mirror of
https://github.com/aportelli/LatAnalyze.git
synced 2024-11-10 00:45:36 +00:00
lot of fixes, XYSampleData fit now seems to work (more checks are probably needed)
This commit is contained in:
parent
1f2150a42a
commit
3793aca27c
@ -1,11 +1,3 @@
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if CC_GNU
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COM_CFLAGS = -Wall -W -pedantic
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else
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if CC_INTEL
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COM_CFLAGS = -Wall
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endif
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endif
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if CXX_GNU
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if CXX_GNU
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COM_CXXFLAGS = -Wall -W -pedantic
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COM_CXXFLAGS = -Wall -W -pedantic
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else
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else
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@ -26,55 +18,59 @@ noinst_PROGRAMS = \
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exRootFinder
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exRootFinder
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if HAVE_MINUIT
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if HAVE_MINUIT
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noinst_PROGRAMS += exFit exMin
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noinst_PROGRAMS += exFit exFitSample exMin
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endif
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endif
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exCompiledDoubleFunction_SOURCES = exCompiledDoubleFunction.cpp
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exCompiledDoubleFunction_SOURCES = exCompiledDoubleFunction.cpp
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exCompiledDoubleFunction_CFLAGS = -g -O2
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exCompiledDoubleFunction_CXXFLAGS = $(COM_CXXFLAGS)
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exCompiledDoubleFunction_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exCompiledDoubleFunction_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exDerivative_SOURCES = exDerivative.cpp
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exDerivative_SOURCES = exDerivative.cpp
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exDerivative_CFLAGS = -g -O2
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exDerivative_CXXFLAGS = $(COM_CXXFLAGS)
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exDerivative_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exDerivative_LDFLAGS = -L../lib/.libs -lLatAnalyze
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if HAVE_MINUIT
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if HAVE_MINUIT
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exFit_SOURCES = exFit.cpp
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exFit_SOURCES = exFit.cpp
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exFit_CFLAGS = -g -O2
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exFit_CXXFLAGS = $(COM_CXXFLAGS)
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exFit_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exFit_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exFitSample_SOURCES = exFitSample.cpp
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exFitSample_CXXFLAGS = $(COM_CXXFLAGS)
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exFitSample_LDFLAGS = -L../lib/.libs -lLatAnalyze
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endif
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endif
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exInterp_SOURCES = exInterp.cpp
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exInterp_SOURCES = exInterp.cpp
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exInterp_CFLAGS = -g -O2
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exInterp_CXXFLAGS = $(COM_CXXFLAGS)
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exInterp_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exInterp_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exIntegrator_SOURCES = exIntegrator.cpp
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exIntegrator_SOURCES = exIntegrator.cpp
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exIntegrator_CFLAGS = -g -O2
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exIntegrator_CXXFLAGS = $(COM_CXXFLAGS)
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exIntegrator_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exIntegrator_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exMat_SOURCES = exMat.cpp
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exMat_SOURCES = exMat.cpp
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exMat_CFLAGS = -g -O2
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exMat_CXXFLAGS = $(COM_CXXFLAGS)
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exMat_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exMat_LDFLAGS = -L../lib/.libs -lLatAnalyze
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if HAVE_MINUIT
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if HAVE_MINUIT
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exMin_SOURCES = exMin.cpp
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exMin_SOURCES = exMin.cpp
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exMin_CFLAGS = -g -O2
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exMin_CXXFLAGS = $(COM_CXXFLAGS)
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exMin_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exMin_LDFLAGS = -L../lib/.libs -lLatAnalyze
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endif
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endif
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exMathInterpreter_SOURCES = exMathInterpreter.cpp
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exMathInterpreter_SOURCES = exMathInterpreter.cpp
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exMathInterpreter_CFLAGS = -g -O2
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exMathInterpreter_CXXFLAGS = $(COM_CXXFLAGS)
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exMathInterpreter_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exMathInterpreter_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exPlot_SOURCES = exPlot.cpp
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exPlot_SOURCES = exPlot.cpp
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exPlot_CFLAGS = -g -O2
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exPlot_CXXFLAGS = $(COM_CXXFLAGS)
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exPlot_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exPlot_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exRand_SOURCES = exRand.cpp
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exRand_SOURCES = exRand.cpp
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exRand_CFLAGS = -g -O2
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exRand_CXXFLAGS = $(COM_CXXFLAGS)
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exRand_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exRand_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exRootFinder_SOURCES = exRootFinder.cpp
