Least-squares line fitting: Difference between revisions
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This little JXSGraph application finds the line   | This little JXSGraph application finds the line or the circle which is the best fit for given set of points.  | ||
If the resulting line is green, it is a straight line. If the line is blue, it is a circle.  | |||
<jsxgraph width="600" height="600">  | <jsxgraph width="600" height="600">  | ||
var brd = JXG.JSXGraph.initBoard('jxgbox',{boundingbox:[-5,5,5,-5], keepaspectratio:true, axis:true});  | var brd = JXG.JSXGraph.initBoard('jxgbox',{boundingbox:[-5,5,5,-5], keepaspectratio:true, axis:true});  | ||
var i,   | brd.suspendUpdate();  | ||
// Experiments with lines and circles:  | |||
// 1) Plot random points on a line disturbed by a random factor  | |||
    var i, p1 = [], angle, xr, yr, delta = 0.1;  | |||
// Random points are constructed which lie roughly on a line  |     // Random points are constructed which lie roughly on a line  | ||
// defined by y = 0.3*x+1.  |     // defined by y = 0.3*x+1.  | ||
// delta*0.5 is the maximal distance in y-direction of the random  |     // delta*0.5 is the maximal distance in y-direction of the random  | ||
// points from the line.  |     // points from the line.  | ||
    brd.suspendUpdate();  | |||
    for (i=0;i<100;i++) {  | |||
        yr = 10*(Math.random()-0.5);  | |||
        xr = 0.*yr+delta*(Math.random()-0.5);  | |||
        p1.push(brd.create('point',[xr, yr], {withLabel:false}));  | |||
    }  | |||
// 2) Plot random points on a circle disturbed by a random factor  | |||
    var i, p2 = [], angle, co, si, delta = 0.2;  | |||
    // Random points are constructed which lie roughly on a circle  | |||
    // of radius 4 having the origin as center.  | |||
    // delta*0.5 is the maximal distance in x- and y- direction of the random  | |||
    // points from the circle line.  | |||
    for (i=0;i<100;i++) {  | |||
        angle = Math.random()*2*Math.PI;  | |||
        co = 4*Math.cos(angle)+delta*(Math.random()-0.5);  | |||
        si = 4*Math.sin(angle)+delta*(Math.random()-0.5);  | |||
        p2.push(brd.create('point',[co+2, si-1], {withLabel:false}));  | |||
    }  | |||
brd.unsuspendUpdate();  | |||
//  | |||
// bestFit, the best-fitting circle or line is found by least-squares fitting.  | |||
//  | |||
var bestFit = function(p) {  | |||
    var i, j, r = [], rbar = [], x = [], y = [], z = [], A = [[0,0,0],[0,0,0],[0,0,0]], n, d,  | |||
        eigen, minIndex, minE, ev, c, xm, ym, zm, radius;  | |||
    n = p.length;  | |||
    for (i=0;i<n;i++) {  | |||
        r.push([1.0, p[i].X(), p[i].Y()]);  | |||
        d = r[i][0]*r[i][0] + r[i][1]*r[i][1] + r[i][2]*r[i][2];  | |||
        r[i][0] = 1.0 - r[i][0]/d;  | |||
        r[i][1] /= d;  | |||
        r[i][2] /= d;  | |||
    }  | |||
    for (j=0;j<3;j++) {  | |||
        for (i=0,d=0;i<n;i++) {  | |||
            d += r[i][j];  | |||
        }  | |||
        d /= n;  | |||
        rbar[j] = d;  | |||
        for (i=0;i<n;i++) {  | |||
            r[i][j] -= d;  | |||
        }  | |||
    }  | |||
    for (i=0;i<n;i++) {  | |||
