Examples with OutOfRangeException org.apache.commons.math3.exception.OutOfRangeException used on opensource projects

Example 1 with OutOfRangeException

use of org.apache.commons.math3.exception.OutOfRangeException in project nd4j by deeplearning4j.

the class BaseDistribution method inverseCumulativeProbability.

/**
 * {@inheritDoc}
 * <p/>
 * The default implementation returns
 * <ul>
 * <li>{@link #getSupportLowerBound()} for {@code p = 0},</li>
 * <li>{@link #getSupportUpperBound()} for {@code p = 1}.</li>
 * </ul>
 */
@Override
public double inverseCumulativeProbability(final double p) throws OutOfRangeException {
    /*
         * IMPLEMENTATION NOTES
         * --------------------
         * Where applicable, use is made of the one-sided Chebyshev inequality
         * to bracket the root. This inequality states that
         * P(X - mu >= k * sig) <= 1 / (1 + k^2),
         * mu: mean, sig: standard deviation. Equivalently
         * 1 - P(X < mu + k * sig) <= 1 / (1 + k^2),
         * F(mu + k * sig) >= k^2 / (1 + k^2).
         *
         * For k = sqrt(p / (1 - p)), we find
         * F(mu + k * sig) >= p,
         * and (mu + k * sig) is an upper-bound for the root.
         *
         * Then, introducing Y = -X, mean(Y) = -mu, sd(Y) = sig, and
         * P(Y >= -mu + k * sig) <= 1 / (1 + k^2),
         * P(-X >= -mu + k * sig) <= 1 / (1 + k^2),
         * P(X <= mu - k * sig) <= 1 / (1 + k^2),
         * F(mu - k * sig) <= 1 / (1 + k^2).
         *
         * For k = sqrt((1 - p) / p), we find
         * F(mu - k * sig) <= p,
         * and (mu - k * sig) is a lower-bound for the root.
         *
         * In cases where the Chebyshev inequality does not apply, geometric
         * progressions 1, 2, 4, ... and -1, -2, -4, ... are used to bracket
         * the root.
         */
    if (p < 0.0 || p > 1.0) {
        throw new OutOfRangeException(p, 0, 1);
    }
    double lowerBound = getSupportLowerBound();
    if (p == 0.0) {
        return lowerBound;
    }
    double upperBound = getSupportUpperBound();
    if (p == 1.0) {
        return upperBound;
    }
    final double mu = getNumericalMean();
    final double sig = FastMath.sqrt(getNumericalVariance());
    final boolean chebyshevApplies;
    chebyshevApplies = !(Double.isInfinite(mu) || Double.isNaN(mu) || Double.isInfinite(sig) || Double.isNaN(sig));
    if (lowerBound == Double.NEGATIVE_INFINITY) {
        if (chebyshevApplies) {
            lowerBound = mu - sig * FastMath.sqrt((1. - p) / p);
        } else {
            lowerBound = -1.0;
            while (cumulativeProbability(lowerBound) >= p) {
                lowerBound *= 2.0;
            }
        }
    }
    if (upperBound == Double.POSITIVE_INFINITY) {
        if (chebyshevApplies) {
            upperBound = mu + sig * FastMath.sqrt(p / (1. - p));
        } else {
            upperBound = 1.0;
            while (cumulativeProbability(upperBound) < p) {
                upperBound *= 2.0;
            }
        }
    }
    final UnivariateFunction toSolve = new UnivariateFunction() {

        public double value(final double x) {
            return cumulativeProbability(x) - p;
        }
    };
    double x = UnivariateSolverUtils.solve(toSolve, lowerBound, upperBound, getSolverAbsoluteAccuracy());
    if (!isSupportConnected()) {
        /* Test for plateau. */
        final double dx = getSolverAbsoluteAccuracy();
        if (x - dx >= getSupportLowerBound()) {
            double px = cumulativeProbability(x);
            if (cumulativeProbability(x - dx) == px) {
                upperBound = x;
                while (upperBound - lowerBound > dx) {
                    final double midPoint = 0.5 * (lowerBound + upperBound);
                    if (cumulativeProbability(midPoint) < px) {
                        lowerBound = midPoint;
                    } else {
                        upperBound = midPoint;
                    }
                }
                return upperBound;
            }
        }
    }
    return x;
}

