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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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6
lib/Statistics/XYSampleData.hpp
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@@ -49,6 +49,7 @@ public:
double getNDof(void) const;
Index getNPar(void) const;
double getPValue(const Index s = central) const;
double getSvdRangeDb(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 svdRangeDb_{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