[5574] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[9456] | 3 | * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[5574] | 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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[9955] | 24 | using System.Diagnostics;
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[5574] | 25 | using System.Globalization;
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| 26 | using System.Linq;
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[9955] | 27 | using System.Linq.Expressions;
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[5574] | 28 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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| 29 | using HeuristicLab.Random;
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| 30 | using Microsoft.VisualStudio.TestTools.UnitTesting;
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[9764] | 31 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Tests {
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[5574] | 32 |
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| 33 |
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[9828] | 34 | [TestClass]
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[5574] | 35 | public class SymbolicDataAnalysisExpressionTreeInterpreterTest {
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| 36 | private const int N = 1000;
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| 37 | private const int Rows = 1000;
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| 38 | private const int Columns = 50;
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| 39 |
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[9828] | 40 | private static Dataset ds = new Dataset(new string[] { "Y", "A", "B" }, new double[,] {
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| 41 | { 1.0, 1.0, 1.0 },
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| 42 | { 2.0, 2.0, 2.0 },
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| 43 | { 3.0, 1.0, 2.0 },
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| 44 | { 4.0, 1.0, 1.0 },
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| 45 | { 5.0, 2.0, 2.0 },
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| 46 | { 6.0, 1.0, 2.0 },
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| 47 | { 7.0, 1.0, 1.0 },
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| 48 | { 8.0, 2.0, 2.0 },
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| 49 | { 9.0, 1.0, 2.0 },
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| 50 | { 10.0, 1.0, 1.0 },
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| 51 | { 11.0, 2.0, 2.0 },
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| 52 | { 12.0, 1.0, 2.0 }
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| 53 | });
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[5574] | 54 |
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| 55 | [TestMethod]
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[9828] | 56 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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[9785] | 57 | [TestProperty("Time", "long")]
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[9828] | 58 | public void StandardInterpreterTestTypeCoherentGrammarPerformance() {
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| 59 | TestTypeCoherentGrammarPerformance(new SymbolicDataAnalysisExpressionTreeInterpreter(), 12.5e6);
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[7926] | 60 | }
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| 61 | [TestMethod]
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[9828] | 62 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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[9785] | 63 | [TestProperty("Time", "long")]
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[9828] | 64 | public void StandardInterpreterTestFullGrammarPerformance() {
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| 65 | TestFullGrammarPerformance(new SymbolicDataAnalysisExpressionTreeInterpreter(), 12.5e6);
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[6732] | 66 | }
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| 67 | [TestMethod]
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[9828] | 68 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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[9785] | 69 | [TestProperty("Time", "long")]
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[9828] | 70 | public void StandardInterpreterTestArithmeticGrammarPerformance() {
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| 71 | TestArithmeticGrammarPerformance(new SymbolicDataAnalysisExpressionTreeInterpreter(), 12.5e6);
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[6732] | 72 | }
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| 73 |
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[9828] | 74 |
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[6732] | 75 | [TestMethod]
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[9828] | 76 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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[9785] | 77 | [TestProperty("Time", "long")]
