diff --git a/ExprNode.cc b/ExprNode.cc
index 057b780ccf1d9eb5d2d5ee4141ffe4bb51ee3991..79e1b2d7e87ea25cd1b5d8334d41f4b0dd207852 100644
--- a/ExprNode.cc
+++ b/ExprNode.cc
@@ -215,7 +215,7 @@ ExprNode::createEndoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector
it = subst_table.find(orig_expr);
if (it == subst_table.end())
{
- int symb_id = datatree.symbol_table.addEndoLeadAuxiliaryVar(orig_expr->idx);
+ int symb_id = datatree.symbol_table.addEndoLeadAuxiliaryVar(orig_expr->idx, substexpr);
neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(datatree.AddVariable(symb_id, 0), substexpr)));
substexpr = datatree.AddVariable(symb_id, +1);
assert(dynamic_cast<VariableNode *>(substexpr) != NULL);
@@ -251,7 +251,7 @@ ExprNode::createExoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<
it = subst_table.find(orig_expr);
if (it == subst_table.end())
{
- int symb_id = datatree.symbol_table.addExoLeadAuxiliaryVar(orig_expr->idx);
+ int symb_id = datatree.symbol_table.addExoLeadAuxiliaryVar(orig_expr->idx, substexpr);
neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(datatree.AddVariable(symb_id, 0), substexpr)));
substexpr = datatree.AddVariable(symb_id, +1);
assert(dynamic_cast<VariableNode *>(substexpr) != NULL);
@@ -502,6 +502,13 @@ NumConstNode::isInStaticForm() const
return true;
}
+expr_t
+NumConstNode::substituteStaticAuxiliaryVariable() const
+{
+ return const_cast<NumConstNode *>(this);
+}
+
+
VariableNode::VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg) :
ExprNode(datatree_arg),
symb_id(symb_id_arg),
@@ -836,6 +843,22 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
}
}
+expr_t
+VariableNode::substituteStaticAuxiliaryVariable() const
+{
+ if (type == eEndogenous)
+ {
+ try
+ {
+ return datatree.symbol_table.getAuxiliaryVarsExprNode(symb_id)->substituteStaticAuxiliaryVariable();
+ }
+ catch (SymbolTable::SearchFailedException &e)
+ {
+ }
+ }
+ return const_cast<VariableNode *>(this);
+}
+
double
VariableNode::eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException)
{
@@ -1217,7 +1240,7 @@ VariableNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector
it = subst_table.find(orig_expr);
if (it == subst_table.end())
{
- int aux_symb_id = datatree.symbol_table.addEndoLagAuxiliaryVar(symb_id, cur_lag+1);
+ int aux_symb_id = datatree.symbol_table.addEndoLagAuxiliaryVar(symb_id, cur_lag+1, substexpr);
neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(datatree.AddVariable(aux_symb_id, 0), substexpr)));
substexpr = datatree.AddVariable(aux_symb_id, -1);
subst_table[orig_expr] = substexpr;
@@ -1290,7 +1313,7 @@ VariableNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *
it = subst_table.find(orig_expr);
if (it == subst_table.end())
{
- int aux_symb_id = datatree.symbol_table.addExoLagAuxiliaryVar(symb_id, cur_lag+1);
+ int aux_symb_id = datatree.symbol_table.addExoLagAuxiliaryVar(symb_id, cur_lag+1, substexpr);
neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(datatree.AddVariable(aux_symb_id, 0), substexpr)));
substexpr = datatree.AddVariable(aux_symb_id, -1);
subst_table[orig_expr] = substexpr;
@@ -1339,7 +1362,8 @@ VariableNode::differentiateForwardVars(const vector<string> &subset, subst_table
diffvar = const_cast<VariableNode *>(it->second);
else
{
- int aux_symb_id = datatree.symbol_table.addDiffForwardAuxiliaryVar(symb_id);
