private ISymbolicExpressionTreeNode ParseLaggedVariable(Queue <Token> tokens)
{
Token varTok = tokens.Dequeue();
Debug.Assert(varTok.StringValue == "LAGVARIABLE");
LaggedVariableTreeNode t = (LaggedVariableTreeNode)laggedVariable.CreateTreeNode();
t.Weight = tokens.Dequeue().DoubleValue;
t.VariableName = tokens.Dequeue().StringValue;
t.Lag = (int)tokens.Dequeue().DoubleValue;
return(t);
}
public static ISymbolicExpressionTree CreateTree(string[] variableNames, int[] lags, double[] coefficients,
double @const = 0)
{
if (variableNames.Length == 0 ||
variableNames.Length != coefficients.Length ||
variableNames.Length != lags.Length)
{
throw new ArgumentException("The length of the variable names, lags, and coefficients vectors must match");
}
ISymbolicExpressionTree tree = new SymbolicExpressionTree(new ProgramRootSymbol().CreateTreeNode());
ISymbolicExpressionTreeNode startNode = new StartSymbol().CreateTreeNode();
tree.Root.AddSubtree(startNode);
ISymbolicExpressionTreeNode addition = new Addition().CreateTreeNode();
startNode.AddSubtree(addition);
for (int i = 0; i < variableNames.Length; i++)
{
if (lags[i] == 0)
{
VariableTreeNode vNode = (VariableTreeNode) new Variable().CreateTreeNode();
vNode.VariableName = variableNames[i];
vNode.Weight = coefficients[i];
addition.AddSubtree(vNode);
}
else
{
LaggedVariableTreeNode vNode = (LaggedVariableTreeNode) new LaggedVariable().CreateTreeNode();
vNode.VariableName = variableNames[i];
vNode.Weight = coefficients[i];
vNode.Lag = lags[i];
addition.AddSubtree(vNode);
}
}
if ([email protected](0.0))
{
ConstantTreeNode cNode = (ConstantTreeNode) new Constant().CreateTreeNode();
cNode.Value = @const;
addition.AddSubtree(cNode);
}
return(tree);
}
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");
}
}
private LaggedVariableTreeNode(LaggedVariableTreeNode original, Cloner cloner)
: base(original, cloner) {
lag = original.lag;
}
private string FormatRecursively(ISymbolicExpressionTreeNode node)
{
ISymbol symbol = node.Symbol;
StringBuilder stringBuilder = new StringBuilder();
if (symbol is ProgramRootSymbol)
{
stringBuilder.AppendLine(FormatRecursively(node.GetSubtree(0)));
}
else if (symbol is StartSymbol)
{
return(FormatRecursively(node.GetSubtree(0)));
}
else if (symbol is Addition)
{
stringBuilder.Append("(");
for (int i = 0; i < node.SubtreeCount; i++)
{
if (i > 0)
{
stringBuilder.Append("+");
}
stringBuilder.Append(FormatRecursively(node.GetSubtree(i)));
}
stringBuilder.Append(")");
}
else if (symbol is And)
{
stringBuilder.Append("((");
for (int i = 0; i < node.SubtreeCount; i++)
{
if (i > 0)
{
stringBuilder.Append("&");
}
stringBuilder.Append("((");
stringBuilder.Append(FormatRecursively(node.GetSubtree(i)));
stringBuilder.Append(")>0)");
}
stringBuilder.Append(")-0.5)*2");
// MATLAB maps false and true to 0 and 1, resp., we map this result to -1.0 and +1.0, resp.
}
else if (symbol is Average)
{
stringBuilder.Append("(1/");
stringBuilder.Append(node.SubtreeCount);
stringBuilder.Append(")*(");
for (int i = 0; i < node.SubtreeCount; i++)
{
if (i > 0)
{
stringBuilder.Append("+");
}
stringBuilder.Append("(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(i)));
stringBuilder.Append(")");
}
stringBuilder.Append(")");
}
else if (symbol is Constant)
{
ConstantTreeNode constantTreeNode = node as ConstantTreeNode;
stringBuilder.Append(constantTreeNode.Value.ToString(CultureInfo.InvariantCulture));
}
else if (symbol is Cosine)
{
stringBuilder.Append("cos(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (symbol is Division)
{
if (node.SubtreeCount == 1)
{
stringBuilder.Append("1/");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
}
else
{
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append("/(");
for (int i = 1; i < node.SubtreeCount; i++)
{
if (i > 1)
{
stringBuilder.Append("*");
}
stringBuilder.Append(FormatRecursively(node.GetSubtree(i)));
}
stringBuilder.Append(")");
}
}
else if (symbol is Exponential)
{
stringBuilder.Append("exp(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (symbol is Square)
{
stringBuilder.Append("(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(").^2");
}
else if (symbol is SquareRoot)
{
stringBuilder.Append("sqrt(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (symbol is GreaterThan)
{
stringBuilder.Append("((");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(">");
stringBuilder.Append(FormatRecursively(node.GetSubtree(1)));
stringBuilder.Append(")-0.5)*2");
// MATLAB maps false and true to 0 and 1, resp., we map this result to -1.0 and +1.0, resp.
