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Unverified Commit 8dad9396 authored by Sébastien Villemot's avatar Sébastien Villemot Committed by Stéphane Adjemian (Charybdis)
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Allow linear combination of targets in error correction term of trend component models

parent 9bc6c57a
Pipeline #1062 passed with stage
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    Showing with 128 additions and 217 deletions
    src/ExprNode.cc
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    src/ExprNode.hh
    View file @ 8dad9396
    ......@@ -589,14 +589,17 @@ class ExprNode
    parameter in a term, param_id == -1.
    Can throw a MatchFailureException. */
    vector<tuple<int, int, int, double>> matchLinearCombinationOfVariables() const;
    pair<int, vector<tuple<int, int, int, double>>> matchParamTimesLinearCombinationOfVariables() const;
    //! Returns true if expression is of the form:
    //! param * (endog op endog op ...) + param * (endog op endog op ...) + ...
    virtual bool isParamTimesEndogExpr() const = 0;
    //! Fills the EC matrix structure
    virtual void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs,
    map<tuple<int, int, int>, expr_t> &A0,
    map<tuple<int, int, int>, expr_t> &A0star) const = 0;
    void fillErrorCorrectionRow(int eqn, const vector<int> &nontarget_lhs, const vector<int> &target_lhs,
    map<tuple<int, int, int>, expr_t> &A0,
    map<tuple<int, int, int>, expr_t> &A0star) const;
    //! Finds equations where a variable is equal to a constant
    virtual void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const = 0;
    ......@@ -715,7 +718,6 @@ public:
    expr_t clone(DataTree &datatree) const override;
    expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
    bool isInStaticForm() const override;
    void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
    void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
    expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
    bool containsPacExpectation(const string &pac_model_name = "") const override;
    ......@@ -799,7 +801,6 @@ public:
    expr_t clone(DataTree &datatree) const override;
    expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
    bool isInStaticForm() const override;
    void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
    void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
    expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
    bool containsPacExpectation(const string &pac_model_name = "") const override;
    ......@@ -911,7 +912,6 @@ public:
    expr_t clone(DataTree &datatree) const override;
    expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
    bool isInStaticForm() const override;
    void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
    void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
    expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
    bool containsPacExpectation(const string &pac_model_name = "") const override;
    ......@@ -1033,10 +1033,6 @@ public:
    expr_t getNonZeroPartofEquation() const;
    bool isInStaticForm() const override;
    void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const;
    void fillErrorCorrectionRowHelper(expr_t arg1, expr_t arg2,
    int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs,
    map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const;
    void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
    void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
    expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
    bool containsPacExpectation(const string &pac_model_name = "") const override;
    ......@@ -1158,7 +1154,6 @@ public:
    expr_t clone(DataTree &datatree) const override;
    expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
    bool isInStaticForm() const override;
    void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
    void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
    expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
    bool containsPacExpectation(const string &pac_model_name = "") const override;
    ......@@ -1279,7 +1274,6 @@ public:
    expr_t clone(DataTree &datatree) const override = 0;
    expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
    bool isInStaticForm() const override;
    void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
    void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
    expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
    bool containsPacExpectation(const string &pac_model_name = "") const override;
    ......@@ -1488,7 +1482,6 @@ public:
    expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
    expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
    bool isInStaticForm() const override;
    void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
    void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
    expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
    bool containsPacExpectation(const string &pac_model_name = "") const override;
    ......@@ -1570,7 +1563,6 @@ public:
    expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
    expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
    bool isInStaticForm() const override;
    void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &A0, map<tuple<int, int, int>, expr_t> &A0star) const override;
    void findConstantEquations(map<VariableNode *, NumConstNode *> &table) const override;
    expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
    bool containsPacExpectation(const string &pac_model_name = "") const override;
    ......
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