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exRootFinder_SOURCES = exRootFinder.cpp
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exRootFinder_CFLAGS = -g -O2
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exRootFinder_CXXFLAGS = $(COM_CXXFLAGS)
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exRootFinder_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exRootFinder_LDFLAGS = -L../lib/.libs -lLatAnalyze
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ACLOCAL_AMFLAGS = -I .buildutils/m4
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ACLOCAL_AMFLAGS = -I .buildutils/m4
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@ -9,7 +9,7 @@ using namespace std;
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using namespace Latan;
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using namespace Latan;
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const Index nPoint = 30;
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const Index nPoint = 30;
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const double xErr = .01, yErr = .1;
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const double xErr = .2, yErr = .1;
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const double exactPar[2] = {0.5,5.0}, dx = 10.0/static_cast<double>(nPoint);
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const double exactPar[2] = {0.5,5.0}, dx = 10.0/static_cast<double>(nPoint);
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int main(void)
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int main(void)
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@ -17,7 +17,7 @@ int main(void)
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// generate fake data
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// generate fake data
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XYStatData data;
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XYStatData data;
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RandGen rg;
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RandGen rg;
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double x_k, y_k;
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double x1_k, x2_k;
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DoubleModel f([](const double *x, const double *p)
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DoubleModel f([](const double *x, const double *p)
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{return p[1]*exp(-x[0]*p[0]);}, 1, 2);
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{return p[1]*exp(-x[0]*p[0]);}, 1, 2);
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@ -25,11 +25,11 @@ int main(void)
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data.addYDim("y");
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data.addYDim("y");
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for (Index k = 0; k < nPoint; ++k)
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for (Index k = 0; k < nPoint; ++k)
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{
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{
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x_k = k*dx + rg.gaussian(0.0, xErr);
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x1_k = rg.gaussian(k*dx, xErr);
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y_k = f(&x_k, exactPar) + rg.gaussian(0.0, yErr);
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x2_k = rg.gaussian(k*dx, xErr);
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printf("% 8e % 8e % 8e % 8e\n", x_k, xErr, y_k, yErr);
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data.x(k) = x1_k;
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data.x(k) = x_k;
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data.y(k) = rg.gaussian(f(&x2_k, exactPar), yErr);
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data.y(k) = y_k;
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printf("% 8e % 8e % 8e % 8e\n", data.x(k), data.y(k), xErr, yErr);
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}
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}
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cout << endl;
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cout << endl;
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data.setXError(0, DVec::Constant(nPoint, xErr));
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data.setXError(0, DVec::Constant(nPoint, xErr));
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@ -42,9 +42,9 @@ int main(void)
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MinuitMinimizer minimizer;
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MinuitMinimizer minimizer;
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p = data.fit(minimizer, init, f);
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p = data.fit(minimizer, init, f);
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cout << "a= " << p(0) << " b= " << p(1);
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cout << "a= " << p(0) << " b= " << p(1) << endl;
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cout << " chi^2/ndof= " << p.getChi2PerDof();
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cout << "chi^2/ndof= " << p.getChi2PerDof() << endl;
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cout << " p-value= " << p.getPValue() <<endl;
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cout << "p-value= " << p.getPValue() <<endl;
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return EXIT_SUCCESS;
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return EXIT_SUCCESS;
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}
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}
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54
examples/exFitSample.cpp
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54
examples/exFitSample.cpp
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@ -0,0 +1,54 @@
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#include <iostream>
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#include <cmath>
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#include <LatAnalyze/CompiledModel.hpp>
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#include <LatAnalyze/MinuitMinimizer.hpp>
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#include <LatAnalyze/RandGen.hpp>
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#include <LatAnalyze/XYSampleData.hpp>
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using namespace std;
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using namespace Latan;
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const Index nPoint = 30;
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const Index nSample = 1000;
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const double xErr = .2, yErr = .1;
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const double exactPar[2] = {0.5,5.0}, dx = 10.0/static_cast<double>(nPoint);
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int main(void)
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{
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// generate fake data
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DMatSample x(nSample, nPoint, 1), y(nSample, nPoint, 1);
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XYSampleData data(nSample);