+ int aux_symb_id = datatree.symbol_table.addDiffForwardAuxiliaryVar(symb_id, datatree.AddMinus(datatree.AddVariable(symb_id, 0),
+ datatree.AddVariable(symb_id, -1)));
neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(datatree.AddVariable(aux_symb_id, 0), datatree.AddMinus(datatree.AddVariable(symb_id, 0),
datatree.AddVariable(symb_id, -1)))));
diffvar = datatree.AddVariable(aux_symb_id, 1);
@@ -2533,6 +2557,13 @@ UnaryOpNode::isInStaticForm() const
return arg->isInStaticForm();
}
+expr_t
+UnaryOpNode::substituteStaticAuxiliaryVariable() const
+{
+ expr_t argsubst = arg->substituteStaticAuxiliaryVariable();
+ return buildSimilarUnaryOpNode(argsubst, datatree);
+}
+
BinaryOpNode::BinaryOpNode(DataTree &datatree_arg, const expr_t arg1_arg,
BinaryOpcode op_code_arg, const expr_t arg2_arg) :
ExprNode(datatree_arg),
@@ -3820,6 +3851,21 @@ BinaryOpNode::isInStaticForm() const
return arg1->isInStaticForm() && arg2->isInStaticForm();
}
+expr_t
+BinaryOpNode::substituteStaticAuxiliaryVariable() const
+{
+ expr_t arg1subst = arg1->substituteStaticAuxiliaryVariable();
+ expr_t arg2subst = arg2->substituteStaticAuxiliaryVariable();
+ return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
+}
+
+expr_t
+BinaryOpNode::substituteStaticAuxiliaryDefinition() const
+{
+ expr_t arg2subst = arg2->substituteStaticAuxiliaryVariable();
+ return buildSimilarBinaryOpNode(arg1, arg2subst, datatree);
+}
+
TrinaryOpNode::TrinaryOpNode(DataTree &datatree_arg, const expr_t arg1_arg,
TrinaryOpcode op_code_arg, const expr_t arg2_arg, const expr_t arg3_arg) :
ExprNode(datatree_arg),
@@ -4471,6 +4517,15 @@ TrinaryOpNode::isInStaticForm() const
return arg1->isInStaticForm() && arg2->isInStaticForm() && arg3->isInStaticForm();
}
+expr_t
+TrinaryOpNode::substituteStaticAuxiliaryVariable() const
+{
+ expr_t arg1subst = arg1->substituteStaticAuxiliaryVariable();
+ expr_t arg2subst = arg2->substituteStaticAuxiliaryVariable();
+ expr_t arg3subst = arg3->substituteStaticAuxiliaryVariable();
+ return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
+}
+
AbstractExternalFunctionNode::AbstractExternalFunctionNode(DataTree &datatree_arg,
int symb_id_arg,
const vector<expr_t> &arguments_arg) :
@@ -4815,6 +4870,15 @@ AbstractExternalFunctionNode::containsExternalFunction() const
return true;
}
+expr_t
+AbstractExternalFunctionNode::substituteStaticAuxiliaryVariable() const
+{
+ vector<expr_t> arguments_subst;
+ for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
+ arguments_subst.push_back((*it)->substituteStaticAuxiliaryVariable());
+ return buildSimilarExternalFunctionNode(arguments_subst, datatree);
+}
+
ExternalFunctionNode::ExternalFunctionNode(DataTree &datatree_arg,
int symb_id_arg,
const vector<expr_t> &arguments_arg) :
diff --git a/ExprNode.hh b/ExprNode.hh
index e46f567e49cec1e274b2a4a20b7fcaa6a8e0ae9b..5c0914b9ee5a9d848c5168705316d48de410ccc5 100644
--- a/ExprNode.hh
+++ b/ExprNode.hh
@@ -442,6 +442,9 @@ public:
//! Returns true if the expression is in static form (no lead, no lag, no expectation, no STEADY_STATE)
virtual bool isInStaticForm() const = 0;
+
+ //! Substitute auxiliary variables by their expression in static model
+ virtual expr_t substituteStaticAuxiliaryVariable() const = 0;
};
//! Object used to compare two nodes (using their indexes)
