Commit 82b14670 authored by Sébastien Villemot's avatar Sébastien Villemot

Improve consistency of ExprNode methods for calculating max lead/lag

- 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)
parent fe6d4e9b
Pipeline #408 passed with stage
in 1 minute and 30 seconds
......@@ -476,6 +476,12 @@ NumConstNode::maxLag() const
return 0;
}
int
NumConstNode::maxLagWithDiffsExpanded() const
{
return 0;
}
expr_t
NumConstNode::undiff() const
{
......@@ -1480,8 +1486,8 @@ VariableNode::maxLead() const
switch (get_type())
{
case SymbolType::endogenous:
return lag;
case SymbolType::exogenous:
case SymbolType::exogenousDet:
return lag;
case SymbolType::modelLocalVariable:
return datatree.getLocalVariable(symb_id)->maxLead();
......@@ -1515,8 +1521,8 @@ VariableNode::maxLag() const
switch (get_type())
{
case SymbolType::endogenous:
return -lag;
case SymbolType::exogenous:
case SymbolType::exogenousDet:
return -lag;
case SymbolType::modelLocalVariable:
return datatree.getLocalVariable(symb_id)->maxLag();
......@@ -1525,6 +1531,22 @@ VariableNode::maxLag() const
}
}
int
VariableNode::maxLagWithDiffsExpanded() const
{
switch (get_type())
{
case SymbolType::endogenous:
case SymbolType::exogenous:
case SymbolType::exogenousDet:
return -lag;
case SymbolType::modelLocalVariable:
return datatree.getLocalVariable(symb_id)->maxLagWithDiffsExpanded();
default:
return 0;
}
}
expr_t
VariableNode::undiff() const
{
......@@ -3211,11 +3233,17 @@ UnaryOpNode::maxLead() const
int
UnaryOpNode::maxLag() const
{
if (op_code == UnaryOpcode::diff)
return arg->maxLag() + 1;
return arg->maxLag();
}
int
UnaryOpNode::maxLagWithDiffsExpanded() const
{
if (op_code == UnaryOpcode::diff)
return arg->maxLagWithDiffsExpanded() + 1;
return arg->maxLagWithDiffsExpanded();
}
expr_t
UnaryOpNode::undiff() const
{
......@@ -3230,7 +3258,7 @@ UnaryOpNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const
auto it = static_lhs.find(this->toStatic(static_datatree));
if (it == static_lhs.end())
return 0;
return arg->maxLag() - arg->countDiffs();
return arg->maxLag();
}
int
......@@ -3333,7 +3361,7 @@ UnaryOpNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_t
return;
expr_t sthis = this->toStatic(static_datatree);
int arg_max_lag = -arg->maxLag();
int arg_max_lag = -arg->maxLagWithDiffsExpanded();
// TODO: implement recursive expression comparison, ensuring that the difference in the lags is constant across nodes
auto it = nodes.find(sthis);
if (it != nodes.end())
......@@ -3357,7 +3385,7 @@ UnaryOpNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table)
return;
expr_t sthis = this->toStatic(static_datatree);
int arg_max_lag = -arg->maxLag();
int arg_max_lag = -arg->maxLagWithDiffsExpanded();
// TODO: implement recursive expression comparison, ensuring that the difference in the lags is constant across nodes
auto it = diff_table.find(sthis);
if (it != diff_table.end())
......@@ -3393,7 +3421,7 @@ UnaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table,
expr_t sthis = dynamic_cast<UnaryOpNode *>(this->toStatic(static_datatree));
auto it = diff_table.find(sthis);
int symb_id;
if (it == diff_table.end() || it->second[-arg->maxLag()] != this)
if (it == diff_table.end() || it->second[-arg->maxLagWithDiffsExpanded()] != this)
{
// diff does not appear in VAR equations
// so simply create aux var and return
......@@ -5130,6 +5158,12 @@ BinaryOpNode::maxLag() const
return max(arg1->maxLag(), arg2->maxLag());
}
int
BinaryOpNode::maxLagWithDiffsExpanded() const
{
return max(arg1->maxLagWithDiffsExpanded(), arg2->maxLagWithDiffsExpanded());
}
expr_t
BinaryOpNode::undiff() const
{
......@@ -6411,6 +6445,13 @@ TrinaryOpNode::maxLag() const
return max(arg1->maxLag(), max(arg2->maxLag(), arg3->maxLag()));
}
int
TrinaryOpNode::maxLagWithDiffsExpanded() const
{
return max(arg1->maxLagWithDiffsExpanded(),
max(arg2->maxLagWithDiffsExpanded(), arg3->maxLagWithDiffsExpanded()));
