Examples of org.apache.commons.math.estimation.GaussNewtonEstimator.estimate()

Package org.apache.commons.math.estimation

Class org.apache.commons.math.estimation.GaussNewtonEstimator

Examples of org.apache.commons.math.estimation.GaussNewtonEstimator.estimate()

org.apache.commons.math.estimation.GaussNewtonEstimator.estimate()
Solve an estimation problem using a least squares criterion.
This method set the unbound parameters of the given problem starting from their current values through several iterations. At each step, the unbound parameters are changed in order to minimize a weighted least square criterion based on the measurements of the problem.

The iterations are stopped either when the criterion goes below a physical threshold under which improvement are considered useless or when the algorithm is unable to improve it (even if it is still high). The first condition that is met stops the iterations. If the convergence it not reached before the maximum number of iterations, an {@link EstimationException} isthrown.
@param problem estimation problem to solve @exception EstimationException if the problem cannot be solved @see EstimationProblem

                             new EstimatedParameter[] { p[0], p[1] },
                             5.0)
    });


    GaussNewtonEstimator estimator = new GaussNewtonEstimator(100, 1.0e-6, 1.0e-6);
    estimator.estimate(problem);
    assertEquals(0, estimator.getRMS(problem), 1.0e-10);
    EstimatedParameter[] all = problem.getAllParameters();
    for (int i = 0; i < all.length; ++i) {
        assertEquals(all[i].getName().equals("p0") ? 2.0 : 1.0,
                     all[i].getEstimate(), 1.0e-10);

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                            new EstimatedParameter[] { p[0], p[1] },
                            4.0)
    });


    GaussNewtonEstimator estimator = new GaussNewtonEstimator(100, 1.0e-6, 1.0e-6);
    estimator.estimate(problem);
    assertTrue(estimator.getRMS(problem) > 0.1);


  }


  public void testMaxIterations() {

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      circle.addPoint(110.0, -20.0);
      circle.addPoint( 35.0,  15.0);
      circle.addPoint( 45.0,  97.0);
      try {
        GaussNewtonEstimator estimator = new GaussNewtonEstimator(4, 1.0e-14, 1.0e-14);
        estimator.estimate(circle);
        fail("an exception should have been caught");
      } catch (EstimationException ee) {
        // expected behavior
      } catch (Exception e) {
        fail("wrong exception type caught");

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      circle.addPoint( 50.0,  -6.0);
      circle.addPoint(110.0, -20.0);
      circle.addPoint( 35.0,  15.0);
      circle.addPoint( 45.0,  97.0);
      GaussNewtonEstimator estimator = new GaussNewtonEstimator(100, 1.0e-10, 1.0e-10);
      estimator.estimate(circle);
      double rms = estimator.getRMS(circle);
      assertEquals(1.768262623567235,  Math.sqrt(circle.getM()) * rms,  1.0e-10);
      assertEquals(69.96016176931406, circle.getRadius(), 1.0e-10);
      assertEquals(96.07590211815305, circle.getX(),      1.0e-10);
      assertEquals(48.13516790438953, circle.getY(),      1.0e-10);

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    for (int i = 0; i < points.length; ++i) {
      circle.addPoint(points[i][0], points[i][1]);
    }
    GaussNewtonEstimator estimator = new GaussNewtonEstimator(100, 1.0e-6, 1.0e-6);
    try {
        estimator.estimate(circle);
        fail("an exception should have been caught");
    } catch (EstimationException ee) {
        // expected behavior
    } catch (Exception e) {
        fail("wrong exception type caught");

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