@@ -501,6 +504,7 @@ public:
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
+ virtual expr_t substituteStaticAuxiliaryVariable() const;
};
//! Symbol or variable node
@@ -565,6 +569,8 @@ public:
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
+ //! Substitute auxiliary variables by their expression in static model
+ virtual expr_t substituteStaticAuxiliaryVariable() const;
};
//! Unary operator node
@@ -648,6 +654,8 @@ public:
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
+ //! Substitute auxiliary variables by their expression in static model
+ virtual expr_t substituteStaticAuxiliaryVariable() const;
};
//! Binary operator node
@@ -750,6 +758,10 @@ public:
//! Returns the non-zero hand-side of an equation (that must have a hand side equal to zero)
expr_t getNonZeroPartofEquation() const;
virtual bool isInStaticForm() const;
+ //! Substitute auxiliary variables by their expression in static model
+ virtual expr_t substituteStaticAuxiliaryVariable() const;
+ //! Substitute auxiliary variables by their expression in static model auxiliary variable definition
+ virtual expr_t substituteStaticAuxiliaryDefinition() const;
};
//! Trinary operator node
@@ -820,6 +832,8 @@ public:
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const;
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
+ //! Substitute auxiliary variables by their expression in static model
+ virtual expr_t substituteStaticAuxiliaryVariable() const;
};
//! External function node
@@ -899,6 +913,8 @@ public:
virtual expr_t cloneDynamic(DataTree &dynamic_datatree) const = 0;
virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const;
virtual bool isInStaticForm() const;
+ //! Substitute auxiliary variables by their expression in static model
+ virtual expr_t substituteStaticAuxiliaryVariable() const;
};
class ExternalFunctionNode : public AbstractExternalFunctionNode
diff --git a/StaticModel.cc b/StaticModel.cc
index 92aa43f64460acab701f03cbb3db4a52fac7f0a4..5a2fbdec7dc0f83be3a48ede5facb9c2fb373b69 100644
--- a/StaticModel.cc
+++ b/StaticModel.cc
@@ -1051,6 +1051,21 @@ StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms
{
initializeVariablesAndEquations();
+ vector<BinaryOpNode *> neweqs;
+ for (unsigned int eq = 0; eq < equations.size(); eq++)
+ if (eq < equations.size() - aux_equations.size())
+ {
+ expr_t eq_tmp = equations[eq]->substituteStaticAuxiliaryVariable();
+ neweqs.push_back(dynamic_cast<BinaryOpNode *>(eq_tmp->toStatic(*this)));
+ }
+ else
+ {
+ expr_t eq_tmp = equations[eq]->substituteStaticAuxiliaryDefinition();
+ neweqs.push_back(dynamic_cast<BinaryOpNode *>(eq_tmp->toStatic(*this)));
+ }
+
+ equations.clear();
+ copy(neweqs.begin(),neweqs.end(),back_inserter(equations));
// Compute derivatives w.r. to all endogenous, and possibly exogenous and exogenous deterministic
set<int> vars;
@@ -1076,7 +1091,7 @@ StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms
computeThirdDerivatives(vars);
}
-if (paramsDerivatives)
+ if (paramsDerivatives)
{
cout << " - derivatives of Jacobian/Hessian w.r. to parameters" << endl;
computeParamsDerivatives();
diff --git a/SymbolTable.cc b/SymbolTable.cc
index 73433ae9e3c7d078f81f7dfb13af88080ba285ce..79fa548813bdbba01f58fbf41b5bfb6b011b2a33 100644
--- a/SymbolTable.cc
+++ b/SymbolTable.cc
