[5571] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[7259] | 3 | * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[5571] | 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using System;
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| 23 | using System.Collections.Generic;
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| 24 | using HeuristicLab.Common;
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| 25 | using HeuristicLab.Core;
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[6740] | 26 | using HeuristicLab.Data;
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[5571] | 27 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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[6740] | 28 | using HeuristicLab.Parameters;
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[5571] | 29 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 30 |
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| 31 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
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| 32 | [StorableClass]
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| 33 | [Item("SymbolicDataAnalysisExpressionTreeInterpreter", "Interpreter for symbolic expression trees including automatically defined functions.")]
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[5749] | 34 | public sealed class SymbolicDataAnalysisExpressionTreeInterpreter : ParameterizedNamedItem, ISymbolicDataAnalysisExpressionTreeInterpreter {
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| 35 | private const string CheckExpressionsWithIntervalArithmeticParameterName = "CheckExpressionsWithIntervalArithmetic";
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[7506] | 36 | private const string EvaluatedSolutionsParameterName = "EvaluatedSolutions";
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[5749] | 37 | #region private classes
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[5571] | 38 | private class InterpreterState {
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| 39 | private double[] argumentStack;
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| 40 | private int argumentStackPointer;
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| 41 | private Instruction[] code;
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| 42 | private int pc;
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| 43 | public int ProgramCounter {
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| 44 | get { return pc; }
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| 45 | set { pc = value; }
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| 46 | }
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[5987] | 47 | internal InterpreterState(Instruction[] code, int argumentStackSize) {
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[5571] | 48 | this.code = code;
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| 49 | this.pc = 0;
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[5987] | 50 | if (argumentStackSize > 0) {
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| 51 | this.argumentStack = new double[argumentStackSize];
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| 52 | }
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[5571] | 53 | this.argumentStackPointer = 0;
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| 54 | }
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| 55 |
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| 56 | internal void Reset() {
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| 57 | this.pc = 0;
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| 58 | this.argumentStackPointer = 0;
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| 59 | }
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| 60 |
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| 61 | internal Instruction NextInstruction() {
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| 62 | return code[pc++];
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| 63 | }
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| 64 | private void Push(double val) {
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| 65 | argumentStack[argumentStackPointer++] = val;
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| 66 | }
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| 67 | private double Pop() {
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| 68 | return argumentStack[--argumentStackPointer];
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| 69 | }
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| 70 |
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| 71 | internal void CreateStackFrame(double[] argValues) {
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| 72 | // push in reverse order to make indexing easier
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| 73 | for (int i = argValues.Length - 1; i >= 0; i--) {
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| 74 | argumentStack[argumentStackPointer++] = argValues[i];
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| 75 | }
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| 76 | Push(argValues.Length);
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| 77 | }
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| 78 |
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| 79 | internal void RemoveStackFrame() {
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| 80 | int size = (int)Pop();
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| 81 | argumentStackPointer -= size;
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| 82 | }
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| 83 |
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| 84 | internal double GetStackFrameValue(ushort index) {
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| 85 | // layout of stack:
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| 86 | // [0] <- argumentStackPointer
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| 87 | // [StackFrameSize = N + 1]
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| 88 | // [Arg0] <- argumentStackPointer - 2 - 0
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| 89 | // [Arg1] <- argumentStackPointer - 2 - 1
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| 90 | // [...]
