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  16. 05 Dec, 2018 2 commits
    • Sébastien Villemot's avatar
      Improve consistency of ExprNode methods for calculating max lead/lag · 82b14670
      Sébastien Villemot authored
      - ExprNode::maxLag() and ExprNode::maxLead() now take into account exogenous
        deterministic variables, for consistency with M_.maximum_{lead,lag}
      
      - ExprNode::maxLag() no longer behaves as if diff() operators were
        expanded (i.e. it now returns 1 on diff(x(-1))), for consistency with
        maxEndoLag() and maxExoLag()
      
      - New ExprNode::maxLagWithDiffsExpanded() method, that behaves as maxLag() used
        to behave (except that it also takes exogenous deterministic into account)
      82b14670
    • Sébastien Villemot's avatar
      Modify semantics of ExprNode::countDiffs() · fe6d4e9b
      Sébastien Villemot authored
      Previously, this function was counting the total number of diff() operators in
      an expression. But this is not very useful, and is potentially misleading,
      because in practice we use this function to compute the maximum lag on
      variables in levels.
      
      This function now returns the maximum number of nested diffs.
      
      For example, on diff(x)+diff(diff(y)), this function was returning 3, and it
      now returns 2.
      fe6d4e9b
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