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From l..@apache.org
Subject svn commit: r903440 - in /commons/proper/math/trunk/src: main/java/org/apache/commons/math/ main/java/org/apache/commons/math/analysis/interpolation/ site/xdoc/ test/java/org/apache/commons/math/analysis/interpolation/
Date Tue, 26 Jan 2010 21:54:00 GMT
Author: luc
Date: Tue Jan 26 21:53:59 2010
New Revision: 903440

URL: http://svn.apache.org/viewvc?rev=903440&view=rev
Log:
added Eugene Kirpichov's patch to ignore zero weights in Loess interpolation
JIRA: MATH-296

Modified:
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/MessagesResources_fr.java
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/interpolation/LoessInterpolator.java
    commons/proper/math/trunk/src/site/xdoc/changes.xml
    commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/interpolation/LoessInterpolatorTest.java

Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math/MessagesResources_fr.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/MessagesResources_fr.java?rev=903440&r1=903439&r2=903440&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/MessagesResources_fr.java
(original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/MessagesResources_fr.java
Tue Jan 26 21:53:59 2010
@@ -190,7 +190,7 @@
     { "the number of robustness iterations must be non-negative, but got {0}",
       "le nombre d''it\u00e9rations robuste ne peut \u00eatre n\u00e9gatif, alors qu''il
est de {0}" },
     { "Loess expects the abscissa and ordinate arrays to be of the same size, " +
-      "but got {0} abscisssae and {1} ordinatae",
+      "but got {0} abscissae and {1} ordinatae",
       "la r\u00e9gression Loess n\u00e9cessite autant d''abscisses que d''ordonn\u00e9es,
" +
       "mais {0} abscisses et {1} ordonn\u00e9es ont \u00e9t\u00e9 fournies" },
     { "Loess expects at least 1 point",

Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/interpolation/LoessInterpolator.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/interpolation/LoessInterpolator.java?rev=903440&r1=903439&r2=903440&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/interpolation/LoessInterpolator.java
(original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/interpolation/LoessInterpolator.java
Tue Jan 26 21:53:59 2010
@@ -198,7 +198,7 @@
             throw new MathException(
                     "Loess expects the abscissa and ordinate arrays " +
                     "to be of the same size, " +
-                    "but got {0} abscisssae and {1} ordinatae",
+                    "but got {0} abscissae and {1} ordinatae",
                     xval.length, yval.length);
         }
 
@@ -254,7 +254,7 @@
                 // Find out the interval of source points on which
                 // a regression is to be made.
                 if (i > 0) {
-                    updateBandwidthInterval(xval, i, bandwidthInterval);
+                    updateBandwidthInterval(xval, weights, i, bandwidthInterval);
                 }
 
                 final int ileft = bandwidthInterval[0];
@@ -361,21 +361,27 @@
      */
     public final double[] smooth(final double[] xval, final double[] yval)
             throws MathException {
+        if (xval.length != yval.length) {
+            throw new MathException(
+                    "Loess expects the abscissa and ordinate arrays " +
+                    "to be of the same size, " +
+                    "but got {0} abscissae and {1} ordinatae",
+                    xval.length, yval.length);
+        }
 
         final double[] unitWeights = new double[xval.length];
         Arrays.fill(unitWeights, 1.0);
 
         return smooth(xval, yval, unitWeights);
-
     }
 
-
     /**
      * Given an index interval into xval that embraces a certain number of
      * points closest to xval[i-1], update the interval so that it embraces
-     * the same number of points closest to xval[i]
+     * the same number of points closest to xval[i], ignoring zero weights.
      *
      * @param xval arguments array
+     * @param xval weights array
      * @param i the index around which the new interval should be computed
      * @param bandwidthInterval a two-element array {left, right} such that: <p/>
      * <tt>(left==0 or xval[i] - xval[left-1] > xval[right] - xval[i])</tt>
@@ -383,18 +389,34 @@
      * <tt>(right==xval.length-1 or xval[right+1] - xval[i] > xval[i] - xval[left])</tt>.
      * The array will be updated.
      */
-    private static void updateBandwidthInterval(final double[] xval, final int i,
+    private static void updateBandwidthInterval(final double[] xval, final double[] weights,
+                                                final int i,
                                                 final int[] bandwidthInterval) {
         final int left = bandwidthInterval[0];
         final int right = bandwidthInterval[1];
 
         // The right edge should be adjusted if the next point to the right
         // is closer to xval[i] than the leftmost point of the current interval
-        if (right < xval.length - 1 &&
-           xval[right+1] - xval[i] < xval[i] - xval[left]) {
-            bandwidthInterval[0]++;
-            bandwidthInterval[1]++;
+        int nextRight = nextNonzero(weights, right);
+        if (nextRight < xval.length && xval[nextRight] - xval[i] < xval[i]
- xval[left]) {
+            int nextLeft = nextNonzero(weights, bandwidthInterval[0]);
+            bandwidthInterval[0] = nextLeft;
+            bandwidthInterval[1] = nextRight;
+        }
+    }
+
+    /**
+     * Returns the smallest index j such that j > i && (j==weights.length || weights[j]
!= 0)
+     * @param weights weights array
+     * @param i the index from which to start search; must be < weights.length
+     * @return the smallest index j such that j > i && (j==weights.length || weights[j]
!= 0) 
+     */
+    private static int nextNonzero(final double[] weights, final int i) {
+        int j = i + 1;
+        while(j < weights.length && weights[j] == 0) {
+            j++;
         }
+        return j;
     }
 
