Example usage for org.apache.commons.math3.analysis.interpolation LoessInterpolator LoessInterpolator

Introduction

In this page you can find the example usage for org.apache.commons.math3.analysis.interpolation LoessInterpolator LoessInterpolator.

Prototype

public LoessInterpolator(double bandwidth, int robustnessIters) 

Source Link

Document

Construct a new LoessInterpolator with given bandwidth and number of robustness iterations.

Usage

From source file:ubic.basecode.math.linearmodels.MeanVarianceEstimator.java

/**
 * First ensures that x values are strictly increasing and performs a loess fit afterwards. The loess fit are
 * determined by <code>BANDWIDTH</code> and <code>ROBUSTNESS_ITERS</code>.
 * /*w  ww . ja v a2  s .c  o  m*/
 * @param xy
 * @return loessFit or null if there are less than 3 data points
 */
private DoubleMatrix2D loessFit(DoubleMatrix2D xy) {
    assert xy != null;

    DoubleMatrix1D sx = xy.viewColumn(0);
    DoubleMatrix1D sy = xy.viewColumn(1);
    Map<Double, Double> map = new TreeMap<>();
    for (int i = 0; i < sx.size(); i++) {
        if (Double.isNaN(sx.get(i)) || Double.isInfinite(sx.get(i)) || Double.isNaN(sy.get(i))
                || Double.isInfinite(sy.get(i))) {
            continue;
        }
        map.put(sx.get(i), sy.get(i));
    }
    DoubleMatrix2D xyChecked = new DenseDoubleMatrix2D(map.size(), 2);
    xyChecked.viewColumn(0).assign(ArrayUtils.toPrimitive(map.keySet().toArray(new Double[0])));
    xyChecked.viewColumn(1).assign(ArrayUtils.toPrimitive(map.values().toArray(new Double[0])));

    // in R:
    // loess(c(1:5),c(1:5)^2,f=0.5,iter=3)
    // Note: we start to loose some precision here in comparison with R's loess FIXME why? does it matter?
    DoubleMatrix2D loessFit = new DenseDoubleMatrix2D(xyChecked.rows(), xyChecked.columns());
    // try {
    // fit a loess curve
    LoessInterpolator loessInterpolator = new LoessInterpolator(MeanVarianceEstimator.BANDWIDTH,
            MeanVarianceEstimator.ROBUSTNESS_ITERS);

    double[] loessY = loessInterpolator.smooth(xyChecked.viewColumn(0).toArray(),
            xyChecked.viewColumn(1).toArray());

    loessFit.viewColumn(0).assign(xyChecked.viewColumn(0));
    loessFit.viewColumn(1).assign(loessY);

    return loessFit;
}

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