From c84df1aace9e9f97e2d77d2d8fe387acff73e99b Mon Sep 17 00:00:00 2001
From: sebastien <sebastien@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Wed, 7 Oct 2009 14:07:13 +0000
Subject: [PATCH] preprocessor: in stochastic mode, create auxiliary variables
for exogenous with non-zero lead/lag
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3026 ac1d8469-bf42-47a9-8791-bf33cf982152
---
preprocessor/DynamicModel.cc | 89 +++++++++++------
preprocessor/DynamicModel.hh | 14 ++-
preprocessor/ExprNode.cc | 181 +++++++++++++++++++++++++++-------
preprocessor/ExprNode.hh | 45 ++++++---
preprocessor/ModFile.cc | 5 +-
preprocessor/ParsingDriver.cc | 3 -
preprocessor/SymbolTable.cc | 51 ++++++++--
preprocessor/SymbolTable.hh | 44 +++++++--
8 files changed, 326 insertions(+), 106 deletions(-)
diff --git a/preprocessor/DynamicModel.cc b/preprocessor/DynamicModel.cc
index 46b4d5856c..fb22c354b8 100644
--- a/preprocessor/DynamicModel.cc
+++ b/preprocessor/DynamicModel.cc
@@ -2831,37 +2831,25 @@ DynamicModel::hessianHelper(ostream &output, int row_nb, int col_nb, ExprNodeOut
}
void
-DynamicModel::substituteLeadGreaterThanTwo()
+DynamicModel::substituteEndoLeadGreaterThanTwo()
{
- ExprNode::subst_table_t subst_table;
- vector<BinaryOpNode *> neweqs;
-
- // Substitute in model local variables
- for(map<int, NodeID>::iterator it = local_variables_table.begin();
- it != local_variables_table.end(); it++)
- it->second = it->second->substituteLeadGreaterThanTwo(subst_table, neweqs);
-
- // Substitute in equations
- for(int i = 0; i < (int) equations.size(); i++)
- {
- BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->substituteLeadGreaterThanTwo(subst_table, neweqs));
- assert(substeq != NULL);
- equations[i] = substeq;
- }
-
- // Add new equations
- for(int i = 0; i < (int) neweqs.size(); i++)
- addEquation(neweqs[i]);
+ substituteLeadLagInternal(0);
+}
- // Add the new set of equations at the *beginning* of aux_equations
- copy(neweqs.rbegin(), neweqs.rend(), front_inserter(aux_equations));
+void
+DynamicModel::substituteEndoLagGreaterThanTwo()
+{
+ substituteLeadLagInternal(1);
+}
- if (neweqs.size() > 0)
- cout << "Substitution of leads >= 2: added " << neweqs.size() << " auxiliary variables and equations." << endl;
+void
+DynamicModel::substituteExoLeadLag()
+{
+ substituteLeadLagInternal(2);
}
void
-DynamicModel::substituteLagGreaterThanTwo()
+DynamicModel::substituteLeadLagInternal(int vars)
{
ExprNode::subst_table_t subst_table;
vector<BinaryOpNode *> neweqs;
@@ -2869,25 +2857,68 @@ DynamicModel::substituteLagGreaterThanTwo()
// Substitute in model local variables
for(map<int, NodeID>::iterator it = local_variables_table.begin();
it != local_variables_table.end(); it++)
- it->second = it->second->substituteLagGreaterThanTwo(subst_table, neweqs);
+ {
+ NodeID subst;
+ switch(vars)
+ {
+ case 0:
+ subst = it->second->substituteEndoLeadGreaterThanTwo(subst_table, neweqs);
+ break;
+ case 1:
+ subst = it->second->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
+ break;
+ case 2:
+ subst = it->second->substituteExoLeadLag(subst_table, neweqs);
+ break;
+ }
+ it->second = subst;
+ }
// Substitute in equations
for(int i = 0; i < (int) equations.size(); i++)
{
- BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->substituteLagGreaterThanTwo(subst_table, neweqs));
+ NodeID subst;
+ switch(vars)
+ {
+ case 0:
+ subst = equations[i]->substituteEndoLeadGreaterThanTwo(subst_table, neweqs);
+ break;
+ case 1:
+ subst = equations[i]->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
+ break;
+ case 2:
+ subst = equations[i]->substituteExoLeadLag(subst_table, neweqs);
+ break;
+ }
+ BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(subst);
assert(substeq != NULL);
equations[i] = substeq;
}
// Add new equations
for(int i = 0; i < (int) neweqs.size(); i++)
- addEquation(neweqs[i]);
+ addEquation(neweqs[i]);
