[5571] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[15583] | 3 | * Copyright (C) 2002-2018 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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[14826] | 24 | using System.Linq;
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[5571] | 25 | using HeuristicLab.Common;
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| 26 | using HeuristicLab.Core;
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[6740] | 27 | using HeuristicLab.Data;
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[5571] | 28 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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[6740] | 29 | using HeuristicLab.Parameters;
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[5571] | 30 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 31 |
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| 32 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
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| 33 | [StorableClass]
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| 34 | [Item("SymbolicDataAnalysisExpressionTreeInterpreter", "Interpreter for symbolic expression trees including automatically defined functions.")]
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[13248] | 35 | public class SymbolicDataAnalysisExpressionTreeInterpreter : ParameterizedNamedItem,
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| 36 | ISymbolicDataAnalysisExpressionTreeInterpreter {
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[5749] | 37 | private const string CheckExpressionsWithIntervalArithmeticParameterName = "CheckExpressionsWithIntervalArithmetic";
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[13248] | 38 | private const string CheckExpressionsWithIntervalArithmeticParameterDescription = "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.";
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[7615] | 39 | private const string EvaluatedSolutionsParameterName = "EvaluatedSolutions";
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[5571] | 40 |
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[13248] | 41 | public override bool CanChangeName {
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| 42 | get { return false; }
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| 43 | }
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[5571] | 44 |
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[13248] | 45 | public override bool CanChangeDescription {
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| 46 | get { return false; }
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| 47 | }
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| 48 |
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[5749] | 49 | #region parameter properties
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[13248] | 50 | public IFixedValueParameter<BoolValue> CheckExpressionsWithIntervalArithmeticParameter {
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| 51 | get { return (IFixedValueParameter<BoolValue>)Parameters[CheckExpressionsWithIntervalArithmeticParameterName]; }
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[5749] | 52 | }
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[7615] | 53 |
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[13248] | 54 | public IFixedValueParameter<IntValue> EvaluatedSolutionsParameter {
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| 55 | get { return (IFixedValueParameter<IntValue>)Parameters[EvaluatedSolutionsParameterName]; }
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[7615] | 56 | }
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[5749] | 57 | #endregion
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| 58 |
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| 59 | #region properties
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[13248] | 60 | public bool CheckExpressionsWithIntervalArithmetic {
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| 61 | get { return CheckExpressionsWithIntervalArithmeticParameter.Value.Value; }
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| 62 | set { CheckExpressionsWithIntervalArithmeticParameter.Value.Value = value; }
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[5749] | 63 | }
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[7615] | 64 |
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[13248] | 65 | public int EvaluatedSolutions {
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| 66 | get { return EvaluatedSolutionsParameter.Value.Value; }
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| 67 | set { EvaluatedSolutionsParameter.Value.Value = value; }
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[7615] | 68 | }
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[5749] | 69 | #endregion
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| 70 |
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[5571] | 71 | [StorableConstructor]
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[8436] | 72 | protected SymbolicDataAnalysisExpressionTreeInterpreter(bool deserializing) : base(deserializing) { }
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[13248] | 73 |
