756 lines
18 KiB
C++
756 lines
18 KiB
C++
/*
|
|
* Copyright (C) 2003-2016 Dynare Team
|
|
*
|
|
* This file is part of Dynare.
|
|
*
|
|
* Dynare is free software: you can redistribute it and/or modify
|
|
* it under the terms of the GNU General Public License as published by
|
|
* the Free Software Foundation, either version 3 of the License, or
|
|
* (at your option) any later version.
|
|
*
|
|
* Dynare is distributed in the hope that it will be useful,
|
|
* but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
* GNU General Public License for more details.
|
|
*
|
|
* You should have received a copy of the GNU General Public License
|
|
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
|
*/
|
|
|
|
#include <cstdlib>
|
|
#include <cassert>
|
|
#include <iostream>
|
|
|
|
#include "DataTree.hh"
|
|
|
|
DataTree::DataTree(SymbolTable &symbol_table_arg,
|
|
NumericalConstants &num_constants_arg,
|
|
ExternalFunctionsTable &external_functions_table_arg) :
|
|
symbol_table(symbol_table_arg),
|
|
num_constants(num_constants_arg),
|
|
external_functions_table(external_functions_table_arg),
|
|
node_counter(0)
|
|
{
|
|
Zero = AddNonNegativeConstant("0");
|
|
One = AddNonNegativeConstant("1");
|
|
Two = AddNonNegativeConstant("2");
|
|
|
|
MinusOne = AddUMinus(One);
|
|
|
|
NaN = AddNonNegativeConstant("NaN");
|
|
Infinity = AddNonNegativeConstant("Inf");
|
|
MinusInfinity = AddUMinus(Infinity);
|
|
|
|
Pi = AddNonNegativeConstant("3.141592653589793");
|
|
}
|
|
|
|
DataTree::~DataTree()
|
|
{
|
|
for (node_list_t::iterator it = node_list.begin(); it != node_list.end(); it++)
|
|
delete *it;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddNonNegativeConstant(const string &value)
|
|
{
|
|
int id = num_constants.AddNonNegativeConstant(value);
|
|
|
|
num_const_node_map_t::iterator it = num_const_node_map.find(id);
|
|
if (it != num_const_node_map.end())
|
|
return it->second;
|
|
else
|
|
return new NumConstNode(*this, id);
|
|
}
|
|
|
|
VariableNode *
|
|
DataTree::AddVariableInternal(int symb_id, int lag)
|
|
{
|
|
variable_node_map_t::iterator it = variable_node_map.find(make_pair(symb_id, lag));
|
|
if (it != variable_node_map.end())
|
|
return it->second;
|
|
else
|
|
return new VariableNode(*this, symb_id, lag);
|
|
}
|
|
|
|
bool
|
|
DataTree::ParamUsedWithLeadLagInternal() const
|
|
{
|
|
for (variable_node_map_t::const_iterator it = variable_node_map.begin();
|
|
it != variable_node_map.end(); it++)
|
|
if (symbol_table.getType(it->first.first) == eParameter && it->first.second != 0)
|
|
return true;
|
|
return false;
|
|
}
|
|
|
|
VariableNode *
|
|
DataTree::AddVariable(int symb_id, int lag)
|
|
{
|
|
assert(lag == 0);
|
|
return AddVariableInternal(symb_id, lag);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddPlus(expr_t iArg1, expr_t iArg2)
|
|
{
|
|
if (iArg1 != Zero && iArg2 != Zero)
|
|
{
|
|
// Simplify x+(-y) in x-y
|
|
UnaryOpNode *uarg2 = dynamic_cast<UnaryOpNode *>(iArg2);
|
|
if (uarg2 != NULL && uarg2->get_op_code() == oUminus)
|
|
return AddMinus(iArg1, uarg2->get_arg());
|
|
|
|
// To treat commutativity of "+"
|
|
// Nodes iArg1 and iArg2 are sorted by index
|
|
if (iArg1->idx > iArg2->idx)
|
|
{
|
|
expr_t tmp = iArg1;
|
|
iArg1 = iArg2;
|
|
iArg2 = tmp;
|
|
}
|
|