Example 2 with OutOfRangeException

use of org.apache.commons.math3.exception.OutOfRangeException in project GDSC-SMLM by aherbert.

the class BenchmarkSpotFit method showDoubleHistogram.

private double[] showDoubleHistogram(StoredDataStatistics[][] stats, final int index, WindowOrganiser wo, double[][] matchScores) {
    final String xLabel = filterCriteria[index].name;
    LowerLimit lower = filterCriteria[index].lower;
    UpperLimit upper = filterCriteria[index].upper;
    double[] jaccard = null;
    double[] metric = null;
    double maxJaccard = 0;
    if (index <= FILTER_PRECISION && (settings.showFilterScoreHistograms || upper.requiresJaccard || lower.requiresJaccard)) {
        // Jaccard score verses the range of the metric
        for (final double[] d : matchScores) {
            if (!Double.isFinite(d[index])) {
                System.out.printf("Error in fit data [%d]: %s%n", index, d[index]);
            }
        }
        // Do not use Double.compare(double, double) so we get exceptions in the sort for inf/nan
        Arrays.sort(matchScores, (o1, o2) -> {
            if (o1[index] < o2[index]) {
                return -1;
            }
            if (o1[index] > o2[index]) {
                return 1;
            }
            return 0;
        });
        final int scoreIndex = FILTER_PRECISION + 1;
        final int n = results.size();
        double tp = 0;
        double fp = 0;
        jaccard = new double[matchScores.length + 1];
        metric = new double[jaccard.length];
        for (int k = 0; k < matchScores.length; k++) {
            final double score = matchScores[k][scoreIndex];
            tp += score;
            fp += (1 - score);
            jaccard[k + 1] = tp / (fp + n);
            metric[k + 1] = matchScores[k][index];
        }
        metric[0] = metric[1];
        maxJaccard = MathUtils.max(jaccard);
        if (settings.showFilterScoreHistograms) {
            final String title = TITLE + " Jaccard " + xLabel;
            final Plot plot = new Plot(title, xLabel, "Jaccard");
            plot.addPoints(metric, jaccard, Plot.LINE);
            // Remove outliers
            final double[] limitsx = MathUtils.limits(metric);
            final Percentile p = new Percentile();
            final double l = p.evaluate(metric, 25);
            final double u = p.evaluate(metric, 75);
            final double iqr = 1.5 * (u - l);
            limitsx[1] = Math.min(limitsx[1], u + iqr);
            plot.setLimits(limitsx[0], limitsx[1], 0, MathUtils.max(jaccard));
            ImageJUtils.display(title, plot, wo);
        }
    }
    // [0] is all
    // [1] is matches
    // [2] is no match
    final StoredDataStatistics s1 = stats[0][index];
    final StoredDataStatistics s2 = stats[1][index];
    final StoredDataStatistics s3 = stats[2][index];
    if (s1.getN() == 0) {
        return new double[4];
    }
    final DescriptiveStatistics d = s1.getStatistics();
    double median = 0;
    Plot plot = null;
    String title = null;
    if (settings.showFilterScoreHistograms) {
        median = d.getPercentile(50);
        final String label = String.format("n = %d. Median = %s nm", s1.getN(), MathUtils.rounded(median));
