private ISymbolicExpressionTreeNode ParseIntegral(Queue <Token> tokens)
{
Token varTok = tokens.Dequeue();
Debug.Assert(varTok.StringValue == "INTEGRAL");
LaggedTreeNode t = (LaggedTreeNode)integral.CreateTreeNode();
t.Lag = (int)tokens.Dequeue().DoubleValue;
return(t);
}
private ISymbolicExpressionTreeNode ParseTimeLag(Queue <Token> tokens)
{
Token varTok = tokens.Dequeue();
Debug.Assert(varTok.StringValue == "LAG");
LaggedTreeNode t = (LaggedTreeNode)timeLag.CreateTreeNode();
t.Lag = (int)tokens.Dequeue().DoubleValue;
return(t);
}
protected LaggedTreeNode(LaggedTreeNode original, Cloner cloner)
: base(original, cloner)
{
lag = original.lag;
}
private void CompileInstructions(ILGenerator il, InterpreterState state, IDataset ds)
{
Instruction currentInstr = state.NextInstruction();
int nArgs = currentInstr.nArguments;
switch (currentInstr.opCode)
{
case OpCodes.Add: {
if (nArgs > 0)
{
CompileInstructions(il, state, ds);
}
for (int i = 1; i < nArgs; i++)
{
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Add);
}
return;
}
case OpCodes.Sub: {
if (nArgs == 1)
{
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Neg);
return;
}
if (nArgs > 0)
{
CompileInstructions(il, state, ds);
}
for (int i = 1; i < nArgs; i++)
{
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Sub);
}
return;
}
case OpCodes.Mul: {
if (nArgs > 0)
{
CompileInstructions(il, state, ds);
}
for (int i = 1; i < nArgs; i++)
{
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Mul);
}
return;
}
case OpCodes.Div: {
if (nArgs == 1)
{
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0);
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Div);
return;
}
if (nArgs > 0)
{
CompileInstructions(il, state, ds);
}
for (int i = 1; i < nArgs; i++)
{
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Div);
}
return;
}
case OpCodes.Average: {
CompileInstructions(il, state, ds);
for (int i = 1; i < nArgs; i++)
{
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Add);
}
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, nArgs);
il.Emit(System.Reflection.Emit.OpCodes.Div);
return;
}
case OpCodes.Cos: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, cos);
return;
}
case OpCodes.Sin: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, sin);
return;
}
case OpCodes.Tan: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, tan);
return;
}
case OpCodes.Power: {
CompileInstructions(il, state, ds);
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, round);
il.Emit(System.Reflection.Emit.OpCodes.Call, power);
return;
}
case OpCodes.Root: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // 1 / round(...)
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, round);
il.Emit(System.Reflection.Emit.OpCodes.Div);
il.Emit(System.Reflection.Emit.OpCodes.Call, power);
return;
}
case OpCodes.Exp: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, exp);
return;
}
case OpCodes.Log: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, log);
return;
}
case OpCodes.Square: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0);
il.Emit(System.Reflection.Emit.OpCodes.Call, power);
return;
}
case OpCodes.SquareRoot: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, sqrt);
return;
}
case OpCodes.AiryA: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, airyA);
return;
}
case OpCodes.AiryB: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, airyB);
return;
}
case OpCodes.Bessel: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, bessel);
return;
}
case OpCodes.CosineIntegral: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, cosIntegral);
return;
}
case OpCodes.Dawson: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, dawson);
return;
}
case OpCodes.Erf: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, erf);
return;
}
case OpCodes.ExponentialIntegralEi: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, expIntegralEi);
return;
}
case OpCodes.FresnelCosineIntegral: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, fresnelCosIntegral);
return;
}
case OpCodes.FresnelSineIntegral: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, fresnelSinIntegral);
return;
}
case OpCodes.Gamma: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, gamma);
return;
}
case OpCodes.HyperbolicCosineIntegral: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, hypCosIntegral);
return;
}
case OpCodes.HyperbolicSineIntegral: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, hypSinIntegral);
return;
}
case OpCodes.Norm: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, norm);
return;
}
case OpCodes.Psi: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, psi);
return;
}
case OpCodes.SineIntegral: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Call, sinIntegral);
return;
}
case OpCodes.IfThenElse: {
Label end = il.DefineLabel();
Label c1 = il.DefineLabel();
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
il.Emit(System.Reflection.Emit.OpCodes.Cgt);
il.Emit(System.Reflection.Emit.OpCodes.Brfalse, c1);
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Br, end);
il.MarkLabel(c1);
CompileInstructions(il, state, ds);
il.MarkLabel(end);
return;
}
case OpCodes.AND: {
Label falseBranch = il.DefineLabel();
Label end = il.DefineLabel();
CompileInstructions(il, state, ds);
for (int i = 1; i < nArgs; i++)
{
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
il.Emit(System.Reflection.Emit.OpCodes.Cgt);