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| 91 | // [ArgN] <- argumentStackPointer - 2 - N
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| 92 | // <Begin of stack frame>
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| 93 | return argumentStack[argumentStackPointer - index - 2];
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| 94 | }
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| 95 | }
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| 96 | private class OpCodes {
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| 97 | public const byte Add = 1;
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| 98 | public const byte Sub = 2;
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| 99 | public const byte Mul = 3;
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| 100 | public const byte Div = 4;
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| 101 |
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| 102 | public const byte Sin = 5;
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| 103 | public const byte Cos = 6;
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| 104 | public const byte Tan = 7;
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| 105 |
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| 106 | public const byte Log = 8;
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| 107 | public const byte Exp = 9;
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| 108 |
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| 109 | public const byte IfThenElse = 10;
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| 110 |
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| 111 | public const byte GT = 11;
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| 112 | public const byte LT = 12;
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| 113 |
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| 114 | public const byte AND = 13;
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| 115 | public const byte OR = 14;
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| 116 | public const byte NOT = 15;
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| 117 |
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| 118 |
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| 119 | public const byte Average = 16;
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| 120 |
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| 121 | public const byte Call = 17;
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| 122 |
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| 123 | public const byte Variable = 18;
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| 124 | public const byte LagVariable = 19;
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| 125 | public const byte Constant = 20;
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| 126 | public const byte Arg = 21;
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| 127 |
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| 128 | public const byte Power = 22;
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| 129 | public const byte Root = 23;
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| 130 | public const byte TimeLag = 24;
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| 131 | public const byte Integral = 25;
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| 132 | public const byte Derivative = 26;
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| 133 |
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| 134 | public const byte VariableCondition = 27;
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[7695] | 135 |
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| 136 | public const byte Square = 28;
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| 137 | public const byte SquareRoot = 29;
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[7696] | 138 | public const byte Gamma = 30;
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| 139 | public const byte Psi = 31;
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| 140 | public const byte Dawson = 32;
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| 141 | public const byte ExponentialIntegralEi = 33;
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| 142 | public const byte CosineIntegral = 34;
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| 143 | public const byte SineIntegral = 35;
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| 144 | public const byte HyperbolicCosineIntegral = 36;
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| 145 | public const byte HyperbolicSineIntegral = 37;
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| 146 | public const byte FresnelCosineIntegral = 38;
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| 147 | public const byte FresnelSineIntegral = 39;
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| 148 | public const byte AiryA = 40;
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| 149 | public const byte AiryB = 41;
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| 150 | public const byte Norm = 42;
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| 151 | public const byte Erf = 43;
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| 152 | public const byte Bessel = 44;
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[5571] | 153 | }
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[5749] | 154 | #endregion
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[5571] | 155 |
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| 156 | private Dictionary<Type, byte> symbolToOpcode = new Dictionary<Type, byte>() {