// Add the new set of equations at the *beginning* of aux_equations
copy(neweqs.rbegin(), neweqs.rend(), front_inserter(aux_equations));
if (neweqs.size() > 0)
- cout << "Substitution of lags >= 2: added " << neweqs.size() << " auxiliary variables and equations." << endl;
+ {
+ cout << "Substitution of ";
+ switch(vars)
+ {
+ case 0:
+ cout << "endo leads >= 2";
+ break;
+ case 1:
+ cout << "endo lags >= 2";
+ break;
+ case 2:
+ cout << "exo leads/lags >= 2";
+ break;
+ }
+ cout << ": added " << neweqs.size() << " auxiliary variables and equations." << endl;
+ }
}
void
diff --git a/preprocessor/DynamicModel.hh b/preprocessor/DynamicModel.hh
index d9fa77dfdf..04bf98b5d1 100644
--- a/preprocessor/DynamicModel.hh
+++ b/preprocessor/DynamicModel.hh
@@ -144,6 +144,9 @@ private:
//! Write chain rule derivative of a recursive equation w.r. to a variable
void writeChainRuleDerivative(ostream &output, int eq, int var, int lag, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
+ //! Factorized code for substitutions of leads/lags
+ /*! \param[in] vars 0 for endo leads, 1 for endo lags, 2 for exo */
+ void substituteLeadLagInternal(int vars);
public:
DynamicModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants);
@@ -199,11 +202,14 @@ public:
//! Returns true indicating that this is a dynamic model
virtual bool isDynamic() const { return true; };
- //! Transforms the model by removing all leads greater or equal than 2
- void substituteLeadGreaterThanTwo();
+ //! Transforms the model by removing all leads greater or equal than 2 on endos
+ void substituteEndoLeadGreaterThanTwo();
- //! Transforms the model by removing all lags greater or equal than 2
- void substituteLagGreaterThanTwo();
+ //! Transforms the model by removing all lags greater or equal than 2 on endos
+ void substituteEndoLagGreaterThanTwo();
+
+ //! Transforms the model by removing all leads and lags on exos
+ void substituteExoLeadLag();
//! Fills eval context with values of model local variables and auxiliary variables
void fillEvalContext(eval_context_type &eval_context) const;
diff --git a/preprocessor/ExprNode.cc b/preprocessor/ExprNode.cc
index e1329f5dc3..089502e316 100644
--- a/preprocessor/ExprNode.cc
+++ b/preprocessor/ExprNode.cc
@@ -148,7 +148,7 @@ ExprNode::writeOutput(ostream &output)
}
VariableNode *
-ExprNode::createLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+ExprNode::createEndoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
int n = maxEndoLead();
assert(n >= 2);
@@ -168,7 +168,7 @@ ExprNode::createLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<Bin
it = subst_table.find(orig_expr);
if (it == subst_table.end())
{
- int symb_id = datatree.symbol_table.addLeadAuxiliaryVar(orig_expr->idx);
+ int symb_id = datatree.symbol_table.addEndoLeadAuxiliaryVar(orig_expr->idx);
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);
@@ -278,13 +278,19 @@ NumConstNode::decreaseLeadsLags(int n) const
}
NodeID
-NumConstNode::substituteLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+NumConstNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
return const_cast<NumConstNode *>(this);
}
NodeID
-NumConstNode::substituteLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+NumConstNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+{
+ return const_cast<NumConstNode *>(this);
+}
+
+NodeID
+NumConstNode::substituteExoLeadLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
return const_cast<NumConstNode *>(this);
}
@@ -766,7 +772,7 @@ VariableNode::decreaseLeadsLags(int n) const
}
NodeID
-VariableNode::substituteLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+VariableNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
NodeID value;
switch(type)
@@ -775,20 +781,20 @@ VariableNode::substituteLeadGreaterThanTwo(subst_table_t &subst_table, vector<Bi
if (lag <= 1)
return const_cast<VariableNode *>(this);
else
