diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 4dfefec017835e9a976b61ff45066dfc55a8c99b..e65a6bb22e37a17c874e381d9e1a0c4a71fc117f 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -3983,7 +3983,7 @@ DynamicModel::computePacModelConsistentExpectationSubstitution(const string &nam
{
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);
+ last_aux_var->symb_id, 1);
VariableNode *current_aux_var = AddVariable(symb_id);
auto neweq = AddEqual(current_aux_var, AddVariable(last_aux_var->symb_id, 1));
addEquation(neweq, -1);
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index c88c36be39b3b16772a7074038c305c43a9aa8f3..579fc5a3a18df1e23aa353a79fc636f4a8e72285 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -312,18 +312,12 @@ ExprNode::fillErrorCorrectionRow(int eqn,
continue;
}
- // Helper function
- auto one_step_orig = [this](int symb_id) {
- return datatree.symbol_table.isAuxiliaryVariable(symb_id) ?
- datatree.symbol_table.getOrigSymbIdForDiffAuxVar(symb_id) : symb_id;
- };
-
/* Verify that all variables belong to the error-correction term.
FIXME: same remark as above about skipping terms. */
bool not_ec = false;
for (const auto &t : m.second)
{
- int vid = one_step_orig(get<0>(t));
+ auto [vid, vlag] = datatree.symbol_table.unrollDiffLeadLagChain(get<0>(t), get<1>(t));
not_ec = not_ec || (find(target_lhs.begin(), target_lhs.end(), vid) == target_lhs.end()
&& find(nontarget_lhs.begin(), nontarget_lhs.end(), vid) == nontarget_lhs.end());
}
@@ -333,8 +327,7 @@ ExprNode::fillErrorCorrectionRow(int eqn,
// Now fill the matrices
for (auto [var_id, lag, param_id, constant] : m.second)
{
- int orig_vid = one_step_orig(var_id);
- int orig_lag = datatree.symbol_table.isAuxiliaryVariable(var_id) ? -datatree.symbol_table.getOrigLeadLagForDiffAuxVar(var_id) : lag;
+ auto [orig_vid, orig_lag] = datatree.symbol_table.unrollDiffLeadLagChain(var_id, lag);
if (find(target_lhs.begin(), target_lhs.end(), orig_vid) == target_lhs.end())
{
// This an LHS variable, so fill A0
@@ -3418,10 +3411,10 @@ UnaryOpNode::substituteDiff(const lag_equivalence_table_t &nodes, subst_table_t
{
if (i == last_index)
symb_id = datatree.symbol_table.addDiffLagAuxiliaryVar(argsubst->idx, rit->second,
- last_aux_var->symb_id, last_aux_var->lag - 1);
+ last_aux_var->symb_id, -1);
else
symb_id = datatree.symbol_table.addDiffLagAuxiliaryVar(new_aux_var->idx, rit->second,
- last_aux_var->symb_id, last_aux_var->lag - 1);
+ last_aux_var->symb_id, -1);
new_aux_var = datatree.AddVariable(symb_id, 0);
neweqs.push_back(datatree.AddEqual(new_aux_var,
@@ -5332,8 +5325,8 @@ BinaryOpNode::getPacAREC(int lhs_symb_id, int lhs_orig_symb_id,
exit(EXIT_FAILURE);
}
- if (int vidorig = datatree.symbol_table.getUltimateOrigSymbID(vid);
- vidorig == lhs_symb_id || vidorig == lhs_orig_symb_id)
+ if (auto [vidorig, vlagorig] = datatree.symbol_table.unrollDiffLeadLagChain(vid, vlag);
+ vidorig == lhs_symb_id)
{
// This is an autoregressive term
if (constant != 1 || pid == -1 || !datatree.symbol_table.isDiffAuxiliaryVariable(vid))
@@ -5341,10 +5334,9 @@ BinaryOpNode::getPacAREC(int lhs_symb_id, int lhs_orig_symb_id,
cerr << "BinaryOpNode::getPacAREC: autoregressive terms must be of the form 'parameter*diff_lagged_variable" << endl;
exit(EXIT_FAILURE);
}
- int ar_lag = datatree.symbol_table.getOrigLeadLagForDiffAuxVar(vid);
- if (static_cast<int>(ar_params_and_vars.size()) < ar_lag)
- ar_params_and_vars.resize(ar_lag, { -1, -1, 0 });
- ar_params_and_vars[ar_lag-1] = { pid, vid, vlag };
+ if (static_cast<int>(ar_params_and_vars.size()) < -vlagorig)
+ ar_params_and_vars.resize(-vlagorig, { -1, -1, 0 });
+ ar_params_and_vars[-vlagorig-1] = { pid, vid, vlag };
}
else
// This is a residual additive term