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| 157 | { typeof(Addition), OpCodes.Add },
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| 158 | { typeof(Subtraction), OpCodes.Sub },
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| 159 | { typeof(Multiplication), OpCodes.Mul },
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| 160 | { typeof(Division), OpCodes.Div },
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| 161 | { typeof(Sine), OpCodes.Sin },
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| 162 | { typeof(Cosine), OpCodes.Cos },
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| 163 | { typeof(Tangent), OpCodes.Tan },
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| 164 | { typeof(Logarithm), OpCodes.Log },
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| 165 | { typeof(Exponential), OpCodes.Exp },
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| 166 | { typeof(IfThenElse), OpCodes.IfThenElse },
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| 167 | { typeof(GreaterThan), OpCodes.GT },
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| 168 | { typeof(LessThan), OpCodes.LT },
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| 169 | { typeof(And), OpCodes.AND },
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| 170 | { typeof(Or), OpCodes.OR },
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| 171 | { typeof(Not), OpCodes.NOT},
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| 172 | { typeof(Average), OpCodes.Average},
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| 173 | { typeof(InvokeFunction), OpCodes.Call },
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[7695] | 174 | { typeof(Variable), OpCodes.Variable },
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[5571] | 175 | { typeof(LaggedVariable), OpCodes.LagVariable },
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| 176 | { typeof(Constant), OpCodes.Constant },
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| 177 | { typeof(Argument), OpCodes.Arg },
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| 178 | { typeof(Power),OpCodes.Power},
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| 179 | { typeof(Root),OpCodes.Root},
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| 180 | { typeof(TimeLag), OpCodes.TimeLag},
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| 181 | { typeof(Integral), OpCodes.Integral},
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| 182 | { typeof(Derivative), OpCodes.Derivative},
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[7695] | 183 | { typeof(VariableCondition),OpCodes.VariableCondition},
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| 184 | { typeof(Square),OpCodes.Square},
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[7696] | 185 | { typeof(SquareRoot),OpCodes.SquareRoot},
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| 186 | { typeof(Gamma), OpCodes.Gamma },
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| 187 | { typeof(Psi), OpCodes.Psi },
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| 188 | { typeof(Dawson), OpCodes.Dawson},
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| 189 | { typeof(ExponentialIntegralEi), OpCodes.ExponentialIntegralEi },
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| 190 | { typeof(CosineIntegral), OpCodes.CosineIntegral },
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| 191 | { typeof(SineIntegral), OpCodes.SineIntegral },
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| 192 | { typeof(HyperbolicCosineIntegral), OpCodes.HyperbolicCosineIntegral },
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| 193 | { typeof(HyperbolicSineIntegral), OpCodes.HyperbolicSineIntegral },
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| 194 | { typeof(FresnelCosineIntegral), OpCodes.FresnelCosineIntegral },
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| 195 | { typeof(FresnelSineIntegral), OpCodes.FresnelSineIntegral },
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| 196 | { typeof(AiryA), OpCodes.AiryA },
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| 197 | { typeof(AiryB), OpCodes.AiryB },
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| 198 | { typeof(Norm), OpCodes.Norm},
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| 199 | { typeof(Erf), OpCodes.Erf},
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[8123] | 200 | { typeof(Bessel), OpCodes.Bessel}
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[5571] | 201 | };
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| 202 |
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| 203 | public override bool CanChangeName {
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| 204 | get { return false; }
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| 205 | }
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| 206 | public override bool CanChangeDescription {
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| 207 | get { return false; }
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| 208 | }
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| 209 |
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[5749] | 210 | #region parameter properties
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| 211 | public IValueParameter<BoolValue> CheckExpressionsWithIntervalArithmeticParameter {
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| 212 | get { return (IValueParameter<BoolValue>)Parameters[CheckExpressionsWithIntervalArithmeticParameterName]; }
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| 213 | }
