mirror of
https://github.com/aportelli/LatAnalyze.git
synced 2025-10-31 14:54:33 +00:00
sample data fitter
This commit is contained in:
294
latan/XYSampleData.cpp
Normal file
294
latan/XYSampleData.cpp
Normal file
@@ -0,0 +1,294 @@
|
||||
/*
|
||||
* XYSampleData.cpp, part of LatAnalyze 3
|
||||
*
|
||||
* Copyright (C) 2013 - 2014 Antonin Portelli
|
||||
*
|
||||
* LatAnalyze 3 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 3 of the License, or
|
||||
* (at your option) any later version.
|
||||
*
|
||||
* LatAnalyze 3 is distributed in the hope that it will be useful,
|
||||
* but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
* GNU General Public License for more details.
|
||||
*
|
||||
* You should have received a copy of the GNU General Public License
|
||||
* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
|
||||
*/
|
||||
|
||||
#include <latan/XYSampleData.hpp>
|
||||
#include <latan/includes.hpp>
|
||||
|
||||
using namespace std;
|
||||
using namespace Latan;
|
||||
|
||||
/******************************************************************************
|
||||
* SampleFitResult implementation *
|
||||
******************************************************************************/
|
||||
double SampleFitResult::getChi2(const Index s) const
|
||||
{
|
||||
return chi2_[s];
|
||||
}
|
||||
|
||||
const DSample & SampleFitResult::getChi2(const PlaceHolder ph __unused) const
|
||||
{
|
||||
return chi2_;
|
||||
}
|
||||
|
||||
double SampleFitResult::getChi2PerDof(const Index s) const
|
||||
{
|
||||
return chi2_[s]/static_cast<double>(nDof_);
|
||||
}
|
||||
|
||||
DSample SampleFitResult::getChi2PerDof(const PlaceHolder ph __unused) const
|
||||
{
|
||||
return chi2_/static_cast<double>(nDof_);
|
||||
}
|
||||
const DoubleFunction & SampleFitResult::getModel(const Index s,
|
||||
const Index j) const
|
||||
{
|
||||
return model_[static_cast<unsigned int>(j)][s];
|
||||
}
|
||||
|
||||
const DoubleFunctionSample & SampleFitResult::getModel(
|
||||
const PlaceHolder ph __unused,
|
||||
const Index j) const
|
||||
{
|
||||
return model_[static_cast<unsigned int>(j)];
|
||||
}
|
||||
|
||||
/******************************************************************************
|
||||
* XYSampleData implementation *
|
||||
******************************************************************************/
|
||||
// constructors ////////////////////////////////////////////////////////////////
|
||||
XYSampleData::XYSampleData(const Index nData, const Index xDim,
|
||||
const Index yDim, const Index nSample)
|
||||
{
|
||||
resize(nData, xDim, yDim, nSample);
|
||||
}
|
||||
|
||||
// access //////////////////////////////////////////////////////////////////////
|
||||
const XYStatData & XYSampleData::getData(const Index s)
|
||||
{
|
||||
setDataToSample(s);
|
||||
|
||||
return data_;
|
||||
}
|
||||
|
||||
void XYSampleData::resize(const Index nData, const Index xDim,
|
||||
const Index yDim, const Index nSample)
|
||||
{
|
||||
FitInterface::resize(nData, xDim, yDim);
|
||||
x_.resize(nSample);
|
||||
x_.resizeMat(nData, xDim);
|
||||
y_.resize(nSample);
|
||||
y_.resizeMat(nData, yDim);
|
||||
data_.resize(nData, xDim, yDim);
|
||||