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[9828] | 78 | public void ILEmittingInterpreterTestTypeCoherentGrammarPerformance() {
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| 79 | TestTypeCoherentGrammarPerformance(new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(), 7.5e6);
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[7926] | 80 | }
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| 81 | [TestMethod]
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[9828] | 82 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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[9785] | 83 | [TestProperty("Time", "long")]
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[9828] | 84 | public void ILEmittingInterpreterTestFullGrammarPerformance() {
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| 85 | TestFullGrammarPerformance(new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(), 7.5e6);
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[6732] | 86 | }
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[9828] | 87 | [TestMethod]
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| 88 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 89 | [TestProperty("Time", "long")]
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| 90 | public void ILEmittingInterpreterTestArithmeticGrammarPerformance() {
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| 91 | TestArithmeticGrammarPerformance(new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(), 7.5e6);
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| 92 | }
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[9785] | 93 |
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[9828] | 94 |
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| 95 | [TestMethod]
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| 96 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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[9785] | 97 | [TestProperty("Time", "long")]
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[9828] | 98 | public void LinearInterpreterTestTypeCoherentGrammarPerformance() {
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| 99 | TestTypeCoherentGrammarPerformance(new SymbolicDataAnalysisExpressionTreeLinearInterpreter(), 12.5e6);
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| 100 | }
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[6732] | 101 | [TestMethod]
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[9828] | 102 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 103 | [TestProperty("Time", "long")]
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| 104 | public void LinearInterpreterTestFullGrammarPerformance() {
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| 105 | TestFullGrammarPerformance(new SymbolicDataAnalysisExpressionTreeLinearInterpreter(), 12.5e6);
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[6732] | 106 | }
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[9828] | 107 | [TestMethod]
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| 108 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 109 | [TestProperty("Time", "long")]
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| 110 | public void LinearInterpreterTestArithmeticGrammarPerformance() {
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| 111 | TestArithmeticGrammarPerformance(new SymbolicDataAnalysisExpressionTreeLinearInterpreter(), 12.5e6);
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| 112 | }
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[6732] | 113 |
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[9828] | 114 | private void TestTypeCoherentGrammarPerformance(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, double nodesPerSecThreshold) {
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[7926] | 115 | var twister = new MersenneTwister(31415);
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| 116 | var dataset = Util.CreateRandomDataset(twister, Rows, Columns);
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| 117 | var grammar = new TypeCoherentExpressionGrammar();
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| 118 | grammar.ConfigureAsDefaultRegressionGrammar();
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| 119 | grammar.MaximumFunctionArguments = 0;
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| 120 | grammar.MaximumFunctionDefinitions = 0;
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| 121 | grammar.MinimumFunctionArguments = 0;
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| 122 | grammar.MinimumFunctionDefinitions = 0;
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| 123 | var randomTrees = Util.CreateRandomTrees(twister, dataset, grammar, N, 1, 100, 0, 0);
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| 124 | foreach (ISymbolicExpressionTree tree in randomTrees) {
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| 125 | Util.InitTree(tree, twister, new List<string>(dataset.VariableNames));
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| 126 | }
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| 127 | double nodesPerSec = Util.CalculateEvaluatedNodesPerSec(randomTrees, interpreter, dataset, 3);
