From 03f97ce6d65715fe4284c2099a2c6d6bffaf85a0 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Puck=29?= <stepan@adjemian.eu>
Date: Wed, 10 Apr 2024 23:10:30 +0200
Subject: [PATCH] Fix auxiliary variable definitions for PAC/MCE expectations.
---
src/DynamicModel.cc | 18 +++++-------------
src/SubModel.cc | 3 +--
2 files changed, 6 insertions(+), 15 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 3d9f2df4..5dee6cb7 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -2147,19 +2147,11 @@ DynamicModel::computePacModelConsistentExpectationSubstitutionWithComponents(
{
// Create the auxiliary variable for this component
int aux_id = symbol_table.addPacExpectationAuxiliaryVar(auxname, component);
- expr_t aux_var = AddVariable(aux_id);
-
- // Add the equation defining the auxiliary variable for this component
- expr_t neweq = AddEqual(aux_var, component);
- addEquation(neweq, nullopt);
- addAuxEquation(neweq);
- neqs++;
// ₘ
// fp = ∑ αᵢβⁱZₜ₊ᵢ
// ᵢ₌₁
expr_t fp = Zero;
- int mce_z_symb_id = symbol_table.addPacExpectationAuxiliaryVar("mce_Z_" + auxname, nullptr);
for (int i = 1; i <= pac_eq_max_lag + 1; i++)
{
int alpha_i_symb_id = -1;
@@ -2174,7 +2166,7 @@ DynamicModel::computePacModelConsistentExpectationSubstitutionWithComponents(
}
fp = AddPlus(fp, AddTimes(AddTimes(AddVariable(alpha_i_symb_id),
AddPower(beta, AddPossiblyNegativeConstant(i))),
- AddVariable(mce_z_symb_id, i)));
+ AddVariable(aux_id, i)));
}
if (kind != PacTargetKind::ll) // non-stationary component y¹ₜ
{
@@ -2239,7 +2231,7 @@ DynamicModel::computePacModelConsistentExpectationSubstitutionWithComponents(
// Assembling the equation Zₜ¹ = A_1 ( Δyₜ¹ - fs ) - fp_1
auto neweq_1 = AddEqual(
- AddVariable(mce_z_symb_id),
+ AddVariable(aux_id),
AddMinus(
AddTimes(A_1,
AddMinus(const_cast<VariableNode*>(aux_target_ns_var_diff_node), fs)),
@@ -2252,7 +2244,7 @@ DynamicModel::computePacModelConsistentExpectationSubstitutionWithComponents(
else // Stationary component yₜ⁰
{
// Assembling the equation Zₜ⁰ = A_beta A_1 yₜ⁰ - fp
- auto neweq_0 = AddEqual(AddVariable(mce_z_symb_id),
+ auto neweq_0 = AddEqual(AddVariable(aux_id),
AddMinus(AddTimes(A_beta, AddTimes(A_1, component)), fp));
addEquation(neweq_0, nullopt);
neqs++;
@@ -2272,8 +2264,8 @@ DynamicModel::computePacModelConsistentExpectationSubstitutionWithComponents(
else
growth_neutrality_param = -1;
- substexpr = AddPlus(
- substexpr, AddTimes(coeff, AddPlus(AddVariable(mce_z_symb_id), growth_correction_term)));
+ substexpr = AddPlus(substexpr,
+ AddTimes(coeff, AddPlus(AddVariable(aux_id), growth_correction_term)));
component_idx++;
}
diff --git a/src/SubModel.cc b/src/SubModel.cc
index bacd904a..7302bab1 100644
--- a/src/SubModel.cc
+++ b/src/SubModel.cc
@@ -1722,8 +1722,7 @@ PacModelTable::writeOutput(ostream& output) const
h_indices, original_growth_component, growth_component_info] : get<2>(val))
{
output << pac_model_name << "z(" << component_idx
- << ") = " << symbol_table.getTypeSpecificID("mce_Z_" + auxname) + 1 << ";"
- << endl;
+ << ") = " << symbol_table.getTypeSpecificID(auxname) + 1 << ";" << endl;
set<int> params;
coeff->collectVariables(SymbolType::parameter, params);
/* If the coefficient expression uses numerical constants only, set b to 0 and w to the
--
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