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| 74 | protected SymbolicDataAnalysisExpressionTreeInterpreter(SymbolicDataAnalysisExpressionTreeInterpreter original,
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[13251] | 75 | Cloner cloner)
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| 76 | : base(original, cloner) { }
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[13248] | 77 |
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[5571] | 78 | public override IDeepCloneable Clone(Cloner cloner) {
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| 79 | return new SymbolicDataAnalysisExpressionTreeInterpreter(this, cloner);
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| 80 | }
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| 81 |
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| 82 | public SymbolicDataAnalysisExpressionTreeInterpreter()
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[5749] | 83 | : base("SymbolicDataAnalysisExpressionTreeInterpreter", "Interpreter for symbolic expression trees including automatically defined functions.") {
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[13248] | 84 | Parameters.Add(new FixedValueParameter<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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| 85 | Parameters.Add(new FixedValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
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[5571] | 86 | }
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| 87 |
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[8436] | 88 | protected SymbolicDataAnalysisExpressionTreeInterpreter(string name, string description)
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| 89 | : base(name, description) {
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[13248] | 90 | Parameters.Add(new FixedValueParameter<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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| 91 | Parameters.Add(new FixedValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", new IntValue(0)));
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[8436] | 92 | }
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| 93 |
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[7615] | 94 | [StorableHook(HookType.AfterDeserialization)]
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| 95 | private void AfterDeserialization() {
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[13248] | 96 | var evaluatedSolutions = new IntValue(0);
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| 97 | var checkExpressionsWithIntervalArithmetic = new BoolValue(false);
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| 98 | if (Parameters.ContainsKey(EvaluatedSolutionsParameterName)) {
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| 99 | var evaluatedSolutionsParameter = (IValueParameter<IntValue>)Parameters[EvaluatedSolutionsParameterName];
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| 100 | evaluatedSolutions = evaluatedSolutionsParameter.Value;
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| 101 | Parameters.Remove(EvaluatedSolutionsParameterName);
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| 102 | }
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| 103 | Parameters.Add(new FixedValueParameter<IntValue>(EvaluatedSolutionsParameterName, "A counter for the total number of solutions the interpreter has evaluated", evaluatedSolutions));
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| 104 | if (Parameters.ContainsKey(CheckExpressionsWithIntervalArithmeticParameterName)) {
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| 105 | var checkExpressionsWithIntervalArithmeticParameter = (IValueParameter<BoolValue>)Parameters[CheckExpressionsWithIntervalArithmeticParameterName];
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| 106 | Parameters.Remove(CheckExpressionsWithIntervalArithmeticParameterName);
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| 107 | checkExpressionsWithIntervalArithmetic = checkExpressionsWithIntervalArithmeticParameter.Value;
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| 108 | }
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| 109 | Parameters.Add(new FixedValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName, CheckExpressionsWithIntervalArithmeticParameterDescription, checkExpressionsWithIntervalArithmetic));
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[7615] | 110 | }
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| 111 |
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| 112 | #region IStatefulItem
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| 113 | public void InitializeState() {
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[13248] | 114 | EvaluatedSolutions = 0;
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[7615] | 115 | }
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| 116 |
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[13248] | 117 | public void ClearState() { }
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[7615] | 118 | #endregion
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| 119 |
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[13251] | 120 | private readonly object syncRoot = new object();