        A[0][0] += r[i][0]*r[i][0];  | |||
        A[0][1] += r[i][0]*r[i][1];  | |||
        A[0][2] += r[i][0]*r[i][2];  | |||
        A[1][0] += r[i][1]*r[i][0];  | |||
        A[1][1] += r[i][1]*r[i][1];  | |||
        A[1][2] += r[i][1]*r[i][2];  | |||
        A[2][0] += r[i][2]*r[i][0];  | |||
        A[2][1] += r[i][2]*r[i][1];  | |||
        A[2][2] += r[i][2]*r[i][2];  | |||
    }  | |||
    eigen = JXG.Math.Numerics.Jacobi(A);  | |||
    minIndex = 0;  | |||
    minE = eigen[0][0][0];  | |||
    for (j=1;j<3;j++) {  | |||
        if (eigen[0][j][j]<minE) {  | |||
            minIndex = j;  | |||
            minE = eigen[0][j][j];  | |||
        }  | |||
    }  | |||
    ev = [eigen[1][0][minIndex],eigen[1][1][minIndex],eigen[1][2][minIndex]];  | |||
    c = -(rbar[0]*ev[0]+rbar[1]*ev[1]+rbar[2]*ev[2]);  | |||
    xm = -ev[1];  | |||
    ym = -ev[2];  | |||
    zm = 2.0*(c+ev[0]);  | |||
    //console.log(c, c+ev[0]);  | |||
    // If c is close to zero, the best fittting object is a line.  | |||
    // The best threshold parameter has yet to be determined.  | |||
    // At the moment it is set to 0.01.  | |||
    if (Math.abs(c)<0.01) {  | |||
        brd.create('line',[zm,xm,ym], {strokeColor:'green'});  | |||
    }  else {  | |||
        radius = Math.sqrt((xm*xm+ym*ym-2*c*zm)/(zm*zm));  | |||
        brd.create('circle',[[zm,xm,ym],radius]);  | |||
    }  | |||
}; // end of bestFit()  | |||
bestFit(p1);  | |||
bestFit(p2);  | |||
</jsxgraph>  | |||
===The underlying JavaScript code===  | |||
<source lang="javascript">  | |||
var brd = JXG.JSXGraph.initBoard('jxgbox',{boundingbox:[-5,5,5,-5], keepaspectratio:true, axis:true});  | |||
brd.suspendUpdate();  | brd.suspendUpdate();  | ||
for (i=0;i<  | |||
// Experiments with lines and circles:  | |||
// 1) Plot random points on a line disturbed by a random factor  | |||
}  |     var i, p1 = [], angle, xr, yr, delta = 0.1;  | ||
    // Random points are constructed which lie roughly on a line  | |||
    // defined by y = 0.3*x+1.  | |||
    // delta*0.5 is the maximal distance in y-direction of the random  | |||
    // points from the line.  | |||
    brd.suspendUpdate();  | |||
    for (i=0;i<100;i++) {  | |||
        yr = 10*(Math.random()-0.5);  | |||
        xr = 0.*yr+delta*(Math.random()-0.5);  | |||
        p1.push(brd.create('point',[xr, yr], {withLabel:false}));  | |||
    }  | |||
// 2) Plot random points on a circle disturbed by a random factor  | |||
    var i, p2 = [], angle, co, si, delta = 0.2;  | |||
    // Random points are constructed which lie roughly on a circle  | |||
    // of radius 4 having the origin as center.  | |||
    // delta*0.5 is the maximal distance in x- and y- direction of the random  | |||
    // points from the circle line.  | |||
    for (i=0;i<100;i++) {  | |||
        angle = Math.random()*2*Math.PI;  | |||
        co = 4*Math.cos(angle)+delta*(Math.random()-0.5);  | |||
        si = 4*Math.sin(angle)+delta*(Math.random()-0.5);  | |||
        p2.push(brd.create('point',[co+2, si-1], {withLabel:false}));  | |||
    }  | |||
brd.unsuspendUpdate();  | brd.unsuspendUpdate();  | ||
var   | //  | ||