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[7506] | 214 |
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| 215 | public IValueParameter<IntValue> EvaluatedSolutionsParameter {
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| 216 | get { return (IValueParameter<IntValue>)Parameters[EvaluatedSolutionsParameterName]; }
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| 217 | }
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[5749] | 218 | #endregion
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| 219 |
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| 220 | #region properties
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| 221 | public BoolValue CheckExpressionsWithIntervalArithmetic {
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| 222 | get { return CheckExpressionsWithIntervalArithmeticParameter.Value; }
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| 223 | set { CheckExpressionsWithIntervalArithmeticParameter.Value = value; }
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| 224 | }
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[7506] | 225 |
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| 226 | public IntValue EvaluatedSolutions {
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| 227 | get { return EvaluatedSolutionsParameter.Value; }
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| 228 | set { EvaluatedSolutionsParameter.Value = value; }
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| 229 | }
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[5749] | 230 | #endregion
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| 231 |
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[5571] | 232 | [StorableConstructor]
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| 233 | private SymbolicDataAnalysisExpressionTreeInterpreter(bool deserializing) : base(deserializing) { }
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| 234 | private SymbolicDataAnalysisExpressionTreeInterpreter(SymbolicDataAnalysisExpressionTreeInterpreter original, Cloner cloner) : base(original, cloner) { }
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| 235 | public override IDeepCloneable Clone(Cloner cloner) {
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| 236 | return new SymbolicDataAnalysisExpressionTreeInterpreter(this, cloner);
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| 237 | }
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| 238 |
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| 239 | public SymbolicDataAnalysisExpressionTreeInterpreter()
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[5749] | 240 | : base("SymbolicDataAnalysisExpressionTreeInterpreter", "Interpreter for symbolic expression trees including automatically defined functions.") {
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| 241 | Parameters.Add(new ValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName, "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.", new BoolValue(false)));
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[7506] | 242 | Parameters.Add(new ValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
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[5571] | 243 | }
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| 244 |
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[7506] | 245 | [StorableHook(HookType.AfterDeserialization)]
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| 246 | private void AfterDeserialization() {
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| 247 | if (!Parameters.ContainsKey(EvaluatedSolutionsParameterName))
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| 248 | Parameters.Add(new ValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
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| 249 | }
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| 250 |
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| 251 | #region IStatefulItem
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| 252 | public void InitializeState() {
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| 253 | EvaluatedSolutions.Value = 0;
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| 254 | }
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| 255 |
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| 256 | public void ClearState() {
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| 257 | }
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| 258 | #endregion
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| 259 |
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[5571] | 260 | public IEnumerable<double> GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, Dataset dataset, IEnumerable<int> rows) {
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[5749] | 261 | if (CheckExpressionsWithIntervalArithmetic.Value)
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| 262 | throw new NotSupportedException("Interval arithmetic is not yet supported in the symbolic data analysis interpreter.");
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[7506] | 263 | EvaluatedSolutions.Value++; // increment the evaluated solutions counter
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[5571] | 264 | var compiler = new SymbolicExpressionTreeCompiler();
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| 265 | Instruction[] code = compiler.Compile(tree, MapSymbolToOpCode);
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[5987] | 266 | int necessaryArgStackSize = 0;
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[5571] | 267 | for (int i = 0; i < code.Length; i++) {