isCovarianceInit_ = false;
|
||||
}
|
||||
|
||||
XYSampleData::SampleBlock XYSampleData::x(const PlaceHolder ph1 __unused,
|
||||
const PlaceHolder ph2 __unused)
|
||||
{
|
||||
isCovarianceInit_ = false;
|
||||
|
||||
return x_.block(0, 0, getNData(), getXDim());
|
||||
}
|
||||
|
||||
XYSampleData::ConstSampleBlock XYSampleData::x(const PlaceHolder ph1 __unused,
|
||||
const PlaceHolder ph2 __unused)
|
||||
const
|
||||
{
|
||||
return x_.block(0, 0, getNData(), getXDim());
|
||||
}
|
||||
|
||||
XYSampleData::SampleBlock XYSampleData::x(const Index i,
|
||||
const PlaceHolder ph2 __unused)
|
||||
{
|
||||
isCovarianceInit_ = false;
|
||||
|
||||
return x_.block(0, i, getNData(), 1);
|
||||
}
|
||||
|
||||
XYSampleData::ConstSampleBlock XYSampleData::x(const Index i,
|
||||
const PlaceHolder ph2 __unused)
|
||||
const
|
||||
{
|
||||
return x_.block(0, i, getNData(), 1);
|
||||
}
|
||||
|
||||
XYSampleData::SampleBlock XYSampleData::x(const PlaceHolder ph1 __unused,
|
||||
const Index k)
|
||||
{
|
||||
isCovarianceInit_ = false;
|
||||
|
||||
return x_.block(k, 0, 1, getXDim());
|
||||
}
|
||||
|
||||
XYSampleData::ConstSampleBlock XYSampleData::x(const PlaceHolder ph1 __unused,
|
||||
const Index k) const
|
||||
{
|
||||
return x_.block(k, 0, 1, getXDim());
|
||||
}
|
||||
|
||||
XYSampleData::SampleBlock XYSampleData::x(const Index i, const Index k)
|
||||
{
|
||||
isCovarianceInit_ = false;
|
||||
|
||||
return x_.block(k, i, 1, 1);
|
||||
}
|
||||
|
||||
XYSampleData::ConstSampleBlock XYSampleData::x(const Index i, const Index k)
|
||||
const
|
||||
{
|
||||
return x_.block(k, i, 1, 1);
|
||||
}
|
||||
|
||||
XYSampleData::SampleBlock XYSampleData::y(const PlaceHolder ph1 __unused,
|
||||
const PlaceHolder ph2 __unused)
|
||||
{
|
||||
isCovarianceInit_ = false;
|
||||
|
||||
return y_.block(0, 0, getNData(), getXDim());
|
||||
}
|
||||
|
||||
XYSampleData::ConstSampleBlock XYSampleData::y(const PlaceHolder ph1 __unused,
|
||||
const PlaceHolder ph2 __unused)
|
||||
const
|
||||
{
|
||||
return y_.block(0, 0, getNData(), getXDim());
|
||||
}
|
||||
|
||||
XYSampleData::SampleBlock XYSampleData::y(const Index j,
|
||||
const PlaceHolder ph2 __unused)
|
||||
{
|
||||
isCovarianceInit_ = false;
|
||||
|
||||
return y_.block(0, j, getNData(), 1);
|
||||
}
|
||||
|
||||
XYSampleData::ConstSampleBlock XYSampleData::y(const Index j,
|
||||
const PlaceHolder ph2 __unused)
|
||||
const
|
||||
{
|
||||
return y_.block(0, j, getNData(), 1);
|
||||
}
|
||||
|
||||
XYSampleData::SampleBlock XYSampleData::y(const PlaceHolder ph1 __unused,
|
||||
const Index k)
|
||||
{
|
||||
isCovarianceInit_ = false;
|
||||
|
||||
return y_.block(k, 0, 1, getXDim());
|
||||
}
|
||||
|
||||
XYSampleData::ConstSampleBlock XYSampleData::y(const PlaceHolder ph1 __unused,
|
||||
const Index k) const
|
||||
{
|
||||
return y_.block(k, 0, 1, getXDim());
|
||||
}
|
||||
|
||||
XYSampleData::SampleBlock XYSampleData::y(const Index j, const Index k)
|
||||
{
|
||||
isCovarianceInit_ = false;
|
||||
|
||||
return y_.block(k, j, 1, 1);
|
||||
}
|
||||
|
||||
XYSampleData::ConstSampleBlock XYSampleData::y(const Index j, const Index k)
|
||||
const
|
||||
{
|
||||
