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andrew-pr
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2
.github/workflows/build-macos.yml
vendored
2
.github/workflows/build-macos.yml
vendored
@@ -1,6 +1,6 @@
|
|||||||
name: Build macOS
|
name: Build macOS
|
||||||
|
|
||||||
on: [push, workflow_dispatch]
|
on: [push]
|
||||||
|
|
||||||
jobs:
|
jobs:
|
||||||
build:
|
build:
|
||||||
|
@@ -7,7 +7,7 @@
|
|||||||
using namespace std;
|
using namespace std;
|
||||||
using namespace Latan;
|
using namespace Latan;
|
||||||
|
|
||||||
constexpr Index n = 8;
|
constexpr Index size = 8;
|
||||||
constexpr Index nDraw = 20000;
|
constexpr Index nDraw = 20000;
|
||||||
constexpr Index nSample = 2000;
|
constexpr Index nSample = 2000;
|
||||||
const string stateFileName = "exRand.seed";
|
const string stateFileName = "exRand.seed";
|
||||||
@@ -40,14 +40,14 @@ int main(void)
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|||||||
p << PlotFunction(compile("return exp(-x_0^2/2)/sqrt(2*pi);", 1), -5., 5.);
|
p << PlotFunction(compile("return exp(-x_0^2/2)/sqrt(2*pi);", 1), -5., 5.);
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||||||
p.display();
|
p.display();
|
||||||
|
|
||||||
DMat var(n, n);
|
DMat var(size, size);
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||||||
DVec mean(n);
|
DVec mean(size);
|
||||||
DMatSample sample(nSample, n, 1);
|
DMatSample sample(nSample, size, 1);
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||||||
|
|
||||||
cout << "-- generating " << nSample << " Gaussian random vectors..." << endl;
|
cout << "-- generating " << nSample << " Gaussian random vectors..." << endl;
|
||||||
var = DMat::Random(n, n);
|
var = DMat::Random(size, size);
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||||||
var *= var.adjoint();
|
var *= var.adjoint();
|
||||||
mean = DVec::Random(n);
|
mean = DVec::Random(size);
|
||||||
RandomNormal mgauss(mean, var, rd());
|
RandomNormal mgauss(mean, var, rd());
|
||||||
sample[central] = mgauss();
|
sample[central] = mgauss();
|
||||||
FOR_STAT_ARRAY(sample, s)
|
FOR_STAT_ARRAY(sample, s)
|
||||||
|
@@ -18,7 +18,6 @@
|
|||||||
*/
|
*/
|
||||||
|
|
||||||
#include <LatAnalyze/Core/Math.hpp>
|
#include <LatAnalyze/Core/Math.hpp>
|
||||||
#include <LatAnalyze/Numerical/GslFFT.hpp>
|
|
||||||
#include <LatAnalyze/includes.hpp>
|
#include <LatAnalyze/includes.hpp>
|
||||||
#include <gsl/gsl_cdf.h>
|
#include <gsl/gsl_cdf.h>
|
||||||
|
|
||||||
@@ -49,42 +48,16 @@ DMat MATH_NAMESPACE::corrToVar(const DMat &corr, const DVec &varDiag)
|
|||||||
return res;
|
return res;
|
||||||
}
|
}
|
||||||
|
|
||||||
double MATH_NAMESPACE::conditionNumber(const DMat &mat)
|
double MATH_NAMESPACE::svdDynamicRange(const DMat &mat)
|
||||||
{
|
{
|
||||||
DVec s = mat.singularValues();
|
DVec s = mat.singularValues();
|
||||||
|
|
||||||
return s.maxCoeff()/s.minCoeff();
|
return s.maxCoeff()/s.minCoeff();
|
||||||
}
|
}
|
||||||
|
|
||||||
double MATH_NAMESPACE::cdr(const DMat &mat)
|
double MATH_NAMESPACE::svdDynamicRangeDb(const DMat &mat)
|
||||||
{
|
{
|
||||||
return 10.*log10(conditionNumber(mat));
|
return 10.*log10(svdDynamicRange(mat));
|
||||||
}
|
|
||||||
|
|
||||||
template <typename FFT>
|
|
||||||
double nsdr(const DMat &m)
|
|
||||||
{
|
|
||||||
Index n = m.rows();
|
|
||||||
FFT fft(n);
|
|
||||||
CMat buf(n, 1);
|
|
||||||
|
|
||||||
FOR_VEC(buf, i)
|
|
||||||
{
|
|
||||||
buf(i) = 0.;
|
|
||||||
for (Index j = 0; j < n; ++j)
|
|
||||||
{
|
|
||||||
buf(i) += m(j, (i+j) % n);
|
|
||||||
}
|
|
||||||
buf(i) /= n;
|
|
||||||
}
|
|
||||||
fft(buf, FFT::Forward);
|
|
||||||
|
|
||||||
return 10.*log10(buf.real().maxCoeff()/buf.real().minCoeff());
|
|
||||||
}
|
|
||||||
|
|
||||||
double MATH_NAMESPACE::nsdr(const DMat &mat)
|
|
||||||
{
|
|
||||||
return ::nsdr<GslFFT>(mat);
|
|
||||||
}
|
}
|
||||||
|
|
||||||
/******************************************************************************
|
/******************************************************************************
|
||||||
|
@@ -73,9 +73,8 @@ namespace MATH_NAMESPACE
