diff --git a/ComputingTasks.cc b/ComputingTasks.cc
index bf5e74bd9bbf27dd62aa3fec42d2c328372643c5..a50236a5c07d90efebd63e545900b1a02a9a36c4 100644
--- a/ComputingTasks.cc
+++ b/ComputingTasks.cc
@@ -260,31 +260,90 @@ PriorPosteriorFunctionStatement::writeJsonOutput(ostream &output) const
VarModelStatement::VarModelStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg,
- const string &name_arg) :
+ const string &name_arg,
+ const SymbolTable &symbol_table_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg),
- name(name_arg)
+ name(name_arg),
+ symbol_table(symbol_table_arg)
{
}
void
-VarModelStatement::getVarModelNameAndVarList(map<string, pair<map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > >, pair<SymbolList, int> > > &var_model_info) const
+VarModelStatement::getVarModelInfoForVarExpectation(map<string, pair<SymbolList, int> > &var_model_info) const
+{
+ if (symbol_list.empty())
+ return;
+
+ OptionsList::num_options_t::const_iterator it = options_list.num_options.find("var.order");
+ var_model_info[name] = make_pair(symbol_list, atoi(it->second.c_str()));
+}
+
+void
+VarModelStatement::getVarModelEqTags(vector<string> &var_model_eqtags) const
{
- set<pair<int, int> > empty_int_set;
- map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > eqtagmap;
if (!symbol_list.empty())
- {
- OptionsList::num_options_t::const_iterator it = options_list.num_options.find("var.order");
- vector<string> empty_str_vec;
- var_model_info[name] = make_pair(eqtagmap, make_pair(symbol_list, atoi(it->second.c_str())));
- }
- else
- {
- OptionsList::vec_str_options_t::const_iterator it1 = options_list.vector_str_options.find("var.eqtags");
- for (vector<string>::const_iterator it = it1->second.begin(); it != it1->second.end(); it++)
- eqtagmap[make_pair(*it, -1)] = make_pair(make_pair(0, empty_int_set), empty_int_set);
- var_model_info[name] = make_pair(eqtagmap, make_pair(symbol_list, 0));
- }
+ return;
+
+ OptionsList::vec_str_options_t::const_iterator it1 =
+ options_list.vector_str_options.find("var.eqtags");
+ var_model_eqtags = it1->second;
+}
+
+void
+VarModelStatement::fillVarModelInfoFromEquations(vector<int> &eqnumber_arg, vector<int> &lhs_arg,
+ vector<set<pair<int, int> > > &rhs_arg,
+ vector<bool> &nonstationary_arg,
+ vector<bool> &diff_arg, vector<int> &orig_diff_var_arg)
+{
+ eqnumber = eqnumber_arg;
+ lhs = lhs_arg;
+ nonstationary = nonstationary_arg;
+ diff = diff_arg;
+ orig_diff_var = orig_diff_var_arg;
+
+ // Order RHS vars by time (already ordered by equation tag)
+ for (vector<set<pair<int, int> > >::const_iterator it = rhs_arg.begin();
+ it != rhs_arg.end(); it++)
+ for (set<pair<int, int> >::const_iterator it1 = it->begin();
+ it1 != it->end(); it1++)
+ if (find(lhs.begin(), lhs.end(), it1->first) == lhs.end()
+ && find(orig_diff_var.begin(), orig_diff_var.end(), it1->first) == orig_diff_var.end())
+ {
+ cerr << "ERROR " << name << ": " << symbol_table.getName(it1->first)
+ << " cannot appear in the VAR because it does not appear on the LHS" << endl;
+ exit(EXIT_FAILURE);
+ }
+ else
+ {
+ map<int, set<int> >::iterator mit = rhs.find(abs(it1->second));
+ if (mit == rhs.end())
+ {
+ if (it1->second > 0)
+ {
+ cerr << "ERROR " << name << ": you cannot have a variable with a lead in a VAR" << endl;
+ exit(EXIT_FAILURE);
+ }
+ set<int> si;
+ si.insert(it1->first);
+ rhs[abs(it1->second)] = si;
+ }
+ else
+ mit->second.insert(it1->first);
+ }
+}
+
+void
+VarModelStatement::getVarModelName(string &var_model_name) const
+{
+ var_model_name = name;
+}
+
+
+void
+VarModelStatement::getVarModelRHS(map<int, set<int > > &rhs_arg) const
+{
+ rhs_arg = rhs;
}
void
@@ -298,8 +357,79 @@ VarModelStatement::writeOutput(ostream &output, const string &basename, bool min
options_list.writeOutput(output);
if (!symbol_list.empty())
symbol_list.writeOutput("options_.var.var_list_", output);
+