n = p.length;  | // bestFit, the best-fitting circle or line is found by least-squares fitting.  | ||
for (i=0;i<n;i++) {  | //  | ||
var bestFit = function(p) {  | |||
    var i, j, r = [], rbar = [], x = [], y = [], z = [], A = [[0,0,0],[0,0,0],[0,0,0]], n, d,  | |||
}  |         eigen, minIndex, minE, ev, c, xm, ym, zm, radius;  | ||
    n = p.length;  | |||
    for (i=0;i<n;i++) {  | |||
        r.push([1.0, p[i].X(), p[i].Y()]);  | |||
        d = r[i][0]*r[i][0] + r[i][1]*r[i][1] + r[i][2]*r[i][2];  | |||
        r[i][0] = 1.0 - r[i][0]/d;  | |||
        r[i][1] /= d;  | |||
        r[i][2] /= d;  | |||
    }  | |||
    for (j=0;j<3;j++) {  | |||
/  |         for (i=0,d=0;i<n;i++) {  | ||
            d += r[i][j];  | |||
        }  | |||
        d /= n;  | |||
        rbar[j] = d;  | |||
        for (i=0;i<n;i++) {  | |||
            r[i][j] -= d;  | |||
        }  | |||
    }  | |||
    for (i=0;i<n;i++) {  | |||
        A[0][0] += r[i][0]*r[i][0];  | |||
        A[0][1] += r[i][0]*r[i][1];  | |||
        A[0][2] += r[i][0]*r[i][2];  | |||
        A[1][0] += r[i][1]*r[i][0];  | |||
        A[1][1] += r[i][1]*r[i][1];  | |||
        A[1][2] += r[i][1]*r[i][2];  | |||
        A[2][0] += r[i][2]*r[i][0];  | |||
        A[2][1] += r[i][2]*r[i][1];  | |||
        A[2][2] += r[i][2]*r[i][2];  | |||
    }  | |||
    eigen = JXG.Math.Numerics.Jacobi(A);  | |||
    minIndex = 0;  | |||
    minE = eigen[0][0][0];  | |||
    for (j=1;j<3;j++) {  | |||
        if (eigen[0][j][j]<minE) {  | |||
            minIndex = j;  | |||
            minE = eigen[0][j][j];  | |||
        }  | |||
    }  | |||
    ev = [eigen[1][0][minIndex],eigen[1][1][minIndex],eigen[1][2][minIndex]];  | |||
    c = -(rbar[0]*ev[0]+rbar[1]*ev[1]+rbar[2]*ev[2]);  | |||
    xm = -ev[1];  | |||
    ym = -ev[2];  | |||
    zm = 2.0*(c+ev[0]);  | |||
     //console.log(c, c+ev[0]);  | |||
//   |     // If c is close to zero, the best fittting object is a line.  | ||
//   |     // The best threshold parameter has yet to be determined.  | ||
// is   |     // At the moment it is set to 0.01.  | ||
    if (Math.abs(c)<0.01) {  | |||
        brd.create('line',[zm,xm,ym], {strokeColor:'green'});  | |||
    }  else {  | |||
        radius = Math.sqrt((xm*xm+ym*ym-2*c*zm)/(zm*zm));  | |||
        brd.create('circle',[[zm,xm,ym],radius]);  | |||
    }  | |||
}; // end of bestFit()  | |||
bestFit(p1);  | |||
bestFit(p2);  | |||
</source>  | |||
[[Category:Examples]]  | [[Category:Examples]]  | ||
[[Category:Statistics]]  | [[Category:Statistics]]  | ||
Latest revision as of 18:16, 9 November 2010
This little JXSGraph application finds the line or the circle which is the best fit for given set of points. If the resulting line is green, it is a straight line. If the line is blue, it is a circle.
The underlying JavaScript code
var brd = JXG.JSXGraph.initBoard('jxgbox',{boundingbox:[-5,5,5,-5], keepaspectratio:true, axis:true});
brd.suspendUpdate();
// Experiments with lines and circles:
// 1) Plot random points on a line disturbed by a random factor
    var i, p1 = [], angle, xr, yr, delta = 0.1;
    // Random points are constructed which lie roughly on a line
    // defined by y = 0.3*x+1.
