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sample data fitter
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latan/XYSampleData.cpp
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294
latan/XYSampleData.cpp
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/*
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* XYSampleData.cpp, part of LatAnalyze 3
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*
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* Copyright (C) 2013 - 2014 Antonin Portelli
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*
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* LatAnalyze 3 is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* LatAnalyze 3 is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include <latan/XYSampleData.hpp>
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#include <latan/includes.hpp>
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using namespace std;
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using namespace Latan;
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/******************************************************************************
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* SampleFitResult implementation *
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******************************************************************************/
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double SampleFitResult::getChi2(const Index s) const
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{
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return chi2_[s];
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}
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const DSample & SampleFitResult::getChi2(const PlaceHolder ph __unused) const
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{
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return chi2_;
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}
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double SampleFitResult::getChi2PerDof(const Index s) const
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{
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return chi2_[s]/static_cast<double>(nDof_);
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}
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DSample SampleFitResult::getChi2PerDof(const PlaceHolder ph __unused) const
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{
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return chi2_/static_cast<double>(nDof_);
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}
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const DoubleFunction & SampleFitResult::getModel(const Index s,
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const Index j) const
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{
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return model_[static_cast<unsigned int>(j)][s];
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}
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const DoubleFunctionSample & SampleFitResult::getModel(
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const PlaceHolder ph __unused,
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const Index j) const
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{
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return model_[static_cast<unsigned int>(j)];
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}
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/******************************************************************************
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* XYSampleData implementation *
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******************************************************************************/
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// constructors ////////////////////////////////////////////////////////////////
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XYSampleData::XYSampleData(const Index nData, const Index xDim,
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const Index yDim, const Index nSample)
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{
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resize(nData, xDim, yDim, nSample);
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}
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// access //////////////////////////////////////////////////////////////////////
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const XYStatData & XYSampleData::getData(const Index s)
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{
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setDataToSample(s);
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return data_;
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}
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void XYSampleData::resize(const Index nData, const Index xDim,
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const Index yDim, const Index nSample)
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{
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FitInterface::resize(nData, xDim, yDim);
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x_.resize(nSample);
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x_.resizeMat(nData, xDim);
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y_.resize(nSample);
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y_.resizeMat(nData, yDim);
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data_.resize(nData, xDim, yDim);
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isCovarianceInit_ = false;
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}
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XYSampleData::SampleBlock XYSampleData::x(const PlaceHolder ph1 __unused,
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const PlaceHolder ph2 __unused)
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{
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isCovarianceInit_ = false;
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return x_.block(0, 0, getNData(), getXDim());
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}
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XYSampleData::ConstSampleBlock XYSampleData::x(const PlaceHolder ph1 __unused,
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const PlaceHolder ph2 __unused)
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const
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{
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return x_.block(0, 0, getNData(), getXDim());
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}
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XYSampleData::SampleBlock XYSampleData::x(const Index i,
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const PlaceHolder ph2 __unused)
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{
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isCovarianceInit_ = false;
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return x_.block(0, i, getNData(), 1);
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}
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XYSampleData::ConstSampleBlock XYSampleData::x(const Index i,
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const PlaceHolder ph2 __unused)
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const
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{
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return x_.block(0, i, getNData(), 1);
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}
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XYSampleData::SampleBlock XYSampleData::x(const PlaceHolder ph1 __unused,
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const Index k)
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{
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isCovarianceInit_ = false;
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return x_.block(k, 0, 1, getXDim());
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}
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XYSampleData::ConstSampleBlock XYSampleData::x(const PlaceHolder ph1 __unused,
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const Index k) const
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{
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return x_.block(k, 0, 1, getXDim());
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}
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XYSampleData::SampleBlock XYSampleData::x(const Index i, const Index k)
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{
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isCovarianceInit_ = false;
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return x_.block(k, i, 1, 1);
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}
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XYSampleData::ConstSampleBlock XYSampleData::x(const Index i, const Index k)
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const
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{
