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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
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 *      http://www.apache.org/licenses/LICENSE-2.0
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package org.apache.commons.math3.optimization.fitting;

import java.util.ArrayList;
import java.util.List;

import org.apache.commons.math3.analysis.DifferentiableMultivariateVectorFunction;
import org.apache.commons.math3.analysis.MultivariateMatrixFunction;
import org.apache.commons.math3.analysis.ParametricUnivariateFunction;
import org.apache.commons.math3.analysis.differentiation.DerivativeStructure;
import org.apache.commons.math3.analysis.differentiation.MultivariateDifferentiableVectorFunction;
import org.apache.commons.math3.optimization.DifferentiableMultivariateVectorOptimizer;
import org.apache.commons.math3.optimization.MultivariateDifferentiableVectorOptimizer;
import org.apache.commons.math3.optimization.PointVectorValuePair;

/** Fitter for parametric univariate real functions y = f(x).
 * 
* When a univariate real function y = f(x) does depend on some * unknown parameters p0, p1 ... pn-1, * this class can be used to find these parameters. It does this * by fitting the curve so it remains very close to a set of * observed points (x0, y0), (x1, * y1) ... (xk-1, yk-1). This fitting * is done by finding the parameters values that minimizes the objective * function ∑(yi-f(xi))2. This is * really a least squares problem. * * @param Function to use for the fit. * * @deprecated As of 3.1 (to be removed in 4.0). * @since 2.0 */ @Deprecated public class CurveFitter { /** Optimizer to use for the fitting. * @deprecated as of 3.1 replaced by {@link #optimizer} */ @Deprecated private final DifferentiableMultivariateVectorOptimizer oldOptimizer; /** Optimizer to use for the fitting. */ private final MultivariateDifferentiableVectorOptimizer optimizer; /** Observed points. */ private final List observations; /** Simple constructor. * @param optimizer optimizer to use for the fitting * @deprecated as of 3.1 replaced by {@link #CurveFitter(MultivariateDifferentiableVectorOptimizer)} */ @Deprecated public CurveFitter(final DifferentiableMultivariateVectorOptimizer optimizer) { this.oldOptimizer = optimizer; this.optimizer = null; observations = new ArrayList(); } /** Simple constructor. * @param optimizer optimizer to use for the fitting * @since 3.1 */ public CurveFitter(final MultivariateDifferentiableVectorOptimizer optimizer) { this.oldOptimizer = null; this.optimizer = optimizer; observations = new ArrayList(); } /** Add an observed (x,y) point to the sample with unit weight. *

Calling this method is equivalent to call * {@code addObservedPoint(1.0, x, y)}.