|
|||||||
DMat corrToVar(const DMat &corr, const DVec &varDiag);
|
DMat corrToVar(const DMat &corr, const DVec &varDiag);
|
||||||
|
|
||||||
// matrix SVD dynamic range
|
// matrix SVD dynamic range
|
||||||
double conditionNumber(const DMat &mat);
|
double svdDynamicRange(const DMat &mat);
|
||||||
double cdr(const DMat &mat);
|
double svdDynamicRangeDb(const DMat &mat);
|
||||||
double nsdr(const DMat &mat);
|
|
||||||
|
|
||||||
// Constants
|
// Constants
|
||||||
constexpr double pi = 3.1415926535897932384626433832795028841970;
|
constexpr double pi = 3.1415926535897932384626433832795028841970;
|
||||||
|
@@ -515,16 +515,14 @@ void Dash::operator()(PlotOptions &option) const
|
|||||||
}
|
}
|
||||||
|
|
||||||
// LogScale constructor ////////////////////////////////////////////////////////
|
// LogScale constructor ////////////////////////////////////////////////////////
|
||||||
LogScale::LogScale(const Axis axis, const double basis)
|
LogScale::LogScale(const Axis axis)
|
||||||
: axis_(axis)
|
: axis_(axis)
|
||||||
, basis_(basis)
|
|
||||||
{}
|
{}
|
||||||
|
|
||||||
// Logscale modifier ///////////////////////////////////////////////////////////
|
// Logscale modifier ///////////////////////////////////////////////////////////
|
||||||
void LogScale::operator()(PlotOptions &option) const
|
void LogScale::operator()(PlotOptions &option) const
|
||||||
{
|
{
|
||||||
option.scaleMode[static_cast<int>(axis_)] |= Plot::Scale::log;
|
option.scaleMode[static_cast<int>(axis_)] |= Plot::Scale::log;
|
||||||
option.logScaleBasis[static_cast<int>(axis_)] = basis_;
|
|
||||||
}
|
}
|
||||||
|
|
||||||
// PlotRange constructors //////////////////////////////////////////////////////
|
// PlotRange constructors //////////////////////////////////////////////////////
|
||||||
@@ -917,11 +915,11 @@ ostream & Latan::operator<<(ostream &out, const Plot &plot)
|
|||||||
out << "unset log" << endl;
|
out << "unset log" << endl;
|
||||||
if (plot.options_.scaleMode[x] & Plot::Scale::log)
|
if (plot.options_.scaleMode[x] & Plot::Scale::log)
|
||||||
{
|
{
|
||||||
out << "set log x " << plot.options_.logScaleBasis[x] << endl;;
|
out << "set log x" << endl;
|
||||||
}
|
}
|
||||||
if (plot.options_.scaleMode[y] & Plot::Scale::log)
|
if (plot.options_.scaleMode[y] & Plot::Scale::log)
|
||||||
{
|
{
|
||||||
out << "set log y " << plot.options_.logScaleBasis[y] << endl;
|
out << "set log y" << endl;
|
||||||
}
|
}
|
||||||
if (!plot.options_.label[x].empty())
|
if (!plot.options_.label[x].empty())
|
||||||
{
|
{
|
||||||
|
@@ -227,7 +227,6 @@ struct PlotOptions
|
|||||||
std::string caption;
|
std::string caption;
|
||||||
std::string title;
|
std::string title;
|
||||||
unsigned int scaleMode[2];
|
unsigned int scaleMode[2];
|
||||||
double logScaleBasis[2];
|
|
||||||
Range scale[2];
|
Range scale[2];
|
||||||
std::string label[2];
|
std::string label[2];
|
||||||
std::string lineColor;
|
std::string lineColor;
|
||||||
@@ -315,14 +314,13 @@ class LogScale: public PlotModifier
|
|||||||
{
|
{
|
||||||
public:
|
public:
|
||||||
// constructor
|
// constructor
|
||||||
explicit LogScale(const Axis axis, const double basis = 10);
|
explicit LogScale(const Axis axis);
|
||||||
// destructor
|
// destructor
|
||||||
virtual ~LogScale(void) = default;
|
virtual ~LogScale(void) = default;
|
||||||
// modifier
|
// modifier
|
||||||
virtual void operator()(PlotOptions &option) const;
|
virtual void operator()(PlotOptions &option) const;
|
||||||
private:
|
private:
|
||||||
const Axis axis_;
|
const Axis axis_;
|
||||||
const double basis_;
|
|
||||||
};
|
};
|
||||||
|
|
||||||
class PlotRange: public PlotModifier
|
class PlotRange: public PlotModifier
|
||||||
|
@@ -108,6 +108,23 @@ inline std::string strFrom(const T x)
|
|||||||
}
|
}
|
||||||
|
|
||||||
// specialization for vectors
|
// specialization for vectors
|
||||||
|
template<>
|
||||||
|
inline std::vector<Index> strTo<std::vector<Index>>(const std::string &str)
|
||||||
|
{
|
||||||
|
std::vector<Index> res;
|
||||||
|
std::vector<double> vbuf;
|
||||||
