trend_component_model: simplify AR

src/DynamicModel.cc

@@ -4043,7 +4043,7 @@ DynamicModel::fillVarModelTable() const
   var_model_table.setLhsExprT(lhs_expr_tr);
 
   // Fill AR Matrix
-  var_model_table.setAR(fillAutoregressiveMatrixForVAR());
+  var_model_table.setAR(fillAutoregressiveMatrix(true));
 }
 
 void
@@ -4114,37 +4114,27 @@ DynamicModel::fillVarModelTableFromOrigModel(StaticModel &static_model) const
 }
 
 map<string, map<tuple<int, int, int>, expr_t>>
-DynamicModel::fillAutoregressiveMatrixForVAR() const
+DynamicModel::fillAutoregressiveMatrix(bool is_var) const
 {
   map<string, map<tuple<int, int, int>, expr_t>> ARr;
-  for (const auto & it : var_model_table.getEqNums())
+  auto eqnums = is_var ?
+    var_model_table.getEqNums() : trend_component_model_table.getNonTargetEqNums();
+  for (const auto & it : eqnums)
     {
       int i = 0;
       map<tuple<int, int, int>, expr_t> AR;
+      vector<int> lhs = is_var ?
+        var_model_table.getLhsOrigIds(it.first) : trend_component_model_table.getNonTargetLhs(it.first);
       for (auto eqn : it.second)
         {
           auto *bopn = dynamic_cast<BinaryOpNode *>(equations[eqn]->arg2);
-          bopn->fillAutoregressiveRowForVAR(i++, var_model_table.getLhsOrigIds(it.first), AR);
+          bopn->fillAutoregressiveRow(i++, lhs, AR);
         }
       ARr[it.first] = AR;
     }
   return ARr;
 }
 
-void
-DynamicModel::fillAutoregressiveMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ARr) const
-{
-  for (const auto & it : trend_component_model_table.getNonTargetEqNums())
-    {
-      int i = 0;
-      map<tuple<int, int, int>, expr_t> AR;
-      vector<int> lhs = trend_component_model_table.getNonTargetLhs(it.first);
-      for (auto eqn : it.second)
-        equations[eqn]->arg2->fillAutoregressiveRow(i++, lhs, AR);
-      ARr[it.first] = AR;
-    }
-}
-
 void
 DynamicModel::fillTrendComponentModelTable() const
 {
@@ -4348,7 +4338,7 @@ void
 DynamicModel::fillTrendComponentmodelTableAREC(ExprNode::subst_table_t &diff_subst_table) const
 {
   map<string, map<tuple<int, int, int>, expr_t>> ARr, A0r, A0starr;
-  fillAutoregressiveMatrix(ARr);
+  ARr = fillAutoregressiveMatrix(false);
   trend_component_model_table.setAR(ARr);
   fillErrorComponentMatrix(A0r, A0starr, diff_subst_table);
   trend_component_model_table.setA0(A0r, A0starr);

src/DynamicModel.hh

@@ -316,11 +316,8 @@ public:
   //! Set the equations that have non-zero second derivatives
   void setNonZeroHessianEquations(map<int, string> &eqs);
 
-  //! Fill Autoregressive Matrix for trend_component_model
-  void fillAutoregressiveMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ARr) const;
-
   //! Fill Autoregressive Matrix for var_model
-  map<string, map<tuple<int, int, int>, expr_t>> fillAutoregressiveMatrixForVAR() const;
+  map<string, map<tuple<int, int, int>, expr_t>> fillAutoregressiveMatrix(bool is_var) const;
 
   //! Fill Error Component Matrix for trend_component_model
   void fillErrorComponentMatrix(map<string, map<tuple<int, int, int>, expr_t>> &A0r, map<string, map<tuple<int, int, int>, expr_t>> &A0starr, ExprNode::subst_table_t &diff_subst_table) const;

src/ExprNode.cc

@@ -686,11 +686,6 @@ NumConstNode::substituteStaticAuxiliaryVariable() const
   return const_cast<NumConstNode *>(this);
 }
 
-void
-NumConstNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const
-{
-}
-
 void
 NumConstNode::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
 {
@@ -1979,11 +1974,6 @@ VariableNode::getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const
       model_endos_and_lags[varname] = lag;
 }
 
-void
-VariableNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const
-{
-}
-
 void
 VariableNode::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
 {
@@ -3794,12 +3784,6 @@ UnaryOpNode::substituteStaticAuxiliaryVariable() const
     return buildSimilarUnaryOpNode(argsubst, datatree);
 }
 
-void
-UnaryOpNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const
-{
-  arg->fillAutoregressiveRow(eqn, lhs, AR);
-}
-
 void
 UnaryOpNode::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
 {
@@ -5853,73 +5837,8 @@ BinaryOpNode::getPacOptimizingShareAndExprNodes(int lhs_symb_id, int lhs_orig_sy
   return {optim_share, optim_part, non_optim_part, additive_part};
 }
 