- return createLeadAuxiliaryVarForMyself(subst_table, neweqs);
+ return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
case eModelLocalVariable:
value = datatree.local_variables_table[symb_id];
if (value->maxEndoLead() <= 1)
return const_cast<VariableNode *>(this);
else
- return value->substituteLeadGreaterThanTwo(subst_table, neweqs);
+ return value->substituteEndoLeadGreaterThanTwo(subst_table, neweqs);
default:
return const_cast<VariableNode *>(this);
}
}
NodeID
-VariableNode::substituteLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+VariableNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
VariableNode *substexpr;
subst_table_t::const_iterator it;
@@ -814,7 +820,7 @@ VariableNode::substituteLagGreaterThanTwo(subst_table_t &subst_table, vector<Bin
it = subst_table.find(orig_expr);
if (it == subst_table.end())
{
- int aux_symb_id = datatree.symbol_table.addLagAuxiliaryVar(symb_id, cur_lag+1);
+ int aux_symb_id = datatree.symbol_table.addEndoLagAuxiliaryVar(symb_id, cur_lag+1);
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;
@@ -827,7 +833,81 @@ VariableNode::substituteLagGreaterThanTwo(subst_table_t &subst_table, vector<Bin
return substexpr;
case eModelLocalVariable:
- return datatree.local_variables_table[symb_id]->substituteLagGreaterThanTwo(subst_table, neweqs);
+ return datatree.local_variables_table[symb_id]->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
+ default:
+ return const_cast<VariableNode *>(this);
+ }
+}
+
+NodeID
+VariableNode::substituteExoLeadLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+{
+ VariableNode *substexpr;
+ subst_table_t::const_iterator it;
+ int cur_lag;
+ switch(type)
+ {
+ case eExogenous:
+ if (lag == 0)
+ return const_cast<VariableNode *>(this);
+
+ it = subst_table.find(this);
+ if (it != subst_table.end())
+ return const_cast<VariableNode *>(it->second);
+
+ if (lag < 0)
+ {
+ substexpr = datatree.AddVariable(symb_id, 0);
+ cur_lag = -1;
+
+ // Each iteration tries to create an auxvar such that auxvar(-1)=curvar(cur_lag)
+ // At the beginning (resp. end) of each iteration, substexpr is an expression (possibly an auxvar) equivalent to curvar(cur_lag+1) (resp. curvar(cur_lag))
+ while(cur_lag >= lag)
+ {
+ VariableNode *orig_expr = datatree.AddVariable(symb_id, cur_lag);
+ it = subst_table.find(orig_expr);
+ if (it == subst_table.end())
+ {
+ int aux_symb_id = datatree.symbol_table.addExoLagAuxiliaryVar(symb_id, cur_lag+1);
+ 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;
+ }
+ else
+ substexpr = const_cast<VariableNode *>(it->second);
+
+ cur_lag--;
+ }
+ return substexpr;
+ }
+ else
+ {
+ substexpr = datatree.AddVariable(symb_id, 0);
+ cur_lag = +1;
+
+ // Each iteration tries to create an auxvar such that auxvar(+1)=curvar(cur_lag)
+ // At the beginning (resp. end) of each iteration, substexpr is an expression (possibly an auxvar) equivalent to curvar(cur_lag-1) (resp. curvar(cur_lag))
+ while(cur_lag <= lag)
+ {
+ VariableNode *orig_expr = datatree.AddVariable(symb_id, cur_lag);
+ it = subst_table.find(orig_expr);
+ if (it == subst_table.end())
+ {
+ int aux_symb_id = datatree.symbol_table.addExoLeadAuxiliaryVar(symb_id, cur_lag-1);
+ 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;
+ }
+ else
+ substexpr = const_cast<VariableNode *>(it->second);
+
+ cur_lag++;
+ }
+ return substexpr;
+ }
+
+ case eModelLocalVariable:
+ return datatree.local_variables_table[symb_id]->substituteExoLeadLag(subst_table, neweqs);
default:
return const_cast<VariableNode *>(this);
}
@@ -1471,26 +1551,33 @@ UnaryOpNode::decreaseLeadsLags(int n) const
}
NodeID
-UnaryOpNode::substituteLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+UnaryOpNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
if (op_code == oUminus)
{
- NodeID argsubst = arg->substituteLeadGreaterThanTwo(subst_table, neweqs);
+ NodeID argsubst = arg->substituteEndoLeadGreaterThanTwo(subst_table, neweqs);
