1 /* 2 * Licensed to the Apache Software Foundation (ASF) under one or more 3 * contributor license agreements. See the NOTICE file distributed with 4 * this work for additional information regarding copyright ownership. 5 * The ASF licenses this file to You under the Apache License, Version 2.0 6 * (the "License"); you may not use this file except in compliance with 7 * the License. You may obtain a copy of the License at 8 * 9 * http://www.apache.org/licenses/LICENSE-2.0 10 * 11 * Unless required by applicable law or agreed to in writing, software 12 * distributed under the License is distributed on an "AS IS" BASIS, 13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14 * See the License for the specific language governing permissions and 15 * limitations under the License. 16 */ 17 package org.apache.commons.math4.legacy.fitting; 18 19 import java.util.Arrays; 20 import java.util.Collection; 21 22 import org.apache.commons.math4.legacy.analysis.MultivariateMatrixFunction; 23 import org.apache.commons.math4.legacy.analysis.MultivariateVectorFunction; 24 import org.apache.commons.math4.legacy.analysis.ParametricUnivariateFunction; 25 import org.apache.commons.math4.legacy.fitting.leastsquares.LeastSquaresOptimizer; 26 import org.apache.commons.math4.legacy.fitting.leastsquares.LeastSquaresProblem; 27 import org.apache.commons.math4.legacy.fitting.leastsquares.LevenbergMarquardtOptimizer; 28 29 /** 30 * Base class that contains common code for fitting parametric univariate 31 * real functions <code>y = f(p<sub>i</sub>;x)</code>, where {@code x} is 32 * the independent variable and the <code>p<sub>i</sub></code> are the 33 * <em>parameters</em>. 34 * <br> 35 * A fitter will find the optimal values of the parameters by 36 * <em>fitting</em> the curve so it remains very close to a set of 37 * {@code N} observed points <code>(x<sub>k</sub>, y<sub>k</sub>)</code>, 38 * {@code 0 <= k < N}. 39 * <br> 40 * An algorithm usually performs the fit by finding the parameter 41 * values that minimizes the objective function 42 * <pre><code> 43 * ∑y<sub>k</sub> - f(x<sub>k</sub>)<sup>2</sup>, 44 * </code></pre> 45 * which is actually a least-squares problem. 46 * This class contains boilerplate code for calling the 47 * {@link #fit(Collection)} method for obtaining the parameters. 48 * The problem setup, such as the choice of optimization algorithm 49 * for fitting a specific function is delegated to subclasses. 50 * 51 * @since 3.3 52 */ 53 public abstract class AbstractCurveFitter { 54 /** 55 * Fits a curve. 56 * This method computes the coefficients of the curve that best 57 * fit the sample of observed points. 58 * 59 * @param points Observations. 60 * @return the fitted parameters. 61 */ 62 public double[] fit(Collection<WeightedObservedPoint> points) { 63 // Perform the fit. 64 return getOptimizer().optimize(getProblem(points)).getPoint().toArray(); 65 } 66 67 /** 68 * Creates an optimizer set up to fit the appropriate curve. 69 * <p> 70 * The default implementation uses a {@link LevenbergMarquardtOptimizer 71 * Levenberg-Marquardt} optimizer. 72 * </p> 73 * @return the optimizer to use for fitting the curve to the 74 * given {@code points}. 75 */ 76 protected LeastSquaresOptimizer getOptimizer() { 77 return new LevenbergMarquardtOptimizer(); 78 } 79 80 /** 81 * Creates a least squares problem corresponding to the appropriate curve. 82 * 83 * @param points Sample points. 84 * @return the least squares problem to use for fitting the curve to the 85 * given {@code points}. 86 */ 87 protected abstract LeastSquaresProblem getProblem(Collection<WeightedObservedPoint> points); 88 89 /** 90 * Vector function for computing function theoretical values. 91 */ 92 protected static class TheoreticalValuesFunction { 93 /** Function to fit. */ 94 private final ParametricUnivariateFunction f; 95 /** Observations. */ 96 private final double[] points; 97 98 /** 99 * @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 }