Author: erans
Date: Sat Jan 29 23:38:39 2011
New Revision: 1065146
URL: http://svn.apache.org/viewvc?rev=1065146&view=rev
Log:
MATH-503
Added sigmoid and generalized logistic functions.
Added:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logistic.java
(with props)
commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Sigmoid.java
(with props)
commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/
commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogisticTest.java
(with props)
commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/SigmoidTest.java
(with props)
Added:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logistic.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logistic.java?rev=1065146&view=auto
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logistic.java
(added)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logistic.java
Sat Jan 29 23:38:39 2011
@@ -0,0 +1,78 @@
+/*
+ * 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.math.analysis.function;
+
+import org.apache.commons.math.analysis.UnivariateRealFunction;
+import org.apache.commons.math.exception.NotStrictlyPositiveException;
+import org.apache.commons.math.util.FastMath;
+
+/**
+ * <a href="http://en.wikipedia.org/wiki/Generalised_logistic_function">
+ * Generalised logistic</a> function.
+ *
+ * @version $Revision$ $Date$
+ * @since 3.0
+ */
+public class Logistic implements UnivariateRealFunction {
+ /** Lower asymptote. */
+ private final double a;
+ /** Upper asymptote. */
+ private final double k;
+ /** Growth rate. */
+ private final double b;
+ /** Parameter that affects near which asymptote maximum growth occurs. */
+ private final double n;
+ /** Parameter that affects the position of the curve along the ordinate
axis. */
+ private final double q;
+ /** Abscissa of maximum growth. */
+ private final double m;
+
+ /**
+ * @param k Upper asymptote.
+ * @param m Abscissa of maximum growth.
+ * @param b Growth rate.
+ * @param q Parameter that affects the position of the curve along the
+ * ordinate axis.
+ * @param a Lower asymptote.
+ * @param n Parameter that affects near which asymptote the maximum
+ * growth occurs.
+ * @throws NotStrictlyPositiveException if {@code n <= 0}.
+ */
+ public Logistic(double k,
+ double m,
+ double b,
+ double q,
+ double a,
+ double n) {
+ if (n <= 0) {
+ throw new NotStrictlyPositiveException(n);
+ }
+
+ this.k = k;
+ this.m = m;
+ this.b = b;
+ this.q = q;
+ this.a = a;
+ this.n = n;
+ }
+
+ /** {@inheritDoc} */
+ public double value(double x) {
+ return a + (k - a) / FastMath.pow((1 + q * FastMath.exp(b * (m - x))),
1 / n);
+ }
+}
Propchange:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logistic.java
------------------------------------------------------------------------------
svn:eol-style = native
Added:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Sigmoid.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Sigmoid.java?rev=1065146&view=auto
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Sigmoid.java
(added)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Sigmoid.java
Sat Jan 29 23:38:39 2011
@@ -0,0 +1,38 @@
+/*
+ * 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.math.analysis.function;
+
+import org.apache.commons.math.analysis.UnivariateRealFunction;
+import org.apache.commons.math.exception.NotStrictlyPositiveException;
+import org.apache.commons.math.util.FastMath;
+
+/**
+ * <a href="http://en.wikipedia.org/wiki/Sigmoid_function">
+ * Sigmoid</a> function.
+ * A more flexible version, the generalised logistic, is implemented
+ * by the {@link Logistic} class.
+ *
+ * @version $Revision$ $Date$
+ * @since 3.0
+ */
+public class Sigmoid implements UnivariateRealFunction {
+ /** {@inheritDoc} */
+ public double value(double x) {
+ return 1 / (1 + FastMath.exp(-x));
+ }
+}
Propchange:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Sigmoid.java
------------------------------------------------------------------------------
svn:eol-style = native
Added:
commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogisticTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogisticTest.java?rev=1065146&view=auto
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogisticTest.java
(added)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogisticTest.java
Sat Jan 29 23:38:39 2011
@@ -0,0 +1,84 @@
+/*
+ * 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.math.analysis.function;
+
+import org.apache.commons.math.analysis.UnivariateRealFunction;
+import org.apache.commons.math.exception.NotStrictlyPositiveException;
+import org.apache.commons.math.util.FastMath;
+
+import org.junit.Assert;
+import org.junit.Test;
+
+/**
+ * Test for class {@link Logistic}.
+ */
+public class LogisticTest {
+ private final double EPS = Math.ulp(1d);
+
+ @Test
+ public void testPreconditions() {
+ try {
+ final UnivariateRealFunction f = new Logistic(1, 0, 1, 1, 0, -1);
+ } catch (NotStrictlyPositiveException e) {
+ // Expected.
+ }
+
+ try {
+ final UnivariateRealFunction f = new Logistic(1, 0, 1, 1, 0, 0);
+ } catch (NotStrictlyPositiveException e) {
+ // Expected.
+ }
+ }
+
+ @Test
+ public void testCompareSigmoid() {
+ final UnivariateRealFunction sig = new Sigmoid();
+ final UnivariateRealFunction sigL = new Logistic(1, 0, 1, 1, 0, 1);
+
+ final double min = -2;
+ final double max = 2;
+ final int n = 100;
+ final double delta = (max - min) / n;
+ for (int i = 0; i < n; i++) {
+ final double x = min + i * delta;
+ Assert.assertEquals("x=" + x, sig.value(x), sigL.value(x), EPS);
+ }
+ }
+
+ @Test
+ public void testSomeValues() {
+ final double k = 4;
+ final double m = 5;
+ final double b = 2;
+ final double q = 3;
+ final double a = -1;
+ final double n = 2;
+
+ final UnivariateRealFunction f = new Logistic(k, m, b, q, a, n);
+
+ double x;
+ x = m;
+ Assert.assertEquals("x=" + x, a + (k - a) / FastMath.sqrt(1 + q),
f.value(x), EPS);
+
+ x = Double.NEGATIVE_INFINITY;
+ Assert.assertEquals("x=" + x, a, f.value(x), EPS);
+
+ x = Double.POSITIVE_INFINITY;
+ Assert.assertEquals("x=" + x, k, f.value(x), EPS);
+ }
+}
Propchange:
commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogisticTest.java
------------------------------------------------------------------------------
svn:eol-style = native
Added:
commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/SigmoidTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/SigmoidTest.java?rev=1065146&view=auto
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/SigmoidTest.java
(added)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/SigmoidTest.java
Sat Jan 29 23:38:39 2011
@@ -0,0 +1,47 @@
+/*
+ * 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.math.analysis.function;
+
+import org.apache.commons.math.analysis.UnivariateRealFunction;
+import org.apache.commons.math.exception.NotStrictlyPositiveException;
+import org.apache.commons.math.util.FastMath;
+
+import org.junit.Assert;
+import org.junit.Test;
+
+/**
+ * Test for class {@link Sigmoid}.
+ */
+public class SigmoidTest {
+ private final double EPS = Math.ulp(1d);
+
+ @Test
+ public void testSomeValues() {
+ final UnivariateRealFunction f = new Sigmoid();
+
+ double x;
+ x = 0;
+ Assert.assertEquals("x=" + x, 0.5, f.value(x), EPS);
+
+ x = Double.NEGATIVE_INFINITY;
+ Assert.assertEquals("x=" + x, 0, f.value(x), EPS);
+
+ x = Double.POSITIVE_INFINITY;
+ Assert.assertEquals("x=" + x, 1, f.value(x), EPS);
+ }
+}
Propchange:
commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/SigmoidTest.java
------------------------------------------------------------------------------
svn:eol-style = native