [";
+ << "M_.pac." << name << ".non_optimizing_behaviour.vars = [";
for (auto &it : non_optim_vars_params_and_constants)
output << symbol_table.getTypeSpecificID(get<0>(it)) + 1 << " ";
output << "];" << endl
- << "M_.pac." << substruct << "non_optimizing_behaviour.isendo = [";
+ << "M_.pac." << name << ".non_optimizing_behaviour.isendo = [";
for (auto &it : non_optim_vars_params_and_constants)
switch (symbol_table.getType(get<0>(it)))
{
@@ -1102,29 +1090,29 @@ PacModelTable::writeOutput(const string &basename, ostream &output) const
exit(EXIT_FAILURE);
}
output << "];" << endl
- << "M_.pac." << substruct << "non_optimizing_behaviour.lags = [";
+ << "M_.pac." << name << ".non_optimizing_behaviour.lags = [";
for (auto &it : non_optim_vars_params_and_constants)
output << get<1>(it) << " ";
output << "];" << endl
- << "M_.pac." << substruct << "non_optimizing_behaviour.scaling_factor = [";
+ << "M_.pac." << name << ".non_optimizing_behaviour.scaling_factor = [";
for (auto &it : non_optim_vars_params_and_constants)
output << get<3>(it) << " ";
output << "];" << endl;
}
if (!additive_vars_params_and_constants.empty())
{
- output << "M_.pac." << substruct << "additive.params = [";
+ output << "M_.pac." << name << ".additive.params = [";
for (auto &it : additive_vars_params_and_constants)
if (get<2>(it) >= 0)
output << symbol_table.getTypeSpecificID(get<2>(it)) + 1 << " ";
else
output << "NaN ";
output << "];" << endl
- << "M_.pac." << substruct << "additive.vars = [";
+ << "M_.pac." << name << ".additive.vars = [";
for (auto &it : additive_vars_params_and_constants)
output << symbol_table.getTypeSpecificID(get<0>(it)) + 1 << " ";
output << "];" << endl
- << "M_.pac." << substruct << "additive.isendo = [";
+ << "M_.pac." << name << ".additive.isendo = [";
for (auto &it : additive_vars_params_and_constants)
switch (symbol_table.getType(get<0>(it)))
{
@@ -1139,29 +1127,29 @@ PacModelTable::writeOutput(const string &basename, ostream &output) const
exit(EXIT_FAILURE);
}
output << "];" << endl
- << "M_.pac." << substruct << "additive.lags = [";
+ << "M_.pac." << name << ".additive.lags = [";
for (auto &it : additive_vars_params_and_constants)
output << get<1>(it) << " ";
output << "];" << endl
- << "M_.pac." << substruct << "additive.scaling_factor = [";
+ << "M_.pac." << name << ".additive.scaling_factor = [";
for (auto &it : additive_vars_params_and_constants)
output << get<3>(it) << " ";
output << "];" << endl;
}
if (!optim_additive_vars_params_and_constants.empty())
{
- output << "M_.pac." << substruct << "optim_additive.params = [";
+ output << "M_.pac." << name << ".optim_additive.params = [";
for (auto &it : optim_additive_vars_params_and_constants)
if (get<2>(it) >= 0)
output << symbol_table.getTypeSpecificID(get<2>(it)) + 1 << " ";
else
output << "NaN ";
output << "];" << endl
- << "M_.pac." << substruct << "optim_additive.vars = [";
+ << "M_.pac." << name << ".optim_additive.vars = [";
for (auto &it : optim_additive_vars_params_and_constants)
output << symbol_table.getTypeSpecificID(get<0>(it)) + 1 << " ";
output << "];" << endl
- << "M_.pac." << substruct << "optim_additive.isendo = [";
+ << "M_.pac." << name << ".optim_additive.isendo = [";
for (auto &it : optim_additive_vars_params_and_constants)
switch (symbol_table.getType(get<0>(it)))
{
@@ -1176,31 +1164,31 @@ PacModelTable::writeOutput(const string &basename, ostream &output) const
exit(EXIT_FAILURE);
}
output << "];" << endl
- << "M_.pac." << substruct << "optim_additive.lags = [";
+ << "M_.pac." << name << ".optim_additive.lags = [";
for (auto &it : optim_additive_vars_params_and_constants)
output << get<1>(it) << " ";
output << "];" << endl
- << "M_.pac." << substruct << "optim_additive.scaling_factor = [";
+ << "M_.pac." << name << ".optim_additive.scaling_factor = [";
for (auto &it : optim_additive_vars_params_and_constants)
output << get<3>(it) << " ";
output << "];" << endl;
}
// Create empty h0 and h1 substructures that will be overwritten later if not empty