|
double buf;
|
||||||
|
std::istringstream stream(str);
|
||||||
|
|
||||||
|
while (!stream.eof())
|
||||||
|
{
|
||||||
|
stream >> buf;
|
||||||
|
res.push_back(buf);
|
||||||
|
}
|
||||||
|
|
||||||
|
return res;
|
||||||
|
}
|
||||||
|
|
||||||
template<>
|
template<>
|
||||||
inline DVec strTo<DVec>(const std::string &str)
|
inline DVec strTo<DVec>(const std::string &str)
|
||||||
{
|
{
|
||||||
|
@@ -135,26 +135,3 @@ DVec DWT::backward(const std::vector<DWTLevel>& dwt) const
|
|||||||
|
|
||||||
return res;
|
return res;
|
||||||
}
|
}
|
||||||
|
|
||||||
// concatenate levels //////////////////////////////////////////////////////////
|
|
||||||
DVec DWT::concat(const std::vector<DWTLevel> &dwt, const int maxLevel, const bool dropLow)
|
|
||||||
{
|
|
||||||
unsigned int level = ((maxLevel >= 0) ? (maxLevel + 1) : dwt.size());
|
|
||||||
Index nlast = dwt[level - 1].first.size();
|
|
||||||
Index n = 2*dwt.front().first.size() - ((dropLow) ? nlast : 0);
|
|
||||||
Index pt = n, nl;
|
|
||||||
DVec res(n);
|
|
||||||
|
|
||||||
for (unsigned int l = 0; l < level; ++l)
|
|
||||||
{
|
|
||||||
nl = dwt[l].second.size();
|
|
||||||
pt -= nl;
|
|
||||||
res.segment(pt, nl) = dwt[l].second;
|
|
||||||
}
|
|
||||||
if (!dropLow)
|
|
||||||
{
|
|
||||||
res.segment(0, nl) = dwt[level-1].first;
|
|
||||||
}
|
|
||||||
|
|
||||||
return res;
|
|
||||||
}
|
|
||||||
|
@@ -46,8 +46,6 @@ public:
|
|||||||
// DWT
|
// DWT
|
||||||
std::vector<DWTLevel> forward(const DVec &data, const unsigned int level) const;
|
std::vector<DWTLevel> forward(const DVec &data, const unsigned int level) const;
|
||||||
DVec backward(const std::vector<DWTLevel>& dwt) const;
|
DVec backward(const std::vector<DWTLevel>& dwt) const;
|
||||||
// concatenate levels
|
|
||||||
static DVec concat(const std::vector<DWTLevel>& dwt, const int maxLevel = -1, const bool dropLow = false);
|
|
||||||
private:
|
private:
|
||||||
DWTFilter filter_;
|
DWTFilter filter_;
|
||||||
};
|
};
|
||||||
|
@@ -253,16 +253,39 @@ DMatSample CorrelatorUtils::shift(const DMatSample &c, const Index ts)
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
DMatSample CorrelatorUtils::fold(const DMatSample &c)
|
DMatSample CorrelatorUtils::fold(const DMatSample &c, const CorrelatorModels::ModelPar &par)
|
||||||
{
|
{
|
||||||
const Index nt = c[central].rows();
|
const Index nt = c[central].rows();
|
||||||
DMatSample buf = c;
|
DMatSample buf = c;
|
||||||
|
int sign;
|
||||||
|
bool fold = false;
|
||||||
|
|
||||||
FOR_STAT_ARRAY(buf, s)
|
switch (par.type)
|
||||||
{
|
{
|
||||||
for (Index t = 0; t < nt; ++t)
|
case CorrelatorType::cosh:
|
||||||
|
case CorrelatorType::cst:
|
||||||
|
sign = 1;
|
||||||
|
fold = true;
|
||||||
|
break;
|
||||||
|
case CorrelatorType::sinh:
|
||||||
|
sign = -1;
|
||||||
|
fold = true;
|
||||||
|
break;
|
||||||
|
case CorrelatorType::linear:
|
||||||
|
cout << "Linear model is asymmetric: will not fold." << endl;
|
||||||
|
break;
|
||||||
|
default:
|
||||||
|
break;
|
||||||
|
}
|
||||||
|
|
||||||
|
if (fold)
|
||||||
|
{
|
||||||
|
FOR_STAT_ARRAY(buf, s)
|
||||||
{
|
{
|
||||||
buf[s](t) = 0.5*(c[s](t) + c[s]((nt - t) % nt));
|
for (Index t = 0; t < nt; ++t)
|
||||||
|
{
|
||||||
|
buf[s](t) = 0.5*(c[s](t) + sign*c[s]((nt - t) % nt));
|
||||||
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
@@ -56,7 +56,7 @@ namespace CorrelatorModels
|
|||||||
namespace CorrelatorUtils
|
namespace CorrelatorUtils
|
||||||
{
|
{
|
||||||
DMatSample shift(const DMatSample &c, const Index ts);
|
DMatSample shift(const DMatSample &c, const Index ts);
|
||||||
DMatSample fold(const DMatSample &c);
|
DMatSample fold(const DMatSample &c, const CorrelatorModels::ModelPar &par);
|
||||||
DMatSample fourierTransform(const DMatSample &c, FFT &fft,
|
DMatSample fourierTransform(const DMatSample &c, FFT &fft,
|
||||||
const unsigned int dir = FFT::Forward);
|
const unsigned int dir = FFT::Forward);
|
||||||
};
|
};
|
||||||
|
@@ -146,6 +146,16 @@ double Histogram::getX(const Index i) const
|
|||||||
return x_(i);
|
