Merge from AP's develop.

.github/workflows/build-macos.yml

@@ -0,0 +1,26 @@
+name: Build macOS
+
+on: [push]
+
+jobs:
+  build:
+
+    runs-on: macos-11
+
+    steps:
+    - name: Checkout
+      uses: actions/checkout@v2
+    - name: Install basic dependencies
+      run: brew install automake autoconf libtool bison flex
+    - name: Build dependencies
+      shell: bash
+      run: |
+        export PATH=/usr/local/opt/flex/bin:/usr/local/opt/bison/bin:${PATH}
+        cd ci-scripts
+        ./install-deps.sh prefix 6
+    - name: Build LatAnalyze
+      shell: bash
+      run: |
+        export PATH=/usr/local/opt/flex/bin:/usr/local/opt/bison/bin:${PATH}
+        cd ci-scripts
+        ./install-latan.sh prefix 6

.github/workflows/build-ubuntu.yml

@@ -0,0 +1,26 @@
+name: Build Ubuntu
+
+on: [push]
+
+jobs:
+  build:
+
+    runs-on: ubuntu-20.04
+
+    steps:
+    - name: Checkout
+      uses: actions/checkout@v2
+    - name: Install basic dependencies
+      run: |
+        sudo bash -c "$(wget -O - https://apt.llvm.org/llvm.sh)"
+        sudo apt install cmake bison flex
+    - name: Build dependencies
+      shell: bash
+      run: |
+        cd ci-scripts
+        CC=clang CXX=clang++ ./install-deps.sh prefix 6
+    - name: Build LatAnalyze
+      shell: bash
+      run: |
+        cd ci-scripts
+        CC=clang CXX=clang++ ./install-latan.sh prefix 6

.gitignore

@@ -16,6 +16,7 @@ autom4te.cache/*
 *.in~
 config.h*
 configure
+configure~
 .buildutils/*
 aclocal.m4
 

Readme.md

@@ -1,21 +1,6 @@
 # LatAnalyze 
 
-License: GNU General Public License v3
+[![License: GPL v3](https://img.shields.io/badge/License-GPLv3-blue.svg)](https://www.gnu.org/licenses/gpl-3.0) [![DOI](https://zenodo.org/badge/10201777.svg)](https://zenodo.org/badge/latestdoi/10201777)
-
-<table>
-<tr>
-    <td>Last stable release</td>
-    <td><a href="https://travis-ci.org/aportelli/LatAnalyze">
-    <img src="https://travis-ci.org/aportelli/LatAnalyze.svg?branch=master"></a>
-    </td>
-</tr>
-<tr>
-    <td>Development branch</td>
-    <td><a href="https://travis-ci.org/aportelli/LatAnalyze">
-    <img src="https://travis-ci.org/aportelli/LatAnalyze.svg?branch=develop"></a>
-    </td>
-</tr>
-</table>
 
 ## Description
 LatAnalyze is a C++11 library for statistical data analysis based on bootstrap
@@ -164,4 +149,4 @@ Fixes:
 #### v3.0
 Commit `7b4f2884a5e99bbfab4d4bd7623f609a55403c39`.  
 First 'stable' version of LatAnalyze in C++. The v2.0 refers to the [C version](https://github.com/aportelli/LatAnalyze-legacy) and v1.0 to an old undistributed version.  
-**This version compiles fine on OS X with clang but does have many portability issues to other platforms/compilers, v3.1 is the first real release.**
+**This version compiles fine on OS X with clang but does have many portability issues to other platforms/compilers, v3.1 is the first real release.**

ci-scripts/install-deps.sh

@@ -1,15 +1,16 @@
 #!/usr/bin/env bash
 
-if (( $# != 1 )); then
+if (( $# != 2 )); then
-  echo "usage: `basename $0` <prefix>" 1>&2
+  echo "usage: `basename $0` <prefix> <ntasks>" 1>&2
   exit 1
 fi
 PREFIX=$1
+NTASKS=$2
 
 set -ex
 mkdir -p local/build
 for d in gsl nlopt minuit hdf5; do
   if [ ! -e local/.built.${d} ]; then
-    ./install-${d}.sh ${PREFIX}
+    ./install-${d}.sh ${PREFIX} ${NTASKS}
   fi
 done

ci-scripts/install-gsl.sh

@@ -2,11 +2,12 @@
 
 NAME='gsl-2.6'
 
-if (( $# != 1 )); then
+if (( $# != 2 )); then
-  echo "usage: `basename $0` <prefix>" 1>&2
+  echo "usage: `basename $0` <prefix> <ntasks>" 1>&2
   exit 1
 fi
 PREFIX=$1
+NTASKS=$2
 
 set -ex
 INITDIR=$(pwd -P)
@@ -19,7 +20,7 @@ tar -xzvf ${NAME}.tar.gz
 mkdir -p ${NAME}/build
 cd ${NAME}/build
 ../configure --prefix=${PREFIX}
-make -j4 
+make -j${NTASKS}
 make install
 cd ${INITDIR}/local
 touch .built.gsl

ci-scripts/install-hdf5.sh

@@ -1,12 +1,13 @@
 #!/usr/bin/env bash
 
-NAME='hdf5-1.10.5'
+NAME='hdf5-1.10.8'
 
-if (( $# != 1 )); then
+if (( $# != 2 )); then
-  echo "usage: `basename $0` <prefix>" 1>&2
+  echo "usage: `basename $0` <prefix> <ntasks>" 1>&2
   exit 1
 fi
 PREFIX=$1
+NTASKS=$2
 
 set -ex
 INITDIR=$(pwd -P)
@@ -19,7 +20,7 @@ tar -xzvf ${NAME}.tar.gz
 mkdir ${NAME}/build
 cd ${NAME}/build
 ../configure --prefix=${PREFIX} --enable-cxx
-make -j4 
+make -j${NTASKS}
 make install
 cd ${INITDIR}/local
 touch .built.hdf5

ci-scripts/install-latan.sh

@@ -1,10 +1,11 @@
 #!/usr/bin/env bash
 
-if (( $# != 1 )); then
+if (( $# != 2 )); then
-  echo "usage: `basename $0` <prefix>" 1>&2
+  echo "usage: `basename $0` <prefix> <ntasks>" 1>&2
   exit 1
 fi
 PREFIX=$1
+NTASKS=$2
 
