From 1e20717f5874d7b488cc9dda096659aa47ac94ce Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Wed, 28 Feb 2018 17:33:00 +0100
Subject: [PATCH] fix bug in substitution of diff operator
---
src/DynamicModel.cc | 13 +++--
src/DynamicModel.hh | 2 +-
src/ExprNode.cc | 118 +++++++++++++++++++++++++++++++++-----------
src/ExprNode.hh | 36 +++++++++-----
src/ModFile.cc | 3 +-
src/ModFile.hh | 2 +
6 files changed, 126 insertions(+), 48 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 10024fc6..99fc9cf1 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -4897,20 +4897,19 @@ DynamicModel::substituteAdl()
}
void
-DynamicModel::substituteDiff()
+DynamicModel::substituteDiff(StaticModel &static_model)
{
- ExprNode::subst_table_t subst_table;
- vector<BinaryOpNode *> neweqs;
-
// Substitute in model local variables
+ vector<BinaryOpNode *> neweqs;
+ diff_subst_table_t diff_subst_table;
for (map<int, expr_t>::iterator it = local_variables_table.begin();
it != local_variables_table.end(); it++)
- it->second = it->second->substituteDiff(subst_table, neweqs);
+ it->second = it->second->substituteDiff(static_model, diff_subst_table, neweqs);
// Substitute in equations
for (int i = 0; i < (int) equations.size(); i++)
{
- BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->substituteDiff(subst_table, neweqs));
+ BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->substituteDiff(static_model, diff_subst_table, neweqs));
assert(substeq != NULL);
equations[i] = substeq;
}
@@ -4919,7 +4918,7 @@ DynamicModel::substituteDiff()
for (int i = 0; i < (int) neweqs.size(); i++)
addEquation(neweqs[i], -1);
- if (subst_table.size() > 0)
+ if (diff_subst_table.size() > 0)
cout << "Substitution of Diff operator: added " << neweqs.size() << " auxiliary variables and equations." << endl;
}
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index afcd72b9..dda2a2aa 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -392,7 +392,7 @@ public:
void substituteAdl();
//! Substitutes diff operator
- void substituteDiff();
+ void substituteDiff(StaticModel &static_model);
//! Fill var_expectation_functions_to_write
void fillVarExpectationFunctionsToWrite();
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index 43095bcf..3ae0a2a7 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -451,6 +451,12 @@ NumConstNode::maxLead() const
return 0;
}
+int
+NumConstNode::maxLag() const
+{
+ return 0;
+}
+
expr_t
NumConstNode::decreaseLeadsLags(int n) const
{
@@ -500,7 +506,7 @@ NumConstNode::substituteAdl() const
}
expr_t
-NumConstNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+NumConstNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
{
return const_cast<NumConstNode *>(this);
}
@@ -1282,6 +1288,22 @@ VariableNode::maxLead() const
}
}
+int
+VariableNode::maxLag() const
+{
+ switch (type)
+ {
+ case eEndogenous:
+ return -lag;
+ case eExogenous:
+ return -lag;
+ case eModelLocalVariable:
+ return datatree.local_variables_table[symb_id]->maxLag();
+ default:
+ return 0;
+ }
+}
+
expr_t
VariableNode::substituteAdl() const
{
@@ -1289,7 +1311,7 @@ VariableNode::substituteAdl() const
}
expr_t
-VariableNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+VariableNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
{
return const_cast<VariableNode *>(this);
}
@@ -2788,6 +2810,12 @@ UnaryOpNode::maxLead() const
return arg->maxLead();
}
+int
+UnaryOpNode::maxLag() const
