From 84d792bced340c52d90cd962e51e22eec605cea0 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Wed, 5 Jun 2024 15:26:34 +0200
Subject: [PATCH] Allow model-local variables with leads or lags
Ref. dynare#1929
---
src/DataTree.hh | 6 +--
src/ExprNode.cc | 108 ++++++++++++++++++++++---------------------
src/ParsingDriver.cc | 4 --
3 files changed, 58 insertions(+), 60 deletions(-)
diff --git a/src/DataTree.hh b/src/DataTree.hh
index 8502f3a8..3a02b7eb 100644
--- a/src/DataTree.hh
+++ b/src/DataTree.hh
@@ -1,5 +1,5 @@
/*
- * Copyright © 2003-2023 Dynare Team
+ * Copyright © 2003-2024 Dynare Team
*
* This file is part of Dynare.
*
@@ -360,13 +360,13 @@ public:
};
[[nodiscard]] expr_t
- getLocalVariable(int symb_id) const
+ getLocalVariable(int symb_id, int lead_lag) const
{
auto it = local_variables_table.find(symb_id);
if (it == local_variables_table.end())
throw UnknownLocalVariableException {symb_id};
- return it->second;
+ return it->second->decreaseLeadsLags(-lead_lag);
}
static void
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index d475e5cf..13557d0a 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -880,9 +880,7 @@ VariableNode::VariableNode(DataTree& datatree_arg, int idx_arg, int symb_id_arg,
// It makes sense to allow a lead/lag on parameters: during steady state calibration, endogenous
// and parameters can be swapped
assert(get_type() != SymbolType::externalFunction
- && (lag == 0
- || (get_type() != SymbolType::modelLocalVariable
- && get_type() != SymbolType::modFileLocalVariable)));
+ && (lag == 0 || get_type() != SymbolType::modFileLocalVariable));
}
void
@@ -909,9 +907,9 @@ VariableNode::prepareForDerivation()
non_null_derivatives.insert(datatree.getDerivID(symb_id, lag));
break;
case SymbolType::modelLocalVariable:
- datatree.getLocalVariable(symb_id)->prepareForDerivation();
+ datatree.getLocalVariable(symb_id, lag)->prepareForDerivation();
// Non null derivatives are those of the value of the local parameter
- non_null_derivatives = datatree.getLocalVariable(symb_id)->non_null_derivatives;
+ non_null_derivatives = datatree.getLocalVariable(symb_id, lag)->non_null_derivatives;
break;
case SymbolType::modFileLocalVariable:
case SymbolType::statementDeclaredVariable:
@@ -967,7 +965,7 @@ VariableNode::prepareForChainRuleDerivation(
break;
case SymbolType::modelLocalVariable:
{
- expr_t def {datatree.getLocalVariable(symb_id)};
+ expr_t def {datatree.getLocalVariable(symb_id, lag)};
// Non null derivatives are those of the value of the model local variable
def->prepareForChainRuleDerivation(recursive_variables, non_null_chain_rule_derivatives);
non_null_chain_rule_derivatives.emplace(const_cast<VariableNode*>(this),
@@ -1002,7 +1000,7 @@ VariableNode::computeDerivative(int deriv_id)
else
return datatree.Zero;
case SymbolType::modelLocalVariable:
- return datatree.getLocalVariable(symb_id)->getDerivative(deriv_id);
+ return datatree.getLocalVariable(symb_id, lag)->getDerivative(deriv_id);
case SymbolType::modFileLocalVariable:
cerr << "modFileLocalVariable is not derivable" << endl;
exit(EXIT_FAILURE);
@@ -1025,7 +1023,7 @@ bool
VariableNode::containsExternalFunction() const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->containsExternalFunction();
+ return datatree.getLocalVariable(symb_id, lag)->containsExternalFunction();
return false;
}
@@ -1158,8 +1156,8 @@ VariableNode::writeOutput(ostream& output, ExprNodeOutputType output_type,
|| output_type == ExprNodeOutputType::CDynamicSteadyStateOperator)
{
output << "(";
- datatree.getLocalVariable(symb_id)->writeOutput(output, output_type, temporary_terms,
- temporary_terms_idxs, tef_terms);