 set -ex
 INITDIR=$(pwd -P)
@@ -12,11 +13,11 @@ mkdir -p ${PREFIX}
 cd ${PREFIX}
 PREFIX=$(pwd -P)
 cd ${INITDIR}
-./install-deps.sh ${PREFIX}
+./install-deps.sh ${PREFIX} ${NTASKS}
 cd ..
 ./bootstrap.sh
 mkdir -p build
 cd build
-../configure --prefix=${PREFIX} --with-minuit=${PREFIX} --with-nlopt=${PREFIX} --with-hdf5=${PREFIX} --with-gsl=${PREFIX} CXXFLAGS="${CXXFLAGS} -O3 -march=haswell -mtune=haswell"
+../configure --prefix=${PREFIX} --with-minuit=${PREFIX} --with-nlopt=${PREFIX} --with-hdf5=${PREFIX} --with-gsl=${PREFIX} CXXFLAGS="${CXXFLAGS} -O3 -march=native -mtune=native"
-make -j4
+make -j${NTASKS}
 make install

ci-scripts/install-minuit.sh

@@ -1,12 +1,12 @@
 #!/usr/bin/env bash
 
-NAME='Minuit2-5.34.14'
 
-if (( $# != 1 )); then
+if (( $# != 2 )); then
-  echo "usage: `basename $0` <prefix>" 1>&2
+  echo "usage: `basename $0` <prefix> <ntasks>" 1>&2
   exit 1
 fi
 PREFIX=$1
+NTASKS=$2
 
 set -ex
 INITDIR=$(pwd -P)
@@ -14,12 +14,12 @@ mkdir -p ${PREFIX}
 cd ${PREFIX}
 PREFIX=$(pwd -P)
 cd ${INITDIR}/local/build
-wget http://www.cern.ch/mathlibs/sw/5_34_14/Minuit2/${NAME}.tar.gz
+rm -rf root
-tar -xzvf ${NAME}.tar.gz
+git clone https://github.com/root-project/root.git
-mkdir -p ${NAME}/build
+cd root/math/minuit2/
-cd ${NAME}/build
+mkdir build; cd build
-../configure --prefix=${PREFIX} --disable-openmp
+cmake .. -Dminuit2_standalone=ON -DCMAKE_INSTALL_PREFIX=${PREFIX}
-make -j4 
+make -j${NTASKS}
 make install
 cd ${INITDIR}/local
 touch .built.minuit

ci-scripts/install-nlopt.sh

@@ -2,11 +2,12 @@
 
 NAME='2.6.1'
 
-if (( $# != 1 )); then
+if (( $# != 2 )); then
-  echo "usage: `basename $0` <prefix>" 1>&2
+  echo "usage: `basename $0` <prefix> <ntasks>" 1>&2
   exit 1
 fi
 PREFIX=$1
+NTASKS=$2
 
 set -ex
 INITDIR=$(pwd -P)
@@ -20,7 +21,7 @@ NAME=nlopt-${NAME}
 mkdir -p ${NAME}/build
 cd ${NAME}/build
 cmake -DCMAKE_INSTALL_PREFIX=${PREFIX} -DCMAKE_BUILD_WITH_INSTALL_NAME_DIR=TRUE -DCMAKE_INSTALL_NAME_DIR="${PREFIX}/lib" ..
-make -j4 
+make -j${NTASKS}
 make install
 cd ${INITDIR}/local
 touch .built.nlopt

configure.ac

@@ -36,7 +36,7 @@ AC_ARG_WITH([gsl],
 AC_ARG_WITH([minuit],
     [AS_HELP_STRING([--with-minuit=prefix],
 		[try this for a non-standard install prefix of the Minuit2 library])],
-    [AM_CXXFLAGS="$AM_CXXFLAGS -I$with_minuit/include"]
+    [AM_CXXFLAGS="$AM_CXXFLAGS -I$with_minuit/include -I$with_minuit/include/Minuit2 -I$with_minuit/include/Fit"]
 	[AM_LDFLAGS="$AM_LDFLAGS -L$with_minuit/lib"])
 AC_ARG_WITH([nlopt],
     [AS_HELP_STRING([--with-nlopt=prefix],
@@ -74,6 +74,7 @@ CXXFLAGS_CPY=$CXXFLAGS
 LDFLAGS_CPY=$LDFLAGS
 CXXFLAGS="$AM_CXXFLAGS $CXXFLAGS"
 LDFLAGS="$AM_LDFLAGS $LDFLAGS"
+AC_CHECK_LIB([pthread],[pthread_create],[],[AC_MSG_ERROR([pthread library not found])])
 AC_CHECK_LIB([m],[cos],[],[AC_MSG_ERROR([libm library not found])])
 AC_CHECK_LIB([gslcblas],[cblas_dgemm],[],
              [AC_MSG_ERROR([GSL CBLAS library not found])])
@@ -90,10 +91,10 @@ AC_CHECK_LIB([hdf5_cpp],[H5Fopen],
     [AC_MSG_ERROR([HDF5 library not found])], [-lhdf5])
 SAVED_LDFLAGS=$LDFLAGS
 LDFLAGS="$LDFLAGS -lMinuit2"
-AC_MSG_CHECKING([for ROOT::Minuit2::BasicMinimumError in -lMinuit2]);
+AC_MSG_CHECKING([for ROOT::Minuit2::VariableMetricMinimizer in -lMinuit2]);
 AC_LINK_IFELSE(
-	[AC_LANG_PROGRAM([#include <Minuit2/BasicMinimumError.h>],
+	[AC_LANG_PROGRAM([#include <Minuit2/VariableMetricMinimizer.h>],
-	[ROOT::Minuit2::BasicMinimumError dummy(0)])],
+	[ROOT::Minuit2::VariableMetricMinimizer dummy()])],
 	[LIBS="$LIBS -lMinuit2"]
 	[AC_DEFINE([HAVE_MINUIT2],
 				[1],
@@ -103,6 +104,20 @@ AC_LINK_IFELSE(
 	[have_minuit=false]
     [AC_MSG_RESULT([no])])
 AM_CONDITIONAL([HAVE_MINUIT], [test x$have_minuit = xtrue])
+LDFLAGS="$LDFLAGS -lMinuit2Math"
+AC_MSG_CHECKING([for ROOT::Math::MinimizerOptions in -lMinuit2Math]);
+AC_LINK_IFELSE(
+	[AC_LANG_PROGRAM([#include <Minuit2/Math/MinimizerOptions.h>],
+	[ROOT::Math::MinimizerOptions dummy()])],
+	[LIBS="$LIBS -lMinuit2Math"]
+	[AC_DEFINE([HAVE_MINUIT2MATH],
+				[1],
+				[Define to 1 if you have the `Minuit2Math' library (-lMinuit2Math).])]
+    [have_minuitmath=true]
+	[AC_MSG_RESULT([yes])],
+	[have_minuitmath=false]
+    [AC_MSG_RESULT([no])])
+AM_CONDITIONAL([HAVE_MINUITMATH], [test x$have_minuit = xtrue])
 LDFLAGS=$SAVED_LDFLAGS
 CXXFLAGS=$CXXFLAGS_CPY
 LDFLAGS=$LDFLAGS_CPY

