diff --git a/DynamicModel.cc b/DynamicModel.cc
index f6a5435880c92c4908d0c7d8faaf7c5449882f18..615d0232ebb671d04f0ea6c0b5e09d30c022a9e5 100644
--- a/DynamicModel.cc
+++ b/DynamicModel.cc
@@ -3384,11 +3384,12 @@ DynamicModel::addEquationsForVar(map<string, pair<SymbolList, int> > &var_model_
void
DynamicModel::fillPacExpectationVarInfo(string &var_model_name,
+ vector<int> &lhs,
map<int, set<int > > &rhs,
vector<bool> &nonstationary)
{
for (size_t i = 0; i < equations.size(); i++)
- equations[i]->fillPacExpectationVarInfo(var_model_name, rhs, nonstationary);
+ equations[i]->fillPacExpectationVarInfo(var_model_name, lhs, rhs, nonstationary);
}
void
diff --git a/DynamicModel.hh b/DynamicModel.hh
index d87b412b99d3f2febc387dad51107057200f99f7..598a5c681ff3704973b5c2cbc7bc1c041276216a 100644
--- a/DynamicModel.hh
+++ b/DynamicModel.hh
@@ -299,6 +299,7 @@ public:
void addEquationsForVar(map<string, pair<SymbolList, int> > &var_model_info);
//! Add var_model info to pac_expectation nodes
void fillPacExpectationVarInfo(string &var_model_name,
+ vector<int> &lhs,
map<int, set<int > > &rhs,
vector<bool> &nonstationary);
//! Substitutes pac_expectation operator
diff --git a/ExprNode.cc b/ExprNode.cc
index e2dbba7e8094f8e9d1750257283fff52dfa50c08..effec690577d984e5534711a7faebfc1a1a529fb 100644
--- a/ExprNode.cc
+++ b/ExprNode.cc
@@ -579,7 +579,7 @@ NumConstNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mo
}
void
-NumConstNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
+NumConstNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{
}
@@ -1635,7 +1635,7 @@ VariableNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mo
}
void
-VariableNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
+VariableNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{
}
@@ -3032,9 +3032,9 @@ UnaryOpNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mod
}
void
-UnaryOpNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
+UnaryOpNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{
- arg->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg);
+ arg->fillPacExpectationVarInfo(var_model_name_arg, lhs_arg, rhs_arg, nonstationary_arg);
}
bool
@@ -4568,10 +4568,10 @@ BinaryOpNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_mo
}
void
-BinaryOpNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
+BinaryOpNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{
- arg1->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg);
- arg2->fillPacExpectationVarInfo(var_model_name, rhs_arg, nonstationary_arg);
+ arg1->fillPacExpectationVarInfo(var_model_name_arg, lhs_arg, rhs_arg, nonstationary_arg);
+ arg2->fillPacExpectationVarInfo(var_model_name_arg, lhs_arg, rhs_arg, nonstationary_arg);
}
bool
@@ -5344,11 +5344,11 @@ TrinaryOpNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &var_m
}
void
-TrinaryOpNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
+TrinaryOpNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{
- 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);
+ arg1->fillPacExpectationVarInfo(var_model_name_arg, lhs_arg, rhs_arg, nonstationary_arg);
+ arg2->fillPacExpectationVarInfo(var_model_name_arg, lhs_arg, rhs_arg, nonstationary_arg);
+ arg3->fillPacExpectationVarInfo(var_model_name_arg, lhs_arg, rhs_arg, nonstationary_arg);
}
bool
@@ -5718,10 +5718,10 @@ AbstractExternalFunctionNode::setVarExpectationIndex(map<string, pair<SymbolList
}
void
-AbstractExternalFunctionNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
+AbstractExternalFunctionNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, 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_name, rhs_arg, nonstationary_arg);
+ (*it)->fillPacExpectationVarInfo(var_model_name_arg, lhs_arg, rhs_arg, nonstationary_arg);
}
bool
@@ -7189,7 +7189,7 @@ VarExpectationNode::setVarExpectationIndex(map<string, pair<SymbolList, int> > &
}
void
-VarExpectationNode::fillPacExpectationVarInfo(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
+VarExpectationNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{
}
@@ -7554,11 +7554,13 @@ PacExpectationNode::writeJsonOutput(ostream &output,
}
void
-PacExpectationNode::fillPacExpectationVarInfo(string &var_model_name_arg, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
+PacExpectationNode::fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg,
+ map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg)
{
if (var_model_name != var_model_name_arg)
return;
+ lhs = lhs_arg;
z_vec = rhs_arg;
for (vector<bool>::const_iterator it = nonstationary_arg.begin();
@@ -7581,37 +7583,36 @@ PacExpectationNode::substitutePacExpectation(map<const PacExpectationNode *, con
if (myit != subst_table.end())
return const_cast<BinaryOpNode *>(myit->second);
+ int maxlag = z_vec.size();
expr_t subExpr = datatree.AddNonNegativeConstant("0");