return x_(i);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
double Histogram::getXMin(void) const
|
||||||
|
{
|
||||||
|
return xMin_;
|
||||||
|
}
|
||||||
|
|
||||||
|
double Histogram::getXMax(void) const
|
||||||
|
{
|
||||||
|
return xMax_;
|
||||||
|
}
|
||||||
|
|
||||||
double Histogram::operator[](const Index i) const
|
double Histogram::operator[](const Index i) const
|
||||||
{
|
{
|
||||||
return bin_(i)*(isNormalized() ? norm_ : 1.);
|
return bin_(i)*(isNormalized() ? norm_ : 1.);
|
||||||
|
@@ -52,6 +52,8 @@ public:
|
|||||||
const StatArray<double> & getData(void) const;
|
const StatArray<double> & getData(void) const;
|
||||||
const StatArray<double> & getWeight(void) const;
|
const StatArray<double> & getWeight(void) const;
|
||||||
double getX(const Index i) const;
|
double getX(const Index i) const;
|
||||||
|
double getXMin(void) const;
|
||||||
|
double getXMax(void) const;
|
||||||
double operator[](const Index i) const;
|
double operator[](const Index i) const;
|
||||||
double operator()(const double x) const;
|
double operator()(const double x) const;
|
||||||
// percentiles & confidence interval
|
// percentiles & confidence interval
|
||||||
|
@@ -300,6 +300,67 @@ const XYStatData & XYSampleData::getData(void)
|
|||||||
}
|
}
|
||||||
|
|
||||||
// fit /////////////////////////////////////////////////////////////////////////
|
// fit /////////////////////////////////////////////////////////////////////////
|
||||||
|
|
||||||
|
void XYSampleData::fitSample(std::vector<Minimizer *> &minimizer,
|
||||||
|
const std::vector<const DoubleModel *> &v,
|
||||||
|
SampleFitResult &result,
|
||||||
|
DVec &init,
|
||||||
|
Index s)
|
||||||
|
{
|
||||||
|
result.resize(nSample_);
|
||||||
|
result.chi2_.resize(nSample_);
|
||||||
|
result.model_.resize(v.size());
|
||||||
|
FitResult sampleResult;
|
||||||
|
setDataToSample(s);
|
||||||
|
if (s == central)
|
||||||
|
{
|
||||||
|
sampleResult = data_.fit(minimizer, init, v);
|
||||||
|
init = sampleResult.segment(0, init.size());
|
||||||
|
result.nPar_ = sampleResult.getNPar();
|
||||||
|
result.nDof_ = sampleResult.nDof_;
|
||||||
|
result.parName_ = sampleResult.parName_;
|
||||||
|
result.corrRangeDb_ = Math::svdDynamicRangeDb(getFitCorrMat());
|
||||||
|
}
|
||||||
|
else
|
||||||
|
{
|
||||||
|
sampleResult = data_.fit(*(minimizer.back()), init, v);
|
||||||
|
}
|
||||||
|
result[s] = sampleResult;
|
||||||
|
result.chi2_[s] = sampleResult.getChi2();
|
||||||
|
for (unsigned int j = 0; j < v.size(); ++j)
|
||||||
|
{
|
||||||
|
result.model_[j].resize(nSample_);
|
||||||
|
result.model_[j][s] = sampleResult.getModel(j);
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
}
|
||||||
|
|
||||||
|
SampleFitResult XYSampleData::fit(std::vector<Minimizer *> &minimizer,
|
||||||
|
const DVec &init,
|
||||||
|
const std::vector<const DoubleModel *> &v,
|
||||||
|
Index s)
|
||||||
|
{
|
||||||
|
computeVarMat();
|
||||||
|
|
||||||
|
SampleFitResult result;
|
||||||
|
DVec initCopy = init;
|
||||||
|
|
||||||
|
fitSample(minimizer, v, result, initCopy, s);
|
||||||
|
|
||||||
|
return result;
|
||||||
|
}
|
||||||
|
|
||||||
|
SampleFitResult XYSampleData::fit(Minimizer &minimizer,
|
||||||
|
const DVec &init,
|
||||||
|
const std::vector<const DoubleModel *> &v,
|
||||||
|
Index s)
|
||||||
|
{
|
||||||
|
vector<Minimizer *> mv{&minimizer};
|
||||||
|
|
||||||
|
return fit(mv, init, v, s);
|
||||||
|
}
|
||||||
|
|
||||||
SampleFitResult XYSampleData::fit(std::vector<Minimizer *> &minimizer,
|
SampleFitResult XYSampleData::fit(std::vector<Minimizer *> &minimizer,
|
||||||
const DVec &init,
|
const DVec &init,
|
||||||
const std::vector<const DoubleModel *> &v)
|
const std::vector<const DoubleModel *> &v)
|
||||||
@@ -307,43 +368,14 @@ SampleFitResult XYSampleData::fit(std::vector<Minimizer *> &minimizer,
|
|||||||
computeVarMat();
|
computeVarMat();
|
||||||
|
|
||||||
SampleFitResult result;
|
SampleFitResult result;
|
||||||
FitResult sampleResult;
|
|
||||||
DVec initCopy = init;
|
DVec initCopy = init;
|
||||||