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[13248] | 121 | public IEnumerable<double> GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, IDataset dataset,
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| 122 | IEnumerable<int> rows) {
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| 123 | if (CheckExpressionsWithIntervalArithmetic) {
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[8436] | 124 | throw new NotSupportedException("Interval arithmetic is not yet supported in the symbolic data analysis interpreter.");
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[13248] | 125 | }
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[7120] | 126 |
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[13251] | 127 | lock (syncRoot) {
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[13248] | 128 | EvaluatedSolutions++; // increment the evaluated solutions counter
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[9004] | 129 | }
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[8436] | 130 | var state = PrepareInterpreterState(tree, dataset);
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| 131 |
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| 132 | foreach (var rowEnum in rows) {
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| 133 | int row = rowEnum;
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| 134 | yield return Evaluate(dataset, ref row, state);
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| 135 | state.Reset();
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| 136 | }
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[7154] | 137 | }
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| 138 |
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[12509] | 139 | private static InterpreterState PrepareInterpreterState(ISymbolicExpressionTree tree, IDataset dataset) {
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[8436] | 140 | Instruction[] code = SymbolicExpressionTreeCompiler.Compile(tree, OpCodes.MapSymbolToOpCode);
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[5987] | 141 | int necessaryArgStackSize = 0;
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[8436] | 142 | foreach (Instruction instr in code) {
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[6860] | 143 | if (instr.opCode == OpCodes.Variable) {
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[8436] | 144 | var variableTreeNode = (VariableTreeNode)instr.dynamicNode;
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[9828] | 145 | instr.data = dataset.GetReadOnlyDoubleValues(variableTreeNode.VariableName);
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[14826] | 146 | } else if (instr.opCode == OpCodes.FactorVariable) {
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| 147 | var factorTreeNode = instr.dynamicNode as FactorVariableTreeNode;
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| 148 | instr.data = dataset.GetReadOnlyStringValues(factorTreeNode.VariableName);
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| 149 | } else if (instr.opCode == OpCodes.BinaryFactorVariable) {
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| 150 | var factorTreeNode = instr.dynamicNode as BinaryFactorVariableTreeNode;
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| 151 | instr.data = dataset.GetReadOnlyStringValues(factorTreeNode.VariableName);
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[5571] | 152 | } else if (instr.opCode == OpCodes.LagVariable) {
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[8436] | 153 | var laggedVariableTreeNode = (LaggedVariableTreeNode)instr.dynamicNode;
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[9828] | 154 | instr.data = dataset.GetReadOnlyDoubleValues(laggedVariableTreeNode.VariableName);
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[6860] | 155 | } else if (instr.opCode == OpCodes.VariableCondition) {
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[8436] | 156 | var variableConditionTreeNode = (VariableConditionTreeNode)instr.dynamicNode;
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[9828] | 157 | instr.data = dataset.GetReadOnlyDoubleValues(variableConditionTreeNode.VariableName);
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[5987] | 158 | } else if (instr.opCode == OpCodes.Call) {
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| 159 | necessaryArgStackSize += instr.nArguments + 1;
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[5571] | 160 | }
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| 161 | }
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[8436] | 162 | return new InterpreterState(code, necessaryArgStackSize);
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| 163 | }
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[5571] | 164 |
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[12509] | 165 | public virtual double Evaluate(IDataset dataset, ref int row, InterpreterState state) {
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[5571] | 166 | Instruction currentInstr = state.NextInstruction();
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| 167 | switch (currentInstr.opCode) {