        final HistogramPlot histogramPlot = new HistogramPlotBuilder(TITLE, s1, xLabel).setMinBinWidth(filterCriteria[index].minBinWidth).setRemoveOutliersOption((filterCriteria[index].restrictRange) ? 1 : 0).setPlotLabel(label).build();
        final PlotWindow plotWindow = histogramPlot.show(wo);
        if (plotWindow == null) {
            IJ.log("Failed to show the histogram: " + xLabel);
            return new double[4];
        }
        title = plotWindow.getTitle();
        // Reverse engineer the histogram settings
        plot = histogramPlot.getPlot();
        final double[] xvalues = histogramPlot.getPlotXValues();
        final int bins = xvalues.length;
        final double yMin = xvalues[0];
        final double binSize = xvalues[1] - xvalues[0];
        final double yMax = xvalues[0] + (bins - 1) * binSize;
        if (s2.getN() > 0) {
            final double[] values = s2.getValues();
            final double[][] hist = HistogramPlot.calcHistogram(values, yMin, yMax, bins);
            if (hist[0].length > 0) {
                plot.setColor(Color.red);
                plot.addPoints(hist[0], hist[1], Plot.BAR);
                ImageJUtils.display(title, plot);
            }
        }
        if (s3.getN() > 0) {
            final double[] values = s3.getValues();
            final double[][] hist = HistogramPlot.calcHistogram(values, yMin, yMax, bins);
            if (hist[0].length > 0) {
                plot.setColor(Color.blue);
                plot.addPoints(hist[0], hist[1], Plot.BAR);
                ImageJUtils.display(title, plot);
            }
        }
    }
    // Do cumulative histogram
    final double[][] h1 = MathUtils.cumulativeHistogram(s1.getValues(), true);
    final double[][] h2 = MathUtils.cumulativeHistogram(s2.getValues(), true);
    final double[][] h3 = MathUtils.cumulativeHistogram(s3.getValues(), true);
    if (settings.showFilterScoreHistograms) {
        title = TITLE + " Cumul " + xLabel;
        plot = new Plot(title, xLabel, "Frequency");
        // Find limits
        double[] xlimit = MathUtils.limits(h1[0]);
        xlimit = MathUtils.limits(xlimit, h2[0]);
        xlimit = MathUtils.limits(xlimit, h3[0]);
        // Restrict using the inter-quartile range
        if (filterCriteria[index].restrictRange) {
            final double q1 = d.getPercentile(25);
            final double q2 = d.getPercentile(75);
            final double iqr = (q2 - q1) * 2.5;
            xlimit[0] = MathUtils.max(xlimit[0], median - iqr);
            xlimit[1] = MathUtils.min(xlimit[1], median + iqr);
        }
        plot.setLimits(xlimit[0], xlimit[1], 0, 1.05);
        plot.addPoints(h1[0], h1[1], Plot.LINE);
        plot.setColor(Color.red);
        plot.addPoints(h2[0], h2[1], Plot.LINE);
        plot.setColor(Color.blue);
        plot.addPoints(h3[0], h3[1], Plot.LINE);
    }
    // Determine the maximum difference between the TP and FP
    double maxx1 = 0;
    double maxx2 = 0;
    double max1 = 0;
    double max2 = 0;
    // We cannot compute the delta histogram, or use percentiles
    if (s2.getN() == 0) {
        upper = UpperLimit.ZERO;
        lower = LowerLimit.ZERO;
    }
    final boolean requireLabel = (settings.showFilterScoreHistograms && filterCriteria[index].requireLabel);
    if (requireLabel || upper.requiresDeltaHistogram() || lower.requiresDeltaHistogram()) {
