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lot of fixes, XYSampleData fit now seems to work (more checks are probably needed)

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This commit is contained in:
Antonin Portelli 2016-03-16 20:03:32 +00:00
parent 1f2150a42a
commit 3793aca27c
5 changed files with 123 additions and 70 deletions
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36
examples/Makefile.am
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@ -1,11 +1,3 @@
if CC_GNU
COM_CFLAGS = -Wall -W -pedantic
else
if CC_INTEL
COM_CFLAGS = -Wall
endif
endif
if CXX_GNU
COM_CXXFLAGS = -Wall -W -pedantic
else
@ -26,55 +18,59 @@ noinst_PROGRAMS = \
exRootFinder
if HAVE_MINUIT
noinst_PROGRAMS += exFit exMin
noinst_PROGRAMS += exFit exFitSample exMin
endif
exCompiledDoubleFunction_SOURCES = exCompiledDoubleFunction.cpp
exCompiledDoubleFunction_CFLAGS = -g -O2
exCompiledDoubleFunction_CXXFLAGS = $(COM_CXXFLAGS)
exCompiledDoubleFunction_LDFLAGS = -L../lib/.libs -lLatAnalyze
exDerivative_SOURCES = exDerivative.cpp
exDerivative_CFLAGS = -g -O2
exDerivative_CXXFLAGS = $(COM_CXXFLAGS)
exDerivative_LDFLAGS = -L../lib/.libs -lLatAnalyze
if HAVE_MINUIT
exFit_SOURCES = exFit.cpp
exFit_CFLAGS = -g -O2
exFit_CXXFLAGS = $(COM_CXXFLAGS)
exFit_LDFLAGS = -L../lib/.libs -lLatAnalyze
exFitSample_SOURCES = exFitSample.cpp
exFitSample_CXXFLAGS = $(COM_CXXFLAGS)
exFitSample_LDFLAGS = -L../lib/.libs -lLatAnalyze
endif
exInterp_SOURCES = exInterp.cpp
exInterp_CFLAGS = -g -O2
exInterp_CXXFLAGS = $(COM_CXXFLAGS)
exInterp_LDFLAGS = -L../lib/.libs -lLatAnalyze
exIntegrator_SOURCES = exIntegrator.cpp
exIntegrator_CFLAGS = -g -O2
exIntegrator_CXXFLAGS = $(COM_CXXFLAGS)
exIntegrator_LDFLAGS = -L../lib/.libs -lLatAnalyze
exMat_SOURCES = exMat.cpp
exMat_CFLAGS = -g -O2
exMat_CXXFLAGS = $(COM_CXXFLAGS)
exMat_LDFLAGS = -L../lib/.libs -lLatAnalyze
if HAVE_MINUIT
exMin_SOURCES = exMin.cpp
exMin_CFLAGS = -g -O2
exMin_CXXFLAGS = $(COM_CXXFLAGS)
exMin_LDFLAGS = -L../lib/.libs -lLatAnalyze
endif
exMathInterpreter_SOURCES = exMathInterpreter.cpp
exMathInterpreter_CFLAGS = -g -O2
exMathInterpreter_CXXFLAGS = $(COM_CXXFLAGS)
exMathInterpreter_LDFLAGS = -L../lib/.libs -lLatAnalyze
exPlot_SOURCES = exPlot.cpp
exPlot_CFLAGS = -g -O2
exPlot_CXXFLAGS = $(COM_CXXFLAGS)
exPlot_LDFLAGS = -L../lib/.libs -lLatAnalyze
exRand_SOURCES = exRand.cpp
exRand_CFLAGS = -g -O2
exRand_CXXFLAGS = $(COM_CXXFLAGS)
exRand_LDFLAGS = -L../lib/.libs -lLatAnalyze
exRootFinder_SOURCES = exRootFinder.cpp
exRootFinder_CFLAGS = -g -O2
exRootFinder_CXXFLAGS = $(COM_CXXFLAGS)
exRootFinder_LDFLAGS = -L../lib/.libs -lLatAnalyze
ACLOCAL_AMFLAGS = -I .buildutils/m4

