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Time Series Analysis in Java
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/*
* Copyright (c) 2016 Jacob Rachiele
*
* Permission is hereby granted, free of charge, to any person obtaining a copy of this software
* and associated documentation files (the "Software"), to deal in the Software without restriction
* including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense
* and/or sell copies of the Software, and to permit persons to whom the Software is furnished to
* do so, subject to the following conditions:
*
* The above copyright notice and this permission notice shall be included in all copies or
* substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED
* INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR
* PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
* LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
* TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE
* USE OR OTHER DEALINGS IN THE SOFTWARE.
*
* Contributors:
*
* Jacob Rachiele
*/
package math.function;
import math.Complex;
import math.Real;
/**
* A univariate polynomial function of degree 3.
*
* @author Jacob Rachiele
*/
public final class CubicFunction extends AbstractFunction {
private final Real a;
private final Real b;
private final Real c;
private final Real d;
private final QuadraticFunction derivative;
/**
* Create a new cubic function using the given coefficients.
*
* @param a the coefficient of the leading term of the polynomial.
* @param b the coefficient of the second degree term of the polynomial.
* @param c the coefficient of the first degree term of the polynomial.
* @param d the constant term of the polynomial.
*/
public CubicFunction(final Real a, final Real b, final Real c, final Real d) {
if (a.asDouble() == 0) {
throw new IllegalArgumentException("The first coefficient, a, cannot be zero.");
}
this.a = a;
this.b = b;
this.c = c;
this.d = d;
this.derivative = new QuadraticFunction(a.times(3), b.times(2), c);
}
/**
* Create a new cubic function using the given coefficients.
*
* @param a the coefficient of the leading term of the polynomial.
* @param b the coefficient of the second degree term of the polynomial.
* @param c the coefficient of the first degree term of the polynomial.
* @param d the constant term of the polynomial.
*/
public CubicFunction(final double a, final double b, final double c, final double d) {
if (a == 0) {
throw new IllegalArgumentException("The first coefficient, a, cannot be zero.");
}
this.a = Real.from(a);
this.b = Real.from(b);
this.c = Real.from(c);
this.d = Real.from(d);
this.derivative = new QuadraticFunction(a * 3, b * 2, c);
}
/**
* retrieve the coefficient of the leading term of the polynomial.
*
* @return the coefficient of the leading term of the polynomial.
*/
public Real a() {
return this.a;
}
/**
* retrieve the coefficient of the second degree term of the polynomial.
*
* @return the coefficient of the second degree term of the polynomial.
*/
public Real b() {
return this.b;
}
/**
* retrieve the coefficient of the first degree term of the polynomial.
*
* @return the coefficient of the first degree term of the polynomial.
*/
public Real c() {
return this.c;
}
/**
* retrieve the constant term of the polynomial.
*
* @return the constant term of the polynomial.
*/
public Real d() {
return this.d;
}
/**
* Evaluate this function at the given point and return the result.
*
* @param point the point to evaluate the function at.
* @return the value of this function at the given point.
*/
public Real at(final Real point) {
return Real.from(this.at(point.asDouble()));
}
@Override
public double at(double x) {
return x * x * x * a.asDouble() + x * x * b.asDouble() + x * c.asDouble() + d.asDouble();
}
@Override
public double slopeAt(final double x) {
return 3 * x * x * a.asDouble() + 2 * x * b.asDouble() + c.asDouble();
}
/**
* retrieve the coefficients of the polynomial.
*
* @return the coefficients of the polynomial.
*/
public Real[] coefficients() {
return new Real[]{this.a, this.b, this.c, this.d};
}
/**
* retrieve the coefficients of the polynomial as primitives.
*
* @return the coefficients of the polynomial as primitives.
*/
public double[] coefficientsDbl() {
return new double[]{a.asDouble(), b.asDouble(), c.asDouble(), d.asDouble()};
}
final Real[] criticalPoints() {
Complex[] zeros = this.derivative.zeros();
if (zeros[0].minus(zeros[1]).abs() < Math.ulp(1.0)) {
return new Real[]{Real.from(zeros[0].doubleValue())};
} else if (allReal(zeros)) {
return toReal(zeros);
} else {
return new Real[]{};
}
}
final Real localMinimum() {
return this.at(localMinimumPoint());
}
final Real localMaximum() {
return this.at(localMaximumPoint());
}
final Real localMinimumPoint() {
if (!hasMinimum()) {
throw new RuntimeException("This cubic function " + this.toString() + " has no local minimum.");
}
Real[] extremePoints = localExtremePoints();
if ((extremePoints[0].asDouble() * a.asDouble()) > (b.asDouble() / -3.0)) {
return extremePoints[0];
}
return extremePoints[1];
}
final Real localMaximumPoint() {
if (!hasMaximum()) {
throw new RuntimeException("This cubic function " + this.toString() + " has no local maximum.");
}
Real[] extremePoints = localExtremePoints();
if ((extremePoints[0].asDouble() * a.asDouble()) < (b.asDouble() / -3.0)) {
return extremePoints[0];
}
return extremePoints[1];
}
/**
* retrieve the points at which the local extrema of this function occurs.
*
* @return the points at which the local extrema of this function occurs.
*/
public Real[] localExtremePoints() {
Real[] points = criticalPoints();
if (points.length < 2) {
return new Real[]{};
}
return points;
}
/**
* retrieve the local extrema of this function.
*
* @return the local extrema of this function.
*/
public Real[] localExtrema() {
Real[] x = localExtremePoints();
return evaluate(x);
}
/**
* Indicates if this function has a minimum or not.
*
* @return true if this function has a minimum, false otherwise.
*/
public boolean hasMinimum() {
return computeDiscriminant() > 0.0;
}
/**
* Indicates if this function has a maximum or not.
*
* @return true if this function has a maximum, false otherwise.
*/
public boolean hasMaximum() {
return computeDiscriminant() > 0.0;
}
private boolean allReal(final Complex[] numbers) {
for (Complex number : numbers) {
if (!number.isReal()) {
return false;
}
}
if (numbers.length == 0) {
return false;
}
return true;
}
private Real[] toReal(final Complex[] numbers) {
Real[] reals = new Real[numbers.length];
for (int i = 0; i < numbers.length; i++) {
reals[i] = Real.from(numbers[i].doubleValue());
}
return reals;
}
private double computeDiscriminant() {
return b.asDouble() * b.asDouble() - 3 * a.asDouble() * c.asDouble();
}
private Real[] evaluate(final Real[] points) {
Real[] values = new Real[points.length];
for (int i = 0; i < points.length; i++) {
double x = points[i].asDouble();
values[i] = Real.from(a.asDouble() * x * x * x + b.asDouble() * x * x + c.asDouble() * x + d.asDouble());
}
return values;
}
// private double[] toPrimitive(final Real[] points) {
// double[] prim = new double[points.length];
// for (int i = 0; i < prim.length; i++) {
// prim[i] = points[i].value();
// }
// return prim;
// }
@Override
public String toString() {
return "f(x) = " + a.asDouble() + "x^3 + " + b.asDouble() + "x^2 + " + c.asDouble() + "x + " + d.asDouble();
}
}
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