diff --git a/preprocessor/CodeInterpreter.hh b/preprocessor/CodeInterpreter.hh
index 4a289bf89abef7473570e4ec8711bbb590a45508..367cb2412755d5fb424a6990cd3d74a582d8bbd9 100644
--- a/preprocessor/CodeInterpreter.hh
+++ b/preprocessor/CodeInterpreter.hh
@@ -149,7 +149,8 @@ enum UnaryOpcode
oAsinh,
oAtanh,
oSqrt,
- oSteadyState
+ oSteadyState,
+ oExpectation
};
enum BinaryOpcode
@@ -167,8 +168,7 @@ enum BinaryOpcode
oLessEqual,
oGreaterEqual,
oEqualEqual,
- oDifferent,
- oExpectation
+ oDifferent
};
enum TrinaryOpcode
diff --git a/preprocessor/DataTree.cc b/preprocessor/DataTree.cc
index 1ff69f76b0872b39529bc11997acb68973847d35..e0559d702b813be95d20a07558027d2331265cc2 100644
--- a/preprocessor/DataTree.cc
+++ b/preprocessor/DataTree.cc
@@ -244,17 +244,6 @@ DataTree::AddPower(NodeID iArg1, NodeID iArg2)
return Zero;
}
-NodeID
-DataTree::AddExpectation(int iArg1, NodeID iArg2)
-{
- ostringstream period;
- period << abs(iArg1);
- if (iArg1 >= 0)
- return AddBinaryOp(AddNumConstant(period.str()), oExpectation, iArg2);
- else
- return AddBinaryOp(AddUMinus(AddNumConstant(period.str())), oExpectation, iArg2);
-}
-
NodeID
DataTree::AddExp(NodeID iArg1)
{
@@ -433,6 +422,12 @@ DataTree::AddSteadyState(NodeID iArg1)
return AddUnaryOp(oSteadyState, iArg1);
}
+NodeID
+DataTree::AddExpectation(int iArg1, NodeID iArg2)
+{
+ return AddUnaryOp(oExpectation, iArg2, iArg1);
+}
+
NodeID
DataTree::AddEqual(NodeID iArg1, NodeID iArg2)
{
diff --git a/preprocessor/DataTree.hh b/preprocessor/DataTree.hh
index c2dbe4789b07de3452183a7de4c088b04d84eb4f..66b76129ff5a6a952c1df110beb7aa83783e7cbc 100644
--- a/preprocessor/DataTree.hh
+++ b/preprocessor/DataTree.hh
@@ -78,7 +78,7 @@ private:
int node_counter;
inline NodeID AddPossiblyNegativeConstant(double val);
- inline NodeID AddUnaryOp(UnaryOpcode op_code, NodeID arg);
+ inline NodeID AddUnaryOp(UnaryOpcode op_code, NodeID arg, int arg_exp_info_set = 0);
inline NodeID AddBinaryOp(NodeID arg1, BinaryOpcode op_code, NodeID arg2);
inline NodeID AddTrinaryOp(NodeID arg1, TrinaryOpcode op_code, NodeID arg2, NodeID arg3);
@@ -216,7 +216,7 @@ DataTree::AddPossiblyNegativeConstant(double v)
}
inline NodeID
-DataTree::AddUnaryOp(UnaryOpcode op_code, NodeID arg)
+DataTree::AddUnaryOp(UnaryOpcode op_code, NodeID arg, int arg_exp_info_set)
{
// If the node already exists in tree, share it
unary_op_node_map_type::iterator it = unary_op_node_map.find(make_pair(arg, op_code));
@@ -238,7 +238,7 @@ DataTree::AddUnaryOp(UnaryOpcode op_code, NodeID arg)
{
}
}
- return new UnaryOpNode(*this, op_code, arg);
+ return new UnaryOpNode(*this, op_code, arg, arg_exp_info_set);
}
inline NodeID
diff --git a/preprocessor/DynamicModel.cc b/preprocessor/DynamicModel.cc
index 1c8e9deeb3cc62620ec87e105f5d9f27a8d6ae89..3b274be70cc0ec487cf669ea979c9b5018d5ecd9 100644
--- a/preprocessor/DynamicModel.cc
+++ b/preprocessor/DynamicModel.cc
@@ -3031,6 +3031,9 @@ DynamicModel::substituteLeadLagInternal(aux_var_t type)
case avExoLag:
cout << "exo lags";
break;
+ case avExpectation:
+ cout << "expectation";
+ break;
}
cout << ": added " << neweqs.size() << " auxiliary variables and equations." << endl;
}
@@ -3043,8 +3046,8 @@ DynamicModel::substituteExpectation(bool partial_information_model)
vector<BinaryOpNode *> neweqs;
// Substitute in model binary op node map
- for(binary_op_node_map_type::reverse_iterator it = binary_op_node_map.rbegin();
- it != binary_op_node_map.rend(); it++)