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[9322] | 128 | //mkommend: commented due to performance issues on the builder
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| 129 | // Assert.IsTrue(nodesPerSec > nodesPerSecThreshold); // evaluated nodes per seconds must be larger than 15mNodes/sec
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[7926] | 130 | }
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| 131 |
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[9828] | 132 | private void TestFullGrammarPerformance(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, double nodesPerSecThreshold) {
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[5574] | 133 | var twister = new MersenneTwister(31415);
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| 134 | var dataset = Util.CreateRandomDataset(twister, Rows, Columns);
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[5686] | 135 | var grammar = new FullFunctionalExpressionGrammar();
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| 136 | grammar.MaximumFunctionArguments = 0;
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| 137 | grammar.MaximumFunctionDefinitions = 0;
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| 138 | grammar.MinimumFunctionArguments = 0;
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| 139 | grammar.MinimumFunctionDefinitions = 0;
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[5574] | 140 | var randomTrees = Util.CreateRandomTrees(twister, dataset, grammar, N, 1, 100, 0, 0);
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| 141 | foreach (ISymbolicExpressionTree tree in randomTrees) {
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| 142 | Util.InitTree(tree, twister, new List<string>(dataset.VariableNames));
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| 143 | }
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| 144 | double nodesPerSec = Util.CalculateEvaluatedNodesPerSec(randomTrees, interpreter, dataset, 3);
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[9322] | 145 | //mkommend: commented due to performance issues on the builder
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| 146 | //Assert.IsTrue(nodesPerSec > nodesPerSecThreshold); // evaluated nodes per seconds must be larger than 15mNodes/sec
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[5574] | 147 | }
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| 148 |
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[9828] | 149 | private void TestArithmeticGrammarPerformance(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, double nodesPerSecThreshold) {
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[5574] | 150 | var twister = new MersenneTwister(31415);
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| 151 | var dataset = Util.CreateRandomDataset(twister, Rows, Columns);
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[5686] | 152 | var grammar = new ArithmeticExpressionGrammar();
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[9955] | 153 | //grammar.Symbols.OfType<Variable>().First().Enabled = false;
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[5686] | 154 | grammar.MaximumFunctionArguments = 0;
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| 155 | grammar.MaximumFunctionDefinitions = 0;
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| 156 | grammar.MinimumFunctionArguments = 0;
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| 157 | grammar.MinimumFunctionDefinitions = 0;
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[5574] | 158 | var randomTrees = Util.CreateRandomTrees(twister, dataset, grammar, N, 1, 100, 0, 0);
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| 159 | foreach (SymbolicExpressionTree tree in randomTrees) {
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| 160 | Util.InitTree(tree, twister, new List<string>(dataset.VariableNames));
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| 161 | }
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[6732] | 162 |
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[5574] | 163 | double nodesPerSec = Util.CalculateEvaluatedNodesPerSec(randomTrees, interpreter, dataset, 3);
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[9322] | 164 | //mkommend: commented due to performance issues on the builder
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| 165 | //Assert.IsTrue(nodesPerSec > nodesPerSecThreshold); // evaluated nodes per seconds must be larger than 15mNodes/sec
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[5574] | 166 | }
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| 167 |
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| 168 |
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| 169 | /// <summary>
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| 170 | ///A test for Evaluate
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| 171 | ///</summary>
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| 172 | [TestMethod]
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[9828] | 173 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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[9785] | 174 | [TestProperty("Time", "short")]