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| 168 | case OpCodes.Add: {
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[8436] | 169 | double s = Evaluate(dataset, ref row, state);
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[5571] | 170 | for (int i = 1; i < currentInstr.nArguments; i++) {
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[8436] | 171 | s += Evaluate(dataset, ref row, state);
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[5571] | 172 | }
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| 173 | return s;
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| 174 | }
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| 175 | case OpCodes.Sub: {
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[8436] | 176 | double s = Evaluate(dataset, ref row, state);
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[5571] | 177 | for (int i = 1; i < currentInstr.nArguments; i++) {
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[8436] | 178 | s -= Evaluate(dataset, ref row, state);
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[5571] | 179 | }
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[13248] | 180 | if (currentInstr.nArguments == 1) { s = -s; }
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[5571] | 181 | return s;
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| 182 | }
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| 183 | case OpCodes.Mul: {
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[8436] | 184 | double p = Evaluate(dataset, ref row, state);
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[5571] | 185 | for (int i = 1; i < currentInstr.nArguments; i++) {
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[8436] | 186 | p *= Evaluate(dataset, ref row, state);
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[5571] | 187 | }
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| 188 | return p;
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| 189 | }
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| 190 | case OpCodes.Div: {
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[8436] | 191 | double p = Evaluate(dataset, ref row, state);
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[5571] | 192 | for (int i = 1; i < currentInstr.nArguments; i++) {
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[8436] | 193 | p /= Evaluate(dataset, ref row, state);
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[5571] | 194 | }
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[13248] | 195 | if (currentInstr.nArguments == 1) { p = 1.0 / p; }
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[5571] | 196 | return p;
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| 197 | }
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| 198 | case OpCodes.Average: {
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[8436] | 199 | double sum = Evaluate(dataset, ref row, state);
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[5571] | 200 | for (int i = 1; i < currentInstr.nArguments; i++) {
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[8436] | 201 | sum += Evaluate(dataset, ref row, state);
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[5571] | 202 | }
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| 203 | return sum / currentInstr.nArguments;
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| 204 | }
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| 205 | case OpCodes.Cos: {
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[8436] | 206 | return Math.Cos(Evaluate(dataset, ref row, state));
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[5571] | 207 | }
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| 208 | case OpCodes.Sin: {
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[8436] | 209 | return Math.Sin(Evaluate(dataset, ref row, state));
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[5571] | 210 | }
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| 211 | case OpCodes.Tan: {
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[8436] | 212 | return Math.Tan(Evaluate(dataset, ref row, state));
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[5571] | 213 | }
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[7842] | 214 | case OpCodes.Square: {
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[8436] | 215 | return Math.Pow(Evaluate(dataset, ref row, state), 2);
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[7842] | 216 | }
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[5571] | 217 | case OpCodes.Power: {
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[8436] | 218 | double x = Evaluate(dataset, ref row, state);
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| 219 | double y = Math.Round(Evaluate(dataset, ref row, state));
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[5571] | 220 | return Math.Pow(x, y);
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| 221 | }
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[7842] | 222 | case OpCodes.SquareRoot: {
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[8436] | 223 | return Math.Sqrt(Evaluate(dataset, ref row, state));
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[7842] | 224 | }
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[5571] | 225 | case OpCodes.Root: {
