Mercurial > octave
annotate scripts/polynomial/splinefit.m @ 31191:bb9d776eafac stable
Fix wrong color in PDF printout of some latex strings (bug #62884)
* octave-svgconvert (draw): For "rect" elements only set brush color if
necessary and eventually restore to previous color.
author | Pantxo Diribarne <pantxo.diribarne@gmail.com> |
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date | Sun, 14 Aug 2022 18:24:07 +0200 |
parents | 796f54d4ddbf |
children | 597f3ee61a48 |
rev | line source |
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1 ######################################################################## |
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2 ## |
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3 ## Copyright (C) 2012-2022 The Octave Project Developers |
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4 ## |
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5 ## See the file COPYRIGHT.md in the top-level directory of this |
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6 ## distribution or <https://octave.org/copyright/>. |
14509 | 7 ## |
8 ## This file is part of Octave. | |
9 ## | |
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10 ## Octave is free software: you can redistribute it and/or modify it |
14509 | 11 ## under the terms of the GNU General Public License as published by |
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12 ## the Free Software Foundation, either version 3 of the License, or |
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13 ## (at your option) any later version. |
14509 | 14 ## |
15 ## Octave is distributed in the hope that it will be useful, but | |
16 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
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17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 ## GNU General Public License for more details. |
14509 | 19 ## |
20 ## You should have received a copy of the GNU General Public License | |
21 ## along with Octave; see the file COPYING. If not, see | |
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22 ## <https://www.gnu.org/licenses/>. |
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23 ## |
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24 ######################################################################## |
14509 | 25 |
26 ## -*- texinfo -*- | |
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27 ## @deftypefn {} {@var{pp} =} splinefit (@var{x}, @var{y}, @var{breaks}) |
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28 ## @deftypefnx {} {@var{pp} =} splinefit (@var{x}, @var{y}, @var{p}) |
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29 ## @deftypefnx {} {@var{pp} =} splinefit (@dots{}, "periodic", @var{periodic}) |
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30 ## @deftypefnx {} {@var{pp} =} splinefit (@dots{}, "robust", @var{robust}) |
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31 ## @deftypefnx {} {@var{pp} =} splinefit (@dots{}, "beta", @var{beta}) |
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32 ## @deftypefnx {} {@var{pp} =} splinefit (@dots{}, "order", @var{order}) |
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33 ## @deftypefnx {} {@var{pp} =} splinefit (@dots{}, "constraints", @var{constraints}) |
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34 ## |
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35 ## Fit a piecewise cubic spline with breaks (knots) @var{breaks} to the |
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36 ## noisy data, @var{x} and @var{y}. |
14509 | 37 ## |
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38 ## @var{x} is a vector, and @var{y} is a vector or N-D array. If @var{y} is an |
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39 ## N-D array, then @var{x}(j) is matched to @var{y}(:,@dots{},:,j). |
14509 | 40 ## |
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41 ## @var{p} is a positive integer defining the number of intervals along |
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42 ## @var{x}, and @var{p}+1 is the number of breaks. The number of points in |
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43 ## each interval differ by no more than 1. |
14509 | 44 ## |
45 ## The optional property @var{periodic} is a logical value which specifies | |
46 ## whether a periodic boundary condition is applied to the spline. The | |
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47 ## length of the period is @code{max (@var{breaks}) - min (@var{breaks})}. |
14509 | 48 ## The default value is @code{false}. |
49 ## | |
50 ## The optional property @var{robust} is a logical value which specifies | |
51 ## if robust fitting is to be applied to reduce the influence of outlying | |
52 ## data points. Three iterations of weighted least squares are performed. | |
53 ## Weights are computed from previous residuals. The sensitivity of outlier | |
54 ## identification is controlled by the property @var{beta}. The value of | |
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55 ## @var{beta} is restricted to the range, 0 < @var{beta} < 1. The default |
14509 | 56 ## value is @var{beta} = 1/2. Values close to 0 give all data equal |
57 ## weighting. Increasing values of @var{beta} reduce the influence of | |
58 ## outlying data. Values close to unity may cause instability or rank | |
59 ## deficiency. | |
60 ## | |
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61 ## The fitted spline is returned as a piecewise polynomial, @var{pp}, and |
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62 ## may be evaluated using @code{ppval}. |
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63 ## |
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64 ## The splines are constructed of polynomials with degree @var{order}. |
14509 | 65 ## The default is a cubic, @var{order}=3. A spline with P pieces has |
