Example usage for org.apache.commons.math.analysis.interpolation SplineInterpolator SplineInterpolator

Introduction

In this page you can find the example usage for org.apache.commons.math.analysis.interpolation SplineInterpolator SplineInterpolator.

Prototype

SplineInterpolator

Source Link

Usage

From source file:ch.algotrader.option.OptionUtil.java

/**
 * Gets the implied volatility of a {@link Option} based on a {@link SABRSurfaceVO}.
 *//*www .  j  av a2s .c  o  m*/
public static double getImpliedVolatilitySABR(final double underlyingSpot, final double strike,
        final double years, final double intrest, final double dividend, final OptionType type,
        final SABRSurfaceVO surface) throws MathException {

    double forward = getForward(underlyingSpot, years, intrest, dividend);

    // get sabrVolas for all durations at the specified strike
    int i = 0;
    double[] yearsArray = new double[surface.getSmiles().size()];
    double[] volArray = new double[surface.getSmiles().size()];
    for (SABRSmileVO smile : surface.getSmiles()) {

        double vol = SABR.volByAtmVol(forward, strike, smile.getAtmVol(), smile.getYears(), beta,
                smile.getRho(), smile.getVolVol());

        yearsArray[i] = smile.getYears();
        volArray[i] = vol;
        i++;
    }

    // spline interpolation for years
    SplineInterpolator interpolator = new SplineInterpolator();
    PolynomialSplineFunction function = interpolator.interpolate(yearsArray, volArray);

    return function.value(years);
}

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From source file:guineu.modules.filter.Alignment.SerumHuNormalization.SerumHuNormalizationTask.java

private PolynomialSplineFunction createCurve() {
    try {/*from  ww  w .  ja va2s  .  c  o  m*/
        // if there are more than 2 points in the model
        LoessInterpolator loess = null;
        if (this.loessBandwidth == 0 && this.iterations == 0) {
            loess = new LoessInterpolator();
        } else {
            loess = new LoessInterpolator(this.loessBandwidth, this.iterations);
        }
        double[] newy = loess.smooth(xval, yval);
        PolynomialSplineFunction function = loess.interpolate(xval, newy);
        return function;

    } catch (MathException ex) {
        Logger.getLogger(SerumHuNormalizationTask.class.getName()).log(Level.SEVERE, null, ex);

        SplineInterpolator loess = new SplineInterpolator();
        PolynomialSplineFunction function = loess.interpolate(xval, yval);
        return function;

    }
}

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From source file:org.micromanager.plugins.magellan.autofocus.CrossCorrelationAutofocus.java

/**
 *
 * @param original//from   w  ww.j  a v  a2  s .c  om
* @param current
* @param pixelSizeZ
* @return double representing the focus position of current relative to original (i.e. 4 means
* that current is focused 4 um deeper than current)
*/
private double calcFocusDrift(String acqName, final ImageStack tp0Stack, final ImageStack currentTPStack,
        double pixelSizeZ) throws Exception {
    Log.log(acqName + " Autofocus: cross correlating", true);
    //do actual autofocusing on a seperate thread so a bug in it won't crash everything
    Future<ImageStack> f = afExecutor_.submit(new Callable<ImageStack>() {
        @Override
        public ImageStack call() throws Exception {
            return FHTImage3D.crossCorrelation(tp0Stack, currentTPStack);
        }
    });
    ImageStack xCorrStack;
    try {
        xCorrStack = f.get(AF_TIMEOUT_MIN, TimeUnit.MINUTES);
    } catch (InterruptedException ex) {
        Log.log("autofocus aborted");
        throw new Exception();
    } catch (ExecutionException ex) {
        Log.log("Exception while running autofocus");
        Log.log(ex);
        throw new Exception();
    } catch (TimeoutException ex) {
        Log.log("Autofocus timeout for acquisition: " + acqName);
        throw new Exception();
    }

    Log.log(acqName + " Autofocus: finished cross correlating..calculating drift", true);
    ImagePlus xCorr = new ImagePlus("XCorr", xCorrStack);
    //find the maximum cross correlation intensity at each z slice
    double[] ccIntensity = new double[xCorr.getNSlices()], interpolatedCCMax = new double[xCorr.getNSlices()];
    for (int i = 1; i <= ccIntensity.length; i++) {
        xCorr.setSlice(i);
        ccIntensity[i - 1] = findMaxPixelVal((float[]) xCorr.getProcessor().getPixels(), xCorr.getWidth(),
                xCorr.getHeight());
        interpolatedCCMax[i - 1] = i - 1;
    }

    //find maximum value of interpolated spline function
    PolynomialSplineFunction func = new SplineInterpolator().interpolate(interpolatedCCMax, ccIntensity);
    double[] sliceIndexInterpolationPoints = new double[(int) (SPLINE_PRECISION
            * (interpolatedCCMax.length - 1))];
    int maxIndex = 0;
    for (int i = 0; i < sliceIndexInterpolationPoints.length; i++) {
        sliceIndexInterpolationPoints[i] = i / SPLINE_PRECISION;
        try {
            if (func.value(sliceIndexInterpolationPoints[i]) > func
                    .value(sliceIndexInterpolationPoints[maxIndex])) {
                maxIndex = i;
            }
        } catch (ArgumentOutsideDomainException ex) {
            Log.log("Spline value calculation outside range");
        }
    }
    //get maximum value of xCorr in slice index units
    double ccMaxSliceIndex = sliceIndexInterpolationPoints[maxIndex];
    //convert to um
    double drift_um = (ccMaxSliceIndex - (((double) xCorr.getNSlices()) / 2.0)) * pixelSizeZ;
    xCorr.close();

    return drift_um;
}

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