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[9828] | 175 | public void StandardInterpreterTestEvaluation() {
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[6732] | 176 | var interpreter = new SymbolicDataAnalysisExpressionTreeInterpreter();
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| 177 | EvaluateTerminals(interpreter, ds);
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| 178 | EvaluateOperations(interpreter, ds);
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| 179 | EvaluateAdf(interpreter, ds);
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| 180 | }
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| 181 |
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| 182 | [TestMethod]
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[9828] | 183 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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[9785] | 184 | [TestProperty("Time", "short")]
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[9828] | 185 | public void ILEmittingInterpreterTestEvaluation() {
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[6732] | 186 | var interpreter = new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter();
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| 187 | EvaluateTerminals(interpreter, ds);
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| 188 | EvaluateOperations(interpreter, ds);
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| 189 | }
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[5574] | 190 |
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[9828] | 191 | [TestMethod]
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| 192 | [TestCategory("Problems.DataAnalysis.Symbolic")]
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| 193 | [TestProperty("Time", "short")]
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| 194 | public void LinearInterpreterTestEvaluation() {
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| 195 | var interpreter = new SymbolicDataAnalysisExpressionTreeLinearInterpreter();
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| 196 |
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| 197 | //ADFs are not supported by the linear interpreter
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| 198 | EvaluateTerminals(interpreter, ds);
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| 199 | EvaluateOperations(interpreter, ds);
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| 200 | }
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| 201 |
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[6732] | 202 | private void EvaluateTerminals(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, Dataset ds) {
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[5574] | 203 | // constants
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| 204 | Evaluate(interpreter, ds, "(+ 1.5 3.5)", 0, 5.0);
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| 205 |
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| 206 | // variables
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| 207 | Evaluate(interpreter, ds, "(variable 2.0 a)", 0, 2.0);
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| 208 | Evaluate(interpreter, ds, "(variable 2.0 a)", 1, 4.0);
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[6732] | 209 | }
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[5574] | 210 |
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[6732] | 211 | private void EvaluateAdf(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, Dataset ds) {
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[5574] | 212 |
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[6732] | 213 | // ADF
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| 214 | Evaluate(interpreter, ds, @"(PROG
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| 215 | (MAIN
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| 216 | (CALL ADF0))
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| 217 | (defun ADF0 1.0))", 1, 1.0);
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| 218 | Evaluate(interpreter, ds, @"(PROG
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| 219 | (MAIN
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| 220 | (* (CALL ADF0) (CALL ADF0)))
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| 221 | (defun ADF0 2.0))", 1, 4.0);
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| 222 | Evaluate(interpreter, ds, @"(PROG
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| 223 | (MAIN
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| 224 | (CALL ADF0 2.0 3.0))
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| 225 | (defun ADF0
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| 226 | (+ (ARG 0) (ARG 1))))", 1, 5.0);
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| 227 | Evaluate(interpreter, ds, @"(PROG
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| 228 | (MAIN (CALL ADF1 2.0 3.0))
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| 229 | (defun ADF0
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| 230 | (- (ARG 1) (ARG 0)))
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| 231 | (defun ADF1
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| 232 | (+ (CALL ADF0 (ARG 1) (ARG 0))