return buildSimilarUnaryOpNode(argsubst, datatree);
}
else
{
if (maxEndoLead() >= 2)
- return createLeadAuxiliaryVarForMyself(subst_table, neweqs);
+ return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
else
return const_cast<UnaryOpNode *>(this);
}
}
NodeID
-UnaryOpNode::substituteLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+UnaryOpNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+{
+ NodeID argsubst = arg->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
+ return buildSimilarUnaryOpNode(argsubst, datatree);
+}
+
+NodeID
+UnaryOpNode::substituteExoLeadLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
- NodeID argsubst = arg->substituteLagGreaterThanTwo(subst_table, neweqs);
+ NodeID argsubst = arg->substituteExoLeadLag(subst_table, neweqs);
return buildSimilarUnaryOpNode(argsubst, datatree);
}
@@ -2365,7 +2452,7 @@ BinaryOpNode::decreaseLeadsLags(int n) const
}
NodeID
-BinaryOpNode::substituteLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+BinaryOpNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
NodeID arg1subst, arg2subst;
int maxlead1 = arg1->maxEndoLead(), maxlead2 = arg2->maxEndoLead();
@@ -2378,32 +2465,40 @@ BinaryOpNode::substituteLeadGreaterThanTwo(subst_table_t &subst_table, vector<Bi
case oPlus:
case oMinus:
case oEqual:
- arg1subst = maxlead1 >= 2 ? arg1->substituteLeadGreaterThanTwo(subst_table, neweqs) : arg1;
- arg2subst = maxlead2 >= 2 ? arg2->substituteLeadGreaterThanTwo(subst_table, neweqs) : arg2;
+ arg1subst = maxlead1 >= 2 ? arg1->substituteEndoLeadGreaterThanTwo(subst_table, neweqs) : arg1;
+ arg2subst = maxlead2 >= 2 ? arg2->substituteEndoLeadGreaterThanTwo(subst_table, neweqs) : arg2;
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
case oTimes:
case oDivide:
if (maxlead1 >= 2 && maxlead2 == 0)
{
- arg1subst = arg1->substituteLeadGreaterThanTwo(subst_table, neweqs);
+ arg1subst = arg1->substituteEndoLeadGreaterThanTwo(subst_table, neweqs);
return buildSimilarBinaryOpNode(arg1subst, arg2, datatree);
}
if (maxlead1 == 0 && maxlead2 >= 2 && op_code == oTimes)
{
- arg2subst = arg2->substituteLeadGreaterThanTwo(subst_table, neweqs);
+ arg2subst = arg2->substituteEndoLeadGreaterThanTwo(subst_table, neweqs);
return buildSimilarBinaryOpNode(arg1, arg2subst, datatree);
}
- return createLeadAuxiliaryVarForMyself(subst_table, neweqs);
+ return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
default:
- return createLeadAuxiliaryVarForMyself(subst_table, neweqs);
+ return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
}
}
NodeID
-BinaryOpNode::substituteLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+BinaryOpNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+{
+ NodeID arg1subst = arg1->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
+ NodeID arg2subst = arg2->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
+ return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
+}
+
+NodeID
+BinaryOpNode::substituteExoLeadLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
- NodeID arg1subst = arg1->substituteLagGreaterThanTwo(subst_table, neweqs);
- NodeID arg2subst = arg2->substituteLagGreaterThanTwo(subst_table, neweqs);
+ NodeID arg1subst = arg1->substituteExoLeadLag(subst_table, neweqs);
+ NodeID arg2subst = arg2->substituteExoLeadLag(subst_table, neweqs);
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
}
@@ -2766,20 +2861,29 @@ TrinaryOpNode::decreaseLeadsLags(int n) const
}
NodeID
-TrinaryOpNode::substituteLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+TrinaryOpNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
if (maxEndoLead() < 2)
return const_cast<TrinaryOpNode *>(this);
else
- return createLeadAuxiliaryVarForMyself(subst_table, neweqs);
+ return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
+}
+
+NodeID
+TrinaryOpNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+{
