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fit: stable variance inversion and SVD dynamic range

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This commit is contained in:
Antonin Portelli
2022-02-16 18:55:08 +00:00
parent 857a8e59c9
commit ebc1bd4c2e
4 changed files with 68 additions and 14 deletions
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30
lib/Statistics/XYSampleData.cpp
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@ -62,6 +62,11 @@ double SampleFitResult::getPValue(const Index s) const
return Math::chi2PValue(getChi2(s), getNDof());
}
double SampleFitResult::getSvdRangeDb(void) const
{
return svdRangeDb_;
}
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", getSvdRangeDb());
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)
{
@ -319,9 +340,10 @@ SampleFitResult XYSampleData::fit(std::vector<Minimizer *> &minimizer,
}
}
minimizer.back()->setVerbosity(verbCopy);
result.nPar_ = sampleResult.getNPar();
result.nDof_ = sampleResult.nDof_;
result.parName_ = sampleResult.parName_;
result.nPar_ = sampleResult.getNPar();
result.nDof_ = sampleResult.nDof_;
result.parName_ = sampleResult.parName_;
result.svdRangeDb_ = Math::svdDynamicRangeDb(getFitCorrMat());
return result;
}