+ output << "options_.var.lhs = [";
+ for (vector<int>::const_iterator it = lhs.begin();
+ it != lhs.end(); it++)
+ {
+ if (it != lhs.begin())
+ output << " ";
+ output << symbol_table.getTypeSpecificID(*it) + 1;
+ }
+ output << "];" << endl
+ << "options_.var.rhs.lag = [";
+ for (map<int, set<int> >::const_iterator it = rhs.begin();
+ it != rhs.end(); it++)
+ {
+ if (it != rhs.begin())
+ output << " ";
+ output << it->first;
+ }
+ output << "];" << endl;
+ int i = 1;
+ for (map<int, set<int> >::const_iterator it = rhs.begin();
+ it != rhs.end(); it++, i++)
+ {
+ output << "options_.var.rhs.vars_at_lag{" << i << "} = [";
+ for (set<int>::const_iterator it1 = it->second.begin();
+ it1 != it->second.end(); it1++)
+ {
+ if (it1 != it->second.begin())
+ output << " ";
+ output << symbol_table.getTypeSpecificID(*it1) + 1;
+ }
+ output << "];" << endl;
+ }
+ output << "options_.var.nonstationary = logical([";
+ for (vector<bool>::const_iterator it = nonstationary.begin();
+ it != nonstationary.end(); it++)
+ {
+ if (it != nonstationary.begin())
+ output << " ";
+ if (*it)
+ output << "1";
+ else
+ output << "0";
+ }
+ output << "]);" << endl
+ << "options_.var.diff = logical([";
+ for (vector<bool>::const_iterator it = diff.begin();
+ it != diff.end(); it++)
+ {
+ if (it != diff.begin())
+ output << " ";
+ if (*it)
+ output << "1";
+ else
+ output << "0";
+ }
+ output << "]);" << endl
+ << "options_.var.orig_diff_var = [";
+ for (vector<int>::const_iterator it = orig_diff_var.begin();
+ it != orig_diff_var.end(); it++)
+ {
+ if (it != orig_diff_var.begin())
+ output << " ";
+ if (*it == -1)
+ output << -1;
+ else
+ output << symbol_table.getTypeSpecificID(*it) + 1;
+ }
+ output << "];" << endl;
output << "M_.var." << name << " = options_.var;" << endl
<< "clear options_.var;" << endl;
+
+ cout << "DONE writing varmodel" << endl;
}
void
diff --git a/ComputingTasks.hh b/ComputingTasks.hh
index 1799f37da142bd10c4d8b2269c20e4b2115e0ed7..b0090cf7703b9ba561410ae8bf43b91c6cc3e89b 100644
--- a/ComputingTasks.hh
+++ b/ComputingTasks.hh
@@ -125,11 +125,23 @@ private:
const SymbolList symbol_list;
const OptionsList options_list;
const string &name;
+ const SymbolTable &symbol_table;
+ vector<int> eqnumber, lhs, orig_diff_var;
+ map<int, set<int > > rhs; // lag -> set< symb_id > (all vars that appear at a given lag)
+ vector<bool> nonstationary, diff;
public:
VarModelStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg,
- const string &name_arg);
- void getVarModelNameAndVarList(map<string, pair<map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > >, pair<SymbolList, int> > > &var_model_info) const;
+ const string &name_arg,
+ const SymbolTable &symbol_table_arg);
+ void getVarModelInfoForVarExpectation(map<string, pair<SymbolList, int> > &var_model_info) const;
+ void getVarModelEqTags(vector<string> &var_model_eqtags) const;
+ void fillVarModelInfoFromEquations(vector<int> &eqnumber_arg, vector<int> &lhs_arg,
+ vector<set<pair<int, int> > > &rhs_arg,
+ vector<bool> &nonstationary_arg,
+ vector<bool> &diff_arg, vector<int> &orig_diff_var_arg);
+ void getVarModelName(string &var_model_name) const;
+ void getVarModelRHS(map<int, set<int > > &rhs_arg) const;
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
void createVarModelMFunction(ostream &output, const map<string, set<int> > &var_expectation_functions_to_write) const;
diff --git a/DynamicModel.cc b/DynamicModel.cc
index da197ef821168a481d887162c268d0210ce71fde..72494a77f92068073bb28030d9be7fa25d919d46 100644
--- a/DynamicModel.cc
+++ b/DynamicModel.cc
@@ -3235,50 +3235,91 @@ DynamicModel::runTrendTest(const eval_context_t &eval_context)
}
void
-DynamicModel::getVarModelVariablesFromEqTags(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info)
+DynamicModel::getVarModelVariablesFromEqTags(vector<string> &var_model_eqtags,
+ vector<int> &eqnumber,
+ vector<int> &lhs,
