Example usage for org.apache.commons.math3.fitting GaussianCurveFitter fit

Introduction

In this page you can find the example usage for org.apache.commons.math3.fitting GaussianCurveFitter fit.

Prototype

public double[] fit(Collection<WeightedObservedPoint> points) 

Source Link

Document

Fits a curve.

Usage

From source file:com.qtplaf.library.trading.data.indicators.GaussianSmoother.java

/**
 * Calculates the indicator data at the given index, for the list of indicator sources.
 * <p>/*  w w  w.jav a2 s. c o  m*/
 * This indicator already calculated data is passed as a parameter because some indicators may need previous
 * calculated values or use them to improve calculation performance.
 * 
 * @param index The data index.
 * @param indicatorSources The list of indicator sources.
 * @param indicatorData This indicator already calculated data.
 * @return The result data.
 */
@Override
public Data calculate(int index, List<IndicatorSource> indicatorSources, DataList indicatorData) {

    // If index < 0 do nothing.
    if (index < 0) {
        return null;
    }

    // The unique data list and the index of the data.
    int period = getIndicatorInfo().getParameter("PERIOD").getValue().getInteger();

    // If index < period, calculate the mean from scratch.
    if (index < period) {
        return getSource(index, indicatorSources);
    }

    // The Gaussian curve fitter and the Gaussian function.
    GaussianCurveFitter fitter = GaussianCurveFitter.create();
    Gaussian.Parametric function = new Gaussian.Parametric();

    // For every indicator source, build the list of observation points.
    int numIndexes = getNumIndexes();
    double[] values = new double[numIndexes];
    Arrays.fill(values, 0);
    int valueIndex = 0;
    for (IndicatorSource source : indicatorSources) {
        DataList dataList = source.getDataList();
        List<Integer> indexes = source.getIndexes();
        for (Integer dataIndex : indexes) {

            // The list of observations.
            WeightedObservedPoints obs = new WeightedObservedPoints();
            int startIndex = index - period + 1;
            int endIndex = index;
            int x = 0;
            for (int i = startIndex; i <= endIndex; i++) {
                double y = dataList.get(i).getValue(dataIndex);
                obs.add(x, y);
                x++;
            }

            // Reduce last x to get the last coordinate applied.
            x--;

            // The parameters to apply to the function.
            double[] params = fitter.fit(obs.toList());

            // The value.
            values[valueIndex] = function.value(x, params);
            valueIndex++;
        }
    }

    Data data = new Data();
    data.setData(values);
    data.setTime(indicatorSources.get(0).getDataList().get(index).getTime());
    return data;
}

---