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author dwinter
date Tue, 04 Jan 2011 10:02:07 +0100
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1 <HTML>
2 <BODY BGCOLOR="white">
3 <PRE>
4 <FONT color="green">001</FONT> /*<a name="line.1"></a>
5 <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
6 <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a>
7 <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a>
8 <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
9 <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
10 <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a>
11 <FONT color="green">008</FONT> *<a name="line.8"></a>
12 <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
13 <FONT color="green">010</FONT> *<a name="line.10"></a>
14 <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
15 <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
16 <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
17 <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a>
18 <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a>
19 <FONT color="green">016</FONT> */<a name="line.16"></a>
20 <FONT color="green">017</FONT> <a name="line.17"></a>
21 <FONT color="green">018</FONT> package org.apache.commons.math.estimation;<a name="line.18"></a>
22 <FONT color="green">019</FONT> <a name="line.19"></a>
23 <FONT color="green">020</FONT> import java.util.Arrays;<a name="line.20"></a>
24 <FONT color="green">021</FONT> <a name="line.21"></a>
25 <FONT color="green">022</FONT> import org.apache.commons.math.linear.InvalidMatrixException;<a name="line.22"></a>
26 <FONT color="green">023</FONT> import org.apache.commons.math.linear.LUDecompositionImpl;<a name="line.23"></a>
27 <FONT color="green">024</FONT> import org.apache.commons.math.linear.MatrixUtils;<a name="line.24"></a>
28 <FONT color="green">025</FONT> import org.apache.commons.math.linear.RealMatrix;<a name="line.25"></a>
29 <FONT color="green">026</FONT> <a name="line.26"></a>
30 <FONT color="green">027</FONT> /**<a name="line.27"></a>
31 <FONT color="green">028</FONT> * Base class for implementing estimators.<a name="line.28"></a>
32 <FONT color="green">029</FONT> * &lt;p&gt;This base class handles the boilerplates methods associated to thresholds<a name="line.29"></a>
33 <FONT color="green">030</FONT> * settings, jacobian and error estimation.&lt;/p&gt;<a name="line.30"></a>
34 <FONT color="green">031</FONT> * @version $Revision: 825919 $ $Date: 2009-10-16 10:51:55 -0400 (Fri, 16 Oct 2009) $<a name="line.31"></a>
35 <FONT color="green">032</FONT> * @since 1.2<a name="line.32"></a>
36 <FONT color="green">033</FONT> * @deprecated as of 2.0, everything in package org.apache.commons.math.estimation has<a name="line.33"></a>
37 <FONT color="green">034</FONT> * been deprecated and replaced by package org.apache.commons.math.optimization.general<a name="line.34"></a>
38 <FONT color="green">035</FONT> *<a name="line.35"></a>
39 <FONT color="green">036</FONT> */<a name="line.36"></a>
40 <FONT color="green">037</FONT> @Deprecated<a name="line.37"></a>
41 <FONT color="green">038</FONT> public abstract class AbstractEstimator implements Estimator {<a name="line.38"></a>
42 <FONT color="green">039</FONT> <a name="line.39"></a>
43 <FONT color="green">040</FONT> /** Default maximal number of cost evaluations allowed. */<a name="line.40"></a>
44 <FONT color="green">041</FONT> public static final int DEFAULT_MAX_COST_EVALUATIONS = 100;<a name="line.41"></a>
45 <FONT color="green">042</FONT> <a name="line.42"></a>
46 <FONT color="green">043</FONT> /** Array of measurements. */<a name="line.43"></a>
47 <FONT color="green">044</FONT> protected WeightedMeasurement[] measurements;<a name="line.44"></a>
48 <FONT color="green">045</FONT> <a name="line.45"></a>
49 <FONT color="green">046</FONT> /** Array of parameters. */<a name="line.46"></a>
