normalised residuals routines

lib/Statistics/XYSampleData.cpp

@@ -346,6 +346,29 @@ XYSampleData XYSampleData::getResiduals(const SampleFitResult &fit)
     return res;
 }
 
+XYSampleData XYSampleData::getNormalisedResiduals(const SampleFitResult &fit)
+{
+    XYSampleData res(*this);
+    
+    for (Index j = 0; j < getNYDim(); ++j)
+    {
+        const DoubleFunctionSample &f   = fit.getModel(_, j);
+        
+        for (auto &p: yData_[j])
+        {
+            res.y(p.first, j) -= f(x(p.first));
+        }
+
+        const DMat &var = res.getYYVar(j, j);
+        for (auto &p: yData_[j])
+        {
+            res.y(p.first, j) /= sqrt(var(p.first, p.first));
+        }
+    }
+    
+    return res;
+}
+
 XYSampleData XYSampleData::getPartialResiduals(const SampleFitResult &fit,
                                                const DVec &ref, const Index i)
 {

lib/Statistics/XYSampleData.hpp

@@ -111,6 +111,7 @@ public:
                         const DoubleModel &model, const Ts... models);
     // residuals
     XYSampleData getResiduals(const SampleFitResult &fit);
+    XYSampleData getNormalisedResiduals(const SampleFitResult &fit);
     XYSampleData getPartialResiduals(const SampleFitResult &fit, const DVec &x,
                                      const Index i);
 private:

lib/Statistics/XYStatData.cpp

@@ -379,6 +379,24 @@ XYStatData XYStatData::getResiduals(const FitResult &fit)
     return res;
 }
 
+XYStatData XYStatData::getNormalisedResiduals(const FitResult &fit)
+{
+    XYStatData res(*this);
+    
+    for (Index j = 0; j < getNYDim(); ++j)
+    {
+        const DoubleFunction &f = fit.getModel(j);
+        
+        for (auto &p: yData_[j])
+        {
+            res.y(p.first, j) -= f(x(p.first));
+            res.y(p.first, j) /= sqrt(getYYVar(j, j)(p.first, p.first));
+        }
+    }
+    
+    return res;
+}
+
 XYStatData XYStatData::getPartialResiduals(const FitResult &fit,
                                            const DVec &ref, const Index i)
 {

lib/Statistics/XYStatData.hpp

@@ -104,6 +104,7 @@ public:
                   const DoubleModel &model, const Ts... models);
     // residuals
     XYStatData getResiduals(const FitResult &fit);
+    XYStatData getNormalisedResiduals(const FitResult &fit);
     XYStatData getPartialResiduals(const FitResult &fit, const DVec &ref,
                                    const Index i);
 protected: