diff --git a/DynamicModel.cc b/DynamicModel.cc
index 054482adc0a247ee91002af316c8c028a9c4a23b..67b28c81542501be1e901e96b5f4cd66dae736ee 100644
--- a/DynamicModel.cc
+++ b/DynamicModel.cc
@@ -4750,10 +4750,37 @@ DynamicModel::substituteLeadLagInternal(aux_var_t type, bool deterministic_model
}
void
-DynamicModel::substituteAdlAndDiff()
+DynamicModel::substituteAdl()
{
for (int i = 0; i < (int) equations.size(); i++)
- equations[i] = dynamic_cast<BinaryOpNode *>(equations[i]->substituteAdlAndDiff());
+ equations[i] = dynamic_cast<BinaryOpNode *>(equations[i]->substituteAdl());
+}
+
+void
+DynamicModel::substituteDiff()
+{
+ ExprNode::subst_table_t subst_table;
+ vector<BinaryOpNode *> neweqs;
+
+ // Substitute in model local variables
+ 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);
+
+ // Substitute in equations
+ for (int i = 0; i < (int) equations.size(); i++)
+ {
+ BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->substituteDiff(subst_table, neweqs));
+ assert(substeq != NULL);
+ equations[i] = substeq;
+ }
+
+ // Add new equations
+ for (int i = 0; i < (int) neweqs.size(); i++)
+ addEquation(neweqs[i], -1);
+
+ if (subst_table.size() > 0)
+ cout << "Substitution of Diff operator: added " << neweqs.size() << " auxiliary variables and equations." << endl;
}
void
diff --git a/DynamicModel.hh b/DynamicModel.hh
index edd506d25fe71f539de65cf2f1bf2849eb86971a..0d5c94b7e822f1be9bf9c92ef334b529e9ddbdeb 100644
--- a/DynamicModel.hh
+++ b/DynamicModel.hh
@@ -366,8 +366,11 @@ public:
//! Transforms the model by removing trends specified by the user
void detrendEquations();
- //! Substitutes adl and diff operators
- void substituteAdlAndDiff();
+ //! Substitutes adl operator
+ void substituteAdl();
+
+ //! Substitutes diff operator
+ void substituteDiff();
//! Fill var_expectation_functions_to_write
void fillVarExpectationFunctionsToWrite();
diff --git a/ExprNode.cc b/ExprNode.cc
index fbdf400da0b4305f5bb443fd7ceeba96d9f6637e..2b149036d125cd0a7a7480efaa05f1d1655585dd 100644
--- a/ExprNode.cc
+++ b/ExprNode.cc
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2007-2017 Dynare Team
+ * Copyright (C) 2007-2018 Dynare Team
*
* This file is part of Dynare.
*
@@ -482,7 +482,13 @@ NumConstNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpN
}
expr_t
-NumConstNode::substituteAdlAndDiff() const
+NumConstNode::substituteAdl() const
+{
+ return const_cast<NumConstNode *>(this);
+}
+
+expr_t
+NumConstNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
return const_cast<NumConstNode *>(this);
}
@@ -1244,7 +1250,13 @@ VariableNode::maxLead() const
}
expr_t
-VariableNode::substituteAdlAndDiff() const
+VariableNode::substituteAdl() const
+{
+ return const_cast<VariableNode *>(this);
+}
+
+expr_t
+VariableNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
return const_cast<VariableNode *>(this);
}
@@ -2709,22 +2721,15 @@ UnaryOpNode::maxLead() const
}
expr_t
-UnaryOpNode::substituteAdlAndDiff() const
+UnaryOpNode::substituteAdl() const
{
- if (op_code != oDiff && op_code != oAdl)
+ if (op_code != oAdl)
{
- expr_t argsubst = arg->substituteAdlAndDiff();
+ expr_t argsubst = arg->substituteAdl();
return buildSimilarUnaryOpNode(argsubst, datatree);
}
- if (op_code == oDiff)
- {
- expr_t argsubst = arg->substituteAdlAndDiff();
- return datatree.AddMinus(argsubst,
- argsubst->decreaseLeadsLags(1));
- }
-
- expr_t arg1subst = arg->substituteAdlAndDiff();
+ expr_t arg1subst = arg->substituteAdl();
expr_t retval;
ostringstream inttostr;
if (adl_param_lag >= 0)
