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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 java.util.Arrays;
import java.util.Comparator;

import org.apache.commons.math.analysis.function.Gaussian;
import org.apache.commons.math.analysis.ParametricUnivariateRealFunction;
import org.apache.commons.math.exception.NullArgumentException;
import org.apache.commons.math.exception.NumberIsTooSmallException;
import org.apache.commons.math.exception.OutOfRangeException;
import org.apache.commons.math.exception.ZeroException;
import org.apache.commons.math.exception.NotStrictlyPositiveException;
import org.apache.commons.math.exception.util.LocalizedFormats;
import org.apache.commons.math.optimization.DifferentiableMultivariateVectorialOptimizer;
import org.apache.commons.math.optimization.fitting.CurveFitter;
import org.apache.commons.math.optimization.fitting.WeightedObservedPoint;

/**
 * Fits points to a {@link
 * org.apache.commons.math.analysis.function.Gaussian.Parametric Gaussian} function.
 * 

* Usage example: *

 *   GaussianFitter fitter = new GaussianFitter(
 *     new LevenbergMarquardtOptimizer());
 *   fitter.addObservedPoint(4.0254623,  531026.0);
 *   fitter.addObservedPoint(4.03128248, 984167.0);
 *   fitter.addObservedPoint(4.03839603, 1887233.0);
 *   fitter.addObservedPoint(4.04421621, 2687152.0);
 *   fitter.addObservedPoint(4.05132976, 3461228.0);
 *   fitter.addObservedPoint(4.05326982, 3580526.0);
 *   fitter.addObservedPoint(4.05779662, 3439750.0);
 *   fitter.addObservedPoint(4.0636168,  2877648.0);
 *   fitter.addObservedPoint(4.06943698, 2175960.0);
 *   fitter.addObservedPoint(4.07525716, 1447024.0);
 *   fitter.addObservedPoint(4.08237071, 717104.0);
 *   fitter.addObservedPoint(4.08366408, 620014.0);
 *   double[] parameters = fitter.fit();
 * 
* * @since 2.2 * @version $Revision$ $Date$ */ public class GaussianFitter extends CurveFitter { /** * Constructs an instance using the specified optimizer. * * @param optimizer Optimizer to use for the fitting. */ public GaussianFitter(DifferentiableMultivariateVectorialOptimizer optimizer) { super(optimizer); } /** * Fits a Gaussian function to the observed points. * * @param initialGuess First guess values in the following order: *
    *
  • Norm
  • *
  • Mean
  • *
  • Sigma
  • *
* @return the parameters of the Gaussian function that best fits the * observed points (in the same order as above). */ public double[] fit(double[] initialGuess) { final ParametricUnivariateRealFunction f = new ParametricUnivariateRealFunction() { private final ParametricUnivariateRealFunction g = new Gaussian.Parametric(); public double value(double x, double[] p) { double v = Double.POSITIVE_INFINITY; try { v = g.value(x, p); } catch (NotStrictlyPositiveException e) { // Do nothing. } return v; } public double[] gradient(double x, double[] p) { double[] v = { Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY }; try { v = g.gradient(x, p); } catch (NotStrictlyPositiveException e) { // Do nothing. } return v; } }; return fit(f, initialGuess); } /** * Fits a Gaussian function to the observed points. * * @return the parameters of the Gaussian function that best fits the * observed points (in the same order as above). */ public double[] fit() { final double[] guess = (new ParameterGuesser(getObservations())).guess(); return fit((new ParameterGuesser(getObservations())).guess()); } /** * Guesses the parameters {@code norm}, {@code mean}, and {@code sigma} * of a {@link org.apache.commons.math.analysis.function.Gaussian.Parametric} * based on the specified observed points. */ public static class ParameterGuesser { /** Observed points. */ private final WeightedObservedPoint[] observations; /** Resulting guessed parameters. */ private double[] parameters; /** * Constructs instance with the specified observed points. * * @param observations observed points upon which should base guess */ public ParameterGuesser(WeightedObservedPoint[] observations) { if (observations == null) { throw new NullArgumentException(LocalizedFormats.INPUT_ARRAY); } if (observations.length < 3) { throw new NumberIsTooSmallException(observations.length, 3, true); } this.observations = observations.clone(); } /** * Guesses the parameters based on the observed points. * * @return the guessed parameters: norm, mean and sigma. */ public double[] guess() { if (parameters == null) { parameters = basicGuess(observations); } return parameters.clone(); } /** * Guesses the parameters based on the specified observed points. * * @param points Observed points upon which should base guess. * @return the guessed parameters: norm, mean and sigma. */ private double[] basicGuess(WeightedObservedPoint[] points) { Arrays.sort(points, createWeightedObservedPointComparator()); double[] params = new