From cfb41d291cdeb54e96efca7a1a7f297b7902d049 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Tue, 10 Nov 2020 18:04:05 +0100
Subject: [PATCH] Substitute out model-local variables early in the model
transform pass
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Incidentally, this makes it possible to use model-local variables with either
the “block” or “bytecode” option. (Ref: dynare#1243)
---
src/DynamicModel.cc | 23 ++++++++++-------
src/DynamicModel.hh | 5 ++--
src/ExprNode.cc | 60 +++++++++++++++++++++++++++++++++++++++++++++
src/ExprNode.hh | 11 +++++++++
src/ModFile.cc | 9 +++----
5 files changed, 91 insertions(+), 17 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index ab730efc..56e74514 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -5632,6 +5632,20 @@ DynamicModel::substituteAdl()
equation = dynamic_cast<BinaryOpNode *>(equation->substituteAdl());
}
+void
+DynamicModel::substituteModelLocalVariables()
+{
+ for (auto &equation : equations)
+ equation = dynamic_cast<BinaryOpNode *>(equation->substituteModelLocalVariables());
+
+ /* We can’t clear local_variables_table at this point, because in case of
+ ramsey_policy, the original model is saved via DynamicModel::operator=()
+ before computing the FOC. But since DataTree::operator=() clones all
+ nodes, it will try to clone nodes containing model-local variables, and
+ this will fail at the point where DataTree methods try to evaluate those
+ nodes to a numerical value. */
+}
+
set<int>
DynamicModel::getEquationNumbersFromTags(const set<string> &eqtags) const
{
@@ -5907,15 +5921,6 @@ DynamicModel::fillEvalContext(eval_context_t &eval_context) const
eval_context[trendVar] = 2; //not <= 0 bc of log, not 1 bc of powers
}
-bool
-DynamicModel::isModelLocalVariableUsed() const
-{
- set<int> used_local_vars;
- for (size_t i = 0; i < equations.size() && used_local_vars.empty(); i++)
- equations[i]->collectVariables(SymbolType::modelLocalVariable, used_local_vars);
- return !used_local_vars.empty();
-}
-
void
DynamicModel::addStaticOnlyEquation(expr_t eq, int lineno, const map<string, string> &eq_tags)
{
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index d020b879..7752964f 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -486,6 +486,9 @@ public:
//! Substitutes adl operator
void substituteAdl();
+ //! Substitutes out all model-local variables
+ void substituteModelLocalVariables();
+
//! Creates aux vars for all unary operators
pair<lag_equivalence_table_t, ExprNode::subst_table_t> substituteUnaryOps();
@@ -573,8 +576,6 @@ public:
return tuple(static_only_equations, static_only_equations_lineno, static_only_equations_equation_tags);
};
- bool isModelLocalVariableUsed() const;
-
//! Returns true if a parameter was used in the model block with a lead or lag
bool ParamUsedWithLeadLag() const;
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index a9df2293..5d4180ca 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -613,6 +613,12 @@ NumConstNode::substituteAdl() const
return const_cast<NumConstNode *>(this);
}
+expr_t
+NumConstNode::substituteModelLocalVariables() const
+{
+ return const_cast<NumConstNode *>(this);
+}
+
expr_t
NumConstNode::substituteVarExpectation(const map<string, expr_t> &subst_table) const
{
@@ -1541,6 +1547,15 @@ VariableNode::substituteAdl() const
return const_cast<VariableNode *>(this);
}
+expr_t
+VariableNode::substituteModelLocalVariables() const
+{
+ if (get_type() == SymbolType::modelLocalVariable)
+ return datatree.getLocalVariable(symb_id);
+
+ return const_cast<VariableNode *>(this);
+}
+
expr_t
VariableNode::substituteVarExpectation(const map<string, expr_t> &subst_table) const
{
@@ -3259,6 +3274,13 @@ UnaryOpNode::substituteAdl() const
return retval;
}
+expr_t
+UnaryOpNode::substituteModelLocalVariables() const
+{
+ expr_t argsubst = arg->substituteModelLocalVariables();
+ return buildSimilarUnaryOpNode(argsubst, datatree);
+}
+
expr_t
UnaryOpNode::substituteVarExpectation(const map<string, expr_t> &subst_table) const
{
@@ -5043,6 +5065,14 @@ BinaryOpNode::substituteAdl() const
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
}
+expr_t
+BinaryOpNode::substituteModelLocalVariables() const
+{
+ expr_t arg1subst = arg1->substituteModelLocalVariables();
+ expr_t arg2subst = arg2->substituteModelLocalVariables();
+ return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
+}
+
expr_t
BinaryOpNode::substituteVarExpectation(const map<string, expr_t> &subst_table) const
{
@@ -6267,6 +6297,15 @@ TrinaryOpNode::substituteAdl() const
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
+expr_t
+TrinaryOpNode::substituteModelLocalVariables() const
+{
+ expr_t arg1subst = arg1->substituteModelLocalVariables();
+ expr_t arg2subst = arg2->substituteModelLocalVariables();
+ expr_t arg3subst = arg3->substituteModelLocalVariables();
+ return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
+}
+
expr_t
TrinaryOpNode::substituteVarExpectation(const map<string, expr_t> &subst_table) const
{
@@ -6683,6 +6722,15 @@ AbstractExternalFunctionNode::substituteAdl() const
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
+expr_t
+AbstractExternalFunctionNode::substituteModelLocalVariables() const
+{
+ vector<expr_t> arguments_subst;
+ for (auto argument : arguments)
+ arguments_subst.push_back(argument->substituteModelLocalVariables());
+ return buildSimilarExternalFunctionNode(arguments_subst, datatree);
+}
+
expr_t