@@ -26,14 +26,14 @@
AuxVarInfo::AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id_arg, int orig_lead_lag_arg,
int equation_number_for_multiplier_arg, int information_set_arg,
- expr_t expectation_expr_node_arg) :
+ expr_t expr_node_arg) :
symb_id(symb_id_arg),
type(type_arg),
orig_symb_id(orig_symb_id_arg),
orig_lead_lag(orig_lead_lag_arg),
equation_number_for_multiplier(equation_number_for_multiplier_arg),
information_set(information_set_arg),
- expectation_expr_node(expectation_expr_node_arg)
+ expr_node(expr_node_arg)
{
}
@@ -333,7 +333,7 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
output << "M_.aux_vars(" << i+1 << ").orig_expr = '\\mathbb{E}_{t"
<< (aux_vars[i].get_information_set() < 0 ? "" : "+")
<< aux_vars[i].get_information_set() << "}(";
- aux_vars[i].get_expectation_expr_node()->writeOutput(output, oLatexDynamicModel);
+ aux_vars[i].get_expr_node()->writeOutput(output, oLatexDynamicModel);
output << ")';" << endl;
break;
}
@@ -520,7 +520,7 @@ SymbolTable::writeCCOutput(ostream &output) const throw (NotYetFrozenException)
}
int
-SymbolTable::addLeadAuxiliaryVarInternal(bool endo, int index) throw (FrozenException)
+SymbolTable::addLeadAuxiliaryVarInternal(bool endo, int index, expr_t expr_arg) throw (FrozenException)
{
ostringstream varname;
if (endo)
@@ -539,13 +539,13 @@ SymbolTable::addLeadAuxiliaryVarInternal(bool endo, int index) throw (FrozenExce
exit(EXIT_FAILURE);
}
- aux_vars.push_back(AuxVarInfo(symb_id, (endo ? avEndoLead : avExoLead), 0, 0, 0, 0, NULL));
+ aux_vars.push_back(AuxVarInfo(symb_id, (endo ? avEndoLead : avExoLead), 0, 0, 0, 0, expr_arg));
return symb_id;
}
int
-SymbolTable::addLagAuxiliaryVarInternal(bool endo, int orig_symb_id, int orig_lead_lag) throw (FrozenException)
+SymbolTable::addLagAuxiliaryVarInternal(bool endo, int orig_symb_id, int orig_lead_lag, expr_t expr_arg) throw (FrozenException)
{
ostringstream varname;
if (endo)
@@ -565,37 +565,37 @@ SymbolTable::addLagAuxiliaryVarInternal(bool endo, int orig_symb_id, int orig_le
exit(EXIT_FAILURE);
}
- aux_vars.push_back(AuxVarInfo(symb_id, (endo ? avEndoLag : avExoLag), orig_symb_id, orig_lead_lag, 0, 0, NULL));
+ aux_vars.push_back(AuxVarInfo(symb_id, (endo ? avEndoLag : avExoLag), orig_symb_id, orig_lead_lag, 0, 0, expr_arg));
return symb_id;
}
int
-SymbolTable::addEndoLeadAuxiliaryVar(int index) throw (FrozenException)
+SymbolTable::addEndoLeadAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenException)
{
- return addLeadAuxiliaryVarInternal(true, index);
+ return addLeadAuxiliaryVarInternal(true, index, expr_arg);
}
int
-SymbolTable::addEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag) throw (FrozenException)
+SymbolTable::addEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) throw (FrozenException)
{
- return addLagAuxiliaryVarInternal(true, orig_symb_id, orig_lead_lag);
+ return addLagAuxiliaryVarInternal(true, orig_symb_id, orig_lead_lag, expr_arg);
}
int
-SymbolTable::addExoLeadAuxiliaryVar(int index) throw (FrozenException)
+SymbolTable::addExoLeadAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenException)
{
- return addLeadAuxiliaryVarInternal(false, index);
+ return addLeadAuxiliaryVarInternal(false, index, expr_arg);
}
int
-SymbolTable::addExoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag) throw (FrozenException)