Minimizer::Verbosity verbCopy = minimizer.back()->getVerbosity();
|
Minimizer::Verbosity verbCopy = minimizer.back()->getVerbosity();
|
||||||
|
|
||||||
result.resize(nSample_);
|
|
||||||
result.chi2_.resize(nSample_);
|
|
||||||
result.model_.resize(v.size());
|
|
||||||
FOR_STAT_ARRAY(result, s)
|
FOR_STAT_ARRAY(result, s)
|
||||||
{
|
{
|
||||||
setDataToSample(s);
|
fitSample(minimizer, v, result, initCopy, s);
|
||||||
if (s == central)
|
|
||||||
{
|
|
||||||
sampleResult = data_.fit(minimizer, initCopy, v);
|
|
||||||
initCopy = sampleResult.segment(0, initCopy.size());
|
|
||||||
if (verbCopy != Minimizer::Verbosity::Debug)
|
|
||||||
{
|
|
||||||
minimizer.back()->setVerbosity(Minimizer::Verbosity::Silent);
|
|
||||||
}
|
|
||||||
}
|
|
||||||
else
|
|
||||||
{
|
|
||||||
|
|
||||||
sampleResult = data_.fit(*(minimizer.back()), initCopy, v);
|
|
||||||
}
|
|
||||||
result[s] = sampleResult;
|
|
||||||
result.chi2_[s] = sampleResult.getChi2();
|
|
||||||
for (unsigned int j = 0; j < v.size(); ++j)
|
|
||||||
{
|
|
||||||
result.model_[j].resize(nSample_);
|
|
||||||
result.model_[j][s] = sampleResult.getModel(j);
|
|
||||||
}
|
|
||||||
}
|
}
|
||||||
minimizer.back()->setVerbosity(verbCopy);
|
minimizer.back()->setVerbosity(verbCopy);
|
||||||
result.nPar_ = sampleResult.getNPar();
|
|
||||||
result.nDof_ = sampleResult.nDof_;
|
|
||||||
result.parName_ = sampleResult.parName_;
|
|
||||||
result.corrRangeDb_ = Math::cdr(getFitCorrMat());
|
|
||||||
|
|
||||||
return result;
|
return result;
|
||||||
}
|
}
|
||||||
|
@@ -103,6 +103,13 @@ public:
|
|||||||
// get internal XYStatData
|
// get internal XYStatData
|
||||||
const XYStatData & getData(void);
|
const XYStatData & getData(void);
|
||||||
// fit
|
// fit
|
||||||
|
void fitSample(std::vector<Minimizer *> &minimizer,
|
||||||
|
const std::vector<const DoubleModel *> &v,
|
||||||
|
SampleFitResult &sampleResult, DVec &init, Index s);
|
||||||
|
SampleFitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
|
||||||
|
const std::vector<const DoubleModel *> &v, Index s);
|
||||||
|
SampleFitResult fit(Minimizer &minimizer, const DVec &init,
|
||||||
|
const std::vector<const DoubleModel *> &v, Index s);
|
||||||
SampleFitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
|
SampleFitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
|
||||||
const std::vector<const DoubleModel *> &v);
|
const std::vector<const DoubleModel *> &v);
|
||||||
SampleFitResult fit(Minimizer &minimizer, const DVec &init,
|
SampleFitResult fit(Minimizer &minimizer, const DVec &init,
|
||||||
|
@@ -358,7 +358,7 @@ FitResult XYStatData::fit(vector<Minimizer *> &minimizer, const DVec &init,
|
|||||||
result = (*m)(chi2);
|
result = (*m)(chi2);
|
||||||
totalInit = result;
|
totalInit = result;
|
||||||
}
|
}
|
||||||
result.corrRangeDb_ = Math::cdr(getFitCorrMat());
|
result.corrRangeDb_ = Math::svdDynamicRangeDb(getFitCorrMat());
|
||||||
result.chi2_ = chi2(result);
|
result.chi2_ = chi2(result);
|
||||||
result.nPar_ = nPar;
|
result.nPar_ = nPar;
|
||||||
result.nDof_ = layout.totalYSize - nPar;
|
result.nDof_ = layout.totalYSize - nPar;
|
||||||
|
@@ -24,7 +24,7 @@ int main(int argc, char *argv[])
|
|||||||
{
|
{
|
||||||
// parse arguments /////////////////////////////////////////////////////////
|
// parse arguments /////////////////////////////////////////////////////////
|
||||||
OptParser opt;
|
OptParser opt;
|
||||||
bool parsed, doLaplace, doPlot, doHeatmap, doCorr, fold, doScan, noGuess;
|
bool parsed, doLaplace, doPlot, doHeatmap, doCorr, fold, doScan;
|
||||||
string corrFileName, model, outFileName, outFmt, savePlot;
|
string corrFileName, model, outFileName, outFmt, savePlot;
|
||||||
Index ti, tf, shift, nPar, thinning;
|
Index ti, tf, shift, nPar, thinning;
|
||||||
double svdTol;
|
double svdTol;
|
||||||
@@ -59,8 +59,6 @@ int main(int argc, char *argv[])
|
|||||||
"show the fit plot");
|
"show the fit plot");
|
||||||
opt.addOption("h", "heatmap" , OptParser::OptType::trigger, true,
|
opt.addOption("h", "heatmap" , OptParser::OptType::trigger, true,
|
||||||
