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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-519) GaussianFitter Unexpectedly Throws NotStrictlyPositiveException
Date Sat, 19 Feb 2011 12:29:38 GMT

    [ https://issues.apache.org/jira/browse/MATH-519?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12996769#comment-12996769
] 

Gilles commented on MATH-519:
-----------------------------

Will you investigate?
A good starting point would be to prepare a unit test.

If it's indeed the guesser, we should add a check that the guessed sigma is positive (and,
if not, return the opposite value).


> 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
>
>   Original Estimate: 4h
>  Remaining Estimate: 4h
>
> 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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