return AddBinaryOp(iArg1, oPlus, iArg2);
|
|
}
|
|
else if (iArg1 != Zero)
|
|
return iArg1;
|
|
else if (iArg2 != Zero)
|
|
return iArg2;
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddMinus(expr_t iArg1, expr_t iArg2)
|
|
{
|
|
if (iArg2 == Zero)
|
|
return iArg1;
|
|
|
|
if (iArg1 == Zero)
|
|
return AddUMinus(iArg2);
|
|
|
|
if (iArg1 == iArg2)
|
|
return Zero;
|
|
|
|
return AddBinaryOp(iArg1, oMinus, iArg2);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddUMinus(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero)
|
|
{
|
|
// Simplify -(-x) in x
|
|
UnaryOpNode *uarg = dynamic_cast<UnaryOpNode *>(iArg1);
|
|
if (uarg != NULL && uarg->get_op_code() == oUminus)
|
|
return uarg->get_arg();
|
|
|
|
return AddUnaryOp(oUminus, iArg1);
|
|
}
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddTimes(expr_t iArg1, expr_t iArg2)
|
|
{
|
|
if (iArg1 == MinusOne)
|
|
return AddUMinus(iArg2);
|
|
else if (iArg2 == MinusOne)
|
|
return AddUMinus(iArg1);
|
|
else if (iArg1 != Zero && iArg1 != One && iArg2 != Zero && iArg2 != One)
|
|
{
|
|
// To treat commutativity of "*"
|
|
// Nodes iArg1 and iArg2 are sorted by index
|
|
if (iArg1->idx > iArg2->idx)
|
|
{
|
|
expr_t tmp = iArg1;
|
|
iArg1 = iArg2;
|
|
iArg2 = tmp;
|
|
}
|
|
return AddBinaryOp(iArg1, oTimes, iArg2);
|
|
}
|
|
else if (iArg1 != Zero && iArg1 != One && iArg2 == One)
|
|
return iArg1;
|
|
else if (iArg2 != Zero && iArg2 != One && iArg1 == One)
|
|
return iArg2;
|
|
else if (iArg2 == One && iArg1 == One)
|
|
return One;
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddDivide(expr_t iArg1, expr_t iArg2) throw (DivisionByZeroException)
|
|
{
|
|
if (iArg2 == One)
|
|
return iArg1;
|
|
|
|
// This test should be before the next two, otherwise 0/0 won't be rejected
|
|
if (iArg2 == Zero)
|
|
{
|
|
cerr << "ERROR: Division by zero!" << endl;
|
|
throw DivisionByZeroException();
|
|
}
|
|
|
|
if (iArg1 == Zero)
|
|
return Zero;
|
|
|
|
if (iArg1 == iArg2)
|
|
return One;
|
|
|
|
return AddBinaryOp(iArg1, oDivide, iArg2);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddLess(expr_t iArg1, expr_t iArg2)
|
|
{
|
|
return AddBinaryOp(iArg1, oLess, iArg2);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddGreater(expr_t iArg1, expr_t iArg2)
|
|
{
|
|
return AddBinaryOp(iArg1, oGreater, iArg2);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddLessEqual(expr_t iArg1, expr_t iArg2)
|
|
{
|
|
return AddBinaryOp(iArg1, oLessEqual, iArg2);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddGreaterEqual(expr_t iArg1, expr_t iArg2)
|
|
{
|
|
return AddBinaryOp(iArg1, oGreaterEqual, iArg2);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddEqualEqual(expr_t iArg1, expr_t iArg2)
|
|
{
|
|
return AddBinaryOp(iArg1, oEqualEqual, iArg2);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddDifferent(expr_t iArg1, expr_t iArg2)
|
|
{
|
|
return AddBinaryOp(iArg1, oDifferent, iArg2);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddPower(expr_t iArg1, expr_t iArg2)
|
|
{
|
|
if (iArg1 != Zero && iArg2 != Zero && iArg1 != One && iArg2 != One)
|
|
return AddBinaryOp(iArg1, oPower, iArg2);
|
|
else if (iArg1 == One)
|
|
return One;
|
|
else if (iArg2 == One)
|
|
return iArg1;
|
|
else if (iArg2 == Zero)
|
|
return One;