+ NodeID arg1subst = arg1->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
+ NodeID arg2subst = arg2->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
+ NodeID arg3subst = arg3->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
+ return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
NodeID
-TrinaryOpNode::substituteLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+TrinaryOpNode::substituteExoLeadLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
- NodeID arg1subst = arg1->substituteLagGreaterThanTwo(subst_table, neweqs);
- NodeID arg2subst = arg2->substituteLagGreaterThanTwo(subst_table, neweqs);
- NodeID arg3subst = arg3->substituteLagGreaterThanTwo(subst_table, neweqs);
+ NodeID arg1subst = arg1->substituteExoLeadLag(subst_table, neweqs);
+ NodeID arg2subst = arg2->substituteExoLeadLag(subst_table, neweqs);
+ NodeID arg3subst = arg3->substituteExoLeadLag(subst_table, neweqs);
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
@@ -2932,15 +3036,22 @@ UnknownFunctionNode::decreaseLeadsLags(int n) const
}
NodeID
-UnknownFunctionNode::substituteLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+UnknownFunctionNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+{
+ cerr << "UnknownFunctionNode::substituteEndoLeadGreaterThanTwo: not implemented!" << endl;
+ exit(EXIT_FAILURE);
+}
+
+NodeID
+UnknownFunctionNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
- cerr << "UnknownFunctionNode::substituteLeadGreaterThanTwo: not implemented!" << endl;
+ cerr << "UnknownFunctionNode::substituteEndoLagGreaterThanTwo: not implemented!" << endl;
exit(EXIT_FAILURE);
}
NodeID
-UnknownFunctionNode::substituteLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+UnknownFunctionNode::substituteExoLeadLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
- cerr << "UnknownFunctionNode::substituteLagGreaterThanTwo: not implemented!" << endl;
+ cerr << "UnknownFunctionNode::substituteExoLeadLag: not implemented!" << endl;
exit(EXIT_FAILURE);
}
diff --git a/preprocessor/ExprNode.hh b/preprocessor/ExprNode.hh
index 08bafae8cf..a18508c0f1 100644
--- a/preprocessor/ExprNode.hh
+++ b/preprocessor/ExprNode.hh
@@ -240,14 +240,14 @@ public:
//! Type for the substitution map used in the process of creating auxiliary vars for leads >= 2
typedef map<const ExprNode *, const VariableNode *> subst_table_t;
- //! Creates auxiliary lead variables corresponding to this expression
+ //! Creates auxiliary endo lead variables corresponding to this expression
/*!
If maximum endogenous lead >= 3, this method will also create intermediary auxiliary var, and will add the equations of the form aux1 = aux2(+1) to the substitution table.
\pre This expression is assumed to have maximum endogenous lead >= 2
\param[in,out] subst_table The table to which new auxiliary variables and their correspondance will be added
\return The new variable node corresponding to the current expression
*/
- VariableNode *createLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ VariableNode *createEndoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
//! Constructs a new expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables
/*!
@@ -260,14 +260,21 @@ public:
\return A new equivalent expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables
*/
- virtual NodeID substituteLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
+ virtual NodeID substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
//! Constructs a new expression where endo variables with max endo lag >= 2 have been replaced by auxiliary variables
/*!
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
*/
- virtual NodeID substituteLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
+ virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
+
+ //! Constructs a new expression where endo variables with max exo lag >= 2 or max exo lag >= 2 have been replaced by auxiliary variables
+ /*!
