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// --------------------------------------------------------------------------
// OpenMS -- Open-Source Mass Spectrometry
// --------------------------------------------------------------------------
// Copyright The OpenMS Team -- Eberhard Karls University Tuebingen,
// ETH Zurich, and Freie Universitaet Berlin 2002-2013.
//
// This software is released under a three-clause BSD license:
// * Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
// * Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
// * Neither the name of any author or any participating institution
// may be used to endorse or promote products derived from this software
// without specific prior written permission.
// For a full list of authors, refer to the file AUTHORS.
// --------------------------------------------------------------------------
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
// ARE DISCLAIMED. IN NO EVENT SHALL ANY OF THE AUTHORS OR THE CONTRIBUTING
// INSTITUTIONS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS;
// OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
// WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR
// OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF
// ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// --------------------------------------------------------------------------
// $Maintainer: Andreas Bertsch $
// $Authors: Andreas Bertsch $
// --------------------------------------------------------------------------
//
#include <sstream>
#include <iostream>
#include <cmath>
#include <boost/math/special_functions/gamma.hpp>
#include <gsl/gsl_sf_psi.h>
#include <OpenMS/MATH/STATISTICS/GammaDistributionFitter.h>
using namespace std;
#define GAMMA_DISTRIBUTION_FITTER_VERBOSE
#undef GAMMA_DISTRIBUTION_FITTER_VERBOSE
#ifdef GAMMA_DISTRIBUTION_FITTER_VERBOSE
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_blas.h>
#include <gsl/gsl_multifit_nlin.h>
#endif
namespace OpenMS
{
namespace Math
{
GammaDistributionFitter::GammaDistributionFitter()
{
init_param_.b = 1.0;
init_param_.p = 5.0;
}
GammaDistributionFitter::~GammaDistributionFitter()
{
}
void GammaDistributionFitter::setInitialParameters(const GammaDistributionFitResult & param)
{
init_param_.b = param.b;
init_param_.p = param.p;
}
const String & GammaDistributionFitter::getGnuplotFormula() const
{
return gnuplot_formula_;
}
int GammaDistributionFitter::gammaDistributionFitterf_(const gsl_vector * x, void * params, gsl_vector * f)
{
vector<DPosition<2> > * data = static_cast<vector<DPosition<2> > *>(params);
double b = gsl_vector_get(x, 0);
double p = gsl_vector_get(x, 1);
UInt i = 0;
for (vector<DPosition<2> >::iterator it = data->begin(); it != data->end(); ++it)
{
double the_x = it->getX();
gsl_vector_set(f, i++, pow(b, p) / boost::math::tgamma(p) * pow(the_x, p - 1) * exp(-b * the_x) - it->getY());
}
return GSL_SUCCESS;
}
// compute Jacobian matrix for the different parameters
int GammaDistributionFitter::gammaDistributionFitterdf_(const gsl_vector * x, void * params, gsl_matrix * J)
{
vector<DPosition<2> > * data = static_cast<vector<DPosition<2> > *>(params);
double b = gsl_vector_get(x, 0);
double p = gsl_vector_get(x, 1);
UInt i(0);
for (vector<DPosition<2> >::iterator it = data->begin(); it != data->end(); ++it, ++i)
{
double the_x = it->getX();