+ vector<set<pair<int, int> > > &rhs,
+ vector<bool> &nonstationary) const
{
- for (map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > >::iterator it = var_model_info.begin(); it != var_model_info.end(); it++)
- {
- map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > final_map;
- for (map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > >::iterator itvareqs = it->second.begin();
- itvareqs != it->second.end(); itvareqs++)
+ for (vector<string>::const_iterator itvareqs = var_model_eqtags.begin();
+ itvareqs != var_model_eqtags.end(); itvareqs++)
+ {
+ int eqnumber_int = -1;
+ set<pair<int, int> > lhs_set, lhs_tmp_set, rhs_set;
+ string eqtag (*itvareqs);
+ for (vector<pair<int, pair<string, string> > >::const_iterator iteqtag =
+ equation_tags.begin(); iteqtag != equation_tags.end(); iteqtag++)
+ if (iteqtag->second.first.compare("name") == 0
+ && iteqtag->second.second.compare(eqtag) == 0)
+ {
+ eqnumber_int = iteqtag->first;
+ break;
+ }
+
+ if (eqnumber_int == -1)
{
- int eqnumber = -1;
- set<pair<int, int> > lhs, rhs;
- string eqtag (itvareqs->first.first);
- for (vector<pair<int, pair<string, string> > >::const_iterator iteqtag = equation_tags.begin();
- iteqtag != equation_tags.end(); iteqtag++)
- if (iteqtag->second.first.compare("name") == 0
- && iteqtag->second.second.compare(eqtag) == 0)
- {
- eqnumber = iteqtag->first;
- break;
- }
+ cerr << "ERROR: equation tag '" << eqtag << "' not found" << endl;
+ exit(EXIT_FAILURE);
+ }
- if (eqnumber == -1)
+ bool nonstationary_bool = false;
+ for (vector<pair<int, pair<string, string> > >::const_iterator iteqtag =
+ equation_tags.begin(); iteqtag != equation_tags.end(); iteqtag++)
+ if (iteqtag->first == eqnumber_int)
+ if (iteqtag->second.first.compare("data_type") == 0
+ && iteqtag->second.second.compare("nonstationary") == 0)
{
- cerr << "ERROR: equation tag '" << eqtag << "' not found in var_model " << it->first << endl;
- exit(EXIT_FAILURE);
+ nonstationary_bool = true;
+ break;
}
- int nonstationary = 0;
- for (vector<pair<int, pair<string, string> > >::const_iterator iteqtag = equation_tags.begin();
- iteqtag != equation_tags.end(); iteqtag++)
- if (iteqtag->first == eqnumber)
- if (iteqtag->second.first.compare("data_type") == 0
- && iteqtag->second.second.compare("nonstationary") == 0)
- {
- nonstationary = 1;
- break;
- }
+ equations[eqnumber_int]->get_arg1()->collectDynamicVariables(eEndogenous, lhs_set);
+ equations[eqnumber_int]->get_arg1()->collectDynamicVariables(eExogenous, lhs_tmp_set);
+ equations[eqnumber_int]->get_arg1()->collectDynamicVariables(eParameter, lhs_tmp_set);
- equations[eqnumber]->get_arg1()->collectDynamicVariables(eEndogenous, lhs);
- equations[eqnumber]->get_arg2()->collectDynamicVariables(eEndogenous, rhs);
+ if (lhs_set.size() != 1 || !lhs_tmp_set.empty())
+ {
+ cerr << "ERROR: A VAR may only have one endogenous variable on the LHS" << endl;
+ exit(EXIT_FAILURE);
+ }
- final_map[make_pair(eqtag, eqnumber)] = make_pair(make_pair(nonstationary, lhs), rhs);
+ set<pair<int, int> >::const_iterator it = lhs_set.begin();
+ if (it->second != 0)
+ {
+ cerr << "ERROR: The variable on the LHS of a VAR may not appear with a lead or a lag" << endl;
+ exit(EXIT_FAILURE);
}
- var_model_info[it->first] = final_map;
+ eqnumber.push_back(eqnumber_int);
+ lhs.push_back(it->first);
+ nonstationary.push_back(nonstationary_bool);
+
+ equations[eqnumber_int]->get_arg2()->collectDynamicVariables(eEndogenous, rhs_set);
+ rhs.push_back(rhs_set);
+ }
+}
+
+void
+DynamicModel::getDiffInfo(vector<int> &eqnumber, vector<bool> &diff, vector<int> &orig_diff_var) const
+{
+ for (vector<int>::const_iterator it = eqnumber.begin();
+ it != eqnumber.end(); it++)
+ {
+ diff.push_back(equations[*it]->isDiffPresent());
+ if (diff.back())
+ {
+ set<pair<int, int> > diff_set;
+ equations[*it]->get_arg1()->collectDynamicVariables(eEndogenous, diff_set);
