first commit for the new fit interface

examples/Makefile.am

@@ -26,7 +26,7 @@ noinst_PROGRAMS =           \
     exRootFinder
 
 if HAVE_MINUIT
-noinst_PROGRAMS += exMin
+noinst_PROGRAMS += exFit exMin
 endif
 
 exCompiledDoubleFunction_SOURCES = exCompiledDoubleFunction.cpp
@@ -37,6 +37,12 @@ exDerivative_SOURCES             = exDerivative.cpp
 exDerivative_CFLAGS              = -g -O2
 exDerivative_LDFLAGS             = -L../lib/.libs -lLatAnalyze
 
+if HAVE_MINUIT
+exFit_SOURCES                    = exFit.cpp
+exFit_CFLAGS                     = -g -O2
+exFit_LDFLAGS                    = -L../lib/.libs -lLatAnalyze
+endif
+
 exInterp_SOURCES                 = exInterp.cpp
 exInterp_CFLAGS                  = -g -O2
 exInterp_LDFLAGS                 = -L../lib/.libs -lLatAnalyze

examples/exFit.cpp

@@ -1,54 +1,17 @@
 #include <iostream>
-#include <cmath>
+#include <LatAnalyze/FitInterface.hpp>
-#include <LatAnalyze/CompiledModel.hpp>
-#include <LatAnalyze/MinuitMinimizer.hpp>
-#include <LatAnalyze/Plot.hpp>
-#include <LatAnalyze/RandGen.hpp>
-#include <LatAnalyze/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
+    FitInterface f;
-    XYStatData  data(nPoint, 1, 1);
-    RandGen     rg;
-    double      x_k, y_k;
-    DoubleModel f = compile("return p_1*exp(-x_0*p_0);", 1, 2);
-
-    for (Index k = 0; k < nPoint; ++k)
-    {
-        x_k          = k*dx;
-        y_k          = f(&x_k, exactPar) + rg.gaussian(0.0, 0.1);
-        cout << x_k << " " << y_k << " " << 0.1 << endl;
-        data.x(0, k) = x_k;
-        data.y(0, k) = y_k;
-    }
-    data.yyVar(0, 0).diagonal() = DMat::Constant(nPoint, 1, 0.1*0.1);
-    data.assumeXExact(0);
-
-    // fit
-    DVec init = DVec::Constant(2, 0.5);
-    FitResult p;
-    MinuitMinimizer minimizer;
     
-    data.fitAllPoints();
+    f.addXDim("a", 3);
-    p = data.fit(minimizer, init, f);
+    f.addXDim("b", 4);
-    
+    f.addXDim("c", 3);
-    cout << "a= " << p(0) << " b= " << p(1);
+    f.addYDim("y");
-    cout << " chi^2/ndof= " << p.getChi2PerDof();
-    cout << " p-value= " << p.getPValue() <<endl;
-
-    // plot result
-    Plot plot;
-    
-    plot << LogScale(Axis::y) << PlotData(data);
-    plot << Color("rgb 'blue'") << PlotFunction(p.getModel(), 0.0, 10.0);
-    plot.display();
     
     return EXIT_SUCCESS;
 }

examples/exFit.old.cpp

@@ -0,0 +1,54 @@
+#include <iostream>
+#include <cmath>
+#include <LatAnalyze/CompiledModel.hpp>
+#include <LatAnalyze/MinuitMinimizer.hpp>
+#include <LatAnalyze/Plot.hpp>
+#include <LatAnalyze/RandGen.hpp>
+#include <LatAnalyze/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, y_k;
+    DoubleModel f = compile("return p_1*exp(-x_0*p_0);", 1, 2);
+
+    for (Index k = 0; k < nPoint; ++k)
+    {
+        x_k          = k*dx;
+        y_k          = f(&x_k, exactPar) + rg.gaussian(0.0, 0.1);
+        cout << x_k << " " << y_k << " " << 0.1 << endl;
+        data.x(0, k) = x_k;
+        data.y(0, k) = y_k;
+    }
+    data.yyVar(0, 0).diagonal() = DMat::Constant(nPoint, 1, 0.1*0.1);
+    data.assumeXExact(0);
+
+    // fit
+    DVec init = DVec::Constant(2, 0.5);
+    FitResult p;
+    MinuitMinimizer minimizer;
+    
+    data.fitAllPoints();
+    p = data.fit(minimizer, init, f);
+    
+    cout << "a= " << p(0) << " b= " << p(1);
+    cout << " chi^2/ndof= " << p.getChi2PerDof();
+    cout << " p-value= " << p.getPValue() <<endl;
+
+    // plot result
+    Plot plot;
+    
+    plot << LogScale(Axis::y) << PlotData(data);
+    plot << Color("rgb 'blue'") << PlotFunction(p.getModel(), 0.0, 10.0);
+    plot.display();
+    
+    return EXIT_SUCCESS;
+}