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| 233 | (CALL ADF0 (ARG 0) (ARG 1)))))", 1, 0.0);
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| 234 | Evaluate(interpreter, ds, @"(PROG
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| 235 | (MAIN (CALL ADF1 (variable 2.0 a) 3.0))
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| 236 | (defun ADF0
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| 237 | (- (ARG 1) (ARG 0)))
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| 238 | (defun ADF1
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| 239 | (CALL ADF0 (ARG 1) (ARG 0))))", 1, 1.0);
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| 240 | Evaluate(interpreter, ds,
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| 241 | @"(PROG
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| 242 | (MAIN (CALL ADF1 (variable 2.0 a) 3.0))
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| 243 | (defun ADF0
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| 244 | (- (ARG 1) (ARG 0)))
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| 245 | (defun ADF1
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| 246 | (+ (CALL ADF0 (ARG 1) (ARG 0))
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| 247 | (CALL ADF0 (ARG 0) (ARG 1)))))", 1, 0.0);
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| 248 | }
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| 249 |
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| 250 | private void EvaluateOperations(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, Dataset ds) {
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[5574] | 251 | // addition
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| 252 | Evaluate(interpreter, ds, "(+ (variable 2.0 a ))", 1, 4.0);
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| 253 | Evaluate(interpreter, ds, "(+ (variable 2.0 a ) (variable 3.0 b ))", 0, 5.0);
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| 254 | Evaluate(interpreter, ds, "(+ (variable 2.0 a ) (variable 3.0 b ))", 1, 10.0);
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| 255 | Evaluate(interpreter, ds, "(+ (variable 2.0 a) (variable 3.0 b ))", 2, 8.0);
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| 256 | Evaluate(interpreter, ds, "(+ 8.0 2.0 2.0)", 0, 12.0);
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| 257 |
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| 258 | // subtraction
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| 259 | Evaluate(interpreter, ds, "(- (variable 2.0 a ))", 1, -4.0);
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| 260 | Evaluate(interpreter, ds, "(- (variable 2.0 a ) (variable 3.0 b))", 0, -1.0);
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| 261 | Evaluate(interpreter, ds, "(- (variable 2.0 a ) (variable 3.0 b ))", 1, -2.0);
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| 262 | Evaluate(interpreter, ds, "(- (variable 2.0 a ) (variable 3.0 b ))", 2, -4.0);
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| 263 | Evaluate(interpreter, ds, "(- 8.0 2.0 2.0)", 0, 4.0);
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| 264 |
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| 265 | // multiplication
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| 266 | Evaluate(interpreter, ds, "(* (variable 2.0 a ))", 0, 2.0);
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| 267 | Evaluate(interpreter, ds, "(* (variable 2.0 a ) (variable 3.0 b ))", 0, 6.0);
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| 268 | Evaluate(interpreter, ds, "(* (variable 2.0 a ) (variable 3.0 b ))", 1, 24.0);
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| 269 | Evaluate(interpreter, ds, "(* (variable 2.0 a ) (variable 3.0 b ))", 2, 12.0);
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| 270 | Evaluate(interpreter, ds, "(* 8.0 2.0 2.0)", 0, 32.0);
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| 271 |
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| 272 | // division
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| 273 | Evaluate(interpreter, ds, "(/ (variable 2.0 a ))", 1, 1.0 / 4.0);
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| 274 | Evaluate(interpreter, ds, "(/ (variable 2.0 a ) 2.0)", 0, 1.0);
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| 275 | Evaluate(interpreter, ds, "(/ (variable 2.0 a ) 2.0)", 1, 2.0);
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| 276 | Evaluate(interpreter, ds, "(/ (variable 3.0 b ) 2.0)", 2, 3.0);
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| 277 | Evaluate(interpreter, ds, "(/ 8.0 2.0 2.0)", 0, 2.0);
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| 278 |
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| 279 | // gt
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| 280 | Evaluate(interpreter, ds, "(> (variable 2.0 a) 2.0)", 0, -1.0);
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| 281 | Evaluate(interpreter, ds, "(> 2.0 (variable 2.0 a))", 0, -1.0);
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| 282 | Evaluate(interpreter, ds, "(> (variable 2.0 a) 1.9)", 0, 1.0);
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| 283 | Evaluate(interpreter, ds, "(> 1.9 (variable 2.0 a))", 0, -1.0);