return y_.block(k, j, 1, 1);
|
||||
}
|
||||
|
||||
// fit /////////////////////////////////////////////////////////////////////////
|
||||
SampleFitResult XYSampleData::fit(
|
||||
const std::vector<const DoubleModel *> &modelVector,
|
||||
Minimizer &minimizer, const DVec &init,
|
||||
const FitVerbosity verbosity)
|
||||
{
|
||||
const Index nSample = x_.size();
|
||||
FitResult sampleResult;
|
||||
SampleFitResult result;
|
||||
bool initChi2;
|
||||
|
||||
// copy interface to sample data
|
||||
data_.setFitInterface(*this);
|
||||
|
||||
// sample loop
|
||||
result.resize(nSample);
|
||||
result.chi2_.resize(nSample);
|
||||
FOR_STAT_ARRAY(x_, s)
|
||||
{
|
||||
// set data
|
||||
setDataToSample(s);
|
||||
|
||||
// initialize chi^2 only once
|
||||
initChi2 = (s == central);
|
||||
|
||||
// fit
|
||||
sampleResult = data_.fit(modelVector, minimizer, init, initChi2,
|
||||
verbosity);
|
||||
|
||||
// store result
|
||||
result[s] = sampleResult;
|
||||
result.chi2_[s] = sampleResult.getChi2();
|
||||
result.nDof_ = sampleResult.getNDof();
|
||||
result.model_.resize(modelVector.size());
|
||||
for (unsigned int j = 0; j < modelVector.size(); ++j)
|
||||
{
|
||||
result.model_[j].resize(nSample);
|
||||
result.model_[j][s] = sampleResult.getModel(j);
|
||||
}
|
||||
}
|
||||
|
||||
return result;
|
||||
}
|
||||
|
||||
SampleFitResult XYSampleData::fit(const DoubleModel &model,
|
||||
Minimizer &minimizer,
|
||||
const DVec &init,
|
||||
const FitVerbosity verbosity)
|
||||
{
|
||||
vector<const DoubleModel *> modelVector(1);
|
||||
|
||||
modelVector[0] = &model;
|
||||
|
||||
return fit(modelVector, minimizer, init, verbosity);
|
||||
}
|
||||
|
||||
void XYSampleData::setDataToSample(const Index s)
|
||||
{
|
||||
// compute covariance matrices if necessary
|
||||
if (!isCovarianceInit_)
|
||||
{
|
||||
DMatSample buf1, buf2;
|
||||
|
||||
for (Index i2 = 0; i2 < getXDim(); ++i2)
|
||||
for (Index i1 = 0; i1 < getXDim(); ++i1)
|
||||
{
|
||||
buf1 = x(i1);
|
||||
buf2 = x(i2);
|
||||
data_.xxVar(i1, i2) = buf1.covarianceMatrix(buf2);
|
||||
}
|
||||
for (Index j2 = 0; j2 < getYDim(); ++j2)
|
||||
for (Index j1 = 0; j1 < getYDim(); ++j1)
|
||||
{
|
||||
buf1 = y(j1);
|
||||
buf2 = y(j2);
|
||||
data_.yyVar(j1, j2) = buf1.covarianceMatrix(buf2);
|
||||
}
|
||||
for (Index i = 0; i < getXDim(); ++i)
|
||||
for (Index j = 0; j < getYDim(); ++j)
|
||||
{
|
||||
buf1 = y(j);
|
||||
buf2 = x(i);
|
||||
data_.yxVar(j, i) = buf1.covarianceMatrix(buf2);
|
||||
}
|
||||
isCovarianceInit_ = true;
|
||||
}
|
||||
// set data
|
||||
data_.x(_, _) = x_[s];
|
||||
data_.y(_, _) = y_[s];
|
||||
}
|
||||
111
latan/XYSampleData.hpp
Normal file
111
latan/XYSampleData.hpp
Normal file
@@ -0,0 +1,111 @@
|
||||
/*
|
||||
* XYSampleData.hpp, part of LatAnalyze 3
|
||||
*
|
||||
* Copyright (C) 2013 - 2014 Antonin Portelli
|
||||
*
|
||||
* LatAnalyze 3 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 3 of the License, or
|
||||
* (at your option) any later version.
|
||||
*
|
||||
* LatAnalyze 3 is distributed in the hope that it will be useful,
|
||||
* but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
* GNU General Public License for more details.