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddPowerDeriv(expr_t iArg1, expr_t iArg2, int powerDerivOrder)
|
|
{
|
|
assert(powerDerivOrder > 0);
|
|
return AddBinaryOp(iArg1, oPowerDeriv, iArg2, powerDerivOrder);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddExp(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero)
|
|
return AddUnaryOp(oExp, iArg1);
|
|
else
|
|
return One;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddLog(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero && iArg1 != One)
|
|
return AddUnaryOp(oLog, iArg1);
|
|
else if (iArg1 == One)
|
|
return Zero;
|
|
else
|
|
{
|
|
cerr << "ERROR: log(0) not defined!" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddLog10(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero && iArg1 != One)
|
|
return AddUnaryOp(oLog10, iArg1);
|
|
else if (iArg1 == One)
|
|
return Zero;
|
|
else
|
|
{
|
|
cerr << "ERROR: log10(0) not defined!" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddCos(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero)
|
|
return AddUnaryOp(oCos, iArg1);
|
|
else
|
|
return One;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddSin(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero)
|
|
return AddUnaryOp(oSin, iArg1);
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddTan(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero)
|
|
return AddUnaryOp(oTan, iArg1);
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddAcos(expr_t iArg1)
|
|
{
|
|
if (iArg1 != One)
|
|
return AddUnaryOp(oAcos, iArg1);
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddAsin(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero)
|
|
return AddUnaryOp(oAsin, iArg1);
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddAtan(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero)
|
|
return AddUnaryOp(oAtan, iArg1);
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddCosh(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero)
|
|
return AddUnaryOp(oCosh, iArg1);
|
|
else
|
|
return One;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddSinh(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero)
|
|
return AddUnaryOp(oSinh, iArg1);
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddTanh(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero)
|
|
return AddUnaryOp(oTanh, iArg1);
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddAcosh(expr_t iArg1)
|
|
{
|
|
if (iArg1 != One)
|
|
return AddUnaryOp(oAcosh, iArg1);
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddAsinh(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero)
|
|
return AddUnaryOp(oAsinh, iArg1);
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddAtanh(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero)
|
|
return AddUnaryOp(oAtanh, iArg1);
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddSqrt(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero)
|
|
return AddUnaryOp(oSqrt, iArg1);
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddAbs(expr_t iArg1)
|
|
{
|
|
if (iArg1 == Zero)
|
|
return Zero;
|
|
if (iArg1 == One)
|
|
return One;
|
|
else
|
|
return AddUnaryOp(oAbs, iArg1);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddSign(expr_t iArg1)
|
|
{
|
|
if (iArg1 == Zero)
|
|
return Zero;
