Commit 7ac33099 authored by Houtan Bastani's avatar Houtan Bastani
Browse files

support undiff in pac model

parent bb1cc0be
......@@ -3258,6 +3258,7 @@ void
DynamicModel::getVarModelVariablesFromEqTags(vector<string> &var_model_eqtags,
vector<int> &eqnumber,
vector<int> &lhs,
vector<expr_t> &lhs_expr_t,
vector<set<pair<int, int> > > &rhs,
vector<bool> &nonstationary) const
{
......@@ -3316,6 +3317,10 @@ DynamicModel::getVarModelVariablesFromEqTags(vector<string> &var_model_eqtags,
eqnumber.push_back(eqn);
lhs.push_back(it->first);
lhs_set.clear();
set<expr_t> lhs_expr_t_set;
equations[eqn]->get_arg1()->collectVARLHSVariable(lhs_expr_t_set);
lhs_expr_t.push_back(*(lhs_expr_t_set.begin()));
equations[eqn]->get_arg2()->collectDynamicVariables(eEndogenous, rhs_set);
for (it = rhs_set.begin(); it != rhs_set.end(); it++)
......@@ -3332,7 +3337,7 @@ DynamicModel::getVarModelVariablesFromEqTags(vector<string> &var_model_eqtags,
int
DynamicModel::getVarMaxLag(StaticModel &static_model, vector<int> &eqnumber) const
{
set<expr_t> lhs;
vector<expr_t> lhs;
for (vector<int>::const_iterator it = eqnumber.begin();
it != eqnumber.end(); it++)
{
......@@ -3344,11 +3349,11 @@ DynamicModel::getVarMaxLag(StaticModel &static_model, vector<int> &eqnumber) con
<< ". A VAR may only have one endogenous variable on the LHS. " << endl;
exit(EXIT_FAILURE);
}
lhs.insert(*(lhs_set.begin()));
lhs.push_back(*(lhs_set.begin()));
}
set<expr_t> lhs_static;
for(set<expr_t>::const_iterator it = lhs.begin();
for(vector<expr_t>::const_iterator it = lhs.begin();
it != lhs.end(); it++)
lhs_static.insert((*it)->toStatic(static_model));
......@@ -3444,23 +3449,9 @@ DynamicModel::addEquationsForVar(map<string, pair<SymbolList, int> > &var_model_
cout << "Accounting for var_model lags not in model block: added " << count << " auxiliary variables and equations." << endl;
}
int
DynamicModel::get_undiff_max_lag(vector<int> &eqnumber, vector<int> &lhs)
{
int max_lag = 0;
for (vector<int>::const_iterator it = eqnumber.begin();
it != eqnumber.end(); it++)
{
int max_lag_tmp = dynamic_cast<BinaryOpNode *>(equations[*it])->get_arg2()->PacMaxLag(lhs);
if (max_lag_tmp > max_lag)
max_lag = max_lag_tmp;
}
return max_lag;
}
void
DynamicModel::undiff_lhs_for_pac(vector<int> &lhs, vector<bool> &diff, vector<int> &orig_diff_var,
vector<int> &eqnumber, map<string, int> &undiff, map<int, int> &undiff_table)
DynamicModel::getUndiffLHSForPac(vector<int> &lhs, vector<expr_t> &lhs_expr_t, vector<bool> &diff, vector<int> &orig_diff_var,
vector<int> &eqnumber, map<string, int> &undiff, ExprNode::subst_table_t &diff_subst_table)
{
if (undiff.empty())
return;
......@@ -3486,18 +3477,12 @@ DynamicModel::undiff_lhs_for_pac(vector<int> &lhs, vector<bool> &diff, vector<in
}
int i = 0;
bool found = false;
for (vector<int>::const_iterator it1 = eqnumber.begin();
it1 != eqnumber.end(); it1++)
if (eqn == i)
{
found = true;
break;
}
else
i++;
it1 != eqnumber.end(); it1++, i++)
if (*it1 == eqn)
break;
if (!found)
if (eqnumber[i] != eqn)
{
cerr << "ERROR: equation not found in VAR";
exit(EXIT_FAILURE);
......@@ -3511,18 +3496,67 @@ DynamicModel::undiff_lhs_for_pac(vector<int> &lhs, vector<bool> &diff, vector<in
exit(EXIT_FAILURE);
}
bool printerr = false;
ExprNode::subst_table_t::const_iterator it1;
expr_t node = NULL;
expr_t aux_var = lhs_expr_t.at(i);
for (it1 = diff_subst_table.begin(); it1 != diff_subst_table.end(); it1++)
if (it1->second == aux_var)
{
node = const_cast<expr_t>(it1->first);
break;
}
if (node == NULL)
{
cerr << "Unexpected error encountered." << endl;
exit(EXIT_FAILURE);
}
for (int j = it->second; j > 0; j--)
if (undiff_table.find(lhs.at(eqnumber.at(i))) == undiff_table.end())
if (printerr)
