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big update: first fit implementation

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Antonin Portelli
2014-03-03 12:41:48 +00:00
parent b8f8d66418
commit 4100ffb24c
22 changed files with 1290 additions and 125 deletions
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5
examples/Makefile.am
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@ -16,6 +16,7 @@ endif
noinst_PROGRAMS = \
exCompiledDoubleFunction\
exFit \
exMat \
exMathInterpreter \
exMin \
@ -26,6 +27,10 @@ exCompiledDoubleFunction_SOURCES = exCompiledDoubleFunction.cpp
exCompiledDoubleFunction_CFLAGS = -g -O2
exCompiledDoubleFunction_LDFLAGS = -L../latan/.libs -llatan
exFit_SOURCES = exFit.cpp
exFit_CFLAGS = -g -O2
exFit_LDFLAGS = -L../latan/.libs -llatan
exMat_SOURCES = exMat.cpp
exMat_CFLAGS = -g -O2
exMat_LDFLAGS = -L../latan/.libs -llatan

51
examples/exFit.cpp Normal file
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@ -0,0 +1,51 @@
#include <iostream>
#include <cmath>
#include <latan/MinuitMinimizer.hpp>
#include <latan/Plot.hpp>
#include <latan/RandGen.hpp>
#include <latan/XYStatData.hpp>
using namespace std;
using namespace Latan;
const Index nPoint = 20;
const double exactPar[2] = {0.5,5.0}, dx = 10.0/static_cast<double>(nPoint);
int main(void)
{
// generate fake data
XYStatData data(nPoint, 1, 1);
RandGen rg;
double x_k;
auto f = [](const double x[1], const double p[2])
{return p[1]*exp(-x[0]*p[0]);};
for (Index k = 0; k < nPoint; ++k)
{
x_k = k*dx;
data.x(0, k)(0, 0) = x_k;
data.y(0, k)(0, 0) = f(&x_k, exactPar) + rg.gaussian(0.0, 0.1);
}
data.yyVar(0, 0).diagonal() = DMat::Constant(nPoint, 1, 0.1*0.1);
data.assumeXExact(0);
// fit
DVec init = DVec::Constant(2, 0.5);
DoubleModel model(1, 2, f);
FitResult p;
MinuitMinimizer minimizer;
data.fitAllPoints();
p = data.fit(model, minimizer, init, true, Minimizer::Verbosity::Debug);
cout << "a= " << p(0) << " b= " << p(1)
<< " chi^2/ndof= " << p.getChi2PerDof() << endl;
// plot result
Plot plot;
plot << LogScale(Axis::y) << PlotData(data);
plot.display();
return EXIT_SUCCESS;
}