+SymbolTable::addExoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) throw (FrozenException)
{
- return addLagAuxiliaryVarInternal(false, orig_symb_id, orig_lead_lag);
+ return addLagAuxiliaryVarInternal(false, orig_symb_id, orig_lead_lag, expr_arg);
}
int
-SymbolTable::addExpectationAuxiliaryVar(int information_set, int index, expr_t exp_arg) throw (FrozenException)
+SymbolTable::addExpectationAuxiliaryVar(int information_set, int index, expr_t expr_arg) throw (FrozenException)
{
ostringstream varname;
int symb_id;
@@ -613,7 +613,7 @@ SymbolTable::addExpectationAuxiliaryVar(int information_set, int index, expr_t e
exit(EXIT_FAILURE);
}
- aux_vars.push_back(AuxVarInfo(symb_id, avExpectation, 0, 0, 0, information_set, exp_arg));
+ aux_vars.push_back(AuxVarInfo(symb_id, avExpectation, 0, 0, 0, information_set, expr_arg));
return symb_id;
}
@@ -640,7 +640,7 @@ SymbolTable::addMultiplierAuxiliaryVar(int index) throw (FrozenException)
}
int
-SymbolTable::addDiffForwardAuxiliaryVar(int orig_symb_id) throw (FrozenException)
+SymbolTable::addDiffForwardAuxiliaryVar(int orig_symb_id, expr_t expr_arg) throw (FrozenException)
{
ostringstream varname;
int symb_id;
@@ -656,7 +656,7 @@ SymbolTable::addDiffForwardAuxiliaryVar(int orig_symb_id) throw (FrozenException
exit(EXIT_FAILURE);
}
- aux_vars.push_back(AuxVarInfo(symb_id, avDiffForward, orig_symb_id, 0, 0, 0, NULL));
+ aux_vars.push_back(AuxVarInfo(symb_id, avDiffForward, orig_symb_id, 0, 0, 0, expr_arg));
return symb_id;
}
@@ -670,6 +670,22 @@ SymbolTable::searchAuxiliaryVars(int orig_symb_id, int orig_lead_lag) const thro
throw SearchFailedException(orig_symb_id, orig_lead_lag);
}
+expr_t
+SymbolTable::getAuxiliaryVarsExprNode(int symb_id) const throw (SearchFailedException)
+// throw exception if it is a Lagrange multiplier
+{
+ for (size_t i = 0; i < aux_vars.size(); i++)
+ if (aux_vars[i].get_symb_id() == symb_id)
+ {
+ expr_t expr_node = aux_vars[i].get_expr_node();
+ if (expr_node != NULL)
+ return expr_node;
+ else
+ throw SearchFailedException(symb_id);
+ }
+ throw SearchFailedException(symb_id);
+}
+
void
SymbolTable::markPredetermined(int symb_id) throw (UnknownSymbolIDException, FrozenException)
{
@@ -862,7 +878,7 @@ SymbolTable::writeJuliaOutput(ostream &output) const throw (NotYetFrozenExceptio
output << "NaN, NaN, NaN, \"\\mathbb{E}_{t"
<< (aux_vars[i].get_information_set() < 0 ? "" : "+")
<< aux_vars[i].get_information_set() << "}(";
- aux_vars[i].get_expectation_expr_node()->writeOutput(output, oLatexDynamicModel);
+ aux_vars[i].get_expr_node()->writeOutput(output, oLatexDynamicModel);
output << ")\"";
break;
}
diff --git a/SymbolTable.hh b/SymbolTable.hh
index f212953f4de392bb68f2237c27d1f14b144918fe..826d7a9868e5773f3aaaf14542a1c649a5e0dec7 100644
--- a/SymbolTable.hh
+++ b/SymbolTable.hh
@@ -55,16 +55,16 @@ private:
int orig_lead_lag; //!< Lead/lag of the endo of the original model represented by this aux var. Only used for avEndoLag and avExoLag.
int equation_number_for_multiplier; //!< Stores the original constraint equation number associated with this aux var. Only used for avMultiplier.
int information_set; //! Argument of expectation operator. Only used for avExpectation.
- expr_t expectation_expr_node; //! Argument of expectation operator. Only used for avExpectation.