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[8436] | 226 | double x = Evaluate(dataset, ref row, state);
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| 227 | double y = Math.Round(Evaluate(dataset, ref row, state));
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[5571] | 228 | return Math.Pow(x, 1 / y);
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| 229 | }
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| 230 | case OpCodes.Exp: {
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[8436] | 231 | return Math.Exp(Evaluate(dataset, ref row, state));
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[5571] | 232 | }
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| 233 | case OpCodes.Log: {
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[8436] | 234 | return Math.Log(Evaluate(dataset, ref row, state));
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[5571] | 235 | }
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[7842] | 236 | case OpCodes.Gamma: {
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[8436] | 237 | var x = Evaluate(dataset, ref row, state);
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[13248] | 238 | if (double.IsNaN(x)) { return double.NaN; } else { return alglib.gammafunction(x); }
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[7842] | 239 | }
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| 240 | case OpCodes.Psi: {
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[8436] | 241 | var x = Evaluate(dataset, ref row, state);
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[7842] | 242 | if (double.IsNaN(x)) return double.NaN;
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[8430] | 243 | else if (x <= 0 && (Math.Floor(x) - x).IsAlmost(0)) return double.NaN;
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[7842] | 244 | return alglib.psi(x);
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| 245 | }
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| 246 | case OpCodes.Dawson: {
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[8436] | 247 | var x = Evaluate(dataset, ref row, state);
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[13248] | 248 | if (double.IsNaN(x)) { return double.NaN; }
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[7842] | 249 | return alglib.dawsonintegral(x);
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| 250 | }
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| 251 | case OpCodes.ExponentialIntegralEi: {
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[8436] | 252 | var x = Evaluate(dataset, ref row, state);
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[13248] | 253 | if (double.IsNaN(x)) { return double.NaN; }
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[7842] | 254 | return alglib.exponentialintegralei(x);
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| 255 | }
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| 256 | case OpCodes.SineIntegral: {
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| 257 | double si, ci;
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[8436] | 258 | var x = Evaluate(dataset, ref row, state);
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[7842] | 259 | if (double.IsNaN(x)) return double.NaN;
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| 260 | else {
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| 261 | alglib.sinecosineintegrals(x, out si, out ci);
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| 262 | return si;
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| 263 | }
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| 264 | }
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| 265 | case OpCodes.CosineIntegral: {
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| 266 | double si, ci;
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[8436] | 267 | var x = Evaluate(dataset, ref row, state);
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[7842] | 268 | if (double.IsNaN(x)) return double.NaN;
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| 269 | else {
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| 270 | alglib.sinecosineintegrals(x, out si, out ci);
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| 271 | return ci;
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| 272 | }
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| 273 | }
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| 274 | case OpCodes.HyperbolicSineIntegral: {
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| 275 | double shi, chi;
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[8436] | 276 | var x = Evaluate(dataset, ref row, state);
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[7842] | 277 | if (double.IsNaN(x)) return double.NaN;
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| 278 | else {
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| 279 | alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
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| 280 | return shi;
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| 281 | }
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| 282 | }