50 <FONT color="green">047</FONT> protected EstimatedParameter[] parameters;<a name="line.47"></a>
51 <FONT color="green">048</FONT> <a name="line.48"></a>
52 <FONT color="green">049</FONT> /**<a name="line.49"></a>
53 <FONT color="green">050</FONT> * Jacobian matrix.<a name="line.50"></a>
54 <FONT color="green">051</FONT> * &lt;p&gt;This matrix is in canonical form just after the calls to<a name="line.51"></a>
55 <FONT color="green">052</FONT> * {@link #updateJacobian()}, but may be modified by the solver<a name="line.52"></a>
56 <FONT color="green">053</FONT> * in the derived class (the {@link LevenbergMarquardtEstimator<a name="line.53"></a>
57 <FONT color="green">054</FONT> * Levenberg-Marquardt estimator} does this).&lt;/p&gt;<a name="line.54"></a>
58 <FONT color="green">055</FONT> */<a name="line.55"></a>
59 <FONT color="green">056</FONT> protected double[] jacobian;<a name="line.56"></a>
60 <FONT color="green">057</FONT> <a name="line.57"></a>
61 <FONT color="green">058</FONT> /** Number of columns of the jacobian matrix. */<a name="line.58"></a>
62 <FONT color="green">059</FONT> protected int cols;<a name="line.59"></a>
63 <FONT color="green">060</FONT> <a name="line.60"></a>
64 <FONT color="green">061</FONT> /** Number of rows of the jacobian matrix. */<a name="line.61"></a>
65 <FONT color="green">062</FONT> protected int rows;<a name="line.62"></a>
66 <FONT color="green">063</FONT> <a name="line.63"></a>
67 <FONT color="green">064</FONT> /** Residuals array.<a name="line.64"></a>
68 <FONT color="green">065</FONT> * &lt;p&gt;This array is in canonical form just after the calls to<a name="line.65"></a>
69 <FONT color="green">066</FONT> * {@link #updateJacobian()}, but may be modified by the solver<a name="line.66"></a>
70 <FONT color="green">067</FONT> * in the derived class (the {@link LevenbergMarquardtEstimator<a name="line.67"></a>
71 <FONT color="green">068</FONT> * Levenberg-Marquardt estimator} does this).&lt;/p&gt;<a name="line.68"></a>
72 <FONT color="green">069</FONT> */<a name="line.69"></a>
73 <FONT color="green">070</FONT> protected double[] residuals;<a name="line.70"></a>
74 <FONT color="green">071</FONT> <a name="line.71"></a>
75 <FONT color="green">072</FONT> /** Cost value (square root of the sum of the residuals). */<a name="line.72"></a>
76 <FONT color="green">073</FONT> protected double cost;<a name="line.73"></a>
77 <FONT color="green">074</FONT> <a name="line.74"></a>
78 <FONT color="green">075</FONT> /** Maximal allowed number of cost evaluations. */<a name="line.75"></a>
79 <FONT color="green">076</FONT> private int maxCostEval;<a name="line.76"></a>
80 <FONT color="green">077</FONT> <a name="line.77"></a>
81 <FONT color="green">078</FONT> /** Number of cost evaluations. */<a name="line.78"></a>
82 <FONT color="green">079</FONT> private int costEvaluations;<a name="line.79"></a>
83 <FONT color="green">080</FONT> <a name="line.80"></a>
84 <FONT color="green">081</FONT> /** Number of jacobian evaluations. */<a name="line.81"></a>
85 <FONT color="green">082</FONT> private int jacobianEvaluations;<a name="line.82"></a>
86 <FONT color="green">083</FONT> <a name="line.83"></a>
87 <FONT color="green">084</FONT> /**<a name="line.84"></a>
88 <FONT color="green">085</FONT> * Build an abstract estimator for least squares problems.<a name="line.85"></a>
89 <FONT color="green">086</FONT> * &lt;p&gt;The maximal number of cost evaluations allowed is set<a name="line.86"></a>
90 <FONT color="green">087</FONT> * to its default value {@link #DEFAULT_MAX_COST_EVALUATIONS}.&lt;/p&gt;<a name="line.87"></a>
91 <FONT color="green">088</FONT> */<a name="line.88"></a>
92 <FONT color="green">089</FONT> protected AbstractEstimator() {<a name="line.89"></a>
93 <FONT color="green">090</FONT> setMaxCostEval(DEFAULT_MAX_COST_EVALUATIONS);<a name="line.90"></a>
94 <FONT color="green">091</FONT> }<a name="line.91"></a>