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[6732] | 284 | Evaluate(interpreter, ds, "(> (log -1.0) (log -1.0))", 0, -1.0); // (> nan nan) should be false
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[5574] | 285 |
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| 286 | // lt
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| 287 | Evaluate(interpreter, ds, "(< (variable 2.0 a) 2.0)", 0, -1.0);
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| 288 | Evaluate(interpreter, ds, "(< 2.0 (variable 2.0 a))", 0, -1.0);
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| 289 | Evaluate(interpreter, ds, "(< (variable 2.0 a) 1.9)", 0, -1.0);
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| 290 | Evaluate(interpreter, ds, "(< 1.9 (variable 2.0 a))", 0, 1.0);
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[6732] | 291 | Evaluate(interpreter, ds, "(< (log -1.0) (log -1.0))", 0, -1.0); // (< nan nan) should be false
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[5574] | 292 |
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| 293 | // If
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| 294 | Evaluate(interpreter, ds, "(if -10.0 2.0 3.0)", 0, 3.0);
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| 295 | Evaluate(interpreter, ds, "(if -1.0 2.0 3.0)", 0, 3.0);
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| 296 | Evaluate(interpreter, ds, "(if 0.0 2.0 3.0)", 0, 3.0);
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| 297 | Evaluate(interpreter, ds, "(if 1.0 2.0 3.0)", 0, 2.0);
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| 298 | Evaluate(interpreter, ds, "(if 10.0 2.0 3.0)", 0, 2.0);
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[6732] | 299 | Evaluate(interpreter, ds, "(if (log -1.0) 2.0 3.0)", 0, 3.0); // if(nan) should return the else branch
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[5574] | 300 |
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| 301 | // NOT
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| 302 | Evaluate(interpreter, ds, "(not -1.0)", 0, 1.0);
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| 303 | Evaluate(interpreter, ds, "(not -2.0)", 0, 1.0);
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| 304 | Evaluate(interpreter, ds, "(not 1.0)", 0, -1.0);
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| 305 | Evaluate(interpreter, ds, "(not 2.0)", 0, -1.0);
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| 306 | Evaluate(interpreter, ds, "(not 0.0)", 0, 1.0);
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[6732] | 307 | Evaluate(interpreter, ds, "(not (log -1.0))", 0, 1.0);
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[5574] | 308 |
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| 309 | // AND
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| 310 | Evaluate(interpreter, ds, "(and -1.0 -2.0)", 0, -1.0);
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| 311 | Evaluate(interpreter, ds, "(and -1.0 2.0)", 0, -1.0);
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| 312 | Evaluate(interpreter, ds, "(and 1.0 -2.0)", 0, -1.0);
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| 313 | Evaluate(interpreter, ds, "(and 1.0 0.0)", 0, -1.0);
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| 314 | Evaluate(interpreter, ds, "(and 0.0 0.0)", 0, -1.0);
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| 315 | Evaluate(interpreter, ds, "(and 1.0 2.0)", 0, 1.0);
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| 316 | Evaluate(interpreter, ds, "(and 1.0 2.0 3.0)", 0, 1.0);
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| 317 | Evaluate(interpreter, ds, "(and 1.0 -2.0 3.0)", 0, -1.0);
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[6732] | 318 | Evaluate(interpreter, ds, "(and (log -1.0))", 0, -1.0); // (and NaN)
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| 319 | Evaluate(interpreter, ds, "(and (log -1.0) 1.0)", 0, -1.0); // (and NaN 1.0)
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[5574] | 320 |
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[6732] | 321 |
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[5574] | 322 | // OR
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| 323 | Evaluate(interpreter, ds, "(or -1.0 -2.0)", 0, -1.0);
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| 324 | Evaluate(interpreter, ds, "(or -1.0 2.0)", 0, 1.0);
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| 325 | Evaluate(interpreter, ds, "(or 1.0 -2.0)", 0, 1.0);
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| 326 | Evaluate(interpreter, ds, "(or 1.0 2.0)", 0, 1.0);
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| 327 | Evaluate(interpreter, ds, "(or 0.0 0.0)", 0, -1.0);
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| 328 | Evaluate(interpreter, ds, "(or -1.0 -2.0 -3.0)", 0, -1.0);
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| 329 | Evaluate(interpreter, ds, "(or -1.0 -2.0 3.0)", 0, 1.0);
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[6732] | 330 | Evaluate(interpreter, ds, "(or (log -1.0))", 0, -1.0); // (or NaN)
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| 331 | Evaluate(interpreter, ds, "(or (log -1.0) 1.0)", 0, -1.0); // (or NaN 1.0)
