001/* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017package org.apache.commons.math4.legacy.fitting; 018 019import java.util.Arrays; 020import java.util.Collection; 021 022import org.apache.commons.math4.legacy.analysis.MultivariateMatrixFunction; 023import org.apache.commons.math4.legacy.analysis.MultivariateVectorFunction; 024import org.apache.commons.math4.legacy.analysis.ParametricUnivariateFunction; 025import org.apache.commons.math4.legacy.fitting.leastsquares.LeastSquaresOptimizer; 026import org.apache.commons.math4.legacy.fitting.leastsquares.LeastSquaresProblem; 027import org.apache.commons.math4.legacy.fitting.leastsquares.LevenbergMarquardtOptimizer; 028 029/** 030 * Base class that contains common code for fitting parametric univariate 031 * real functions <code>y = f(p<sub>i</sub>;x)</code>, where {@code x} is 032 * the independent variable and the <code>p<sub>i</sub></code> are the 033 * <em>parameters</em>. 034 * <br> 035 * A fitter will find the optimal values of the parameters by 036 * <em>fitting</em> the curve so it remains very close to a set of 037 * {@code N} observed points <code>(x<sub>k</sub>, y<sub>k</sub>)</code>, 038 * {@code 0 <= k < N}. 039 * <br> 040 * An algorithm usually performs the fit by finding the parameter 041 * values that minimizes the objective function 042 * <pre><code> 043 * ∑y<sub>k</sub> - f(x<sub>k</sub>)<sup>2</sup>, 044 * </code></pre> 045 * which is actually a least-squares problem. 046 * This class contains boilerplate code for calling the 047 * {@link #fit(Collection)} method for obtaining the parameters. 048 * The problem setup, such as the choice of optimization algorithm 049 * for fitting a specific function is delegated to subclasses. 050 * 051 * @since 3.3 052 */ 053public abstract class AbstractCurveFitter { 054 /** 055 * Fits a curve. 056 * This method computes the coefficients of the curve that best 057 * fit the sample of observed points. 058 * 059 * @param points Observations. 060 * @return the fitted parameters. 061 */ 062 public double[] fit(Collection<WeightedObservedPoint> points) { 063 // Perform the fit. 064 return getOptimizer().optimize(getProblem(points)).getPoint().toArray(); 065 } 066 067 /** 068 * Creates an optimizer set up to fit the appropriate curve. 069 * <p> 070 * The default implementation uses a {@link LevenbergMarquardtOptimizer 071 * Levenberg-Marquardt} optimizer. 072 * </p> 073 * @return the optimizer to use for fitting the curve to the 074 * given {@code points}. 075 */ 076 protected LeastSquaresOptimizer getOptimizer() { 077 return new LevenbergMarquardtOptimizer(); 078 } 079 080 /** 081 * Creates a least squares problem corresponding to the appropriate curve. 082 * 083 * @param points Sample points. 084 * @return the least squares problem to use for fitting the curve to the 085 * given {@code points}. 086 */ 087 protected abstract LeastSquaresProblem getProblem(Collection<WeightedObservedPoint> points); 088 089 /** 090 * Vector function for computing function theoretical values. 091 */ 092 protected static class TheoreticalValuesFunction { 093 /** Function to fit. */ 094 private final ParametricUnivariateFunction f; 095 /** Observations. */ 096 private final double[] points; 097 098 /** 099 * @param f function to fit. 100 * @param observations Observations. 101 */ 102 public TheoreticalValuesFunction(final ParametricUnivariateFunction f, 103 final Collection<WeightedObservedPoint> observations) { 104 this.f = f; 105 this.points = observations.stream().mapToDouble(WeightedObservedPoint::getX).toArray(); 106 } 107 108 /** 109 * @return the model function values. 110 */ 111 public MultivariateVectorFunction getModelFunction() { 112 return new MultivariateVectorFunction() { 113 /** {@inheritDoc} */ 114 @Override 115 public double[] value(double[] p) { 116 return Arrays.stream(points).map(point -> f.value(point, p)).toArray(); 117 } 118 }; 119 } 120 121 /** 122 * @return the model function Jacobian. 123 */ 124 public MultivariateMatrixFunction getModelFunctionJacobian() { 125 return new MultivariateMatrixFunction() { 126 /** {@inheritDoc} */ 127 @Override 128 public double[][] value(double[] p) { 129 final int len = points.length; 130 final double[][] jacobian = new double[len][]; 131 for (int i = 0; i < len; i++) { 132 jacobian[i] = f.gradient(points[i], p); 133 } 134 return jacobian; 135 } 136 }; 137 } 138 } 139}