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| 283 | case OpCodes.HyperbolicCosineIntegral: {
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| 284 | double shi, chi;
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[8436] | 285 | var x = Evaluate(dataset, ref row, state);
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[7842] | 286 | if (double.IsNaN(x)) return double.NaN;
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| 287 | else {
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| 288 | alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
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| 289 | return chi;
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| 290 | }
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| 291 | }
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| 292 | case OpCodes.FresnelCosineIntegral: {
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| 293 | double c = 0, s = 0;
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[8436] | 294 | var x = Evaluate(dataset, ref row, state);
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[7842] | 295 | if (double.IsNaN(x)) return double.NaN;
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| 296 | else {
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| 297 | alglib.fresnelintegral(x, ref c, ref s);
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| 298 | return c;
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| 299 | }
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| 300 | }
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| 301 | case OpCodes.FresnelSineIntegral: {
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| 302 | double c = 0, s = 0;
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[8436] | 303 | var x = Evaluate(dataset, ref row, state);
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[7842] | 304 | if (double.IsNaN(x)) return double.NaN;
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| 305 | else {
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| 306 | alglib.fresnelintegral(x, ref c, ref s);
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| 307 | return s;
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| 308 | }
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| 309 | }
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| 310 | case OpCodes.AiryA: {
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| 311 | double ai, aip, bi, bip;
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[8436] | 312 | var x = Evaluate(dataset, ref row, state);
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[7842] | 313 | if (double.IsNaN(x)) return double.NaN;
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| 314 | else {
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| 315 | alglib.airy(x, out ai, out aip, out bi, out bip);
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| 316 | return ai;
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| 317 | }
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| 318 | }
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| 319 | case OpCodes.AiryB: {
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| 320 | double ai, aip, bi, bip;
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[8436] | 321 | var x = Evaluate(dataset, ref row, state);
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[7842] | 322 | if (double.IsNaN(x)) return double.NaN;
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| 323 | else {
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| 324 | alglib.airy(x, out ai, out aip, out bi, out bip);
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| 325 | return bi;
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| 326 | }
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| 327 | }
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| 328 | case OpCodes.Norm: {
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[8436] | 329 | var x = Evaluate(dataset, ref row, state);
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[7842] | 330 | if (double.IsNaN(x)) return double.NaN;
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| 331 | else return alglib.normaldistribution(x);
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| 332 | }
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| 333 | case OpCodes.Erf: {
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[8436] | 334 | var x = Evaluate(dataset, ref row, state);
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[7842] | 335 | if (double.IsNaN(x)) return double.NaN;
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| 336 | else return alglib.errorfunction(x);
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| 337 | }
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| 338 | case OpCodes.Bessel: {
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[8436] | 339 | var x = Evaluate(dataset, ref row, state);
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[7842] | 340 | if (double.IsNaN(x)) return double.NaN;
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| 341 | else return alglib.besseli0(x);
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| 342 | }
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[5571] | 343 | case OpCodes.IfThenElse: {
