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Posted to commits@commons.apache.org by er...@apache.org on 2011/02/27 00:07:49 UTC
svn commit: r1074954 - in /commons/proper/math/trunk/src:
main/java/org/apache/commons/math/analysis/function/Logit.java
test/java/org/apache/commons/math/analysis/function/LogitTest.java
Author: erans
Date: Sat Feb 26 23:07:49 2011
New Revision: 1074954
URL: http://svn.apache.org/viewvc?rev=1074954&view=rev
Log:
MATH-503
"Logit" function.
Added:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logit.java (with props)
commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogitTest.java (with props)
Added: commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logit.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logit.java?rev=1074954&view=auto
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logit.java (added)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logit.java Sat Feb 26 23:07:49 2011
@@ -0,0 +1,158 @@
+/*
+ * 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.analysis.DifferentiableUnivariateRealFunction;
+import org.apache.commons.math.analysis.ParametricUnivariateRealFunction;
+import org.apache.commons.math.exception.NullArgumentException;
+import org.apache.commons.math.exception.DimensionMismatchException;
+import org.apache.commons.math.exception.OutOfRangeException;
+import org.apache.commons.math.util.FastMath;
+
+/**
+ * <a href="http://en.wikipedia.org/wiki/Logit">
+ * logit</a> function.
+ * It is the inverse of the {@link Sigmoid sigmoid} function.
+ *
+ * @version $Revision$ $Date$
+ * @since 3.0
+ */
+public class Logit implements DifferentiableUnivariateRealFunction {
+ /** 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) {
+ return value(x, lo, hi);
+ }
+
+ /** {@inheritDoc} */
+ public UnivariateRealFunction derivative() {
+ return new UnivariateRealFunction() {
+ /** {@inheritDoc} */
+ public double value(double x) {
+ return (hi - lo) / ((x - lo) * (hi - x));
+ }
+ };
+ }
+
+ /**
+ * 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 ParametricUnivariateRealFunction {
+ /**
+ * 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) {
+ 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) {
+ 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) {
+ 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}.
+ */
+ private static double value(double x,
+ double lo,
+ double hi) {
+ if (x < lo || x > hi) {
+ throw new OutOfRangeException(x, lo, hi);
+ }
+ return FastMath.log((x - lo) / (hi - x));
+ }
+}
Propchange: commons/proper/math/trunk/src/main/java/org/apache/commons/math/analysis/function/Logit.java
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Added: commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogitTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogitTest.java?rev=1074954&view=auto
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogitTest.java (added)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogitTest.java Sat Feb 26 23:07:49 2011
@@ -0,0 +1,170 @@
+/*
+ * 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.analysis.FunctionUtils;
+import org.apache.commons.math.exception.NullArgumentException;
+import org.apache.commons.math.exception.DimensionMismatchException;
+import org.apache.commons.math.exception.OutOfRangeException;
+
+import org.junit.Assert;
+import org.junit.Test;
+
+/**
+ * Test for class {@link Logit}.
+ */
+public class LogitTest {
+ private final double EPS = Math.ulp(1d);
+
+ @Test(expected=OutOfRangeException.class)
+ public void testPreconditions1() {
+ final double lo = -1;
+ final double hi = 2;
+ final UnivariateRealFunction f = new Logit(lo, hi);
+
+ f.value(lo - 1);
+ }
+ @Test(expected=OutOfRangeException.class)
+ public void testPreconditions2() {
+ final double lo = -1;
+ final double hi = 2;
+ final UnivariateRealFunction f = new Logit(lo, hi);
+