+ if (diff_set.empty() || diff_set.size() != 1)
+ {
+ cerr << "ERROR: problem getting variable for diff operator in equation " << *it << endl;
+ exit(EXIT_FAILURE);
+ }
+ set<pair<int, int> >::const_iterator it1 = diff_set.begin();
+ orig_diff_var.push_back(it1->first);
+ }
+ else
+ orig_diff_var.push_back(-1);
}
}
@@ -3342,10 +3383,12 @@ DynamicModel::addEquationsForVar(map<string, pair<SymbolList, int> > &var_model_
}
void
-DynamicModel::fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info)
+DynamicModel::fillPacExpectationVarInfo(string &var_model_name,
+ map<int, set<int > > &rhs,
+ vector<bool> &nonstationary)
{
for (size_t i = 0; i < equations.size(); i++)
- equations[i]->fillPacExpectationVarInfo(var_model_info);
+ equations[i]->fillPacExpectationVarInfo(var_model_name, rhs, nonstationary);
}
void
diff --git a/DynamicModel.hh b/DynamicModel.hh
index 676718a679a9a63fbcb138bd5191df9d01dff638..d87b412b99d3f2febc387dad51107057200f99f7 100644
--- a/DynamicModel.hh
+++ b/DynamicModel.hh
@@ -283,14 +283,24 @@ public:
//! Set the equations that have non-zero second derivatives
void setNonZeroHessianEquations(map<int, string> &eqs);
- //! Fill var_model_info with variables associated with equation tags
- void getVarModelVariablesFromEqTags(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info);
+ //! Get equation info associated with equation tags from var_model
+ void getVarModelVariablesFromEqTags(vector<string> &var_model_eqtags,
+ vector<int> &eqnumber,
+ vector<int> &lhs,
+ vector<set<pair<int, int> > > &rhs,
+ vector<bool> &nonstationary) const;
+
+ // Get equtaino information on diff operator
+ void getDiffInfo(vector<int> &eqnumber, vector<bool> &diff, vector<int> &orig_diff_var) const;
+
//! Set indices for var expectation in dynamic model file
void setVarExpectationIndices(map<string, pair<SymbolList, int> > &var_model_info);
//! Add aux equations (and aux variables) for variables declared in var_model at max order if they don't already exist
void addEquationsForVar(map<string, pair<SymbolList, int> > &var_model_info);
//! Add var_model info to pac_expectation nodes
- void fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info);
+ void fillPacExpectationVarInfo(string &var_model_name,
+ map<int, set<int > > &rhs,
+ vector<bool> &nonstationary);
//! Substitutes pac_expectation operator
void substitutePacExpectation();
diff --git a/ExprNode.cc b/ExprNode.cc
index 9b9407885feabf22d26c10aa841101d4b4679c60..655c07234f1fbde1c94e02565241d93dfb3348b0 100644
--- a/ExprNode.cc
+++ b/ExprNode.cc
@@ -294,6 +294,12 @@ ExprNode::isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_ar
return false;
}
+bool
+ExprNode::isDiffPresent() const
+{
+ return false;
+}
+
void
ExprNode::getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const
{
@@ -307,6 +313,12 @@ NumConstNode::NumConstNode(DataTree &datatree_arg, int id_arg) :
datatree.num_const_node_map[id] = this;
}
+bool
+NumConstNode::isDiffPresent() const
+{
+ return false;
+}
+
void
NumConstNode::prepareForDerivation()
{
@@ -567,7 +579,7 @@ NumConstNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mo
}
void
-NumConstNode::fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info)
+NumConstNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{
}
@@ -1560,6 +1572,12 @@ VariableNode::detrend(int symb_id, bool log_trend, expr_t trend) const
}
}
+bool
+VariableNode::isDiffPresent() const
+{
+ return false;
+}
+
expr_t
VariableNode::removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const
{
@@ -1617,7 +1635,7 @@ VariableNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mo
}
void
-VariableNode::fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info)
+VariableNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{
}
@@ -2792,6 +2810,14 @@ UnaryOpNode::substituteAdl() const
return retval;
}
+bool
+UnaryOpNode::isDiffPresent() const