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[8436] | 344 | double condition = Evaluate(dataset, ref row, state);
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[5571] | 345 | double result;
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| 346 | if (condition > 0.0) {
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[8436] | 347 | result = Evaluate(dataset, ref row, state); state.SkipInstructions();
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[5571] | 348 | } else {
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[8436] | 349 | state.SkipInstructions(); result = Evaluate(dataset, ref row, state);
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[5571] | 350 | }
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| 351 | return result;
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| 352 | }
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| 353 | case OpCodes.AND: {
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[8436] | 354 | double result = Evaluate(dataset, ref row, state);
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[5571] | 355 | for (int i = 1; i < currentInstr.nArguments; i++) {
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[8436] | 356 | if (result > 0.0) result = Evaluate(dataset, ref row, state);
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[5571] | 357 | else {
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[8436] | 358 | state.SkipInstructions();
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[5571] | 359 | }
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| 360 | }
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[6732] | 361 | return result > 0.0 ? 1.0 : -1.0;
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[5571] | 362 | }
|
---|
| 363 | case OpCodes.OR: {
|
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[8436] | 364 | double result = Evaluate(dataset, ref row, state);
|
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[5571] | 365 | for (int i = 1; i < currentInstr.nArguments; i++) {
|
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[8436] | 366 | if (result <= 0.0) result = Evaluate(dataset, ref row, state);
|
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[5571] | 367 | else {
|
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[8436] | 368 | state.SkipInstructions();
|
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[5571] | 369 | }
|
---|
| 370 | }
|
---|
| 371 | return result > 0.0 ? 1.0 : -1.0;
|
---|
| 372 | }
|
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| 373 | case OpCodes.NOT: {
|
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[8436] | 374 | return Evaluate(dataset, ref row, state) > 0.0 ? -1.0 : 1.0;
|
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[5571] | 375 | }
|
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[10774] | 376 | case OpCodes.XOR: {
|
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[10788] | 377 | //mkommend: XOR on multiple inputs is defined as true if the number of positive signals is odd
|
---|
| 378 | // this is equal to a consecutive execution of binary XOR operations.
|
---|
| 379 | int positiveSignals = 0;
|
---|
| 380 | for (int i = 0; i < currentInstr.nArguments; i++) {
|
---|
[13248] | 381 | if (Evaluate(dataset, ref row, state) > 0.0) { positiveSignals++; }
|
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[10774] | 382 | }
|
---|
[10788] | 383 | return positiveSignals % 2 != 0 ? 1.0 : -1.0;
|
---|
[10774] | 384 | }
|
---|
[5571] | 385 | case OpCodes.GT: {
|
---|
[8436] | 386 | double x = Evaluate(dataset, ref row, state);
|
---|
| 387 | double y = Evaluate(dataset, ref row, state);
|
---|
[13248] | 388 | if (x > y) { return 1.0; } else { return -1.0; }
|
---|
[5571] | 389 | }
|
---|
| 390 | case OpCodes.LT: {
|
---|
[8436] | 391 | double x = Evaluate(dataset, ref row, state);
|
---|
| 392 | double y = Evaluate(dataset, ref row, state);
|
---|
[13248] | 393 | if (x < y) { return 1.0; } else { return -1.0; }
|
---|
[5571] | 394 | }
|
---|
| 395 | case OpCodes.TimeLag: {
|
---|
| 396 | var timeLagTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
|
---|
| 397 | row += timeLagTreeNode.Lag;
|
---|
[8436] | 398 | double result = Evaluate(dataset, ref row, state);
|
---|
[5571] | 399 | row -= timeLagTreeNode.Lag;
|
---|
| 400 | return result;
|
---|
| 401 | }
|
---|
| 402 | case OpCodes.Integral: {
|
---|
| 403 | int savedPc = state.ProgramCounter;
|
---|
| 404 | var timeLagTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
|
---|
| 405 | double sum = 0.0;
|
---|
| 406 | for (int i = 0; i < Math.Abs(timeLagTreeNode.Lag); i++) {
|
---|
| 407 | row += Math.Sign(timeLagTreeNode.Lag);
|
---|
[8436] | 408 | sum += Evaluate(dataset, ref row, state);
|
---|
[5571] | 409 | state.ProgramCounter = savedPc;
|
---|
| 410 | }
|
---|
| 411 | row -= timeLagTreeNode.Lag;
|
---|
[8436] | 412 | sum += Evaluate(dataset, ref row, state);
|
---|
[5571] | 413 | return sum;
|
---|
| 414 | }
|
---|
| 415 |
|
---|
| 416 | //mkommend: derivate calculation taken from:
|
---|
| 417 | //http://www.holoborodko.com/pavel/numerical-methods/numerical-derivative/smooth-low-noise-differentiators/
|
---|
| 418 | //one sided smooth differentiatior, N = 4
|
---|
| 419 | // y' = 1/8h (f_i + 2f_i-1, -2 f_i-3 - f_i-4)
