source: src/main/java/agents/org/apache/commons/math/estimation/WeightedMeasurement.java

Last change on this file was 1, checked in by Wouter Pasman, 7 years ago

Initial import : Genius 9.0.0

File size: 5.6 KB
Line 
1/*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18package agents.org.apache.commons.math.estimation;
19
20import java.io.Serializable;
21
22/**
23 * This class represents measurements in estimation problems.
24 *
25 * <p>This abstract class implements all the methods needed to handle
26 * measurements in a general way. It defines neither the {@link
27 * #getTheoreticalValue getTheoreticalValue} nor the {@link
28 * #getPartial getPartial} methods, which should be defined by
29 * sub-classes according to the specific problem.</p>
30 *
31 * <p>The {@link #getTheoreticalValue getTheoreticalValue} and {@link
32 * #getPartial getPartial} methods must always use the current
33 * estimate of the parameters set by the solver in the problem. These
34 * parameters can be retrieved through the {@link
35 * EstimationProblem#getAllParameters
36 * EstimationProblem.getAllParameters} method if the measurements are
37 * independent of the problem, or directly if they are implemented as
38 * inner classes of the problem.</p>
39 *
40 * <p>The instances for which the <code>ignored</code> flag is set
41 * through the {@link #setIgnored setIgnored} method are ignored by the
42 * solvers. This can be used to reject wrong measurements at some
43 * steps of the estimation.</p>
44 *
45 * @see EstimationProblem
46 *
47 * @version $Revision: 811827 $ $Date: 2009-09-06 17:32:50 +0200 (dim. 06 sept. 2009) $
48 * @since 1.2
49 * @deprecated as of 2.0, everything in package org.apache.commons.math.estimation has
50 * been deprecated and replaced by package org.apache.commons.math.optimization.general
51 */
52
53@Deprecated
54public abstract class WeightedMeasurement implements Serializable {
55
56 /** Serializable version identifier. */
57 private static final long serialVersionUID = 4360046376796901941L;
58
59 /** Measurement weight. */
60 private final double weight;
61
62 /** Value of the measurements. */
63 private final double measuredValue;
64
65 /** Ignore measurement indicator. */
66 private boolean ignored;
67
68 /**
69 * Simple constructor.
70 * Build a measurement with the given parameters, and set its ignore
71 * flag to false.
72 * @param weight weight of the measurement in the least squares problem
73 * (two common choices are either to use 1.0 for all measurements, or to
74 * use a value proportional to the inverse of the variance of the measurement
75 * type)
76 *
77 * @param measuredValue measured value
78 */
79 public WeightedMeasurement(double weight, double measuredValue) {
80 this.weight = weight;
81 this.measuredValue = measuredValue;
82 ignored = false;
83 }
84
85 /** Simple constructor.
86 *
87 * Build a measurement with the given parameters
88 *
89 * @param weight weight of the measurement in the least squares problem
90 * @param measuredValue measured value
91 * @param ignored true if the measurement should be ignored
92 */
93 public WeightedMeasurement(double weight, double measuredValue,
94 boolean ignored) {
95 this.weight = weight;
96 this.measuredValue = measuredValue;
97 this.ignored = ignored;
98 }
99
100 /**
101 * Get the weight of the measurement in the least squares problem
102 *
103 * @return weight
104 */
105 public double getWeight() {
106 return weight;
107 }
108
109 /**
110 * Get the measured value
111 *
112 * @return measured value
113 */
114 public double getMeasuredValue() {
115 return measuredValue;
116 }
117
118 /**
119 * Get the residual for this measurement
120 * The residual is the measured value minus the theoretical value.
121 *
122 * @return residual
123 */
124 public double getResidual() {
125 return measuredValue - getTheoreticalValue();
126 }
127
128 /**
129 * Get the theoretical value expected for this measurement
130 * <p>The theoretical value is the value expected for this measurement
131 * if the model and its parameter were all perfectly known.</p>
132 * <p>The value must be computed using the current estimate of the parameters
133 * set by the solver in the problem.</p>
134 *
135 * @return theoretical value
136 */
137 public abstract double getTheoreticalValue();
138
139 /**
140 * Get the partial derivative of the {@link #getTheoreticalValue
141 * theoretical value} according to the parameter.
142 * <p>The value must be computed using the current estimate of the parameters
143 * set by the solver in the problem.</p>
144 *
145 * @param parameter parameter against which the partial derivative
146 * should be computed
147 * @return partial derivative of the {@link #getTheoreticalValue
148 * theoretical value}
149 */
150 public abstract double getPartial(EstimatedParameter parameter);
151
152 /**
153 * Set the ignore flag to the specified value
154 * Setting the ignore flag to true allow to reject wrong
155 * measurements, which sometimes can be detected only rather late.
156 *
157 * @param ignored value for the ignore flag
158 */
159 public void setIgnored(boolean ignored) {
160 this.ignored = ignored;
161 }
162
163 /**
164 * Check if this measurement should be ignored
165 *
166 * @return true if the measurement should be ignored
167 */
168 public boolean isIgnored() {
169 return ignored;
170 }
171
172}
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