AbstractExternalFunctionNode::substituteVarExpectation(const map<string, expr_t> &subst_table) const
{
@@ -8244,6 +8292,12 @@ VarExpectationNode::substituteAdl() const
return const_cast<VarExpectationNode *>(this);
}
+expr_t
+VarExpectationNode::substituteModelLocalVariables() const
+{
+ return const_cast<VarExpectationNode *>(this);
+}
+
expr_t
VarExpectationNode::substituteVarExpectation(const map<string, expr_t> &subst_table) const
{
@@ -8630,6 +8684,12 @@ PacExpectationNode::substituteAdl() const
return const_cast<PacExpectationNode *>(this);
}
+expr_t
+PacExpectationNode::substituteModelLocalVariables() const
+{
+ return const_cast<PacExpectationNode *>(this);
+}
+
expr_t
PacExpectationNode::substituteVarExpectation(const map<string, expr_t> &subst_table) const
{
diff --git a/src/ExprNode.hh b/src/ExprNode.hh
index 9f8bdd2f..3d9c3da9 100644
--- a/src/ExprNode.hh
+++ b/src/ExprNode.hh
@@ -588,6 +588,9 @@ public:
//! Substitute adl operator
virtual expr_t substituteAdl() const = 0;
+ //! Substitute out model-local variables
+ virtual expr_t substituteModelLocalVariables() const = 0;
+
//! Substitute VarExpectation nodes
virtual expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const = 0;
@@ -768,6 +771,7 @@ public:
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
expr_t substituteAdl() const override;
+ expr_t substituteModelLocalVariables() const override;
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
void findDiffNodes(lag_equivalence_table_t &nodes) const override;
void findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t &nodes) const override;
@@ -840,6 +844,7 @@ public:
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
expr_t substituteAdl() const override;
+ expr_t substituteModelLocalVariables() const override;
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
void findDiffNodes(lag_equivalence_table_t &nodes) const override;
void findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t &nodes) const override;
@@ -942,6 +947,7 @@ public:
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
expr_t substituteAdl() const override;
+ expr_t substituteModelLocalVariables() const override;
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
void findDiffNodes(lag_equivalence_table_t &nodes) const override;
bool createAuxVarForUnaryOpNode() const;
@@ -1048,6 +1054,7 @@ public:
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
expr_t substituteAdl() const override;
+ expr_t substituteModelLocalVariables() const override;
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
void findDiffNodes(lag_equivalence_table_t &nodes) const override;
void findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t &nodes) const override;
@@ -1183,6 +1190,7 @@ public:
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
expr_t substituteAdl() const override;
+ expr_t substituteModelLocalVariables() const override;
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
void findDiffNodes(lag_equivalence_table_t &nodes) const override;
void findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t &nodes) const override;
@@ -1292,6 +1300,7 @@ public:
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
expr_t substituteAdl() const override;
+ expr_t substituteModelLocalVariables() const override;
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
void findDiffNodes(lag_equivalence_table_t &nodes) const override;
void findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t &nodes) const override;
@@ -1468,6 +1477,7 @@ public:
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
expr_t substituteAdl() const override;
+ expr_t substituteModelLocalVariables() const override;
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
void findDiffNodes(lag_equivalence_table_t &nodes) const override;
void findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t &nodes) const override;
@@ -1540,6 +1550,7 @@ public:
expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
expr_t substituteAdl() const override;
+ expr_t substituteModelLocalVariables() const override;
expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
void findDiffNodes(lag_equivalence_table_t &nodes) const override;
void findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t &nodes) const override;
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 4b3a6764..18e379e2 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -205,12 +205,6 @@ ModFile::checkPass(bool nostrict, bool stochastic)
exit(EXIT_FAILURE);
}
- if ((block || bytecode) && dynamic_model.isModelLocalVariableUsed())
- {
- cerr << "ERROR: In 'model' block, 'block' or 'bytecode' options are not yet compatible with pound expressions" << endl;
- exit(EXIT_FAILURE);
- }
-
if ((stochastic_statement_present || mod_file_struct.check_present || mod_file_struct.steady_present) && no_static)
{
cerr << "ERROR: no_static option is incompatible with stoch_simul, estimation, osr, ramsey_policy, discretionary_policy, steady and check commands" << endl;
@@ -402,6 +396,9 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, bool
original_model = dynamic_model;
dynamic_model.expandEqTags();
+ // Replace all model-local variables by their expression
+ dynamic_model.substituteModelLocalVariables();
+
// Check that all declared endogenous are used in equations
set<int> unusedEndogs = dynamic_model.findUnusedEndogenous();
bool unusedEndogsIsErr = !nostrict && !mod_file_struct.bvar_present && unusedEndogs.size();
--
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