}
else if (symbol is IfThenElse)
{
stringBuilder.Append("(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(">0)*");
stringBuilder.Append(FormatRecursively(node.GetSubtree(1)));
stringBuilder.Append("+");
stringBuilder.Append("(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append("<=0)*");
stringBuilder.Append(FormatRecursively(node.GetSubtree(2)));
}
else if (symbol is LaggedVariable)
{
// this if must be checked before if(symbol is LaggedVariable)
LaggedVariableTreeNode laggedVariableTreeNode = node as LaggedVariableTreeNode;
stringBuilder.Append(laggedVariableTreeNode.Weight.ToString(CultureInfo.InvariantCulture));
stringBuilder.Append("*");
stringBuilder.Append(laggedVariableTreeNode.VariableName +
LagToString(currentLag + laggedVariableTreeNode.Lag));
}
else if (symbol is LessThan)
{
stringBuilder.Append("((");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append("<");
stringBuilder.Append(FormatRecursively(node.GetSubtree(1)));
stringBuilder.Append(")-0.5)*2");
// MATLAB maps false and true to 0 and 1, resp., we map this result to -1.0 and +1.0, resp.
}
else if (symbol is Logarithm)
{
stringBuilder.Append("log_(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (symbol is Multiplication)
{
for (int i = 0; i < node.SubtreeCount; i++)
{
if (i > 0)
{
stringBuilder.Append("*");
}
stringBuilder.Append(FormatRecursively(node.GetSubtree(i)));
}
}
else if (symbol is Not)
{
stringBuilder.Append("~(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(" > 0 )");
}
else if (symbol is Or)
{
stringBuilder.Append("((");
for (int i = 0; i < node.SubtreeCount; i++)
{
if (i > 0)
{
stringBuilder.Append("|");
}
stringBuilder.Append("((");
stringBuilder.Append(FormatRecursively(node.GetSubtree(i)));
stringBuilder.Append(")>0)");
}
stringBuilder.Append(")-0.5)*2");
// MATLAB maps false and true to 0 and 1, resp., we map this result to -1.0 and +1.0, resp.
}
else if (symbol is Sine)
{
stringBuilder.Append("sin(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (symbol is Subtraction)
{
stringBuilder.Append("(");
if (node.SubtreeCount == 1)
{
stringBuilder.Append("-");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
}
else
{
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
for (int i = 1; i < node.SubtreeCount; i++)
{
stringBuilder.Append("-");
stringBuilder.Append(FormatRecursively(node.GetSubtree(i)));
}
}
stringBuilder.Append(")");
}
else if (symbol is Tangent)
{
stringBuilder.Append("tan(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (node.Symbol is AiryA)
{
stringBuilder.Append("airy(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (node.Symbol is AiryB)
{
stringBuilder.Append("airy(2, ");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (node.Symbol is Bessel)
{
stringBuilder.Append("besseli(0.0,");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (node.Symbol is CosineIntegral)
{
stringBuilder.Append("cosint(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (node.Symbol is Dawson)
{
stringBuilder.Append("dawson(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (node.Symbol is Erf)
{
stringBuilder.Append("erf(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (node.Symbol is ExponentialIntegralEi)
{
stringBuilder.Append("expint(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (node.Symbol is FresnelCosineIntegral)
{
stringBuilder.Append("FresnelC(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (node.Symbol is FresnelSineIntegral)
{
stringBuilder.Append("FresnelS(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (node.Symbol is Gamma)
{
stringBuilder.Append("gamma(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (node.Symbol is HyperbolicCosineIntegral)
{
stringBuilder.Append("Chi(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (node.Symbol is HyperbolicSineIntegral)
{
stringBuilder.Append("Shi(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (node.Symbol is Norm)
{
stringBuilder.Append("normpdf(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (node.Symbol is Psi)
{
stringBuilder.Append("psi(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (node.Symbol is SineIntegral)
{
stringBuilder.Append("sinint(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
}
else if (symbol is HeuristicLab.Problems.DataAnalysis.Symbolic.Variable)
{
VariableTreeNode variableTreeNode = node as VariableTreeNode;
stringBuilder.Append(variableTreeNode.Weight.ToString(CultureInfo.InvariantCulture));
stringBuilder.Append("*");
stringBuilder.Append(variableTreeNode.VariableName + LagToString(currentLag));
}
else if (symbol is Power)
{
stringBuilder.Append("(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")^round(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(1)));
stringBuilder.Append(")");
}
else if (symbol is Root)
{
stringBuilder.Append("(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")^(1 / round(");
stringBuilder.Append(FormatRecursively(node.GetSubtree(1)));
stringBuilder.Append("))");
}
else if (symbol is Derivative)
{
stringBuilder.Append("fivePoint(");
// f0
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(", ");
// f1
currentLag--;
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(", ");
// f3
currentLag -= 2;
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(", ");
currentLag--;
// f4
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
stringBuilder.Append(")");
currentLag += 4;
}
else if (symbol is Integral)
{
var laggedNode = node as LaggedTreeNode;
string prevCounterVariable = CurrentIndexVariable;
string counterVariable = AllocateIndexVariable();
stringBuilder.AppendLine(" sum (map(@(" + counterVariable + ") " + FormatRecursively(node.GetSubtree(0)) +
", (" + prevCounterVariable + "+" + laggedNode.Lag + "):" + prevCounterVariable +
"))");
ReleaseIndexVariable();
}
else if (symbol is TimeLag)
{
var laggedNode = node as LaggedTreeNode;
currentLag += laggedNode.Lag;
stringBuilder.Append(FormatRecursively(node.GetSubtree(0)));
currentLag -= laggedNode.Lag;
}
else
{
stringBuilder.Append("ERROR");
}
return(stringBuilder.ToString());
}
private LaggedVariableTreeNode(LaggedVariableTreeNode original, Cloner cloner)
: base(original, cloner)
{
lag = original.lag;
}
