#from org.apache.commons.math3.analysis import UnivariateFunction from org.meteoinfo.math.optimize import OptimizeUtil, ParamUnivariateFunction from org.apache.commons.math3.fitting.leastsquares import LeastSquaresBuilder, LevenbergMarquardtOptimizer import warnings from ..core import numeric as np from ._lsq.least_squares import prepare_bounds from ..linalg import cholesky, solve_triangular, svd #__all__ = ['fsolve', 'leastsq', 'fixed_point', 'curve_fit'] __all__ = ['curve_fit'] def _check_func(checker, argname, thefunc, x0, args, numinputs, output_shape=None): res = np.atleast_1d(thefunc(*((x0[:numinputs],) + args))) if (output_shape is not None) and (np.shape(res) != output_shape): if (output_shape[0] != 1): if len(output_shape) > 1: if output_shape[1] == 1: return shape(res) msg = "%s: there is a mismatch between the input and output " \ "shape of the '%s' argument" % (checker, argname) func_name = getattr(thefunc, '__name__', None) if func_name: msg += " '%s'." % func_name else: msg += "." msg += 'Shape should be %s but it is %s.' % (output_shape, np.shape(res)) raise TypeError(msg) return np.shape(res), res.dtype def _wrap_func(func, xdata, ydata, transform): if transform is None: def func_wrapped(params): return func(xdata, *params) - ydata elif transform.ndim == 1: def func_wrapped(params): return transform * (func(xdata, *params) - ydata) else: # Chisq = (y - yd)^T C^{-1} (y-yd) # transform = L such that C = L L^T # C^{-1} = L^{-T} L^{-1} # Chisq = (y - yd)^T L^{-T} L^{-1} (y-yd) # Define (y-yd)' = L^{-1} (y-yd) # by solving # L (y-yd)' = (y-yd) # and minimize (y-yd)'^T (y-yd)' def func_wrapped(params): return solve_triangular(transform, func(xdata, *params) - ydata, lower=True) return func_wrapped def _wrap_jac(jac, xdata, transform): if transform is None: def jac_wrapped(params): return jac(xdata, *params) elif transform.ndim == 1: def jac_wrapped(params): return transform[:, np.newaxis] * np.asarray(jac(xdata, *params)) else: def jac_wrapped(params): return solve_triangular(transform, np.asarray(jac(xdata, *params)), lower=True) return jac_wrapped def _initialize_feasible(lb, ub): p0 = np.ones_like(lb) lb_finite = np.isfinite(lb) ub_finite = np.isfinite(ub) mask = lb_finite & ub_finite p0[mask] = 0.5 * (lb[mask] + ub[mask]) mask = lb_finite & ~ub_finite p0[mask] = lb[mask] + 1 mask = ~lb_finite & ub_finite p0[mask] = ub[mask] - 1 return p0 class UniFunc(ParamUnivariateFunction): def __init__(self, f): ''' Initialize :param f: Jython function ''' self.f = f self._args = list(f.__code__.co_varnames)[1:] self._args = tuple(self._args) self.order = len(self._args) def value(self, x): args = tuple(self.getParameters()) return self.f(x, *args) def curve_fit(f, xdata, ydata, p0=None, sigma=None, absolute_sigma=False, check_finite=True, bounds=(-np.inf, np.inf), method=None, jac=None, **kwargs): ''' Use non-linear least squares to fit a function, f, to data. Assumes ``ydata = f(xdata, *params) + eps`` :param f: callable The model function, f(x, ...). It must take the independent variable as the first argument and the parameters to fit as separate remaining arguments. :param xdata: array_like or object The independent variable where the data is measured. Should usually be an M-length sequence or an (k,M)-shaped array for functions with k predictors, but can actually be any object. :param ydata: array_like The dependent data, a length M array - nominally ``f(xdata, ...)``. :param p0: array_like, optional Initial guess for the parameters (length N). If None, then the initial values will all be 1 (if the number of parameters for the function can be determined using introspection, otherwise a ValueError is raised). :return: ''' if p0 is None: # determine number of parameters by inspecting the function from ..lib._util import getargspec_no_self as _getargspec args, varargs, varkw, defaults = _getargspec(f) if len(args) < 2: raise ValueError("Unable to determine number of fit parameters.") n = len(args) - 1 p0 = np.ones(n) else: p0 = np.atleast_1d(p0) n = p0.size func = UniFunc(f) jac_func = OptimizeUtil.getJacobianFunction(func, xdata.asarray(), func.order, 5, 0.1) problem = LeastSquaresBuilder().start(p0.tojarray('double')). \ model(jac_func). \ target(ydata.tojarray('double')). \ lazyEvaluation(False). \ maxEvaluations(1000). \ maxIterations(1000). \ build() optimum = LevenbergMarquardtOptimizer().optimize(problem) r = tuple(optimum.getPoint().toArray()) return r