il.Emit(System.Reflection.Emit.OpCodes.Brfalse, falseBranch);
CompileInstructions(il, state, ds);
}
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
il.Emit(System.Reflection.Emit.OpCodes.Cgt);
il.Emit(System.Reflection.Emit.OpCodes.Brfalse, falseBranch);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // 1
il.Emit(System.Reflection.Emit.OpCodes.Br, end);
il.MarkLabel(falseBranch);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // -1
il.Emit(System.Reflection.Emit.OpCodes.Neg);
il.MarkLabel(end);
return;
}
case OpCodes.OR: {
Label trueBranch = il.DefineLabel();
Label end = il.DefineLabel();
Label resultBranch = il.DefineLabel();
CompileInstructions(il, state, ds);
for (int i = 1; i < nArgs; i++)
{
Label nextArgBranch = il.DefineLabel();
// complex definition because of special properties of NaN
il.Emit(System.Reflection.Emit.OpCodes.Dup);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // <= 0
il.Emit(System.Reflection.Emit.OpCodes.Ble, nextArgBranch);
il.Emit(System.Reflection.Emit.OpCodes.Br, resultBranch);
il.MarkLabel(nextArgBranch);
il.Emit(System.Reflection.Emit.OpCodes.Pop);
CompileInstructions(il, state, ds);
}
il.MarkLabel(resultBranch);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
il.Emit(System.Reflection.Emit.OpCodes.Cgt);
il.Emit(System.Reflection.Emit.OpCodes.Brtrue, trueBranch);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // -1
il.Emit(System.Reflection.Emit.OpCodes.Neg);
il.Emit(System.Reflection.Emit.OpCodes.Br, end);
il.MarkLabel(trueBranch);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // 1
il.MarkLabel(end);
return;
}
case OpCodes.NOT: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
il.Emit(System.Reflection.Emit.OpCodes.Cgt);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2
il.Emit(System.Reflection.Emit.OpCodes.Mul);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1
il.Emit(System.Reflection.Emit.OpCodes.Sub);
il.Emit(System.Reflection.Emit.OpCodes.Neg); // * -1
return;
}
case OpCodes.XOR: {
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0);
il.Emit(System.Reflection.Emit.OpCodes.Cgt);// > 0
for (int i = 1; i < nArgs; i++)
{
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0);
il.Emit(System.Reflection.Emit.OpCodes.Cgt);// > 0
il.Emit(System.Reflection.Emit.OpCodes.Xor);
}
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2
il.Emit(System.Reflection.Emit.OpCodes.Mul);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1
il.Emit(System.Reflection.Emit.OpCodes.Sub);
return;
}
case OpCodes.GT: {
CompileInstructions(il, state, ds);
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Cgt); // 1 (>) / 0 (otherwise)
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2
il.Emit(System.Reflection.Emit.OpCodes.Mul);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1
il.Emit(System.Reflection.Emit.OpCodes.Sub);
return;
}
case OpCodes.LT: {
CompileInstructions(il, state, ds);
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Clt);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2
il.Emit(System.Reflection.Emit.OpCodes.Mul);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1
il.Emit(System.Reflection.Emit.OpCodes.Sub);
return;
}
case OpCodes.TimeLag: {
LaggedTreeNode laggedTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -= lag
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, laggedTreeNode.Lag);
il.Emit(System.Reflection.Emit.OpCodes.Add);
il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
var prevLaggedContext = state.InLaggedContext;
state.InLaggedContext = true;
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row += lag
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, laggedTreeNode.Lag);
il.Emit(System.Reflection.Emit.OpCodes.Sub);
il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
state.InLaggedContext = prevLaggedContext;
return;
}
case OpCodes.Integral: {
int savedPc = state.ProgramCounter;
LaggedTreeNode laggedTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -= lag
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, laggedTreeNode.Lag);
il.Emit(System.Reflection.Emit.OpCodes.Add);
il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
var prevLaggedContext = state.InLaggedContext;
state.InLaggedContext = true;
CompileInstructions(il, state, ds);
for (int l = laggedTreeNode.Lag; l < 0; l++)
{
il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row += lag
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_1);
il.Emit(System.Reflection.Emit.OpCodes.Add);
il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
state.ProgramCounter = savedPc;
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Add);
}
state.InLaggedContext = prevLaggedContext;
return;
}
//mkommend: derivate calculation taken from:
//http://www.holoborodko.com/pavel/numerical-methods/numerical-derivative/smooth-low-noise-differentiators/
//one sided smooth differentiatior, N = 4
// y' = 1/8h (f_i + 2f_i-1, -2 f_i-3 - f_i-4)
case OpCodes.Derivative: {
int savedPc = state.ProgramCounter;
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row --
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_M1);
il.Emit(System.Reflection.Emit.OpCodes.Add);
il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
state.ProgramCounter = savedPc;
var prevLaggedContext = state.InLaggedContext;
state.InLaggedContext = true;
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // f_0 + 2 * f_1
il.Emit(System.Reflection.Emit.OpCodes.Mul);