66 ## P+@var{order} degrees of freedom. With periodic boundary conditions | |
67 ## the degrees of freedom are reduced to P. | |
68 ## | |
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69 ## The optional property, @var{constraints}, is a structure specifying linear |
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70 ## constraints on the fit. The structure has three fields, @qcode{"xc"}, |
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71 ## @qcode{"yc"}, and @qcode{"cc"}. |
14509 | 72 ## |
73 ## @table @asis | |
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74 ## @item @qcode{"xc"} |
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75 ## Vector of the x-locations of the constraints. |
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76 ## |
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77 ## @item @qcode{"yc"} |
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78 ## Constraining values at the locations @var{xc}. |
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79 ## The default is an array of zeros. |
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80 ## |
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81 ## @item @qcode{"cc"} |
14509 | 82 ## Coefficients (matrix). The default is an array of ones. The number of |
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83 ## rows is limited to the order of the piecewise polynomials, @var{order}. |
14509 | 84 ## @end table |
85 ## | |
86 ## Constraints are linear combinations of derivatives of order 0 to | |
87 ## @var{order}-1 according to | |
88 ## | |
89 ## @example | |
90 ## @group | |
91 ## @tex | |
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92 ## $cc(1,j) \cdot y(xc(j)) + cc(2,j) \cdot y\prime(xc(j)) + ... = yc(:,\dots,:,j)$. |
14509 | 93 ## @end tex |
94 ## @ifnottex | |
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95 ## cc(1,j) * y(xc(j)) + cc(2,j) * y'(xc(j)) + ... = yc(:,...,:,j). |
14509 | 96 ## @end ifnottex |
97 ## @end group | |
98 ## @end example | |
99 ## | |
100 ## @seealso{interp1, unmkpp, ppval, spline, pchip, ppder, ppint, ppjumps} | |
101 ## @end deftypefn | |
102 | |
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103 function pp = splinefit (x, y, breaks, varargin) |
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104 |
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105 if (nargin > 3) |
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106 n = cellfun ("isclass", varargin, "char"); |
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107 varargin(n) = lower (varargin(n)); |
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108 try |
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109 props = struct (varargin{:}); |
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110 catch |
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111 print_usage (); |
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112 end_try_catch |
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113 else |
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114 props = struct (); |
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115 endif |
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116 |
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117 fields = fieldnames (props); |
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118 for f = 1:numel (fields) |
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119 if (! any (strcmp (fields{f}, |
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120 {"periodic", "robust", "beta", "order", "constraints"}))) |
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121 error ("Octave:splinefit:invalidproperty", |
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122 "unrecognized property '%s'", fields{f}); |
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123 endif |
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124 endfor |
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125 |
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126 args = {}; |
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127 if (isfield (props, "periodic") && props.periodic) |
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128 args{end+1} = "p"; |
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129 endif |
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130 if (isfield (props, "robust") && props.robust) |
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131 args{end+1} = "r"; |
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132 endif |
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133 if (isfield (props, "beta")) |
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134 if (0 < props.beta && props.beta < 1) |
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135 args{end+1} = props.beta; |
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136 else |
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137 error ("Octave:splinefit:invalidbeta", "invalid beta parameter (0 < BETA < 1)"); |
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138 endif |
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139 endif |
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140 if (isfield (props, "order")) |
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141 if (props.order >= 0) |
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142 args{end+1} = props.order + 1; |
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143 else |
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144 error ("Octave:splinefit:invalidorder", "invalid ORDER"); |
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145 endif |
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146 endif |
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147 if (isfield (props, "constraints")) |
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148 args{end+1} = props.constraints; |
