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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.math3.fitting;

import java.util.Collection;

import org.apache.commons.math3.analysis.MultivariateVectorFunction;
import org.apache.commons.math3.analysis.MultivariateMatrixFunction;
import org.apache.commons.math3.analysis.ParametricUnivariateFunction;
import org.apache.commons.math3.fitting.leastsquares.LeastSquaresOptimizer;
import org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem;
import org.apache.commons.math3.fitting.leastsquares.LevenbergMarquardtOptimizer;

/**
 * Base class that contains common code for fitting parametric univariate
 * real functions y = f(pi;x), where {@code x} is
 * the independent variable and the pi are the
 * parameters.
 * 
* A fitter will find the optimal values of the parameters by * fitting the curve so it remains very close to a set of * {@code N} observed points (xk, yk), * {@code 0 <= k < N}. *
* An algorithm usually performs the fit by finding the parameter * values that minimizes the objective function *

 *  ∑yk - f(xk)2,
 * 
* which is actually a least-squares problem. * This class contains boilerplate code for calling the * {@link #fit(Collection)} method for obtaining the parameters. * The problem setup, such as the choice of optimization algorithm * for fitting a specific function is delegated to subclasses. * * @since 3.3 */ public abstract class AbstractCurveFitter { /** * Fits a curve. * This method computes the coefficients of the curve that best * fit the sample of observed points. * * @param points Observations. * @return the fitted parameters. */ public double[] fit(Collection points) { // Perform the fit. return getOptimizer().optimize(getProblem(points)).getPoint().toArray(); } /** * Creates an optimizer set up to fit the appropriate curve. *

* The default implementation uses a {@link LevenbergMarquardtOptimizer * Levenberg-Marquardt} optimizer. *

* @return the optimizer to use for fitting the curve to the * given {@code points}. */ protected LeastSquaresOptimizer getOptimizer() { return new LevenbergMarquardtOptimizer(); } /** * Creates a least squares problem corresponding to the appropriate curve. * * @param points Sample points. * @return the least squares problem to use for fitting the curve to the * given {@code points}. */ protected abstract LeastSquaresProblem getProblem(Collection points); /** * Vector function for computing function theoretical values. */ protected static class TheoreticalValuesFunction { /** Function to fit. */ private final ParametricUnivariateFunction f; /** Observations. */ private final double[] points; /** * @param f function to fit. * @param observations Observations. */ public TheoreticalValuesFunction(final ParametricUnivariateFunction f, final Collection observations) { this.f = f; final int len = observations.size(); this.points = new double[len]; int i = 0; for (WeightedObservedPoint obs : observations) { this.points[i++] = obs.getX(); } } /** * @return the model function values. */ public MultivariateVectorFunction getModelFunction() { return new MultivariateVectorFunction() { /** {@inheritDoc} */ public double[] value(double[] p) { final int len = points.length; final double[] values = new double[len]; for (int i = 0; i < len; i++) { values[i] = f.value(points[i], p); } return values; } }; } /** * @return the model function Jacobian. */ public MultivariateMatrixFunction getModelFunctionJacobian() { return new MultivariateMatrixFunction() { /** {@inheritDoc} */ public double[][] value(double[] p) { final int len = points.length; final double[][] jacobian = new double[len][]; for (int i = 0; i < len; i++) { jacobian[i] = f.gradient(points[i], p); } return jacobian; } }; } } }




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