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return x_.block(k, i, 1, 1);
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}
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XYSampleData::SampleBlock XYSampleData::y(const PlaceHolder ph1 __unused,
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const PlaceHolder ph2 __unused)
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{
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isCovarianceInit_ = false;
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return y_.block(0, 0, getNData(), getXDim());
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}
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XYSampleData::ConstSampleBlock XYSampleData::y(const PlaceHolder ph1 __unused,
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const PlaceHolder ph2 __unused)
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const
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{
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return y_.block(0, 0, getNData(), getXDim());
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}
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XYSampleData::SampleBlock XYSampleData::y(const Index j,
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const PlaceHolder ph2 __unused)
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{
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isCovarianceInit_ = false;
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return y_.block(0, j, getNData(), 1);
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}
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XYSampleData::ConstSampleBlock XYSampleData::y(const Index j,
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const PlaceHolder ph2 __unused)
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const
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{
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return y_.block(0, j, getNData(), 1);
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}
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XYSampleData::SampleBlock XYSampleData::y(const PlaceHolder ph1 __unused,
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const Index k)
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{
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isCovarianceInit_ = false;
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return y_.block(k, 0, 1, getXDim());
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}
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XYSampleData::ConstSampleBlock XYSampleData::y(const PlaceHolder ph1 __unused,
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const Index k) const
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{
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return y_.block(k, 0, 1, getXDim());
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}
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XYSampleData::SampleBlock XYSampleData::y(const Index j, const Index k)
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{
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isCovarianceInit_ = false;
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return y_.block(k, j, 1, 1);
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}
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XYSampleData::ConstSampleBlock XYSampleData::y(const Index j, const Index k)
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const
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{
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return y_.block(k, j, 1, 1);
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}
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// fit /////////////////////////////////////////////////////////////////////////
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SampleFitResult XYSampleData::fit(
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const std::vector<const DoubleModel *> &modelVector,
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Minimizer &minimizer, const DVec &init,
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const FitVerbosity verbosity)
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{
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const Index nSample = x_.size();
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FitResult sampleResult;
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SampleFitResult result;
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bool initChi2;
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// copy interface to sample data
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data_.setFitInterface(*this);
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// sample loop
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result.resize(nSample);
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result.chi2_.resize(nSample);
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FOR_STAT_ARRAY(x_, s)
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{
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// set data
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setDataToSample(s);
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// initialize chi^2 only once
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initChi2 = (s == central);
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// fit
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sampleResult = data_.fit(modelVector, minimizer, init, initChi2,
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verbosity);
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// store result
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result[s] = sampleResult;
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result.chi2_[s] = sampleResult.getChi2();
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result.nDof_ = sampleResult.getNDof();
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result.model_.resize(modelVector.size());
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for (unsigned int j = 0; j < modelVector.size(); ++j)
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{
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result.model_[j].resize(nSample);
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result.model_[j][s] = sampleResult.getModel(j);
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}
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}
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return result;
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}
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SampleFitResult XYSampleData::fit(const DoubleModel &model,
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Minimizer &minimizer,
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const DVec &init,
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const FitVerbosity verbosity)
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{
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vector<const DoubleModel *> modelVector(1);
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modelVector[0] = &model;
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return fit(modelVector, minimizer, init, verbosity);
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}
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void XYSampleData::setDataToSample(const Index s)
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{
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// compute covariance matrices if necessary
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if (!isCovarianceInit_)
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{
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DMatSample buf1, buf2;
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for (Index i2 = 0; i2 < getXDim(); ++i2)
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for (Index i1 = 0; i1 < getXDim(); ++i1)
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{
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buf1 = x(i1);
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buf2 = x(i2);
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data_.xxVar(i1, i2) = buf1.covarianceMatrix(buf2);
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}
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for (Index j2 = 0; j2 < getYDim(); ++j2)
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for (Index j1 = 0; j1 < getYDim(); ++j1)
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{
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buf1 = y(j1);
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buf2 = y(j2);
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data_.yyVar(j1, j2) = buf1.covarianceMatrix(buf2);
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}
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for (Index i = 0; i < getXDim(); ++i)
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for (Index j = 0; j < getYDim(); ++j)
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{