+ \param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
+ \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
+ */
+ virtual NodeID substituteExoLeadLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
};
//! Object used to compare two nodes (using their indexes)
@@ -300,8 +307,9 @@ public:
virtual NodeID getChainRuleDerivative(int deriv_id, const map<int, NodeID> &recursive_variables);
virtual int maxEndoLead() const;
virtual NodeID decreaseLeadsLags(int n) const;
- virtual NodeID substituteLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
- virtual NodeID substituteLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteExoLeadLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
};
//! Symbol or variable node
@@ -334,8 +342,9 @@ public:
virtual NodeID getChainRuleDerivative(int deriv_id, const map<int, NodeID> &recursive_variables);
virtual int maxEndoLead() const;
virtual NodeID decreaseLeadsLags(int n) const;
- virtual NodeID substituteLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
- virtual NodeID substituteLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteExoLeadLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
};
//! Unary operator node
@@ -374,10 +383,11 @@ public:
virtual NodeID getChainRuleDerivative(int deriv_id, const map<int, NodeID> &recursive_variables);
virtual int maxEndoLead() const;
virtual NodeID decreaseLeadsLags(int n) const;
- virtual NodeID substituteLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
//! Creates another UnaryOpNode with the same opcode, but with a possibly different datatree and argument
NodeID buildSimilarUnaryOpNode(NodeID alt_arg, DataTree &alt_datatree) const;
- virtual NodeID substituteLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteExoLeadLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
};
//! Binary operator node
@@ -421,10 +431,11 @@ public:
virtual NodeID getChainRuleDerivative(int deriv_id, const map<int, NodeID> &recursive_variables);
virtual int maxEndoLead() const;
virtual NodeID decreaseLeadsLags(int n) const;
- virtual NodeID substituteLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
//! Creates another BinaryOpNode with the same opcode, but with a possibly different datatree and arguments
NodeID buildSimilarBinaryOpNode(NodeID alt_arg1, NodeID alt_arg2, DataTree &alt_datatree) const;
- virtual NodeID substituteLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteExoLeadLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
};
//! Trinary operator node
@@ -462,10 +473,11 @@ public:
virtual NodeID getChainRuleDerivative(int deriv_id, const map<int, NodeID> &recursive_variables);
virtual int maxEndoLead() const;
virtual NodeID decreaseLeadsLags(int n) const;
- virtual NodeID substituteLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
//! Creates another TrinaryOpNode with the same opcode, but with a possibly different datatree and arguments
NodeID buildSimilarTrinaryOpNode(NodeID alt_arg1, NodeID alt_arg2, NodeID alt_arg3, DataTree &alt_datatree) const;
- virtual NodeID substituteLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteExoLeadLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
};
//! Unknown function node
@@ -497,8 +509,9 @@ public:
virtual NodeID getChainRuleDerivative(int deriv_id, const map<int, NodeID> &recursive_variables);
virtual int maxEndoLead() const;
virtual NodeID decreaseLeadsLags(int n) const;
- virtual NodeID substituteLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
- virtual NodeID substituteLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual NodeID substituteExoLeadLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
};
#endif
diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc
index dafba6b268..28660a72c5 100644
