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/*
 * 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.math.optimization.fitting;

import org.apache.commons.math.FunctionEvaluationException;
import org.apache.commons.math.analysis.polynomials.PolynomialFunction;
import org.apache.commons.math.optimization.DifferentiableMultivariateVectorialOptimizer;
import org.apache.commons.math.optimization.OptimizationException;

/** This class implements a curve fitting specialized for polynomials.
 * 

Polynomial fitting is a very simple case of curve fitting. The * estimated coefficients are the polynomial coefficients. They are * searched by a least square estimator.

* @version $Revision: 1073270 $ $Date: 2011-02-22 10:19:27 +0100 (mar. 22 févr. 2011) $ * @since 2.0 */ public class PolynomialFitter { /** Fitter for the coefficients. */ private final CurveFitter fitter; /** Polynomial degree. */ private final int degree; /** Simple constructor. *

The polynomial fitter built this way are complete polynomials, * ie. a n-degree polynomial has n+1 coefficients.

* @param degree maximal degree of the polynomial * @param optimizer optimizer to use for the fitting */ public PolynomialFitter(int degree, final DifferentiableMultivariateVectorialOptimizer optimizer) { this.fitter = new CurveFitter(optimizer); this.degree = degree; } /** Add an observed weighted (x,y) point to the sample. * @param weight weight of the observed point in the fit * @param x abscissa of the point * @param y observed value of the point at x, after fitting we should * have P(x) as close as possible to this value */ public void addObservedPoint(double weight, double x, double y) { fitter.addObservedPoint(weight, x, y); } /** * Remove all observations. * @since 2.2 */ public void clearObservations() { fitter.clearObservations(); } /** Get the polynomial fitting the weighted (x, y) points. * @return polynomial function best fitting the observed points * @exception OptimizationException if the algorithm failed to converge */ public PolynomialFunction fit() throws OptimizationException { try { return new PolynomialFunction(fitter.fit(new ParametricPolynomial(), new double[degree + 1])); } catch (FunctionEvaluationException fee) { // should never happen throw new RuntimeException(fee); } } /** Dedicated parametric polynomial class. */ private static class ParametricPolynomial implements ParametricRealFunction { /** {@inheritDoc} */ public double[] gradient(double x, double[] parameters) { final double[] gradient = new double[parameters.length]; double xn = 1.0; for (int i = 0; i < parameters.length; ++i) { gradient[i] = xn; xn *= x; } return gradient; } /** {@inheritDoc} */ public double value(final double x, final double[] parameters) { double y = 0; for (int i = parameters.length - 1; i >= 0; --i) { y = y * x + parameters[i]; } return y; } } }




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