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buf1 = y(j);
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buf2 = x(i);
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data_.yxVar(j, i) = buf1.covarianceMatrix(buf2);
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}
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isCovarianceInit_ = true;
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}
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// set data
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data_.x(_, _) = x_[s];
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data_.y(_, _) = y_[s];
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}
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111
latan/XYSampleData.hpp
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111
latan/XYSampleData.hpp
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@ -0,0 +1,111 @@
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/*
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* XYSampleData.hpp, part of LatAnalyze 3
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*
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* Copyright (C) 2013 - 2014 Antonin Portelli
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*
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* LatAnalyze 3 is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* LatAnalyze 3 is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef Latan_XYSampleData_hpp_
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#define Latan_XYSampleData_hpp_
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#include <latan/Global.hpp>
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#include <latan/FitInterface.hpp>
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#include <latan/Function.hpp>
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#include <latan/MatSample.hpp>
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#include <latan/Minimizer.hpp>
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#include <latan/XYStatData.hpp>
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BEGIN_NAMESPACE
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/******************************************************************************
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* object for fit result *
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******************************************************************************/
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class SampleFitResult: public DMatSample
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{
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friend class XYSampleData;
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public:
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// constructors
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using DMatSample::DMatSample;
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SampleFitResult(void) = default;
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// destructor
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virtual ~SampleFitResult(void) = default;
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// access
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double getChi2(const Index s) const;
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const DSample & getChi2(const PlaceHolder ph = _) const;
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double getChi2PerDof(const Index s) const;
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DSample getChi2PerDof(const PlaceHolder ph = _) const;
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const DoubleFunction & getModel(const Index s,
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const Index j = 0) const;
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const DoubleFunctionSample & getModel(const PlaceHolder ph = _,
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const Index j = 0) const;
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private:
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DSample chi2_;
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Index nDof_{0};
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std::vector<DoubleFunctionSample> model_;
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};
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/******************************************************************************
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* XYSampleData *
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******************************************************************************/
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class XYSampleData: public FitInterface
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{
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public:
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typedef DMatSample::Block SampleBlock;
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typedef DMatSample::ConstBlock ConstSampleBlock;
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public:
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// constructors
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XYSampleData(void) = default;
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XYSampleData(const Index nData, const Index xDim, const Index yDim,
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const Index nSample);
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// destructor
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virtual ~XYSampleData(void) = default;
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// access
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const XYStatData & getData(const Index s = central);
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void resize(const Index nData, const Index xDim,
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const Index yDim, const Index nSample);
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SampleBlock x(const PlaceHolder ph1, const PlaceHolder ph2);
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ConstSampleBlock x(const PlaceHolder ph1, const PlaceHolder ph2) const;
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SampleBlock x(const Index i, const PlaceHolder ph2 = _);
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ConstSampleBlock x(const Index i, const PlaceHolder ph2 = _) const;
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SampleBlock x(const PlaceHolder ph1, const Index k);
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ConstSampleBlock x(const PlaceHolder ph1, const Index k) const;
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SampleBlock x(const Index i, const Index k);
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ConstSampleBlock x(const Index i, const Index k) const;
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SampleBlock y(const PlaceHolder ph1, const PlaceHolder ph2);
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ConstSampleBlock y(const PlaceHolder ph1, const PlaceHolder ph2) const;
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SampleBlock y(const Index i, const PlaceHolder ph2 = _);
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ConstSampleBlock y(const Index i, const PlaceHolder ph2 = _) const;
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SampleBlock y(const PlaceHolder ph1, const Index k);
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ConstSampleBlock y(const PlaceHolder ph1, const Index k) const;
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SampleBlock y(const Index i, const Index k);
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ConstSampleBlock y(const Index i, const Index k) const;
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// fit
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SampleFitResult fit(const std::vector<const DoubleModel *> &modelVector,
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Minimizer &minimizer, const DVec &init,
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const FitVerbosity verbosity = FitVerbosity::Silent);
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SampleFitResult fit(const DoubleModel &model, Minimizer &minimizer,
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const DVec &init,
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const FitVerbosity verbosity = FitVerbosity::Silent);
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private:
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void setDataToSample(const Index s);
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private:
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bool isCovarianceInit_;
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DMatSample x_, y_;
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XYStatData data_;
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};
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END_NAMESPACE
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#endif // Latan_XYSampleData_hpp_
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