examples/Makefile.am

@@ -19,7 +19,8 @@ noinst_PROGRAMS =           \
     exPlot                  \
     exPValue                \
     exRand                  \
-    exRootFinder
+    exRootFinder            \
+    exThreadPool
 
 exCompiledDoubleFunction_SOURCES  = exCompiledDoubleFunction.cpp
 exCompiledDoubleFunction_CXXFLAGS = $(COM_CXXFLAGS)
@@ -73,4 +74,8 @@ exRootFinder_SOURCES              = exRootFinder.cpp
 exRootFinder_CXXFLAGS             = $(COM_CXXFLAGS)
 exRootFinder_LDFLAGS              = -L../lib/.libs -lLatAnalyze
 
+exThreadPool_SOURCES              = exThreadPool.cpp
+exThreadPool_CXXFLAGS             = $(COM_CXXFLAGS)
+exThreadPool_LDFLAGS              = -L../lib/.libs -lLatAnalyze
+
 ACLOCAL_AMFLAGS = -I .buildutils/m4

examples/exThreadPool.cpp

@@ -0,0 +1,29 @@
+#include <LatAnalyze/Core/ThreadPool.hpp>
+
+using namespace std;
+using namespace Latan;
+
+int main(void)
+{
+    ThreadPool pool;
+
+    cout << "Using " << pool.getThreadNum() << " threads" << endl;
+    for (unsigned int i = 1; i <= 20; ++i)
+    {
+        pool.addJob([i, &pool](void)
+        {
+            pool.critical([i](void)
+            {
+                cout << "job " << i << " wait for " << i*100 << " ms" << endl;
+            });
+            this_thread::sleep_for(chrono::milliseconds(i*100));
+            pool.critical([i](void)
+            {
+                cout << "job " << i << " done" << endl;
+            });
+        });
+    }
+    pool.terminate();
+
+    return EXIT_SUCCESS;
+}

lib/Core/EigenPlugin.hpp

@@ -17,7 +17,7 @@
  * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-Derived pInverse(const double tolerance = 1.0e-10)
+Derived pInverse(const double tolerance = 1.0e-10) const
 {
     auto         svd   = jacobiSvd(Eigen::ComputeThinU|Eigen::ComputeThinV);
     const auto   u     = svd.matrixU();
@@ -52,7 +52,7 @@ Derived pInverse(const double tolerance = 1.0e-10)
     return v*s.asDiagonal()*u.transpose();
 }
 
-Derived singularValues(void)
+Derived singularValues(void) const
 {
     auto svd = jacobiSvd();
     

lib/Core/Math.cpp

@@ -29,7 +29,8 @@ using namespace Latan;
  ******************************************************************************/
 DMat MATH_NAMESPACE::varToCorr(const DMat &var)
 {
-    DMat res = var, invDiag = res.diagonal();
+    DMat res = var;
+    DVec invDiag = res.diagonal();
     
     invDiag = invDiag.cwiseInverse().cwiseSqrt();
     res     = (invDiag*invDiag.transpose()).cwiseProduct(res);
@@ -37,6 +38,28 @@ DMat MATH_NAMESPACE::varToCorr(const DMat &var)
     return res;
 }
 
+DMat MATH_NAMESPACE::corrToVar(const DMat &corr, const DVec &varDiag)
+{
+    DMat res = corr;
+    DVec varSqrtDiag = varDiag.cwiseSqrt();
+    
+    res = (varSqrtDiag*varSqrtDiag.transpose()).cwiseProduct(res);
+
+    return res;
+}
+
+double MATH_NAMESPACE::svdDynamicRange(const DMat &mat)
+{
+    DVec s = mat.singularValues();
+
+    return s.maxCoeff()/s.minCoeff();
+}
+
+double MATH_NAMESPACE::svdDynamicRangeDb(const DMat &mat)
+{
+    return 10.*log10(svdDynamicRange(mat));
+}
+
 /******************************************************************************
  *                             Standard C functions                           *
  ******************************************************************************/

lib/Core/Math.hpp

@@ -70,6 +70,11 @@ namespace MATH_NAMESPACE
     
     // convert variance matrix to correlation matrix
     DMat varToCorr(const DMat &var);
+    DMat corrToVar(const DMat &corr, const DVec &varDiag);
+
+    // matrix SVD dynamic range
+    double svdDynamicRange(const DMat &mat);
+    double svdDynamicRangeDb(const DMat &mat);
     
     // Constants
     constexpr double pi  = 3.1415926535897932384626433832795028841970;

lib/Core/Plot.cpp

@@ -112,7 +112,7 @@ PlotHeadCommand::PlotHeadCommand(const string &command)
 }
 
 // PlotData constructor ////////////////////////////////////////////////////////
-PlotData::PlotData(const DMatSample &x, const DMatSample &y)
+PlotData::PlotData(const DMatSample &x, const DMatSample &y, const bool abs)
 {
     if (x[central].rows() != y[central].rows())
     {
@@ -128,10 +128,17 @@ PlotData::PlotData(const DMatSample &x, const DMatSample &y)
     d.col(3)    = y.variance().cwiseSqrt();
     tmpFileName = dumpToTmpFile(d);
     pushTmpFile(tmpFileName);
-    setCommand("'" + tmpFileName + "' u 1:3:2:4 w xyerr");
+    if (!abs)
+    {
+        setCommand("'" + tmpFileName + "' u 1:3:2:4 w xyerr");
+    }
+    else
+    {
+        setCommand("'" + tmpFileName + "' u 1:(abs($3)):2:4 w xyerr");
+    }
 }
 
