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From "Ole Ersoy (JIRA)" <j...@apache.org>
Subject [jira] Created: (MATH-519) GaussianFitter Unexpectedly Throws NotStrictlyPositiveException
Date Sat, 19 Feb 2011 04:39:38 GMT
GaussianFitter Unexpectedly Throws NotStrictlyPositiveException
---------------------------------------------------------------

                 Key: MATH-519
                 URL: https://issues.apache.org/jira/browse/MATH-519
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.0
            Reporter: Ole Ersoy
             Fix For: 3.0


Running the following:

    	double[] observations = 
    	{ 
    			1.1143831578403364E-29, 
    			 4.95281403484594E-28, 
    			 1.1171347211930288E-26, 
    			 1.7044813962636277E-25, 
    			 1.9784716574832164E-24, 
    			 1.8630236407866774E-23, 
    			 1.4820532905097742E-22, 
    			 1.0241963854632831E-21, 
    			 6.275077366673128E-21, 
    			 3.461808994532493E-20, 
    			 1.7407124684715706E-19, 
    			 8.056687953553974E-19, 
    			 3.460193945992071E-18, 
    			 1.3883326374011525E-17, 
    			 5.233894983671116E-17, 
    			 1.8630791465263745E-16, 
    			 6.288759227922111E-16, 
    			 2.0204433920597856E-15, 
    			 6.198768938576155E-15, 
    			 1.821419346860626E-14, 
    			 5.139176445538471E-14, 
    			 1.3956427429045787E-13, 
    			 3.655705706448139E-13, 
    			 9.253753324779779E-13, 
    			 2.267636001476696E-12, 
    			 5.3880460095836855E-12, 
    			 1.2431632654852931E-11 
    	};
  
    	GaussianFitter g = 
    		new GaussianFitter(new LevenbergMarquardtOptimizer());
    	
    	for (int index = 0; index < 27; index++)
    	{
    		g.addObservedPoint(index, observations[index]);
    	}
       	g.fit();

Results in:

org.apache.commons.math.exception.NotStrictlyPositiveException: -1.277 is smaller than, or
equal to, the minimum (0)
	at org.apache.commons.math.analysis.function.Gaussian$Parametric.validateParameters(Gaussian.java:184)
	at org.apache.commons.math.analysis.function.Gaussian$Parametric.value(Gaussian.java:129)


I'm guessing the initial guess for sigma is off.  

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