Example usage for org.apache.commons.math3.fitting.leastsquares LeastSquaresFactory evaluationChecker

Introduction

In this page you can find the example usage for org.apache.commons.math3.fitting.leastsquares LeastSquaresFactory evaluationChecker.

Prototype

public static ConvergenceChecker<Evaluation> evaluationChecker(
        final ConvergenceChecker<PointVectorValuePair> checker) 

Source Link

Document

View a convergence checker specified for a PointVectorValuePair as one specified for an Evaluation .

Usage

From source file:eu.crisis_economics.abm.markets.clearing.heterogeneous.LevenbergMarquardtClearingAlgorithm.java

@Override
public double applyToNetwork(final MixedClearingNetwork network) {
    Preconditions.checkNotNull(network);

    final VectorCostFunction function = super.getVectorCostFunction(network);
    final MultivariateJacobianFunction model = LeastSquaresFactory.model(function,
            super.getJacobianMatrixFunction(network));
    final RealVector observed = new ArrayRealVector(super.calculateTarget(network)),
            start = new ArrayRealVector(network.getNumberOfEdges());
    for (int i = 0; i < network.getNumberOfEdges(); ++i)
        start.setEntry(i, network.getEdges().get(i).getMaximumRateAdmissibleByBothParties());
    start.set(1.0);//from   w w w  .  j av a 2s .com

    final ConvergenceChecker<LeastSquaresProblem.Evaluation> evaluationChecker = LeastSquaresFactory
            .evaluationChecker(new SimpleVectorValueChecker(relErrorTarget, absErrorTarget));
    final LeastSquaresProblem problem = LeastSquaresFactory.create(model, observed, start, evaluationChecker,
            maximumEvaluations, maximumIterations);

    final LevenbergMarquardtOptimizer optimizer = new LevenbergMarquardtOptimizer();
    final Optimum result = optimizer.optimize(problem);

    final double residualCost = result.getRMS();
    System.out.println("Network cleared: residual cost: " + residualCost + ".");

    return residualCost;
}

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From source file:org.orekit.propagation.conversion.AbstractPropagatorConverter.java

/** Build a new instance.
 * @param builder propagator builder/*from   w  w  w . jav  a2 s .  c om*/
 * @param threshold absolute convergence threshold for optimization algorithm
 * @param maxIterations maximum number of iterations for fitting
 */
protected AbstractPropagatorConverter(final PropagatorBuilder builder, final double threshold,
        final int maxIterations) {
    this.builder = builder;
    this.frame = builder.getFrame();
    this.availableParameters = builder.getSupportedParameters();
    this.optimizer = new LevenbergMarquardtOptimizer();
    this.maxIterations = maxIterations;
    this.sample = new ArrayList<SpacecraftState>();

    final SimpleVectorValueChecker svvc = new SimpleVectorValueChecker(-1.0, threshold);
    this.checker = LeastSquaresFactory.evaluationChecker(svvc);

}

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