+ for(unary_op_node_map_type::reverse_iterator it = unary_op_node_map.rbegin();
+ it != unary_op_node_map.rend(); it++)
it->second->substituteExpectation(subst_table, neweqs, partial_information_model);
// Substitute in equations
@@ -3064,7 +3067,7 @@ DynamicModel::substituteExpectation(bool partial_information_model)
if (neweqs.size() > 0)
if (partial_information_model)
- cout << "Substitution of Expectation operator: added auxiliary variables and equations." << endl; //FIX to reflect correct number of equations
+ cout << "Substitution of Expectation operator: added " << subst_table.size() << " auxiliary variables and " << neweqs.size() << " auxiliary equations." << endl;
else
cout << "Substitution of Expectation operator: added " << neweqs.size() << " auxiliary variables and equations." << endl;
}
diff --git a/preprocessor/ExprNode.cc b/preprocessor/ExprNode.cc
index 96adcdefa6509c2330e2d3550d1f2d11edaf337b..63007351213285f96b93fef7493c4bafa52770f8 100644
--- a/preprocessor/ExprNode.cc
+++ b/preprocessor/ExprNode.cc
@@ -966,9 +966,10 @@ VariableNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpN
return const_cast<VariableNode *>(this);
}
-UnaryOpNode::UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const NodeID arg_arg) :
+UnaryOpNode::UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const NodeID arg_arg, const int arg_exp_info_set) :
ExprNode(datatree_arg),
arg(arg_arg),
+ Expectation_information_set(arg_exp_info_set),
op_code(op_code_arg)
{
// Add myself to the unary op map
@@ -1057,6 +1058,8 @@ UnaryOpNode::composeDerivatives(NodeID darg)
return datatree.Zero;
else
return darg;
+ case oExpectation:
+ assert(0);
}
// Suppress GCC warning
exit(EXIT_FAILURE);
@@ -1115,7 +1118,8 @@ UnaryOpNode::cost(const temporary_terms_type &temporary_terms, bool is_matlab) c
return cost + 350;
case oSqrt:
return cost + 570;
- case oSteadyState:
+ case oSteadyState:
+ case oExpectation:
return cost;
}
else
@@ -1151,7 +1155,8 @@ UnaryOpNode::cost(const temporary_terms_type &temporary_terms, bool is_matlab) c
return cost + 150;
case oSqrt:
return cost + 90;
- case oSteadyState:
+ case oSteadyState:
+ case oExpectation:
return cost;
}
// Suppress GCC warning
@@ -1314,6 +1319,8 @@ UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
}
arg->writeOutput(output, new_output_type, temporary_terms);
return;
+ case oExpectation:
+ assert(0);
}
bool close_parenthesis = false;
@@ -1389,8 +1396,10 @@ UnaryOpNode::eval_opcode(UnaryOpcode op_code, double v) throw (EvalException)
#endif
case oSqrt:
return(sqrt(v));
- case oSteadyState:
+ case oSteadyState:
return(v);
+ case oExpectation:
+ throw EvalException();
}
// Suppress GCC warning
exit(EXIT_FAILURE);
@@ -1492,6 +1501,8 @@ UnaryOpNode::normalizeEquation(int var_endo, vector<pair<int, pair<NodeID, NodeI
return(make_pair(1, (NodeID)NULL));
case oSteadyState:
return(make_pair(1, (NodeID)NULL));
+ case oExpectation:
+ assert(0);
}
}
else
@@ -1534,6 +1545,8 @@ UnaryOpNode::normalizeEquation(int var_endo, vector<pair<int, pair<NodeID, NodeI
return(make_pair(0, datatree.AddSqrt(New_NodeID)));
case oSteadyState:
return(make_pair(0, datatree.AddSteadyState(New_NodeID)));
+ case oExpectation:
+ assert(0);
}
}
return(make_pair(1, (NodeID)NULL));
@@ -1588,6 +1601,8 @@ UnaryOpNode::buildSimilarUnaryOpNode(NodeID alt_arg, DataTree &alt_datatree) con
return alt_datatree.AddSqrt(alt_arg);
case oSteadyState:
return alt_datatree.AddSteadyState(alt_arg);
+ case oExpectation:
