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XY data: user can pass a sequence of minimisers to perform a fit

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This commit is contained in:
Antonin Portelli 2016-04-01 21:38:49 +01:00
parent b3c2b17eef
commit c294553991
4 changed files with 91 additions and 14 deletions
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23
lib/XYSampleData.cpp
View File

@ -250,7 +250,8 @@ const XYStatData & XYSampleData::getData(void)
}
// fit /////////////////////////////////////////////////////////////////////////
SampleFitResult XYSampleData::fit(Minimizer &minimizer, const DVec &init,
SampleFitResult XYSampleData::fit(std::vector<Minimizer *> &minimizer,
const DVec &init,
const std::vector<const DoubleModel *> &v)
{
computeVarMat();
@ -265,12 +266,17 @@ SampleFitResult XYSampleData::fit(Minimizer &minimizer, const DVec &init,
FOR_STAT_ARRAY(result, s)
{
setDataToSample(s);
sampleResult = data_.fit(minimizer, initCopy, v);
if (s == central)
{
sampleResult = data_.fit(minimizer, initCopy, v);
}
else
{
sampleResult = data_.fit(*(minimizer.back()), initCopy, v);
}
initCopy = sampleResult.segment(0, initCopy.size());
result[s] = sampleResult;
result.chi2_[s] = sampleResult.getChi2();
for (unsigned int j = 0; j < v.size(); ++j)
{
result.model_[j].resize(nSample_);
@ -284,6 +290,15 @@ SampleFitResult XYSampleData::fit(Minimizer &minimizer, const DVec &init,
return result;
}
SampleFitResult XYSampleData::fit(Minimizer &minimizer,
const DVec &init,
const std::vector<const DoubleModel *> &v)
{
vector<Minimizer *> mv{&minimizer};
return fit(mv, init, v);
}
// schedule data initilization from samples ////////////////////////////////////
void XYSampleData::scheduleDataInit(void)
{

26
lib/XYSampleData.hpp
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@ -92,11 +92,16 @@ public:
// get internal XYStatData
const XYStatData & getData(void);
// fit
SampleFitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
const std::vector<const DoubleModel *> &v);
SampleFitResult fit(Minimizer &minimizer, const DVec &init,
const std::vector<const DoubleModel *> &v);
template <typename... Mods>
template <typename... Ts>
SampleFitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
const DoubleModel &model, const Ts... models);
template <typename... Ts>
SampleFitResult fit(Minimizer &minimizer, const DVec &init,
const DoubleModel &model, const Mods... models);
const DoubleModel &model, const Ts... models);
private:
// schedule data initilization from samples
void scheduleDataInit(void);
@ -118,17 +123,30 @@ private:
* XYSampleData template implementation *
******************************************************************************/
template <typename... Ts>
SampleFitResult XYSampleData::fit(Minimizer &minimizer, const DVec &init,
SampleFitResult XYSampleData::fit(std::vector<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 &");
"model arguments are not compatible with DoubleModel");
std::vector<const DoubleModel *> modelVector{&model, &models...};
return fit(minimizer, init, modelVector);
}
template <typename... Ts>
SampleFitResult XYSampleData::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<Minimizer *> mv{&minimizer};
return fit(mv, init, model, models...);
}
END_LATAN_NAMESPACE
#endif // Latan_XYSampleData_hpp_

37
lib/XYStatData.cpp
View File

@ -24,6 +24,8 @@
using namespace std;
using namespace Latan;
static constexpr double maxXsiDev = 10.;
/******************************************************************************
* FitResult implementation *
******************************************************************************/
@ -220,7 +222,7 @@ const DMat & XYStatData::getFitVarMatPInv(void)
}
// fit /////////////////////////////////////////////////////////////////////////
FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
FitResult XYStatData::fit(vector<Minimizer *> &minimizer, const DVec &init,
const vector<const DoubleModel *> &v)
{
// check model consistency
@ -257,14 +259,31 @@ FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
}
// minimization
FitResult result;
DVec totalInit(totalNPar);
FitResult result;
DVec totalInit(totalNPar);
//// set total init vector
totalInit.segment(0, nPar) = init;
totalInit.segment(nPar, layout.totalXSize) =
chi2DataVec_.segment(layout.totalYSize, layout.totalXSize);
minimizer.setInit(totalInit);
result = minimizer(chi2);
for (auto &m: minimizer)
{
m->setInit(totalInit);
//// do not allow more than maxXsiDev std. deviations on the x-axis
for (Index p = nPar; p < totalNPar; ++p)
{
double err;
err = sqrt(fitVar_.diagonal()(layout.totalYSize + p - nPar));
m->useLowLimit(p);
m->useHighLimit(p);
m->setLowLimit(p, totalInit(p) - maxXsiDev*err);
m->setHighLimit(p, totalInit(p) + maxXsiDev*err);
}
//// minimize and store results
result = (*m)(chi2);
totalInit = result;
}
result.chi2_ = chi2(result);
result.nPar_ = nPar;
result.nDof_ = layout.totalYSize - nPar;
@ -281,6 +300,14 @@ FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
return result;
}
FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
const vector<const DoubleModel *> &v)
{
vector<Minimizer *> mv{&minimizer};
return fit(mv, init, v);
}
// create data /////////////////////////////////////////////////////////////////
void XYStatData::createXData(const std::string name __dumb, const Index nData)
{

19
lib/XYStatData.hpp
View File

@ -87,9 +87,14 @@ public:
const DMat & getFitVarMat(void);
const DMat & getFitVarMatPInv(void);
// fit
FitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
const std::vector<const DoubleModel *> &v);
FitResult fit(Minimizer &minimizer, const DVec &init,
const std::vector<const DoubleModel *> &v);
template <typename... Ts>
FitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
const DoubleModel &model, const Ts... models);
template <typename... Ts>
FitResult fit(Minimizer &minimizer, const DVec &init,
const DoubleModel &model, const Ts... models);
protected:
@ -125,7 +130,7 @@ private:
* XYStatData template implementation *
******************************************************************************/
template <typename... Ts>
FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
FitResult XYStatData::fit(std::vector<Minimizer *> &minimizer, const DVec &init,
const DoubleModel &model, const Ts... models)
{
static_assert(static_or<std::is_assignable<DoubleModel &, Ts>::value...>::value,
@ -136,6 +141,18 @@ FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
return fit(minimizer, init, modelVector);
}
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<Minimizer *> mv{&minimizer};
return fit(mv, init, model, models...);
}
/******************************************************************************
* error check macros *
******************************************************************************/