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 * The ASF licenses this file to You under the Apache License, Version 2.0
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package org.apache.commons.math3.analysis.function;

import org.apache.commons.math3.analysis.FunctionUtils;
import org.apache.commons.math3.analysis.UnivariateFunction;
import org.apache.commons.math3.analysis.DifferentiableUnivariateFunction;
import org.apache.commons.math3.analysis.ParametricUnivariateFunction;
import org.apache.commons.math3.analysis.differentiation.DerivativeStructure;
import org.apache.commons.math3.analysis.differentiation.UnivariateDifferentiableFunction;
import org.apache.commons.math3.exception.NotStrictlyPositiveException;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.util.FastMath;

Since:3.0
/** * <a href="http://en.wikipedia.org/wiki/Generalised_logistic_function"> * Generalised logistic</a> function. * * @since 3.0 */
public class Logistic implements UnivariateDifferentiableFunction, DifferentiableUnivariateFunction {
Lower asymptote.
/** Lower asymptote. */
private final double a;
Upper asymptote.
/** Upper asymptote. */
private final double k;
Growth rate.
/** Growth rate. */
private final double b;
Parameter that affects near which asymptote maximum growth occurs.
/** Parameter that affects near which asymptote maximum growth occurs. */
private final double oneOverN;
Parameter that affects the position of the curve along the ordinate axis.
/** Parameter that affects the position of the curve along the ordinate axis. */
private final double q;
Abscissa of maximum growth.
/** Abscissa of maximum growth. */
private final double m;
Params:
  • k – If b > 0, value of the function for x going towards +∞. If b < 0, value of the function for x going towards -∞.
  • m – Abscissa of maximum growth.
  • b – Growth rate.
  • q – Parameter that affects the position of the curve along the ordinate axis.
  • a – If b > 0, value of the function for x going towards -∞. If b < 0, value of the function for x going towards +∞.
  • n – Parameter that affects near which asymptote the maximum growth occurs.
Throws:
/** * @param k If {@code b > 0}, value of the function for x going towards +&infin;. * If {@code b < 0}, value of the function for x going towards -&infin;. * @param m Abscissa of maximum growth. * @param b Growth rate. * @param q Parameter that affects the position of the curve along the * ordinate axis. * @param a If {@code b > 0}, value of the function for x going towards -&infin;. * If {@code b < 0}, value of the function for x going towards +&infin;. * @param n Parameter that affects near which asymptote the maximum * growth occurs. * @throws NotStrictlyPositiveException if {@code n <= 0}. */
public Logistic(double k, double m, double b, double q, double a, double n) throws NotStrictlyPositiveException { if (n <= 0) { throw new NotStrictlyPositiveException(n); } this.k = k; this.m = m; this.b = b; this.q = q; this.a = a; oneOverN = 1 / n; }
{@inheritDoc}
/** {@inheritDoc} */
public double value(double x) { return value(m - x, k, b, q, a, oneOverN); }
{@inheritDoc}
Deprecated:as of 3.1, replaced by value(DerivativeStructure)
/** {@inheritDoc} * @deprecated as of 3.1, replaced by {@link #value(DerivativeStructure)} */
@Deprecated public UnivariateFunction derivative() { return FunctionUtils.toDifferentiableUnivariateFunction(this).derivative(); }
Parametric function where the input array contains the parameters of the logistic function, ordered as follows:
  • k
  • m
  • b
  • q
  • a
  • n
/** * Parametric function where the input array contains the parameters of * the {@link Logistic#Logistic(double,double,double,double,double,double) * logistic function}, ordered as follows: * <ul> * <li>k</li> * <li>m</li> * <li>b</li> * <li>q</li> * <li>a</li> * <li>n</li> * </ul> */
public static class Parametric implements ParametricUnivariateFunction {
Computes the value of the sigmoid at x.
Params:
  • x – Value for which the function must be computed.
  • param – Values for k, m, b, q, a and n.
Throws:
Returns:the value of the function.