+ return alt_datatree.AddExpectation(Expectation_information_set, alt_arg);
}
// Suppress GCC warning
exit(EXIT_FAILURE);
@@ -1670,8 +1685,52 @@ UnaryOpNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *>
NodeID
UnaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
{
- NodeID argsubst = arg->substituteExpectation(subst_table, neweqs, partial_information_model);
- return buildSimilarUnaryOpNode(argsubst, datatree);
+ switch(op_code)
+ {
+ case oExpectation:
+ {
+ subst_table_t::iterator it = subst_table.find(const_cast<UnaryOpNode *>(this));
+
+ //This if statement should evaluate to true when substituting Exp operators out of equations in second pass
+ if (it != subst_table.end())
+ return const_cast<VariableNode *>(it->second);
+
+ //Arriving here, we need to create an auxiliary variable for this Expectation Operator:
+ int symb_id = datatree.symbol_table.addExpectationAuxiliaryVar(Expectation_information_set, arg->idx); //AUXE_period_arg.idx
+ NodeID newAuxE = datatree.AddVariable(symb_id, 0);
+ assert(dynamic_cast<VariableNode *>(newAuxE) != NULL);
+
+ if (partial_information_model && Expectation_information_set==0)
+ {
+ //Ensure x is a single variable as opposed to an expression
+ if (dynamic_cast<VariableNode *>(arg) == NULL)
+ {
+ cerr << "In Partial Information models, EXPECTATION(0)(X) can only be used when X is a single variable." << endl;
+ exit(EXIT_FAILURE);
+ }
+ }
+ else
+ {
+ //take care of any nested expectation operators by calling arg->substituteExpectation(.), then decreaseLeadsLags for this oExp operator
+ //arg(lag-period) (holds entire subtree of arg(lag-period)
+ NodeID substexpr = (arg->substituteExpectation(subst_table, neweqs, partial_information_model))->decreaseLeadsLags(Expectation_information_set);
+ assert(substexpr != NULL);
+
+ neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(newAuxE, substexpr))); //AUXE_period_arg.idx = arg(lag-period)
+
+ newAuxE = newAuxE->decreaseLeadsLags(-1*Expectation_information_set);
+ assert(dynamic_cast<VariableNode *>(newAuxE) != NULL);
+ }
+
+ subst_table[this] = dynamic_cast<VariableNode *>(newAuxE);
+ return newAuxE;
+ }
+ default:
+ {
+ NodeID argsubst = arg->substituteExpectation(subst_table, neweqs, partial_information_model);
+ return buildSimilarUnaryOpNode(argsubst, datatree);
+ }
+ }
}
BinaryOpNode::BinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
@@ -1820,7 +1879,6 @@ BinaryOpNode::precedence(ExprNodeOutputType output_type, const temporary_terms_t
return 5;
case oMin:
case oMax:
- case oExpectation:
return 100;
}
// Suppress GCC warning
@@ -1861,7 +1919,6 @@ BinaryOpNode::cost(const temporary_terms_type &temporary_terms, bool is_matlab)
case oPower:
return cost + 1160;
case oEqual:
- case oExpectation:
return cost;
}
else
@@ -1887,7 +1944,6 @@ BinaryOpNode::cost(const temporary_terms_type &temporary_terms, bool is_matlab)
case oPower:
return cost + 520;
case oEqual:
- case oExpectation:
return cost;
}
// Suppress GCC warning
@@ -1986,7 +2042,6 @@ BinaryOpNode::eval_opcode(double v1, BinaryOpcode op_code, double v2) throw (Eva
case oDifferent:
return (v1 != v2);
case oEqual:
- case oExpectation:
throw EvalException();
}
// Suppress GCC warning
@@ -2524,8 +2579,6 @@ BinaryOpNode::buildSimilarBinaryOpNode(NodeID alt_arg1, NodeID alt_arg2, DataTre
return alt_datatree.AddEqualEqual(alt_arg1, alt_arg2);
case oDifferent:
return alt_datatree.AddDifferent(alt_arg1, alt_arg2);
- case oExpectation:
- return alt_datatree.AddExpectation((int)(alt_arg1->eval(map<int, double>())), alt_arg2);
