| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| package org.apache.commons.math4.legacy.fitting; |
| |
| import java.util.Arrays; |
| import java.util.Collection; |
| |
| import org.apache.commons.math4.legacy.analysis.MultivariateMatrixFunction; |
| import org.apache.commons.math4.legacy.analysis.MultivariateVectorFunction; |
| import org.apache.commons.math4.legacy.analysis.ParametricUnivariateFunction; |
| import org.apache.commons.math4.legacy.fitting.leastsquares.LeastSquaresOptimizer; |
| import org.apache.commons.math4.legacy.fitting.leastsquares.LeastSquaresProblem; |
| import org.apache.commons.math4.legacy.fitting.leastsquares.LevenbergMarquardtOptimizer; |
| |
| /** |
| * Base class that contains common code for fitting parametric univariate |
| * real functions <code>y = f(p<sub>i</sub>;x)</code>, where {@code x} is |
| * the independent variable and the <code>p<sub>i</sub></code> are the |
| * <em>parameters</em>. |
| * <br> |
| * A fitter will find the optimal values of the parameters by |
| * <em>fitting</em> the curve so it remains very close to a set of |
| * {@code N} observed points <code>(x<sub>k</sub>, y<sub>k</sub>)</code>, |
| * {@code 0 <= k < N}. |
| * <br> |
| * An algorithm usually performs the fit by finding the parameter |
| * values that minimizes the objective function |
| * <pre><code> |
| * ∑y<sub>k</sub> - f(x<sub>k</sub>)<sup>2</sup>, |
| * </code></pre> |
| * which is actually a least-squares problem. |
| * This class contains boilerplate code for calling the |
| * {@link #fit(Collection)} method for obtaining the parameters. |
| * The problem setup, such as the choice of optimization algorithm |
| * for fitting a specific function is delegated to subclasses. |
| * |
| * @since 3.3 |
| */ |
| public abstract class AbstractCurveFitter { |
| /** |
| * Fits a curve. |
| * This method computes the coefficients of the curve that best |
| * fit the sample of observed points. |
| * |
| * @param points Observations. |
| * @return the fitted parameters. |
| */ |
| public double[] fit(Collection<WeightedObservedPoint> points) { |
| // Perform the fit. |
| return getOptimizer().optimize(getProblem(points)).getPoint().toArray(); |
| } |
| |
| /** |
| * Creates an optimizer set up to fit the appropriate curve. |
| * <p> |
| * The default implementation uses a {@link LevenbergMarquardtOptimizer |
| * Levenberg-Marquardt} optimizer. |
| * </p> |
| * @return the optimizer to use for fitting the curve to the |
| * given {@code points}. |
| */ |
| protected LeastSquaresOptimizer getOptimizer() { |
| return new LevenbergMarquardtOptimizer(); |
| } |
| |
| /** |
| * Creates a least squares problem corresponding to the appropriate curve. |
| * |
| * @param points Sample points. |
| * @return the least squares problem to use for fitting the curve to the |
| * given {@code points}. |
| */ |
| protected abstract LeastSquaresProblem getProblem(Collection<WeightedObservedPoint> points); |
| |
| /** |
| * Vector function for computing function theoretical values. |
| */ |
| protected static class TheoreticalValuesFunction { |
| /** Function to fit. */ |
| private final ParametricUnivariateFunction f; |
| /** Observations. */ |
| private final double[] points; |
| |
| /** |
| * @param f function to fit. |
| * @param observations Observations. |
| */ |
| public TheoreticalValuesFunction(final ParametricUnivariateFunction f, |
| final Collection<WeightedObservedPoint> observations) { |
| this.f = f; |
| this.points = observations.stream().mapToDouble(WeightedObservedPoint::getX).toArray(); |
| } |
| |
| /** |
| * @return the model function values. |
| */ |
| public MultivariateVectorFunction getModelFunction() { |
| return new MultivariateVectorFunction() { |
| /** {@inheritDoc} */ |
| @Override |
| public double[] value(double[] p) { |
| return Arrays.stream(points).map(point -> f.value(point, p)).toArray(); |
| } |
| }; |
| } |
| |
| /** |
| * @return the model function Jacobian. |
| */ |
| public MultivariateMatrixFunction getModelFunctionJacobian() { |
| return new MultivariateMatrixFunction() { |
| /** {@inheritDoc} */ |
| @Override |
| public double[][] value(double[] p) { |
| final int len = points.length; |
| final double[][] jacobian = new double[len][]; |
| for (int i = 0; i < len; i++) { |
| jacobian[i] = f.gradient(points[i], p); |
| } |
| return jacobian; |
| } |
| }; |
| } |
| } |
| } |