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XYStatData: various fixes and improvement, fit is now working

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This commit is contained in:
Antonin Portelli
2016-03-16 13:05:56 +00:00
parent 9f67ead605
commit 9bc9288dfb
5 changed files with 87 additions and 51 deletions
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17
lib/FitInterface.cpp
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@ -253,7 +253,7 @@ void FitInterface::assumeXXCorrelated(const bool isCorr, const Index r1,
{
addCorr(xxCorr_, isCorr, c);
}
scheduleLayoutInit();
scheduleFitVarMatInit();
}
void FitInterface::assumeYYCorrelated(const bool isCorr, const Index k1,
@ -268,7 +268,7 @@ void FitInterface::assumeYYCorrelated(const bool isCorr, const Index k1,
{
addCorr(yyCorr_, isCorr, c);
}
scheduleLayoutInit();
scheduleFitVarMatInit();
}
void FitInterface::assumeXYCorrelated(const bool isCorr, const Index r,
@ -280,7 +280,7 @@ void FitInterface::assumeXYCorrelated(const bool isCorr, const Index r,
checkXIndex(r, i);
checkPoint(k, j);
addCorr(xyCorr_, isCorr, c);
scheduleLayoutInit();
scheduleFitVarMatInit();
}
// tests ///////////////////////////////////////////////////////////////////////
@ -387,6 +387,17 @@ void FitInterface::registerDataPoint(const Index k, const Index j)
void FitInterface::scheduleLayoutInit(void)
{
initLayout_ = true;
scheduleFitVarMatInit();
}
void FitInterface::scheduleFitVarMatInit(const bool init)
{
initVarMat_ = init;
}
bool FitInterface::initVarMat(void)
{
return initVarMat_;
}
void FitInterface::updateLayout(void)

4
lib/FitInterface.hpp
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@ -105,6 +105,8 @@ protected:
virtual void createYData(void) = 0;
// global layout management
void scheduleLayoutInit(void);
void scheduleFitVarMatInit(const bool init = true);
bool initVarMat(void);
void updateLayout(void);
Index indX(const Index r, const Index i) const;
Index indY(const Index k, const Index j) const;
@ -118,7 +120,7 @@ private:
std::vector<std::map<Index, bool>> yDataIndex_;
std::set<std::array<Index, 4>> xxCorr_, yyCorr_, xyCorr_;
Index maxDataIndex_{1};
bool initLayout_{true};
bool initLayout_{true}, initVarMat_{true};
};
std::ostream & operator<<(std::ostream &out, FitInterface &f);

24
lib/XYStatData.cpp
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@ -205,6 +205,11 @@ FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
// check model consistency
checkModelVec(v);
// buffering
updateLayout();
updateFitVarMat();
updateChi2DataVec();
// get number of parameters
Index nPar = v[0]->getNPar();
Index totalNPar = nPar + layout.totalXSize;
@ -225,8 +230,6 @@ FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
FitResult result;
DVec totalInit(totalNPar);
updateFitVarMat();
updateChi2DataVec();
totalInit.segment(0, nPar) = init;
totalInit.segment(nPar, layout.totalXSize) =
chi2DataVec_.segment(layout.totalYSize, layout.totalXSize);
@ -280,11 +283,6 @@ void XYStatData::resizeVarMat(void)
}
// schedule buffer computation /////////////////////////////////////////////////
void XYStatData::scheduleFitVarMatInit(void)
{
initVarMat_ = true;
}
void XYStatData::scheduleXMapInit(void)
{
initXMap_ = true;
@ -298,7 +296,7 @@ void XYStatData::scheduleChi2DataVecInit(void)
// buffer total fit variance matrix ////////////////////////////////////////////
void XYStatData::updateFitVarMat(void)
{
if (initVarMat_)
if (initVarMat())
{
updateLayout();
@ -378,8 +376,9 @@ void XYStatData::updateFitVarMat(void)
chi2DataVec_.resize(layout.totalSize);
chi2ModVec_.resize(layout.totalSize);
chi2Vec_.resize(layout.totalSize);
fitVarInv_ = fitVar_.pInverse();
initVarMat_ = false;
fitVar_ = fitVar_.cwiseProduct(makeCorrFilter());
fitVarInv_ = fitVar_.pInverse();
scheduleFitVarMatInit(false);
}
}
@ -419,6 +418,7 @@ void XYStatData::updateChi2DataVec(void)
{
Index a = 0, j, k, i, r;
updateLayout();
for (Index jfit = 0; jfit < layout.nYFitDim; ++jfit)
for (Index sfit = 0; sfit < layout.ySize[jfit]; ++sfit)
{
@ -442,6 +442,8 @@ void XYStatData::updateChi2DataVec(void)
void XYStatData::updateChi2ModVec(const DVec p,
const vector<const DoubleModel *> &v)
{
updateLayout();
Index nPar = v[0]->getNPar(), a = 0, j, k;
auto &par = p.segment(0, nPar), &xsi = p.segment(nPar, layout.totalXSize);
@ -454,7 +456,7 @@ void XYStatData::updateChi2ModVec(const DVec p,
chi2ModVec_(a) = (*v[j])(xMap_[k].data(), par.data());
a++;
}
chi2ModVec_.segment(a, layout.totalSize) = xsi;
chi2ModVec_.segment(a, layout.totalXSize) = xsi;
}

20
lib/XYStatData.hpp
View File

@ -83,6 +83,9 @@ public:
// fit
FitResult fit(Minimizer &minimizer, const DVec &init,
const std::vector<const DoubleModel *> &v);
template <typename... Ts>
FitResult fit(Minimizer &minimizer, const DVec &init,
const DoubleModel &model, const Ts... models);
protected:
// create data
virtual void createXData(const Index nData);
@ -90,7 +93,6 @@ protected:
void resizeVarMat(void);
private:
// schedule buffer computation
void scheduleFitVarMatInit(void);
void scheduleXMapInit(void);
void scheduleChi2DataVecInit(void);
// buffer total fit variance matrix
@ -108,11 +110,25 @@ private:
Mat<DMat> xxVar_, yyVar_, xyVar_;
DMat fitVar_, fitVarInv_;
DVec chi2DataVec_, chi2ModVec_, chi2Vec_;
bool initVarMat_{true};
bool initXMap_{true};
bool initChi2DataVec_{true};
};
/******************************************************************************
* XYStatData template implementation *
******************************************************************************/
template <typename... Ts>
FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
const DoubleModel &model, const Ts... models)
{
static_assert(static_or<std::is_assignable<DoubleModel &, Ts>::value...>::value,
"model arguments are not compatible with DoubleModel");
std::vector<const DoubleModel *> modelVector{&model, &models...};
return fit(minimizer, init, modelVector);
}
/******************************************************************************
* error check macros *
******************************************************************************/