+ expr_t expr_node; //! Auxiliary variable definition
public:
- AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id, int orig_lead_lag, int equation_number_for_multiplier_arg, int information_set_arg, expr_t expectation_expr_node_arg);
+ AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id, int orig_lead_lag, int equation_number_for_multiplier_arg, int information_set_arg, expr_t expr_node_arg);
int get_symb_id() const { return symb_id; };
aux_var_t get_type() const { return type; };
int get_orig_symb_id() const { return orig_symb_id; };
int get_orig_lead_lag() const { return orig_lead_lag; };
int get_equation_number_for_multiplier() const { return equation_number_for_multiplier; };
int get_information_set() const { return information_set; };
- expr_t get_expectation_expr_node() const { return expectation_expr_node; } ;
+ expr_t get_expr_node() const { return expr_node; } ;
};
//! Stores the symbol table
@@ -177,18 +177,21 @@ public:
class SearchFailedException
{
public:
- int orig_symb_id, orig_lead_lag;
+ int orig_symb_id, orig_lead_lag, symb_id;
SearchFailedException(int orig_symb_id_arg, int orig_lead_lag_arg) : orig_symb_id(orig_symb_id_arg),
orig_lead_lag(orig_lead_lag_arg)
{
}
+ SearchFailedException(int symb_id_arg) : symb_id(symb_id_arg)
+ {
+ }
};
private:
//! Factorized code for adding aux lag variables
- int addLagAuxiliaryVarInternal(bool endo, int orig_symb_id, int orig_lead_lag) throw (FrozenException);
+ int addLagAuxiliaryVarInternal(bool endo, int orig_symb_id, int orig_lead_lag, expr_t arg) throw (FrozenException);
//! Factorized code for adding aux lead variables
- int addLeadAuxiliaryVarInternal(bool endo, int index) throw (FrozenException);
+ int addLeadAuxiliaryVarInternal(bool endo, int index, expr_t arg) throw (FrozenException);
public:
//! Add a symbol
@@ -201,24 +204,24 @@ public:
/*!
\param[in] index Used to construct the variable name
\return the symbol ID of the new symbol */
- int addEndoLeadAuxiliaryVar(int index) throw (FrozenException);
+ int addEndoLeadAuxiliaryVar(int index, expr_t arg) throw (FrozenException);
//! Adds an auxiliary variable for endogenous with lag >= 2
/*!
\param[in] orig_symb_id symbol ID of the endogenous declared by the user that this new variable will represent
\param[in] orig_lead_lag lag value such that this new variable will be equivalent to orig_symb_id(orig_lead_lag)
\return the symbol ID of the new symbol */
- int addEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag) throw (FrozenException);
+ int addEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t arg) throw (FrozenException);
//! Adds an auxiliary variable for endogenous with lead >= 1
/*!
\param[in] index Used to construct the variable name
\return the symbol ID of the new symbol */
- int addExoLeadAuxiliaryVar(int index) throw (FrozenException);
+ int addExoLeadAuxiliaryVar(int index, expr_t arg) throw (FrozenException);
//! Adds an auxiliary variable for exogenous with lag >= 1
/*!
\param[in] orig_symb_id symbol ID of the exogenous declared by the user that this new variable will represent
\param[in] orig_lead_lag lag value such that this new variable will be equivalent to orig_symb_id(orig_lead_lag)
\return the symbol ID of the new symbol */
- int addExoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag) throw (FrozenException);
+ int addExoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t arg) throw (FrozenException);
//! Adds an auxiliary variable for the expectation operator
/*!
\param[in] information_set information set (possibly negative) of the expectation operator
@@ -237,7 +240,7 @@ public:
\param[in] orig_symb_id The symb_id of the forward variable
\return the symbol ID of the new symbol
*/
- int addDiffForwardAuxiliaryVar(int orig_symb_id) throw (FrozenException);
+ int addDiffForwardAuxiliaryVar(int orig_symb_id, expr_t arg) throw (FrozenException);
//! Searches auxiliary variables which are substitutes for a given symbol_id and lead/lag
/*!
The search is only performed among auxiliary variables of endo/exo lag.
@@ -247,6 +250,8 @@ public:
int searchAuxiliaryVars(int orig_symb_id, int orig_lead_lag) const throw (SearchFailedException);
//! Returns the number of auxiliary variables
int AuxVarsSize() const { return aux_vars.size(); };
+ //! Retruns expr_node for an auxiliary variable
+ expr_t getAuxiliaryVarsExprNode(int symb_id) const throw (SearchFailedException);
//! Tests if symbol already exists
inline bool exists(const string &name) const;
//! Get symbol name (by ID)