"show the fit correlation heatmap");
|
"show the fit correlation heatmap");
|
||||||
opt.addOption("", "no-guess" , OptParser::OptType::trigger, true,
|
|
||||||
"do not try to guess fit parameters");
|
|
||||||
opt.addOption("", "save-plot", OptParser::OptType::value, true,
|
opt.addOption("", "save-plot", OptParser::OptType::value, true,
|
||||||
"saves the source and .pdf", "");
|
"saves the source and .pdf", "");
|
||||||
opt.addOption("", "scan", OptParser::OptType::trigger, true,
|
opt.addOption("", "scan", OptParser::OptType::trigger, true,
|
||||||
@@ -89,7 +87,6 @@ int main(int argc, char *argv[])
|
|||||||
fold = opt.gotOption("fold");
|
fold = opt.gotOption("fold");
|
||||||
doPlot = opt.gotOption("p");
|
doPlot = opt.gotOption("p");
|
||||||
doHeatmap = opt.gotOption("h");
|
doHeatmap = opt.gotOption("h");
|
||||||
noGuess = opt.gotOption("no-guess");
|
|
||||||
savePlot = opt.optionValue("save-plot");
|
savePlot = opt.optionValue("save-plot");
|
||||||
doScan = opt.gotOption("scan");
|
doScan = opt.gotOption("scan");
|
||||||
switch (opt.optionValue<unsigned int>("v"))
|
switch (opt.optionValue<unsigned int>("v"))
|
||||||
@@ -117,6 +114,7 @@ int main(int argc, char *argv[])
|
|||||||
nt = corr[central].rows();
|
nt = corr[central].rows();
|
||||||
corr = corr.block(0, 0, nt, 1);
|
corr = corr.block(0, 0, nt, 1);
|
||||||
corr = CorrelatorUtils::shift(corr, shift);
|
corr = CorrelatorUtils::shift(corr, shift);
|
||||||
|
|
||||||
if (doLaplace)
|
if (doLaplace)
|
||||||
{
|
{
|
||||||
vector<double> filter = {1., -2., 1.};
|
vector<double> filter = {1., -2., 1.};
|
||||||
@@ -158,6 +156,11 @@ int main(int argc, char *argv[])
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
if (fold)
|
||||||
|
{
|
||||||
|
corr = CorrelatorUtils::fold(corr,modelPar);
|
||||||
|
}
|
||||||
|
|
||||||
// fit /////////////////////////////////////////////////////////////////////
|
// fit /////////////////////////////////////////////////////////////////////
|
||||||
DVec init(nPar);
|
DVec init(nPar);
|
||||||
NloptMinimizer globMin(NloptMinimizer::Algorithm::GN_CRS2_LM);
|
NloptMinimizer globMin(NloptMinimizer::Algorithm::GN_CRS2_LM);
|
||||||
@@ -170,14 +173,13 @@ int main(int argc, char *argv[])
|
|||||||
fitter.setThinning(thinning);
|
fitter.setThinning(thinning);
|
||||||
|
|
||||||
// set initial values ******************************************************
|
// set initial values ******************************************************
|
||||||
if ((modelPar.type != CorrelatorType::undefined) and !noGuess)
|
if (modelPar.type != CorrelatorType::undefined)
|
||||||
{
|
{
|
||||||
init = CorrelatorModels::parameterGuess(corr, modelPar);
|
init = CorrelatorModels::parameterGuess(corr, modelPar);
|
||||||
}
|
}
|
||||||
else
|
else
|
||||||
{
|
{
|
||||||
init.fill(1.);
|
init.fill(0.1);
|
||||||
init(0) = 0.2;
|
|
||||||
}
|
}
|
||||||
|
|
||||||
// set limits for minimisers ***********************************************
|
// set limits for minimisers ***********************************************
|
||||||
|
@@ -17,7 +17,6 @@
|
|||||||
* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
|
* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
|
||||||
*/
|
*/
|
||||||
|
|
||||||
#include <LatAnalyze/Core/Math.hpp>
|
|
||||||
#include <LatAnalyze/Core/OptParser.hpp>
|
#include <LatAnalyze/Core/OptParser.hpp>
|
||||||
#include <LatAnalyze/Core/Plot.hpp>
|
#include <LatAnalyze/Core/Plot.hpp>
|
||||||
#include <LatAnalyze/Io/Io.hpp>
|
#include <LatAnalyze/Io/Io.hpp>
|
||||||
@@ -54,12 +53,6 @@ int main(int argc, char *argv[])
|
|||||||
cerr << "usage: " << argv[0];
|
cerr << "usage: " << argv[0];
|
||||||
cerr << " <options> <input file>" << endl;
|
cerr << " <options> <input file>" << endl;
|
||||||
cerr << endl << "Possible options:" << endl << opt << endl;
|
cerr << endl << "Possible options:" << endl << opt << endl;
|
||||||
cerr << "Available DWT filters:" << endl;
|
|
||||||
for (auto &fv: DWTFilters::fromName)
|
|
||||||
{
|
|
||||||
cerr << fv.first << " ";
|
|
||||||
}
|
|
||||||
cerr << endl << endl;