95 <FONT color="green">092</FONT> <a name="line.92"></a>
96 <FONT color="green">093</FONT> /**<a name="line.93"></a>
97 <FONT color="green">094</FONT> * Set the maximal number of cost evaluations allowed.<a name="line.94"></a>
98 <FONT color="green">095</FONT> *<a name="line.95"></a>
99 <FONT color="green">096</FONT> * @param maxCostEval maximal number of cost evaluations allowed<a name="line.96"></a>
100 <FONT color="green">097</FONT> * @see #estimate<a name="line.97"></a>
101 <FONT color="green">098</FONT> */<a name="line.98"></a>
102 <FONT color="green">099</FONT> public final void setMaxCostEval(int maxCostEval) {<a name="line.99"></a>
103 <FONT color="green">100</FONT> this.maxCostEval = maxCostEval;<a name="line.100"></a>
104 <FONT color="green">101</FONT> }<a name="line.101"></a>
105 <FONT color="green">102</FONT> <a name="line.102"></a>
106 <FONT color="green">103</FONT> /**<a name="line.103"></a>
107 <FONT color="green">104</FONT> * Get the number of cost evaluations.<a name="line.104"></a>
108 <FONT color="green">105</FONT> *<a name="line.105"></a>
109 <FONT color="green">106</FONT> * @return number of cost evaluations<a name="line.106"></a>
110 <FONT color="green">107</FONT> * */<a name="line.107"></a>
111 <FONT color="green">108</FONT> public final int getCostEvaluations() {<a name="line.108"></a>
112 <FONT color="green">109</FONT> return costEvaluations;<a name="line.109"></a>
113 <FONT color="green">110</FONT> }<a name="line.110"></a>
114 <FONT color="green">111</FONT> <a name="line.111"></a>
115 <FONT color="green">112</FONT> /**<a name="line.112"></a>
116 <FONT color="green">113</FONT> * Get the number of jacobian evaluations.<a name="line.113"></a>
117 <FONT color="green">114</FONT> *<a name="line.114"></a>
118 <FONT color="green">115</FONT> * @return number of jacobian evaluations<a name="line.115"></a>
119 <FONT color="green">116</FONT> * */<a name="line.116"></a>
120 <FONT color="green">117</FONT> public final int getJacobianEvaluations() {<a name="line.117"></a>
121 <FONT color="green">118</FONT> return jacobianEvaluations;<a name="line.118"></a>
122 <FONT color="green">119</FONT> }<a name="line.119"></a>
123 <FONT color="green">120</FONT> <a name="line.120"></a>
124 <FONT color="green">121</FONT> /**<a name="line.121"></a>
125 <FONT color="green">122</FONT> * Update the jacobian matrix.<a name="line.122"></a>
126 <FONT color="green">123</FONT> */<a name="line.123"></a>
127 <FONT color="green">124</FONT> protected void updateJacobian() {<a name="line.124"></a>
128 <FONT color="green">125</FONT> incrementJacobianEvaluationsCounter();<a name="line.125"></a>
129 <FONT color="green">126</FONT> Arrays.fill(jacobian, 0);<a name="line.126"></a>
130 <FONT color="green">127</FONT> int index = 0;<a name="line.127"></a>
131 <FONT color="green">128</FONT> for (int i = 0; i &lt; rows; i++) {<a name="line.128"></a>
132 <FONT color="green">129</FONT> WeightedMeasurement wm = measurements[i];<a name="line.129"></a>
133 <FONT color="green">130</FONT> double factor = -Math.sqrt(wm.getWeight());<a name="line.130"></a>
134 <FONT color="green">131</FONT> for (int j = 0; j &lt; cols; ++j) {<a name="line.131"></a>
135 <FONT color="green">132</FONT> jacobian[index++] = factor * wm.getPartial(parameters[j]);<a name="line.132"></a>
136 <FONT color="green">133</FONT> }<a name="line.133"></a>
137 <FONT color="green">134</FONT> }<a name="line.134"></a>
138 <FONT color="green">135</FONT> }<a name="line.135"></a>
139 <FONT color="green">136</FONT> <a name="line.136"></a>
140 <FONT color="green">137</FONT> /**<a name="line.137"></a>
141 <FONT color="green">138</FONT> * Increment the jacobian evaluations counter.<a name="line.138"></a>
142 <FONT color="green">139</FONT> */<a name="line.139"></a>
143 <FONT color="green">140</FONT> protected final void incrementJacobianEvaluationsCounter() {<a name="line.140"></a>