        if (s2.getN() != 0 && s3.getN() != 0) {
            final LinearInterpolator li = new LinearInterpolator();
            final PolynomialSplineFunction f1 = li.interpolate(h2[0], h2[1]);
            final PolynomialSplineFunction f2 = li.interpolate(h3[0], h3[1]);
            for (final double x : h1[0]) {
                if (x < h2[0][0] || x < h3[0][0]) {
                    continue;
                }
                try {
                    final double v1 = f1.value(x);
                    final double v2 = f2.value(x);
                    final double diff = v2 - v1;
                    if (diff > 0) {
                        if (max1 < diff) {
                            max1 = diff;
                            maxx1 = x;
                        }
                    } else if (max2 > diff) {
                        max2 = diff;
                        maxx2 = x;
                    }
                } catch (final OutOfRangeException ex) {
                    // Because we reached the end
                    break;
                }
            }
        }
    }
    if (plot != null) {
        // We use bins=1 on charts where we do not need a label
        if (requireLabel) {
            final String label = String.format("Max+ %s @ %s, Max- %s @ %s", MathUtils.rounded(max1), MathUtils.rounded(maxx1), MathUtils.rounded(max2), MathUtils.rounded(maxx2));
            plot.setColor(Color.black);
            plot.addLabel(0, 0, label);
        }
        ImageJUtils.display(title, plot, wo);
    }
    // Now compute the bounds using the desired limit
    double lowerBound;
    double upperBound;
    switch(lower) {
        case MAX_NEGATIVE_CUMUL_DELTA:
            // Switch to percentiles if we have no delta histogram
            if (maxx2 < 0) {
                lowerBound = maxx2;
                break;
            }
        // fall-through
        case ONE_PERCENT:
            lowerBound = getPercentile(h2, 0.01);
            break;
        case MIN:
            lowerBound = getPercentile(h2, 0.0);
            break;
        case ZERO:
            lowerBound = 0;
            break;
        case HALF_MAX_JACCARD_VALUE:
            lowerBound = getXValue(metric, jaccard, maxJaccard * 0.5);
            break;
        default:
            throw new IllegalStateException("Missing lower limit method");
    }
    switch(upper) {
        case MAX_POSITIVE_CUMUL_DELTA:
            // Switch to percentiles if we have no delta histogram
            if (maxx1 > 0) {
                upperBound = maxx1;
                break;
            }
        // fall-through
        case NINETY_NINE_PERCENT:
            upperBound = getPercentile(h2, 0.99);
            break;
        case NINETY_NINE_NINE_PERCENT:
            upperBound = getPercentile(h2, 0.999);
            break;
        case ZERO:
            upperBound = 0;
            break;
        case MAX_JACCARD2:
            upperBound = getXValue(metric, jaccard, maxJaccard) * 2;
            // System.out.printf("MaxJ = %.4f @ %.3f\n", maxJ, u / 2);
            break;
        default:
            throw new IllegalStateException("Missing upper limit method");
    }
    final double min = getPercentile(h1, 0);
    final double max = getPercentile(h1, 1);
    return new double[] { lowerBound, upperBound, min, max };
}