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149 endif |
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150 if (nargin < 3) |
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151 print_usage (); |
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152 elseif (! isnumeric (breaks) || ! isvector (breaks)) |
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153 print_usage (); |
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154 endif |
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155 |
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156 pp = __splinefit__ (x, y, breaks, args{:}); |
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157 |
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158 endfunction |
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159 |
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160 |
14509 | 161 %!demo |
162 %! % Noisy data | |
163 %! x = linspace (0, 2*pi, 100); | |
164 %! y = sin (x) + 0.1 * randn (size (x)); | |
165 %! % Breaks | |
166 %! breaks = [0:5, 2*pi]; | |
167 %! % Fit a spline of order 5 | |
168 %! pp = splinefit (x, y, breaks, "order", 4); | |
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169 %! clf; |
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170 %! plot (x, y, "s", x, ppval (pp, x), "r", breaks, ppval (pp, breaks), "+r"); |
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171 %! xlabel ("Independent Variable"); |
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172 %! ylabel ("Dependent Variable"); |
14509 | 173 %! title ("Fit a piece-wise polynomial of order 4"); |
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174 %! legend ({"data", "fit", "breaks"}); |
14509 | 175 %! axis tight |
176 %! ylim auto | |
177 | |
178 %!demo | |
179 %! % Noisy data | |
180 %! x = linspace (0,2*pi, 100); | |
181 %! y = sin (x) + 0.1 * randn (size (x)); | |
182 %! % Breaks | |
183 %! breaks = [0:5, 2*pi]; | |
184 %! % Fit a spline of order 3 with periodic boundary conditions | |
185 %! pp = splinefit (x, y, breaks, "order", 2, "periodic", true); | |
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186 %! clf; |
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187 %! plot (x, y, "s", x, ppval (pp, x), "r", breaks, ppval (pp, breaks), "+r"); |
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188 %! xlabel ("Independent Variable"); |
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189 %! ylabel ("Dependent Variable"); |
14509 | 190 %! title ("Fit a periodic piece-wise polynomial of order 2"); |
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191 %! legend ({"data", "fit", "breaks"}); |
14509 | 192 %! axis tight |
193 %! ylim auto | |
194 | |
195 %!demo | |
196 %! % Noisy data | |
197 %! x = linspace (0, 2*pi, 100); | |
198 %! y = sin (x) + 0.1 * randn (size (x)); | |
199 %! % Breaks | |
200 %! breaks = [0:5, 2*pi]; | |
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201 %! % Constraints: y(0) = 0, y'(0) = 1 and y(3) + y"(3) = 0 |
14509 | 202 %! xc = [0 0 3]; |
203 %! yc = [0 1 0]; | |
204 %! cc = [1 0 1; 0 1 0; 0 0 1]; | |
205 %! con = struct ("xc", xc, "yc", yc, "cc", cc); | |
206 %! % Fit a cubic spline with 8 pieces and constraints | |
207 %! pp = splinefit (x, y, 8, "constraints", con); | |
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208 %! clf; |
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209 %! plot (x, y, "s", x, ppval (pp, x), "r", breaks, ppval (pp, breaks), "+r"); |
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210 %! xlabel ("Independent Variable"); |
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211 %! ylabel ("Dependent Variable"); |
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212 %! title ("Fit a cubic spline with constraints"); |
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213 %! legend ({"data", "fit", "breaks"}); |
14509 | 214 %! axis tight |
215 %! ylim auto | |
216 | |
217 %!demo | |
218 %! % Noisy data | |
219 %! x = linspace (0, 2*pi, 100); | |
220 %! y = sin (x) + 0.1 * randn (size (x)); | |
221 %! % Breaks | |
222 %! breaks = [0:5, 2*pi]; | |
223 %! xc = [0 0 3]; | |
224 %! yc = [0 1 0]; | |
225 %! cc = [1 0 1; 0 1 0; 0 0 1]; | |
226 %! con = struct ("xc", xc, "yc", yc, "cc", cc); | |
227 %! % Fit a spline of order 6 with constraints and periodicity | |
228 %! pp = splinefit (x, y, breaks, "constraints", con, "order", 5, "periodic", true); | |
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229 %! clf; |
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230 %! plot (x, y, "s", x, ppval (pp, x), "r", breaks, ppval (pp, breaks), "+r"); |
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231 %! xlabel ("Independent Variable"); |
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232 %! ylabel ("Dependent Variable"); |
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233 %! title ("Fit a 5th order piece-wise periodic polynomial with constraints"); |
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234 %! legend ({"data", "fit", "breaks"}); |
14509 | 235 %! axis tight |
236 %! ylim auto | |
237 | |
238 %!shared xb, yb, x | |
239 %! xb = 0:2:10; | |
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240 %! yb = 2*rand (size (xb)) - 1; |
14509 | 241 %! x = 0:0.1:10; |
242 | |
243 %!test | |
244 %! y = interp1 (xb, yb, x, "linear"); | |
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245 %! assert (ppval (splinefit (x, y, xb, "order", 1), x), y, 20 * eps ()); |
14509 | 246 %!test |
247 %! y = interp1 (xb, yb, x, "spline"); | |
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248 %! assert (ppval (splinefit (x, y, xb, "order", 3), x), y, 20 * eps ()); |
14509 | 249 %!test |
250 %! y = interp1 (xb, yb, x, "spline"); | |
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251 %! assert (ppval (splinefit (x, y, xb), x), y, 20 * eps ()); |