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| 268 | Instruction instr = code[i];
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[6860] | 269 | if (instr.opCode == OpCodes.Variable) {
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[5571] | 270 | var variableTreeNode = instr.dynamicNode as VariableTreeNode;
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[6740] | 271 | instr.iArg0 = dataset.GetReadOnlyDoubleValues(variableTreeNode.VariableName);
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[5897] | 272 | code[i] = instr;
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[5571] | 273 | } else if (instr.opCode == OpCodes.LagVariable) {
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[6740] | 274 | var laggedVariableTreeNode = instr.dynamicNode as LaggedVariableTreeNode;
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| 275 | instr.iArg0 = dataset.GetReadOnlyDoubleValues(laggedVariableTreeNode.VariableName);
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[5897] | 276 | code[i] = instr;
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[6860] | 277 | } else if (instr.opCode == OpCodes.VariableCondition) {
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[5571] | 278 | var variableConditionTreeNode = instr.dynamicNode as VariableConditionTreeNode;
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[6740] | 279 | instr.iArg0 = dataset.GetReadOnlyDoubleValues(variableConditionTreeNode.VariableName);
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[5987] | 280 | } else if (instr.opCode == OpCodes.Call) {
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| 281 | necessaryArgStackSize += instr.nArguments + 1;
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[5571] | 282 | }
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| 283 | }
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[5987] | 284 | var state = new InterpreterState(code, necessaryArgStackSize);
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[5571] | 285 |
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| 286 | foreach (var rowEnum in rows) {
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| 287 | int row = rowEnum;
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| 288 | state.Reset();
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| 289 | yield return Evaluate(dataset, ref row, state);
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| 290 | }
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| 291 | }
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| 292 |
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| 293 | private double Evaluate(Dataset dataset, ref int row, InterpreterState state) {
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| 294 | Instruction currentInstr = state.NextInstruction();
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| 295 | switch (currentInstr.opCode) {
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| 296 | case OpCodes.Add: {
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| 297 | double s = Evaluate(dataset, ref row, state);
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| 298 | for (int i = 1; i < currentInstr.nArguments; i++) {
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| 299 | s += Evaluate(dataset, ref row, state);
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| 300 | }
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| 301 | return s;
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| 302 | }
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| 303 | case OpCodes.Sub: {
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| 304 | double s = Evaluate(dataset, ref row, state);
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| 305 | for (int i = 1; i < currentInstr.nArguments; i++) {
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| 306 | s -= Evaluate(dataset, ref row, state);
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| 307 | }
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| 308 | if (currentInstr.nArguments == 1) s = -s;
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| 309 | return s;
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| 310 | }
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| 311 | case OpCodes.Mul: {
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| 312 | double p = Evaluate(dataset, ref row, state);
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| 313 | for (int i = 1; i < currentInstr.nArguments; i++) {
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| 314 | p *= Evaluate(dataset, ref row, state);
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| 315 | }
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| 316 | return p;
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| 317 | }
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| 318 | case OpCodes.Div: {
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| 319 | double p = Evaluate(dataset, ref row, state);
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| 320 | for (int i = 1; i < currentInstr.nArguments; i++) {
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| 321 | p /= Evaluate(dataset, ref row, state);
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| 322 | }
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| 323 | if (currentInstr.nArguments == 1) p = 1.0 / p;
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| 324 | return p;
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| 325 | }
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| 326 | case OpCodes.Average: {