il.Emit(System.Reflection.Emit.OpCodes.Add);
il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -=2
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_2);
il.Emit(System.Reflection.Emit.OpCodes.Sub);
il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
state.ProgramCounter = savedPc;
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // f_0 + 2 * f_1 - 2 * f_3
il.Emit(System.Reflection.Emit.OpCodes.Mul);
il.Emit(System.Reflection.Emit.OpCodes.Sub);
il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row --
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_M1);
il.Emit(System.Reflection.Emit.OpCodes.Add);
il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
state.ProgramCounter = savedPc;
CompileInstructions(il, state, ds);
il.Emit(System.Reflection.Emit.OpCodes.Sub); // f_0 + 2 * f_1 - 2 * f_3 - f_4
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 8.0); // / 8
il.Emit(System.Reflection.Emit.OpCodes.Div);
il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row +=4
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_4);
il.Emit(System.Reflection.Emit.OpCodes.Add);
il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
state.InLaggedContext = prevLaggedContext;
return;
}
case OpCodes.Call: {
throw new NotSupportedException(
"Automatically defined functions are not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter. Either turn of ADFs or change the interpeter.");
}
case OpCodes.Arg: {
throw new NotSupportedException(
"Automatically defined functions are not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter. Either turn of ADFs or change the interpeter.");
}
case OpCodes.Variable: {
VariableTreeNode varNode = (VariableTreeNode)currentInstr.dynamicNode;
il.Emit(System.Reflection.Emit.OpCodes.Ldarg_1); // load columns array
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, (int)currentInstr.data);
// load correct column of the current variable
il.Emit(System.Reflection.Emit.OpCodes.Ldelem_Ref);
il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // rowIndex
if (!state.InLaggedContext)
{
il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, varNode.Weight); // load weight
il.Emit(System.Reflection.Emit.OpCodes.Mul);
}
else
{
var nanResult = il.DefineLabel();
var normalResult = il.DefineLabel();
il.Emit(System.Reflection.Emit.OpCodes.Dup);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0);
il.Emit(System.Reflection.Emit.OpCodes.Blt, nanResult);
il.Emit(System.Reflection.Emit.OpCodes.Dup);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, ds.Rows);
il.Emit(System.Reflection.Emit.OpCodes.Bge, nanResult);
il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, varNode.Weight); // load weight
il.Emit(System.Reflection.Emit.OpCodes.Mul);
il.Emit(System.Reflection.Emit.OpCodes.Br, normalResult);
il.MarkLabel(nanResult);
il.Emit(System.Reflection.Emit.OpCodes.Pop); // rowIndex
il.Emit(System.Reflection.Emit.OpCodes.Pop); // column reference
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, double.NaN);
il.MarkLabel(normalResult);
}
return;
}
case OpCodes.LagVariable: {
var nanResult = il.DefineLabel();
var normalResult = il.DefineLabel();
LaggedVariableTreeNode varNode = (LaggedVariableTreeNode)currentInstr.dynamicNode;
il.Emit(System.Reflection.Emit.OpCodes.Ldarg_1); // load columns array
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, (int)currentInstr.data);
// load correct column of the current variable
il.Emit(System.Reflection.Emit.OpCodes.Ldelem_Ref);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, varNode.Lag); // lag
il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // rowIndex
il.Emit(System.Reflection.Emit.OpCodes.Add); // actualRowIndex = rowIndex + sampleOffset
il.Emit(System.Reflection.Emit.OpCodes.Dup);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0);
il.Emit(System.Reflection.Emit.OpCodes.Blt, nanResult);
il.Emit(System.Reflection.Emit.OpCodes.Dup);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, ds.Rows);
il.Emit(System.Reflection.Emit.OpCodes.Bge, nanResult);
il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue);
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, varNode.Weight); // load weight
il.Emit(System.Reflection.Emit.OpCodes.Mul);
il.Emit(System.Reflection.Emit.OpCodes.Br, normalResult);
il.MarkLabel(nanResult);
il.Emit(System.Reflection.Emit.OpCodes.Pop); // sample index
il.Emit(System.Reflection.Emit.OpCodes.Pop); // column reference
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, double.NaN);
il.MarkLabel(normalResult);
return;
}
case OpCodes.Constant: {
ConstantTreeNode constNode = (ConstantTreeNode)currentInstr.dynamicNode;
il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, constNode.Value);
return;
}
//mkommend: this symbol uses the logistic function f(x) = 1 / (1 + e^(-alpha * x) )
//to determine the relative amounts of the true and false branch see http://en.wikipedia.org/wiki/Logistic_function
case OpCodes.VariableCondition: {
throw new NotSupportedException("Interpretation of symbol " + currentInstr.dynamicNode.Symbol.Name +
" is not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter");
}
default:
throw new NotSupportedException("Interpretation of symbol " + currentInstr.dynamicNode.Symbol.Name +
" is not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter");
}
}
protected LaggedTreeNode(LaggedTreeNode original, Cloner cloner)
: base(original, cloner) {
lag = original.lag;
}