}
// Suppress GCC warning
exit(EXIT_FAILURE);
@@ -2650,54 +2703,9 @@ BinaryOpNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *
NodeID
BinaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
{
- switch(op_code)
- {
- case oExpectation:
- {
- int period = (int)(arg1->eval(map<int, double>()));
- subst_table_t::iterator it = subst_table.find(const_cast<BinaryOpNode *>(this));
-
- //IF should evaluate to true when substituting Exp operators out of equations in second pass
- if (it != subst_table.end())
- return const_cast<VariableNode *>(it->second);
-
- //Arriving here, we need to create an auxiliary variable for this Expectation Operator:
- int symb_id = datatree.symbol_table.addExpectationAuxiliaryVar(arg1->idx, arg2->idx); //AUXE_arg1.idx_arg2.idx
- NodeID newAuxE = datatree.AddVariable(symb_id, 0);
- assert(dynamic_cast<VariableNode *>(newAuxE) != NULL);
-
- if (partial_information_model && period==0)
- {
- //Ensure x is a single variable as opposed to an expression
- if (dynamic_cast<VariableNode *>(arg2) == NULL)
- {
- cerr << "In Partial Information models, EXPECTATION(0)(X) can only be used when X is a single variable." << endl;
- exit(EXIT_FAILURE);
- }
- }
- else
- {
- //take care of any nested expectation operators by calling arg2->substituteExpectation(.), then decreaseLeadsLags for this oExp operator
- //arg2(lag-period) (holds entire subtree of arg2(lag-period)
- NodeID substexpr = (arg2->substituteExpectation(subst_table, neweqs, partial_information_model))->decreaseLeadsLags(period);
- assert(substexpr != NULL);
-
- neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(newAuxE, substexpr))); //AUXE_arg1.idx_arg2.idx = arg2(lag-period)
-
- newAuxE = newAuxE->decreaseLeadsLags(-1*period);
- assert(dynamic_cast<VariableNode *>(newAuxE) != NULL);
- }
-
- subst_table[this] = dynamic_cast<VariableNode *>(newAuxE);
- return newAuxE;
- }
- default:
- {
- NodeID arg1subst = arg1->substituteExpectation(subst_table, neweqs, partial_information_model);
- NodeID arg2subst = arg2->substituteExpectation(subst_table, neweqs, partial_information_model);
- return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
- }
- }
+ NodeID arg1subst = arg1->substituteExpectation(subst_table, neweqs, partial_information_model);
+ NodeID arg2subst = arg2->substituteExpectation(subst_table, neweqs, partial_information_model);
+ return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
}
TrinaryOpNode::TrinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
diff --git a/preprocessor/ExprNode.hh b/preprocessor/ExprNode.hh
index 2a7d11a82c8a3875f66bea372cc5a1b4e5eda91f..752e31d35d0c952a6702be791ec60acbfb215cda 100644
--- a/preprocessor/ExprNode.hh
+++ b/preprocessor/ExprNode.hh
@@ -387,13 +387,14 @@ class UnaryOpNode : public ExprNode
{
private:
const NodeID arg;
+ const int Expectation_information_set;
const UnaryOpcode op_code;
virtual NodeID computeDerivative(int deriv_id);
virtual int cost(const temporary_terms_type &temporary_terms, bool is_matlab) const;
//! Returns the derivative of this node if darg is the derivative of the argument
NodeID composeDerivatives(NodeID darg);
public:
- UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const NodeID arg_arg);
+ UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const NodeID arg_arg, const int arg_exp_info_set);
virtual void prepareForDerivation();
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;