+{
+ return arg->maxLag();
+}
+
expr_t
UnaryOpNode::substituteAdl() const
{
@@ -2830,37 +2858,37 @@ UnaryOpNode::isDiffPresent() const
}
expr_t
-UnaryOpNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+UnaryOpNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
{
if (op_code != oDiff)
{
- expr_t argsubst = arg->substituteDiff(subst_table, neweqs);
+ expr_t argsubst = arg->substituteDiff(static_datatree, diff_subst_table, neweqs);
return buildSimilarUnaryOpNode(argsubst, datatree);
}
- subst_table_t::iterator it = subst_table.find(const_cast<UnaryOpNode *>(this));
- if (it != subst_table.end())
- return const_cast<VariableNode *>(it->second);
-
- expr_t argsubst = arg->substituteDiff(subst_table, neweqs);
- assert(argsubst != NULL);
+ expr_t sarg = arg->toStatic(static_datatree);
+ int arg_max_lag = -arg->maxLag();
+ diff_subst_table_t::iterator it = diff_subst_table.find(sarg);
+ if (it != diff_subst_table.end())
+ if (it->second.first.first == arg)
+ return const_cast<VariableNode *>(it->second.second);
+ else
+ return it->second.second->decreaseLeadsLags(it->second.first.second - arg_max_lag);
int symb_id = -1;
+ expr_t argsubst = arg->substituteDiff(static_datatree, diff_subst_table, neweqs);
VariableNode *vn = dynamic_cast<VariableNode *>(argsubst);
if (vn != NULL)
symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, argsubst, vn->get_symb_id(), vn->get_lag());
else
symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, argsubst);
- expr_t newAuxVar = datatree.AddVariable(symb_id, 0);
-
//AUX_DIFF_IDX = argsubst - argsubst(-1)
- neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(newAuxVar,
+ VariableNode *new_aux_var = datatree.AddVariable(symb_id, 0);
+ neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(new_aux_var,
datatree.AddMinus(argsubst, argsubst->decreaseLeadsLags(1)))));
-
- assert(dynamic_cast<VariableNode *>(newAuxVar) != NULL);
- subst_table[this] = dynamic_cast<VariableNode *>(newAuxVar);
- return newAuxVar;
+ diff_subst_table[sarg] = make_pair(make_pair(arg, arg_max_lag), new_aux_var);
+ return new_aux_var;
}
expr_t
@@ -4355,6 +4383,12 @@ BinaryOpNode::maxLead() const
return max(arg1->maxLead(), arg2->maxLead());
}
+int
+BinaryOpNode::maxLag() const
+{
+ return max(arg1->maxLag(), arg2->maxLag());
+}
+
expr_t
BinaryOpNode::decreaseLeadsLags(int n) const
{
@@ -4492,10 +4526,10 @@ BinaryOpNode::substituteAdl() const
}
expr_t
-BinaryOpNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+BinaryOpNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
{
- expr_t arg1subst = arg1->substituteDiff(subst_table, neweqs);
- expr_t arg2subst = arg2->substituteDiff(subst_table, neweqs);
+ expr_t arg1subst = arg1->substituteDiff(static_datatree, diff_subst_table, neweqs);
+ expr_t arg2subst = arg2->substituteDiff(static_datatree, diff_subst_table, neweqs);
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
}
@@ -5260,6 +5294,12 @@ TrinaryOpNode::maxLead() const
return max(arg1->maxLead(), max(arg2->maxLead(), arg3->maxLead()));
}
+int
+TrinaryOpNode::maxLag() const
+{
+ return max(arg1->maxLag(), max(arg2->maxLag(), arg3->maxLag()));
+}
+
expr_t
TrinaryOpNode::decreaseLeadsLags(int n) const
{
@@ -5347,11 +5387,11 @@ TrinaryOpNode::substituteAdl() const
}
expr_t
-TrinaryOpNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+TrinaryOpNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
{