// partielle ableitung nach b
double part_dev_b = pow(the_x, p - 1) * exp(-the_x * b) / boost::math::tgamma(p) * (p * pow(b, p - 1) - the_x * pow(b, p));
gsl_matrix_set(J, i, 0, part_dev_b);
// partielle ableitung nach p
double factor = exp(-b * the_x) * pow(the_x, p - 1) * pow(b, p) / pow(boost::math::tgamma(p), 2);
double argument = (log(b) + log(the_x)) * boost::math::tgamma(p) - boost::math::tgamma(p) * gsl_sf_psi(p);
double part_dev_p = factor * argument;
gsl_matrix_set(J, i, 1, part_dev_p);
}
return GSL_SUCCESS;
}
int GammaDistributionFitter::gammaDistributionFitterfdf_(const gsl_vector * x, void * params, gsl_vector * f, gsl_matrix * J)
{
gammaDistributionFitterf_(x, params, f);
gammaDistributionFitterdf_(x, params, J);
return GSL_SUCCESS;
}
#ifdef GAMMA_DISTRIBUTION_FITTER_VERBOSE
void GammaDistributionFitter::printState_(size_t iter, gsl_multifit_fdfsolver * s)
{
printf("iter: %3u x = % 15.8f % 15.8f "
"|f(x)| = %g\n",
(unsigned int)iter,
gsl_vector_get(s->x, 0),
gsl_vector_get(s->x, 1),
gsl_blas_dnrm2(s->f));
}
#endif
GammaDistributionFitter::GammaDistributionFitResult GammaDistributionFitter::fit(vector<DPosition<2> > & input)
{
const gsl_multifit_fdfsolver_type * T = NULL;
gsl_multifit_fdfsolver * s = NULL;
int status = 0;
size_t iter = 0;
const size_t p = 2;
gsl_multifit_function_fdf f;
double x_init[2] = { init_param_.b, init_param_.p };
gsl_vector_view x = gsl_vector_view_array(x_init, p);
const gsl_rng_type * type = NULL;
gsl_rng * r = NULL;
gsl_rng_env_setup();
type = gsl_rng_default;
r = gsl_rng_alloc(type);
f.f = &gammaDistributionFitterf_;
f.df = &gammaDistributionFitterdf_;
f.fdf = &gammaDistributionFitterfdf_;
f.n = input.size();
f.p = p;
f.params = &input;
T = gsl_multifit_fdfsolver_lmsder;
s = gsl_multifit_fdfsolver_alloc(T, input.size(), p);
gsl_multifit_fdfsolver_set(s, &f, &x.vector);
#ifdef GAMMA_DISTRIBUTION_FITTER_VERBOSE
printState_(iter, s);
#endif
do
{
++iter;
status = gsl_multifit_fdfsolver_iterate(s);
#ifdef GAMMA_DISTRIBUTION_FITTER_VERBOSE
printf("status = %s\n", gsl_strerror(status));
printState_(iter, s);
#endif
if (status)
{
break;
}
status = gsl_multifit_test_delta(s->dx, s->x, 1e-4, 1e-4);
#ifdef GAMMA_DISTRIBUTION_FITTER_VERBOSE
printf("Status = '%s'\n", gsl_strerror(status));
#endif
}
while (status == GSL_CONTINUE && iter < 1000);
#ifdef GAMMA_DISTRIBUTION_FITTER_VERBOSE
printf("Final status = '%s'\n", gsl_strerror(status));
#endif
if (status != GSL_SUCCESS)
{
gsl_rng_free(r);
gsl_multifit_fdfsolver_free(s);
throw Exception::UnableToFit(__FILE__, __LINE__, __PRETTY_FUNCTION__, "UnableToFit-GammaDistributionFitter", "Could not fit the gamma distribution to the data");
}
// write the result in a GammaDistributionFitResult struct
GammaDistributionFitResult result;
result.b = gsl_vector_get(s->x, 0);
result.p = gsl_vector_get(s->x, 1);
// build a formula with the fitted parameters for gnuplot
stringstream formula;
formula << "f(x)=" << "(" << result.b << " ** " << result.p << ") / gamma(" << result.p << ") * x ** (" << result.p << " - 1) * exp(- " << result.b << " * x)";
gnuplot_formula_ = formula.str();
#ifdef GAMMA_DISTRIBUTION_FITTER_VERBOSE
cout << gnuplot_formula_ << endl;
#endif
gsl_rng_free(r);
gsl_multifit_fdfsolver_free(s);
return result;
}
} //namespace Math
} // namespace OpenMS
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