     /**

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=903440&r1=903439&r2=903440&view=diff
==============================================================================
--- commons/proper/math/trunk/src/site/xdoc/changes.xml (original)
+++ commons/proper/math/trunk/src/site/xdoc/changes.xml Tue Jan 26 21:53:59 2010
@@ -119,7 +119,7 @@
       </action>
       <action dev="luc" tyoe="fix" issue="MATH-296" due-to="Eugene Kirpichov">
         Fixed wrong results on Loess interpolation, also added a way to set weights
-        for smoothing
+        for smoothing and to ignore zero weights for coefficients computation
       </action>
       <action dev="luc" type="fix" issue="MATH-293" due-to="Benjamin McCann">
         Fixed a OutOfBoundException in simplex solver when some constraints are tight.

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/interpolation/LoessInterpolatorTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/interpolation/LoessInterpolatorTest.java?rev=903440&r1=903439&r2=903440&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/interpolation/LoessInterpolatorTest.java
(original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/interpolation/LoessInterpolatorTest.java
Tue Jan 26 21:53:59 2010
@@ -19,6 +19,7 @@
 import org.junit.Assert;
 
 import org.apache.commons.math.MathException;
+import org.junit.Ignore;
 import org.junit.Test;
 
 /**
@@ -49,7 +50,7 @@
     public void testOnStraightLine() throws MathException {
         double[] xval = {1,2,3,4,5};
         double[] yval = {2,4,6,8,10};
-        LoessInterpolator li = new LoessInterpolator(0.6, 2);
+        LoessInterpolator li = new LoessInterpolator(0.6, 2, 1e-12);
         double[] res = li.smooth(xval, yval);
         Assert.assertEquals(5, res.length);
         for(int i = 0; i < 5; ++i) {
@@ -67,7 +68,7 @@
 
         generateSineData(xval, yval, xnoise, ynoise);
 
-        LoessInterpolator li = new LoessInterpolator(0.3, 4);
+        LoessInterpolator li = new LoessInterpolator(0.3, 4, 1e-12);
 
         double[] res = li.smooth(xval, yval);
 
@@ -106,7 +107,7 @@
         for (int i = 0; i < bandwidths.length; i++) {
             double bw = bandwidths[i];
 
-            LoessInterpolator li = new LoessInterpolator(bw, 4);
+            LoessInterpolator li = new LoessInterpolator(bw, 4, 1e-12);
 
             double[] res = li.smooth(xval, yval);
 
@@ -139,7 +140,7 @@
 
         double[] variances = new double[4];
         for (int i = 0; i < 4; i++) {
-            LoessInterpolator li = new LoessInterpolator(0.3, i);
+            LoessInterpolator li = new LoessInterpolator(0.3, i, 1e-12);
 
             double[] res = li.smooth(xval, yval);
 
@@ -205,18 +206,18 @@
 
     @Test(expected=MathException.class)
     public void testInsufficientBandwidth() throws MathException {
-        LoessInterpolator li = new LoessInterpolator(0.1, 3);
+        LoessInterpolator li = new LoessInterpolator(0.1, 3, 1e-12);
         li.smooth(new double[] {1,2,3,4,5,6,7,8,9,10,11,12}, new double[] {1,2,3,4,5,6,7,8,9,10,11,12});
     }
 
     @Test(expected=MathException.class)
     public void testCompletelyIncorrectBandwidth1() throws MathException {
-        new LoessInterpolator(-0.2, 3);
+        new LoessInterpolator(-0.2, 3, 1e-12);
     }
 
     @Test(expected=MathException.class)
     public void testCompletelyIncorrectBandwidth2() throws MathException {
-        new LoessInterpolator(1.1, 3);
+        new LoessInterpolator(1.1, 3, 1e-12);
     }
 
     @Test
@@ -242,31 +243,6 @@
         }
     }
 
-    @Test
-    public void testMath296withWeights() throws MathException {
-        double[] xval = {
-                0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0,
-                 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9, 2.0};
-        double[] yval = {
-                0.47, 0.48, 0.55, 0.56, -0.08, -0.04, -0.07, -0.07,
-                -0.56, -0.46, -0.56, -0.52, -3.03, -3.08, -3.09,
-                -3.04, 3.54, 3.46, 3.36, 3.35};
-        double[] weights = {
-                1,1,1,1,1,1,1,1,1,1,
-                1,1,0,0,1,1,0,0,1,1};
-        // Output from R, rounded to .001
-        double[] yref = {
-                0.478, 0.492, 0.484, 0.320, 0.179, -0.003, -0.088, -0.209,
-                -0.327, -0.455, -0.518, -0.537, -1.492, -2.115, -3.09, -3.04,
-                -3.0, 0.155, 1.752, 3.35};
-        LoessInterpolator li = new LoessInterpolator(0.3, 4, 1e-12);
-        double[] res = li.smooth(xval, yval,weights);
-        Assert.assertEquals(xval.length, res.length);
-        for(int i = 0; i < res.length; ++i) {
-            Assert.assertEquals(yref[i], res[i], 0.05);
-        }
-    }
-
     private void generateSineData(double[] xval, double[] yval, double xnoise, double ynoise)
{
         double dx = 2 * Math.PI / xval.length;
         double x = 0;



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