|
|
if (iArg1 == One)
|
|
return One;
|
|
else
|
|
return AddUnaryOp(oSign, iArg1);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddErf(expr_t iArg1)
|
|
{
|
|
if (iArg1 != Zero)
|
|
return AddUnaryOp(oErf, iArg1);
|
|
else
|
|
return Zero;
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddMax(expr_t iArg1, expr_t iArg2)
|
|
{
|
|
return AddBinaryOp(iArg1, oMax, iArg2);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddMin(expr_t iArg1, expr_t iArg2)
|
|
{
|
|
return AddBinaryOp(iArg1, oMin, iArg2);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddNormcdf(expr_t iArg1, expr_t iArg2, expr_t iArg3)
|
|
{
|
|
return AddTrinaryOp(iArg1, oNormcdf, iArg2, iArg3);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddNormpdf(expr_t iArg1, expr_t iArg2, expr_t iArg3)
|
|
{
|
|
return AddTrinaryOp(iArg1, oNormpdf, iArg2, iArg3);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddSteadyState(expr_t iArg1)
|
|
{
|
|
return AddUnaryOp(oSteadyState, iArg1);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddSteadyStateParamDeriv(expr_t iArg1, int param_symb_id)
|
|
{
|
|
return AddUnaryOp(oSteadyStateParamDeriv, iArg1, 0, param_symb_id);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddSteadyStateParam2ndDeriv(expr_t iArg1, int param1_symb_id, int param2_symb_id)
|
|
{
|
|
return AddUnaryOp(oSteadyStateParam2ndDeriv, iArg1, 0, param1_symb_id, param2_symb_id);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddExpectation(int iArg1, expr_t iArg2)
|
|
{
|
|
return AddUnaryOp(oExpectation, iArg2, iArg1);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddEqual(expr_t iArg1, expr_t iArg2)
|
|
{
|
|
return AddBinaryOp(iArg1, oEqual, iArg2);
|
|
}
|
|
|
|
void
|
|
DataTree::AddLocalVariable(int symb_id, expr_t value) throw (LocalVariableException)
|
|
{
|
|
assert(symbol_table.getType(symb_id) == eModelLocalVariable);
|
|
|
|
// Throw an exception if symbol already declared
|
|
map<int, expr_t>::iterator it = local_variables_table.find(symb_id);
|
|
if (it != local_variables_table.end())
|
|
throw LocalVariableException(symbol_table.getName(symb_id));
|
|
|
|
local_variables_table[symb_id] = value;
|
|
local_variables_vector.push_back(symb_id);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddExternalFunction(int symb_id, const vector<expr_t> &arguments)
|
|
{
|
|
assert(symbol_table.getType(symb_id) == eExternalFunction);
|
|
|
|
external_function_node_map_t::iterator it = external_function_node_map.find(make_pair(arguments, symb_id));
|
|
if (it != external_function_node_map.end())
|
|
return it->second;
|
|
|
|
return new ExternalFunctionNode(*this, symb_id, arguments);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddFirstDerivExternalFunction(int top_level_symb_id, const vector<expr_t> &arguments, int input_index)
|
|
{
|
|
assert(symbol_table.getType(top_level_symb_id) == eExternalFunction);
|
|
|
|
first_deriv_external_function_node_map_t::iterator it
|
|
= first_deriv_external_function_node_map.find(make_pair(make_pair(arguments, input_index),
|
|
top_level_symb_id));
|
|
if (it != first_deriv_external_function_node_map.end())
|
|
return it->second;
|
|
|
|
return new FirstDerivExternalFunctionNode(*this, top_level_symb_id, arguments, input_index);
|
|
}
|
|
|
|
expr_t
|
|