Example 3 with OutOfRangeException

use of org.apache.commons.math3.exception.OutOfRangeException in project GDSC-SMLM by aherbert.

the class BenchmarkSpotFit method showDoubleHistogram.

private double[] showDoubleHistogram(StoredDataStatistics[][] stats, final int i, WindowOrganiser wo, double[][] matchScores, double nPredicted) {
    String xLabel = filterCriteria[i].name;
    LowerLimit lower = filterCriteria[i].lower;
    UpperLimit upper = filterCriteria[i].upper;
    double[] j = null;
    double[] metric = null;
    double maxJ = 0;
    if (i <= FILTER_PRECISION && (showFilterScoreHistograms || upper.requiresJaccard || lower.requiresJaccard)) {
        // Jaccard score verses the range of the metric
        Arrays.sort(matchScores, new Comparator<double[]>() {

            public int compare(double[] o1, double[] o2) {
                if (o1[i] < o2[i])
                    return -1;
                if (o1[i] > o2[i])
                    return 1;
                return 0;
            }
        });
        final int scoreIndex = FILTER_PRECISION + 1;
        int n = results.size();
        double tp = 0;
        double fp = 0;
        j = new double[matchScores.length + 1];
        metric = new double[j.length];
        for (int k = 0; k < matchScores.length; k++) {
            final double score = matchScores[k][scoreIndex];
            tp += score;
            fp += (1 - score);
            j[k + 1] = tp / (fp + n);
            metric[k + 1] = matchScores[k][i];
        }
        metric[0] = metric[1];
        maxJ = Maths.max(j);
        if (showFilterScoreHistograms) {
            String title = TITLE + " Jaccard " + xLabel;
            Plot plot = new Plot(title, xLabel, "Jaccard", metric, j);
            // Remove outliers
            double[] limitsx = Maths.limits(metric);
            Percentile p = new Percentile();
            double l = p.evaluate(metric, 25);
            double u = p.evaluate(metric, 75);
            double iqr = 1.5 * (u - l);
            limitsx[1] = Math.min(limitsx[1], u + iqr);
            plot.setLimits(limitsx[0], limitsx[1], 0, Maths.max(j));
            PlotWindow pw = Utils.display(title, plot);
            if (Utils.isNewWindow())
                wo.add(pw);
        }
    }
    // [0] is all
    // [1] is matches
    // [2] is no match
    StoredDataStatistics s1 = stats[0][i];
    StoredDataStatistics s2 = stats[1][i];
    StoredDataStatistics s3 = stats[2][i];
    if (s1.getN() == 0)
        return new double[4];
    DescriptiveStatistics d = s1.getStatistics();
    double median = 0;
    Plot2 plot = null;
    String title = null;
    if (showFilterScoreHistograms) {
        median = d.getPercentile(50);
        String label = String.format("n = %d. Median = %s nm", s1.getN(), Utils.rounded(median));
        int id = Utils.showHistogram(TITLE, s1, xLabel, filterCriteria[i].minBinWidth, (filterCriteria[i].restrictRange) ? 1 : 0, 0, label);
        if (id == 0) {
            IJ.log("Failed to show the histogram: " + xLabel);
            return new double[4];
        }
        if (Utils.isNewWindow())
            wo.add(id);
        title = WindowManager.getImage(id).getTitle();
        // Reverse engineer the histogram settings
        plot = Utils.plot;
        double[] xValues = Utils.xValues;
        int bins = xValues.length;
        double yMin = xValues[0];
        double binSize = xValues[1] - xValues[0];
        double yMax = xValues[0] + (bins - 1) * binSize;
        if (s2.getN() > 0) {
            double[] values = s2.getValues();
            double[][] hist = Utils.calcHistogram(values, yMin, yMax, bins);
            if (hist[0].length > 0) {
                plot.setColor(Color.red);
                plot.addPoints(hist[0], hist[1], Plot2.BAR);
                Utils.display(title, plot);
            }
        }
        if (s3.getN() > 0) {
            double[] values = s3.getValues();
            double[][] hist = Utils.calcHistogram(values, yMin, yMax, bins);
            if (hist[0].length > 0) {
                plot.setColor(Color.blue);
                plot.addPoints(hist[0], hist[1], Plot2.BAR);
                Utils.display(title, plot);
            }
        }
    }
    // Do cumulative histogram
    double[][] h1 = Maths.cumulativeHistogram(s1.getValues(), true);
    double[][] h2 = Maths.cumulativeHistogram(s2.getValues(), true);
    double[][] h3 = Maths.cumulativeHistogram(s3.getValues(), true);
    if (showFilterScoreHistograms) {
        title = TITLE + " Cumul " + xLabel;
        plot = new Plot2(title, xLabel, "Frequency");
        // Find limits
