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From l..@apache.org
Subject svn commit: r642357 - in /commons/proper/math/trunk/src: java/org/apache/commons/math/estimation/AbstractEstimator.java site/xdoc/changes.xml test/org/apache/commons/math/estimation/GaussNewtonEstimatorTest.java
Date Fri, 28 Mar 2008 20:06:55 GMT
Author: luc
Date: Fri Mar 28 13:06:54 2008
New Revision: 642357

URL: http://svn.apache.org/viewvc?rev=642357&view=rev
Log:
fixed crashes in AbstractEstimator when some parameters are bound.
getCovariances() and guessParametersErrors() now only give result
about unbound parameters
JIRA: MATH-200

Modified:
    commons/proper/math/trunk/src/java/org/apache/commons/math/estimation/AbstractEstimator.java
    commons/proper/math/trunk/src/site/xdoc/changes.xml
    commons/proper/math/trunk/src/test/org/apache/commons/math/estimation/GaussNewtonEstimatorTest.java

Modified: commons/proper/math/trunk/src/java/org/apache/commons/math/estimation/AbstractEstimator.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/estimation/AbstractEstimator.java?rev=642357&r1=642356&r2=642357&view=diff
==============================================================================
--- commons/proper/math/trunk/src/java/org/apache/commons/math/estimation/AbstractEstimator.java
(original)
+++ commons/proper/math/trunk/src/java/org/apache/commons/math/estimation/AbstractEstimator.java
Fri Mar 28 13:06:54 2008
@@ -149,7 +149,7 @@
     }
 
     /**
-     * Get the covariance matrix of estimated parameters.
+     * Get the covariance matrix of unbound estimated parameters.
      * @param problem estimation problem
      * @return covariance matrix
      * @exception EstimationException if the covariance matrix
@@ -163,7 +163,7 @@
 
         // compute transpose(J).J, avoiding building big intermediate matrices
         final int rows = problem.getMeasurements().length;
-        final int cols = problem.getAllParameters().length;
+        final int cols = problem.getUnboundParameters().length;
         final int max  = cols * rows;
         double[][] jTj = new double[cols][cols];
         for (int i = 0; i < cols; ++i) {
@@ -188,7 +188,7 @@
     }
 
     /**
-     * Guess the errors in estimated parameters.
+     * Guess the errors in unbound estimated parameters.
      * <p>Guessing is covariance-based, it only gives rough order of magnitude.</p>
      * @param problem estimation problem
      * @return errors in estimated parameters
@@ -199,12 +199,12 @@
     public double[] guessParametersErrors(EstimationProblem problem)
       throws EstimationException {
         int m = problem.getMeasurements().length;
-        int p = problem.getAllParameters().length;
+        int p = problem.getUnboundParameters().length;
         if (m <= p) {
             throw new EstimationException("no degrees of freedom ({0} measurements, {1} parameters)",
                                           new Object[] { new Integer(m), new Integer(p)});
         }
-        double[] errors = new double[problem.getAllParameters().length];
+        double[] errors = new double[problem.getUnboundParameters().length];
         final double c = Math.sqrt(getChiSquare(problem) / (m - p));
         double[][] covar = getCovariances(problem);
         for (int i = 0; i < errors.length; ++i) {

Modified: commons/proper/math/trunk/src/site/xdoc/changes.xml
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/changes.xml?rev=642357&r1=642356&r2=642357&view=diff
==============================================================================
--- commons/proper/math/trunk/src/site/xdoc/changes.xml (original)
+++ commons/proper/math/trunk/src/site/xdoc/changes.xml Fri Mar 28 13:06:54 2008
@@ -51,6 +51,11 @@
         detect numerical problems in Q.R decomposition for Levenberg-Marquardt estimator
         and report them appropriately
       </action>
+      <action dev="luc" type="fix" issue="MATH-200" due-to="Plamen Petrov">
+        fixed several crashes in getCovariances() and guessParametersErrors() in
+        AbstractEstimator when some parameters are bound. The methods now explicitly
+        give result only about unbound parameters.
+      </action>
     </release>
     <release version="1.2" date="2008-02-24"
     description="This release combines bug fixes and new features. Most notable

Modified: commons/proper/math/trunk/src/test/org/apache/commons/math/estimation/GaussNewtonEstimatorTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/org/apache/commons/math/estimation/GaussNewtonEstimatorTest.java?rev=642357&r1=642356&r2=642357&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/org/apache/commons/math/estimation/GaussNewtonEstimatorTest.java
(original)
+++ commons/proper/math/trunk/src/test/org/apache/commons/math/estimation/GaussNewtonEstimatorTest.java
Fri Mar 28 13:06:54 2008
@@ -448,6 +448,44 @@
 
   }
 
+  public void testBoundParameters() throws EstimationException {
+      EstimatedParameter[] p = {
+        new EstimatedParameter("unbound0", 2, false),
+        new EstimatedParameter("unbound1", 2, false),
+        new EstimatedParameter("bound",    2, true)
+      };
+      LinearProblem problem = new LinearProblem(new LinearMeasurement[] {
+        new LinearMeasurement(new double[] { 1.0, 1.0, 1.0 },
+                              new EstimatedParameter[] { p[0], p[1], p[2] },
+                              3.0),
+        new LinearMeasurement(new double[] { 1.0, -1.0, 1.0 },
+                              new EstimatedParameter[] { p[0], p[1], p[2] },
+                              1.0),
+        new LinearMeasurement(new double[] { 1.0, 3.0, 2.0 },
+                              new EstimatedParameter[] { p[0], p[1], p[2] },
+                              7.0)
+      });
+
+      GaussNewtonEstimator estimator = new GaussNewtonEstimator(100, 1.0e-6, 1.0e-6);
+      estimator.estimate(problem);
+      assertTrue(estimator.getRMS(problem) < 1.0e-10);
+      double[][] covariances = estimator.getCovariances(problem);
+      int i0 = 0, i1 = 1;
+      if (problem.getUnboundParameters()[0].getName().endsWith("1")) {
+          i0 = 1;
+          i1 = 0;
+      }
+      assertEquals(11.0 / 24, covariances[i0][i0], 1.0e-10);
+      assertEquals(-3.0 / 24, covariances[i0][i1], 1.0e-10);
+      assertEquals(-3.0 / 24, covariances[i1][i0], 1.0e-10);
+      assertEquals( 3.0 / 24, covariances[i1][i1], 1.0e-10);
+
+      double[] errors = estimator.guessParametersErrors(problem);
+      assertEquals(0, errors[i0], 1.0e-10);
+      assertEquals(0, errors[i1], 1.0e-10);
+
+  }
+
   public void testMaxIterations() {
       Circle circle = new Circle(98.680, 47.345);
       circle.addPoint( 30.0,  68.0);



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