public void Propagate(List <IProbabilityDistribution> inputDistributions, List <IProbabilityDistribution> outputDistributions, WorkflowComponent innerWorkflow)
{
filer = (createFile) ? new CSVFiler(path) : null;
try
{
int NInputDistributions = inputDistributions.Count;
int Nout = outputDistributions.Count;
foreach (IProbabilityDistribution dist in inputDistributions)
{
dist.Data.Value = dist.Mean;
}
// Defining the "deltas" for the computation of the propagation stencils:
double[] h_plus = new double[NInputDistributions];
double[] h_minus = new double[NInputDistributions];
for (int j = 0; j < NInputDistributions; j++)
{
IProbabilityDistribution dist = inputDistributions[j];
h_plus[j] = dist.Skewness / 2 + Math.Sqrt(dist.Kurtosis - (3.0 / 4) * Math.Pow(dist.Skewness, 2));
h_minus[j] = dist.Skewness / 2 - Math.Sqrt(dist.Kurtosis - (3.0 / 4) * Math.Pow(dist.Skewness, 2));
}
// Setup of the URQ weights:
double W0 = 1;
double[] Wp = new double[NInputDistributions];
double[] Wp_plus = new double[NInputDistributions];
double[] Wp_minus = new double[NInputDistributions];
double[] Wp_plusminus = new double[NInputDistributions];
for (int i = 0; i < NInputDistributions; i++)
{
W0 += 1.0 / (h_plus[i] * h_minus[i]);
double delta = h_plus[i] - h_minus[i];
Wp[i] = 1.0 / delta;
Wp_plus[i] = (Math.Pow(h_plus[i], 2) - h_plus[i] * h_minus[i] - 1) / (Math.Pow(delta, 2));
Wp_minus[i] = (Math.Pow(h_minus[i], 2) - h_plus[i] * h_minus[i] - 1) / (Math.Pow(delta, 2));
Wp_plusminus[i] = 2 / (Math.Pow(delta, 2));
}
// Center point evaluation
ExecutePoint(innerWorkflow, Nout, out double[] output0);
double[] means = new double[Nout];
double[] variances = new double[Nout];
for (int i = 0; i < Nout; i++)
{
means[i] = W0 * output0[i];
}
// Stencil evaluation:
for (int p = 0; p < NInputDistributions; p++)
{
IProbabilityDistribution dist = inputDistributions[p];
// Dimension i, forward stencil point evaluation
dist.Data.Value = dist.Mean + h_plus[p] * Math.Sqrt(dist.Variance);
ExecutePoint(innerWorkflow, Nout, out double[] output_plus);
// Dimension i, backeard stencil point evaluation
dist.Data.Value = dist.Mean + h_minus[p] * Math.Sqrt(dist.Variance);
ExecutePoint(innerWorkflow, Nout, out double[] output_minus);
// Estimation of the mean and variance for all the model outputs:
for (int j = 0; j < Nout; j++)
{
means[j] += Wp[p] * ((output_plus[j] / h_plus[p]) - (output_minus[j] / h_minus[p]));
double deltap = (output_plus[j] - output0[j]) / h_plus[p];
double deltam = (output_minus[j] - output0[j]) / h_minus[p];
variances[j] += Wp_plus[p] * deltap * deltap
+ Wp_minus[p] * deltam * deltam
+ Wp_plusminus[p] * deltap * deltam;
}
// Recover original value
dist.Data.Value = dist.Mean;
}
for (int i = 0; i < outputDistributions.Count; i++)
{
outputDistributions[i].Update(new double[] { means[i], variances[i], 0, 3 });
}
}
finally
{
filer?.Dispose();
}
}
public override bool ApplyOn()
{
csvCreation = true;
#region Version 1.0
var tradestudy = new ArrayList();
for (int i = 0; i < factors.Count; i++)
{
var options = new TS_Input_set("Data", factors[i].Name, "min", (double)startingValues[i], "max", (double)(startingValues[i] * noOfLevels[i]), "Increment", (double)noOfLevels[i]);
tradestudy.Add(options);
}
var treatmentTSInput = new Treatment_InOut_TS_Input(tradestudy);
#endregion Version 1.0
string directory = Path.GetDirectoryName(databaseFileName);
string fileNameWithoutExtension = Path.GetFileNameWithoutExtension(databaseFileName);
string connectionString = $"DataSource=\"{databaseFileName}\"";
var connection = new SqlCeConnection(connectionString);
SqlCeCommand insertCmd = null;
string sql = "";
var filer = new CSVFiler(CsvPath);
try
{
#region Results Database Preparation
for (int i = 0; i < factors.Count; i++)
{
Result.MinValues.Add((double)(startingValues[i]));
if (stepSizes == null)
{
Result.MaxValues.Add((double)(arr[i][arr[i].Count() - 1]));
}
else
{
Result.MaxValues.Add((double)(startingValues[i] + (noOfLevels[i] - 1) * stepSizes[i]));
}
}
foreach (Data data in responses)
{