|
---|
| 420 | case OpCodes.Derivative: {
|
---|
| 421 | int savedPc = state.ProgramCounter;
|
---|
[8436] | 422 | double f_0 = Evaluate(dataset, ref row, state); row--;
|
---|
[5571] | 423 | state.ProgramCounter = savedPc;
|
---|
[8436] | 424 | double f_1 = Evaluate(dataset, ref row, state); row -= 2;
|
---|
[5571] | 425 | state.ProgramCounter = savedPc;
|
---|
[8436] | 426 | double f_3 = Evaluate(dataset, ref row, state); row--;
|
---|
[5571] | 427 | state.ProgramCounter = savedPc;
|
---|
[8436] | 428 | double f_4 = Evaluate(dataset, ref row, state);
|
---|
[5571] | 429 | row += 4;
|
---|
| 430 |
|
---|
| 431 | return (f_0 + 2 * f_1 - 2 * f_3 - f_4) / 8; // h = 1
|
---|
| 432 | }
|
---|
| 433 | case OpCodes.Call: {
|
---|
| 434 | // evaluate sub-trees
|
---|
| 435 | double[] argValues = new double[currentInstr.nArguments];
|
---|
| 436 | for (int i = 0; i < currentInstr.nArguments; i++) {
|
---|
[8436] | 437 | argValues[i] = Evaluate(dataset, ref row, state);
|
---|
[5571] | 438 | }
|
---|
| 439 | // push on argument values on stack
|
---|
| 440 | state.CreateStackFrame(argValues);
|
---|
| 441 |
|
---|
| 442 | // save the pc
|
---|
| 443 | int savedPc = state.ProgramCounter;
|
---|
| 444 | // set pc to start of function
|
---|
[9828] | 445 | state.ProgramCounter = (ushort)currentInstr.data;
|
---|
[5571] | 446 | // evaluate the function
|
---|
[8436] | 447 | double v = Evaluate(dataset, ref row, state);
|
---|
[5571] | 448 |
|
---|
| 449 | // delete the stack frame
|
---|
| 450 | state.RemoveStackFrame();
|
---|
| 451 |
|
---|
| 452 | // restore the pc => evaluation will continue at point after my subtrees
|
---|
| 453 | state.ProgramCounter = savedPc;
|
---|
| 454 | return v;
|
---|
| 455 | }
|
---|
| 456 | case OpCodes.Arg: {
|
---|
[9828] | 457 | return state.GetStackFrameValue((ushort)currentInstr.data);
|
---|
[5571] | 458 | }
|
---|
| 459 | case OpCodes.Variable: {
|
---|
[8486] | 460 | if (row < 0 || row >= dataset.Rows) return double.NaN;
|
---|
[6740] | 461 | var variableTreeNode = (VariableTreeNode)currentInstr.dynamicNode;
|
---|
[9828] | 462 | return ((IList<double>)currentInstr.data)[row] * variableTreeNode.Weight;
|
---|
[5571] | 463 | }
|
---|
[14826] | 464 | case OpCodes.BinaryFactorVariable: {
|
---|
| 465 | if (row < 0 || row >= dataset.Rows) return double.NaN;
|
---|
| 466 | var factorVarTreeNode = currentInstr.dynamicNode as BinaryFactorVariableTreeNode;
|
---|
| 467 | return ((IList<string>)currentInstr.data)[row] == factorVarTreeNode.VariableValue ? factorVarTreeNode.Weight : 0;
|
---|
| 468 | }
|
---|
| 469 | case OpCodes.FactorVariable: {
|
---|
| 470 | if (row < 0 || row >= dataset.Rows) return double.NaN;
|
---|
| 471 | var factorVarTreeNode = currentInstr.dynamicNode as FactorVariableTreeNode;
|
---|
| 472 | return factorVarTreeNode.GetValue(((IList<string>)currentInstr.data)[row]);
|
---|
| 473 | }
|
---|
[5571] | 474 | case OpCodes.LagVariable: {
|
---|
[6740] | 475 | var laggedVariableTreeNode = (LaggedVariableTreeNode)currentInstr.dynamicNode;
|
---|
[5571] | 476 | int actualRow = row + laggedVariableTreeNode.Lag;
|
---|
[13248] | 477 | if (actualRow < 0 || actualRow >= dataset.Rows) { return double.NaN; }
|
---|
[9828] | 478 | return ((IList<double>)currentInstr.data)[actualRow] * laggedVariableTreeNode.Weight;
|
---|
[5571] | 479 | }
|
---|
| 480 | case OpCodes.Constant: {
|
---|
[8436] | 481 | var constTreeNode = (ConstantTreeNode)currentInstr.dynamicNode;
|
---|
[5897] | 482 | return constTreeNode.Value;
|
---|
[5571] | 483 | }
|
---|
| 484 |
|
---|
| 485 | //mkommend: this symbol uses the logistic function f(x) = 1 / (1 + e^(-alpha * x) )
|
---|
| 486 | //to determine the relative amounts of the true and false branch see http://en.wikipedia.org/wiki/Logistic_function
|
---|
| 487 | case OpCodes.VariableCondition: {
|
---|
[8486] | 488 | if (row < 0 || row >= dataset.Rows) return double.NaN;
|
---|
[5571] | 489 | var variableConditionTreeNode = (VariableConditionTreeNode)currentInstr.dynamicNode;
|
---|
[14345] | 490 | if (!variableConditionTreeNode.Symbol.IgnoreSlope) {
|
---|
| 491 | double variableValue = ((IList<double>)currentInstr.data)[row];
|
---|
| 492 | double x = variableValue - variableConditionTreeNode.Threshold;
|
---|
| 493 | double p = 1 / (1 + Math.Exp(-variableConditionTreeNode.Slope * x));
|
---|
[5571] | 494 |
|
---|
[14345] | 495 | double trueBranch = Evaluate(dataset, ref row, state);
|
---|
| 496 | double falseBranch = Evaluate(dataset, ref row, state);
|
---|
[5571] | 497 |
|
---|
[14345] | 498 | return trueBranch * p + falseBranch * (1 - p);
|
---|
| 499 | } else {
|
---|
| 500 | // strict threshold
|
---|
| 501 | double variableValue = ((IList<double>)currentInstr.data)[row];
|
---|
| 502 | if (variableValue <= variableConditionTreeNode.Threshold) {
|
---|
| 503 | var left = Evaluate(dataset, ref row, state);
|
---|
| 504 | state.SkipInstructions();
|
---|
| 505 | return left;
|
---|
| 506 | } else {
|
---|
| 507 | state.SkipInstructions();
|
---|
| 508 | return Evaluate(dataset, ref row, state);
|
---|
| 509 | }
|
---|
| 510 | }
|
---|
[5571] | 511 | }
|
---|
[13248] | 512 | default:
|
---|
| 513 | throw new NotSupportedException();
|
---|
[5571] | 514 | }
|
---|
| 515 | }
|
---|
| 516 | }
|
---|
[13248] | 517 | } |
---|