--- a/preprocessor/ModFile.cc
+++ b/preprocessor/ModFile.cc
@@ -141,8 +141,9 @@ ModFile::transformPass()
|| mod_file_struct.osr_present
|| mod_file_struct.ramsey_policy_present)
{
- dynamic_model.substituteLeadGreaterThanTwo();
- dynamic_model.substituteLagGreaterThanTwo();
+ dynamic_model.substituteEndoLeadGreaterThanTwo();
+ dynamic_model.substituteEndoLagGreaterThanTwo();
+ dynamic_model.substituteExoLeadLag();
}
// Freeze the symbol table
diff --git a/preprocessor/ParsingDriver.cc b/preprocessor/ParsingDriver.cc
index 451653d778..eafc6ae9eb 100644
--- a/preprocessor/ParsingDriver.cc
+++ b/preprocessor/ParsingDriver.cc
@@ -192,9 +192,6 @@ ParsingDriver::add_model_variable(string *name, string *olag)
if (type == eUnknownFunction)
error("Symbol " + *name + " is a function name unknown to Dynare. It cannot be used inside model.");
- if (type == eExogenous && lag != 0 && !mod_file->block)
- warning("Exogenous variable " + *name + " has lead/lag " + *olag);
-
if (type == eModelLocalVariable && lag != 0)
error("Model local variable " + *name + " cannot be given a lead or a lag.");
diff --git a/preprocessor/SymbolTable.cc b/preprocessor/SymbolTable.cc
index d82dc9ff05..ea72365e30 100644
--- a/preprocessor/SymbolTable.cc
+++ b/preprocessor/SymbolTable.cc
@@ -208,9 +208,11 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
<< "M_.aux_vars(" << i+1 << ").type = " << aux_vars[i].type << ";" << endl;
switch(aux_vars[i].type)
{
- case avLead:
+ case avEndoLead:
break;
- case avLag:
+ case avEndoLag:
+ case avExoLead:
+ case avExoLag:
output << "M_.aux_vars(" << i+1 << ").orig_endo_index = " << getTypeSpecificID(aux_vars[i].orig_symb_id)+1 << ";" << endl
<< "M_.aux_vars(" << i+1 << ").orig_lag = " << aux_vars[i].orig_lag << ";" << endl;
break;
@@ -219,10 +221,10 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
}
int
-SymbolTable::addLeadAuxiliaryVar(int index) throw (FrozenException)
+SymbolTable::addEndoLeadAuxiliaryVar(int index) throw (FrozenException)
{
ostringstream varname;
- varname << "AUXLEAD_" << index;
+ varname << "AUX_ENDO_LEAD_" << index;
int symb_id;
try
{
@@ -236,17 +238,32 @@ SymbolTable::addLeadAuxiliaryVar(int index) throw (FrozenException)
AuxVarInfo avi;
avi.symb_id = symb_id;
- avi.type = avLead;
+ avi.type = avEndoLead;
aux_vars.push_back(avi);
return symb_id;
}
int
-SymbolTable::addLagAuxiliaryVar(int orig_symb_id, int orig_lag) throw (FrozenException)
+SymbolTable::addLeadLagAuxiliaryVarInternal(aux_var_t type, int orig_symb_id, int orig_lag) throw (FrozenException)
{
ostringstream varname;
- varname << "AUXLAG_" << orig_symb_id << "_" << -orig_lag;
+ switch(type)
+ {
+ case avEndoLag:
+ varname << "AUX_ENDO_LAG_" << orig_symb_id << "_" << -orig_lag;
+ break;
+ case avExoLead:
+ varname << "AUX_EXO_LEAD_" << orig_symb_id << "_" << orig_lag;
+ break;
+ case avExoLag:
+ varname << "AUX_EXO_LAG_" << orig_symb_id << "_" << -orig_lag;
+ break;
+ default:
+ cerr << "Impossible case!" << endl;
+ exit(EXIT_FAILURE);
+ }
+
int symb_id;
try
{
@@ -260,10 +277,28 @@ SymbolTable::addLagAuxiliaryVar(int orig_symb_id, int orig_lag) throw (FrozenExc
AuxVarInfo avi;
avi.symb_id = symb_id;
- avi.type = avLag;
+ avi.type = type;
avi.orig_symb_id = orig_symb_id;
avi.orig_lag = orig_lag;
aux_vars.push_back(avi);
return symb_id;
}
+
+int
+SymbolTable::addEndoLagAuxiliaryVar(int orig_symb_id, int orig_lag) throw (FrozenException)
+{
+ return addLeadLagAuxiliaryVarInternal(avEndoLag, orig_symb_id, orig_lag);
+}
+
+int
+SymbolTable::addExoLeadAuxiliaryVar(int orig_symb_id, int orig_lag) throw (FrozenException)
+{
+ return addLeadLagAuxiliaryVarInternal(avExoLead, orig_symb_id, orig_lag);
+}
+
+int
+SymbolTable::addExoLagAuxiliaryVar(int orig_symb_id, int orig_lag) throw (FrozenException)
+{