|
|
||||||
|
|
||||||
return EXIT_FAILURE;
|
return EXIT_FAILURE;
|
||||||
}
|
}
|
||||||
@@ -75,45 +68,22 @@ int main(int argc, char *argv[])
|
|||||||
DMatSample in = Io::load<DMatSample>(inFilename), res;
|
DMatSample in = Io::load<DMatSample>(inFilename), res;
|
||||||
Index nSample = in.size(), n = in[central].rows();
|
Index nSample = in.size(), n = in[central].rows();
|
||||||
vector<DMatSample> out(ss ? 1 : level, DMatSample(nSample)),
|
vector<DMatSample> out(ss ? 1 : level, DMatSample(nSample)),
|
||||||
outh(ss ? 0 : level, DMatSample(nSample)),
|
outh(ss ? 0 : level, DMatSample(nSample));
|
||||||
concath(ss ? 0 : level, DMatSample(nSample));
|
|
||||||
DMatSample concat(nSample, n, 1);
|
|
||||||
DWT dwt(*DWTFilters::fromName.at(filterName));
|
DWT dwt(*DWTFilters::fromName.at(filterName));
|
||||||
vector<DWT::DWTLevel> dataDWT(level);
|
vector<DWT::DWTLevel> dataDWT(level);
|
||||||
|
|
||||||
FOR_STAT_ARRAY(in, s)
|
|
||||||
{
|
|
||||||
in[s].conservativeResize(n, 1);
|
|
||||||
}
|
|
||||||
if (!ss)
|
if (!ss)
|
||||||
{
|
{
|
||||||
DMatSample buf(nSample);
|
|
||||||
|
|
||||||
cout << "-- compute discrete wavelet transform" << endl;
|
cout << "-- compute discrete wavelet transform" << endl;
|
||||||
cout << "filter '" << filterName << "' / " << level << " level(s)" << endl;
|
cout << "filter '" << filterName << "' / " << level << " level(s)" << endl;
|
||||||
FOR_STAT_ARRAY(in, s)
|
FOR_STAT_ARRAY(in, s)
|
||||||
{
|
{
|
||||||
dataDWT = dwt.forward(in[s], level);
|
dataDWT = dwt.forward(in[s].col(0), level);
|
||||||
for (unsigned int l = 0; l < level; ++l)
|
for (unsigned int l = 0; l < level; ++l)
|
||||||
{
|
{
|
||||||
out[l][s] = dataDWT[l].first;
|
out[l][s] = dataDWT[l].first;
|
||||||
outh[l][s] = dataDWT[l].second;
|
outh[l][s] = dataDWT[l].second;
|
||||||
concath[l][s] = DWT::concat(dataDWT, l, true);
|
|
||||||
}
|
}
|
||||||
concat[s] = DWT::concat(dataDWT);
|
|
||||||
}
|
|
||||||
cout << "Data CDR " << Math::cdr(in.correlationMatrix()) << " dB" << endl;
|
|
||||||
cout << "DWT CDR " << Math::cdr(concat.correlationMatrix()) << " dB" << endl;
|
|
||||||
for (unsigned int l = 0; l < level; ++l)
|
|
||||||
{
|
|
||||||
cout << "DWT level " << l << " CDR: L= ";
|
|
||||||
cout << Math::cdr(out[l].correlationMatrix()) << " dB / H= ";
|
|
||||||
cout << Math::cdr(outh[l].correlationMatrix()) << " dB" << endl;
|
|
||||||
}
|
|
||||||
for (unsigned int l = 0; l < level; ++l)
|
|
||||||
{
|
|
||||||
cout << "DWT detail level " << l << " CDR: ";
|
|
||||||
cout << Math::cdr(concath[l].correlationMatrix()) << " dB" << endl;
|
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
else
|
else
|
||||||
@@ -132,7 +102,7 @@ int main(int argc, char *argv[])
|
|||||||
}
|
}
|
||||||
FOR_STAT_ARRAY(in, s)
|
FOR_STAT_ARRAY(in, s)
|
||||||
{
|
{
|
||||||
dataDWT.back().first = in[s];
|
dataDWT.back().first = in[s].col(0);
|
||||||
out[0][s] = dwt.backward(dataDWT);
|
out[0][s] = dwt.backward(dataDWT);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -145,9 +115,7 @@ int main(int argc, char *argv[])
|
|||||||
{
|
{
|
||||||
Io::save<DMatSample>(out[l], outFilename + "/L" + strFrom(l) + ".h5");
|
Io::save<DMatSample>(out[l], outFilename + "/L" + strFrom(l) + ".h5");
|
||||||
Io::save<DMatSample>(outh[l], outFilename + "/H" + strFrom(l) + ".h5");
|
Io::save<DMatSample>(outh[l], outFilename + "/H" + strFrom(l) + ".h5");
|
||||||
Io::save<DMatSample>(concath[l], outFilename + "/concatH" + strFrom(l) + ".h5");
|
|
||||||
}
|
}
|
||||||
Io::save<DMatSample>(concat, outFilename + "/concat.h5");
|
|
||||||
}
|
}
|
||||||
else
|
else
|
||||||
{
|
{
|
||||||
|
@@ -18,30 +18,42 @@
|
|||||||
*/
|
*/
|
||||||
|
|
||||||
#include <LatAnalyze/Io/Io.hpp>
|
#include <LatAnalyze/Io/Io.hpp>
|
||||||
|
#include <LatAnalyze/Core/OptParser.hpp>
|
||||||
|
|
||||||
|
|
||||||
using namespace std;
|
using namespace std;
|
||||||
using namespace Latan;
|
using namespace Latan;
|
||||||
|
|
||||||
int main(int argc, char *argv[])
|
int main(int argc, char *argv[])
|
||||||
{
|
{
|
||||||
|
OptParser opt;