+ f.value(hi + 1);
+ }
+
+ @Test
+ public void testSomeValues() {
+ final double lo = 1;
+ final double hi = 2;
+ final UnivariateRealFunction f = new Logit(lo, hi);
+
+ Assert.assertEquals(Double.NEGATIVE_INFINITY, f.value(1), EPS);
+ Assert.assertEquals(Double.POSITIVE_INFINITY, f.value(2), EPS);
+ Assert.assertEquals(0, f.value(1.5), EPS);
+ }
+
+ @Test
+ public void testDerivative() {
+ final double lo = 1;
+ final double hi = 2;
+ final Logit f = new Logit(lo, hi);
+ final UnivariateRealFunction dfdx = f.derivative();
+
+ Assert.assertEquals(4, dfdx.value(1.5), EPS);
+ }
+
+ @Test
+ public void testDerivativeLargeArguments() {
+ final Logit f = new Logit(1, 2);
+ final UnivariateRealFunction dfdx = f.derivative();
+
+ Assert.assertEquals(0, dfdx.value(Double.NEGATIVE_INFINITY), 0);
+ Assert.assertEquals(0, dfdx.value(-Double.MAX_VALUE), 0);
+ Assert.assertEquals(0, dfdx.value(-1e155), 0);
+ Assert.assertEquals(0, dfdx.value(1e155), 0);
+ Assert.assertEquals(0, dfdx.value(Double.MAX_VALUE), 0);
+ Assert.assertEquals(0, dfdx.value(Double.POSITIVE_INFINITY), 0);
+ }
+
+ @Test(expected=NullArgumentException.class)
+ public void testParametricUsage1() {
+ final Logit.Parametric g = new Logit.Parametric();
+ g.value(0, null);
+ }
+
+ @Test(expected=DimensionMismatchException.class)
+ public void testParametricUsage2() {
+ final Logit.Parametric g = new Logit.Parametric();
+ g.value(0, new double[] {0});
+ }
+
+ @Test(expected=NullArgumentException.class)
+ public void testParametricUsage3() {
+ final Logit.Parametric g = new Logit.Parametric();
+ g.gradient(0, null);
+ }
+
+ @Test(expected=DimensionMismatchException.class)
+ public void testParametricUsage4() {
+ final Logit.Parametric g = new Logit.Parametric();
+ g.gradient(0, new double[] {0});
+ }
+
+ @Test(expected=OutOfRangeException.class)
+ public void testParametricUsage5() {
+ final Logit.Parametric g = new Logit.Parametric();
+ g.value(-1, new double[] {0, 1});
+ }
+
+ @Test(expected=OutOfRangeException.class)
+ public void testParametricUsage6() {
+ final Logit.Parametric g = new Logit.Parametric();
+ g.value(2, new double[] {0, 1});
+ }
+
+ @Test
+ public void testParametricValue() {
+ final double lo = 2;
+ final double hi = 3;
+ final Logit f = new Logit(lo, hi);
+
+ final Logit.Parametric g = new Logit.Parametric();
+ Assert.assertEquals(f.value(2), g.value(2, new double[] {lo, hi}), 0);
+ Assert.assertEquals(f.value(2.34567), g.value(2.34567, new double[] {lo, hi}), 0);
+ Assert.assertEquals(f.value(3), g.value(3, new double[] {lo, hi}), 0);
+ }
+
+ @Test
+ public void testValueWithInverseFunction() {
+ final double lo = 2;
+ final double hi = 3;
+ final Logit f = new Logit(lo, hi);
+ final Sigmoid g = new Sigmoid(lo, hi);
+ final UnivariateRealFunction id = FunctionUtils.compose(g, f);
+
+ for (int i = 0; i < 10; i++) {
+ final double x = lo + Math.random() * (hi - lo);
+ Assert.assertEquals(x, id.value(x), EPS);
+ }
+
+ Assert.assertEquals(lo, id.value(lo), EPS);
+ Assert.assertEquals(hi, id.value(hi), EPS);
+ }
+
+ @Test
+ public void testDerivativeWithInverseFunction() {
+ final double lo = 2;
+ final double hi = 3;
+ final Logit f = new Logit(lo, hi);
+ final UnivariateRealFunction dfdx = f.derivative();
+ final Sigmoid g = new Sigmoid(lo, hi);
+ final UnivariateRealFunction dgdx = g.derivative();
+ final UnivariateRealFunction chain
+ = FunctionUtils.compose(new Inverse(), FunctionUtils.compose(dgdx, f));
+
+ for (int i = 0; i < 10; i++) {
+ final double x = lo + Math.random() * (hi - lo);
+ Assert.assertEquals(dfdx.value(x), chain.value(x), 1e-13);
+ }
+
+ Assert.assertEquals(dfdx.value(lo), chain.value(lo), EPS);
+ Assert.assertEquals(dfdx.value(hi), chain.value(hi), EPS);
+ }
+}
Propchange: commons/proper/math/trunk/src/test/java/org/apache/commons/math/analysis/function/LogitTest.java
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