diff --git a/DataTree.cc b/DataTree.cc
index e0559d702b813be95d20a07558027d2331265cc2..c116adfba710a65f2517016f1ff19086c5d1720a 100644
--- a/DataTree.cc
+++ b/DataTree.cc
@@ -39,8 +39,6 @@ DataTree::DataTree(SymbolTable &symbol_table_arg, NumericalConstants &num_consta
MinusInfinity = AddUMinus(Infinity);
Pi = AddNumConstant("3.141592653589793");
-
- steady_state_found = false;
}
DataTree::~DataTree()
@@ -418,7 +416,6 @@ DataTree::AddNormcdf(NodeID iArg1, NodeID iArg2, NodeID iArg3)
NodeID
DataTree::AddSteadyState(NodeID iArg1)
{
- steady_state_found = true;
return AddUnaryOp(oSteadyState, iArg1);
}
@@ -484,3 +481,14 @@ DataTree::getDynJacobianCol(int deriv_id) const throw (UnknownDerivIDException)
{
throw UnknownDerivIDException();
}
+
+bool
+DataTree::containsSteadyStateOperator() const
+{
+ for(unary_op_node_map_type::const_iterator it = unary_op_node_map.begin();
+ it != unary_op_node_map.end(); it++)
+ if (it->first.second == oSteadyState)
+ return true;
+
+ return false;
+}
diff --git a/DataTree.hh b/DataTree.hh
index 66b76129ff5a6a952c1df110beb7aa83783e7cbc..1bd4b40d82ea3db8589dcbf08dfc3cc927d293c1 100644
--- a/DataTree.hh
+++ b/DataTree.hh
@@ -54,22 +54,22 @@ protected:
//! Pair (symbol_id, lag) used as key
typedef map<pair<int, int>, VariableNode *> variable_node_map_type;
variable_node_map_type variable_node_map;
- typedef map<pair<NodeID, int>, UnaryOpNode *> unary_op_node_map_type;
+ typedef map<pair<NodeID, UnaryOpcode>, UnaryOpNode *> unary_op_node_map_type;
unary_op_node_map_type unary_op_node_map;
- typedef map<pair<pair<NodeID, NodeID>, int>, BinaryOpNode *> binary_op_node_map_type;
+ typedef map<pair<pair<NodeID, NodeID>, BinaryOpcode>, BinaryOpNode *> binary_op_node_map_type;
binary_op_node_map_type binary_op_node_map;
- typedef map<pair<pair<pair<NodeID, NodeID>,NodeID>, int>, TrinaryOpNode *> trinary_op_node_map_type;
+ typedef map<pair<pair<pair<NodeID, NodeID>,NodeID>, TrinaryOpcode>, TrinaryOpNode *> trinary_op_node_map_type;
trinary_op_node_map_type trinary_op_node_map;
//! Stores local variables value (maps symbol ID to corresponding node)
map<int, NodeID> local_variables_table;
- //! true when oSteadyState is encountered in a dynamic model
- bool steady_state_found;
-
//! Internal implementation of AddVariable(), without the check on the lag
VariableNode *AddVariableInternal(int symb_id, int lag);
+ //! Is there a steady state operator in the tree?