+ datatree.getLocalVariable(symb_id, lag)
+ ->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ")";
}
else
@@ -1422,7 +1420,7 @@ double
VariableNode::eval(const eval_context_t& eval_context) const noexcept(false)
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->eval(eval_context);
+ return datatree.getLocalVariable(symb_id, lag)->eval(eval_context);
auto it = eval_context.find(symb_id);
if (it == eval_context.end())
@@ -1443,8 +1441,9 @@ VariableNode::writeBytecodeOutput(Bytecode::Writer& code_file,
return;
if (auto type = get_type(); type == SymbolType::modelLocalVariable)
- datatree.getLocalVariable(symb_id)->writeBytecodeOutput(code_file, output_type, temporary_terms,
- temporary_terms_idxs, tef_terms);
+ datatree.getLocalVariable(symb_id, lag)
+ ->writeBytecodeOutput(code_file, output_type, temporary_terms, temporary_terms_idxs,
+ tef_terms);
else
{
int tsid = datatree.symbol_table.getTypeSpecificID(symb_id);
@@ -1487,7 +1486,7 @@ VariableNode::collectDynamicVariables(SymbolType type_arg, set<pair<int, int>>&
if (get_type() == type_arg)
result.emplace(symb_id, lag);
if (get_type() == SymbolType::modelLocalVariable)
- datatree.getLocalVariable(symb_id)->collectDynamicVariables(type_arg, result);
+ datatree.getLocalVariable(symb_id, lag)->collectDynamicVariables(type_arg, result);
}
void
@@ -1497,8 +1496,8 @@ VariableNode::computeSubExprContainingVariable(int symb_id_arg, int lag_arg,
if (symb_id == symb_id_arg && lag == lag_arg)
contain_var.insert(const_cast<VariableNode*>(this));
if (get_type() == SymbolType::modelLocalVariable)
- datatree.getLocalVariable(symb_id)->computeSubExprContainingVariable(symb_id_arg, lag_arg,
- contain_var);
+ datatree.getLocalVariable(symb_id, lag)
+ ->computeSubExprContainingVariable(symb_id_arg, lag_arg, contain_var);
}
BinaryOpNode*
@@ -1507,7 +1506,7 @@ VariableNode::normalizeEquationHelper(const set<expr_t>& contain_var, expr_t rhs
assert(contain_var.contains(const_cast<VariableNode*>(this)));
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->normalizeEquationHelper(contain_var, rhs);
+ return datatree.getLocalVariable(symb_id, lag)->normalizeEquationHelper(contain_var, rhs);
// This the LHS variable: we have finished the normalization
return datatree.AddEqual(const_cast<VariableNode*>(this), rhs);
@@ -1541,8 +1540,9 @@ VariableNode::computeChainRuleDerivative(
return datatree.Zero;
case SymbolType::modelLocalVariable:
- return datatree.getLocalVariable(symb_id)->getChainRuleDerivative(
- deriv_id, recursive_variables, non_null_chain_rule_derivatives, cache);
+ return datatree.getLocalVariable(symb_id, lag)
+ ->getChainRuleDerivative(deriv_id, recursive_variables, non_null_chain_rule_derivatives,
+ cache);
case SymbolType::modFileLocalVariable:
cerr << "modFileLocalVariable is not derivable" << endl;
exit(EXIT_FAILURE);
@@ -1585,7 +1585,7 @@ VariableNode::computeXrefs(EquationInfo& ei) const
ei.param.emplace(symb_id, 0);
break;
case SymbolType::modelLocalVariable:
- datatree.getLocalVariable(symb_id)->computeXrefs(ei);
+ datatree.getLocalVariable(symb_id, lag)->computeXrefs(ei);
break;
case SymbolType::trend:
case SymbolType::logTrend:
@@ -1619,7 +1619,7 @@ VariableNode::maxEndoLead() const
case SymbolType::endogenous:
return max(lag, 0);
case SymbolType::modelLocalVariable:
- return datatree.getLocalVariable(symb_id)->maxEndoLead();
+ return datatree.getLocalVariable(symb_id, lag)->maxEndoLead();
default:
return 0;
}
@@ -1633,7 +1633,7 @@ VariableNode::maxExoLead() const
case SymbolType::exogenous:
return max(lag, 0);
case SymbolType::modelLocalVariable:
- return datatree.getLocalVariable(symb_id)->maxExoLead();
