File: GammaDistributionFitter.C

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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