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[5574] | 332 |
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| 333 | // sin, cos, tan
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| 334 | Evaluate(interpreter, ds, "(sin " + Math.PI.ToString(NumberFormatInfo.InvariantInfo) + ")", 0, 0.0);
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| 335 | Evaluate(interpreter, ds, "(sin 0.0)", 0, 0.0);
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| 336 | Evaluate(interpreter, ds, "(cos " + Math.PI.ToString(NumberFormatInfo.InvariantInfo) + ")", 0, -1.0);
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| 337 | Evaluate(interpreter, ds, "(cos 0.0)", 0, 1.0);
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| 338 | Evaluate(interpreter, ds, "(tan " + Math.PI.ToString(NumberFormatInfo.InvariantInfo) + ")", 0, Math.Tan(Math.PI));
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| 339 | Evaluate(interpreter, ds, "(tan 0.0)", 0, Math.Tan(Math.PI));
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| 340 |
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| 341 | // exp, log
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| 342 | Evaluate(interpreter, ds, "(log (exp 7.0))", 0, Math.Log(Math.Exp(7)));
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| 343 | Evaluate(interpreter, ds, "(exp (log 7.0))", 0, Math.Exp(Math.Log(7)));
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| 344 | Evaluate(interpreter, ds, "(log -3.0)", 0, Math.Log(-3));
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| 345 |
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[6755] | 346 | // power
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| 347 | Evaluate(interpreter, ds, "(pow 2.0 3.0)", 0, 8.0);
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| 348 | Evaluate(interpreter, ds, "(pow 4.0 0.5)", 0, 1.0); // interpreter should round to the nearest integer value value (.5 is rounded to the even number)
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| 349 | Evaluate(interpreter, ds, "(pow 4.0 2.5)", 0, 16.0); // interpreter should round to the nearest integer value value (.5 is rounded to the even number)
|
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| 350 | Evaluate(interpreter, ds, "(pow -2.0 3.0)", 0, -8.0);
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| 351 | Evaluate(interpreter, ds, "(pow 2.0 -3.0)", 0, 1.0 / 8.0);
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| 352 | Evaluate(interpreter, ds, "(pow -2.0 -3.0)", 0, -1.0 / 8.0);
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| 353 |
|
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| 354 | // root
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| 355 | Evaluate(interpreter, ds, "(root 9.0 2.0)", 0, 3.0);
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| 356 | Evaluate(interpreter, ds, "(root 27.0 3.0)", 0, 3.0);
|
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| 357 | Evaluate(interpreter, ds, "(root 2.0 -3.0)", 0, Math.Pow(2.0, -1.0 / 3.0));
|
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| 358 |
|
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[5574] | 359 | // mean
|
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| 360 | Evaluate(interpreter, ds, "(mean -1.0 1.0 -1.0)", 0, -1.0 / 3.0);
|
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| 361 |
|
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[6769] | 362 | // lag
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| 363 | Evaluate(interpreter, ds, "(lagVariable 1.0 a -1) ", 1, ds.GetDoubleValue("A", 0));
|
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| 364 | Evaluate(interpreter, ds, "(lagVariable 1.0 a -1) ", 2, ds.GetDoubleValue("A", 1));
|
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| 365 | Evaluate(interpreter, ds, "(lagVariable 1.0 a 0) ", 2, ds.GetDoubleValue("A", 2));
|
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| 366 | Evaluate(interpreter, ds, "(lagVariable 1.0 a 1) ", 0, ds.GetDoubleValue("A", 1));
|
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[6809] | 367 |
|
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| 368 | // integral
|
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| 369 | Evaluate(interpreter, ds, "(integral -1.0 (variable 1.0 a)) ", 1, ds.GetDoubleValue("A", 0) + ds.GetDoubleValue("A", 1));
|
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| 370 | Evaluate(interpreter, ds, "(integral -1.0 (lagVariable 1.0 a 1)) ", 1, ds.GetDoubleValue("A", 1) + ds.GetDoubleValue("A", 2));
|
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| 371 | Evaluate(interpreter, ds, "(integral -2.0 (variable 1.0 a)) ", 2, ds.GetDoubleValue("A", 0) + ds.GetDoubleValue("A", 1) + ds.GetDoubleValue("A", 2));
|
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| 372 | Evaluate(interpreter, ds, "(integral -1.0 (* (variable 1.0 a) (variable 1.0 b)))", 1, ds.GetDoubleValue("A", 0) * ds.GetDoubleValue("B", 0) + ds.GetDoubleValue("A", 1) * ds.GetDoubleValue("B", 1));
|
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| 373 | Evaluate(interpreter, ds, "(integral -2.0 3.0)", 1, 9.0);
|
---|
| 374 |
|
---|
| 375 | // derivative
|
---|
| 376 | // (f_0 + 2 * f_1 - 2 * f_3 - f_4) / 8; // h = 1
|
---|
