MATH-1379: Fix "LoessInterpolator" in case of unevenly spaced samples.
Thanks to Richard Wilkinson.
diff --git a/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/analysis/interpolation/LoessInterpolator.java b/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/analysis/interpolation/LoessInterpolator.java
index c9481d2..63a94f7 100644
--- a/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/analysis/interpolation/LoessInterpolator.java
+++ b/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/analysis/interpolation/LoessInterpolator.java
@@ -409,7 +409,8 @@
* {@code (right==xval.length-1 or xval[right+1] - xval[i] > xval[i] - xval[left])}.
* The array will be updated.
*/
- private static void updateBandwidthInterval(final double[] xval, final double[] weights,
+ private static void updateBandwidthInterval(final double[] xval,
+ final double[] weights,
final int i,
final int[] bandwidthInterval) {
final int left = bandwidthInterval[0];
@@ -418,10 +419,13 @@
// The right edge should be adjusted if the next point to the right
// is closer to xval[i] than the leftmost point of the current interval
int nextRight = nextNonzero(weights, right);
- if (nextRight < xval.length && xval[nextRight] - xval[i] < xval[i] - xval[left]) {
- int nextLeft = nextNonzero(weights, bandwidthInterval[0]);
+ int nextLeft = left;
+ while (nextRight < xval.length &&
+ xval[nextRight] - xval[i] < xval[i] - xval[nextLeft]) {
+ nextLeft = nextNonzero(weights, bandwidthInterval[0]);
bandwidthInterval[0] = nextLeft;
bandwidthInterval[1] = nextRight;
+ nextRight = nextNonzero(weights, nextRight);
}
}
diff --git a/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/analysis/interpolation/LoessInterpolatorTest.java b/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/analysis/interpolation/LoessInterpolatorTest.java
index 6f47e58..5e2f9eb 100644
--- a/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/analysis/interpolation/LoessInterpolatorTest.java
+++ b/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/analysis/interpolation/LoessInterpolatorTest.java
@@ -247,6 +247,82 @@
}
}
+ // MATH-1379
+ @Test
+ public void testFitWithUnevenXSpacing() {
+ final double[] xval = {
+ 0.1, 0.12, 0.23, 0.4, 0.57,
+ 0.7, 0.87, 1.3, 1.9, 2.2,
+ 2.3, 2.65, 3.0, 3.1, 3.5,
+ 4.6, 4.7, 5.8, 5.95, 6.1
+ };
+ final double[] yval = {
+ 0.47, 0.48, 0.55, 0.56, -0.08,
+ -0.04, -0.07, -0.07, -0.56, -0.46,
+ -0.56, -0.52, -3.03, -3.08, -3.09,
+ -3.04, 3.54, 3.46, 3.36, 3.35
+ };
+
+ // Compare with output from R.
+ // predict(loess(y ~ x, data.frame(x=xval, y=yval), span=0.35, degree=1, family="symmetric", control=loess.control(iterations=1, surface="direct")))
+ final double[] yref = {
+ 0.556184894, 0.541907126, 0.455059334, 0.303681477, 0.142126445,
+ 0.002615653, -0.031178445, -0.187124310, -0.405235207, -0.535023851,
+ -0.706801740, -1.466740294, -2.349248503, -2.596576469, -3.354222419,
+ 0.086206868, 0.320251370, 3.064778450, 3.426179479, 3.783500164
+ };
+
+ final double delta = 1e-8;
+ // Note R counts all iterations whereas LoessInterpolator robustness iterations are
+ // in addition to the initial fit.
+ final LoessInterpolator li = new LoessInterpolator(0.35, 0, 1e-12);
+ final double[] res = li.smooth(xval, yval);
+ Assert.assertEquals(xval.length, res.length);
+ for (int i = 0; i < res.length; ++i) {
+ Assert.assertEquals(yref[i], res[i], delta);
+ }
+ }
+
+ // MATH-1379
+ @Test
+ public void testFitWithVaryingWeightsAndUnevenXSpacing() {
+ final double[] xval = {
+ 0.1, 0.12, 0.23, 0.4, 0.57,
+ 0.7, 0.87, 1.3, 1.9, 2.2,
+ 2.3, 2.65, 3.0, 3.1, 3.5,
+ 4.6, 4.7, 5.8, 5.95, 6.1
+ };
+ final double[] yval = {
+ 0.47, 0.48, 0.55, 0.56, -0.08,
+ -0.04, -0.07, -0.07, -0.56, -0.46,
+ -0.56, -0.52, -3.03, -3.08, -3.09,
+ -3.04, 3.54, 3.46, 3.36, 3.35};
+ final double[] weights = {
+ 1, 1, 1, 1, 1,
+ 1, 1, 1, 1, 1,
+ 1, 0.8, 0.5, 0.5, 0.8,
+ 0.8, 0.5, 0.5, 0.9, 1
+ };
+
+ // Compare with output from R.
+ // predict(loess(y ~ x, data.frame(x=xval, y=yval), weights, span=0.35, degree=1, family="symmetric", control=loess.control(iterations=1, surface="direct")))
+ final double[] yref = {
+ 0.556184894, 0.541907126, 0.455059334, 0.303681477, 0.142126445,
+ 0.002615653, -0.031178445, -0.187124310, -0.406403569, -0.531957113,
+ -0.669978426, -1.411039850, -2.225022609, -2.463874517, -3.298767758,
+ -0.506116921, -0.231242991, 2.873755984, 3.295897106, 3.715495321};
+
+ final double delta = 1e-8;
+ // Note R counts all iterations whereas LoessInterpolator robustness iterations are
+ // in addition to the initial fit.
+ final LoessInterpolator li = new LoessInterpolator(0.35, 0, 1e-12);
+ final double[] res = li.smooth(xval, yval, weights);
+ Assert.assertEquals(xval.length, res.length);
+ for (int i = 0; i < res.length; ++i) {
+ Assert.assertEquals(yref[i], res[i], delta);
+ }
+ }
+
private void generateSineData(double[] xval, double[] yval, double xnoise, double ynoise) {
double dx = 2 * AccurateMath.PI / xval.length;
double x = 0;
diff --git a/src/changes/changes.xml b/src/changes/changes.xml
index 55b15bd..2db01a5 100644
--- a/src/changes/changes.xml
+++ b/src/changes/changes.xml
@@ -95,6 +95,9 @@
nightmare was one of the main reasons for creating more focused
components.]
">
+ <action dev="erans" type="fix" issue="MATH-1379" due-to="Richard Wilkinson">
+ Fix "LoessInterpolator" (in package "o.a.c.m.legacy.analysis.interpolation").
+ </action>
<action dev="erans" type="fix" issue="MATH-1617" due-to="Ng Tsz Sum">
Class "BigReal": Fix equality check.
</action>