+ return datatree.getLocalVariable(symb_id, lag)->maxExoLead();
default:
return 0;
}
@@ -1647,7 +1647,7 @@ VariableNode::maxEndoLag() const
case SymbolType::endogenous:
return max(-lag, 0);
case SymbolType::modelLocalVariable:
- return datatree.getLocalVariable(symb_id)->maxEndoLag();
+ return datatree.getLocalVariable(symb_id, lag)->maxEndoLag();
default:
return 0;
}
@@ -1661,7 +1661,7 @@ VariableNode::maxExoLag() const
case SymbolType::exogenous:
return max(-lag, 0);
case SymbolType::modelLocalVariable:
- return datatree.getLocalVariable(symb_id)->maxExoLag();
+ return datatree.getLocalVariable(symb_id, lag)->maxExoLag();
default:
return 0;
}
@@ -1677,7 +1677,7 @@ VariableNode::maxLead() const
case SymbolType::exogenousDet:
return lag;
case SymbolType::modelLocalVariable:
- return datatree.getLocalVariable(symb_id)->maxLead();
+ return datatree.getLocalVariable(symb_id, lag)->maxLead();
default:
return 0;
}
@@ -1693,7 +1693,7 @@ VariableNode::maxLag() const
case SymbolType::exogenousDet:
return -lag;
case SymbolType::modelLocalVariable:
- return datatree.getLocalVariable(symb_id)->maxLag();
+ return datatree.getLocalVariable(symb_id, lag)->maxLag();
default:
return 0;
}
@@ -1710,7 +1710,7 @@ VariableNode::maxLagWithDiffsExpanded() const
case SymbolType::epilogue:
return -lag;
case SymbolType::modelLocalVariable:
- return datatree.getLocalVariable(symb_id)->maxLagWithDiffsExpanded();
+ return datatree.getLocalVariable(symb_id, lag)->maxLagWithDiffsExpanded();
default:
return 0;
}
@@ -1744,7 +1744,7 @@ expr_t
VariableNode::substituteModelLocalVariables() const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id);
+ return datatree.getLocalVariable(symb_id, lag);
return const_cast<VariableNode*>(this);
}
@@ -1753,7 +1753,7 @@ expr_t
VariableNode::substituteVarExpectation(const map<string, expr_t>& subst_table) const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->substituteVarExpectation(subst_table);
+ return datatree.getLocalVariable(symb_id, lag)->substituteVarExpectation(subst_table);
return const_cast<VariableNode*>(this);
}
@@ -1762,21 +1762,21 @@ void
VariableNode::findDiffNodes(lag_equivalence_table_t& nodes) const
{
if (get_type() == SymbolType::modelLocalVariable)
- datatree.getLocalVariable(symb_id)->findDiffNodes(nodes);
+ datatree.getLocalVariable(symb_id, lag)->findDiffNodes(nodes);
}
void
VariableNode::findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t& nodes) const
{
if (get_type() == SymbolType::modelLocalVariable)
- datatree.getLocalVariable(symb_id)->findUnaryOpNodesForAuxVarCreation(nodes);
+ datatree.getLocalVariable(symb_id, lag)->findUnaryOpNodesForAuxVarCreation(nodes);
}
optional<int>
VariableNode::findTargetVariable(int lhs_symb_id) const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->findTargetVariable(lhs_symb_id);
+ return datatree.getLocalVariable(symb_id, lag)->findTargetVariable(lhs_symb_id);
return nullopt;
}
@@ -1786,7 +1786,7 @@ VariableNode::substituteDiff(const lag_equivalence_table_t& nodes, subst_table_t
vector<BinaryOpNode*>& neweqs) const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->substituteDiff(nodes, subst_table, neweqs);
+ return datatree.getLocalVariable(symb_id, lag)->substituteDiff(nodes, subst_table, neweqs);
return const_cast<VariableNode*>(this);
}
@@ -1797,7 +1797,8 @@ VariableNode::substituteUnaryOpNodes(const lag_equivalence_table_t& nodes,
vector<BinaryOpNode*>& neweqs) const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->substituteUnaryOpNodes(nodes, subst_table, neweqs);
+ return datatree.getLocalVariable(symb_id, lag)
+ ->substituteUnaryOpNodes(nodes, subst_table, neweqs);