-PlotData::PlotData(const DVec &x, const DMatSample &y)
+PlotData::PlotData(const DVec &x, const DMatSample &y, const bool abs)
 {
     if (x.rows() != y[central].rows())
     {
@@ -146,10 +153,17 @@ PlotData::PlotData(const DVec &x, const DMatSample &y)
     d.col(2)    = y.variance().cwiseSqrt();
     tmpFileName = dumpToTmpFile(d);
     pushTmpFile(tmpFileName);
-    setCommand("'" + tmpFileName + "' u 1:2:3 w yerr");
+    if (!abs)
+    {
+        setCommand("'" + tmpFileName + "' u 1:2:3 w yerr");
+    }
+    else
+    {
+        setCommand("'" + tmpFileName + "' u 1:(abs($2)):3 w yerr");
+    }
 }
 
-PlotData::PlotData(const DMatSample &x, const DVec &y)
+PlotData::PlotData(const DMatSample &x, const DVec &y, const bool abs)
 {
     if (x[central].rows() != y.rows())
     {
@@ -164,14 +178,29 @@ PlotData::PlotData(const DMatSample &x, const DVec &y)
     d.col(1)    = x.variance().cwiseSqrt();
     tmpFileName = dumpToTmpFile(d);
     pushTmpFile(tmpFileName);
-    setCommand("'" + tmpFileName + "' u 1:3:2 w xerr");
+    if (!abs)
+    {
+        setCommand("'" + tmpFileName + "' u 1:3:2 w xerr");
+    }
+    else
+    {
+        setCommand("'" + tmpFileName + "' u 1:($3):2 w xerr");
+    }
 }
 
-PlotData::PlotData(const XYStatData &data, const Index i, const Index j)
+PlotData::PlotData(const XYStatData &data, const Index i, const Index j, const bool abs)
 {
     string usingCmd, tmpFileName;
     
-    usingCmd    = (data.isXExact(i)) ? "u 1:3:4 w yerr" : "u 1:3:2:4 w xyerr";
+    if (!abs)
+    {
+        usingCmd = (data.isXExact(i)) ? "u 1:3:4 w yerr" : "u 1:3:2:4 w xyerr";
+    }
+    else
+    {
+        usingCmd = (data.isXExact(i)) ? "u 1:(abs($3)):4 w yerr" : "u 1:(abs($3)):2:4 w xyerr";
+    }
+   
     tmpFileName = dumpToTmpFile(data.getTable(i, j));
     pushTmpFile(tmpFileName);
     setCommand("'" + tmpFileName + "' " + usingCmd);
@@ -195,6 +224,24 @@ PlotLine::PlotLine(const DVec &x, const DVec &y)
     setCommand("'" + tmpFileName + "' u 1:2 w lines");
 }
 
+// PlotPoints constructor ////////////////////////////////////////////////////////
+PlotPoints::PlotPoints(const DVec &x, const DVec &y)
+{
+    if (x.size() != y.size())
+    {
+        LATAN_ERROR(Size, "x and y vectors do not have the same size");
+    }
+
+    DMat d(x.size(), 2);
+    string usingCmd, tmpFileName;
+
+    d.col(0)    = x;
+    d.col(1)    = y;
+    tmpFileName = dumpToTmpFile(d);
+    pushTmpFile(tmpFileName);
+    setCommand("'" + tmpFileName + "' u 1:2");
+}
+
 // PlotHLine constructor ///////////////////////////////////////////////////////
 PlotHLine::PlotHLine(const double y)
 {
@@ -217,7 +264,8 @@ PlotBand::PlotBand(const double xMin, const double xMax, const double yMin,
 
 // PlotFunction constructor ////////////////////////////////////////////////////
 PlotFunction::PlotFunction(const DoubleFunction &function, const double xMin,
-                           const double xMax, const unsigned int nPoint)
+                           const double xMax, const unsigned int nPoint,
+                           const bool abs)
 {
     DMat   d(nPoint, 2);
     string tmpFileName;
@@ -230,7 +278,14 @@ PlotFunction::PlotFunction(const DoubleFunction &function, const double xMin,
     }
     tmpFileName = dumpToTmpFile(d);
     pushTmpFile(tmpFileName);
-    setCommand("'" + tmpFileName + "' u 1:2 w lines");
+    if (!abs)
+    {
+        setCommand("'" + tmpFileName + "' u 1:2 w lines");
+    }
+    else
+    {
+        setCommand("'" + tmpFileName + "' u 1:(abs($2)) w lines");
+    }
 }
 
 // PlotPredBand constructor ////////////////////////////////////////////////////

lib/Core/Plot.hpp

@@ -89,10 +89,11 @@ class PlotData: public PlotObject
 {
 public:
     // constructor
-    PlotData(const DMatSample &x, const DMatSample &y);
+    PlotData(const DMatSample &x, const DMatSample &y, const bool abs = false);
-    PlotData(const DVec       &x, const DMatSample &y);
+    PlotData(const DVec       &x, const DMatSample &y, const bool abs = false);
-    PlotData(const DMatSample &x, const DVec       &y);
+    PlotData(const DMatSample &x, const DVec       &y, const bool abs = false);
-    PlotData(const XYStatData &data, const Index i = 0, const Index j = 0);
+    PlotData(const XYStatData &data, const Index i = 0, const Index j = 0, 
+             const bool abs = false);
     // destructor
     virtual ~PlotData(void) = default;
 };
@@ -115,6 +116,15 @@ public:
     virtual ~PlotLine(void) = default;
 };
 
+class PlotPoints: public PlotObject
+{
+public:
+    // constructor
+    PlotPoints(const DVec &x, const DVec &y);
+    // destructor
+    virtual ~PlotPoints(void) = default;
+};
+
 class PlotBand: public PlotObject
 {
 public:
@@ -130,7 +140,8 @@ class PlotFunction: public PlotObject
 public:
     // constructor
     PlotFunction(const DoubleFunction &function, const double xMin,
-                 const double xMax, const unsigned int nPoint = 1000);
+                 const double xMax, const unsigned int nPoint = 1000, 
+                 const bool abs = false);
     // destructor
     virtual ~PlotFunction(void) = default;
 };
@@ -182,6 +193,11 @@ PlotRange(Axis::x, -.5, (m).cols() - .5) <<\
 PlotRange(Axis::y, (m).rows() - .5, -.5) <<\
 PlotMatrixNoRange(m)
 