{
cerr << "You are undiffing the LHS of equation #" << eqn << " "
<< it->second << " times but it has only been diffed " << j - 1 << " time(s)" << endl;
<< it->second << " times but it has only been diffed " << j << " time(s)" << endl;
exit(EXIT_FAILURE);
}
else
lhs.at(eqnumber.at(i)) = undiff_table.at(lhs.at(eqnumber.at(i)));
{
node = node->undiff();
it1 = diff_subst_table.find(node);
if (it1 == diff_subst_table.end())
printerr = true;
}
if (printerr)
{ // we have undiffed something like diff(x), hence x is not in diff_subst_table
lhs_expr_t.at(i) = node;
lhs.at(i) = dynamic_cast<VariableNode *>(node)->get_symb_id();
}
else
{
lhs_expr_t.at(i) = const_cast<expr_t>(it1->first);
lhs.at(i) = const_cast<VariableNode *>(it1->second)->get_symb_id();
}
}
}
int
DynamicModel::getUndiffMaxLag(StaticModel &static_model, vector<expr_t> &lhs, vector<int> &eqnumber) const
{
set<expr_t> lhs_static;
for(vector<expr_t>::const_iterator it = lhs.begin();
it != lhs.end(); it++)
lhs_static.insert((*it)->toStatic(static_model));
int max_lag = 0;
for (vector<int>::const_iterator it = eqnumber.begin();
it != eqnumber.end(); it++)
equations[*it]->get_arg2()->VarMaxLag(static_model, lhs_static, max_lag);
return max_lag;
}
void
DynamicModel::walkPacParameters()
{
......@@ -5136,7 +5170,7 @@ DynamicModel::substituteAdl()
}
void
DynamicModel::substituteDiff(StaticModel &static_model, map<int, int> &undiff_table)
DynamicModel::substituteDiff(StaticModel &static_model, ExprNode::subst_table_t &diff_subst_table)
{
// Find diff Nodes
diff_table_t diff_table;
......@@ -5149,16 +5183,15 @@ DynamicModel::substituteDiff(StaticModel &static_model, map<int, int> &undiff_ta
// Substitute in model local variables
vector<BinaryOpNode *> neweqs;
ExprNode::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(static_model, diff_table, diff_subst_table, neweqs, undiff_table);
it->second = it->second->substituteDiff(static_model, diff_table, diff_subst_table, neweqs);
// Substitute in equations
for (int i = 0; i < (int) equations.size(); i++)
{
BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->
substituteDiff(static_model, diff_table, diff_subst_table, neweqs, undiff_table));
substituteDiff(static_model, diff_table, diff_subst_table, neweqs));
assert(substeq != NULL);
equations[i] = substeq;
}
......
......@@ -290,6 +290,7 @@ public:
void getVarModelVariablesFromEqTags(vector<string> &var_model_eqtags,
vector<int> &eqnumber,
vector<int> &lhs,
vector<expr_t> &lhs_expr_t,
vector<set<pair<int, int> > > &rhs,
vector<bool> &nonstationary) const;
......@@ -313,7 +314,7 @@ public:
vector<bool> &nonstationary,
int growth_symb_id);
//! Get the max lag for the PAC VAR
int get_undiff_max_lag(vector<int> &eqnumber, vector<int> &lhs);
int getUndiffMaxLag(StaticModel &static_model, vector<expr_t> &lhs, vector<int> &eqnumber) const;
//! Substitutes pac_expectation operator
void substitutePacExpectation();
......@@ -406,11 +407,11 @@ public:
void substituteAdl();
//! Substitutes diff operator
void substituteDiff(StaticModel &static_model, map<int, int> &undiff_table);
void substituteDiff(StaticModel &static_model, ExprNode::subst_table_t &diff_subst_table);
//! Table to undiff LHS variables for pac vector z
void undiff_lhs_for_pac(vector<int> &lhs, vector<bool> &diff, vector<int> &orig_diff_var,
vector<int> &eqnumber, map<string, int> &undiff, map<int, int> &undiff_table);
void getUndiffLHSForPac(vector<int> &lhs, vector<expr_t> &lhs_expr_t, vector<bool> &diff, vector<int> &orig_diff_var,
vector<int> &eqnumber, map<string, int> &undiff, ExprNode::subst_table_t &diff_subst_table);
//! Adds contents of diff_aux_equations to the back of aux_equations
void combineDiffAuxEquations();
......
