/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math.analysis.function;
import org.apache.commons.math.analysis.UnivariateRealFunction;
import org.apache.commons.math.analysis.DifferentiableUnivariateRealFunction;
import org.apache.commons.math.analysis.ParametricUnivariateRealFunction;
import org.apache.commons.math.exception.NullArgumentException;
import org.apache.commons.math.exception.DimensionMismatchException;
import org.apache.commons.math.exception.OutOfRangeException;
import org.apache.commons.math.util.FastMath;
/**
* <a href="http://en.wikipedia.org/wiki/Logit">
* Logit</a> function.
* It is the inverse of the {@link Sigmoid sigmoid} function.
*
* @version $Id$
* @since 3.0
*/
public class Logit implements DifferentiableUnivariateRealFunction {
/** Lower bound. */
private final double lo;
/** Higher bound. */
private final double hi;
/**
* Usual logit function, where the lower bound is 0 and the higher
* bound is 1.
*/
public Logit() {
this(0, 1);
}
/**
* Logit function.
*
* @param lo Lower bound of the function domain.
* @param hi Higher bound of the function domain.
*/
public Logit(double lo,
double hi) {
this.lo = lo;
this.hi = hi;
}
/** {@inheritDoc} */
public double value(double x) {
return value(x, lo, hi);
}
/** {@inheritDoc} */
public UnivariateRealFunction derivative() {
return new UnivariateRealFunction() {
/** {@inheritDoc} */
public double value(double x) {
return (hi - lo) / ((x - lo) * (hi - x));
}
};
}
/**
* Parametric function where the input array contains the parameters of
* the logit function, ordered as follows:
* <ul>
* <li>Lower bound</li>
* <li>Higher bound</li>
* </ul>
*/
public static class Parametric implements ParametricUnivariateRealFunction {
/**
* Computes the value of the logit at {@code x}.
*
* @param x Value for which the function must be computed.
* @param param Values of lower bound and higher bounds.
* @return the value of the function.
* @throws NullArgumentException if {@code param} is {@code null}.
* @throws DimensionMismatchException if the size of {@code param} is
* not 2.
*/
public double value(double x, double ... param) {
validateParameters(param);
return Logit.value(x, param[0], param[1]);
}
/**
* 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> (lower bound and higher bound).
*
* @param x Value at which the gradient must be computed.
* @param param Values for lower and higher bounds.
* @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 2.
*/
public double[] gradient(double x, double ... param) {
validateParameters(param);
final double lo = param[0];
final double hi = param[1];
return new double[] { 1 / (lo - x), 1 / (hi - x) };
}
/**
* 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 lower and higher bounds.
* @throws NullArgumentException if {@code param} is {@code null}.
* @throws DimensionMismatchException if the size of {@code param} is
* not 2.
*/
private void validateParameters(double[] param) {
if (param == null) {
throw new NullArgumentException();
}
if (param.length != 2) {
throw new DimensionMismatchException(param.length, 2);
}
}
}
/**
* @param x Value at which to compute the logit.
* @param lo Lower bound.
* @param hi Higher bound.
* @return the value of the logit function at {@code x}.
*/
private static double value(double x,
double lo,
double hi) {
if (x < lo || x > hi) {
throw new OutOfRangeException(x, lo, hi);
}
return FastMath.log((x - lo) / (hi - x));
}
}