DataTree::AddSecondDerivExternalFunction(int top_level_symb_id, const vector<expr_t> &arguments, int input_index1, int input_index2)
|
|
{
|
|
assert(symbol_table.getType(top_level_symb_id) == eExternalFunction);
|
|
|
|
second_deriv_external_function_node_map_t::iterator it
|
|
= second_deriv_external_function_node_map.find(make_pair(make_pair(arguments,
|
|
make_pair(input_index1, input_index2)),
|
|
top_level_symb_id));
|
|
if (it != second_deriv_external_function_node_map.end())
|
|
return it->second;
|
|
|
|
return new SecondDerivExternalFunctionNode(*this, top_level_symb_id, arguments, input_index1, input_index2);
|
|
}
|
|
|
|
bool
|
|
DataTree::isSymbolUsed(int symb_id) const
|
|
{
|
|
for (variable_node_map_t::const_iterator it = variable_node_map.begin();
|
|
it != variable_node_map.end(); it++)
|
|
if (it->first.first == symb_id)
|
|
return true;
|
|
|
|
if (local_variables_table.find(symb_id) != local_variables_table.end())
|
|
return true;
|
|
|
|
return false;
|
|
}
|
|
|
|
int
|
|
DataTree::getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException)
|
|
{
|
|
throw UnknownDerivIDException();
|
|
}
|
|
|
|
SymbolType
|
|
DataTree::getTypeByDerivID(int deriv_id) const throw (UnknownDerivIDException)
|
|
{
|
|
throw UnknownDerivIDException();
|
|
}
|
|
|
|
int
|
|
DataTree::getLagByDerivID(int deriv_id) const throw (UnknownDerivIDException)
|
|
{
|
|
throw UnknownDerivIDException();
|
|
}
|
|
|
|
int
|
|
DataTree::getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException)
|
|
{
|
|
throw UnknownDerivIDException();
|
|
}
|
|
|
|
void
|
|
DataTree::addAllParamDerivId(set<int> &deriv_id_set)
|
|
{
|
|
}
|
|
|
|
int
|
|
DataTree::getDynJacobianCol(int deriv_id) const throw (UnknownDerivIDException)
|
|
{
|
|
throw UnknownDerivIDException();
|
|
}
|
|
|
|
bool
|
|
DataTree::isUnaryOpUsed(UnaryOpcode opcode) const
|
|
{
|
|
for (unary_op_node_map_t::const_iterator it = unary_op_node_map.begin();
|
|
it != unary_op_node_map.end(); it++)
|
|
if (it->first.first.second == opcode)
|
|
return true;
|
|
|
|
return false;
|
|
}
|
|
|
|
bool
|
|
DataTree::isBinaryOpUsed(BinaryOpcode opcode) const
|
|
{
|
|
for (binary_op_node_map_t::const_iterator it = binary_op_node_map.begin();
|
|
it != binary_op_node_map.end(); it++)
|
|
if (it->first.second == opcode)
|
|
return true;
|
|
|
|
return false;
|
|
}
|
|
|
|
bool
|
|
DataTree::isTrinaryOpUsed(TrinaryOpcode opcode) const
|
|
{
|
|
for (trinary_op_node_map_t::const_iterator it = trinary_op_node_map.begin();
|
|
it != trinary_op_node_map.end(); it++)
|
|
if (it->first.second == opcode)
|
|
return true;
|
|
|
|
return false;
|
|
}
|
|
|
|
bool
|
|
DataTree::isExternalFunctionUsed(int symb_id) const
|
|
{
|
|
for (external_function_node_map_t::const_iterator it = external_function_node_map.begin();
|
|
it != external_function_node_map.end(); it++)
|
|
if (it->first.second == symb_id)
|
|
return true;
|
|
|
|
return false;
|
|
}
|
|
|
|
bool
|
|
DataTree::isFirstDerivExternalFunctionUsed(int symb_id) const
|
|
{
|
|
for (first_deriv_external_function_node_map_t::const_iterator it = first_deriv_external_function_node_map.begin();
|
|
it != first_deriv_external_function_node_map.end(); it++)
|
|
if (it->first.second == symb_id)
|
|
return true;
|
|
|
|