return const_cast<VariableNode*>(this);
}
@@ -1806,7 +1807,7 @@ expr_t
VariableNode::substitutePacExpectation(const string& name, expr_t subexpr)
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->substitutePacExpectation(name, subexpr);
+ return datatree.getLocalVariable(symb_id, lag)->substitutePacExpectation(name, subexpr);
return const_cast<VariableNode*>(this);
}
@@ -1815,7 +1816,7 @@ expr_t
VariableNode::substitutePacTargetNonstationary(const string& name, expr_t subexpr)
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->substitutePacTargetNonstationary(name, subexpr);
+ return datatree.getLocalVariable(symb_id, lag)->substitutePacTargetNonstationary(name, subexpr);
return const_cast<VariableNode*>(this);
}
@@ -1832,7 +1833,7 @@ VariableNode::decreaseLeadsLags(int n) const
case SymbolType::logTrend:
return datatree.AddVariable(symb_id, lag - n);
case SymbolType::modelLocalVariable:
- return datatree.getLocalVariable(symb_id)->decreaseLeadsLags(n);
+ return datatree.getLocalVariable(symb_id, lag)->decreaseLeadsLags(n);
default:
return const_cast<VariableNode*>(this);
}
@@ -1863,7 +1864,7 @@ VariableNode::substituteEndoLeadGreaterThanTwo(subst_table_t& subst_table,
else
return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
case SymbolType::modelLocalVariable:
- if (expr_t value = datatree.getLocalVariable(symb_id); value->maxEndoLead() <= 1)
+ if (expr_t value = datatree.getLocalVariable(symb_id, lag); value->maxEndoLead() <= 1)
return const_cast<VariableNode*>(this);
else
return value->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
@@ -1912,7 +1913,7 @@ VariableNode::substituteEndoLagGreaterThanTwo(subst_table_t& subst_table,
return substexpr;
case SymbolType::modelLocalVariable:
- if (expr_t value = datatree.getLocalVariable(symb_id); value->maxEndoLag() <= 1)
+ if (expr_t value = datatree.getLocalVariable(symb_id, lag); value->maxEndoLag() <= 1)
return const_cast<VariableNode*>(this);
else
return value->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
@@ -1933,7 +1934,7 @@ VariableNode::substituteExoLead(subst_table_t& subst_table, vector<BinaryOpNode*
else
return createExoLeadAuxiliaryVarForMyself(subst_table, neweqs);
case SymbolType::modelLocalVariable:
- if (expr_t value = datatree.getLocalVariable(symb_id); value->maxExoLead() == 0)
+ if (expr_t value = datatree.getLocalVariable(symb_id, lag); value->maxExoLead() == 0)
return const_cast<VariableNode*>(this);
else
return value->substituteExoLead(subst_table, neweqs, deterministic_model);
@@ -1981,7 +1982,7 @@ VariableNode::substituteExoLag(subst_table_t& subst_table, vector<BinaryOpNode*>
return substexpr;
case SymbolType::modelLocalVariable:
- if (expr_t value = datatree.getLocalVariable(symb_id); value->maxExoLag() == 0)
+ if (expr_t value = datatree.getLocalVariable(symb_id, lag); value->maxExoLag() == 0)
return const_cast<VariableNode*>(this);
else
return value->substituteExoLag(subst_table, neweqs);
@@ -1995,8 +1996,8 @@ VariableNode::substituteExpectation(subst_table_t& subst_table, vector<BinaryOpN
bool partial_information_model) const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->substituteExpectation(subst_table, neweqs,
- partial_information_model);
+ return datatree.getLocalVariable(symb_id, lag)
+ ->substituteExpectation(subst_table, neweqs, partial_information_model);
return const_cast<VariableNode*>(this);
}
@@ -2032,7 +2033,7 @@ VariableNode::differentiateForwardVars(const vector<string>& subset, subst_table
return datatree.AddPlus(datatree.AddVariable(symb_id, 0), diffvar);
}
case SymbolType::modelLocalVariable:
- if (expr_t value = datatree.getLocalVariable(symb_id); value->maxEndoLead() <= 0)