- expr_t arg1subst = arg1->substituteDiff(subst_table, neweqs);
- expr_t arg2subst = arg2->substituteDiff(subst_table, neweqs);
- expr_t arg3subst = arg3->substituteDiff(subst_table, neweqs);
+ expr_t arg1subst = arg1->substituteDiff(static_datatree, diff_subst_table, neweqs);
+ expr_t arg2subst = arg2->substituteDiff(static_datatree, diff_subst_table, neweqs);
+ expr_t arg3subst = arg3->substituteDiff(static_datatree, diff_subst_table, neweqs);
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
@@ -5634,6 +5674,16 @@ AbstractExternalFunctionNode::maxLead() const
return val;
}
+int
+AbstractExternalFunctionNode::maxLag() const
+{
+ int val = 0;
+ for (vector<expr_t>::const_iterator it = arguments.begin();
+ it != arguments.end(); it++)
+ val = max(val, (*it)->maxLag());
+ return val;
+}
+
expr_t
AbstractExternalFunctionNode::decreaseLeadsLags(int n) const
{
@@ -5707,11 +5757,11 @@ AbstractExternalFunctionNode::substituteAdl() const
}
expr_t
-AbstractExternalFunctionNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+AbstractExternalFunctionNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
{
vector<expr_t> arguments_subst;
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
- arguments_subst.push_back((*it)->substituteDiff(subst_table, neweqs));
+ arguments_subst.push_back((*it)->substituteDiff(static_datatree, diff_subst_table, neweqs));
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
@@ -7112,6 +7162,12 @@ VarExpectationNode::maxLead() const
return 0;
}
+int
+VarExpectationNode::maxLag() const
+{
+ return 0;
+}
+
expr_t
VarExpectationNode::decreaseLeadsLags(int n) const
{
@@ -7230,7 +7286,7 @@ VarExpectationNode::substituteAdl() const
}
expr_t
-VarExpectationNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+VarExpectationNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
{
return const_cast<VarExpectationNode *>(this);
}
@@ -7530,6 +7586,12 @@ PacExpectationNode::maxLead() const
return 0;
}
+int
+PacExpectationNode::maxLag() const
+{
+ return 0;
+}
+
expr_t
PacExpectationNode::decreaseLeadsLags(int n) const
{
@@ -7647,7 +7709,7 @@ PacExpectationNode::substituteAdl() const
}
expr_t
-PacExpectationNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+PacExpectationNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
{
return const_cast<PacExpectationNode *>(this);
}
diff --git a/src/ExprNode.hh b/src/ExprNode.hh
index 7fe371cc..c3bbcb14 100644
--- a/src/ExprNode.hh
+++ b/src/ExprNode.hh
@@ -57,6 +57,9 @@ typedef map<int, double> eval_context_t;
//! Type for tracking first/second derivative functions that have already been written as temporary terms
typedef map<pair<int, vector<expr_t> >, int> deriv_node_temp_terms_t;
+//! Type for the substitution map used in the process of substitutitng diff expressions
+typedef map<expr_t, pair<pair<expr_t, int>, VariableNode *> > diff_subst_table_t;
+
//! Possible types of output when writing ExprNode(s)
enum ExprNodeOutputType
{
@@ -339,6 +342,10 @@ class ExprNode
/*! A negative value means that the expression contains only lagged variables */
virtual int maxLead() const = 0;
+ //! Returns the relative period of the most backward term in this expression
+ /*! A negative value means that the expression contains only leaded variables */
+ virtual int maxLag() const = 0;
+
//! Returns a new expression where all the leads/lags have been shifted backwards by the same amount
/*!