if (stationary_vars_present)
- for (map<int, set<int> >::const_iterator it = z_vec.begin();
- it != z_vec.end(); it++)
- for (set<int>::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
+ for (int i = 1; i < maxlag + 1; i++)
+ for (vector<int>::const_iterator it = lhs.begin(); it != lhs.end(); it++)
{
stringstream param_name_h0;
param_name_h0 << "h0_" << model_name
- << "_var_" << datatree.symbol_table.getName(*it1)
- << "_lag_" << it->first;
+ << "_var_" << datatree.symbol_table.getName(*it)
+ << "_lag_" << i;
int new_param_symb_id = datatree.symbol_table.addSymbol(param_name_h0.str(), eParameter);
h0_indices.push_back(new_param_symb_id);
subExpr = datatree.AddPlus(subExpr,
datatree.AddTimes(datatree.AddVariable(new_param_symb_id),
- datatree.AddVariable(*it1, it->first)));
+ datatree.AddVariable(*it, i)));
}
if (nonstationary_vars_present)
- for (map<int, set<int > >::const_iterator it = z_vec.begin();
- it != z_vec.end(); it++)
- for (set<int>::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
+ for (int i = 1; i < maxlag + 1; i++)
+ for (vector<int>::const_iterator it = lhs.begin(); it != lhs.end(); it++)
{
stringstream param_name_h1;
param_name_h1 << "h1_" << model_name
- << "_var_" << datatree.symbol_table.getName(*it1)
- << "_lag_" << it->first;
+ << "_var_" << datatree.symbol_table.getName(*it)
+ << "_lag_" << i;
int new_param_symb_id = datatree.symbol_table.addSymbol(param_name_h1.str(), eParameter);
h1_indices.push_back(new_param_symb_id);
subExpr = datatree.AddPlus(subExpr,
datatree.AddTimes(datatree.AddVariable(new_param_symb_id),
- datatree.AddVariable(*it1, it->first)));
+ datatree.AddVariable(*it, i)));
}
growth_param_index = datatree.symbol_table.addSymbol(model_name +
diff --git a/ExprNode.hh b/ExprNode.hh
index a8d417a02d20b4e80b17c097b2a03982030d0ea4..37cc2c5862994cd8f72c28efdf9c247b8e99b2df 100644
--- a/ExprNode.hh
+++ b/ExprNode.hh
@@ -490,7 +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(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg) = 0;
+ virtual void fillPacExpectationVarInfo(string &var_model_name, vector<int> &lhs, 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;
@@ -560,7 +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(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
+ virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, 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;
@@ -639,7 +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(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
+ virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, 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
@@ -741,7 +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(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
+ virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, 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
@@ -861,7 +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(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
+ virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, 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
@@ -949,7 +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(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
+ virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, 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
@@ -1045,7 +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(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
+ virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, 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
@@ -1234,7 +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(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
+ virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, 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;
@@ -1247,6 +1247,7 @@ private:
const string model_name, var_model_name;
const int discount_symb_id, growth_symb_id;
bool stationary_vars_present, nonstationary_vars_present;
+ vector<int> lhs;
map<int, set<int > > z_vec; // lag -> set< symb_id > (all vars that appear at a given lag)
vector<int> h0_indices, h1_indices;
int growth_param_index;
@@ -1304,7 +1305,7 @@ 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(string &var_model_name, map<int, set<int > > &rhs_arg, vector<bool> &nonstationary_arg);
+ virtual void fillPacExpectationVarInfo(string &var_model_name_arg, vector<int> &lhs_arg, 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 7d1f757af12f2b5034a198a7af56f66aa2fc5de1..faf33ece44b58c3fb84b60fefdd19e25067005ed 100644
--- a/ModFile.cc
+++ b/ModFile.cc
@@ -389,7 +389,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
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.fillPacExpectationVarInfo(var_model_name, lhs, rhs_pac, nonstationary);
dynamic_model.substitutePacExpectation();
}
}