18
examples/exFit.cpp
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@ -9,7 +9,7 @@ using namespace std;
using namespace Latan;
const Index nPoint = 30;
const double xErr = .01, yErr = .1;
const double xErr = .2, yErr = .1;
const double exactPar[2] = {0.5,5.0}, dx = 10.0/static_cast<double>(nPoint);
int main(void)
@ -17,7 +17,7 @@ int main(void)
// generate fake data
XYStatData data;
RandGen rg;
double x_k, y_k;
double x1_k, x2_k;
DoubleModel f([](const double *x, const double *p)
{return p[1]*exp(-x[0]*p[0]);}, 1, 2);
@ -25,11 +25,11 @@ int main(void)
data.addYDim("y");
for (Index k = 0; k < nPoint; ++k)
{
x_k = k*dx + rg.gaussian(0.0, xErr);
y_k = f(&x_k, exactPar) + rg.gaussian(0.0, yErr);
printf("% 8e % 8e % 8e % 8e\n", x_k, xErr, y_k, yErr);
data.x(k) = x_k;
data.y(k) = y_k;
x1_k = rg.gaussian(k*dx, xErr);
x2_k = rg.gaussian(k*dx, xErr);
data.x(k) = x1_k;
data.y(k) = rg.gaussian(f(&x2_k, exactPar), yErr);
printf("% 8e % 8e % 8e % 8e\n", data.x(k), data.y(k), xErr, yErr);
}
cout << endl;
data.setXError(0, DVec::Constant(nPoint, xErr));
@ -42,8 +42,8 @@ int main(void)
MinuitMinimizer minimizer;
p = data.fit(minimizer, init, f);
cout << "a= " << p(0) << " b= " << p(1);
cout << " chi^2/ndof= " << p.getChi2PerDof();
cout << "a= " << p(0) << " b= " << p(1) << endl;
cout << "chi^2/ndof= " << p.getChi2PerDof() << endl;
cout << "p-value= " << p.getPValue() <<endl;
return EXIT_SUCCESS;

54
examples/exFitSample.cpp Normal file
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@ -0,0 +1,54 @@
#include <iostream>
#include <cmath>
#include <LatAnalyze/CompiledModel.hpp>
#include <LatAnalyze/MinuitMinimizer.hpp>
#include <LatAnalyze/RandGen.hpp>
#include <LatAnalyze/XYSampleData.hpp>
using namespace std;
using namespace Latan;
const Index nPoint = 30;
const Index nSample = 1000;
const double xErr = .2, yErr = .1;
const double exactPar[2] = {0.5,5.0}, dx = 10.0/static_cast<double>(nPoint);
int main(void)
{
// generate fake data
DMatSample x(nSample, nPoint, 1), y(nSample, nPoint, 1);
XYSampleData data(nSample);
RandGen rg;
double x1_k, x2_k;
DoubleModel f([](const double *t, const double *p)
{return p[1]*exp(-t[0]*p[0]);}, 1, 2);
data.addXDim("x", nPoint);
data.addYDim("y");
FOR_STAT_ARRAY(x, s)
{
for (Index k = 0; k < nPoint; ++k)
{
x1_k = rg.gaussian(k*dx, xErr);
x2_k = rg.gaussian(k*dx, xErr);
data.x(k)[s] = x1_k;
data.y(k)[s] = rg.gaussian(f(&x2_k, exactPar), yErr);
}
}
cout << data << endl;
// fit
DVec init = DVec::Constant(2, 0.5);
DMat err;
SampleFitResult p;
MinuitMinimizer minimizer;
p = data.fit(minimizer, init, f);
err = p.variance().cwiseSqrt();
cout << "a= " << p[central](0) << " +/- " << err(0) << endl;
cout << "b= " << p[central](1) << " +/- " << err(1) << endl;
cout << "chi^2/ndof= " << p.getChi2PerDof() << endl;
cout << "p-value= " << p.getPValue() << endl;
return EXIT_SUCCESS;
}