-void
-BinaryOpNode::fillAutoregressiveRowHelper(expr_t arg1, expr_t arg2,
-                                          int eqn,
-                                          const vector<int> &lhs,
-                                          map<tuple<int, int, int>, expr_t> &AR) const
-{
-  if (op_code != BinaryOpcode::times)
-    return;
-
-  set<pair<int, int>> endogs, tmp;
-  arg1->collectDynamicVariables(SymbolType::endogenous, tmp);
-  arg1->collectDynamicVariables(SymbolType::exogenous, tmp);
-  if (tmp.size() != 0)
-    return;
-
-  arg1->collectDynamicVariables(SymbolType::parameter, tmp);
-  if (tmp.size() != 1)
-    return;
-
-  auto *vn = dynamic_cast<VariableNode *>(arg2);
-  if (vn == nullptr)
-    return;
-
-  arg2->collectDynamicVariables(SymbolType::exogenous, endogs);
-  if (endogs.size() != 0)
-    {
-      cerr << "BinaryOpNode::fillAutoregressiveRowHelper: do not currently support param*exog;" << endl;
-      exit(EXIT_FAILURE);
-    }
-
-  arg2->collectDynamicVariables(SymbolType::endogenous, endogs);
-  if (endogs.size() != 1)
-    return;
-
-  int lhs_symb_id = endogs.begin()->first;
-  int lag = endogs.begin()->second;
-  if (datatree.symbol_table.isAuxiliaryVariable(lhs_symb_id))
-    {
-      int orig_lhs_symb_id = datatree.symbol_table.getOrigSymbIdForDiffAuxVar(lhs_symb_id);
-      if (find(lhs.begin(), lhs.end(), orig_lhs_symb_id) == lhs.end())
-        return;
-      lag = -1 * datatree.symbol_table.getOrigLeadLagForDiffAuxVar(lhs_symb_id);
-      lhs_symb_id = orig_lhs_symb_id;
-    }
-  else
-    if (find(lhs.begin(), lhs.end(), lhs_symb_id) == lhs.end())
-      return;
-
-  if (AR.find({eqn, -lag, lhs_symb_id}) != AR.end())
-    {
-      cerr << "BinaryOpNode::fillAutoregressiveRowHelper: Error filling AR matrix: lag/symb_id encountered more than once in equtaion" << endl;
-      exit(EXIT_FAILURE);
-    }
-  AR[{eqn, -lag, lhs_symb_id}] = arg1;
-}
-
 void
 BinaryOpNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const
-{
-  fillAutoregressiveRowHelper(arg1, arg2, eqn, lhs, AR);
-  fillAutoregressiveRowHelper(arg2, arg1, eqn, lhs, AR);
-  arg1->fillAutoregressiveRow(eqn, lhs, AR);
-  arg2->fillAutoregressiveRow(eqn, lhs, AR);
-}
-
-void
-BinaryOpNode::fillAutoregressiveRowForVAR(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const
 {
   vector<pair<expr_t, int>> terms;
   decomposeAdditiveTerms(terms, 1);
@@ -7100,14 +7019,6 @@ TrinaryOpNode::substituteStaticAuxiliaryVariable() const
   return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
 }
 
-void
-TrinaryOpNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const
-{
-  arg1->fillAutoregressiveRow(eqn, lhs, AR);
-  arg2->fillAutoregressiveRow(eqn, lhs, AR);
-  arg3->fillAutoregressiveRow(eqn, lhs, AR);
-}
-
 void
 TrinaryOpNode::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
 {
@@ -7736,13 +7647,6 @@ AbstractExternalFunctionNode::substituteStaticAuxiliaryVariable() const
   return buildSimilarExternalFunctionNode(arguments_subst, datatree);
 }
 
-void
-AbstractExternalFunctionNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const
-{
-  cerr << "External functions not supported in VARs or Trend Component Models" << endl;
-  exit(EXIT_FAILURE);
-}
-
 void
 AbstractExternalFunctionNode::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
 {
@@ -9254,13 +9158,6 @@ VarExpectationNode::substituteStaticAuxiliaryVariable() const
   return const_cast<VarExpectationNode *>(this);
 }
 
-void
-VarExpectationNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const
-{
-  cerr << "Var Expectation not supported in VARs or Trend Component Models" << endl;
-  exit(EXIT_FAILURE);
-}
-
 void
 VarExpectationNode::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
 {
@@ -9670,13 +9567,6 @@ PacExpectationNode::substituteStaticAuxiliaryVariable() const
   return const_cast<PacExpectationNode *>(this);
 }
 
-void
-PacExpectationNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const
-{
-  cerr << "Pac Expectation not supported in VARs" << endl;
-  exit(EXIT_FAILURE);
-}
-
 void
 PacExpectationNode::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
 {

src/ExprNode.hh

@@ -593,9 +593,6 @@ class ExprNode
       //! param * (endog op endog op ...) + param * (endog op endog op ...) + ...
       virtual bool isParamTimesEndogExpr() const = 0;
 
-      //! Fills the AR matrix structure
-      virtual void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) 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,
@@ -718,7 +715,6 @@ 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 fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) 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;
@@ -803,7 +799,6 @@ 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 fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) 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;
@@ -916,7 +911,6 @@ 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 fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) 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;
@@ -1038,10 +1032,7 @@ public:
   //! Returns the non-zero hand-side of an equation (that must have a hand side equal to zero)
   expr_t getNonZeroPartofEquation() const;
   bool isInStaticForm() const override;
-  void fillAutoregressiveRowHelper(expr_t arg1, expr_t arg2,
-                                   int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const;
-  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
-  void fillAutoregressiveRowForVAR(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const;
+  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;
@@ -1167,7 +1158,6 @@ 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 fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) 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;
@@ -1289,7 +1279,6 @@ 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 fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) 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;
@@ -1499,7 +1488,6 @@ 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 fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) 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;
@@ -1582,7 +1570,6 @@ 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 fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) 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;