* @param x abscissa of the point * @param y observed value of the point at x, after fitting we should * have f(x) as close as possible to this value * @see #addObservedPoint(double, double, double) * @see #addObservedPoint(WeightedObservedPoint) * @see #getObservations() */ public void addObservedPoint(double x, double y) { addObservedPoint(1.0, x, y); } /** 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 f(x) as close as possible to this value * @see #addObservedPoint(double, double) * @see #addObservedPoint(WeightedObservedPoint) * @see #getObservations() */ public void addObservedPoint(double weight, double x, double y) { observations.add(new WeightedObservedPoint(weight, x, y)); } /** Add an observed weighted (x,y) point to the sample. * @param observed observed point to add * @see #addObservedPoint(double, double) * @see #addObservedPoint(double, double, double) * @see #getObservations() */ public void addObservedPoint(WeightedObservedPoint observed) { observations.add(observed); } /** Get the observed points. * @return observed points * @see #addObservedPoint(double, double) * @see #addObservedPoint(double, double, double) * @see #addObservedPoint(WeightedObservedPoint) */ public WeightedObservedPoint[] getObservations() { return observations.toArray(new WeightedObservedPoint[observations.size()]); } /** * Remove all observations. */ public void clearObservations() { observations.clear(); } /** * Fit a curve. * This method compute the coefficients of the curve that best * fit the sample of observed points previously given through calls * to the {@link #addObservedPoint(WeightedObservedPoint) * addObservedPoint} method. * * @param f parametric function to fit. * @param initialGuess first guess of the function parameters. * @return the fitted parameters. * @throws org.apache.commons.math3.exception.DimensionMismatchException * if the start point dimension is wrong. */ public double[] fit(T f, final double[] initialGuess) { return fit(Integer.MAX_VALUE, f, initialGuess); } /** * Fit a curve. * This method compute the coefficients of the curve that best * fit the sample of observed points previously given through calls * to the {@link #addObservedPoint(WeightedObservedPoint) * addObservedPoint} method. * * @param f parametric function to fit. * @param initialGuess first guess of the function parameters. * @param maxEval Maximum number of function evaluations. * @return the fitted parameters. * @throws org.apache.commons.math3.exception.TooManyEvaluationsException * if the number of allowed evaluations is exceeded. * @throws org.apache.commons.math3.exception.DimensionMismatchException * if the start point dimension is wrong. * @since 3.0 */ public double[] fit(int maxEval, T f, final double[] initialGuess) { // prepare least squares problem double[] target = new double[observations.size()]; double[] weights = new double[observations.size()]; int i = 0; for (WeightedObservedPoint point : observations) { target[i] = point.getY(); weights[i] = point.getWeight(); ++i; } // perform the fit final PointVectorValuePair optimum; if (optimizer == null) { // to be removed in 4.0 optimum = oldOptimizer.optimize(maxEval, new OldTheoreticalValuesFunction(f), target, weights, initialGuess); } else { optimum = optimizer.optimize(maxEval, new TheoreticalValuesFunction(f), target, weights, initialGuess); } // extract the coefficients return optimum.getPointRef(); } /** Vectorial function computing function theoretical values. */ @Deprecated private class OldTheoreticalValuesFunction implements DifferentiableMultivariateVectorFunction { /** Function to fit. */ private final ParametricUnivariateFunction f; /** Simple constructor. * @param f function to fit. */ OldTheoreticalValuesFunction(final ParametricUnivariateFunction f) { this.f = f; } /** {@inheritDoc} */ public MultivariateMatrixFunction jacobian() { return new MultivariateMatrixFunction() { /** {@inheritDoc} */ public double[][] value(double[] point) { final double[][] jacobian = new double[observations.size()][]; int i = 0; for (WeightedObservedPoint observed : observations) { jacobian[i++] = f.gradient(observed.getX(), point); } return jacobian; } }; } /** {@inheritDoc} */ public double[] value(double[] point) { // compute the residuals final double[] values = new double[observations.size()]; int i = 0; for (WeightedObservedPoint observed : observations) { values[i++] = f.value(observed.getX(), point); } return values; } } /** Vectorial function computing function theoretical values. */ private class TheoreticalValuesFunction implements MultivariateDifferentiableVectorFunction { /** Function to fit. */ private final ParametricUnivariateFunction f; /** Simple constructor. * @param f function to fit. */ TheoreticalValuesFunction(final ParametricUnivariateFunction f) { this.f = f; } /** {@inheritDoc} */ public double[] value(double[] point) { // compute the residuals final double[] values = new double[observations.size()]; int i = 0; for (WeightedObservedPoint observed : observations) { values[i++] = f.value(observed.getX(), point); } return values; } /** {@inheritDoc} */ public DerivativeStructure[] value(DerivativeStructure[] point) { // extract parameters final double[] parameters = new double[point.length]; for (int k = 0; k < point.length; ++k) { parameters[k] = point[k].getValue(); } // compute the residuals final DerivativeStructure[] values = new DerivativeStructure[observations.size()]; int i = 0; for (WeightedObservedPoint observed : observations) { // build the DerivativeStructure by adding first the value as a constant // and then adding derivatives DerivativeStructure vi = new DerivativeStructure(point.length, 1, f.value(observed.getX(), parameters)); for (int k = 0; k < point.length; ++k) { vi = vi.add(new DerivativeStructure(point.length, 1, k, 0.0)); } values[i++] = vi; } return values; } } }




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