+{
+ if (op_code == oDiff)
+ return true;
+ return arg->isDiffPresent();
+}
+
expr_t
UnaryOpNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
@@ -3000,9 +3026,9 @@ UnaryOpNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mod
}
void
-UnaryOpNode::fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info)
+UnaryOpNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{
- arg->fillPacExpectationVarInfo(var_model_info);
+ arg->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg);
}
bool
@@ -4444,6 +4470,12 @@ BinaryOpNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *>
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
}
+bool
+BinaryOpNode::isDiffPresent() const
+{
+ return arg1->isDiffPresent() || arg2->isDiffPresent();
+}
+
expr_t
BinaryOpNode::substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
{
@@ -4530,10 +4562,10 @@ BinaryOpNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mo
}
void
-BinaryOpNode::fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info)
+BinaryOpNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{
- arg1->fillPacExpectationVarInfo(var_model_info);
- arg2->fillPacExpectationVarInfo(var_model_info);
+ arg1->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg);
+ arg2->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg);
}
bool
@@ -5216,6 +5248,12 @@ TrinaryOpNode::substituteDiff(subst_table_t &subst_table, vector<BinaryOpNode *>
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
+bool
+TrinaryOpNode::isDiffPresent() const
+{
+ return arg1->isDiffPresent() || arg2->isDiffPresent() || arg3->isDiffPresent();
+}
+
expr_t
TrinaryOpNode::substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
{
@@ -5300,11 +5338,11 @@ TrinaryOpNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_m
}
void
-TrinaryOpNode::fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info)
+TrinaryOpNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{
- arg1->fillPacExpectationVarInfo(var_model_info);
- arg2->fillPacExpectationVarInfo(var_model_info);
- arg3->fillPacExpectationVarInfo(var_model_info);
+ arg1->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg);
+ arg2->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg);
+ arg3->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg);
}
bool
@@ -5554,6 +5592,15 @@ AbstractExternalFunctionNode::substituteDiff(subst_table_t &subst_table, vector<
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
+bool
+AbstractExternalFunctionNode::isDiffPresent() const
+{
+ bool result = false;
+ for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
+ result = result || (*it)->isDiffPresent();
+ return result;
+}
+
expr_t
AbstractExternalFunctionNode::substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
{
@@ -5665,10 +5712,10 @@ AbstractExternalFunctionNode::setVarExpectationIndex(map<string, pair<SymbolList
}
void
-AbstractExternalFunctionNode::fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info)
+AbstractExternalFunctionNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
- (*it)->fillPacExpectationVarInfo(var_model_info);
+ (*it)->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg);
}
bool
@@ -6969,6 +7016,12 @@ VarExpectationNode::eval(const eval_context_t &eval_context) const throw (EvalEx
return it->second;
}
+bool
+VarExpectationNode::isDiffPresent() const
+{
+ return false;
+}
+
void
VarExpectationNode::computeXrefs(EquationInfo &ei) const
{
@@ -7130,7 +7183,7 @@ VarExpectationNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &
}
void
-VarExpectationNode::fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info)
+VarExpectationNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{
}
@@ -7162,8 +7215,8 @@ PacExpectationNode::PacExpectationNode(DataTree &datatree_arg,
model_name(model_name_arg),
discount_symb_id(discount_symb_id_arg),
growth_symb_id(growth_symb_id_arg),