+ if (expr_t value = datatree.getLocalVariable(symb_id, lag); value->maxEndoLead() <= 0)
return const_cast<VariableNode*>(this);
else
return value->differentiateForwardVars(subset, subst_table, neweqs);
@@ -2061,7 +2062,7 @@ bool
VariableNode::containsPacExpectation(const string& pac_model_name) const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->containsPacExpectation(pac_model_name);
+ return datatree.getLocalVariable(symb_id, lag)->containsPacExpectation(pac_model_name);
return false;
}
@@ -2070,7 +2071,7 @@ bool
VariableNode::containsPacTargetNonstationary(const string& pac_model_name) const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->containsPacTargetNonstationary(pac_model_name);
+ return datatree.getLocalVariable(symb_id, lag)->containsPacTargetNonstationary(pac_model_name);
return false;
}
@@ -2079,7 +2080,7 @@ expr_t
VariableNode::replaceTrendVar() const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->replaceTrendVar();
+ return datatree.getLocalVariable(symb_id, lag)->replaceTrendVar();
if (get_type() == SymbolType::trend)
return datatree.One;
@@ -2093,7 +2094,7 @@ expr_t
VariableNode::detrend(int symb_id, bool log_trend, expr_t trend) const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->detrend(symb_id, log_trend, trend);
+ return datatree.getLocalVariable(symb_id, lag)->detrend(symb_id, log_trend, trend);
if (this->symb_id != symb_id)
return const_cast<VariableNode*>(this);
@@ -2118,7 +2119,7 @@ int
VariableNode::countDiffs() const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->countDiffs();
+ return datatree.getLocalVariable(symb_id, lag)->countDiffs();
return 0;
}
@@ -2127,7 +2128,7 @@ expr_t
VariableNode::removeTrendLeadLag(const map<int, expr_t>& trend_symbols_map) const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->removeTrendLeadLag(trend_symbols_map);
+ return datatree.getLocalVariable(symb_id, lag)->removeTrendLeadLag(trend_symbols_map);
if ((get_type() != SymbolType::trend && get_type() != SymbolType::logTrend) || lag == 0)
return const_cast<VariableNode*>(this);
@@ -2179,7 +2180,7 @@ bool
VariableNode::isInStaticForm() const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->isInStaticForm();
+ return datatree.getLocalVariable(symb_id, lag)->isInStaticForm();
return lag == 0;
}
@@ -2188,7 +2189,7 @@ bool
VariableNode::isParamTimesEndogExpr() const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->isParamTimesEndogExpr();
+ return datatree.getLocalVariable(symb_id, lag)->isParamTimesEndogExpr();
return false;
}
@@ -2225,7 +2226,8 @@ expr_t
VariableNode::substituteLogTransform(int orig_symb_id, int aux_symb_id) const
{
if (get_type() == SymbolType::modelLocalVariable)
- return datatree.getLocalVariable(symb_id)->substituteLogTransform(orig_symb_id, aux_symb_id);
+ return datatree.getLocalVariable(symb_id, lag)
+ ->substituteLogTransform(orig_symb_id, aux_symb_id);
if (symb_id == orig_symb_id)
return datatree.AddExp(datatree.AddVariable(aux_symb_id, lag));
diff --git a/src/ParsingDriver.cc b/src/ParsingDriver.cc
index 953535a7..b3f43827 100644
--- a/src/ParsingDriver.cc
+++ b/src/ParsingDriver.cc
@@ -418,10 +418,6 @@ ParsingDriver::add_model_variable(int symb_id, int lag)
error("Exogenous deterministic variable " + mod_file->symbol_table.getName(symb_id)
+ " cannot be given a lead or a lag.");
- if (type == SymbolType::modelLocalVariable && lag != 0)
- error("Model local variable " + mod_file->symbol_table.getName(symb_id)
- + " cannot be given a lead or a lag.");
-
if (data_tree == planner_objective.get())
{
if (lag != 0)
--
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