+#define PlotCorrMatrix(m)\
+PlotHeadCommand("set cbrange [-1:1]") <<\
+PlotHeadCommand("set palette defined (0 'blue', 1 'white', 2 'red')") <<\
+PlotMatrix(m)
+
 /******************************************************************************
  *                             Plot modifiers                                 *
  ******************************************************************************/

lib/Core/ThreadPool.cpp

@@ -0,0 +1,117 @@
+/*
+ * ThreadPool.cpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2021 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/Core/ThreadPool.hpp>
+#include <LatAnalyze/includes.hpp>
+
+using namespace std;
+using namespace Latan;
+
+/******************************************************************************
+ *                         ThreadPool implementation                          *
+ ******************************************************************************/
+// constructors ////////////////////////////////////////////////////////////////
+ThreadPool::ThreadPool(void)
+: ThreadPool(std::thread::hardware_concurrency())
+{}
+
+ThreadPool::ThreadPool(const unsigned int nThreads)
+: nThreads_(nThreads)
+{
+    for (unsigned int t = 0; t < nThreads_; ++t)
+    {
+        threads_.push_back(thread(&ThreadPool::workerLoop, this));
+    }
+}
+
+// destructor //////////////////////////////////////////////////////////////////
+ThreadPool::~ThreadPool(void)
+{
+    terminate();
+}
+
+// get the number of threads ///////////////////////////////////////////////////
+unsigned int ThreadPool::getThreadNum(void) const
+{
+    return nThreads_;
+}
+
+// get the pool mutex for synchronisation //////////////////////////////////////
+std::mutex & ThreadPool::getMutex(void)
+{
+    return mutex_;
+}
+
+// worker loop /////////////////////////////////////////////////////////////////
+void ThreadPool::workerLoop(void)
+{
+    while (true)
+    {
+        Job job;
+        {
+            unique_lock<mutex> lock(mutex_);
+
+            condition_.wait(lock, [this](){
+                return !queue_.empty() || terminatePool_;
+            });
+            if (terminatePool_ and queue_.empty())
+            {
+                return;
+            }
+            job = queue_.front();
+            queue_.pop();
+        }
+        job();
+    }
+}
+
+// add jobs ////////////////////////////////////////////////////////////////////
+void ThreadPool::addJob(Job newJob)
+{
+    {
+        unique_lock<mutex> lock(mutex_);
+
+        queue_.push(newJob);
+    }
+    condition_.notify_one();
+}
+
+// critical section ////////////////////////////////////////////////////////////
+void ThreadPool::critical(Job fn)
+{
+    unique_lock<mutex> lock(mutex_);
+
+    fn();
+}
+
+// wait for completion /////////////////////////////////////////////////////////
+void ThreadPool::terminate(void)
+{
+    {
+        unique_lock<mutex> lock(mutex_);
+
+        terminatePool_ = true;
+    }
+    condition_.notify_all();
+    for (auto &thread: threads_)
+    {
+        thread.join();
+    }
+    threads_.clear();
+}

lib/Core/ThreadPool.hpp

@@ -0,0 +1,56 @@
+/*
+ * ThreadPool.hpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2021 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_ThreadPool_hpp_
+#define Latan_ThreadPool_hpp_
+
+#include <LatAnalyze/Global.hpp>
+
+class ThreadPool
+{
+public:
+    typedef std::function<void(void)> Job;
+public:
+    // constructors/destructor
+    ThreadPool(void);
+    ThreadPool(const unsigned int nThreads);
+    virtual ~ThreadPool(void);
+    // get the number of threads
+    unsigned int getThreadNum(void) const;
+    // get the pool mutex for synchronisation
+    std::mutex & getMutex(void);
+    // add jobs
+    void addJob(Job newJob);
+    // critical section
+    void critical(Job fn);
+    // wait for completion and terminate
+    void terminate(void);
+private:
+    // worker loop
+    void workerLoop(void);
+private:
+    unsigned int             nThreads_;
+    std::condition_variable  condition_;
+    std::vector<std::thread> threads_;
+    bool                     terminatePool_{false};
+    std::queue<Job>          queue_;
+    std::mutex               mutex_;
+};
+
+#endif

lib/Core/stdincludes.hpp

@@ -24,6 +24,7 @@
 #include <array>
 #include <chrono>
 #include <complex>
+#include <condition_variable>
 #include <fstream>
 #include <functional>
 #include <iostream>
@@ -40,6 +41,7 @@
 #include <stack>
 #include <string>
 #include <sstream>
+#include <thread>
 #include <type_traits>
 #include <unordered_map>
 #include <utility>

lib/Makefile.am

@@ -32,6 +32,7 @@ libLatAnalyze_la_SOURCES =           \
     Core/MathParser.ypp              \
     Core/OptParser.cpp               \
     Core/Plot.cpp                    \
+    Core/ThreadPool.cpp              \
     Core/Utilities.cpp               \
     Functional/CompiledFunction.cpp  \
     Functional/CompiledModel.cpp     \
@@ -75,6 +76,7 @@ HPPFILES =                           \
     Core/OptParser.hpp               \
     Core/ParserState.hpp             \
     Core/Plot.hpp                    \
+    Core/ThreadPool.hpp              \
     Core/stdincludes.hpp             \
     Core/Utilities.hpp               \
     Functional/CompiledFunction.hpp  \

lib/Numerical/MinuitMinimizer.cpp

@@ -19,6 +19,20 @@
 
 #include <LatAnalyze/Numerical/MinuitMinimizer.hpp>
 #include <LatAnalyze/includes.hpp>
+
+// forward declaration necessary in the ROOT-based version of Minuit2
+namespace ROOT
+{
+    namespace Fit
+    {
+        class ParameterSettings;
+    };
+};
+
+// macros necessary in the ROOT-based version of Minuit2
+#define ROOT_Math_VecTypes
+#define MATHCORE_STANDALONE
+
 #include <Minuit2/Minuit2Minimizer.h>
 #include <Math/Functor.h>
 

lib/Statistics/MatSample.hpp

@@ -103,6 +103,10 @@ public:
                      const Index nCol);
     // resize all matrices
     void resizeMat(const Index nRow, const Index nCol);
+    // covariance matrix
+    Mat<T> covarianceMatrix(const MatSample<T> &sample) const;
+    Mat<T> varianceMatrix(void) const;
+    Mat<T> correlationMatrix(void) const;
 };
 
 // non-member operators
@@ -379,6 +383,78 @@ void MatSample<T>::resizeMat(const Index nRow, const Index nCol)
     }
 }
 
