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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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9
lib/Statistics/XYStatData.hpp
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@@ -48,12 +48,13 @@ public:
Index getNPar(void) const;
double getPValue(void) const;
double getCcdf(void) const;
double getSvdRangeDb(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.}, svdRangeDb_{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);
@@ -131,7 +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};