1 // -*- C++ -*-
2 /**
3 * @brief Class for a Box cox implementation
4 *
5 * Copyright 2005-2021 Airbus-EDF-IMACS-ONERA-Phimeca
6 *
7 * This library is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU Lesser General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * This library is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
15 * GNU Lesser General Public License for more details.
16 *
17 * You should have received a copy of the GNU Lesser General Public License
18 * along with this library. If not, see <http://www.gnu.org/licenses/>.
19 *
20 */
21
22 #include "openturns/BoxCoxGradient.hxx"
23 #include "openturns/PersistentObjectFactory.hxx"
24 #include "openturns/TBB.hxx"
25
26 BEGIN_NAMESPACE_OPENTURNS
27
28 CLASSNAMEINIT(BoxCoxGradient)
29
30 static const Factory<BoxCoxGradient> Factory_BoxCoxGradient;
31
32 /* Default constructor */
BoxCoxGradient()33 BoxCoxGradient::BoxCoxGradient()
34 : GradientImplementation()
35 , p_evaluation_()
36 {
37 // Nothing to do
38 }
39
40 /* Parameter constructor */
BoxCoxGradient(const BoxCoxEvaluation & evaluation)41 BoxCoxGradient::BoxCoxGradient(const BoxCoxEvaluation & evaluation)
42 : GradientImplementation()
43 , p_evaluation_(evaluation.clone())
44 {
45 // Nothing to do
46 }
47
48 /* Parameters constructor */
BoxCoxGradient(const Pointer<BoxCoxEvaluation> & p_evaluation)49 BoxCoxGradient::BoxCoxGradient(const Pointer<BoxCoxEvaluation> & p_evaluation)
50 : GradientImplementation()
51 , p_evaluation_(p_evaluation)
52 {
53 // Nothing to do
54 }
55
56 /* Clone constructor */
clone() const57 BoxCoxGradient * BoxCoxGradient::clone() const
58 {
59 return new BoxCoxGradient(*this);
60 }
61
62 /* Comparison operator */
operator ==(const BoxCoxGradient & other) const63 Bool BoxCoxGradient::operator ==(const BoxCoxGradient & other) const
64 {
65 if (this == &other) return true;
66 return (*p_evaluation_ == *other.p_evaluation_);
67 }
68
69 /* String converter */
__repr__() const70 String BoxCoxGradient::__repr__() const
71 {
72 OSS oss(true);
73 oss << "class=" << BoxCoxGradient::GetClassName()
74 << " name=" << getName()
75 << " evaluation=" << *p_evaluation_;
76 return oss;
77 }
78
79 /* String converter __str__ */
__str__(const String &) const80 String BoxCoxGradient::__str__(const String & ) const
81 {
82 OSS oss (false);
83 oss << "BoxCoxGradient(lambda=" << getLambda()
84 << ", shift=" << getShift()
85 << ")";
86 return oss;
87 }
88
89 /* Gradient evaluation method */
gradient(const Point & inP) const90 Matrix BoxCoxGradient::gradient(const Point & inP) const
91 {
92 const UnsignedInteger dimension = getInputDimension();
93 if (inP.getDimension() != dimension) throw InvalidArgumentException(HERE) << "Error: the given point has an invalid dimension. Expect a dimension " << dimension << ", got " << inP.getDimension();
94 Matrix result(1, dimension);
95
96 // There is no check of positive variables
97 // This last one must be done by user or, as the gradient is used in a stochastic context, in the BoxCoxTransform class
98 for (UnsignedInteger index = 0; index < dimension; ++index)
99 {
100 const Scalar x = inP[index] + getShift()[index];
101 if (!(x > 0.0))
102 throw InvalidArgumentException(HERE) << "Can not apply the Box Cox gradient function to a nonpositive shifted value x=" << x;
103
104 // Applying the Box-Cox function
105 const Scalar lambda_i = getLambda()[index];
106 const Scalar logX = log(x);
107 if (std::abs(lambda_i * logX) < 1e-8) result(0, index) = (1.0 + lambda_i * logX) / x;
108 else result(0, index) = exp((lambda_i - 1.0) * logX);
109 }
110 return result;
111 }
112
113 /* Accessor for input point dimension */
getInputDimension() const114 UnsignedInteger BoxCoxGradient::getInputDimension() const
115 {
116 return p_evaluation_->getInputDimension();
117 }
118
119 /* Accessor for output point dimension */
getOutputDimension() const120 UnsignedInteger BoxCoxGradient::getOutputDimension() const
121 {
122 return p_evaluation_->getOutputDimension();
123 }
124
125 /* Accessor for the lambda */
getLambda() const126 Point BoxCoxGradient::getLambda() const
127 {
128 return p_evaluation_->getLambda();
129 }
130
131 /* Accessor for the shift */
getShift() const132 Point BoxCoxGradient::getShift() const
133 {
134 return p_evaluation_->getShift();
135 }
136
137 /* Method save() stores the object through the StorageManager */
save(Advocate & adv) const138 void BoxCoxGradient::save(Advocate & adv) const
139 {
140 GradientImplementation::save(adv);
141 adv.saveAttribute( "evaluation_", *p_evaluation_ );
142 }
143
144 /* Method load() reloads the object from the StorageManager */
load(Advocate & adv)145 void BoxCoxGradient::load(Advocate & adv)
146 {
147 GradientImplementation::load(adv);
148 TypedInterfaceObject<BoxCoxEvaluation> evaluation;
149 adv.loadAttribute( "evaluation_", evaluation );
150 p_evaluation_ = evaluation.getImplementation();
151 }
152
153 END_NAMESPACE_OPENTURNS
154