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| 327 | double sum = Evaluate(dataset, ref row, state);
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| 328 | for (int i = 1; i < currentInstr.nArguments; i++) {
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| 329 | sum += Evaluate(dataset, ref row, state);
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| 330 | }
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| 331 | return sum / currentInstr.nArguments;
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| 332 | }
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| 333 | case OpCodes.Cos: {
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| 334 | return Math.Cos(Evaluate(dataset, ref row, state));
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| 335 | }
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| 336 | case OpCodes.Sin: {
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| 337 | return Math.Sin(Evaluate(dataset, ref row, state));
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| 338 | }
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| 339 | case OpCodes.Tan: {
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| 340 | return Math.Tan(Evaluate(dataset, ref row, state));
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| 341 | }
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[7695] | 342 | case OpCodes.Square: {
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| 343 | return Math.Pow(Evaluate(dataset, ref row, state), 2);
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| 344 | }
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[5571] | 345 | case OpCodes.Power: {
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| 346 | double x = Evaluate(dataset, ref row, state);
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| 347 | double y = Math.Round(Evaluate(dataset, ref row, state));
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| 348 | return Math.Pow(x, y);
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| 349 | }
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[7695] | 350 | case OpCodes.SquareRoot: {
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| 351 | return Math.Sqrt(Evaluate(dataset, ref row, state));
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| 352 | }
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[5571] | 353 | case OpCodes.Root: {
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| 354 | double x = Evaluate(dataset, ref row, state);
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| 355 | double y = Math.Round(Evaluate(dataset, ref row, state));
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| 356 | return Math.Pow(x, 1 / y);
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| 357 | }
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| 358 | case OpCodes.Exp: {
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| 359 | return Math.Exp(Evaluate(dataset, ref row, state));
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| 360 | }
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| 361 | case OpCodes.Log: {
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| 362 | return Math.Log(Evaluate(dataset, ref row, state));
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| 363 | }
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[7696] | 364 | case OpCodes.Gamma: {
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| 365 | var x = Evaluate(dataset, ref row, state);
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| 366 | if (double.IsNaN(x)) return double.NaN;
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| 367 | else return alglib.gammafunction(x);
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| 368 | }
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| 369 | case OpCodes.Psi: {
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| 370 | var x = Evaluate(dataset, ref row, state);
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| 371 | if (double.IsNaN(x)) return double.NaN;
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[8123] | 372 | else if (x <= 0 && (Math.Floor(x) - x).IsAlmost(0)) return double.NaN;
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[7696] | 373 | return alglib.psi(x);
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| 374 | }
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| 375 | case OpCodes.Dawson: {
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| 376 | var x = Evaluate(dataset, ref row, state);
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| 377 | if (double.IsNaN(x)) return double.NaN;
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| 378 | return alglib.dawsonintegral(x);
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| 379 | }
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| 380 | case OpCodes.ExponentialIntegralEi: {
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| 381 | var x = Evaluate(dataset, ref row, state);
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| 382 | if (double.IsNaN(x)) return double.NaN;
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| 383 | return alglib.exponentialintegralei(x);
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| 384 | }
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| 385 | case OpCodes.SineIntegral: {
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| 386 | double si, ci;
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| 387 | var x = Evaluate(dataset, ref row, state);
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| 388 | if (double.IsNaN(x)) return double.NaN;
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| 389 | else {