- stationary_vars_present(true),
- nonstationary_vars_present(true)
+ stationary_vars_present(false),
+ nonstationary_vars_present(false)
{
datatree.pac_expectation_node_map[make_pair(model_name, make_pair(discount_symb_id, growth_symb_id))] = this;
}
@@ -7341,6 +7394,12 @@ PacExpectationNode::compile(ostream &CompileCode, unsigned int &instruction_numb
exit(EXIT_FAILURE);
}
+bool
+PacExpectationNode::isDiffPresent() const
+{
+ return false;
+}
+
pair<int, expr_t >
PacExpectationNode::normalizeEquation(int var_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const
{
@@ -7486,74 +7545,23 @@ PacExpectationNode::writeJsonOutput(ostream &output,
}
void
-PacExpectationNode::fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info)
+PacExpectationNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{
- map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > >::const_iterator it = var_model_info.find(model_name);
- if (it == var_model_info.end())
- {
- cerr << "ERROR: could not find the declaration of " << model_name
- << " referenced by pac_expectation operator" << endl;
- exit(EXIT_FAILURE);
- }
-
- vector<set<pair<int, int> > > rhs;
- vector<int> lhs, nonstationary_vars;
- for (map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > >::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
- {
- if (it1->second.first.second.size() != 1)
- {
- cerr << "ERROR " << model_name
- << ": you may only have one variable on the LHS of a VAR" << endl;
- exit(EXIT_FAILURE);
- }
- set<pair<int, int> >::const_iterator setit = it1->second.first.second.begin();
- if (setit->second != 0)
- {
- cerr << "ERROR " << model_name
- << ": the LHS variable of a VAR cannot appear with a lead or a lag" << endl;
- exit(EXIT_FAILURE);
- }
- lhs.push_back(setit->first);
- rhs.push_back(it1->second.second);
- if (it1->second.first.first)
- nonstationary_vars.push_back(lhs.back());
- }
-
- if (nonstationary_vars.size() == lhs.size())
- stationary_vars_present = false;
+ if (model_name != var_model_name)
+ return;
- if (nonstationary_vars.empty())
- nonstationary_vars_present = false;
+ z_vec = rhs_arg;
- // Order RHS vars by time (already ordered by equation tag)
- for (vector<set<pair<int, int> > >::const_iterator it = rhs.begin();
- it != rhs.end(); it++)
- for (set<pair<int, int> >::const_iterator it1 = it->begin();
- it1 != it->end(); it1++)
- if (find(lhs.begin(), lhs.end(), it1->first) == lhs.end())
- {
- cerr << "ERROR " << model_name << ": " << datatree.symbol_table.getName(it1->first)
- << " cannot appear in the VAR because it does not appear on the LHS" << endl;
- exit(EXIT_FAILURE);
- }
+ for (vector<bool>::const_iterator it = nonstationary_arg.begin();
+ it != nonstationary_arg.end(); it++)
+ {
+ if (*it)
+ nonstationary_vars_present = true;
else
- {
- map<int, set<int> >::iterator mit = z_vec.find(abs(it1->second));
- if (mit == z_vec.end())
- {
- if (it1->second > 0)
- {
- cerr << "ERROR " << model_name <<
- ": you cannot have a variable with a lead in a VAR" << endl;
- exit(EXIT_FAILURE);
- }
- set<int> si;
- si.insert(it1->first);
- z_vec[abs(it1->second)] = si;
- }
- else
- mit->second.insert(it1->first);
- }
+ stationary_vars_present = true;
+ if (nonstationary_vars_present && stationary_vars_present)
+ break;
+ }
}
expr_t
diff --git a/ExprNode.hh b/ExprNode.hh
index 80052b1bbc1f2814e97a8a5e105c5cdf205629a1..156df34af11a4ccef5d0991e34146b96ef448afb 100644
--- a/ExprNode.hh
+++ b/ExprNode.hh
@@ -440,6 +440,9 @@ class ExprNode
//! Returns true if the expression contains one or several exogenous variable
virtual bool containsExogenous() const = 0;
+ //! Returns true if the expression contains a diff operator
+ virtual bool isDiffPresent(void) const = 0;
+
//! Return true if the nodeID is a variable withe a type equal to type_arg, a specific variable id aqual to varfiable_id and a lag equal to lag_arg and false otherwise
/*!