144 <FONT color="green">141</FONT> ++jacobianEvaluations;<a name="line.141"></a>
145 <FONT color="green">142</FONT> }<a name="line.142"></a>
146 <FONT color="green">143</FONT> <a name="line.143"></a>
147 <FONT color="green">144</FONT> /**<a name="line.144"></a>
148 <FONT color="green">145</FONT> * Update the residuals array and cost function value.<a name="line.145"></a>
149 <FONT color="green">146</FONT> * @exception EstimationException if the number of cost evaluations<a name="line.146"></a>
150 <FONT color="green">147</FONT> * exceeds the maximum allowed<a name="line.147"></a>
151 <FONT color="green">148</FONT> */<a name="line.148"></a>
152 <FONT color="green">149</FONT> protected void updateResidualsAndCost()<a name="line.149"></a>
153 <FONT color="green">150</FONT> throws EstimationException {<a name="line.150"></a>
154 <FONT color="green">151</FONT> <a name="line.151"></a>
155 <FONT color="green">152</FONT> if (++costEvaluations &gt; maxCostEval) {<a name="line.152"></a>
156 <FONT color="green">153</FONT> throw new EstimationException("maximal number of evaluations exceeded ({0})",<a name="line.153"></a>
157 <FONT color="green">154</FONT> maxCostEval);<a name="line.154"></a>
158 <FONT color="green">155</FONT> }<a name="line.155"></a>
159 <FONT color="green">156</FONT> <a name="line.156"></a>
160 <FONT color="green">157</FONT> cost = 0;<a name="line.157"></a>
161 <FONT color="green">158</FONT> int index = 0;<a name="line.158"></a>
162 <FONT color="green">159</FONT> for (int i = 0; i &lt; rows; i++, index += cols) {<a name="line.159"></a>
163 <FONT color="green">160</FONT> WeightedMeasurement wm = measurements[i];<a name="line.160"></a>
164 <FONT color="green">161</FONT> double residual = wm.getResidual();<a name="line.161"></a>
165 <FONT color="green">162</FONT> residuals[i] = Math.sqrt(wm.getWeight()) * residual;<a name="line.162"></a>
166 <FONT color="green">163</FONT> cost += wm.getWeight() * residual * residual;<a name="line.163"></a>
167 <FONT color="green">164</FONT> }<a name="line.164"></a>
168 <FONT color="green">165</FONT> cost = Math.sqrt(cost);<a name="line.165"></a>
169 <FONT color="green">166</FONT> <a name="line.166"></a>
170 <FONT color="green">167</FONT> }<a name="line.167"></a>
171 <FONT color="green">168</FONT> <a name="line.168"></a>
172 <FONT color="green">169</FONT> /**<a name="line.169"></a>
173 <FONT color="green">170</FONT> * Get the Root Mean Square value.<a name="line.170"></a>
174 <FONT color="green">171</FONT> * Get the Root Mean Square value, i.e. the root of the arithmetic<a name="line.171"></a>
175 <FONT color="green">172</FONT> * mean of the square of all weighted residuals. This is related to the<a name="line.172"></a>
176 <FONT color="green">173</FONT> * criterion that is minimized by the estimator as follows: if<a name="line.173"></a>
177 <FONT color="green">174</FONT> * &lt;em&gt;c&lt;/em&gt; if the criterion, and &lt;em&gt;n&lt;/em&gt; is the number of<a name="line.174"></a>
178 <FONT color="green">175</FONT> * measurements, then the RMS is &lt;em&gt;sqrt (c/n)&lt;/em&gt;.<a name="line.175"></a>
179 <FONT color="green">176</FONT> *<a name="line.176"></a>
180 <FONT color="green">177</FONT> * @param problem estimation problem<a name="line.177"></a>
181 <FONT color="green">178</FONT> * @return RMS value<a name="line.178"></a>
182 <FONT color="green">179</FONT> */<a name="line.179"></a>
183 <FONT color="green">180</FONT> public double getRMS(EstimationProblem problem) {<a name="line.180"></a>
184 <FONT color="green">181</FONT> WeightedMeasurement[] wm = problem.getMeasurements();<a name="line.181"></a>
185 <FONT color="green">182</FONT> double criterion = 0;<a name="line.182"></a>
186 <FONT color="green">183</FONT> for (int i = 0; i &lt; wm.length; ++i) {<a name="line.183"></a>
187 <FONT color="green">184</FONT> double residual = wm[i].getResidual();<a name="line.184"></a>
