From 9b98da424a6d6e35b667f3aa99637b6ae232eee4 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Tue, 19 Mar 2019 18:31:27 +0100
Subject: [PATCH] Simplification in BinaryOpNode::getPacAREC()
---
src/ExprNode.cc | 84 +++++++++++++++++++------------------------------
1 file changed, 33 insertions(+), 51 deletions(-)
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index f7e146ca..c4ff0ce8 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -5617,63 +5617,45 @@ BinaryOpNode::getPacAREC(int lhs_symb_id, int lhs_orig_symb_id,
for (const auto & it : terms)
{
- auto bopn = dynamic_cast<BinaryOpNode *>(it.first);
- auto pen = dynamic_cast<PacExpectationNode *>(it.first);
- if (pen)
+ if (dynamic_cast<PacExpectationNode *>(it.first))
continue;
- if (bopn != nullptr)
+
+ int pid, vid, lag;
+ double constant;
+ try
+ {
+ tie(vid, lag, pid, constant) = it.first->matchVariableTimesConstantTimesParam();
+ constant *= it.second;
+ }
+ catch (MatchFailureException &e)
{
- auto vn1 = dynamic_cast<VariableNode *>(bopn->arg1);
- auto vn2 = dynamic_cast<VariableNode *>(bopn->arg2);
- if (vn1 && vn2)
+ cerr << "Unsupported expression in PAC equation" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ int vidorig = vid;
+ while (datatree.symbol_table.isAuxiliaryVariable(vid))
+ try
+ {
+ vid = datatree.symbol_table.getOrigSymbIdForAuxVar(vid);
+ }
+ catch (...)
+ {
+ break;
+ }
+ if (vid == lhs_symb_id || vid == lhs_orig_symb_id)
+ {
+ // This is an autoregressive term
+ if (constant != 1 || pid == -1)
{
- int pid, vid, lag;
- pid = vid = lag = -1;
- if (datatree.symbol_table.getType(vn1->symb_id) == SymbolType::parameter
- && (datatree.symbol_table.getType(vn2->symb_id) == SymbolType::endogenous
- || datatree.symbol_table.getType(vn2->symb_id) == SymbolType::exogenous))
- {
- pid = vn1->symb_id;
- vid = vn2->symb_id;
- lag = vn2->lag;
- }
- else if (datatree.symbol_table.getType(vn2->symb_id) == SymbolType::parameter
- && (datatree.symbol_table.getType(vn1->symb_id) == SymbolType::endogenous
- || datatree.symbol_table.getType(vn1->symb_id) == SymbolType::exogenous))
- {
- pid = vn2->symb_id;
- vid = vn1->symb_id;
- lag = vn1->lag;
- }
- if (pid >= 0 && vid >= 0)
- {
- int vidorig = vid;
- while (datatree.symbol_table.isAuxiliaryVariable(vid))
- try
- {
- vid = datatree.symbol_table.getOrigSymbIdForAuxVar(vid);
- }
- catch (...)
- {
- break;
- }
- if (vid == lhs_symb_id || vid == lhs_orig_symb_id)
- ar_params_and_vars.insert({pid, {vidorig, lag}});
- else
- {
- auto m = it.first->matchVariableTimesConstantTimesParam();
- get<3>(m) *= it.second;
- additive_vars_params_and_constants.push_back(m);
- }
- }
+ cerr << "BinaryOpNode::getPacAREC: autoregressive terms must be of the form 'parameter*lagged_variable" << endl;
+ exit(EXIT_FAILURE);
}
+ ar_params_and_vars.insert({pid, { vidorig, lag }});
}
else
- {
- auto m = it.first->matchVariableTimesConstantTimesParam();
- get<3>(m) *= it.second;
- additive_vars_params_and_constants.push_back(m);
- }
+ // This is a residual additive term
+ additive_vars_params_and_constants.push_back({ vidorig, lag, pid, constant});
}
}
--
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