+// covariance matrix ///////////////////////////////////////////////////////////
+template <typename T>
+Mat<T> MatSample<T>::covarianceMatrix(const MatSample<T> &sample) const
+{
+    if (((*this)[central].cols() != 1) or (sample[central].cols() != 1))
+    {
+        LATAN_ERROR(Size, "samples have more than one column");
+    }
+
+    Index  n1 = (*this)[central].rows(), n2 = sample[central].rows();
+    Index  nSample = this->size();
+    Mat<T> tmp1(n1, nSample), tmp2(n2, nSample), res(n1, n2);
+    Mat<T> s1(n1, 1), s2(n2, 1), one(nSample, 1);
+
+    one.fill(1.);
+    s1.fill(0.);
+    s2.fill(0.);
+    for (unsigned int s = 0; s < nSample; ++s)
+    {
+        s1          += (*this)[s];
+        tmp1.col(s)  = (*this)[s];
+    }
+    tmp1 -= s1*one.transpose()/static_cast<double>(nSample);
+    for (unsigned int s = 0; s < nSample; ++s)
+    {
+        s2          += sample[s];
+        tmp2.col(s)  = sample[s];
+    }
+    tmp2 -= s2*one.transpose()/static_cast<double>(nSample);
+    res   = tmp1*tmp2.transpose()/static_cast<double>(nSample - 1);
+
+    return res;
+}
+
+template <typename T>
+Mat<T> MatSample<T>::varianceMatrix(void) const
+{
+    if ((*this)[central].cols() != 1)
+    {
+        LATAN_ERROR(Size, "samples have more than one column");
+    }
+
+    Index  n1 = (*this)[central].rows();
+    Index  nSample = this->size();
+    Mat<T> tmp1(n1, nSample), res(n1, n1);
+    Mat<T> s1(n1, 1), one(nSample, 1);
+
+    one.fill(1.);
+    s1.fill(0.);
+    for (unsigned int s = 0; s < nSample; ++s)
+    {
+        s1          += (*this)[s];
+        tmp1.col(s)  = (*this)[s];
+    }
+    tmp1 -= s1*one.transpose()/static_cast<double>(nSample);
+    res   = tmp1*tmp1.transpose()/static_cast<double>(nSample - 1);
+
+    return res;
+}
+
+template <typename T>
+Mat<T> MatSample<T>::correlationMatrix(void) const
+{
+    Mat<T> res = varianceMatrix();
+    Mat<T> invDiag(res.rows(), 1);
+
+    invDiag = res.diagonal();
+    invDiag = invDiag.cwiseInverse().cwiseSqrt();
+    res     = (invDiag*invDiag.transpose()).cwiseProduct(res);
+
+    return res;
+}
 
 END_LATAN_NAMESPACE
 

lib/Statistics/StatArray.hpp

@@ -51,14 +51,11 @@ public:
     const T & operator[](const Index s) const;
     // statistics
     void bin(Index binSize);
+    T    sum(const Index pos = 0, const Index n = -1) const;
+    T    meanOld(const Index pos = 0, const Index n = -1) const;
     T    mean(const Index pos = 0, const Index n = -1) const;
-    T    covariance(const StatArray<T, os> &array, const Index pos = 0,
+    T    covariance(const StatArray<T, os> &array) const;
-                    const Index n = -1) const;
+    T    variance(void) const;
-    T    covarianceMatrix(const StatArray<T, os> &array, const Index pos = 0,
-                          const Index n = -1) const;
-    T    variance(const Index pos = 0, const Index n = -1) const;
-    T    varianceMatrix(const Index pos = 0, const Index n = -1) const;
-    T    correlationMatrix(const Index pos = 0, const Index n = -1) const;
     // IO type
     virtual IoType getType(void) const;
 public:
@@ -66,7 +63,7 @@ public:
 };
 
 // reduction operations
-namespace ReducOp
+namespace StatOp
 {
     // general templates
     template <typename T>
@@ -148,128 +145,67 @@ void StatArray<T, os>::bin(Index binSize)
     }
 }
 
+template <typename T, Index os>
+T StatArray<T, os>::sum(const Index pos, const Index n) const
+{
+    T           result;
+    const Index m = (n >= 0) ? n : size();
+
+    result = (*this)[pos];
+    for (Index i = pos + 1; i < pos + m; ++i)
+    {
+        result += (*this)[i];
+    }
+
+    return result;
+}
+
 template <typename T, Index os>
 T StatArray<T, os>::mean(const Index pos, const Index n) const
 {
-    T           result = T();
     const Index m = (n >= 0) ? n : size();
 
-    if (m)
+    return sum(pos, n)/static_cast<double>(m);
+}
+
+template <typename T, Index os>
+T StatArray<T, os>::covariance(const StatArray<T, os> &array) const
+{
+    T s1, s2, res;
+
+    s1  = array.sum();
+    s2  = this->sum();
+    res = StatOp::prod<T>(array[0], (*this)[0]);
+    for (Index i = 1; i < size(); ++i)
     {
-        result = this->segment(pos+os, m).redux(&ReducOp::sum<T>);
+        res += StatOp::prod<T>(array[i], (*this)[i]);
     }
-    return result/static_cast<double>(m);
+    res -= StatOp::prod<T>(s1, s2)/static_cast<double>(size());
-}
+    res /= static_cast<double>(size() - 1);
-
-template <typename T, Index os>
-T StatArray<T, os>::covariance(const StatArray<T, os> &array, const Index pos,
-                               const Index n) const
-{
-    T           s1, s2, prs, res = T();
-    const Index m = (n >= 0) ? n : size();
-    
-    if (m)
-    {
-        auto arraySeg = array.segment(pos+os, m);
-        auto thisSeg  = this->segment(pos+os, m);
-        
-        s1  = thisSeg.redux(&ReducOp::sum<T>);
-        s2  = arraySeg.redux(&ReducOp::sum<T>);
-        prs = thisSeg.binaryExpr(arraySeg, &ReducOp::prod<T>)
-                     .redux(&ReducOp::sum<T>);
-        res = prs - ReducOp::prod(s1, s2)/static_cast<double>(m);
-    }
-    
-    return res/static_cast<double>(m - 1);
-}
-
-template <typename T, Index os>
-T StatArray<T, os>::covarianceMatrix(const StatArray<T, os> &array,
-                                     const Index pos, const Index n) const
-{
-    T           s1, s2, prs, res = T();
-    const Index m = (n >= 0) ? n : size();
-    
-    if (m)
-    {
-        auto arraySeg = array.segment(pos+os, m);
-        auto thisSeg  = this->segment(pos+os, m);
-
-        s1  = thisSeg.redux(&ReducOp::sum<T>);
-        s2  = arraySeg.redux(&ReducOp::sum<T>);
-        prs = thisSeg.binaryExpr(arraySeg, &ReducOp::tensProd<T>)
-                     .redux(&ReducOp::sum<T>);
-        res = prs - ReducOp::tensProd(s1, s2)/static_cast<double>(m);
-    }
-    
-    return res/static_cast<double>(m - 1);
-}
-
-template <typename T, Index os>
-T StatArray<T, os>::variance(const Index pos, const Index n) const
-{
-    return covariance(*this, pos, n);
-}
-
-template <typename T, Index os>
-T StatArray<T, os>::varianceMatrix(const Index pos, const Index n) const
-{
-    return covarianceMatrix(*this, pos, n);
-}
-
-template <typename T, Index os>
-T StatArray<T, os>::correlationMatrix(const Index pos, const Index n) const
-{
-    T res = varianceMatrix(pos, n);
-    T invDiag(res.rows(), 1);
-
-    invDiag = res.diagonal();
-    invDiag = invDiag.cwiseInverse().cwiseSqrt();
-    res     = (invDiag*invDiag.transpose()).cwiseProduct(res);
 