@@ -5533,11 +5525,7 @@ BinaryOpNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<i
continue;
}
- if (datatree.symbol_table.isDiffAuxiliaryVariable(vid))
- {
- lag = -datatree.symbol_table.getOrigLeadLagForDiffAuxVar(vid);
- vid = datatree.symbol_table.getOrigSymbIdForDiffAuxVar(vid);
- }
+ tie(vid, lag) = datatree.symbol_table.unrollDiffLeadLagChain(vid, lag);
if (find(lhs.begin(), lhs.end(), vid) == lhs.end())
continue;
diff --git a/src/SymbolTable.cc b/src/SymbolTable.cc
index e9899fcaadd3e5567b441525a94937e793559f7c..87b7daafe3a5dda4a9b80a51cd5f7902ed7201bd 100644
--- a/src/SymbolTable.cc
+++ b/src/SymbolTable.cc
@@ -733,27 +733,17 @@ SymbolTable::getOrigSymbIdForAuxVar(int aux_var_symb_id) const noexcept(false)
throw UnknownSymbolIDException(aux_var_symb_id);
}
-int
-SymbolTable::getOrigLeadLagForDiffAuxVar(int diff_aux_var_symb_id) const noexcept(false)
+pair<int, int>
+SymbolTable::unrollDiffLeadLagChain(int symb_id, int lag) const noexcept(false)
{
for (const auto &aux_var : aux_vars)
- if ((aux_var.get_type() == AuxVarType::diffLag || aux_var.get_type() == AuxVarType::diffLead)
- && aux_var.get_symb_id() == diff_aux_var_symb_id)
- return (aux_var.get_type() == AuxVarType::diffLag ? 1 : -1) + getOrigLeadLagForDiffAuxVar(aux_var.get_orig_symb_id());
- return 0;
-}
-
-int
-SymbolTable::getOrigSymbIdForDiffAuxVar(int diff_aux_var_symb_id) const noexcept(false)
-{
- int orig_symb_id = -1;
- for (const auto &aux_var : aux_vars)
- if (aux_var.get_symb_id() == diff_aux_var_symb_id)
- if (aux_var.get_type() == AuxVarType::diff)
- orig_symb_id = diff_aux_var_symb_id;
- else if (aux_var.get_type() == AuxVarType::diffLag || aux_var.get_type() == AuxVarType::diffLead)
- orig_symb_id = getOrigSymbIdForDiffAuxVar(aux_var.get_orig_symb_id());
- return orig_symb_id;
+ if (aux_var.get_symb_id() == symb_id)
+ if (aux_var.get_type() == AuxVarType::diffLag || aux_var.get_type() == AuxVarType::diffLead)
+ {
+ auto [orig_symb_id, orig_lag] = unrollDiffLeadLagChain(aux_var.get_orig_symb_id(), lag);
+ return { orig_symb_id, orig_lag + aux_var.get_orig_lead_lag() };
+ }
+ return { symb_id, lag };
}
expr_t
diff --git a/src/SymbolTable.hh b/src/SymbolTable.hh
index adab581a4ef2d76516e4745683fee35093e93667..a0f4f3252f3cd5112e4b6dc8de6513e7abba7943 100644
--- a/src/SymbolTable.hh
+++ b/src/SymbolTable.hh
@@ -325,10 +325,18 @@ public:
N.B.: some code might rely on the fact that, in particular, it does not work on unaryOp
type (to be verified) */
int getOrigSymbIdForAuxVar(int aux_var_symb_id) const noexcept(false);
- //! Searches for diff aux var and finds the original lag associated with this variable
- int getOrigLeadLagForDiffAuxVar(int diff_aux_var_symb_id) const noexcept(false);
- //! Searches for diff aux var and finds the symb id associated with this variable
- int getOrigSymbIdForDiffAuxVar(int diff_aux_var_symb_id) const noexcept(false);
+ /* Unrolls a chain of diffLag or diffLead aux vars until it founds a (regular) diff aux
+ var. In other words:
+ - if the arg is a (regu) diff aux var, returns the arg
+ - if the arg is a diffLag/diffLead, get its orig symb ID, and call the
+ method recursively
+ - if the arg is something else, throw an UnknownSymbolIDException
+ exception
+ The 2nd input/output arguments are used to track leads/lags. The 2nd
+ output argument is equal to the 2nd input argument, shifted by as many
+ lead/lags were encountered in the chain (a diffLag decreases it, a
+ diffLead increases it). */
+ pair<int, int> unrollDiffLeadLagChain(int symb_id, int lag) const noexcept(false);
//! Adds an auxiliary variable when the diff operator is encountered
int addDiffAuxiliaryVar(int index, expr_t expr_arg) noexcept(false);
int addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) noexcept(false);