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| 390 | alglib.sinecosineintegrals(x, out si, out ci);
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| 391 | return si;
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| 392 | }
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| 393 | }
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| 394 | case OpCodes.CosineIntegral: {
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| 395 | double si, ci;
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| 396 | var x = Evaluate(dataset, ref row, state);
|
---|
| 397 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 398 | else {
|
---|
| 399 | alglib.sinecosineintegrals(x, out si, out ci);
|
---|
| 400 | return ci;
|
---|
| 401 | }
|
---|
| 402 | }
|
---|
| 403 | case OpCodes.HyperbolicSineIntegral: {
|
---|
| 404 | double shi, chi;
|
---|
| 405 | var x = Evaluate(dataset, ref row, state);
|
---|
| 406 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 407 | else {
|
---|
| 408 | alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
|
---|
| 409 | return shi;
|
---|
| 410 | }
|
---|
| 411 | }
|
---|
| 412 | case OpCodes.HyperbolicCosineIntegral: {
|
---|
| 413 | double shi, chi;
|
---|
| 414 | var x = Evaluate(dataset, ref row, state);
|
---|
| 415 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 416 | else {
|
---|
| 417 | alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
|
---|
| 418 | return chi;
|
---|
| 419 | }
|
---|
| 420 | }
|
---|
| 421 | case OpCodes.FresnelCosineIntegral: {
|
---|
| 422 | double c = 0, s = 0;
|
---|
| 423 | var x = Evaluate(dataset, ref row, state);
|
---|
| 424 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 425 | else {
|
---|
| 426 | alglib.fresnelintegral(x, ref c, ref s);
|
---|
| 427 | return c;
|
---|
| 428 | }
|
---|
| 429 | }
|
---|
| 430 | case OpCodes.FresnelSineIntegral: {
|
---|
| 431 | double c = 0, s = 0;
|
---|
| 432 | var x = Evaluate(dataset, ref row, state);
|
---|
| 433 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 434 | else {
|
---|
| 435 | alglib.fresnelintegral(x, ref c, ref s);
|
---|
| 436 | return s;
|
---|
| 437 | }
|
---|
| 438 | }
|
---|
| 439 | case OpCodes.AiryA: {
|
---|
| 440 | double ai, aip, bi, bip;
|
---|
| 441 | var x = Evaluate(dataset, ref row, state);
|
---|
| 442 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 443 | else {
|
---|
| 444 | alglib.airy(x, out ai, out aip, out bi, out bip);
|
---|
| 445 | return ai;
|
---|
| 446 | }
|
---|
| 447 | }
|
---|
| 448 | case OpCodes.AiryB: {
|
---|
| 449 | double ai, aip, bi, bip;
|
---|
| 450 | var x = Evaluate(dataset, ref row, state);
|
---|
| 451 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 452 | else {
|
---|
| 453 | alglib.airy(x, out ai, out aip, out bi, out bip);
|
---|
| 454 | return bi;
|
---|
| 455 | }
|
---|
| 456 | }
|
---|
| 457 | case OpCodes.Norm: {
|
---|
| 458 | var x = Evaluate(dataset, ref row, state);
|
---|
| 459 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 460 | else return alglib.normaldistribution(x);
|
---|
| 461 | }
|
---|
| 462 | case OpCodes.Erf: {
|
---|
| 463 | var x = Evaluate(dataset, ref row, state);
|
---|
| 464 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 465 | else return alglib.errorfunction(x);
|
---|
| 466 | }
|
---|
| 467 | case OpCodes.Bessel: {
|
---|
| 468 | var x = Evaluate(dataset, ref row, state);
|
---|
| 469 | if (double.IsNaN(x)) return double.NaN;
|
---|
| 470 | else return alglib.besseli0(x);
|
---|
| 471 | }
|
---|
[5571] | 472 | case OpCodes.IfThenElse: {
|
---|
| 473 | double condition = Evaluate(dataset, ref row, state);
|
---|
| 474 | double result;
|
---|
| 475 | if (condition > 0.0) {
|
---|
| 476 | result = Evaluate(dataset, ref row, state); SkipInstructions(state);
|
---|
| 477 | } else {
|
---|
| 478 | SkipInstructions(state); result = Evaluate(dataset, ref row, state);
|
---|
| 479 | }
|
---|
| 480 | return result;
|
---|
| 481 | }
|
---|
| 482 | case OpCodes.AND: {
|
---|
| 483 | double result = Evaluate(dataset, ref row, state);
|
---|
| 484 | for (int i = 1; i < currentInstr.nArguments; i++) {
|
---|
[6732] | 485 | if (result > 0.0) result = Evaluate(dataset, ref row, state);
|
---|
[5571] | 486 | else {
|
---|
[6732] | 487 | SkipInstructions(state);
|
---|
[5571] | 488 | }
|
---|
| 489 | }
|
---|
[6732] | 490 | return result > 0.0 ? 1.0 : -1.0;
|
---|
[5571] | 491 | }
|
---|
| 492 | case OpCodes.OR: {
|
---|
| 493 | double result = Evaluate(dataset, ref row, state);
|
---|
| 494 | for (int i = 1; i < currentInstr.nArguments; i++) {
|
---|
[6732] | 495 | if (result <= 0.0) result = Evaluate(dataset, ref row, state);
|
---|
[5571] | 496 | else {
|
---|
[6732] | 497 | SkipInstructions(state);
|
---|
[5571] | 498 | }
|
---|
| 499 | }
|
---|
| 500 | return result > 0.0 ? 1.0 : -1.0;
|
---|
| 501 | }
|
---|
| 502 | case OpCodes.NOT: {
|
---|
[5574] | 503 | return Evaluate(dataset, ref row, state) > 0.0 ? -1.0 : 1.0;
|
---|
[5571] | 504 | }
|
---|
| 505 | case OpCodes.GT: {
|
---|
| 506 | double x = Evaluate(dataset, ref row, state);
|
---|
| 507 | double y = Evaluate(dataset, ref row, state);
|
---|
| 508 | if (x > y) return 1.0;
|
---|
| 509 | else return -1.0;
|
---|
| 510 | }
|
---|
| 511 | case OpCodes.LT: {
|
---|
| 512 | double x = Evaluate(dataset, ref row, state);
|
---|
| 513 | double y = Evaluate(dataset, ref row, state);
|
---|
| 514 | if (x < y) return 1.0;
|
---|
| 515 | else return -1.0;
|
---|
| 516 | }
|
---|
| 517 | case OpCodes.TimeLag: {
|
---|
| 518 | var timeLagTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
|
---|
| 519 | row += timeLagTreeNode.Lag;
|
---|