Only acts on endogenous, exogenous, exogenous det
@@ -350,8 +357,7 @@ class ExprNode
//! Type for the substitution map used in the process of creating auxiliary vars for leads >= 2
typedef map<const ExprNode *, const VariableNode *> subst_table_t;
- //! Type for the substitution map used in the process of substituting adl/diff expressions
- // typedef map<const ExprNode *, const UnaryOpNode *> subst_table_diff_t;
+ //! Type for the substitution map used in the process of substituting adl expressions
typedef map<const ExprNode *, const expr_t> subst_table_adl_t;
//! Creates auxiliary endo lead variables corresponding to this expression
@@ -466,7 +472,7 @@ class ExprNode
virtual expr_t substituteAdl() const = 0;
//! Substitute diff operator
- virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
+ virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
//! Substitute pac_expectation operator
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) = 0;
@@ -544,6 +550,7 @@ public:
virtual int maxEndoLag() const;
virtual int maxExoLag() const;
virtual int maxLead() const;
+ virtual int maxLag() 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;
@@ -551,7 +558,7 @@ public:
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 substituteAdl() const;
- virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
@@ -625,6 +632,7 @@ public:
virtual int maxEndoLag() const;
virtual int maxExoLag() const;
virtual int maxLead() const;
+ virtual int maxLag() 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;
@@ -632,7 +640,7 @@ public:
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 substituteAdl() const;
- virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
@@ -726,6 +734,7 @@ public:
virtual int maxEndoLag() const;
virtual int maxExoLag() const;
virtual int maxLead() const;
+ virtual int maxLag() 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
@@ -735,7 +744,7 @@ public:
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 substituteAdl() const;
- virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
@@ -845,6 +854,7 @@ public:
virtual int maxEndoLag() const;
virtual int maxExoLag() const;
virtual int maxLead() const;
+ virtual int maxLag() 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
@@ -854,7 +864,7 @@ public:
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 substituteAdl() const;
- virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
@@ -941,6 +951,7 @@ public:
virtual int maxEndoLag() const;
virtual int maxExoLag() const;
virtual int maxLead() const;
+ virtual int maxLag() 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
@@ -950,7 +961,7 @@ public:
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 substituteAdl() const;
- virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
@@ -1039,6 +1050,7 @@ public:
virtual int maxEndoLag() const;
virtual int maxExoLag() const;
virtual int maxLead() const;
+ virtual int maxLag() 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;
@@ -1046,7 +1058,7 @@ public:
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 substituteAdl() const;
- virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const = 0;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
@@ -1220,6 +1232,7 @@ public:
virtual int maxEndoLag() const;
virtual int maxExoLag() const;
virtual int maxLead() const;
+ virtual int maxLag() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual void prepareForDerivation();
virtual expr_t computeDerivative(int deriv_id);
@@ -1233,7 +1246,7 @@ public:
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 substituteAdl() const;
- virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
@@ -1295,6 +1308,7 @@ public:
virtual int maxEndoLag() const;
virtual int maxExoLag() const;
virtual int maxLead() const;
+ virtual int maxLag() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual void prepareForDerivation();
virtual expr_t computeDerivative(int deriv_id);
@@ -1308,7 +1322,7 @@ public:
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 substituteAdl() const;
- virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
diff --git a/src/ModFile.cc b/src/ModFile.cc
index eb4a374b..df36512c 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -39,6 +39,7 @@ ModFile::ModFile(WarningConsolidation &warnings_arg)
orig_ramsey_dynamic_model(symbol_table, num_constants, external_functions_table),
static_model(symbol_table, num_constants, external_functions_table),
steady_state_model(symbol_table, num_constants, external_functions_table, static_model),
+ diff_static_model(symbol_table, num_constants, external_functions_table),
linear(false), block(false), byte_code(false), use_dll(false), no_static(false),
differentiate_forward_vars(false), nonstationary_variables(false),
param_used_with_lead_lag(false), warnings(warnings_arg)
@@ -362,7 +363,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
}
// Create auxiliary variable and equations for Diff operator
- dynamic_model.substituteDiff();
+ dynamic_model.substituteDiff(diff_static_model);
// Var Model
map<string, pair<SymbolList, int> > var_model_info_var_expectation;
diff --git a/src/ModFile.hh b/src/ModFile.hh
index ac678b5b..08ee6c42 100644
--- a/src/ModFile.hh
+++ b/src/ModFile.hh
@@ -72,6 +72,8 @@ public:
StaticModel static_model;
//! Static model, as declared in the "steady_state_model" block if present
SteadyStateModel steady_state_model;
+ //! Static model used for mapping arguments of diff operator
+ StaticModel diff_static_model;
//! Option linear
bool linear;
--
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