     return res;
 }
 
-// reduction operations ////////////////////////////////////////////////////////
+template <typename T, Index os>
-namespace ReducOp
+T StatArray<T, os>::variance(void) const
 {
-    template <typename T>
+    return covariance(*this);
-    inline T sum(const T &a, const T &b)
+}
-    {
-        return a + b;
-    }
 
+// reduction operations ////////////////////////////////////////////////////////
+namespace StatOp
+{
     template <typename T>
     inline T prod(const T &a, const T &b)
     {
         return a*b;
     }
 
-    template <typename T>
-    inline T tensProd(const T &v1 __dumb, const T &v2 __dumb)
-    {
-        LATAN_ERROR(Implementation,
-                    "tensorial product not implemented for this type");
-    }
-
     template <>
     inline Mat<double> prod(const Mat<double>  &a, const Mat<double>  &b)
     {
         return a.cwiseProduct(b);
     }
-
-    template <>
-    inline Mat<double> tensProd(const Mat<double>  &v1,
-                                const Mat<double>  &v2)
-    {
-        if ((v1.cols() != 1) or (v2.cols() != 1))
-        {
-            LATAN_ERROR(Size,
-                        "tensorial product is only valid with column vectors");
-        }
-        
-        return v1*v2.transpose();
-    }
 }
 
 // IO type /////////////////////////////////////////////////////////////////////

lib/Statistics/XYSampleData.cpp

@@ -62,6 +62,11 @@ double SampleFitResult::getPValue(const Index s) const
     return Math::chi2PValue(getChi2(s), getNDof());
 }
 
+double SampleFitResult::getCorrRangeDb(void) const
+{
+    return corrRangeDb_;
+}
+
 double SampleFitResult::getCcdf(const Index s) const
 {
     return Math::chi2Ccdf(getChi2(s), getNDof());
@@ -107,9 +112,11 @@ void SampleFitResult::print(const bool printXsi, ostream &out) const
         getChi2(), static_cast<int>(getNDof()), getChi2PerDof(), getCcdf(), 
         getPValue());
     out << buf << endl;
+    sprintf(buf, "correlation dynamic range= %.1f dB", getCorrRangeDb());
+    out << buf << endl;
     for (Index p = 0; p < pMax; ++p)
     {
-        sprintf(buf, "%8s= % e +/- %e", parName_[p].c_str(),
+        sprintf(buf, "%12s= % e +/- %e", parName_[p].c_str(),
                 (*this)[central](p), err(p));
         out << buf << endl;
     }
@@ -249,6 +256,20 @@ const DMat & XYSampleData::getFitVarMatPInv(void)
     return data_.getFitVarMatPInv();
 }
 
+const DMat & XYSampleData::getFitCorrMat(void)
+{
+    computeVarMat();
+    
+    return data_.getFitCorrMat();
+}
+
+const DMat & XYSampleData::getFitCorrMatPInv(void)
+{
+    computeVarMat();
+    
+    return data_.getFitCorrMatPInv();
+}
+
 // set data to a particular sample /////////////////////////////////////////////
 void XYSampleData::setDataToSample(const Index s)
 {
@@ -330,9 +351,10 @@ SampleFitResult XYSampleData::fit(std::vector<Minimizer *> &minimizer,
 {
     computeVarMat();
     
-    SampleFitResult result;
+    SampleFitResult      result;
-    FitResult       sampleResult;
+    FitResult            sampleResult;
-    DVec            initCopy = init;
+    DVec                 initCopy = init;
+    Minimizer::Verbosity verbCopy = minimizer.back()->getVerbosity();
     
     result.resize(nSample_);
     result.chi2_.resize(nSample_);
@@ -348,9 +370,11 @@ SampleFitResult XYSampleData::fit(std::vector<Minimizer *> &minimizer,
             result.model_[j][s] = sampleResult.getModel(j);
         }
     }
-    result.nPar_    = sampleResult.getNPar();
+    minimizer.back()->setVerbosity(verbCopy);
-    result.nDof_    = sampleResult.nDof_;
+    result.nPar_       = sampleResult.getNPar();
-    result.parName_ = sampleResult.parName_;
+    result.nDof_       = sampleResult.nDof_;
+    result.parName_    = sampleResult.parName_;
+    result.corrRangeDb_ = Math::svdDynamicRangeDb(getFitCorrMat());
     
     return result;
 }
@@ -382,6 +406,29 @@ 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

@@ -49,6 +49,7 @@ public:
     double                       getNDof(void) const;
     Index                        getNPar(void) const;
     double                       getPValue(const Index s = central) const;
+    double                       getCorrRangeDb(void) const;
     double                       getCcdf(const Index s = central) const;
     const DoubleFunction &       getModel(const Index s = central,
                                           const Index j = 0) const;
@@ -60,6 +61,7 @@ public:
                std::ostream &out = std::cout) const;
 private:
     DSample                           chi2_;
+    double                            corrRangeDb_{0.};
     Index                             nDof_{0}, nPar_{0};
     std::vector<DoubleFunctionSample> model_;
     std::vector<std::string>          parName_;
@@ -91,9 +93,11 @@ public:
     const DMat &       getXYVar(const Index i, const Index j);
     DVec               getXError(const Index i);
     DVec               getYError(const Index j);
-    // get total fit variance matrix and its pseudo-inverse
+    // get total fit variance & correlation matrices and their pseudo-inverse
     const DMat & getFitVarMat(void);
     const DMat & getFitVarMatPInv(void);
+    const DMat & getFitCorrMat(void);
+    const DMat & getFitCorrMatPInv(void);
     // set data to a particular sample
     void setDataToSample(const Index s);
     // get internal XYStatData
@@ -118,6 +122,7 @@ 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