| 520 | double result = Evaluate(dataset, ref row, state);
|
---|
| 521 | row -= timeLagTreeNode.Lag;
|
---|
| 522 | return result;
|
---|
| 523 | }
|
---|
| 524 | case OpCodes.Integral: {
|
---|
| 525 | int savedPc = state.ProgramCounter;
|
---|
| 526 | var timeLagTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
|
---|
| 527 | double sum = 0.0;
|
---|
| 528 | for (int i = 0; i < Math.Abs(timeLagTreeNode.Lag); i++) {
|
---|
| 529 | row += Math.Sign(timeLagTreeNode.Lag);
|
---|
| 530 | sum += Evaluate(dataset, ref row, state);
|
---|
| 531 | state.ProgramCounter = savedPc;
|
---|
| 532 | }
|
---|
| 533 | row -= timeLagTreeNode.Lag;
|
---|
| 534 | sum += Evaluate(dataset, ref row, state);
|
---|
| 535 | return sum;
|
---|
| 536 | }
|
---|
| 537 |
|
---|
| 538 | //mkommend: derivate calculation taken from:
|
---|
| 539 | //http://www.holoborodko.com/pavel/numerical-methods/numerical-derivative/smooth-low-noise-differentiators/
|
---|
| 540 | //one sided smooth differentiatior, N = 4
|
---|
| 541 | // y' = 1/8h (f_i + 2f_i-1, -2 f_i-3 - f_i-4)
|
---|
| 542 | case OpCodes.Derivative: {
|
---|
| 543 | int savedPc = state.ProgramCounter;
|
---|
[5925] | 544 | double f_0 = Evaluate(dataset, ref row, state); row--;
|
---|
[5571] | 545 | state.ProgramCounter = savedPc;
|
---|
[5925] | 546 | double f_1 = Evaluate(dataset, ref row, state); row -= 2;
|
---|
[5571] | 547 | state.ProgramCounter = savedPc;
|
---|
[5925] | 548 | double f_3 = Evaluate(dataset, ref row, state); row--;
|
---|
[5571] | 549 | state.ProgramCounter = savedPc;
|
---|
[5987] | 550 | double f_4 = Evaluate(dataset, ref row, state);
|
---|
[5571] | 551 | row += 4;
|
---|
| 552 |
|
---|
| 553 | return (f_0 + 2 * f_1 - 2 * f_3 - f_4) / 8; // h = 1
|
---|
| 554 | }
|
---|
| 555 | case OpCodes.Call: {
|
---|
| 556 | // evaluate sub-trees
|
---|
| 557 | double[] argValues = new double[currentInstr.nArguments];
|
---|
| 558 | for (int i = 0; i < currentInstr.nArguments; i++) {
|
---|
| 559 | argValues[i] = Evaluate(dataset, ref row, state);
|
---|
| 560 | }
|
---|
| 561 | // push on argument values on stack
|
---|
| 562 | state.CreateStackFrame(argValues);
|
---|
| 563 |
|
---|
| 564 | // save the pc
|
---|
| 565 | int savedPc = state.ProgramCounter;
|
---|
| 566 | // set pc to start of function
|
---|
[6740] | 567 | state.ProgramCounter = (ushort)currentInstr.iArg0;
|
---|
[5571] | 568 | // evaluate the function
|
---|
| 569 | double v = Evaluate(dataset, ref row, state);
|
---|
| 570 |
|
---|
| 571 | // delete the stack frame
|
---|
| 572 | state.RemoveStackFrame();
|
---|
| 573 |
|
---|
| 574 | // restore the pc => evaluation will continue at point after my subtrees
|
---|
| 575 | state.ProgramCounter = savedPc;
|
---|
| 576 | return v;
|
---|
| 577 | }
|
---|
| 578 | case OpCodes.Arg: {
|
---|
[6740] | 579 | return state.GetStackFrameValue((ushort)currentInstr.iArg0);
|
---|
[5571] | 580 | }
|
---|
| 581 | case OpCodes.Variable: {
|
---|
[5923] | 582 | if (row < 0 || row >= dataset.Rows)
|
---|
| 583 | return double.NaN;
|
---|
[6740] | 584 | var variableTreeNode = (VariableTreeNode)currentInstr.dynamicNode;
|
---|
| 585 | return ((IList<double>)currentInstr.iArg0)[row] * variableTreeNode.Weight;
|
---|
[5571] | 586 | }
|
---|
| 587 | case OpCodes.LagVariable: {
|
---|
[6740] | 588 | var laggedVariableTreeNode = (LaggedVariableTreeNode)currentInstr.dynamicNode;
|
---|
[5571] | 589 | int actualRow = row + laggedVariableTreeNode.Lag;
|
---|
[5923] | 590 | if (actualRow < 0 || actualRow >= dataset.Rows)
|
---|
| 591 | return double.NaN;
|
---|
[6769] | 592 | return ((IList<double>)currentInstr.iArg0)[actualRow] * laggedVariableTreeNode.Weight;
|
---|
[5571] | 593 | }
|
---|
| 594 | case OpCodes.Constant: {
|
---|
[5897] | 595 | var constTreeNode = currentInstr.dynamicNode as ConstantTreeNode;
|
---|
| 596 | return constTreeNode.Value;
|
---|
[5571] | 597 | }
|
---|
| 598 |
|
---|
| 599 | //mkommend: this symbol uses the logistic function f(x) = 1 / (1 + e^(-alpha * x) )
|
---|
| 600 | //to determine the relative amounts of the true and false branch see http://en.wikipedia.org/wiki/Logistic_function
|
---|
| 601 | case OpCodes.VariableCondition: {
|
---|
[5923] | 602 | if (row < 0 || row >= dataset.Rows)
|
---|
| 603 | return double.NaN;
|
---|
[5571] | 604 | var variableConditionTreeNode = (VariableConditionTreeNode)currentInstr.dynamicNode;
|
---|
[6740] | 605 | double variableValue = ((IList<double>)currentInstr.iArg0)[row];
|
---|
[5897] | 606 | double x = variableValue - variableConditionTreeNode.Threshold;
|
---|
[5571] | 607 | double p = 1 / (1 + Math.Exp(-variableConditionTreeNode.Slope * x));
|
---|
| 608 |
|
---|
| 609 | double trueBranch = Evaluate(dataset, ref row, state);
|
---|
| 610 | double falseBranch = Evaluate(dataset, ref row, state);
|
---|
| 611 |
|
---|
| 612 | return trueBranch * p + falseBranch * (1 - p);
|
---|
| 613 | }
|
---|
| 614 | default: throw new NotSupportedException();
|
---|
| 615 | }
|
---|
| 616 | }
|
---|
| 617 |
|
---|
| 618 | private byte MapSymbolToOpCode(ISymbolicExpressionTreeNode treeNode) {
|
---|
[8392] | 619 | byte opCode;
|
---|
| 620 | if (!symbolToOpcode.TryGetValue(treeNode.Symbol.GetType(), out opCode))
|
---|
[6860] | 621 | throw new NotSupportedException("Symbol: " + treeNode.Symbol);
|
---|
[8392] | 622 | return opCode;
|
---|
[5571] | 623 | }
|
---|
| 624 |
|
---|
| 625 | // skips a whole branch
|
---|
| 626 | private void SkipInstructions(InterpreterState state) {
|
---|
| 627 | int i = 1;
|
---|
| 628 | while (i > 0) {
|
---|
| 629 | i += state.NextInstruction().nArguments;
|
---|
| 630 | i--;
|
---|
| 631 | }
|
---|
| 632 | }
|
---|
| 633 | }
|
---|
| 634 | }
|
---|