+ bool containsSteadyStateOperator() const;
+
private:
typedef list<NodeID> node_list_type;
//! The list of nodes
@@ -180,8 +180,6 @@ public:
//! Checks if a given symbol is used somewhere in the data tree
bool isSymbolUsed(int symb_id) const;
//! Thrown when trying to access an unknown variable by deriv_id
- bool containsSteadyStateOperator() const { return steady_state_found; };
- //! Thrown when trying to access an unknown variable by deriv_id
class UnknownDerivIDException
{
};
diff --git a/DynamicModel.cc b/DynamicModel.cc
index 532261f9b6868b9ccbed07b1dfae67803e03272c..ce95029dbd6535176e9e9788f8b748ac2427a5b2 100644
--- a/DynamicModel.cc
+++ b/DynamicModel.cc
@@ -3051,10 +3051,10 @@ DynamicModel::substituteExpectation(bool partial_information_model)
ExprNode::subst_table_t subst_table;
vector<BinaryOpNode *> neweqs;
- // Substitute in model binary op node map
- for(unary_op_node_map_type::reverse_iterator it = unary_op_node_map.rbegin();
- it != unary_op_node_map.rend(); it++)
- it->second->substituteExpectation(subst_table, neweqs, partial_information_model);
+ // Substitute in model local variables
+ for(map<int, NodeID>::iterator it = local_variables_table.begin();
+ it != local_variables_table.end(); it++)
+ it->second = it->second->substituteExpectation(subst_table, neweqs, partial_information_model);
// Substitute in equations
for(int i = 0; i < (int) equations.size(); i++)
@@ -3072,10 +3072,12 @@ DynamicModel::substituteExpectation(bool partial_information_model)
copy(neweqs.rbegin(), neweqs.rend(), front_inserter(aux_equations));
if (neweqs.size() > 0)
- if (partial_information_model)
- cout << "Substitution of Expectation operator: added " << subst_table.size() << " auxiliary variables and " << neweqs.size() << " auxiliary equations." << endl;
- else
- cout << "Substitution of Expectation operator: added " << neweqs.size() << " auxiliary variables and equations." << endl;
+ {
+ if (partial_information_model)
+ cout << "Substitution of Expectation operator: added " << subst_table.size() << " auxiliary variables and " << neweqs.size() << " auxiliary equations." << endl;
+ else
+ cout << "Substitution of Expectation operator: added " << neweqs.size() << " auxiliary variables and equations." << endl;
+ }
}
void
diff --git a/DynareBison.yy b/DynareBison.yy
index 81eafe0ef0a6134f0b1aa4b85596ea76c5b28c05..5cc425fc89b92ed8733f87212d7b7b7bd8907c17 100644
--- a/DynareBison.yy
+++ b/DynareBison.yy
@@ -375,8 +375,6 @@ expression : '(' expression ')'
{ $$ = driver.add_equal_equal($1, $3); }
| expression EXCLAMATION_EQUAL expression
{ $$ = driver.add_different($1, $3); }
- | EXPECTATION '(' signed_integer ')''(' expression ')'
- { $$ = driver.add_expectation($3, $6); }
| MINUS expression %prec UMINUS
{ $$ = driver.add_uminus($2); }
| PLUS expression %prec UPLUS
@@ -413,8 +411,6 @@ expression : '(' expression ')'
{ $$ = driver.add_normcdf($3, $5, $7); }
| NORMCDF '(' expression ')'
{ $$ = driver.add_normcdf($3); }
- | STEADY_STATE '(' expression ')'
- { $$ = driver.add_steady_state($3); }
| NAN_CONSTANT
{ $$ = driver.add_nan_constant(); }
| INF_CONSTANT
diff --git a/ExprNode.cc b/ExprNode.cc
index 0a861ec0fdddbb686ef06bef5349abfaf932dd59..705254e34057b8348229ca25440162543a397108 100644
--- a/ExprNode.cc
+++ b/ExprNode.cc
@@ -1704,45 +1704,41 @@ UnaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNo
{
subst_table_t::iterator it = subst_table.find(const_cast<UnaryOpNode *>(this));
- //This if statement should evaluate to true when substituting Exp operators out of equations in second pass
if (it != subst_table.end())
return const_cast<VariableNode *>(it->second);
//Arriving here, we need to create an auxiliary variable for this Expectation Operator:
int symb_id = datatree.symbol_table.addExpectationAuxiliaryVar(expectation_information_set, arg->idx); //AUXE_period_arg.idx
NodeID newAuxE = datatree.AddVariable(symb_id, 0);
- assert(dynamic_cast<VariableNode *>(newAuxE) != NULL);
if (partial_information_model && expectation_information_set==0)
{
//Ensure x is a single variable as opposed to an expression
if (dynamic_cast<VariableNode *>(arg) == NULL)
{
- cerr << "In Partial Information models, EXPECTATION(0)(X) can only be used when X is a single variable." << endl;
+ cerr << "ERROR: In Partial Information models, EXPECTATION(0)(X) can only be used when X is a single variable." << endl;
exit(EXIT_FAILURE);
}
}
else
{
- //take care of any nested expectation operators by calling arg->substituteExpectation(.), then decreaseLeadsLags for this oExp operator
+ //take care of any nested expectation operators by calling arg->substituteExpectation(.), then decreaseLeadsLags for this oExpectation operator
//arg(lag-period) (holds entire subtree of arg(lag-period)
NodeID substexpr = (arg->substituteExpectation(subst_table, neweqs, partial_information_model))->decreaseLeadsLags(expectation_information_set);
assert(substexpr != NULL);
neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(newAuxE, substexpr))); //AUXE_period_arg.idx = arg(lag-period)
- newAuxE = newAuxE->decreaseLeadsLags(-1*expectation_information_set);
- assert(dynamic_cast<VariableNode *>(newAuxE) != NULL);
+ newAuxE = datatree.AddVariable(symb_id, expectation_information_set);
}
+ assert(dynamic_cast<VariableNode *>(newAuxE) != NULL);
subst_table[this] = dynamic_cast<VariableNode *>(newAuxE);
return newAuxE;
}
default:
- {
NodeID argsubst = arg->substituteExpectation(subst_table, neweqs, partial_information_model);
return buildSimilarUnaryOpNode(argsubst, datatree);
- }
}
}
diff --git a/ExprNode.hh b/ExprNode.hh
index 2bc611c4c4b60bc9bbe462b965b3c2f899920fca..6349e39dacb38eae917ff8cffdf6c0f838000b13 100644
--- a/ExprNode.hh
+++ b/ExprNode.hh
@@ -301,6 +301,7 @@ public:
/*!