+ return addLeadLagAuxiliaryVarInternal(avExoLag, orig_symb_id, orig_lag);
+}
diff --git a/preprocessor/SymbolTable.hh b/preprocessor/SymbolTable.hh
index baed9a6210..071ec3a59e 100644
--- a/preprocessor/SymbolTable.hh
+++ b/preprocessor/SymbolTable.hh
@@ -32,8 +32,10 @@ using namespace std;
//! Types of auxiliary variables
enum aux_var_t
{
- avLead = 0, //!< Substitute for leads >= 2
- avLag = 1 //!< Substitute for lags >= 2
+ avEndoLead = 0, //!< Substitute for endo leads >= 2
+ avEndoLag = 1, //!< Substitute for endo lags >= 2
+ avExoLead = 2, //!< Substitute for exo leads >= 2
+ avExoLag = 3, //!< Substitute for exo lags >= 2
};
//! Information on some auxiliary variables
@@ -41,8 +43,8 @@ struct AuxVarInfo
{
int symb_id; //!< Symbol ID of the auxiliary variable
aux_var_t type; //!< Its type
- int orig_symb_id; //!< Symbol ID of the endo of the original model represented by this aux var. Only for avLag
- int orig_lag; //!< Lag of the endo of the original model represented by this aux var. Only for avLag
+ int orig_symb_id; //!< Symbol ID of the endo of the original model represented by this aux var. Not used for avEndoLead
+ int orig_lag; //!< Lead/lag of the endo of the original model represented by this aux var. Not used for avEndoLead
};
//! Stores the symbol table
@@ -88,6 +90,7 @@ private:
vector<int> param_ids;
//! Information about auxiliary variables
vector<AuxVarInfo> aux_vars;
+
public:
SymbolTable();
//! Thrown when trying to access an unknown symbol (by name)
@@ -132,17 +135,40 @@ public:
class NotYetFrozenException
{
};
+
+private:
+ int addLeadLagAuxiliaryVarInternal(aux_var_t type, int orig_symb_id, int orig_lag) throw (FrozenException);
+
+public:
//! Add a symbol
/*! Returns the symbol ID */
int addSymbol(const string &name, SymbolType type, const string &tex_name) throw (AlreadyDeclaredException, FrozenException);
//! Add a symbol without its TeX name (will be equal to its name)
/*! Returns the symbol ID */
int addSymbol(const string &name, SymbolType type) throw (AlreadyDeclaredException, FrozenException);
- //! Adds an auxiliary variable for leads >=2
- /*! Uses the given argument to construct the variable name.
- Will exit the preprocessor with an error message if the variable name already declared by the user. Returns the symbol ID. */
- int addLeadAuxiliaryVar(int index) throw (FrozenException);
- int addLagAuxiliaryVar(int orig_symb_id, int orig_lag) throw (FrozenException);
+ //! Adds an auxiliary variable for endogenous with lead >= 2
+ /*!
+ \param[in] index Used to construct the variable name
+ \return the symbol ID of the new symbol */
+ int addEndoLeadAuxiliaryVar(int index) 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_lag lag value such that this new variable will be equivalent to orig_symb_id(orig_lag)
+ \return the symbol ID of the new symbol */
+ int addEndoLagAuxiliaryVar(int orig_symb_id, int orig_lag) throw (FrozenException);
+ //! Adds an auxiliary variable for endogenous with lead >= 1
+ /*!
+ \param[in] orig_symb_id symbol ID of the exogenous declared by the user that this new variable will represent
+ \param[in] orig_lag lag value such that this new variable will be equivalent to orig_symb_id(orig_lag)
+ \return the symbol ID of the new symbol */
+ int addExoLeadAuxiliaryVar(int orig_symb_id, int orig_lag) 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_lag lag value such that this new variable will be equivalent to orig_symb_id(orig_lag)
+ \return the symbol ID of the new symbol */
+ int addExoLagAuxiliaryVar(int orig_symb_id, int orig_lag) throw (FrozenException);
//! Tests if symbol already exists
inline bool exists(const string &name) const;
//! Get symbol name (by ID)
--
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