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Diffstat (limited to 'src/main/java/org/apache/commons/math3/analysis/function/Logit.java')
| -rw-r--r-- | src/main/java/org/apache/commons/math3/analysis/function/Logit.java | 212 |
1 files changed, 212 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/analysis/function/Logit.java b/src/main/java/org/apache/commons/math3/analysis/function/Logit.java new file mode 100644 index 0000000..39abe4d --- /dev/null +++ b/src/main/java/org/apache/commons/math3/analysis/function/Logit.java @@ -0,0 +1,212 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math3.analysis.function; + +import org.apache.commons.math3.analysis.DifferentiableUnivariateFunction; +import org.apache.commons.math3.analysis.FunctionUtils; +import org.apache.commons.math3.analysis.ParametricUnivariateFunction; +import org.apache.commons.math3.analysis.UnivariateFunction; +import org.apache.commons.math3.analysis.differentiation.DerivativeStructure; +import org.apache.commons.math3.analysis.differentiation.UnivariateDifferentiableFunction; +import org.apache.commons.math3.exception.DimensionMismatchException; +import org.apache.commons.math3.exception.NullArgumentException; +import org.apache.commons.math3.exception.OutOfRangeException; +import org.apache.commons.math3.util.FastMath; + +/** + * <a href="http://en.wikipedia.org/wiki/Logit"> + * Logit</a> function. + * It is the inverse of the {@link Sigmoid sigmoid} function. + * + * @since 3.0 + */ +public class Logit implements UnivariateDifferentiableFunction, DifferentiableUnivariateFunction { + /** Lower bound. */ + private final double lo; + /** Higher bound. */ + private final double hi; + + /** + * Usual logit function, where the lower bound is 0 and the higher + * bound is 1. + */ + public Logit() { + this(0, 1); + } + + /** + * Logit function. + * + * @param lo Lower bound of the function domain. + * @param hi Higher bound of the function domain. + */ + public Logit(double lo, + double hi) { + this.lo = lo; + this.hi = hi; + } + + /** {@inheritDoc} */ + public double value(double x) + throws OutOfRangeException { + return value(x, lo, hi); + } + + /** {@inheritDoc} + * @deprecated as of 3.1, replaced by {@link #value(DerivativeStructure)} + */ + @Deprecated + public UnivariateFunction derivative() { + return FunctionUtils.toDifferentiableUnivariateFunction(this).derivative(); + } + + /** + * Parametric function where the input array contains the parameters of + * the logit function, ordered as follows: + * <ul> + * <li>Lower bound</li> + * <li>Higher bound</li> + * </ul> + */ + public static class Parametric implements ParametricUnivariateFunction { + /** + * Computes the value of the logit at {@code x}. + * + * @param x Value for which the function must be computed. + * @param param Values of lower bound and higher bounds. + * @return the value of the function. + * @throws NullArgumentException if {@code param} is {@code null}. + * @throws DimensionMismatchException if the size of {@code param} is + * not 2. + */ + public double value(double x, double ... param) + throws NullArgumentException, + DimensionMismatchException { + validateParameters(param); + return Logit.value(x, param[0], param[1]); + } + + /** + * Computes the value of the gradient at {@code x}. + * The components of the gradient vector are the partial + * derivatives of the function with respect to each of the + * <em>parameters</em> (lower bound and higher bound). + * + * @param x Value at which the gradient must be computed. + * @param param Values for lower and higher bounds. + * @return the gradient vector at {@code x}. + * @throws NullArgumentException if {@code param} is {@code null}. + * @throws DimensionMismatchException if the size of {@code param} is + * not 2. + */ + public double[] gradient(double x, double ... param) + throws NullArgumentException, + DimensionMismatchException { + validateParameters(param); + + final double lo = param[0]; + final double hi = param[1]; + + return new double[] { 1 / (lo - x), 1 / (hi - x) }; + } + + /** + * Validates parameters to ensure they are appropriate for the evaluation of + * the {@link #value(double,double[])} and {@link #gradient(double,double[])} + * methods. + * + * @param param Values for lower and higher bounds. + * @throws NullArgumentException if {@code param} is {@code null}. + * @throws DimensionMismatchException if the size of {@code param} is + * not 2. + */ + private void validateParameters(double[] param) + throws NullArgumentException, + DimensionMismatchException { + if (param == null) { + throw new NullArgumentException(); + } + if (param.length != 2) { + throw new DimensionMismatchException(param.length, 2); + } + } + } + + /** + * @param x Value at which to compute the logit. + * @param lo Lower bound. + * @param hi Higher bound. + * @return the value of the logit function at {@code x}. + * @throws OutOfRangeException if {@code x < lo} or {@code x > hi}. + */ + private static double value(double x, + double lo, + double hi) + throws OutOfRangeException { + if (x < lo || x > hi) { + throw new OutOfRangeException(x, lo, hi); + } + return FastMath.log((x - lo) / (hi - x)); + } + + /** {@inheritDoc} + * @since 3.1 + * @exception OutOfRangeException if parameter is outside of function domain + */ + public DerivativeStructure value(final DerivativeStructure t) + throws OutOfRangeException { + final double x = t.getValue(); + if (x < lo || x > hi) { + throw new OutOfRangeException(x, lo, hi); + } + double[] f = new double[t.getOrder() + 1]; + + // function value + f[0] = FastMath.log((x - lo) / (hi - x)); + + if (Double.isInfinite(f[0])) { + + if (f.length > 1) { + f[1] = Double.POSITIVE_INFINITY; + } + // fill the array with infinities + // (for x close to lo the signs will flip between -inf and +inf, + // for x close to hi the signs will always be +inf) + // this is probably overkill, since the call to compose at the end + // of the method will transform most infinities into NaN ... + for (int i = 2; i < f.length; ++i) { + f[i] = f[i - 2]; + } + + } else { + + // function derivatives + final double invL = 1.0 / (x - lo); + double xL = invL; + final double invH = 1.0 / (hi - x); + double xH = invH; + for (int i = 1; i < f.length; ++i) { + f[i] = xL + xH; + xL *= -i * invL; + xH *= i * invH; + } + } + + return t.compose(f); + } +} |