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
+ \param[in] partial_information_model Are we substituting in a partial information model?
*/
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const = 0;
diff --git a/ModFile.cc b/ModFile.cc
index 93cf96ff8dc23f283a4ac8178d6cf970951e3f53..005cb5c63c9dc97f981d8bcb9898d51b7fc1f3f8 100644
--- a/ModFile.cc
+++ b/ModFile.cc
@@ -137,14 +137,14 @@ ModFile::transformPass()
if (symbol_table.predeterminedNbr() > 0)
dynamic_model.transformPredeterminedVariables();
+ // Create auxiliary vars for Expectation operator
+ dynamic_model.substituteExpectation(mod_file_struct.partial_information);
+
if (mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present
|| mod_file_struct.osr_present
|| mod_file_struct.ramsey_policy_present)
{
- // In stochastic models, create auxiliary vars for Expecatation operator
- dynamic_model.substituteExpectation(mod_file_struct.partial_information);
-
// In stochastic models, create auxiliary vars for leads and lags greater than 2
dynamic_model.substituteEndoLeadGreaterThanTwo();
dynamic_model.substituteExoLead();
diff --git a/SymbolTable.cc b/SymbolTable.cc
index 4dd13629d4ff872890a8cc2aea8d62d9be2f3d82..8dd000d620b738a40b69499fe0e88a21b837e871 100644
--- a/SymbolTable.cc
+++ b/SymbolTable.cc
@@ -211,6 +211,7 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
{
case avEndoLead:
case avExoLead:
+ case avExpectation:
break;
case avEndoLag:
case avExoLag:
@@ -314,10 +315,11 @@ SymbolTable::addExoLagAuxiliaryVar(int orig_symb_id, int orig_lag) throw (Frozen
}
int
-SymbolTable::addExpectationAuxiliaryVar(int arg1, int arg2) throw (FrozenException)
+SymbolTable::addExpectationAuxiliaryVar(int information_set, int index) throw (FrozenException)
{
ostringstream varname;
- varname << "AUXE_" << arg1 << "_" << arg2;
+ varname << "AUX_EXPECT_" << (information_set < 0 ? "LAG" : "LEAD") << "_"
+ << abs(information_set) << "_" << index;
int symb_id;
try
{
diff --git a/SymbolTable.hh b/SymbolTable.hh
index 4f11bb2ecc975e6870b25bf1eacfe3a7a1d1be82..4eded1bc1bfd261301345d0086e6d99edb876cb7 100644
--- a/SymbolTable.hh
+++ b/SymbolTable.hh
@@ -176,11 +176,13 @@ public:
\param[in] orig_lag lag value such that this new variable will be equivalent to orig_symb_id(orig_lag)
\return the symbol ID of the new symbol */
int addExoLagAuxiliaryVar(int orig_symb_id, int orig_lag) throw (FrozenException);
- //! Adds an auxiliary variable for the expectations operator
+ //! Adds an auxiliary variable for the expectation operator
/*!
- \param[in] indeces Used to construct the variable name
- \return the symbol ID of the new symbol */
- int addExpectationAuxiliaryVar(int arg1, int arg2) throw (FrozenException);
+ \param[in] information_set information set (possibly negative) of the expectation operator
+ \param[in] index Used to construct the variable name
+ \return the symbol ID of the new symbol
+ */
+ int addExpectationAuxiliaryVar(int information_set, int index) throw (FrozenException);
//! Tests if symbol already exists
inline bool exists(const string &name) const;
//! Get symbol name (by ID)