|
||||||
Index nSample;
|
Index nSample;
|
||||||
double val, err;
|
double val, err;
|
||||||
string outFileName;
|
string outFileName;
|
||||||
|
|
||||||
if (argc != 5)
|
opt.addOption("r", "seed" , OptParser::OptType::value, true,
|
||||||
|
"random generator seed (default: random)");
|
||||||
|
opt.addOption("", "help" , OptParser::OptType::trigger, true,
|
||||||
|
"show this help message and exit");
|
||||||
|
|
||||||
|
bool parsed = opt.parse(argc, argv);
|
||||||
|
if (!parsed or (opt.getArgs().size() != 4) or opt.gotOption("help"))
|
||||||
{
|
{
|
||||||
cerr << "usage: " << argv[0];
|
cerr << "usage: " << argv[0];
|
||||||
cerr << " <central value> <error> <nSample> <output file>" << endl;
|
cerr << " <central value> <error> <nSample> <output file>" << endl;
|
||||||
|
cerr << endl << "Possible options:" << endl << opt << endl;
|
||||||
|
|
||||||
return EXIT_FAILURE;
|
return EXIT_FAILURE;
|
||||||
}
|
}
|
||||||
|
|
||||||
val = strTo<double>(argv[1]);
|
val = strTo<double>(argv[1]);
|
||||||
err = strTo<double>(argv[2]);
|
err = strTo<double>(argv[2]);
|
||||||
nSample = strTo<Index>(argv[3]);
|
nSample = strTo<Index>(argv[3]);
|
||||||
outFileName = argv[4];
|
outFileName = argv[4];
|
||||||
|
|
||||||
random_device rd;
|
random_device rd;
|
||||||
mt19937 gen(rd());
|
SeedType seed = (opt.gotOption("r")) ? opt.optionValue<SeedType>("r") : rd();
|
||||||
|
mt19937 gen(seed);
|
||||||
normal_distribution<> dis(val, err);
|
normal_distribution<> dis(val, err);
|
||||||
DSample res(nSample);
|
DSample res(nSample);
|
||||||
|
|
||||||
|
@@ -68,7 +68,7 @@ int main(int argc, char *argv[])
|
|||||||
var = sample.varianceMatrix();
|
var = sample.varianceMatrix();
|
||||||
corr = sample.correlationMatrix();
|
corr = sample.correlationMatrix();
|
||||||
|
|
||||||
cout << "dynamic range " << Math::cdr(corr) << " dB" << endl;
|
cout << "dynamic range " << Math::svdDynamicRangeDb(corr) << " dB" << endl;
|
||||||
p << PlotCorrMatrix(corr);
|
p << PlotCorrMatrix(corr);
|
||||||
p.display();
|
p.display();
|
||||||
if (!outVarName.empty())
|
if (!outVarName.empty())
|
||||||
|
@@ -38,9 +38,23 @@ int main(int argc, char *argv[])
|
|||||||
{
|
{
|
||||||
DMatSample s = Io::load<DMatSample>(fileName);
|
DMatSample s = Io::load<DMatSample>(fileName);
|
||||||
string name = Io::getFirstName(fileName);
|
string name = Io::getFirstName(fileName);
|
||||||
|
Index nRows = s[central].rows();
|
||||||
|
Index nCols = s[central].cols();
|
||||||
cout << scientific;
|
cout << scientific;
|
||||||
cout << "central value:\n" << s[central] << endl;
|
cout << "central value +/- standard deviation\n" << endl;
|
||||||
cout << "standard deviation:\n" << s.variance().cwiseSqrt() << endl;
|
cout << "Re:" << endl;
|
||||||
|
for(Index i = 0; i < nRows; i++)
|
||||||
|
{
|
||||||
|
cout << s[central](i,0) << " +/- " << s.variance().cwiseSqrt()(i,0) << endl;
|
||||||
|
}
|
||||||
|
if(nCols == 2)
|
||||||
|
{
|
||||||
|
cout << "\nIm:" << endl;
|
||||||
|
for(Index i = 0; i < nRows; i++)
|
||||||
|
{
|
||||||
|
cout << s[central](i,1) << " +/- " << s.variance().cwiseSqrt()(i,1) << endl;
|
||||||
|
}
|
||||||
|
}
|
||||||
if (!copy.empty())
|
if (!copy.empty())
|
||||||
{
|
{
|
||||||
Io::save(s, copy, File::Mode::write, name);
|
Io::save(s, copy, File::Mode::write, name);
|
||||||
@@ -51,8 +65,8 @@ int main(int argc, char *argv[])
|
|||||||
DSample s = Io::load<DSample>(fileName);
|
DSample s = Io::load<DSample>(fileName);
|
||||||
string name = Io::getFirstName(fileName);
|
string name = Io::getFirstName(fileName);
|
||||||
cout << scientific;
|
cout << scientific;
|
||||||
cout << "central value:\n" << s[central] << endl;
|
cout << "central value +/- standard deviation\n" << endl;
|
||||||
cout << "standard deviation:\n" << sqrt(s.variance()) << endl;
|
cout << s[central] << " +/- " << sqrt(s.variance()) << endl;
|
||||||
if (!copy.empty())
|
if (!copy.empty())
|
||||||
{
|
{
|
||||||
Io::save(s, copy, File::Mode::write, name);
|
Io::save(s, copy, File::Mode::write, name);
|
||||||
|
Reference in New Issue
Block a user