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Commons Math example source code file (PolynomialFitter.java)

This example Commons Math source code file (PolynomialFitter.java) is included in the DevDaily.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Java - Commons Math tags/keywords

curvefitter, curvefitter, differentiablemultivariatevectorialoptimizer, functionevaluationexception, functionevaluationexception, optimizationexception, parametricpolynomial, parametricpolynomial, parametricrealfunction, polynomialfitter, polynomialfitter, polynomialfunction

The Commons Math PolynomialFitter.java source code

/*
 * 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.MathRuntimeException;
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.
 * <p>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.</p>
 * @version $Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $
 * @since 2.0
 */

public class PolynomialFitter {

    /** Fitter for the coefficients. */
    private final CurveFitter fitter;

    /** Polynomial degree. */
    private final int degree;

    /** Simple constructor.
     * <p>The polynomial fitter built this way are complete polynomials,
     * ie. a n-degree polynomial has n+1 coefficients.</p>
     * @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);
    }

    /** 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) {
            // this should never happen
            throw MathRuntimeException.createInternalError(fee);
        }
    }

    /** Dedicated parametric polynomial class. */
    private static class ParametricPolynomial implements ParametricRealFunction {

        /** {@inheritDoc} */
        public double[] gradient(double x, double[] parameters)
                throws FunctionEvaluationException {
            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;
        }

    }

}

Other Commons Math examples (source code examples)

Here is a short list of links related to this Commons Math PolynomialFitter.java source code file:

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