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// Copyright ©2020 The Gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package interp
import "slices"
const (
differentLengths = "interp: input slices have different lengths"
tooFewPoints = "interp: too few points for interpolation"
xsNotStrictlyIncreasing = "interp: xs values not strictly increasing"
)
// Predictor predicts the value of a function. It handles both
// interpolation and extrapolation.
type Predictor interface {
// Predict returns the predicted value at x.
Predict(x float64) float64
}
// Fitter fits a predictor to data.
type Fitter interface {
// Fit fits a predictor to (X, Y) value pairs provided as two slices.
// It panics if len(xs) < 2, elements of xs are not strictly increasing
// or len(xs) != len(ys). Returns an error if fitting fails.
Fit(xs, ys []float64) error
}
// FittablePredictor is a Predictor which can fit itself to data.
type FittablePredictor interface {
Fitter
Predictor
}
// DerivativePredictor predicts both the value and the derivative of
// a function. It handles both interpolation and extrapolation.
type DerivativePredictor interface {
Predictor
// PredictDerivative returns the predicted derivative at x.
PredictDerivative(x float64) float64
}
// Constant predicts a constant value.
type Constant float64
// Predict returns the predicted value at x.
func (c Constant) Predict(x float64) float64 {
return float64(c)
}
// Function predicts by evaluating itself.
type Function func(float64) float64
// Predict returns the predicted value at x by evaluating fn(x).
func (fn Function) Predict(x float64) float64 {
return fn(x)
}
// PiecewiseLinear is a piecewise linear 1-dimensional interpolator.
type PiecewiseLinear struct {
// Interpolated X values.
xs []float64
// Interpolated Y data values, same len as ys.
ys []float64
// Slopes of Y between neighbouring X values. len(slopes) + 1 == len(xs) == len(ys).
slopes []float64
}
// Fit fits a predictor to (X, Y) value pairs provided as two slices.
// It panics if len(xs) < 2, elements of xs are not strictly increasing
// or len(xs) != len(ys). Always returns nil.
func (pl *PiecewiseLinear) Fit(xs, ys []float64) error {
n := len(xs)
if len(ys) != n {
panic(differentLengths)
}
if n < 2 {
panic(tooFewPoints)
}
pl.slopes = calculateSlopes(xs, ys)
pl.xs = make([]float64, n)
pl.ys = make([]float64, n)
copy(pl.xs, xs)
copy(pl.ys, ys)
return nil
}
// Predict returns the interpolation value at x.
func (pl PiecewiseLinear) Predict(x float64) float64 {
i := findSegment(pl.xs, x)
if i < 0 {
return pl.ys[0]
}
xI := pl.xs[i]
if x == xI {
return pl.ys[i]
}
n := len(pl.xs)
if i == n-1 {
return pl.ys[n-1]
}
return pl.ys[i] + pl.slopes[i]*(x-xI)
}
// PiecewiseConstant is a left-continuous, piecewise constant
// 1-dimensional interpolator.
type PiecewiseConstant struct {
// Interpolated X values.
xs []float64
// Interpolated Y data values, same len as ys.
ys []float64
}
// Fit fits a predictor to (X, Y) value pairs provided as two slices.
// It panics if len(xs) < 2, elements of xs are not strictly increasing
// or len(xs) != len(ys). Always returns nil.
func (pc *PiecewiseConstant) Fit(xs, ys []float64) error {
n := len(xs)
if len(ys) != n {
panic(differentLengths)
}
if n < 2 {
panic(tooFewPoints)
}
for i := 1; i < n; i++ {
if xs[i] <= xs[i-1] {
panic(xsNotStrictlyIncreasing)
}
}
pc.xs = make([]float64, n)
pc.ys = make([]float64, n)
copy(pc.xs, xs)
copy(pc.ys, ys)
return nil
}
// Predict returns the interpolation value at x.
func (pc PiecewiseConstant) Predict(x float64) float64 {
i := findSegment(pc.xs, x)
if i < 0 {
return pc.ys[0]
}
if x == pc.xs[i] {
return pc.ys[i]
}
n := len(pc.xs)
if i == n-1 {
return pc.ys[n-1]
}
return pc.ys[i+1]
}
// findSegment returns 0 <= i < len(xs) such that xs[i] <= x < xs[i + 1], where xs[len(xs)]
// is assumed to be +Inf. If no such i is found, it returns -1.
func findSegment(xs []float64, x float64) int {
i, found := slices.BinarySearch(xs, x)
if !found {
return i - 1
}
return i
}
// calculateSlopes calculates slopes (ys[i+1] - ys[i]) / (xs[i+1] - xs[i]).
// It panics if len(xs) < 2, elements of xs are not strictly increasing
// or len(xs) != len(ys).
func calculateSlopes(xs, ys []float64) []float64 {
n := len(xs)
if n < 2 {
panic(tooFewPoints)
}
if len(ys) != n {
panic(differentLengths)
}
m := n - 1
slopes := make([]float64, m)
prevX := xs[0]
prevY := ys[0]
for i := 0; i < m; i++ {
x := xs[i+1]
y := ys[i+1]
dx := x - prevX
if dx <= 0 {
panic(xsNotStrictlyIncreasing)
}
slopes[i] = (y - prevY) / dx
prevX = x
prevY = y
}
return slopes
}
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