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How to Add Confidence Bands to a Straight Line

This example project implements a custom fitting model creating three curve expressions, representing a line and its confidence bands.

Overview

The custom fitting models API enables developers to define collections of curves and points. This Straight line fit with confidence bands example adds three curve expressions representing the line and its confidence bands of the following image:

Background Information
  • Creating a Fitting Model
    Curve fitting is the process of calculating values from visualization coordinates and input parameters, to draw reference curves and points.
  • Fitting Model: A Comprehensive Example
    The following step-by-step example, including the basic extension pattern steps, shows how to implement a simple fitting model that displays a max and a min curve and a large star at the center.
Prerequisites
  • Spotfire SDK\Examples\Extensions\SpotfireDeveloper.CustomFittingModelExample

The Straight Line Fit with Confidence Bands

The goal of the extension described in this tutorial is best explained by the following image:

Straight Line Fit with Confidence Bands

The curve becomes available from the Add button in the Properties window:

Adding lines and curves to a sctter plot

The confidence level is provided when adding the curve, but can be altered also after it has been added:

Confidence band settings dialog

The resulting set of curves allows for individual line control:

Individual line control

Implementation

The base class for curves and points performs most of the document node handling. Focus is on creating the curves, points and parameters, and how to calculate the parameters.

Construction

The curves and points are created during construction of a custom fitting model instance.

public StraightLineFitWithConfidenceBands() : base()
{
    CreateProperty(PropertyNames.ConfidenceLevel, out this.confidenceLevel, DefaultConfidenceLevel);
    base.CreateCurve(CurveNames.Line, CurveDisplayNames.Line, CurveExpressions.Line);

    ReferenceCurve upperConfidenceBand = base.CreateCurve(CurveNames.UpperConfidenceBand, CurveDisplayNames.UpperConfidenceBand, CurveExpressions.UpperConfidenceBand);
    upperConfidenceBand.LineStyle = LineStyle.Dash;

    ReferenceCurve lowerConfidenceBand = base.CreateCurve(CurveNames.LowerConfidenceBand, CurveDisplayNames.LowerConfidenceBand, CurveExpressions.LowerConfidenceBand);
    lowerConfidenceBand.LineStyle = LineStyle.Dash;

}

Refer to the CurveExpressions helper class for details on the expression definition of the curves.

Parameter Configuration

Parameters are created by overriding ConfigureModelCore:

protected override void ConfigureModelCore(FittingModelConfigurator configurator)
{
    configurator.RegisterResultVariable(VariableNames.SigmaSquared, VariableDescriptions.SigmaSquared);
    configurator.RegisterResultVariable(VariableNames.A, VariableDescriptions.A);
    configurator.RegisterResultVariable(VariableNames.B, VariableDescriptions.B);
    configurator.RegisterResultVariable(VariableNames.VarA, VariableDescriptions.VarA);
    configurator.RegisterResultVariable(VariableNames.VarB, VariableDescriptions.VarB);
    configurator.RegisterResultVariable(VariableNames.CovarAB, VariableDescriptions.CovarAB);
    configurator.RegisterResultVariable(VariableNames.ConfidenceLevel, VariableDescriptions.ConfidenceLevel);
    configurator.RegisterResultVariable(VariableNames.Df, VariableDescriptions.Df);
    configurator.RegisterResultVariable(VariableNames.CountXY, VariableDescriptions.CountXY);
}

Parameter Configuration in Runtime

The parameter collection may need to changed due to changes to the properties of the model. Specify a trigger in an override of GetConfigureModelTriggerCore :

protected override Trigger GetConfigureModelTriggerCore()
{
    return Trigger.CreatePropertyTrigger(this, PropertyNames.Degree);
}

ConfigureModelCore is be called when the trigger fires and then the developer can change the definition of the model in runtime.

Calculating Results on Display

The curves are defined by parameters. When the client is to display a custom fitting model, parameters must be calculated and set. This is performed in the Fit method of the custom fitting model.

To be able to calculate the parameter estimates, the developer must be able to read the data. This is usually carried out by creating a DataValueCursor<double> over X and Y respectively, iterating over the rows where both the x-values and the y-values are valid, that is only for the points displayed in the plot. This iteration can be prepared as:

DataValueCursor<double> xValues = data.CreateXCursor();
DataValueCursor<double> yValues = data.CreateYCursor();

IEnumerable<DataRow> rows = data.GetRows(xValues, yValues);

Values used in the client are included, also the invalid values. The extension example contains a helper class restricting the enumeration to valid values only:

rows = new ValidValues(rows, xValues, yValues);

The Straight line fit with confidence bands example contains several parameters that must be set. The WriteResultToOutput method, called at the end of the Fit method, shows how to set these parameters.