portelli/LatAnalyze
1
0
Fork 0
mirror of https://github.com/aportelli/LatAnalyze.git synced 2025-12-19 15:54:29 +00:00
Code Releases Activity

fit: stable variance inversion and SVD dynamic range

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files

37
lib/Statistics/XYStatData.cpp
View File

@@ -60,6 +60,11 @@ double FitResult::getCcdf(void) const
return Math::chi2Ccdf(getChi2(), getNDof());;
}
double FitResult::getSvdRangeDb(void) const
{
return svdRangeDb_;
}
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", getSvdRangeDb());
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;
}
}
@@ -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.nPar_ = nPar;
result.nDof_ = layout.totalYSize - nPar;
result.svdRangeDb_ = Math::svdDynamicRangeDb(getFitCorrMat());
result.chi2_ = chi2(result);
result.nPar_ = nPar;
result.nDof_ = layout.totalYSize - nPar;
result.model_.resize(v.size());
for (unsigned int j = 0; j < v.size(); ++j)
{
@@ -551,8 +573,11 @@ void XYStatData::updateFitVarMat(void)
chi2DataVec_.resize(layout.totalSize);
chi2ModVec_.resize(layout.totalSize);
chi2Vec_.resize(layout.totalSize);
fitVar_ = fitVar_.cwiseProduct(makeCorrFilter());
fitVarInv_ = fitVar_.pInverse(getSvdTolerance());
fitVar_ = fitVar_.cwiseProduct(makeCorrFilter());
fitCorr_ = Math::varToCorr(fitVar_);
fitCorrInv_ = fitCorr_.pInverse(getSvdTolerance());
fitVarInv_ = Math::corrToVar(fitCorrInv_, fitVar_.diagonal().cwiseInverse());
scheduleFitVarMatInit(false);
}
}