}
expr_t
TrinaryOpNode::undiff() const
{
......@@ -6902,6 +6943,15 @@ AbstractExternalFunctionNode::maxLag() const
return val;
}
int
AbstractExternalFunctionNode::maxLagWithDiffsExpanded() const
{
int val = 0;
for (auto argument : arguments)
val = max(val, argument->maxLagWithDiffsExpanded());
return val;
}
expr_t
AbstractExternalFunctionNode::undiff() const
{
......@@ -8547,6 +8597,13 @@ VarExpectationNode::maxLag() const
exit(EXIT_FAILURE);
}
int
VarExpectationNode::maxLagWithDiffsExpanded() const
{
cerr << "VarExpectationNode::maxLagWithDiffsExpanded not implemented." << endl;
exit(EXIT_FAILURE);
}
expr_t
VarExpectationNode::undiff() const
{
......@@ -9106,6 +9163,12 @@ PacExpectationNode::maxLag() const
return 0;
}
int
PacExpectationNode::maxLagWithDiffsExpanded() const
{
return 0;
}
expr_t
PacExpectationNode::undiff() const
{
......
......@@ -404,14 +404,22 @@ class ExprNode
/*! Always returns a non-negative value */
virtual int maxExoLag() const = 0;
//! Returns the relative period of the most forward term in this expression
/*! A negative value means that the expression contains only lagged variables */
//! Returns the maximum lead of endo/exo/exodet in this expression
/*! A negative value means that the expression contains only lagged
variables. */
virtual int maxLead() const = 0;
//! Returns the relative period of the most backward term in this expression
/*! A negative value means that the expression contains only leaded variables */
//! Returns the maximum lag of endo/exo/exodet in this expression
/*! A negative value means that the expression contains only leaded
variables. */
virtual int maxLag() const = 0;
//! Returns the maximum lag of endo/exo/exodet, as if diffs were expanded
/*! This function behaves as maxLag(), except that it treats diff()
differently. For e.g., on diff(diff(x(-1))), maxLag() returns 1 while
maxLagWithDiffsExpanded() returns 3. */
virtual int maxLagWithDiffsExpanded() const = 0;
//! Get Max lag of var associated with Pac model
//! Takes account of undiffed LHS variables in calculating the max lag
virtual int PacMaxLag(int lhs_symb_id) const = 0;
......@@ -683,6 +691,7 @@ public:
int maxExoLag() const override;
int maxLead() const override;
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int PacMaxLag(int lhs_symb_id) const override;
......@@ -771,6 +780,7 @@ public:
int maxExoLag() const override;
int maxLead() const override;
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int PacMaxLag(int lhs_symb_id) const override;
......@@ -884,6 +894,7 @@ public:
int maxExoLag() const override;
int maxLead() const override;
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int PacMaxLag(int lhs_symb_id) const override;
......@@ -1006,6 +1017,7 @@ public:
int maxExoLag() const override;
int maxLead() const override;
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int PacMaxLag(int lhs_symb_id) const override;
......@@ -1132,6 +1144,7 @@ public:
int maxExoLag() const override;
int maxLead() const override;
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int PacMaxLag(int lhs_symb_id) const override;
......@@ -1257,6 +1270,7 @@ public:
int maxExoLag() const override;
int maxLead() const override;
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int PacMaxLag(int lhs_symb_id) const override;
......@@ -1459,6 +1473,7 @@ public:
int maxExoLag() const override;
int maxLead() const override;
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int PacMaxLag(int lhs_symb_id) const override;
......@@ -1558,6 +1573,7 @@ public:
int maxExoLag() const override;
int maxLead() const override;
int maxLag() const override;
int maxLagWithDiffsExpanded() const override;
int VarMinLag() const override;
int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
int PacMaxLag(int lhs_symb_id) const override;
......
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