@@ -2765,6 +2770,34 @@ UnaryOpNode::substituteAdlAndDiff() const
return retval;
}
+expr_t
+UnaryOpNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+{
+ if (op_code != oDiff)
+ {
+ expr_t argsubst = arg->substituteDiff(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);
+
+ int 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,
+ datatree.AddMinus(argsubst, argsubst->decreaseLeadsLags(1)))));
+
+ assert(dynamic_cast<VariableNode *>(newAuxVar) != NULL);
+ subst_table[this] = dynamic_cast<VariableNode *>(newAuxVar);
+ return newAuxVar;
+}
+
expr_t
UnaryOpNode::decreaseLeadsLags(int n) const
{
@@ -4361,10 +4394,18 @@ BinaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpN
}
expr_t
-BinaryOpNode::substituteAdlAndDiff() const
+BinaryOpNode::substituteAdl() const
+{
+ expr_t arg1subst = arg1->substituteAdl();
+ expr_t arg2subst = arg2->substituteAdl();
+ return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
+}
+
+expr_t
+BinaryOpNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
- expr_t arg1subst = arg1->substituteAdlAndDiff();
- expr_t arg2subst = arg2->substituteAdlAndDiff();
+ expr_t arg1subst = arg1->substituteDiff(subst_table, neweqs);
+ expr_t arg2subst = arg2->substituteDiff(subst_table, neweqs);
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
}
@@ -5108,11 +5149,20 @@ TrinaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOp
}
expr_t
-TrinaryOpNode::substituteAdlAndDiff() const
+TrinaryOpNode::substituteAdl() const
+{
+ expr_t arg1subst = arg1->substituteAdl();
+ expr_t arg2subst = arg2->substituteAdl();
+ expr_t arg3subst = arg3->substituteAdl();
+ return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
+}
+
+expr_t
+TrinaryOpNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
- expr_t arg1subst = arg1->substituteAdlAndDiff();
- expr_t arg2subst = arg2->substituteAdlAndDiff();
- expr_t arg3subst = arg3->substituteAdlAndDiff();
+ expr_t arg1subst = arg1->substituteDiff(subst_table, neweqs);
+ expr_t arg2subst = arg2->substituteDiff(subst_table, neweqs);
+ expr_t arg3subst = arg3->substituteDiff(subst_table, neweqs);
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
@@ -5420,11 +5470,20 @@ AbstractExternalFunctionNode::substituteExpectation(subst_table_t &subst_table,
}
expr_t
-AbstractExternalFunctionNode::substituteAdlAndDiff() const
+AbstractExternalFunctionNode::substituteAdl() const
{
vector<expr_t> arguments_subst;
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
- arguments_subst.push_back((*it)->substituteAdlAndDiff());
+ arguments_subst.push_back((*it)->substituteAdl());
+ return buildSimilarExternalFunctionNode(arguments_subst, datatree);
+}
+
+expr_t
+AbstractExternalFunctionNode::substituteDiff(subst_table_t &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));
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
@@ -6892,7 +6951,13 @@ VarExpectationNode::substituteExpectation(subst_table_t &subst_table, vector<Bin
}
expr_t
-VarExpectationNode::substituteAdlAndDiff() const
+VarExpectationNode::substituteAdl() const
+{
+ return const_cast<VarExpectationNode *>(this);
+}
+
+expr_t
+VarExpectationNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
return const_cast<VarExpectationNode *>(this);
}
diff --git a/ExprNode.hh b/ExprNode.hh
index 9fa28e05c513dd4f363f1cf7fba59b6966a9984e..e2e20d6ae8b2d847a9664dbb1a9c4503055c2131 100644
--- a/ExprNode.hh
+++ b/ExprNode.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2007-2017 Dynare Team
+ * Copyright (C) 2007-2018 Dynare Team
*
* This file is part of Dynare.