// Minimum and maximum values for result will be added later after execution of the workflow
responsesMinValues.Add(Double.PositiveInfinity);
responsesMaxValues.Add(Double.NegativeInfinity);
}
#endregion Results Database Preparation
#region Permutations Generation
var permutations = new List <List <decimal> >();
foreach (decimal init in arr[0])
{
var temp = new List <decimal> {
init
};
permutations.Add(temp);
}
for (int i = 1; i < arr.Length; ++i)
{
permutations = Permutation(permutations, arr[i]);
}
#endregion Permutations Generation
#region SDF File
if (sdfCreation)
{
#region Create tables
if (connection.State == ConnectionState.Closed)
{
connection.Open();
}
string createTableSQL = "create table " + fileNameWithoutExtension + " (ID int, ";
for (int i = 0; i < factors.Count(); i++)
{
string columnHeader = factors[i].Name;
createTableSQL += columnHeader + " ";
if (factors[i] is IntegerData)
{
createTableSQL += "int, ";
}
else if (factors[i] is DoubleData)
{
createTableSQL += "float, ";
}
}
for (int i = 0; i < responses.Count(); i++)
{
string columnHeader = responses[i].Name;
createTableSQL += columnHeader + " ";
if ((responses[i]) is IntegerData)
{
createTableSQL += "int, ";
}
else if (responses[i] is DoubleData)
{
createTableSQL += "float, ";
}
else if (responses[i] is DoubleVectorData)
{
createTableSQL += "nvarchar(2000), ";
}
else if (responses[i] is DoubleMatrixData)
{
createTableSQL += "nvarchar(4000), ";
}
}
if (factors.Count() + responses.Count() > 0)
{
createTableSQL = createTableSQL.Remove(createTableSQL.Length - 2);
}
createTableSQL += ")";
// Create SQL create table command for "SQL Server Compact Edition"
var createTableSQLCmd = new SqlCeCommand(createTableSQL, connection);
createTableSQLCmd.ExecuteNonQuery();
#endregion Create tables
#region Insert SQL Command
sql = "insert into " + fileNameWithoutExtension + " (ID, ";
string valuesString = "values (@ID, ";
for (int i = 0; i < factors.Count; i++)
{
sql += factors[i].Name + ", ";
valuesString += "@" + factors[i].Name + ", ";
}
for (int i = 0; i < responses.Count; i++)
{
sql += responses[i].Name + ", ";
valuesString += "@" + responses[i].Name + ", ";
}
if (factors.Count + responses.Count > 0)
{
sql = sql.Remove(sql.Length - 2);
valuesString = valuesString.Remove(valuesString.Length - 2);
}
sql += ")";
valuesString += ")";
sql += (" " + valuesString);
#endregion Insert SQL Command
}
#endregion SDF File
int tableID = 0;
int sz = factors.Count;
//int tot = (int)inf[1];
long tot = permutations.Count;
double[,] indices = new double[tot, sz];
long updatePeriod = Math.Max(tot / 100, 1);
foreach (List <decimal> list in permutations)
{
tableID++;
#region Parameter Value Assignment
for (int i = 0; i < list.Count; i++)
{
Data workflowInput = Component.ModelDataInputs.Find(delegate(Data d) { return(d.Name == factors[i].Name); });
if (workflowInput is IntegerData)
{
workflowInput.Value = (int)list[i];
}
if (workflowInput is DoubleData)
{
workflowInput.Value = (double)list[i];
}
}
#endregion Parameter Value Assignment
#region SDF Creation
if (sdfCreation)
{
insertCmd = new SqlCeCommand(sql, connection);
insertCmd.Parameters.AddWithValue("@ID", tableID);
for (int i = 0; i < list.Count; i++)
{
insertCmd.Parameters.AddWithValue("@" + factors[i].Name, list[i]);
}
}
#endregion SDF Creation
// Execute workflow
bool statusToCheck = Component.Execute();
for (int i = 0; i < responses.Count; i++)
{
// Store workflow data outputs as responses
Data workflowData = null;
workflowData = Component.ModelDataInputs.Find(delegate(Data d) { return(d.Name == responses[i].Name); });
if (workflowData == null)
{
workflowData = Component.ModelDataOutputs.Find(delegate(Data d) { return(d.Name == responses[i].Name); });
}
if (workflowData != null)
{
#region SDF Creation
if (sdfCreation)
{
if (workflowData is DoubleData)
{
responses[i].Value = Convert.ToDouble(workflowData.Value); //atif and xin 29042016
if (((double)(workflowData.Value)) < responsesMinValues[i])
{
responsesMinValues[i] = Convert.ToDouble(workflowData.Value);
}
