de.lmu.ifi.dbs.elki.math.linearalgebra.fitting

## Class GaussianFittingFunction

• java.lang.Object
• de.lmu.ifi.dbs.elki.math.linearalgebra.fitting.GaussianFittingFunction
• All Implemented Interfaces:
FittingFunction

public class GaussianFittingFunction
extends java.lang.Object
implements FittingFunction
Gaussian function for parameter fitting

Based loosely on fgauss in the book "Numerical Recipies".
We did not bother to implement all optimizations at the benefit of having easier to use parameters. Instead of position, amplitude and width used in the book, we use the traditional Gaussian parameters mean, standard deviation and a linear scaling factor (which is mostly useful when combining multiple distributions) The cost are some additional computations such as a square root and probably a slight loss in precision. This could of course have been handled by an appropriate wrapper instead.

Due to their license, we cannot use their code, but we have to implement the mathematics ourselves. We hope the loss in precision isn't big.

They are also arranged differently: the book uses amplitude, position, width whereas we use mean, stddev, scaling.
But we're obviously using essentially the same mathematics.

The function also can use a mixture of gaussians, just use an appropriate number of parameters (which obviously needs to be a multiple of 3)

Since:
0.2
Author:
Erich Schubert
• ### Field Summary

Fields
Modifier and Type Field and Description
static GaussianFittingFunction STATIC
Static instance
• ### Constructor Summary

Constructors
Constructor and Description
GaussianFittingFunction()
• ### Method Summary

All Methods
Modifier and Type Method and Description
FittingFunctionResult eval(double x, double[] params)
Compute the mixture of Gaussians at the given position
• ### Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
• ### Field Detail

• #### STATIC

public static final GaussianFittingFunction STATIC
Static instance
• ### Constructor Detail

• #### GaussianFittingFunction

public GaussianFittingFunction()
• ### Method Detail

• #### eval

public FittingFunctionResult eval(double x,
double[] params)
Compute the mixture of Gaussians at the given position
Specified by:
eval in interface FittingFunction
Parameters:
x - Current coordinate
params - Function parameters parameters
Returns:
Array consisting of y value and parameter gradients