    // delta*0.5 is the maximal distance in y-direction of the random
    // points from the line.
    brd.suspendUpdate();
    for (i=0;i<100;i++) {
        yr = 10*(Math.random()-0.5);
        xr = 0.*yr+delta*(Math.random()-0.5);
        p1.push(brd.create('point',[xr, yr], {withLabel:false}));
    }
// 2) Plot random points on a circle disturbed by a random factor
    var i, p2 = [], angle, co, si, delta = 0.2;
 
    // Random points are constructed which lie roughly on a circle
    // of radius 4 having the origin as center.
    // delta*0.5 is the maximal distance in x- and y- direction of the random
    // points from the circle line.
    for (i=0;i<100;i++) {
        angle = Math.random()*2*Math.PI;
 
        co = 4*Math.cos(angle)+delta*(Math.random()-0.5);
        si = 4*Math.sin(angle)+delta*(Math.random()-0.5);
        p2.push(brd.create('point',[co+2, si-1], {withLabel:false}));
    }
brd.unsuspendUpdate();
//
// bestFit, the best-fitting circle or line is found by least-squares fitting.
//
var bestFit = function(p) {
    var i, j, r = [], rbar = [], x = [], y = [], z = [], A = [[0,0,0],[0,0,0],[0,0,0]], n, d,
        eigen, minIndex, minE, ev, c, xm, ym, zm, radius;
    n = p.length;
    for (i=0;i<n;i++) {
        r.push([1.0, p[i].X(), p[i].Y()]);
        d = r[i][0]*r[i][0] + r[i][1]*r[i][1] + r[i][2]*r[i][2];
        r[i][0] = 1.0 - r[i][0]/d;
        r[i][1] /= d;
        r[i][2] /= d;
    }
    for (j=0;j<3;j++) {
        for (i=0,d=0;i<n;i++) {
            d += r[i][j];
        }
        d /= n;
        rbar[j] = d;
        for (i=0;i<n;i++) {
            r[i][j] -= d;
        }
    }
    for (i=0;i<n;i++) {
        A[0][0] += r[i][0]*r[i][0];
        A[0][1] += r[i][0]*r[i][1];
        A[0][2] += r[i][0]*r[i][2];
        A[1][0] += r[i][1]*r[i][0];
        A[1][1] += r[i][1]*r[i][1];
        A[1][2] += r[i][1]*r[i][2];
        A[2][0] += r[i][2]*r[i][0];
        A[2][1] += r[i][2]*r[i][1];
        A[2][2] += r[i][2]*r[i][2];
    }
    eigen = JXG.Math.Numerics.Jacobi(A);
    minIndex = 0;
    minE = eigen[0][0][0];
    for (j=1;j<3;j++) {
        if (eigen[0][j][j]<minE) {
            minIndex = j;
            minE = eigen[0][j][j];
        }
    }
    ev = [eigen[1][0][minIndex],eigen[1][1][minIndex],eigen[1][2][minIndex]];
    c = -(rbar[0]*ev[0]+rbar[1]*ev[1]+rbar[2]*ev[2]);
    xm = -ev[1];
    ym = -ev[2];
    zm = 2.0*(c+ev[0]);
    //console.log(c, c+ev[0]);
    // If c is close to zero, the best fittting object is a line.
    // The best threshold parameter has yet to be determined.
    // At the moment it is set to 0.01.
    if (Math.abs(c)<0.01) {
        brd.create('line',[zm,xm,ym], {strokeColor:'green'});
    }  else {
        radius = Math.sqrt((xm*xm+ym*ym-2*c*zm)/(zm*zm));
        brd.create('circle',[[zm,xm,ym],radius]);
    }
}; // end of bestFit()
bestFit(p1);
bestFit(p2);