188 <FONT color="green">185</FONT> criterion += wm[i].getWeight() * residual * residual;<a name="line.185"></a>
189 <FONT color="green">186</FONT> }<a name="line.186"></a>
190 <FONT color="green">187</FONT> return Math.sqrt(criterion / wm.length);<a name="line.187"></a>
191 <FONT color="green">188</FONT> }<a name="line.188"></a>
192 <FONT color="green">189</FONT> <a name="line.189"></a>
193 <FONT color="green">190</FONT> /**<a name="line.190"></a>
194 <FONT color="green">191</FONT> * Get the Chi-Square value.<a name="line.191"></a>
195 <FONT color="green">192</FONT> * @param problem estimation problem<a name="line.192"></a>
196 <FONT color="green">193</FONT> * @return chi-square value<a name="line.193"></a>
197 <FONT color="green">194</FONT> */<a name="line.194"></a>
198 <FONT color="green">195</FONT> public double getChiSquare(EstimationProblem problem) {<a name="line.195"></a>
199 <FONT color="green">196</FONT> WeightedMeasurement[] wm = problem.getMeasurements();<a name="line.196"></a>
200 <FONT color="green">197</FONT> double chiSquare = 0;<a name="line.197"></a>
201 <FONT color="green">198</FONT> for (int i = 0; i &lt; wm.length; ++i) {<a name="line.198"></a>
202 <FONT color="green">199</FONT> double residual = wm[i].getResidual();<a name="line.199"></a>
203 <FONT color="green">200</FONT> chiSquare += residual * residual / wm[i].getWeight();<a name="line.200"></a>
204 <FONT color="green">201</FONT> }<a name="line.201"></a>
205 <FONT color="green">202</FONT> return chiSquare;<a name="line.202"></a>
206 <FONT color="green">203</FONT> }<a name="line.203"></a>
207 <FONT color="green">204</FONT> <a name="line.204"></a>
208 <FONT color="green">205</FONT> /**<a name="line.205"></a>
209 <FONT color="green">206</FONT> * Get the covariance matrix of unbound estimated parameters.<a name="line.206"></a>
210 <FONT color="green">207</FONT> * @param problem estimation problem<a name="line.207"></a>
211 <FONT color="green">208</FONT> * @return covariance matrix<a name="line.208"></a>
212 <FONT color="green">209</FONT> * @exception EstimationException if the covariance matrix<a name="line.209"></a>
213 <FONT color="green">210</FONT> * cannot be computed (singular problem)<a name="line.210"></a>
214 <FONT color="green">211</FONT> */<a name="line.211"></a>
215 <FONT color="green">212</FONT> public double[][] getCovariances(EstimationProblem problem)<a name="line.212"></a>
216 <FONT color="green">213</FONT> throws EstimationException {<a name="line.213"></a>
217 <FONT color="green">214</FONT> <a name="line.214"></a>
218 <FONT color="green">215</FONT> // set up the jacobian<a name="line.215"></a>
219 <FONT color="green">216</FONT> updateJacobian();<a name="line.216"></a>
220 <FONT color="green">217</FONT> <a name="line.217"></a>
221 <FONT color="green">218</FONT> // compute transpose(J).J, avoiding building big intermediate matrices<a name="line.218"></a>
222 <FONT color="green">219</FONT> final int n = problem.getMeasurements().length;<a name="line.219"></a>
223 <FONT color="green">220</FONT> final int m = problem.getUnboundParameters().length;<a name="line.220"></a>
224 <FONT color="green">221</FONT> final int max = m * n;<a name="line.221"></a>
225 <FONT color="green">222</FONT> double[][] jTj = new double[m][m];<a name="line.222"></a>
226 <FONT color="green">223</FONT> for (int i = 0; i &lt; m; ++i) {<a name="line.223"></a>
227 <FONT color="green">224</FONT> for (int j = i; j &lt; m; ++j) {<a name="line.224"></a>
228 <FONT color="green">225</FONT> double sum = 0;<a name="line.225"></a>
229 <FONT color="green">226</FONT> for (int k = 0; k &lt; max; k += m) {<a name="line.226"></a>
230 <FONT color="green">227</FONT> sum += jacobian[k + i] * jacobian[k + j];<a name="line.227"></a>
231 <FONT color="green">228</FONT> }<a name="line.228"></a>
232 <FONT color="green">229</FONT> jTj[i][j] = sum;<a name="line.229"></a>