- output << "M_.pac." << substruct << "h0_param_indices = [];" << endl
- << "M_.pac." << substruct << "h1_param_indices = [];" << endl;
+ output << "M_.pac." << name << ".h0_param_indices = [];" << endl
+ << "M_.pac." << name << ".h1_param_indices = [];" << endl;
}
- for (auto &[model_eqtag, symb_ids] : h0_indices)
+ for (auto &[name, symb_ids] : h0_indices)
{
- output << "M_.pac." << model_eqtag.first << ".equations." << model_eqtag.second << ".h0_param_indices = [";
+ output << "M_.pac." << name << ".h0_param_indices = [";
for (auto it : symb_ids)
output << symbol_table.getTypeSpecificID(it) + 1 << " ";
output << "];" << endl;
}
- for (auto &[model_eqtag, symb_ids] : h1_indices)
+ for (auto &[name, symb_ids] : h1_indices)
{
- output << "M_.pac." << model_eqtag.first << ".equations." << model_eqtag.second << ".h1_param_indices = [";
+ output << "M_.pac." << name << ".h1_param_indices = [";
for (auto it : symb_ids)
output << symbol_table.getTypeSpecificID(it) + 1 << " ";
output << "];" << endl;
@@ -1228,3 +1216,8 @@ PacModelTable::writeJsonOutput(ostream &output) const
}
}
+int
+PacModelTable::pacEquationMaxLag(const string &name_arg) const
+{
+ return get<2>(equation_info.at(name_arg)).size();
+}
diff --git a/src/SubModel.hh b/src/SubModel.hh
index a4fe19063cb8a35a83c393eaccc37fa0b17ff990..009977968d59c4b660f6cdd7d1d66eefeb468991 100644
--- a/src/SubModel.hh
+++ b/src/SubModel.hh
@@ -201,17 +201,21 @@ private:
map<string, expr_t> growth, original_growth;
map<string, vector<tuple<int, int, int, double>>> growth_info;
+ /* Stores the name of the PAC equation associated to the model.
+ pac_model_name → eq_name */
+ map<string, string> eq_name;
+
/* Stores symb_ids for alphas created by DynamicModel::addPacModelConsistentExpectationEquation()
- (pac_model_name, standardized_eqtag) -> mce_alpha_symb_ids */
- map<pair<string, string>, vector<int>> mce_alpha_symb_ids;
+ pac_model_name → mce_alpha_symb_ids */
+ map<string, vector<int>> mce_alpha_symb_ids;
/* Stores symb_ids for z1s created by DynamicModel::addPacModelConsistentExpectationEquation()
- (pac_model_name, standardized_eqtag) -> mce_z1_symb_id */
- map<pair<string, string>, int> mce_z1_symb_ids;
+ pac_model_name → mce_z1_symb_id */
+ map<string, int> mce_z1_symb_ids;
/* Stores symb_ids for h0, h1 parameters
- (pac_model_name, standardized_eqtag) -> parameter symb_ids */
- map<pair<string, string>, vector<int>> h0_indices, h1_indices;
+ pac_model_name → parameter symb_ids */
+ map<string, vector<int>> h0_indices, h1_indices;
/* Stores indices for growth neutrality parameters
- pac_model_name -> growth_neutrality_param_index */
+ pac_model_name → growth_neutrality_param_index */
map<string, int> growth_neutrality_params;
// Stores LHS vars (only for backward PAC models)
@@ -220,19 +224,18 @@ private:
// Stores auxiliary model type (only for backward PAC models)
map<string, string> aux_model_type;
- /* Stores lag info for pac equations
- (pac_model_name, equation_tag) -> (standardized_eqtag, lag) */
- map<pair<string, string>, pair<string, int>> eqtag_and_lag;
public:
- /* Stores info about PAC models specific to the equation they appear in
- (pac_model_name, standardized_eqtag) ->
+ /* Stores info about PAC equations
+ pac_model_name →
(lhs, optim_share_index, ar_params_and_vars, ec_params_and_vars, non_optim_vars_params_and_constants, additive_vars_params_and_constants, optim_additive_vars_params_and_constants)
*/
- using equation_info_t = map<pair<string, string>,
+ using equation_info_t = map<string,
tuple<pair<int, int>, int, vector<tuple<int, int, int>>, pair<int, vector<tuple<int, bool, int>>>, vector<tuple<int, int, int, double>>, vector<tuple<int, int, int, double>>, vector<tuple<int, int, int, double>>>>;
private:
equation_info_t equation_info;
+ int pacEquationMaxLag(const string &name_arg) const;
+
public:
explicit PacModelTable(SymbolTable &symbol_table_arg);
void addPacModel(string name_arg, string aux_model_name_arg, string discount_arg, expr_t growth_arg);