vpRobust.h

/****************************************************************************
 *
 * ViSP, open source Visual Servoing Platform software.
 * Copyright (C) 2005 - 2019 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 as published by
 * the Free Software Foundation; either version 2 of the License, or
 * (at your option) any later version.
 * 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://visp.inria.fr for more information.
 *
 * This software was developed at:
 * Inria Rennes - Bretagne Atlantique
 * Campus Universitaire de Beaulieu
 * 35042 Rennes Cedex
 * France
 *
 * 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 vpRobust_h
#define vpRobust_h

#include <visp3/core/vpConfig.h>
#include <visp3/core/vpColVector.h>
#include <visp3/core/vpMath.h>

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

private:
  vpColVector m_normres;
  vpColVector m_sorted_normres;
  vpColVector m_sorted_residues;

  double m_mad_min;
  double m_mad_prev;
#if defined(VISP_BUILD_DEPRECATED_FUNCTIONS)
  unsigned int m_iter;
#endif
  unsigned int m_size;
  double m_mad;

public:
  vpRobust();
  vpRobust(const vpRobust &other);

  virtual ~vpRobust(){};

  double getMedianAbsoluteDeviation() {return m_mad;};

  double getMinMedianAbsoluteDeviation() {return m_mad_min;};

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

  vpRobust &operator=(const vpRobust &other);
#if (VISP_CXX_STANDARD >= VISP_CXX_STANDARD_11)
  vpRobust &operator=(const vpRobust &&other);
#endif

  inline void setMinMedianAbsoluteDeviation(double mad_min) { m_mad_min = mad_min; }

#if defined(VISP_BUILD_DEPRECATED_FUNCTIONS)

  vp_deprecated explicit vpRobust(unsigned int n_data);
  void MEstimator(const vpRobustEstimatorType method, const vpColVector &residues, const vpColVector &all_residues,
                  vpColVector &weights);
  vp_deprecated void setIteration(unsigned int iter) { m_iter = iter; }
  vp_deprecated inline void setThreshold(double mad_min) { m_mad_min = mad_min; }
  vp_deprecated vpColVector simultMEstimator(vpColVector &residues);
#endif
private:
  void resize(unsigned int n_data);

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

#if defined(VISP_BUILD_DEPRECATED_FUNCTIONS)
  double computeNormalizedMedian(vpColVector &all_normres, const vpColVector &residues,
                                 const vpColVector &all_residues, const vpColVector &weights);
  double simultscale(const vpColVector &x);
  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);

#if !defined(VISP_HAVE_FUNC_ERFC) && !defined(VISP_HAVE_FUNC_STD_ERFC)
  //---------------------------------
  // Mathematic functions used to calculate the Expectation
  //---------------------------------
  vp_deprecated double erf(double x);
  vp_deprecated double gammp(double a, double x);
  vp_deprecated void gser(double *gamser, double a, double x, double *gln);
  vp_deprecated void gcf(double *gammcf, double a, double x, double *gln);
  vp_deprecated double gammln(double xx);
#endif
#endif

  int partition(vpColVector &a, unsigned int l, unsigned int r);
  double select(vpColVector &a, unsigned int l, unsigned int r, unsigned int k);
};

#endif