27
lib/XYSampleData.cpp
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@ -100,6 +100,10 @@ DSample & XYSampleData::x(const Index r, const Index i)
checkXIndex(r, i);
scheduleDataInit();
scheduleComputeVarMat();
if (xData_[i][r].size() == 0)
{
xData_[i][r].resize(nSample_);
}
return xData_[i][r];
}
@ -120,6 +124,10 @@ DSample & XYSampleData::y(const Index k, const Index j)
}
scheduleDataInit();
scheduleComputeVarMat();
if (yData_[j][k].size() == 0)
{
yData_[j][k].resize(nSample_);
}
return yData_[j][k];
}
@ -194,7 +202,6 @@ void XYSampleData::setDataToSample(const Index s)
{
if (initData_ or (s != dataSample_))
{
data_.copyInterface(*this);
for (Index i = 0; i < getNXDim(); ++i)
for (Index r = 0; r < getXSize(i); ++r)
{
@ -205,6 +212,7 @@ void XYSampleData::setDataToSample(const Index s)
{
data_.y(p.first, j) = p.second[s];
}
data_.copyInterface(*this);
dataSample_ = s;
initData_ = false;
}
@ -282,10 +290,11 @@ void XYSampleData::computeVarMat(void)
// compute total matrix
DMatSample z(nSample_, size, 1);
DMat var;
Index a = 0;
Index a;
FOR_STAT_ARRAY(z, s)
{
a = 0;
for (Index j = 0; j < getNYDim(); ++j)
for (auto &p: yData_[j])
{
@ -311,7 +320,7 @@ void XYSampleData::computeVarMat(void)
for (Index i2 = 0; i2 < getNXDim(); ++i2)
{
data_.setXXVar(i1, i2,
var.block(a1, getXSize(i1), a2, getXSize(i2)));
var.block(a1, a2, getXSize(i1), getXSize(i2)));
a2 += getXSize(i2);
}
a1 += getXSize(i1);
@ -323,7 +332,7 @@ void XYSampleData::computeVarMat(void)
for (Index j2 = 0; j2 < getNYDim(); ++j2)
{
data_.setYYVar(j1, j2,
var.block(a1, getYSize(j1), a2, getYSize(j2)));
var.block(a1, a2, getYSize(j1), getYSize(j2)));
a2 += getYSize(j2);
}
a1 += getYSize(j1);
@ -332,10 +341,10 @@ void XYSampleData::computeVarMat(void)
for (Index i = 0; i < getNXDim(); ++i)
{
a2 = 0;
for (Index j = 0; j < getNXDim(); ++j)
for (Index j = 0; j < getNYDim(); ++j)
{
data_.setXYVar(i, j,
var.block(a1, getXSize(i), a2, getYSize(j)));
var.block(a1, a2, getXSize(i), getYSize(j)));
a2 += getYSize(j);
}
a1 += getXSize(i);
@ -350,12 +359,14 @@ void XYSampleData::computeVarMat(void)
}
// create data /////////////////////////////////////////////////////////////////
void XYSampleData::createXData(const string name __dumb, const Index nData)
void XYSampleData::createXData(const string name, const Index nData)
{
data_.addXDim(name, nData);
xData_.push_back(vector<DSample>(nData));
}
void XYSampleData::createYData(const string name __dumb)
void XYSampleData::createYData(const string name)
{
data_.addYDim(name);
yData_.push_back(map<Index, DSample>());
}

8
utils/Makefile.am
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@ -1,11 +1,3 @@
if CC_GNU
COM_CFLAGS = -Wall -W -pedantic
else
if CC_INTEL
COM_CFLAGS = -Wall
endif
endif
if CXX_GNU
COM_CXXFLAGS = -Wall -W -pedantic
else