\param[in] the type (type_arg), specifique variable id (variable_id and the lag (lag_arg)
@@ -487,7 +490,7 @@ class ExprNode
virtual bool isVarModelReferenced(const string &model_info_name) const = 0;
//! Fills var_model info for pac_expectation node
- virtual void fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info) = 0;
+ virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg) = 0;
//! Fills map
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const = 0;
@@ -549,6 +552,7 @@ public:
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool containsEndogenous(void) const;
virtual bool containsExogenous() const;
+ virtual bool isDiffPresent(void) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
virtual expr_t replaceTrendVar() const;
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
@@ -556,7 +560,7 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
- virtual void fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info);
+ virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
virtual expr_t substituteStaticAuxiliaryVariable() const;
@@ -627,6 +631,7 @@ public:
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool containsEndogenous(void) const;
virtual bool containsExogenous() const;
+ virtual bool isDiffPresent(void) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
virtual expr_t replaceTrendVar() const;
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
@@ -634,7 +639,7 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
- virtual void fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info);
+ virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
//! Substitute auxiliary variables by their expression in static model
@@ -728,6 +733,7 @@ public:
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool containsEndogenous(void) const;
virtual bool containsExogenous() const;
+ virtual bool isDiffPresent(void) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
virtual expr_t replaceTrendVar() const;
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
@@ -735,7 +741,7 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
- virtual void fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info);
+ virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
//! Substitute auxiliary variables by their expression in static model
@@ -841,6 +847,7 @@ public:
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool containsEndogenous(void) const;
virtual bool containsExogenous() const;
+ virtual bool isDiffPresent(void) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
virtual expr_t replaceTrendVar() const;
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
@@ -854,7 +861,7 @@ public:
expr_t getNonZeroPartofEquation() const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
- virtual void fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info);
+ virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
//! Substitute auxiliary variables by their expression in static model
@@ -934,6 +941,7 @@ public:
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool containsEndogenous(void) const;
virtual bool containsExogenous() const;
+ virtual bool isDiffPresent(void) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
virtual expr_t replaceTrendVar() const;
virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const;
@@ -941,7 +949,7 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
- virtual void fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info);
+ virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
//! Substitute auxiliary variables by their expression in static model
@@ -1028,6 +1036,7 @@ public:
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool containsEndogenous(void) const;
virtual bool containsExogenous() const;
+ virtual bool isDiffPresent(void) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
virtual void writePrhs(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const string &ending) const;
virtual expr_t replaceTrendVar() const;
@@ -1036,7 +1045,7 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
- virtual void fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info);
+ virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
//! Substitute auxiliary variables by their expression in static model
@@ -1215,6 +1224,7 @@ public:
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
virtual bool containsEndogenous(void) const;
virtual bool containsExogenous() const;
+ virtual bool isDiffPresent(void) const;
virtual bool isNumConstNodeEqualTo(double value) const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
