vpRobust.h

/****************************************************************************
 *
 * $Id: vpRobust.h 4574 2014-01-09 08:48:51Z fspindle $
 *
 * This file is part of the ViSP software.
 * Copyright (C) 2005 - 2014 by INRIA. All rights reserved.
 * 
 * This software is free software; you can redistribute it and/or
 * modify it under the terms of the GNU General Public License
 * ("GPL") version 2 as published by the Free Software Foundation.
 * See the file LICENSE.txt at the root directory of this source
 * distribution for additional information about the GNU GPL.
 *
 * For using ViSP with software that can not be combined with the GNU
 * GPL, please contact INRIA about acquiring a ViSP Professional 
 * Edition License.
 *
 * See http://www.irisa.fr/lagadic/visp/visp.html for more information.
 * 
 * This software was developed at:
 * INRIA Rennes - Bretagne Atlantique
 * Campus Universitaire de Beaulieu
 * 35042 Rennes Cedex
 * France
 * http://www.irisa.fr/lagadic
 *
 * If you have questions regarding the use of this file, please contact
 * INRIA at visp@inria.fr
 * 
 * This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
 * WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
 *
 *
 * Description:
 * M-Estimator and various influence function.
 *
 * Authors:
 * Andrew Comport
 * Jean Laneurit
 *
 *****************************************************************************/

#ifndef CROBUST_HH
#define CROBUST_HH

#include <visp/vpColVector.h>
#include <visp/vpMath.h>


class VISP_EXPORT vpRobust
{
  
public:
  typedef enum
  {
    TUKEY,
    CAUCHY,
    //    MCLURE,
    HUBER
  } vpRobustEstimatorType;
  
private:

  vpColVector normres; 
  vpColVector sorted_normres;
  vpColVector sorted_residues;

  double NoiseThreshold;
  double sig_prev;
  unsigned int it;
  double swap;
  unsigned int size;

public:

  vpRobust(unsigned int n_data);
  
  virtual ~vpRobust(){};

  void resize(unsigned int n_data);
  
  void MEstimator(const vpRobustEstimatorType method,
         const vpColVector &residues,
         vpColVector &weights);

  void MEstimator(const vpRobustEstimatorType method,
         const vpColVector &residues,
         const vpColVector& all_residues,
         vpColVector &weights);

  vpColVector simultMEstimator(vpColVector &residues);

  void setIteration(const unsigned int iter){it=iter;}
  
  inline void setThreshold(const double noise_threshold) {
    NoiseThreshold=noise_threshold;
  }

//public :
//double residualMedian ;
//double normalizedResidualMedian ;
//  private:
//   double median(const vpColVector &x);
//   double median(const vpColVector &x, vpColVector &weights);

 private:
  double computeNormalizedMedian(vpColVector &all_normres,
                 const vpColVector &residues,
                 const vpColVector &all_residues,
                 const vpColVector &weights              
                 );


  double scale(vpRobustEstimatorType method, vpColVector &x);
  double simultscale(vpColVector &x);


  //---------------------------------
  //  Partial derivative of loss function with respect to the residue
  //---------------------------------
  void psiTukey(double sigma, vpColVector &x, vpColVector &w);
  void psiCauchy(double sigma, vpColVector &x, vpColVector &w);
  void psiMcLure(double sigma, vpColVector &x, vpColVector &w);
  void psiHuber(double sigma, vpColVector &x, vpColVector &w);

  double simult_chi_huber(double x);

  //---------------------------------
  // Constrained Partial derivative of loss function with respect to the scale
  //--------------------------------- 
  double constrainedChi(vpRobustEstimatorType method, double x);
  double constrainedChiTukey(double x);
  double constrainedChiCauchy(double x);
  double constrainedChiHuber(double x);
  
  //---------------------------------
  // Mathematic functions used to calculate the Expectation
  //---------------------------------
  double erf(double x);
  double gammp(double a, double x);
  void gser(double *gamser, double a, double x, double *gln);
  void gcf(double *gammcf, double a, double x, double *gln);
  double gammln(double xx);
  
  void exch(double &A, double &B){swap = A; A = B;  B = swap;}
  unsigned int partition(vpColVector &a, unsigned int l, unsigned int r);
  double select(vpColVector &a, unsigned int l, unsigned int r, unsigned int k);
};

#endif