233 <FONT color="green">230</FONT> jTj[j][i] = sum;<a name="line.230"></a>
234 <FONT color="green">231</FONT> }<a name="line.231"></a>
235 <FONT color="green">232</FONT> }<a name="line.232"></a>
236 <FONT color="green">233</FONT> <a name="line.233"></a>
237 <FONT color="green">234</FONT> try {<a name="line.234"></a>
238 <FONT color="green">235</FONT> // compute the covariances matrix<a name="line.235"></a>
239 <FONT color="green">236</FONT> RealMatrix inverse =<a name="line.236"></a>
240 <FONT color="green">237</FONT> new LUDecompositionImpl(MatrixUtils.createRealMatrix(jTj)).getSolver().getInverse();<a name="line.237"></a>
241 <FONT color="green">238</FONT> return inverse.getData();<a name="line.238"></a>
242 <FONT color="green">239</FONT> } catch (InvalidMatrixException ime) {<a name="line.239"></a>
243 <FONT color="green">240</FONT> throw new EstimationException("unable to compute covariances: singular problem");<a name="line.240"></a>
244 <FONT color="green">241</FONT> }<a name="line.241"></a>
245 <FONT color="green">242</FONT> <a name="line.242"></a>
246 <FONT color="green">243</FONT> }<a name="line.243"></a>
247 <FONT color="green">244</FONT> <a name="line.244"></a>
248 <FONT color="green">245</FONT> /**<a name="line.245"></a>
249 <FONT color="green">246</FONT> * Guess the errors in unbound estimated parameters.<a name="line.246"></a>
250 <FONT color="green">247</FONT> * &lt;p&gt;Guessing is covariance-based, it only gives rough order of magnitude.&lt;/p&gt;<a name="line.247"></a>
251 <FONT color="green">248</FONT> * @param problem estimation problem<a name="line.248"></a>
252 <FONT color="green">249</FONT> * @return errors in estimated parameters<a name="line.249"></a>
253 <FONT color="green">250</FONT> * @exception EstimationException if the covariances matrix cannot be computed<a name="line.250"></a>
254 <FONT color="green">251</FONT> * or the number of degrees of freedom is not positive (number of measurements<a name="line.251"></a>
255 <FONT color="green">252</FONT> * lesser or equal to number of parameters)<a name="line.252"></a>
256 <FONT color="green">253</FONT> */<a name="line.253"></a>
257 <FONT color="green">254</FONT> public double[] guessParametersErrors(EstimationProblem problem)<a name="line.254"></a>
258 <FONT color="green">255</FONT> throws EstimationException {<a name="line.255"></a>
259 <FONT color="green">256</FONT> int m = problem.getMeasurements().length;<a name="line.256"></a>
260 <FONT color="green">257</FONT> int p = problem.getUnboundParameters().length;<a name="line.257"></a>
261 <FONT color="green">258</FONT> if (m &lt;= p) {<a name="line.258"></a>
262 <FONT color="green">259</FONT> throw new EstimationException(<a name="line.259"></a>
263 <FONT color="green">260</FONT> "no degrees of freedom ({0} measurements, {1} parameters)",<a name="line.260"></a>
264 <FONT color="green">261</FONT> m, p);<a name="line.261"></a>
265 <FONT color="green">262</FONT> }<a name="line.262"></a>
266 <FONT color="green">263</FONT> double[] errors = new double[problem.getUnboundParameters().length];<a name="line.263"></a>
267 <FONT color="green">264</FONT> final double c = Math.sqrt(getChiSquare(problem) / (m - p));<a name="line.264"></a>
268 <FONT color="green">265</FONT> double[][] covar = getCovariances(problem);<a name="line.265"></a>
269 <FONT color="green">266</FONT> for (int i = 0; i &lt; errors.length; ++i) {<a name="line.266"></a>
270 <FONT color="green">267</FONT> errors[i] = Math.sqrt(covar[i][i]) * c;<a name="line.267"></a>
271 <FONT color="green">268</FONT> }<a name="line.268"></a>
272 <FONT color="green">269</FONT> return errors;<a name="line.269"></a>
273 <FONT color="green">270</FONT> }<a name="line.270"></a>
274 <FONT color="green">271</FONT> <a name="line.271"></a>
275 <FONT color="green">272</FONT> /**<a name="line.272"></a>
276 <FONT color="green">273</FONT> * Initialization of the common parts of the estimation.<a name="line.273"></a>