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RandGen rg;
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double x1_k, x2_k;
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DoubleModel f([](const double *t, const double *p)
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{return p[1]*exp(-t[0]*p[0]);}, 1, 2);
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data.addXDim("x", nPoint);
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data.addYDim("y");
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FOR_STAT_ARRAY(x, s)
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{
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for (Index k = 0; k < nPoint; ++k)
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{
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x1_k = rg.gaussian(k*dx, xErr);
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x2_k = rg.gaussian(k*dx, xErr);
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data.x(k)[s] = x1_k;
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data.y(k)[s] = rg.gaussian(f(&x2_k, exactPar), yErr);
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}
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}
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cout << data << endl;
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// fit
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DVec init = DVec::Constant(2, 0.5);
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DMat err;
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SampleFitResult p;
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MinuitMinimizer minimizer;
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p = data.fit(minimizer, init, f);
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err = p.variance().cwiseSqrt();
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cout << "a= " << p[central](0) << " +/- " << err(0) << endl;
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cout << "b= " << p[central](1) << " +/- " << err(1) << endl;
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cout << "chi^2/ndof= " << p.getChi2PerDof() << endl;
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cout << "p-value= " << p.getPValue() << endl;
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return EXIT_SUCCESS;
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}
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@ -100,6 +100,10 @@ DSample & XYSampleData::x(const Index r, const Index i)
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checkXIndex(r, i);
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checkXIndex(r, i);
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scheduleDataInit();
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scheduleDataInit();
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scheduleComputeVarMat();
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scheduleComputeVarMat();
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if (xData_[i][r].size() == 0)
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{
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xData_[i][r].resize(nSample_);
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}
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return xData_[i][r];
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return xData_[i][r];
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}
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}
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@ -120,6 +124,10 @@ DSample & XYSampleData::y(const Index k, const Index j)
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}
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}
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scheduleDataInit();
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scheduleDataInit();
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scheduleComputeVarMat();
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scheduleComputeVarMat();
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if (yData_[j][k].size() == 0)
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{
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yData_[j][k].resize(nSample_);
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}
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return yData_[j][k];
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return yData_[j][k];
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}
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}
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@ -194,7 +202,6 @@ void XYSampleData::setDataToSample(const Index s)
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{
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{
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if (initData_ or (s != dataSample_))
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if (initData_ or (s != dataSample_))
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{
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{
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data_.copyInterface(*this);
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for (Index i = 0; i < getNXDim(); ++i)
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for (Index i = 0; i < getNXDim(); ++i)
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for (Index r = 0; r < getXSize(i); ++r)
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for (Index r = 0; r < getXSize(i); ++r)
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{
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{
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@ -205,6 +212,7 @@ void XYSampleData::setDataToSample(const Index s)
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{
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{
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data_.y(p.first, j) = p.second[s];
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data_.y(p.first, j) = p.second[s];
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}
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}
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data_.copyInterface(*this);
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dataSample_ = s;
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dataSample_ = s;
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initData_ = false;
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initData_ = false;
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}
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}
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@ -282,10 +290,11 @@ void XYSampleData::computeVarMat(void)
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// compute total matrix
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// compute total matrix
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DMatSample z(nSample_, size, 1);
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DMatSample z(nSample_, size, 1);
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DMat var;
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DMat var;
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Index a = 0;
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Index a;
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FOR_STAT_ARRAY(z, s)
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FOR_STAT_ARRAY(z, s)