|
||||
*
|
||||
* You should have received a copy of the GNU General Public License
|
||||
* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
|
||||
*/
|
||||
|
||||
#ifndef Latan_XYSampleData_hpp_
|
||||
#define Latan_XYSampleData_hpp_
|
||||
|
||||
#include <latan/Global.hpp>
|
||||
#include <latan/FitInterface.hpp>
|
||||
#include <latan/Function.hpp>
|
||||
#include <latan/MatSample.hpp>
|
||||
#include <latan/Minimizer.hpp>
|
||||
#include <latan/XYStatData.hpp>
|
||||
|
||||
BEGIN_NAMESPACE
|
||||
|
||||
/******************************************************************************
|
||||
* object for fit result *
|
||||
******************************************************************************/
|
||||
class SampleFitResult: public DMatSample
|
||||
{
|
||||
friend class XYSampleData;
|
||||
public:
|
||||
// constructors
|
||||
using DMatSample::DMatSample;
|
||||
SampleFitResult(void) = default;
|
||||
// destructor
|
||||
virtual ~SampleFitResult(void) = default;
|
||||
// access
|
||||
double getChi2(const Index s) const;
|
||||
const DSample & getChi2(const PlaceHolder ph = _) const;
|
||||
double getChi2PerDof(const Index s) const;
|
||||
DSample getChi2PerDof(const PlaceHolder ph = _) const;
|
||||
const DoubleFunction & getModel(const Index s,
|
||||
const Index j = 0) const;
|
||||
const DoubleFunctionSample & getModel(const PlaceHolder ph = _,
|
||||
const Index j = 0) const;
|
||||
private:
|
||||
DSample chi2_;
|
||||
Index nDof_{0};
|
||||
std::vector<DoubleFunctionSample> model_;
|
||||
};
|
||||
|
||||
/******************************************************************************
|
||||
* XYSampleData *
|
||||
******************************************************************************/
|
||||
class XYSampleData: public FitInterface
|
||||
{
|
||||
public:
|
||||
typedef DMatSample::Block SampleBlock;
|
||||
typedef DMatSample::ConstBlock ConstSampleBlock;
|
||||
public:
|
||||
// constructors
|
||||
XYSampleData(void) = default;
|
||||
XYSampleData(const Index nData, const Index xDim, const Index yDim,
|
||||
const Index nSample);
|
||||
// destructor
|
||||
virtual ~XYSampleData(void) = default;
|
||||
// access
|
||||
const XYStatData & getData(const Index s = central);
|
||||
void resize(const Index nData, const Index xDim,
|
||||
const Index yDim, const Index nSample);
|
||||
SampleBlock x(const PlaceHolder ph1, const PlaceHolder ph2);
|
||||
ConstSampleBlock x(const PlaceHolder ph1, const PlaceHolder ph2) const;
|
||||
SampleBlock x(const Index i, const PlaceHolder ph2 = _);
|
||||
ConstSampleBlock x(const Index i, const PlaceHolder ph2 = _) const;
|
||||
SampleBlock x(const PlaceHolder ph1, const Index k);
|
||||
ConstSampleBlock x(const PlaceHolder ph1, const Index k) const;
|
||||
SampleBlock x(const Index i, const Index k);
|
||||
ConstSampleBlock x(const Index i, const Index k) const;
|
||||
SampleBlock y(const PlaceHolder ph1, const PlaceHolder ph2);
|
||||
ConstSampleBlock y(const PlaceHolder ph1, const PlaceHolder ph2) const;
|
||||
SampleBlock y(const Index i, const PlaceHolder ph2 = _);
|
||||
ConstSampleBlock y(const Index i, const PlaceHolder ph2 = _) const;
|
||||
SampleBlock y(const PlaceHolder ph1, const Index k);
|
||||
ConstSampleBlock y(const PlaceHolder ph1, const Index k) const;
|
||||
SampleBlock y(const Index i, const Index k);
|
||||
ConstSampleBlock y(const Index i, const Index k) const;
|
||||
// fit
|
||||
SampleFitResult fit(const std::vector<const DoubleModel *> &modelVector,
|
||||
Minimizer &minimizer, const DVec &init,
|
||||
const FitVerbosity verbosity = FitVerbosity::Silent);
|
||||
SampleFitResult fit(const DoubleModel &model, Minimizer &minimizer,
|
||||
const DVec &init,
|
||||
const FitVerbosity verbosity = FitVerbosity::Silent);
|
||||
private:
|
||||
void setDataToSample(const Index s);
|
||||
private:
|
||||
bool isCovarianceInit_;
|
||||
DMatSample x_, y_;
|
||||
XYStatData data_;
|
||||
};
|
||||
|
||||
END_NAMESPACE
|
||||
|
||||
#endif // Latan_XYSampleData_hpp_
|
||||
Reference in New Issue
Block a user