277 <FONT color="green">274</FONT> * &lt;p&gt;This method &lt;em&gt;must&lt;/em&gt; be called at the start<a name="line.274"></a>
278 <FONT color="green">275</FONT> * of the {@link #estimate(EstimationProblem) estimate}<a name="line.275"></a>
279 <FONT color="green">276</FONT> * method.&lt;/p&gt;<a name="line.276"></a>
280 <FONT color="green">277</FONT> * @param problem estimation problem to solve<a name="line.277"></a>
281 <FONT color="green">278</FONT> */<a name="line.278"></a>
282 <FONT color="green">279</FONT> protected void initializeEstimate(EstimationProblem problem) {<a name="line.279"></a>
283 <FONT color="green">280</FONT> <a name="line.280"></a>
284 <FONT color="green">281</FONT> // reset counters<a name="line.281"></a>
285 <FONT color="green">282</FONT> costEvaluations = 0;<a name="line.282"></a>
286 <FONT color="green">283</FONT> jacobianEvaluations = 0;<a name="line.283"></a>
287 <FONT color="green">284</FONT> <a name="line.284"></a>
288 <FONT color="green">285</FONT> // retrieve the equations and the parameters<a name="line.285"></a>
289 <FONT color="green">286</FONT> measurements = problem.getMeasurements();<a name="line.286"></a>
290 <FONT color="green">287</FONT> parameters = problem.getUnboundParameters();<a name="line.287"></a>
291 <FONT color="green">288</FONT> <a name="line.288"></a>
292 <FONT color="green">289</FONT> // arrays shared with the other private methods<a name="line.289"></a>
293 <FONT color="green">290</FONT> rows = measurements.length;<a name="line.290"></a>
294 <FONT color="green">291</FONT> cols = parameters.length;<a name="line.291"></a>
295 <FONT color="green">292</FONT> jacobian = new double[rows * cols];<a name="line.292"></a>
296 <FONT color="green">293</FONT> residuals = new double[rows];<a name="line.293"></a>
297 <FONT color="green">294</FONT> <a name="line.294"></a>
298 <FONT color="green">295</FONT> cost = Double.POSITIVE_INFINITY;<a name="line.295"></a>
299 <FONT color="green">296</FONT> <a name="line.296"></a>
300 <FONT color="green">297</FONT> }<a name="line.297"></a>
301 <FONT color="green">298</FONT> <a name="line.298"></a>
302 <FONT color="green">299</FONT> /**<a name="line.299"></a>
303 <FONT color="green">300</FONT> * Solve an estimation problem.<a name="line.300"></a>
304 <FONT color="green">301</FONT> *<a name="line.301"></a>
305 <FONT color="green">302</FONT> * &lt;p&gt;The method should set the parameters of the problem to several<a name="line.302"></a>
306 <FONT color="green">303</FONT> * trial values until it reaches convergence. If this method returns<a name="line.303"></a>
307 <FONT color="green">304</FONT> * normally (i.e. without throwing an exception), then the best<a name="line.304"></a>
308 <FONT color="green">305</FONT> * estimate of the parameters can be retrieved from the problem<a name="line.305"></a>
309 <FONT color="green">306</FONT> * itself, through the {@link EstimationProblem#getAllParameters<a name="line.306"></a>
310 <FONT color="green">307</FONT> * EstimationProblem.getAllParameters} method.&lt;/p&gt;<a name="line.307"></a>
311 <FONT color="green">308</FONT> *<a name="line.308"></a>
312 <FONT color="green">309</FONT> * @param problem estimation problem to solve<a name="line.309"></a>
313 <FONT color="green">310</FONT> * @exception EstimationException if the problem cannot be solved<a name="line.310"></a>
314 <FONT color="green">311</FONT> *<a name="line.311"></a>
315 <FONT color="green">312</FONT> */<a name="line.312"></a>
316 <FONT color="green">313</FONT> public abstract void estimate(EstimationProblem problem)<a name="line.313"></a>
317 <FONT color="green">314</FONT> throws EstimationException;<a name="line.314"></a>
318 <FONT color="green">315</FONT> <a name="line.315"></a>
319 <FONT color="green">316</FONT> }<a name="line.316"></a>
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