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https://github.com/aportelli/LatAnalyze.git
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Merge pull request #19 from AndrewYongZhenNing/develop
Corrected Sinh model's definition, init fit parameter & fold definition.
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commit
cd4d739f46
@ -108,6 +108,23 @@ inline std::string strFrom(const T x)
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}
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// specialization for vectors
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template<>
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inline std::vector<Index> strTo<std::vector<Index>>(const std::string &str)
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{
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std::vector<Index> res;
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std::vector<double> vbuf;
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double buf;
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std::istringstream stream(str);
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while (!stream.eof())
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{
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stream >> buf;
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res.push_back(buf);
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}
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return res;
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}
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template<>
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inline DVec strTo<DVec>(const std::string &str)
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{
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@ -253,16 +253,39 @@ DMatSample CorrelatorUtils::shift(const DMatSample &c, const Index ts)
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}
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}
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DMatSample CorrelatorUtils::fold(const DMatSample &c)
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DMatSample CorrelatorUtils::fold(const DMatSample &c, const CorrelatorModels::ModelPar &par)
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{
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const Index nt = c[central].rows();
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DMatSample buf = c;
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FOR_STAT_ARRAY(buf, s)
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int sign;
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bool fold = false;
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switch (par.type)
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{
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for (Index t = 0; t < nt; ++t)
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case CorrelatorType::cosh:
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case CorrelatorType::cst:
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sign = 1;
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fold = true;
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break;
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case CorrelatorType::sinh:
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sign = -1;
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fold = true;
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break;
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case CorrelatorType::linear:
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cout << "Linear model is asymmetric: will not fold." << endl;
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break;
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default:
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break;
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}
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if (fold)
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{
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FOR_STAT_ARRAY(buf, s)
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{
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buf[s](t) = 0.5*(c[s](t) + c[s]((nt - t) % nt));
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for (Index t = 0; t < nt; ++t)
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{
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buf[s](t) = 0.5*(c[s](t) + sign*c[s]((nt - t) % nt));
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}
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}
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}
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@ -56,7 +56,7 @@ namespace CorrelatorModels
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namespace CorrelatorUtils
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{
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DMatSample shift(const DMatSample &c, const Index ts);
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DMatSample fold(const DMatSample &c);
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DMatSample fold(const DMatSample &c, const CorrelatorModels::ModelPar &par);
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DMatSample fourierTransform(const DMatSample &c, FFT &fft,
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const unsigned int dir = FFT::Forward);
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};
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@ -146,6 +146,16 @@ double Histogram::getX(const Index i) const
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return x_(i);
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}
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double Histogram::getXMin(void) const
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{
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return xMin_;
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}
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double Histogram::getXMax(void) const
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{
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return xMax_;
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}
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double Histogram::operator[](const Index i) const
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{
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return bin_(i)*(isNormalized() ? norm_ : 1.);
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@ -52,6 +52,8 @@ public:
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const StatArray<double> & getData(void) const;
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const StatArray<double> & getWeight(void) const;
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double getX(const Index i) const;
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double getXMin(void) const;
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double getXMax(void) const;
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double operator[](const Index i) const;
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double operator()(const double x) const;
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// percentiles & confidence interval
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@ -300,6 +300,67 @@ const XYStatData & XYSampleData::getData(void)
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}
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// fit /////////////////////////////////////////////////////////////////////////
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void XYSampleData::fitSample(std::vector<Minimizer *> &minimizer,
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const std::vector<const DoubleModel *> &v,
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SampleFitResult &result,
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DVec &init,
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Index s)
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{
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result.resize(nSample_);
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result.chi2_.resize(nSample_);
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result.model_.resize(v.size());
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FitResult sampleResult;
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setDataToSample(s);
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if (s == central)
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{
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sampleResult = data_.fit(minimizer, init, v);
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init = sampleResult.segment(0, init.size());
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result.nPar_ = sampleResult.getNPar();
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result.nDof_ = sampleResult.nDof_;
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result.parName_ = sampleResult.parName_;
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result.corrRangeDb_ = Math::svdDynamicRangeDb(getFitCorrMat());
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}
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else
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{
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sampleResult = data_.fit(*(minimizer.back()), init, v);
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}
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result[s] = sampleResult;
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result.chi2_[s] = sampleResult.getChi2();
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for (unsigned int j = 0; j < v.size(); ++j)
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{
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result.model_[j].resize(nSample_);
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result.model_[j][s] = sampleResult.getModel(j);
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}
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}
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SampleFitResult XYSampleData::fit(std::vector<Minimizer *> &minimizer,
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const DVec &init,
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const std::vector<const DoubleModel *> &v,
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Index s)
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{
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computeVarMat();
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SampleFitResult result;
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DVec initCopy = init;
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fitSample(minimizer, v, result, initCopy, s);
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return result;
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}
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SampleFitResult XYSampleData::fit(Minimizer &minimizer,
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const DVec &init,
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const std::vector<const DoubleModel *> &v,
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Index s)
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{
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vector<Minimizer *> mv{&minimizer};
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return fit(mv, init, v, s);
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}
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SampleFitResult XYSampleData::fit(std::vector<Minimizer *> &minimizer,
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const DVec &init,
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const std::vector<const DoubleModel *> &v)
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@ -307,43 +368,14 @@ SampleFitResult XYSampleData::fit(std::vector<Minimizer *> &minimizer,
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computeVarMat();
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SampleFitResult result;
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FitResult sampleResult;
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DVec initCopy = init;
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Minimizer::Verbosity verbCopy = minimizer.back()->getVerbosity();