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{
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{
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a = 0;
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for (Index j = 0; j < getNYDim(); ++j)
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for (Index j = 0; j < getNYDim(); ++j)
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for (auto &p: yData_[j])
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for (auto &p: yData_[j])
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{
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{
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@ -311,7 +320,7 @@ void XYSampleData::computeVarMat(void)
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for (Index i2 = 0; i2 < getNXDim(); ++i2)
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for (Index i2 = 0; i2 < getNXDim(); ++i2)
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{
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{
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data_.setXXVar(i1, i2,
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data_.setXXVar(i1, i2,
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var.block(a1, getXSize(i1), a2, getXSize(i2)));
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var.block(a1, a2, getXSize(i1), getXSize(i2)));
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a2 += getXSize(i2);
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a2 += getXSize(i2);
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}
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}
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a1 += getXSize(i1);
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a1 += getXSize(i1);
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@ -323,7 +332,7 @@ void XYSampleData::computeVarMat(void)
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for (Index j2 = 0; j2 < getNYDim(); ++j2)
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for (Index j2 = 0; j2 < getNYDim(); ++j2)
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{
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{
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data_.setYYVar(j1, j2,
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data_.setYYVar(j1, j2,
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var.block(a1, getYSize(j1), a2, getYSize(j2)));
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var.block(a1, a2, getYSize(j1), getYSize(j2)));
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a2 += getYSize(j2);
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a2 += getYSize(j2);
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}
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}
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a1 += getYSize(j1);
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a1 += getYSize(j1);
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@ -332,10 +341,10 @@ void XYSampleData::computeVarMat(void)
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for (Index i = 0; i < getNXDim(); ++i)
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for (Index i = 0; i < getNXDim(); ++i)
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{
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{
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a2 = 0;
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a2 = 0;
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for (Index j = 0; j < getNXDim(); ++j)
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for (Index j = 0; j < getNYDim(); ++j)
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{
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{
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data_.setXYVar(i, j,
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data_.setXYVar(i, j,
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var.block(a1, getXSize(i), a2, getYSize(j)));
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var.block(a1, a2, getXSize(i), getYSize(j)));
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a2 += getYSize(j);
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a2 += getYSize(j);
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}
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}
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a1 += getXSize(i);
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a1 += getXSize(i);
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@ -350,12 +359,14 @@ void XYSampleData::computeVarMat(void)
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}
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}
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// create data /////////////////////////////////////////////////////////////////
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// create data /////////////////////////////////////////////////////////////////
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void XYSampleData::createXData(const string name __dumb, const Index nData)
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void XYSampleData::createXData(const string name, const Index nData)
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{
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{
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data_.addXDim(name, nData);
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xData_.push_back(vector<DSample>(nData));
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xData_.push_back(vector<DSample>(nData));
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}
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}
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void XYSampleData::createYData(const string name __dumb)
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void XYSampleData::createYData(const string name)
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{
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{
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data_.addYDim(name);
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yData_.push_back(map<Index, DSample>());
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yData_.push_back(map<Index, DSample>());
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}
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}
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@ -1,11 +1,3 @@
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if CC_GNU
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COM_CFLAGS = -Wall -W -pedantic
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else
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if CC_INTEL
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COM_CFLAGS = -Wall
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endif
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endif
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if CXX_GNU
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if CXX_GNU
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COM_CXXFLAGS = -Wall -W -pedantic
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COM_CXXFLAGS = -Wall -W -pedantic
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else
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else
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