if (((double)(workflowData.Value)) > responsesMaxValues[i])
{
responsesMaxValues[i] = Convert.ToDouble(workflowData.Value);
}
// Update database insert command
insertCmd.Parameters.AddWithValue("@" + responses[i].Name, (double)(responses[i].Value));
}
else if (workflowData is DoubleVectorData)
{
responses[i].Value = workflowData.Value;
// Update database insert command
string val = "";
foreach (double d in (double[])(responses[i].Value))
{
val += (d + ",");
}
val = val.TrimEnd(',');
insertCmd.Parameters.AddWithValue("@" + responses[i].Name, val);
}
else if (workflowData is DoubleMatrixData)
{
responses[i].Value = workflowData.Value;
// Update database insert command
double[,] data = (double[, ])(responses[i].Value);
string val = "";
for (int r = 0; r < data.GetLength(0); r++)
{
for (int c = 0; c < data.GetLength(1); c++)
{
val += (data[r, c] + ",");
}
val = val.TrimEnd(',');
val += ";";
}
val = val.TrimEnd(';');
insertCmd.Parameters.AddWithValue("@" + responses[i].Name, val);
}
else if (workflowData is IntegerData)
{
responses[i].Value = (int)(workflowData.Value);
if (((int)(workflowData.Value)) < responsesMinValues[i])
{
responsesMinValues[i] = (int)(workflowData.Value);
}
if (((int)(workflowData.Value)) > responsesMaxValues[i])
{
responsesMaxValues[i] = (int)(workflowData.Value);
}
// Update database insert command
insertCmd.Parameters.AddWithValue("@" + responses[i].Name, (int)(responses[i].Value));
}
else if (workflowData is IntegerVectorData)
{
responses[i].Value = workflowData.Value;
// Update database insert command
string val = "";
foreach (int d in (int[])(responses[i].Value))
{
val += (d + ",");
}
val = val.TrimEnd(',');
insertCmd.Parameters.AddWithValue("@" + responses[i].Name, val);
}
else
{
}
}
#endregion SDF Creation
}
}
// Execute database insert command
if (statusToCheck)
{
#region SDF Creation
if (sdfCreation)
{
insertCmd.ExecuteNonQuery();
}
#endregion SDF Creation
if (csvCreation)
{
filer.NewRow();
filer.AddToRow(tableID);
for (int i = 0; i < list.Count; i++)
{
filer.AddToRow(list[i]);
}
for (int i = 0; i < responses.Count; i++)
{
filer.AddToRow(responses[i]);
}
filer.WriteRow();
}
}
if (tableID % updatePeriod == 0)
{
ProgressReposter.ReportProgress(Convert.ToInt32(tableID * 100.0 / tot));
}
}
}
catch (SqlCeException sqlexception)
{
Console.WriteLine(sqlexception.Message, "Oh Crap.");
}
catch (Exception ex)
{
Console.WriteLine(ex.Message, "Oh Crap.");
}
finally
{
connection.Close();
filer.Dispose();
ProgressReposter.ReportProgress(100);
}
// Results Min and Max values
for (int i = 0; i < responses.Count; i++)
{
Result.MinValues.Add(responsesMinValues[i]);
Result.MaxValues.Add(responsesMaxValues[i]);
}
return(true);
}
public void Propagate(List <IMCSDistribution> inputDistributions, List <ProbabilityDistributionFromSamples> outputDistributions, WorkflowComponent innerWorkflow)
{
filer = (createFile) ? new CSVFiler(path) : null;
try
{
int Ninputs = inputDistributions.Count;
int Noutputs = outputDistributions.Count;
Matrix <double> samples = Matrix <double> .Build.Dense(NSamples, Ninputs + Noutputs);
for (int i = 0; i < inputDistributions.Count; i++)
{
samples.SetColumn(i, inputDistributions[i].GetSamples(NSamples));
}
for (int s = 0; s < NSamples; s++)
{
int v = 0;
foreach (IProbabilityDistribution input in inputDistributions)
{
input.Data.Value = samples[s, v];
v++;
}
// Execute workflow
bool statusToCheck = innerWorkflow.Execute();
foreach (IProbabilityDistribution output in outputDistributions)
{
samples[s, v] = Convert.ToDouble(output.Data.Value);
v++;
}
if (createFile && statusToCheck)
{
// Execute database insert command
filer.NewRow();
//filer.AddToRow(i);
foreach (Data input in innerWorkflow.ModelDataInputs)
{
filer.AddToRow(input);
}
foreach (Data output in innerWorkflow.ModelDataInputs)
{
filer.AddToRow(output);
}
filer.WriteRow();
}
}
int o = Ninputs;
foreach (IProbabilityDistribution output in outputDistributions)
{
output.Update(samples.Column(o).AsArray());
o++;
}
Samples = samples;
}
finally
{
filer?.Dispose();
}
}