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reintegration of LatCore & folder restructuration
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lib/Statistics/XYSampleData.hpp
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178
lib/Statistics/XYSampleData.hpp
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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 - 2016 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 <LatAnalyze/Global.hpp>
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#include <LatAnalyze/Statistics/FitInterface.hpp>
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#include <LatAnalyze/Numerical/Minimizer.hpp>
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#include <LatAnalyze/Statistics/MatSample.hpp>
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#include <LatAnalyze/Functional/Model.hpp>
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#include <LatAnalyze/Statistics/XYStatData.hpp>
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BEGIN_LATAN_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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SampleFitResult(void) = default;
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EIGEN_EXPR_CTOR(SampleFitResult, SampleFitResult, DMatSample, ArrayExpr)
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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 = central) const;
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const DSample & getChi2(const PlaceHolder ph) const;
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double getChi2PerDof(const Index s = central) const;
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DSample getChi2PerDof(const PlaceHolder ph) const;
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double getNDof(void) const;
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Index getNPar(void) const;
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double getPValue(const Index s = central) const;
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const DoubleFunction & getModel(const Index s = central,
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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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FitResult getFitResult(const Index s = central) const;
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// IO
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void print(const bool printXsi = false,
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std::ostream &out = std::cout) const;
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private:
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DSample chi2_;
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Index nDof_{0}, nPar_{0};
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std::vector<DoubleFunctionSample> model_;
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std::vector<std::string> parName_;
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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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// constructor
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explicit XYSampleData(const Index nSample);
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// destructor
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virtual ~XYSampleData(void) = default;
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// data access
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DSample & x(const Index r, const Index i);
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const DSample & x(const Index r, const Index i) const;
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const DMatSample & x(const Index k);
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DSample & y(const Index k, const Index j);
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const DSample & y(const Index k, const Index j) const;
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void setUnidimData(const DMatSample &xData,
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const std::vector<const DMatSample *> &v);
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template <typename... Ts>
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void setUnidimData(const DMatSample &xData,
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const Ts & ...yDatas);
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const DMat & getXXVar(const Index i1, const Index i2);
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const DMat & getYYVar(const Index j1, const Index j2);
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const DMat & getXYVar(const Index i, const Index j);
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DVec getXError(const Index i);
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DVec getYError(const Index j);
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// get total fit variance matrix and its pseudo-inverse
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const DMat & getFitVarMat(void);
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const DMat & getFitVarMatPInv(void);
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// set data to a particular sample
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void setDataToSample(const Index s);
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// get internal XYStatData
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const XYStatData & getData(void);
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// fit
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SampleFitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
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const std::vector<const DoubleModel *> &v);
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SampleFitResult fit(Minimizer &minimizer, const DVec &init,
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const std::vector<const DoubleModel *> &v);
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template <typename... Ts>
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SampleFitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
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const DoubleModel &model, const Ts... models);
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template <typename... Ts>
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SampleFitResult fit(Minimizer &minimizer, const DVec &init,
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const DoubleModel &model, const Ts... models);
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// residuals
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XYSampleData getResiduals(const SampleFitResult &fit);
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XYSampleData getPartialResiduals(const SampleFitResult &fit, const DVec &x,
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const Index i);
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private:
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// buffer list of x vectors
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void scheduleXMapInit(void);
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void updateXMap(void);
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// schedule data initilization from samples
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void scheduleDataInit(void);
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// variance matrix computation
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void scheduleComputeVarMat(void);
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void computeVarMat(void);
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// create data
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virtual void createXData(const std::string name, const Index nData);
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virtual void createYData(const std::string name);
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private:
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std::vector<std::map<Index, DSample>> yData_;
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std::vector<std::vector<DSample>> xData_;
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std::map<Index, DMatSample> xMap_;
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XYStatData data_;
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Index nSample_, dataSample_{central};
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bool initData_{true}, computeVarMat_{true};
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bool initXMap_{true};
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};
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/******************************************************************************
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* XYSampleData template implementation *
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******************************************************************************/
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template <typename... Ts>
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void XYSampleData::setUnidimData(const DMatSample &xData, const Ts & ...yDatas)
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{
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static_assert(static_or<std::is_assignable<DMatSample, Ts>::value...>::value,
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"y data arguments are not compatible with DMatSample");
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std::vector<const DMatSample *> v{&yDatas...};
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setUnidimData(xData, v);
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}
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template <typename... Ts>
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SampleFitResult XYSampleData::fit(std::vector<Minimizer *> &minimizer,
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const DVec &init,
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const DoubleModel &model, const Ts... models)
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{
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static_assert(static_or<std::is_assignable<DoubleModel &, Ts>::value...>::value,
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"model arguments are not compatible with DoubleModel");
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std::vector<const DoubleModel *> modelVector{&model, &models...};
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return fit(minimizer, init, modelVector);
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}
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template <typename... Ts>
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SampleFitResult XYSampleData::fit(Minimizer &minimizer, const DVec &init,
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const DoubleModel &model, const Ts... models)
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{
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static_assert(static_or<std::is_assignable<DoubleModel &, Ts>::value...>::value,
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"model arguments are not compatible with DoubleModel");
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std::vector<Minimizer *> mv{&minimizer};
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return fit(mv, init, model, models...);
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}
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END_LATAN_NAMESPACE
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#endif // Latan_XYSampleData_hpp_
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