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result.resize(nSample_);
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result.chi2_.resize(nSample_);
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result.model_.resize(v.size());
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FOR_STAT_ARRAY(result, s)
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{
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setDataToSample(s);
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if (s == central)
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{
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sampleResult = data_.fit(minimizer, initCopy, v);
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initCopy = sampleResult.segment(0, initCopy.size());
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if (verbCopy != Minimizer::Verbosity::Debug)
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{
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minimizer.back()->setVerbosity(Minimizer::Verbosity::Silent);
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}
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}
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else
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{
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sampleResult = data_.fit(*(minimizer.back()), initCopy, v);
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}
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result[s] = sampleResult;
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result.chi2_[s] = sampleResult.getChi2();
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for (unsigned int j = 0; j < v.size(); ++j)
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{
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result.model_[j].resize(nSample_);
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result.model_[j][s] = sampleResult.getModel(j);
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}
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fitSample(minimizer, v, result, initCopy, s);
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}
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minimizer.back()->setVerbosity(verbCopy);
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result.nPar_ = sampleResult.getNPar();
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result.nDof_ = sampleResult.nDof_;
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result.parName_ = sampleResult.parName_;
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result.corrRangeDb_ = Math::svdDynamicRangeDb(getFitCorrMat());
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return result;
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}
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@ -103,9 +103,16 @@ public:
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// get internal XYStatData
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const XYStatData & getData(void);
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// fit
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SampleFitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
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void fitSample(std::vector<Minimizer *> &minimizer,
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const std::vector<const DoubleModel *> &v,
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SampleFitResult &sampleResult, DVec &init, Index s);
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SampleFitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
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const std::vector<const DoubleModel *> &v, Index s);
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SampleFitResult fit(Minimizer &minimizer, const DVec &init,
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const std::vector<const DoubleModel *> &v, Index s);
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SampleFitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
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const std::vector<const DoubleModel *> &v);
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SampleFitResult fit(Minimizer &minimizer, const DVec &init,
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SampleFitResult fit(Minimizer &minimizer, const DVec &init,
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const std::vector<const DoubleModel *> &v);
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template <typename... Ts>
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SampleFitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
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@ -114,6 +114,7 @@ int main(int argc, char *argv[])
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nt = corr[central].rows();
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corr = corr.block(0, 0, nt, 1);
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corr = CorrelatorUtils::shift(corr, shift);
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if (doLaplace)
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{
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vector<double> filter = {1., -2., 1.};
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@ -155,6 +156,11 @@ int main(int argc, char *argv[])
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}
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}
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if (fold)
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{
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corr = CorrelatorUtils::fold(corr,modelPar);
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}
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// fit /////////////////////////////////////////////////////////////////////
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DVec init(nPar);
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NloptMinimizer globMin(NloptMinimizer::Algorithm::GN_CRS2_LM);
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@ -18,30 +18,42 @@
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*/
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#include <LatAnalyze/Io/Io.hpp>
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#include <LatAnalyze/Core/OptParser.hpp>
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using namespace std;
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using namespace Latan;
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int main(int argc, char *argv[])
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{
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OptParser opt;
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Index nSample;
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double val, err;
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string outFileName;
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if (argc != 5)
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opt.addOption("r", "seed" , OptParser::OptType::value, true,
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"random generator seed (default: random)");
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opt.addOption("", "help" , OptParser::OptType::trigger, true,
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"show this help message and exit");
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bool parsed = opt.parse(argc, argv);
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if (!parsed or (opt.getArgs().size() != 4) or opt.gotOption("help"))
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{
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cerr << "usage: " << argv[0];
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cerr << " <central value> <error> <nSample> <output file>" << endl;
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cerr << endl << "Possible options:" << endl << opt << endl;
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return EXIT_FAILURE;
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}
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val = strTo<double>(argv[1]);
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err = strTo<double>(argv[2]);
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nSample = strTo<Index>(argv[3]);
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outFileName = argv[4];
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random_device rd;
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mt19937 gen(rd());
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SeedType seed = (opt.gotOption("r")) ? opt.optionValue<SeedType>("r") : rd();
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mt19937 gen(seed);
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normal_distribution<> dis(val, err);
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DSample res(nSample);
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@ -59,4 +71,4 @@ int main(int argc, char *argv[])
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Io::save<DSample>(res, outFileName);
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return EXIT_SUCCESS;
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}
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}
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@ -38,9 +38,23 @@ int main(int argc, char *argv[])
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{
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DMatSample s = Io::load<DMatSample>(fileName);
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string name = Io::getFirstName(fileName);
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Index nRows = s[central].rows();
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Index nCols = s[central].cols();
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cout << scientific;
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cout << "central value:\n" << s[central] << endl;
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cout << "standard deviation:\n" << s.variance().cwiseSqrt() << endl;
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cout << "central value +/- standard deviation\n" << endl;
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cout << "Re:" << endl;
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for(Index i = 0; i < nRows; i++)
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{
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cout << s[central](i,0) << " +/- " << s.variance().cwiseSqrt()(i,0) << endl;
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}
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if(nCols == 2)
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{
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cout << "\nIm:" << endl;
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for(Index i = 0; i < nRows; i++)
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{
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cout << s[central](i,1) << " +/- " << s.variance().cwiseSqrt()(i,1) << endl;
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}
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}
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if (!copy.empty())
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{
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Io::save(s, copy, File::Mode::write, name);
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@ -51,8 +65,8 @@ int main(int argc, char *argv[])
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DSample s = Io::load<DSample>(fileName);
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string name = Io::getFirstName(fileName);
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cout << scientific;
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cout << "central value:\n" << s[central] << endl;
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cout << "standard deviation:\n" << sqrt(s.variance()) << endl;
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cout << "central value +/- standard deviation\n" << endl;
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cout << s[central] << " +/- " << sqrt(s.variance()) << endl;
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if (!copy.empty())
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{
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Io::save(s, copy, File::Mode::write, name);
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