......@@ -462,6 +462,12 @@ NumConstNode::maxLag() const
return 0;
}
expr_t
NumConstNode::undiff() const
{
return const_cast<NumConstNode *>(this);
}
void
NumConstNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const
{
......@@ -527,7 +533,7 @@ NumConstNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table)
}
expr_t
NumConstNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const
NumConstNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
return const_cast<NumConstNode *>(this);
}
......@@ -1352,6 +1358,12 @@ VariableNode::maxLag() const
}
}
expr_t
VariableNode::undiff() const
{
return const_cast<VariableNode *>(this);
}
void
VariableNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const
{
......@@ -1383,7 +1395,8 @@ VariableNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table)
}
expr_t
VariableNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const
VariableNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
vector<BinaryOpNode *> &neweqs) const
{
return const_cast<VariableNode *>(this);
}
......@@ -2896,6 +2909,14 @@ UnaryOpNode::maxLag() const
return arg->maxLag();
}
expr_t
UnaryOpNode::undiff() const
{
if (op_code == oDiff)
return arg;
return arg->undiff();
}
void
UnaryOpNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const
{
......@@ -2992,11 +3013,11 @@ UnaryOpNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table)
expr_t
UnaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const
vector<BinaryOpNode *> &neweqs) const
{
if (op_code != oDiff)
{
expr_t argsubst = arg->substituteDiff(static_datatree, diff_table, subst_table, neweqs, undiff_table);
expr_t argsubst = arg->substituteDiff(static_datatree, diff_table, subst_table, neweqs);
return buildSimilarUnaryOpNode(argsubst, datatree);
}
......@@ -3006,7 +3027,11 @@ UnaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table,
expr_t sthis = dynamic_cast<UnaryOpNode *>(this->toStatic(static_datatree));
diff_table_t::iterator it = diff_table.find(sthis);
assert(it != diff_table.end() && it->second[-arg->maxLag()] == this);
if (it == diff_table.end() || it->second[-arg->maxLag()] != this)
{
cerr << "Internal error encountered. Please report" << endl;
exit(EXIT_FAILURE);
}
int last_arg_max_lag = 0;
VariableNode *last_aux_var = NULL;
......@@ -3014,7 +3039,7 @@ UnaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table,
rit != it->second.rend(); rit++)
{
expr_t argsubst = dynamic_cast<UnaryOpNode *>(rit->second)->
get_arg()->substituteDiff(static_datatree, diff_table, subst_table, neweqs, undiff_table);
get_arg()->substituteDiff(static_datatree, diff_table, subst_table, neweqs);
int symb_id;
VariableNode *vn = dynamic_cast<VariableNode *>(argsubst);
if (rit == it->second.rbegin())
......@@ -3032,11 +3057,10 @@ UnaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table,
datatree.AddMinus(argsubst,
argsubst->decreaseLeadsLags(1)))));
subst_table[rit->second] = dynamic_cast<VariableNode *>(last_aux_var);
undiff_table[symb_id] = vn->get_symb_id();
}
else
{
// just add equation of form: AUX_DIFF = ORIG_AUX_DIFF(last_arg_max_lag - rit->first)
// just add equation of form: AUX_DIFF = LAST_AUX_VAR(-1)
VariableNode *new_aux_var = NULL;
for (int i = last_arg_max_lag; i > rit->first; i--)
{
......@@ -4577,6 +4601,14 @@ BinaryOpNode::maxLag() const
return max(arg1->maxLag(), arg2->maxLag());
}
expr_t
BinaryOpNode::undiff() const
{
expr_t arg1subst = arg1->undiff();
expr_t arg2subst = arg2->undiff();
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
}
int
BinaryOpNode::PacMaxLag(vector<int> &lhs) const
{
......@@ -4727,10 +4759,11 @@ BinaryOpNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table)
}
expr_t
BinaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const
BinaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
vector<BinaryOpNode *> &neweqs) const
{
expr_t arg1subst = arg1->substituteDiff(static_datatree, diff_table, subst_table, neweqs, undiff_table);
expr_t arg2subst = arg2->substituteDiff(static_datatree, diff_table, subst_table, neweqs, undiff_table);
expr_t arg1subst = arg1->substituteDiff(static_datatree, diff_table, subst_table, neweqs);
expr_t arg2subst = arg2->substituteDiff(static_datatree, diff_table, subst_table, neweqs);
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
}
......@@ -5511,6 +5544,15 @@ TrinaryOpNode::maxLag() const
return max(arg1->maxLag(), max(arg2->maxLag(), arg3->maxLag()));
}
expr_t
TrinaryOpNode::undiff() const
{
expr_t arg1subst = arg1->undiff();
expr_t arg2subst = arg2->undiff();
expr_t arg3subst = arg3->undiff();
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
void
TrinaryOpNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const
{
......@@ -5620,11 +5662,12 @@ TrinaryOpNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table
}
expr_t
TrinaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const
TrinaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
vector<BinaryOpNode *> &neweqs) const
{
expr_t arg1subst = arg1->substituteDiff(static_datatree, diff_table, subst_table, neweqs, undiff_table);
expr_t arg2subst = arg2->substituteDiff(static_datatree, diff_table, subst_table, neweqs, undiff_table);
expr_t arg3subst = arg3->substituteDiff(static_datatree, diff_table, subst_table, neweqs, undiff_table);
expr_t arg1subst = arg1->substituteDiff(static_datatree, diff_table, subst_table, neweqs);
expr_t arg2subst = arg2->substituteDiff(static_datatree, diff_table, subst_table, neweqs);
expr_t arg3subst = arg3->substituteDiff(static_datatree, diff_table, subst_table, neweqs);
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
......@@ -5925,6 +5968,15 @@ AbstractExternalFunctionNode::maxLag() const
