view scripts/polynomial/splinefit.m @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents 0a5b15007766
children 597f3ee61a48
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########################################################################
##
## Copyright (C) 2012-2022 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## This file is part of Octave.
##
## Octave is free software: you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation, either version 3 of the License, or
## (at your option) any later version.
##
## Octave is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
## GNU General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, see
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn  {} {@var{pp} =} splinefit (@var{x}, @var{y}, @var{breaks})
## @deftypefnx {} {@var{pp} =} splinefit (@var{x}, @var{y}, @var{p})
## @deftypefnx {} {@var{pp} =} splinefit (@dots{}, "periodic", @var{periodic})
## @deftypefnx {} {@var{pp} =} splinefit (@dots{}, "robust", @var{robust})
## @deftypefnx {} {@var{pp} =} splinefit (@dots{}, "beta", @var{beta})
## @deftypefnx {} {@var{pp} =} splinefit (@dots{}, "order", @var{order})
## @deftypefnx {} {@var{pp} =} splinefit (@dots{}, "constraints", @var{constraints})
##
## Fit a piecewise cubic spline with breaks (knots) @var{breaks} to the
## noisy data, @var{x} and @var{y}.
##
## @var{x} is a vector, and @var{y} is a vector or N-D array.  If @var{y} is an
## N-D array, then @var{x}(j) is matched to @var{y}(:,@dots{},:,j).
##
## @var{p} is a positive integer defining the number of intervals along
## @var{x}, and @var{p}+1 is the number of breaks.  The number of points in
## each interval differ by no more than 1.
##
## The optional property @var{periodic} is a logical value which specifies
## whether a periodic boundary condition is applied to the spline.  The
## length of the period is @code{max (@var{breaks}) - min (@var{breaks})}.
## The default value is @code{false}.
##
## The optional property @var{robust} is a logical value which specifies
## if robust fitting is to be applied to reduce the influence of outlying
## data points.  Three iterations of weighted least squares are performed.
## Weights are computed from previous residuals.  The sensitivity of outlier
## identification is controlled by the property @var{beta}.  The value of
## @var{beta} is restricted to the range, 0 < @var{beta} < 1.  The default
## value is @var{beta} = 1/2.  Values close to 0 give all data equal
## weighting.  Increasing values of @var{beta} reduce the influence of
## outlying data.  Values close to unity may cause instability or rank
## deficiency.
##
## The fitted spline is returned as a piecewise polynomial, @var{pp}, and
## may be evaluated using @code{ppval}.
##
## The splines are constructed of polynomials with degree @var{order}.
## The default is a cubic, @var{order}=3.  A spline with P pieces has
## P+@var{order} degrees of freedom.  With periodic boundary conditions
## the degrees of freedom are reduced to P.
##
## The optional property, @var{constraints}, is a structure specifying linear
## constraints on the fit.  The structure has three fields, @qcode{"xc"},
## @qcode{"yc"}, and @qcode{"cc"}.
##
## @table @asis
## @item @qcode{"xc"}
## Vector of the x-locations of the constraints.
##
## @item @qcode{"yc"}
## Constraining values at the locations @var{xc}.
## The default is an array of zeros.
##
## @item @qcode{"cc"}
## Coefficients (matrix).  The default is an array of ones.  The number of
## rows is limited to the order of the piecewise polynomials, @var{order}.
## @end table
##
## Constraints are linear combinations of derivatives of order 0 to
## @var{order}-1 according to
##
## @example
## @group
## @tex
## $cc(1,j) \cdot y(xc(j)) + cc(2,j) \cdot y\prime(xc(j)) + ... = yc(:,\dots,:,j)$.
## @end tex
## @ifnottex
## cc(1,j) * y(xc(j)) + cc(2,j) * y'(xc(j)) + ... = yc(:,...,:,j).
## @end ifnottex
## @end group
## @end example
##
## @seealso{interp1, unmkpp, ppval, spline, pchip, ppder, ppint, ppjumps}
## @end deftypefn

function pp = splinefit (x, y, breaks, varargin)

  if (nargin > 3)
    n = cellfun ("isclass", varargin, "char");
    varargin(n) = lower (varargin(n));
    try
      props = struct (varargin{:});
    catch
      print_usage ();
    end_try_catch
  else
    props = struct ();
  endif

  fields = fieldnames (props);
  for f = 1:numel (fields)
    if (! any (strcmp (fields{f},
                       {"periodic", "robust", "beta", "order", "constraints"})))
      error ("Octave:splinefit:invalidproperty",
             "unrecognized property '%s'", fields{f});
    endif
  endfor