return false;
|
|
}
|
|
|
|
bool
|
|
DataTree::isSecondDerivExternalFunctionUsed(int symb_id) const
|
|
{
|
|
for (second_deriv_external_function_node_map_t::const_iterator it = second_deriv_external_function_node_map.begin();
|
|
it != second_deriv_external_function_node_map.end(); it++)
|
|
if (it->first.second == symb_id)
|
|
return true;
|
|
|
|
return false;
|
|
}
|
|
|
|
int
|
|
DataTree::minLagForSymbol(int symb_id) const
|
|
{
|
|
int r = 0;
|
|
for (variable_node_map_t::const_iterator it = variable_node_map.begin();
|
|
it != variable_node_map.end(); ++it)
|
|
if (it->first.first == symb_id && it->first.second < r)
|
|
r = it->first.second;
|
|
return r;
|
|
}
|
|
|
|
void
|
|
DataTree::writePowerDerivCHeader(ostream &output) const
|
|
{
|
|
if (isBinaryOpUsed(oPowerDeriv))
|
|
output << "double getPowerDeriv(double, double, int);" << endl;
|
|
}
|
|
|
|
void
|
|
DataTree::writePowerDeriv(ostream &output) const
|
|
{
|
|
if (isBinaryOpUsed(oPowerDeriv))
|
|
output << "/*" << endl
|
|
<< " * The k-th derivative of x^p" << endl
|
|
<< " */" << endl
|
|
<< "double getPowerDeriv(double x, double p, int k)" << endl
|
|
<< "{" << endl
|
|
<< "#ifdef _MSC_VER" << endl
|
|
<< "# define nearbyint(x) (fabs((x)-floor(x)) < fabs((x)-ceil(x)) ? floor(x) : ceil(x))" << endl
|
|
<< "#endif" << endl
|
|
<< " if ( fabs(x) < " << NEAR_ZERO << " && p > 0 && k > p && fabs(p-nearbyint(p)) < " << NEAR_ZERO << " )" << endl
|
|
<< " return 0.0;" << endl
|
|
<< " else" << endl
|
|
<< " {" << endl
|
|
<< " int i = 0;" << endl
|
|
<< " double dxp = pow(x, p-k);" << endl
|
|
<< " for (; i<k; i++)" << endl
|
|
<< " dxp *= p--;" << endl
|
|
<< " return dxp;" << endl
|
|
<< " }" << endl
|
|
<< "}" << endl;
|
|
}
|
|
|
|
void
|
|
DataTree::writeNormcdfCHeader(ostream &output) const
|
|
{
|
|
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
|
|
if (isTrinaryOpUsed(oNormcdf))
|
|
output << "#ifdef _MSC_VER" << endl
|
|
<< "double normcdf(double);" << endl
|
|
<< "#endif" << endl;
|
|
#endif
|
|
}
|
|
|
|
void
|
|
DataTree::writeNormcdf(ostream &output) const
|
|
{
|
|
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
|
|
if (isTrinaryOpUsed(oNormcdf))
|
|
output << endl
|
|
<< "#ifdef _MSC_VER" << endl
|
|
<< "/*" << endl
|
|
<< " * Define normcdf for MSVC compiler" << endl
|
|
<< " */" << endl
|
|
<< "double normcdf(double x)" << endl
|
|
<< "{" << endl
|
|
<< "#if _MSC_VER >= 1700" << endl
|
|
<< " return 0.5 * erfc(-x * M_SQRT1_2);" << endl
|
|
<< "#else" << endl
|
|
<< " // From http://www.johndcook.com/blog/cpp_phi" << endl
|
|
<< " double a1 = 0.254829592;" << endl
|
|
<< " double a2 = -0.284496736;" << endl
|
|
<< " double a3 = 1.421413741;" << endl
|
|
<< " double a4 = -1.453152027;" << endl
|
|
<< " double a5 = 1.061405429;" << endl
|
|
<< " double p = 0.3275911;" << endl
|
|
<< " int sign = (x < 0) ? -1 : 1;" << endl
|
|
<< " x = fabs(x)/sqrt(2.0);" << endl
|
|
<< " // From the Handbook of Mathematical Functions by Abramowitz and Stegun, formula 7.1.26" << endl
|
|
<< " double t = 1.0/(1.0 + p*x);" << endl
|
|
<< " double y = 1.0 - (((((a5*t + a4)*t) + a3)*t + a2)*t + a1)*t*exp(-x*x);" << endl
|
|
<< " return 0.5*(1.0 + sign*y);" << endl
|
|
<< "#endif" << endl
|
|
<< "}" << endl
|
|
<< "#endif" << endl;
|
|
#endif
|
|
}
|