XYStatData: various fixes and improvement, fit is now working

examples/exFit.cpp

@@ -1,46 +1,51 @@
 #include <iostream>
+#include <cmath>
+#include <LatAnalyze/CompiledModel.hpp>
+#include <LatAnalyze/MinuitMinimizer.hpp>
+#include <LatAnalyze/RandGen.hpp>
 #include <LatAnalyze/XYStatData.hpp>
 
 using namespace std;
 using namespace Latan;
 
+const Index  nPoint = 30;
+const double xErr = .01, yErr   = .1;
+const double exactPar[2] = {0.5,5.0}, dx = 10.0/static_cast<double>(nPoint);
+
 int main(void)
 {
-    XYStatData f;
+    // generate fake data
+    XYStatData  data;
+    RandGen     rg;
+    double      x_k, y_k;
+    DoubleModel f([](const double *x, const double *p)
+                  {return p[1]*exp(-x[0]*p[0]);}, 1, 2);
     
-    f.addYDim("q1");
+    data.addXDim("x", nPoint);
-    f.addYDim("q2");
+    data.addYDim("y");
-    f.addXDim("x1", 6);
+    for (Index k = 0; k < nPoint; ++k)
-    f.addXDim("x2", 5);
+    {
-    f.addXDim("x3", 5);
+        x_k          = k*dx + rg.gaussian(0.0, xErr);
-    f.y(f.dataIndex(0,0,0), 0) = 2;
+        y_k          = f(&x_k, exactPar) + rg.gaussian(0.0, yErr);
-    f.y(f.dataIndex(1,1,1), 0) = 4;
+        printf("% 8e % 8e % 8e % 8e\n", x_k, xErr, y_k, yErr);
-    f.y(f.dataIndex(2,2,2), 0) = 5;
+        data.x(k) = x_k;
-    f.y(f.dataIndex(2,3,3), 0) = 10;
+        data.y(k) = y_k;
-    f.y(f.dataIndex(0,0,0), 1) = 1;
+    }
-    f.y(f.dataIndex(1,1,1), 1) = 2;
+    cout << endl;
-    f.y(f.dataIndex(2,2,3), 1) = 4;
+    data.setXError(0, DVec::Constant(nPoint, xErr));
-    f.fitPoint(false, f.dataIndex(2,2,2), 0);
+    data.setYError(0, DVec::Constant(nPoint, yErr));
-    f.fitPoint(false, f.dataIndex(1,1,1), 1);
+    cout << data << endl;
-    f.assumeXXCorrelated(true, 0, 0, 1, 0);
+    
-    f.assumeXXCorrelated(true, 0, 1, 1, 1);
+    // fit
-    f.assumeXXCorrelated(true, 0, 2, 1, 2);
+    DVec init = DVec::Constant(2, 0.5);
-    f.assumeXXCorrelated(true, 0, 0, 1, 2);
+    FitResult p;
-    f.assumeXXCorrelated(true, 3, 2, 4, 2);
+    MinuitMinimizer minimizer;
-    f.assumeYYCorrelated(true, f.dataIndex(0,0,0), 0, f.dataIndex(2,3,3), 0);
+    
-    f.assumeYYCorrelated(true, f.dataIndex(0,0,0), 1, f.dataIndex(2,2,3), 1);
+    minimizer.setVerbosity(MinuitMinimizer::Verbosity::Debug);
-    f.assumeXYCorrelated(true, 0, 0, f.dataIndex(1,1,1), 0);
+    p = data.fit(minimizer, init, f);
-    f.assumeXExact(true, 0);
+    cout << "a= " << p(0) << " b= " << p(1);
-    f.assumeXExact(true, 1);
+    cout << " chi^2/ndof= " << p.getChi2PerDof();
-    f.assumeXExact(true, 2);
+    cout << " p-value= " << p.getPValue() <<endl;
-    cout << f << endl;
-    f.setXXVar(0, 0, DMat::Identity(6, 6));
-    f.setXXVar(0, 2, DMat::Identity(6, 5));
-    f.setXXVar(1, 1, DMat::Identity(5, 5));
-    f.setXXVar(2, 2, DMat::Identity(5, 5));
-    DEBUG_MAT(f.makeCorrFilter());
-    DEBUG_MAT(f.getFitVar());
-    DEBUG_MAT(f.getFitVar().cwiseProduct(f.makeCorrFilter()));
     
     return EXIT_SUCCESS;
 }

lib/FitInterface.cpp

@@ -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)

lib/FitInterface.hpp

@@ -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);

lib/XYStatData.cpp

@@ -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();
+        fitVar_    = fitVar_.cwiseProduct(makeCorrFilter());
-        initVarMat_ = false;
+        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;
 }
 
 

lib/XYStatData.hpp

@@ -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                                   *
  ******************************************************************************/