*
@@ -457,8 +457,11 @@ enum ExprNodeOutputType
*/
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const = 0;
- //! Substitute adl and diff operators
- virtual expr_t substituteAdlAndDiff() const = 0;
+ //! Substitute adl operator
+ virtual expr_t substituteAdl() const = 0;
+
+ //! Substitute diff operator
+ virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
//! Add ExprNodes to the provided datatree
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const = 0;
@@ -530,7 +533,8 @@ public:
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 substituteAdlAndDiff() const;
+ virtual expr_t substituteAdl() const;
+ virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) 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;
@@ -605,7 +609,8 @@ public:
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 substituteAdlAndDiff() const;
+ virtual expr_t substituteAdl() const;
+ virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) 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;
@@ -703,7 +708,8 @@ public:
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 substituteAdlAndDiff() const;
+ virtual expr_t substituteAdl() const;
+ virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) 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;
@@ -813,7 +819,8 @@ public:
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 substituteAdlAndDiff() const;
+ virtual expr_t substituteAdl() const;
+ virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) 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;
@@ -903,7 +910,8 @@ public:
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 substituteAdlAndDiff() const;
+ virtual expr_t substituteAdl() const;
+ virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) 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;
@@ -993,7 +1001,8 @@ public:
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 substituteAdlAndDiff() const;
+ virtual expr_t substituteAdl() const;
+ virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) 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;
@@ -1174,7 +1183,8 @@ public:
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 substituteAdlAndDiff() const;
+ virtual expr_t substituteAdl() const;
+ virtual expr_t substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) 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 void compile(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
diff --git a/ModFile.cc b/ModFile.cc
index 1de813fcde3c47fc60359e16bfad9dd21930651c..f81cb0963af1896aa687046adfbd6ecf1065a9a3 100644
--- a/ModFile.cc
+++ b/ModFile.cc
@@ -346,7 +346,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
{
// Save the original model (must be done before any model transformations by preprocessor)
// - except adl and diff which we always want expanded
- dynamic_model.substituteAdlAndDiff();
+ dynamic_model.substituteAdl();
dynamic_model.setLeadsLagsOrig();
dynamic_model.cloneDynamic(original_model);
@@ -381,6 +381,9 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
if (symbol_table.predeterminedNbr() > 0)
dynamic_model.transformPredeterminedVariables();
+ // Create auxiliary variable and equations for Diff operator
+ dynamic_model.substituteDiff();
+
// Create auxiliary vars for Expectation operator
dynamic_model.substituteExpectation(mod_file_struct.partial_information);
diff --git a/SymbolTable.cc b/SymbolTable.cc
index dde3d141bc047ed7d1202920b61538721ab0cd92..4b18946c0faa0fd21ca3193a6c0ff6c04327eddd 100644
--- a/SymbolTable.cc
+++ b/SymbolTable.cc
@@ -354,6 +354,7 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
{
case avEndoLead:
case avExoLead:
+ case avDiff:
break;
case avEndoLag:
case avExoLag:
@@ -475,6 +476,7 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
case avExpectation:
case avMultiplier:
case avDiffForward:
+ case avDiff:
break;
case avEndoLag:
case avExoLag:
@@ -568,6 +570,7 @@ SymbolTable::writeCCOutput(ostream &output) const throw (NotYetFrozenException)
case avExpectation:
case avMultiplier:
case avDiffForward:
+ case avDiff:
break;
case avEndoLag:
case avExoLag:
@@ -691,6 +694,29 @@ SymbolTable::addExpectationAuxiliaryVar(int information_set, int index, expr_t e
return symb_id;
}
+int
+SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenException)
+{
+ ostringstream varname;
+ int symb_id;
+
+ varname << "AUX_DIFF_" << index;
+
+ try
+ {
+ symb_id = addSymbol(varname.str(), eEndogenous);
+ }
+ catch (AlreadyDeclaredException &e)
+ {
+ cerr << "ERROR: you should rename your variable called " << varname.str() << ", this name is internally used by Dynare" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ aux_vars.push_back(AuxVarInfo(symb_id, avDiff, 0, 0, 0, 0, expr_arg));
+
+ return symb_id;
+}
+
int
SymbolTable::addVarModelEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) throw (AlreadyDeclaredException, FrozenException)
{
@@ -1001,6 +1027,7 @@ SymbolTable::writeJuliaOutput(ostream &output) const throw (NotYetFrozenExceptio
{
case avEndoLead:
case avExoLead:
+ case avDiff:
break;
case avEndoLag:
case avExoLag:
diff --git a/SymbolTable.hh b/SymbolTable.hh
index 76aa3896141782b1533d21bad56da4adaa58953b..53ba84d4990c0096f48edb24433c637f0f8ce223 100644
--- a/SymbolTable.hh
+++ b/SymbolTable.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2017 Dynare Team
+ * Copyright (C) 2003-2018 Dynare Team
*
* This file is part of Dynare.
*
@@ -43,7 +43,8 @@ enum aux_var_t
avExpectation = 4, //!< Substitute for Expectation Operator
avDiffForward = 5, //!< Substitute for the differentiate of a forward variable
avMultiplier = 6, //!< Multipliers for FOC of Ramsey Problem
- avVarModel = 7 //!< Variable for var_model with order > abs(min_lag()) present in model
+ avVarModel = 7, //!< Variable for var_model with order > abs(min_lag()) present in model
+ avDiff = 8 //!< Variable for Diff operator
};
//! Information on some auxiliary variables
@@ -283,6 +284,8 @@ public:
//! Adds an auxiliary variable when var_model is used with an order that is greater in absolute value
//! than the largest lag present in the model.
int addVarModelEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) throw (AlreadyDeclaredException, FrozenException);
+ //! Adds an auxiliary variable when the diff operator is encountered
+ int addDiffAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenException);
//! Returns the number of auxiliary variables
int
AuxVarsSize() const