  args = {};
  if (isfield (props, "periodic") && props.periodic)
    args{end+1} = "p";
  endif
  if (isfield (props, "robust") && props.robust)
    args{end+1} = "r";
  endif
  if (isfield (props, "beta"))
    if (0 < props.beta && props.beta < 1)
      args{end+1} = props.beta;
    else
      error ("Octave:splinefit:invalidbeta", "invalid beta parameter (0 < BETA < 1)");
    endif
  endif
  if (isfield (props, "order"))
    if (props.order >= 0)
      args{end+1} = props.order + 1;
    else
      error ("Octave:splinefit:invalidorder", "invalid ORDER");
    endif
  endif
  if (isfield (props, "constraints"))
    args{end+1} = props.constraints;
  endif
  if (nargin < 3)
    print_usage ();
  elseif (! isnumeric (breaks) || ! isvector (breaks))
    print_usage ();
  endif

  pp = __splinefit__ (x, y, breaks, args{:});

endfunction


%!demo
%! % Noisy data
%! x = linspace (0, 2*pi, 100);
%! y = sin (x) + 0.1 * randn (size (x));
%! % Breaks
%! breaks = [0:5, 2*pi];
%! % Fit a spline of order 5
%! pp = splinefit (x, y, breaks, "order", 4);
%! clf;
%! plot (x, y, "s", x, ppval (pp, x), "r", breaks, ppval (pp, breaks), "+r");
%! xlabel ("Independent Variable");
%! ylabel ("Dependent Variable");
%! title ("Fit a piece-wise polynomial of order 4");
%! legend ({"data", "fit", "breaks"});
%! axis tight
%! ylim auto

%!demo
%! % Noisy data
%! x = linspace (0,2*pi, 100);
%! y = sin (x) + 0.1 * randn (size (x));
%! % Breaks
%! breaks = [0:5, 2*pi];
%! % Fit a spline of order 3 with periodic boundary conditions
%! pp = splinefit (x, y, breaks, "order", 2, "periodic", true);
%! clf;
%! plot (x, y, "s", x, ppval (pp, x), "r", breaks, ppval (pp, breaks), "+r");
%! xlabel ("Independent Variable");
%! ylabel ("Dependent Variable");
%! title ("Fit a periodic piece-wise polynomial of order 2");
%! legend ({"data", "fit", "breaks"});
%! axis tight
%! ylim auto

%!demo
%! % Noisy data
%! x = linspace (0, 2*pi, 100);
%! y = sin (x) + 0.1 * randn (size (x));
%! % Breaks
%! breaks = [0:5, 2*pi];
%! % Constraints: y(0) = 0, y'(0) = 1 and y(3) + y"(3) = 0
%! xc = [0 0 3];
%! yc = [0 1 0];
%! cc = [1 0 1; 0 1 0; 0 0 1];
%! con = struct ("xc", xc, "yc", yc, "cc", cc);
%! % Fit a cubic spline with 8 pieces and constraints
%! pp = splinefit (x, y, 8, "constraints", con);
%! clf;
%! plot (x, y, "s", x, ppval (pp, x), "r", breaks, ppval (pp, breaks), "+r");
%! xlabel ("Independent Variable");
%! ylabel ("Dependent Variable");
%! title ("Fit a cubic spline with constraints");
%! legend ({"data", "fit", "breaks"});
%! axis tight
%! ylim auto

%!demo
%! % Noisy data
%! x = linspace (0, 2*pi, 100);
%! y = sin (x) + 0.1 * randn (size (x));
%! % Breaks
%! breaks = [0:5, 2*pi];
%! xc = [0 0 3];
%! yc = [0 1 0];
%! cc = [1 0 1; 0 1 0; 0 0 1];
%! con = struct ("xc", xc, "yc", yc, "cc", cc);
%! % Fit a spline of order 6 with constraints and periodicity
%! pp = splinefit (x, y, breaks, "constraints", con, "order", 5, "periodic", true);
%! clf;
%! plot (x, y, "s", x, ppval (pp, x), "r", breaks, ppval (pp, breaks), "+r");
%! xlabel ("Independent Variable");
%! ylabel ("Dependent Variable");
%! title ("Fit a 5th order piece-wise periodic polynomial with constraints");
%! legend ({"data", "fit", "breaks"});
%! axis tight
%! ylim auto

%!shared xb, yb, x
%! xb = 0:2:10;
%! yb = 2*rand (size (xb)) - 1;
%! x = 0:0.1:10;

%!test
%! y = interp1 (xb, yb, x, "linear");
%! assert (ppval (splinefit (x, y, xb, "order", 1), x), y, 20 * eps ());
%!test
%! y = interp1 (xb, yb, x, "spline");
%! assert (ppval (splinefit (x, y, xb, "order", 3), x), y, 20 * eps ());
%!test
%! y = interp1 (xb, yb, x, "spline");
%! assert (ppval (splinefit (x, y, xb), x), y, 20 * eps ());