lib/FitInterface.cpp

@@ -0,0 +1,74 @@
+/*
+ * FitInterface.cpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2016 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 <LatAnalyze/FitInterface.hpp>
+#include <LatAnalyze/includes.hpp>
+
+using namespace std;
+using namespace Latan;
+
+/******************************************************************************
+ *                     FitInterface implementation                            *
+ ******************************************************************************/
+// constructor /////////////////////////////////////////////////////////////////
+FitInterface::FitInterface(void)
+{}
+
+// add dimensions //////////////////////////////////////////////////////////////
+void FitInterface::addXDim(const string name, const Index nData)
+{
+    xDimName_.push_back(name);
+    xSize_.push_back(nData);
+    xIndex_[name] = xDimName_.size();
+    updateYSize();
+}
+
+void FitInterface::addYDim(const string name)
+{
+    yDimName_.push_back(name);
+    yIndex_[name] = yDimName_.size();
+}
+
+unsigned int FitInterface::getNXDim(void)
+{
+    return xDimName_.size();
+}
+
+unsigned int FitInterface::getNYDim(void)
+{
+    return yDimName_.size();
+}
+
+void FitInterface::updateYSize(void)
+{
+    ySize_ = 1;
+    for (Index size: xSize_)
+    {
+        ySize_ *= size;
+    }
+    isFitPoint_.resize(ySize_);
+    isFitPoint_.fill(1);
+}
+
+// enable fit points ///////////////////////////////////////////////////////////
+void FitInterface::fitPoint(const bool isFitPoint, const Index j)
+{
+    DEBUG_VAR(j);
+    isFitPoint_(j) = isFitPoint ? 1 : 0;
+}

lib/FitInterface.hpp

@@ -0,0 +1,100 @@
+/*
+ * FitInterface.hpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2016 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_FitInterface_hpp_
+#define Latan_FitInterface_hpp_
+
+#include <LatAnalyze/Global.hpp>
+
+BEGIN_LATAN_NAMESPACE
+
+/******************************************************************************
+ *                             FitInterface                                   *
+ ******************************************************************************/
+
+class FitInterface
+{
+public:
+    // constructor
+    FitInterface(void);
+    // destructor
+    virtual ~FitInterface(void) = default;
+    // add dimensions
+    void         addXDim(const std::string name, const Index nData);
+    void         addYDim(const std::string name);
+    unsigned int getNXDim(void);
+    unsigned int getNYDim(void);
+    // Y dimension index helper
+    template <typename... Ts>
+    Index yIndex(const Ts... is);
+    // enable fit points
+    void fitPoint(const bool isFitPoint, const Index j);
+private:
+    void updateYSize(void);
+private:
+    std::vector<std::string>     xDimName_, yDimName_;
+    std::map<std::string, Index> xIndex_, yIndex_;
+    std::vector<Index>           xSize_;
+    Index                        ySize_;
+public:
+    IVec                         isFitPoint_;
+};
+
+/******************************************************************************
+ *                  FitInterface template implementation                      *
+ ******************************************************************************/
+// Y dimension index helper ////////////////////////////////////////////////////
+template <typename... Ts>
+Index FitInterface::yIndex(const Ts... is)
+{
+    static_assert(static_or<std::is_convertible<Index, Ts>::value...>::value,
+                  "fitPoint arguments are not compatible with Index");
+    
+    constexpr size_t n = sizeof...(is);
+    
+    if (n != getNXDim())
+    {
+        LATAN_ERROR(Size, "number of arguments and number of X dimensions "
+                          "mismatch");
+    }
+    
+    constexpr std::array<Index, sizeof...(is)> i = {is...};
+    Index                                      j;
+    
+    for (unsigned int d = 0; d < n; ++d)
+    {
+        if (i[d] >= xSize_[d])
+        {
+            LATAN_ERROR(Range, "index in X dimension " + strFrom(d)
+                               + " out of range");
+        }
+    }
+    j = xSize_[1]*i[0];
+    for (unsigned int d = 1; d < n-1; ++d)
+    {
+        j = xSize_[d+1]*(i[d] + j);
+    }
+    j += i[n-1];
+
+    return j;
+}
+
+END_LATAN_NAMESPACE
+
+#endif // Latan_FitInterface_hpp_

lib/Makefile.am

@@ -23,6 +23,7 @@ libLatAnalyze_la_SOURCES = \
     Derivative.cpp         \
     Exceptions.cpp         \
     File.cpp               \
+    FitInterface.cpp       \
     Function.cpp           \
     Global.cpp             \
     GslHybridRootFinder.cpp\
@@ -55,6 +56,7 @@ libLatAnalyze_la_HEADERS = \
     Exceptions.hpp         \
     Function.hpp           \
     File.hpp               \
+    FitInterface.hpp       \
     Global.hpp             \
     GslHybridRootFinder.hpp\
     GslQagsIntegrator.hpp  \