/** * Computes the value of the sigmoid at {@code x}. * * @param x Value for which the function must be computed. * @param param Values for {@code k}, {@code m}, {@code b}, {@code q}, * {@code a} and {@code n}. * @return the value of the function. * @throws NullArgumentException if {@code param} is {@code null}. * @throws DimensionMismatchException if the size of {@code param} is * not 6. * @throws NotStrictlyPositiveException if {@code param[5] <= 0}. */
public double value(double x, double ... param) throws NullArgumentException, DimensionMismatchException, NotStrictlyPositiveException { validateParameters(param); return Logistic.value(param[1] - x, param[0], param[2], param[3], param[4], 1 / param[5]); }
Computes the value of the gradient at x. The components of the gradient vector are the partial derivatives of the function with respect to each of the parameters.
Params:
  • x – Value at which the gradient must be computed.
  • param – Values for k, m, b, q, a and n.
Throws:
Returns:the gradient vector at x.
/** * Computes the value of the gradient at {@code x}. * The components of the gradient vector are the partial * derivatives of the function with respect to each of the * <em>parameters</em>. * * @param x Value at which the gradient must be computed. * @param param Values for {@code k}, {@code m}, {@code b}, {@code q}, * {@code a} and {@code n}. * @return the gradient vector at {@code x}. * @throws NullArgumentException if {@code param} is {@code null}. * @throws DimensionMismatchException if the size of {@code param} is * not 6. * @throws NotStrictlyPositiveException if {@code param[5] <= 0}. */
public double[] gradient(double x, double ... param) throws NullArgumentException, DimensionMismatchException, NotStrictlyPositiveException { validateParameters(param); final double b = param[2]; final double q = param[3]; final double mMinusX = param[1] - x; final double oneOverN = 1 / param[5]; final double exp = FastMath.exp(b * mMinusX); final double qExp = q * exp; final double qExp1 = qExp + 1; final double factor1 = (param[0] - param[4]) * oneOverN / FastMath.pow(qExp1, oneOverN); final double factor2 = -factor1 / qExp1; // Components of the gradient. final double gk = Logistic.value(mMinusX, 1, b, q, 0, oneOverN); final double gm = factor2 * b * qExp; final double gb = factor2 * mMinusX * qExp; final double gq = factor2 * exp; final double ga = Logistic.value(mMinusX, 0, b, q, 1, oneOverN); final double gn = factor1 * FastMath.log(qExp1) * oneOverN; return new double[] { gk, gm, gb, gq, ga, gn }; }
Validates parameters to ensure they are appropriate for the evaluation of the value(double, double[]) and gradient(double, double[]) methods.
Params:
  • param – Values for k, m, b, q, a and n.
Throws:
/** * Validates parameters to ensure they are appropriate for the evaluation of * the {@link #value(double,double[])} and {@link #gradient(double,double[])} * methods. * * @param param Values for {@code k}, {@code m}, {@code b}, {@code q}, * {@code a} and {@code n}. * @throws NullArgumentException if {@code param} is {@code null}. * @throws DimensionMismatchException if the size of {@code param} is * not 6. * @throws NotStrictlyPositiveException if {@code param[5] <= 0}. */
private void validateParameters(double[] param) throws NullArgumentException, DimensionMismatchException, NotStrictlyPositiveException { if (param == null) { throw new NullArgumentException(); } if (param.length != 6) { throw new DimensionMismatchException(param.length, 6); } if (param[5] <= 0) { throw new NotStrictlyPositiveException(param[5]); } } }
Params:
  • mMinusX – m - x.
  • k – k.
  • b – b.
  • q – q.
  • a – a.
  • oneOverN – 1 / n.
Returns:the value of the function.
/** * @param mMinusX {@code m - x}. * @param k {@code k}. * @param b {@code b}. * @param q {@code q}. * @param a {@code a}. * @param oneOverN {@code 1 / n}. * @return the value of the function. */
private static double value(double mMinusX, double k, double b, double q, double a, double oneOverN) { return a + (k - a) / FastMath.pow(1 + q * FastMath.exp(b * mMinusX), oneOverN); }
{@inheritDoc}
Since:3.1
/** {@inheritDoc} * @since 3.1 */
public DerivativeStructure value(final DerivativeStructure t) { return t.negate().add(m).multiply(b).exp().multiply(q).add(1).pow(oneOverN).reciprocal().multiply(k - a).add(a); } }