        double[] xlimit = Maths.limits(h1[0]);
        xlimit = Maths.limits(xlimit, h2[0]);
        xlimit = Maths.limits(xlimit, h3[0]);
        // Restrict using the inter-quartile range 
        if (filterCriteria[i].restrictRange) {
            double q1 = d.getPercentile(25);
            double q2 = d.getPercentile(75);
            double iqr = (q2 - q1) * 2.5;
            xlimit[0] = Maths.max(xlimit[0], median - iqr);
            xlimit[1] = Maths.min(xlimit[1], median + iqr);
        }
        plot.setLimits(xlimit[0], xlimit[1], 0, 1.05);
        plot.addPoints(h1[0], h1[1], Plot.LINE);
        plot.setColor(Color.red);
        plot.addPoints(h2[0], h2[1], Plot.LINE);
        plot.setColor(Color.blue);
        plot.addPoints(h3[0], h3[1], Plot.LINE);
    }
    // Determine the maximum difference between the TP and FP
    double maxx1 = 0;
    double maxx2 = 0;
    double max1 = 0;
    double max2 = 0;
    // We cannot compute the delta histogram, or use percentiles
    if (s2.getN() == 0) {
        upper = UpperLimit.ZERO;
        lower = LowerLimit.ZERO;
    }
    final boolean requireLabel = (showFilterScoreHistograms && filterCriteria[i].requireLabel);
    if (requireLabel || upper.requiresDeltaHistogram() || lower.requiresDeltaHistogram()) {
        if (s2.getN() != 0 && s3.getN() != 0) {
            LinearInterpolator li = new LinearInterpolator();
            PolynomialSplineFunction f1 = li.interpolate(h2[0], h2[1]);
            PolynomialSplineFunction f2 = li.interpolate(h3[0], h3[1]);
            for (double x : h1[0]) {
                if (x < h2[0][0] || x < h3[0][0])
                    continue;
                try {
                    double v1 = f1.value(x);
                    double v2 = f2.value(x);
                    double diff = v2 - v1;
                    if (diff > 0) {
                        if (max1 < diff) {
                            max1 = diff;
                            maxx1 = x;
                        }
                    } else {
                        if (max2 > diff) {
                            max2 = diff;
                            maxx2 = x;
                        }
                    }
                } catch (OutOfRangeException e) {
                    // Because we reached the end
                    break;
                }
            }
        } else {
            // Switch to percentiles if we have no delta histogram
            if (upper.requiresDeltaHistogram())
                upper = UpperLimit.NINETY_NINE_PERCENT;
            if (lower.requiresDeltaHistogram())
                lower = LowerLimit.ONE_PERCENT;
        }
    //			System.out.printf("Bounds %s : %s, pos %s, neg %s, %s\n", xLabel, Utils.rounded(getPercentile(h2, 0.01)),
    //					Utils.rounded(maxx1), Utils.rounded(maxx2), Utils.rounded(getPercentile(h1, 0.99)));
    }
    if (showFilterScoreHistograms) {
        // We use bins=1 on charts where we do not need a label
        if (requireLabel) {
            String label = String.format("Max+ %s @ %s, Max- %s @ %s", Utils.rounded(max1), Utils.rounded(maxx1), Utils.rounded(max2), Utils.rounded(maxx2));
            plot.setColor(Color.black);
            plot.addLabel(0, 0, label);
        }
        PlotWindow pw = Utils.display(title, plot);
        if (Utils.isNewWindow())
            wo.add(pw.getImagePlus().getID());
    }
    // Now compute the bounds using the desired limit
    double l, u;
    switch(lower) {
        case ONE_PERCENT:
            l = getPercentile(h2, 0.01);
            break;
        case MAX_NEGATIVE_CUMUL_DELTA:
            l = maxx2;
            break;
        case ZERO:
            l = 0;
            break;
        case HALF_MAX_JACCARD_VALUE:
            l = getValue(metric, j, maxJ * 0.5);
            break;
        default:
            throw new RuntimeException("Missing lower limit method");
    }
    switch(upper) {
        case MAX_POSITIVE_CUMUL_DELTA:
            u = maxx1;
            break;
        case NINETY_NINE_PERCENT:
            u = getPercentile(h2, 0.99);
            break;
        case NINETY_NINE_NINE_PERCENT:
            u = getPercentile(h2, 0.999);
            break;
        case ZERO:
            u = 0;
            break;
        case MAX_JACCARD2:
            u = getValue(metric, j, maxJ) * 2;
            //System.out.printf("MaxJ = %.4f @ %.3f\n", maxJ, u / 2);
            break;
        default:
            throw new RuntimeException("Missing upper limit method");
    }
    double min = getPercentile(h1, 0);
    double max = getPercentile(h1, 1);
    return new double[] { l, u, min, max };
}