double[3]; int maxYIdx = findMaxY(points); params[0] = points[maxYIdx].getY(); params[1] = points[maxYIdx].getX(); double fwhmApprox; try { double halfY = params[0] + ((params[1] - params[0]) / 2.0); double fwhmX1 = interpolateXAtY(points, maxYIdx, -1, halfY); double fwhmX2 = interpolateXAtY(points, maxYIdx, +1, halfY); fwhmApprox = fwhmX2 - fwhmX1; } catch (OutOfRangeException e) { fwhmApprox = points[points.length - 1].getX() - points[0].getX(); } params[2] = fwhmApprox / (2.0 * Math.sqrt(2.0 * Math.log(2.0))); return params; } /** * Finds index of point in specified points with the largest Y. * * @param points Points to search. * @return the index in specified points array. */ private int findMaxY(WeightedObservedPoint[] points) { int maxYIdx = 0; for (int i = 1; i < points.length; i++) { if (points[i].getY() > points[maxYIdx].getY()) { maxYIdx = i; } } return maxYIdx; } /** * Interpolates using the specified points to determine X at the * specified Y. * * @param points Points to use for interpolation. * @param startIdx Index within points from which to start search for * interpolation bounds points. * @param idxStep Index step for search for interpolation bounds points. * @param y Y value for which X should be determined. * @return the value of X at the specified Y. * @throws ZeroException if {@code idxStep} is 0. * @throws OutOfRangeException if specified {@code y} is not within the * range of the specified {@code points}. */ private double interpolateXAtY(WeightedObservedPoint[] points, int startIdx, int idxStep, double y) throws OutOfRangeException { if (idxStep == 0) { throw new ZeroException(); } WeightedObservedPoint[] twoPoints = getInterpolationPointsForY(points, startIdx, idxStep, y); WeightedObservedPoint pointA = twoPoints[0]; WeightedObservedPoint pointB = twoPoints[1]; if (pointA.getY() == y) { return pointA.getX(); } if (pointB.getY() == y) { return pointB.getX(); } return pointA.getX() + (((y - pointA.getY()) * (pointB.getX() - pointA.getX())) / (pointB.getY() - pointA.getY())); } /** * Gets the two bounding interpolation points from the specified points * suitable for determining X at the specified Y. * * @param points Points to use for interpolation. * @param startIdx Index within points from which to start search for * interpolation bounds points. * @param idxStep Index step for search for interpolation bounds points. * @param y Y value for which X should be determined. * @return the array containing two points suitable for determining X at * the specified Y. * @throws ZeroException if {@code idxStep} is 0. * @throws OutOfRangeException if specified {@code y} is not within the * range of the specified {@code points}. */ private WeightedObservedPoint[] getInterpolationPointsForY(WeightedObservedPoint[] points, int startIdx, int idxStep, double y) throws OutOfRangeException { if (idxStep == 0) { throw new ZeroException(); } for (int i = startIdx; (idxStep < 0) ? (i + idxStep >= 0) : (i + idxStep < points.length); i += idxStep) { if (isBetween(y, points[i].getY(), points[i + idxStep].getY())) { return (idxStep < 0) ? new WeightedObservedPoint[] { points[i + idxStep], points[i] } : new WeightedObservedPoint[] { points[i], points[i + idxStep] }; } } double minY = Double.POSITIVE_INFINITY; double maxY = Double.NEGATIVE_INFINITY; for (final WeightedObservedPoint point : points) { minY = Math.min(minY, point.getY()); maxY = Math.max(maxY, point.getY()); } throw new OutOfRangeException(y, minY, maxY); } /** * Determines whether a value is between two other values. * * @param value Value to determine whether is between {@code boundary1} * and {@code boundary2}. * @param boundary1 One end of the range. * @param boundary2 Other end of the range. * @return {@code true} if {@code value} is between {@code boundary1} and * {@code boundary2} (inclusive), {@code false} otherwise. */ private boolean isBetween(double value, double boundary1, double boundary2) { return (value >= boundary1 && value <= boundary2) || (value >= boundary2 && value <= boundary1); } /** * Factory method creating {@code Comparator} for comparing * {@code WeightedObservedPoint} instances. * * @return the new {@code Comparator} instance. */ private Comparator createWeightedObservedPointComparator() { return new Comparator() { public int compare(WeightedObservedPoint p1, WeightedObservedPoint p2) { if (p1 == null && p2 == null) { return 0; } if (p1 == null) { return -1; } if (p2 == null) { return 1; } if (p1.getX() < p2.getX()) { return -1; } if (p1.getX() > p2.getX()) { return 1; } if (p1.getY() < p2.getY()) { return -1; } if (p1.getY() > p2.getY()) { return 1; } if (p1.getWeight() < p2.getWeight()) { return -1; } if (p1.getWeight() > p2.getWeight()) { return 1; } return 0; } }; } } }




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