Example usage for org.apache.commons.math3.random Well44497b nextDouble

Introduction

In this page you can find the example usage for org.apache.commons.math3.random Well44497b nextDouble.

Prototype

public double nextDouble() 

Source Link

Usage

From source file:com.opengamma.strata.math.impl.statistics.leastsquare.NonLinearLeastSquareWithPenaltyTest.java

public void linearTest() {
    boolean print = false;
    if (print) {//ww w  . j av a  2 s . c o  m
        System.out.println("NonLinearLeastSquareWithPenaltyTest.linearTest");
    }
    int nWeights = 20;
    int diffOrder = 2;
    double lambda = 100.0;
    DoubleMatrix penalty = (DoubleMatrix) MA.scale(getPenaltyMatrix(nWeights, diffOrder), lambda);
    int[] onIndex = new int[] { 1, 4, 11, 12, 15, 17 };
    double[] obs = new double[] { 0, 1.0, 1.0, 1.0, 0.0, 0.0 };
    int n = onIndex.length;

    Function<DoubleArray, DoubleArray> func = new Function<DoubleArray, DoubleArray>() {

        @Override
        public DoubleArray apply(DoubleArray x) {
            return DoubleArray.of(n, i -> x.get(onIndex[i]));
        }
    };

    Function<DoubleArray, DoubleMatrix> jac = new Function<DoubleArray, DoubleMatrix>() {

        @Override
        public DoubleMatrix apply(DoubleArray x) {
            return DoubleMatrix.of(n, nWeights, (i, j) -> j == onIndex[i] ? 1d : 0d);
        }
    };

    Well44497b random = new Well44497b(0L);
    DoubleArray start = DoubleArray.of(nWeights, i -> random.nextDouble());

    LeastSquareWithPenaltyResults lsRes = NLLSWP.solve(DoubleArray.copyOf(obs), DoubleArray.filled(n, 0.01),
            func, jac, start, penalty);
    if (print) {
        System.out.println("chi2: " + lsRes.getChiSq());
        System.out.println(lsRes.getFitParameters());
    }
    for (int i = 0; i < n; i++) {
        assertEquals(obs[i], lsRes.getFitParameters().get(onIndex[i]), 0.01);
    }
    double expPen = 20.87912357454752;
    assertEquals(expPen, lsRes.getPenalty(), 1e-9);
}

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