return val;
}
expr_t
AbstractExternalFunctionNode::undiff() const
{
vector<expr_t> arguments_subst;
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
arguments_subst.push_back((*it)->undiff());
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
void
AbstractExternalFunctionNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const
{
......@@ -6023,11 +6075,12 @@ AbstractExternalFunctionNode::findDiffNodes(DataTree &static_datatree, diff_tabl
}
expr_t
AbstractExternalFunctionNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const
AbstractExternalFunctionNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, 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(static_datatree, diff_table, subst_table, neweqs, undiff_table));
arguments_subst.push_back((*it)->substituteDiff(static_datatree, diff_table, subst_table, neweqs));
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
......@@ -7434,6 +7487,12 @@ VarExpectationNode::maxLag() const
return 0;
}
expr_t
VarExpectationNode::undiff() const
{
return const_cast<VarExpectationNode *>(this);
}
void
VarExpectationNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const
{
......@@ -7573,7 +7632,8 @@ VarExpectationNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_
}
expr_t
VarExpectationNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const
VarExpectationNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
vector<BinaryOpNode *> &neweqs) const
{
return const_cast<VarExpectationNode *>(this);
}
......@@ -7843,6 +7903,12 @@ PacExpectationNode::maxLag() const
return 0;
}
expr_t
PacExpectationNode::undiff() const
{
return const_cast<PacExpectationNode *>(this);
}
void
PacExpectationNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const
{
......@@ -7981,7 +8047,8 @@ PacExpectationNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_
}
expr_t
PacExpectationNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const
PacExpectationNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
vector<BinaryOpNode *> &neweqs) const
{
return const_cast<PacExpectationNode *>(this);
}
......
......@@ -59,6 +59,7 @@ typedef map<int, double> eval_context_t;
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
//! diff_table[static_expr_t][lag] -> dynamic_expr_t
typedef map<expr_t, map<int, expr_t> > diff_table_t;
//! Possible types of output when writing ExprNode(s)
......@@ -359,6 +360,8 @@ class ExprNode
//! Takes account of undiffed LHS variables in calculating the max lag
virtual int PacMaxLag(vector<int> &lhs) const = 0;
virtual expr_t undiff() 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
......@@ -486,7 +489,7 @@ class ExprNode
//! Substitute diff operator
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const = 0;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const = 0;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
//! Substitute pac_expectation operator
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) = 0;
......@@ -568,6 +571,7 @@ public:
virtual int maxLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() 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;
......@@ -576,7 +580,7 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &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;
......@@ -654,6 +658,7 @@ public:
virtual int maxLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() 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;
......@@ -662,7 +667,7 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &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;
......@@ -760,6 +765,7 @@ public:
virtual int maxLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() 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
......@@ -770,7 +776,7 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &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;
......@@ -884,6 +890,7 @@ public:
virtual int maxLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() 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
......@@ -894,7 +901,7 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &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;
......@@ -985,6 +992,7 @@ public:
virtual int maxLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() 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
......@@ -995,7 +1003,7 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &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;
......@@ -1088,6 +1096,7 @@ public:
virtual int maxLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() 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;
......@@ -1096,7 +1105,7 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &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;
......@@ -1273,6 +1282,7 @@ public:
virtual int maxLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual void prepareForDerivation();
virtual expr_t computeDerivative(int deriv_id);
......@@ -1287,7 +1297,7 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &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,
......@@ -1353,6 +1363,7 @@ public:
virtual int maxLag() const;
virtual void VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const;
virtual int PacMaxLag(vector<int> &lhs) const;
virtual expr_t undiff() const;
virtual expr_t decreaseLeadsLags(int n) const;
virtual void prepareForDerivation();
virtual expr_t computeDerivative(int deriv_id);
......@@ -1367,7 +1378,7 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, map<int, int> &undiff_table) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &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;