| 377 | Evaluate(interpreter, ds, "(diff (variable 1.0 a)) ", 5, (ds.GetDoubleValue("A", 5) + 2 * ds.GetDoubleValue("A", 4) - 2 * ds.GetDoubleValue("A", 2) - ds.GetDoubleValue("A", 1)) / 8.0);
|
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| 378 | Evaluate(interpreter, ds, "(diff (variable 1.0 b)) ", 5, (ds.GetDoubleValue("B", 5) + 2 * ds.GetDoubleValue("B", 4) - 2 * ds.GetDoubleValue("B", 2) - ds.GetDoubleValue("B", 1)) / 8.0);
|
---|
| 379 | Evaluate(interpreter, ds, "(diff (* (variable 1.0 a) (variable 1.0 b)))", 5, +
|
---|
| 380 | (ds.GetDoubleValue("A", 5) * ds.GetDoubleValue("B", 5) +
|
---|
| 381 | 2 * ds.GetDoubleValue("A", 4) * ds.GetDoubleValue("B", 4) -
|
---|
| 382 | 2 * ds.GetDoubleValue("A", 2) * ds.GetDoubleValue("B", 2) -
|
---|
| 383 | ds.GetDoubleValue("A", 1) * ds.GetDoubleValue("B", 1)) / 8.0);
|
---|
| 384 | Evaluate(interpreter, ds, "(diff -2.0 3.0)", 5, 0.0);
|
---|
| 385 |
|
---|
| 386 | // timelag
|
---|
| 387 | Evaluate(interpreter, ds, "(lag -1.0 (lagVariable 1.0 a 2)) ", 1, ds.GetDoubleValue("A", 2));
|
---|
| 388 | Evaluate(interpreter, ds, "(lag -2.0 (lagVariable 1.0 a 2)) ", 2, ds.GetDoubleValue("A", 2));
|
---|
| 389 | Evaluate(interpreter, ds, "(lag -1.0 (* (lagVariable 1.0 a 1) (lagVariable 1.0 b 2)))", 1, ds.GetDoubleValue("A", 1) * ds.GetDoubleValue("B", 2));
|
---|
| 390 | Evaluate(interpreter, ds, "(lag -2.0 3.0)", 1, 3.0);
|
---|
[8123] | 391 |
|
---|
| 392 | {
|
---|
| 393 | // special functions
|
---|
| 394 | Action<double> checkAiry = (x) => {
|
---|
| 395 | double ai, aip, bi, bip;
|
---|
| 396 | alglib.airy(x, out ai, out aip, out bi, out bip);
|
---|
| 397 | Evaluate(interpreter, ds, "(airya " + x + ")", 0, ai);
|
---|
| 398 | Evaluate(interpreter, ds, "(airyb " + x + ")", 0, bi);
|
---|
| 399 | };
|
---|
| 400 |
|
---|
| 401 | Action<double> checkBessel = (x) => {
|
---|
| 402 | Evaluate(interpreter, ds, "(bessel " + x + ")", 0, alglib.besseli0(x));
|
---|
| 403 | };
|
---|
| 404 |
|
---|
| 405 | Action<double> checkSinCosIntegrals = (x) => {
|
---|
| 406 | double si, ci;
|
---|
| 407 | alglib.sinecosineintegrals(x, out si, out ci);
|
---|
| 408 | Evaluate(interpreter, ds, "(cosint " + x + ")", 0, ci);
|
---|
| 409 | Evaluate(interpreter, ds, "(sinint " + x + ")", 0, si);
|
---|
| 410 | };
|
---|
| 411 | Action<double> checkHypSinCosIntegrals = (x) => {
|
---|
| 412 | double shi, chi;
|
---|
| 413 | alglib.hyperbolicsinecosineintegrals(x, out shi, out chi);
|
---|
| 414 | Evaluate(interpreter, ds, "(hypcosint " + x + ")", 0, chi);
|
---|
| 415 | Evaluate(interpreter, ds, "(hypsinint " + x + ")", 0, shi);
|
---|
| 416 | };
|
---|
| 417 | Action<double> checkFresnelSinCosIntegrals = (x) => {
|
---|
| 418 | double c = 0, s = 0;
|
---|
| 419 | alglib.fresnelintegral(x, ref c, ref s);
|
---|
| 420 | Evaluate(interpreter, ds, "(fresnelcosint " + x + ")", 0, c);
|
---|
| 421 | Evaluate(interpreter, ds, "(fresnelsinint " + x + ")", 0, s);
|
---|
| 422 | };
|
---|
| 423 | Action<double> checkNormErf = (x) => {
|
---|
| 424 | Evaluate(interpreter, ds, "(norm " + x + ")", 0, alglib.normaldistribution(x));
|
---|
| 425 | Evaluate(interpreter, ds, "(erf " + x + ")", 0, alglib.errorfunction(x));
|
---|
| 426 | };
|
---|
| 427 |
|
---|
| 428 | Action<double> checkGamma = (x) => {
|
---|
| 429 | Evaluate(interpreter, ds, "(gamma " + x + ")", 0, alglib.gammafunction(x));
|
---|
| 430 | };
|
---|
| 431 | Action<double> checkPsi = (x) => {
|
---|
| 432 | try {
|
---|
| 433 | Evaluate(interpreter, ds, "(psi " + x + ")", 0, alglib.psi(x));
|
---|
| 434 | }
|
---|
[9828] | 435 | catch (alglib.alglibexception) { // ignore cases where alglib throws an exception
|
---|
| 436 | }
|
---|
[8123] | 437 | };
|
---|
| 438 | Action<double> checkDawson = (x) => {
|
---|
| 439 | Evaluate(interpreter, ds, "(dawson " + x + ")", 0, alglib.dawsonintegral(x));
|
---|
| 440 | };
|
---|
| 441 | Action<double> checkExpInt = (x) => {
|
---|
| 442 | Evaluate(interpreter, ds, "(expint " + x + ")", 0, alglib.exponentialintegralei(x));
|
---|
| 443 | };
|
---|
| 444 |
|
---|
| 445 |
|
---|
| 446 |
|
---|
| 447 | foreach (var e in new[] { -2.0, -1.0, 0.0, 1.0, 2.0 }) {
|
---|
| 448 | checkAiry(e);
|
---|
| 449 | checkBessel(e);
|
---|
| 450 | checkSinCosIntegrals(e);
|
---|
| 451 | checkGamma(e);
|
---|
| 452 | checkExpInt(e);
|
---|
| 453 | checkDawson(e);
|
---|
| 454 | checkPsi(e);
|
---|
| 455 | checkNormErf(e);
|
---|
| 456 | checkFresnelSinCosIntegrals(e);
|
---|
| 457 | checkHypSinCosIntegrals(e);
|
---|
| 458 | }
|
---|
| 459 | }
|
---|
[5574] | 460 | }
|
---|
| 461 |
|
---|
[6732] | 462 | private void Evaluate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, Dataset ds, string expr, int index, double expected) {
|
---|
[5574] | 463 | var importer = new SymbolicExpressionImporter();
|
---|
| 464 | ISymbolicExpressionTree tree = importer.Import(expr);
|
---|
| 465 |
|
---|
| 466 | double actual = interpreter.GetSymbolicExpressionTreeValues(tree, ds, Enumerable.Range(index, 1)).First();
|
---|
| 467 |
|
---|
[6809] | 468 | Assert.IsFalse(double.IsNaN(actual) && !double.IsNaN(expected));
|
---|
| 469 | Assert.IsFalse(!double.IsNaN(actual) && double.IsNaN(expected));
|
---|
[5574] | 470 | Assert.AreEqual(expected, actual, 1.0E-12, expr);
|
---|
| 471 | }
|
---|
| 472 | }
|
---|
| 473 | }
|
---|