@@ -60,6 +60,11 @@ double FitResult::getCcdf(void) const
     return Math::chi2Ccdf(getChi2(), getNDof());;
 }
 
+double FitResult::getCorrRangeDb(void) const
+{
+    return corrRangeDb_;
+}
+
 const DoubleFunction & FitResult::getModel(const Index j) const
 {
     return model_[j];
@@ -75,9 +80,11 @@ void FitResult::print(const bool printXsi, ostream &out) const
         getChi2(), static_cast<int>(getNDof()), getChi2PerDof(), getCcdf(), 
         getPValue());
     out << buf << endl;
+    sprintf(buf, "correlation dynamic range= %.1f dB", getCorrRangeDb());
+    out << buf << endl;
     for (Index p = 0; p < pMax; ++p)
     {
-        sprintf(buf, "%8s= %e", parName_[p].c_str(), (*this)(p));
+        sprintf(buf, "%12s= %e", parName_[p].c_str(), (*this)(p));
         out << buf << endl;
     }
 }
@@ -216,7 +223,7 @@ DVec XYStatData::getXError(const Index i) const
 
 DVec XYStatData::getYError(const Index j) const
 {
-    checkXDim(j);
+    checkYDim(j);
     
     return yyVar_(j, j).diagonal().cwiseSqrt();
 }
@@ -259,6 +266,20 @@ const DMat & XYStatData::getFitVarMatPInv(void)
     return fitVarInv_;
 }
 
+const DMat & XYStatData::getFitCorrMat(void)
+{
+    updateFitVarMat();
+    
+    return fitCorr_;
+}
+
+const DMat & XYStatData::getFitCorrMatPInv(void)
+{
+    updateFitVarMat();
+    
+    return fitCorrInv_;
+}
+
 // fit /////////////////////////////////////////////////////////////////////////
 FitResult XYStatData::fit(vector<Minimizer *> &minimizer, const DVec &init,
                           const vector<const DoubleModel *> &v)
@@ -337,9 +358,10 @@ FitResult XYStatData::fit(vector<Minimizer *> &minimizer, const DVec &init,
         result    = (*m)(chi2);
         totalInit = result;
     }
-    result.chi2_ = chi2(result);
+    result.corrRangeDb_ = Math::svdDynamicRangeDb(getFitCorrMat());
-    result.nPar_ = nPar;
+    result.chi2_       = chi2(result);
-    result.nDof_ = layout.totalYSize - nPar;
+    result.nPar_       = nPar;
+    result.nDof_       = layout.totalYSize - nPar;
     result.model_.resize(v.size());
     for (unsigned int j = 0; j < v.size(); ++j)
     {
@@ -379,6 +401,27 @@ 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);
+        const DVec           err = getYError(j);
+        Index                row = 0;
+        
+        for (auto &p: yData_[j])
+        {
+            res.y(p.first, j) -= f(x(p.first));
+            res.y(p.first, j) /= err(row);
+            row++;
+        }
+    }
+    
+    return res;
+}
+
 XYStatData XYStatData::getPartialResiduals(const FitResult &fit,
                                            const DVec &ref, const Index i)
 {
@@ -530,8 +573,11 @@ void XYStatData::updateFitVarMat(void)
         chi2DataVec_.resize(layout.totalSize);
         chi2ModVec_.resize(layout.totalSize);
         chi2Vec_.resize(layout.totalSize);
-        fitVar_    = fitVar_.cwiseProduct(makeCorrFilter());
+        fitVar_     = fitVar_.cwiseProduct(makeCorrFilter());
-        fitVarInv_ = fitVar_.pInverse(getSvdTolerance());
+        fitCorr_    = Math::varToCorr(fitVar_);
+        fitCorrInv_ = fitCorr_.pInverse(getSvdTolerance());
+        fitVarInv_  = Math::corrToVar(fitCorrInv_, fitVar_.diagonal().cwiseInverse());
+
         scheduleFitVarMatInit(false);
     }
 }

lib/Statistics/XYStatData.hpp

@@ -48,12 +48,13 @@ public:
     Index                  getNPar(void) const;
     double                 getPValue(void) const;
     double                 getCcdf(void) const;
+    double                 getCorrRangeDb(void) const;
     const DoubleFunction & getModel(const Index j = 0) const;
     // IO
     void print(const bool printXsi = false,
                std::ostream &out = std::cout) const;
 private:
-    double                      chi2_{0.};
+    double                      chi2_{0.}, corrRangeDb_{0.};
     Index                       nDof_{0}, nPar_{0};
     std::vector<DoubleFunction> model_;
     std::vector<std::string>    parName_;
@@ -88,9 +89,11 @@ public:
     DVec           getXError(const Index i) const;
     DVec           getYError(const Index j) const;
     DMat           getTable(const Index i, const Index j) const;
-    // get total fit variance matrix and its pseudo-inverse
+    // get total fit variance & correlation matrices and their pseudo-inverse
     const DMat & getFitVarMat(void);
     const DMat & getFitVarMatPInv(void);
+    const DMat & getFitCorrMat(void);
+    const DMat & getFitCorrMatPInv(void);
     // fit
     FitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
                   const std::vector<const DoubleModel *> &v);
@@ -104,6 +107,7 @@ 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:
@@ -130,7 +134,7 @@ private:
     std::vector<DVec>                    xData_;
     std::vector<DVec>                    xMap_;
     Mat<DMat>                            xxVar_, yyVar_, xyVar_;
-    DMat                                 fitVar_, fitVarInv_;
+    DMat                                 fitVar_, fitVarInv_, fitCorr_, fitCorrInv_;
     DVec                                 chi2DataVec_, chi2ModVec_, chi2Vec_;
     DVec                                 xBuf_;
     bool                                 initXMap_{true};

utils/sample-plot-corr.cpp

@@ -67,7 +67,8 @@ int main(int argc, char *argv[])
     sample = sample.block(0, 0, sample[central].rows(), 1);
     var    = sample.varianceMatrix();
     corr   = sample.correlationMatrix();
-    p << PlotMatrix(corr);
+
+    p << PlotCorrMatrix(corr);
     p.display();
     if (!outVarName.empty())
     {