@@ -1224,7 +1234,7 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
- virtual void fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info);
+ virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
virtual expr_t substituteStaticAuxiliaryVariable() const;
@@ -1284,6 +1294,7 @@ public:
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
virtual bool containsEndogenous(void) const;
virtual bool containsExogenous() const;
+ virtual bool isDiffPresent(void) const;
virtual bool isNumConstNodeEqualTo(double value) const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
@@ -1293,7 +1304,7 @@ public:
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
virtual void setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_model_info);
- virtual void fillPacExpectationVarInfo(map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > &var_model_info);
+ virtual void fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
virtual bool isVarModelReferenced(const string &model_info_name) const;
virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const;
virtual expr_t substituteStaticAuxiliaryVariable() const;
diff --git a/ModFile.cc b/ModFile.cc
index ee1cc504dca72b5cd95266b357c2bd9fd6c4d761..7d1f757af12f2b5034a198a7af56f66aa2fc5de1 100644
--- a/ModFile.cc
+++ b/ModFile.cc
@@ -361,37 +361,47 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
}
}
+ // Create auxiliary variable and equations for Diff operator
+ dynamic_model.substituteDiff();
+
// Var Model
- map<string, pair<map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > >, pair<SymbolList, int> > > var_model_info;
+ map<string, pair<SymbolList, int> > var_model_info_var_expectation;
for (vector<Statement *>::const_iterator it = statements.begin();
it != statements.end(); it++)
{
VarModelStatement *vms = dynamic_cast<VarModelStatement *>(*it);
if (vms != NULL)
- vms->getVarModelNameAndVarList(var_model_info);
+ {
+ vms->getVarModelInfoForVarExpectation(var_model_info_var_expectation);
+
+ vector<string> var_model_eqtags;
+ vms->getVarModelEqTags(var_model_eqtags);
+ if (!var_model_eqtags.empty())
+ {
+ vector<int> eqnumber, lhs, orig_diff_var;
+ vector<set<pair<int, int> > > rhs;
+ vector<bool> nonstationary, diff;
+ dynamic_model.getVarModelVariablesFromEqTags(var_model_eqtags,
+ eqnumber, lhs, rhs, nonstationary);
+ original_model.getDiffInfo(eqnumber, diff, orig_diff_var);
+ vms->fillVarModelInfoFromEquations(eqnumber, lhs, rhs, nonstationary, diff, orig_diff_var);
+ string var_model_name;
+ map<int, set<int > > rhs_pac;
+ vms->getVarModelName(var_model_name);
+ vms->getVarModelRHS(rhs_pac);
+ dynamic_model.fillPacExpectationVarInfo(var_model_name, rhs_pac, nonstationary);
+ dynamic_model.substitutePacExpectation();
+ }
+ }
}
- if (!var_model_info.empty())
+ if (!var_model_info_var_expectation.empty())
{
- map<string, pair<SymbolList, int> > var_model_info_var_expectation;
- map<string, map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > > > var_model_info_pac;
- for (map<string, pair<map<pair<string, int>, pair<pair<int, set<pair<int, int> > >, set<pair<int, int> > > >, pair<SymbolList, int> > >::const_iterator it = var_model_info.begin(); it != var_model_info.end(); it++)
- {
- var_model_info_pac[it->first] = it->second.first;
- var_model_info_var_expectation[it->first] = it->second.second;
- }
dynamic_model.setVarExpectationIndices(var_model_info_var_expectation);
dynamic_model.addEquationsForVar(var_model_info_var_expectation);
-
- dynamic_model.getVarModelVariablesFromEqTags(var_model_info_pac);
- dynamic_model.fillPacExpectationVarInfo(var_model_info_pac);
- dynamic_model.substitutePacExpectation();
}
dynamic_model.fillVarExpectationFunctionsToWrite();
- // Create auxiliary variable and equations for Diff operator
- dynamic_model.substituteDiff();
-
if (symbol_table.predeterminedNbr() > 0)
dynamic_model.transformPredeterminedVariables();
diff --git a/ParsingDriver.cc b/ParsingDriver.cc
index bd771b853c24d92cef19a7ee17abd6b86fd15172..47eeba3c7e6c10658704578543314dccf1cc1642 100644
--- a/ParsingDriver.cc
+++ b/ParsingDriver.cc
@@ -1517,7 +1517,7 @@ ParsingDriver::var_model()
if (options_list.num_options.find("var.order") == options_list.num_options.end())
error("You must pass the order option when passing a symbol list to the var_model statement");
- mod_file->addStatement(new VarModelStatement(symbol_list, options_list, *name));
+ mod_file->addStatement(new VarModelStatement(symbol_list, options_list, *name, mod_file->symbol_table));
var_map[it->second] = symbol_list.getSymbols();
symbol_list.clear();
options_list.clear();