tuning fixes and update comparing with Andrew

utils/Makefile.am

@@ -6,17 +6,18 @@ if CXX_INTEL
 endif
 endif
 
-bin_PROGRAMS =            \
-    latan-plot            \
-    latan-sample-combine  \
-    latan-sample-dwt      \
-    latan-sample-element  \
-    latan-sample-fake     \
-    latan-sample-ft       \
-    latan-sample-merge    \
-    latan-sample-plot     \
-    latan-sample-plot-corr\
-    latan-sample-read     \
+bin_PROGRAMS =                 \
+    latan-plot                 \
+    latan-sample-combine       \
+    latan-sample-dwt           \
+    latan-sample-element       \
+    latan-sample-fake          \
+    latan-sample-ft            \
+    latan-sample-merge         \
+    latan-sample-noise-analysis\
+    latan-sample-plot          \
+    latan-sample-plot-corr     \
+    latan-sample-read          \
     latan-resample        
 
 latan_plot_SOURCES  = plot.cpp
@@ -47,6 +48,10 @@ latan_sample_merge_SOURCES  = sample-merge.cpp
 latan_sample_merge_CXXFLAGS = $(COM_CXXFLAGS)
 latan_sample_merge_LDFLAGS  = -L../lib/.libs -lLatAnalyze
 
+latan_sample_noise_analysis_SOURCES  = sample-noise-analysis.cpp
+latan_sample_noise_analysis_CXXFLAGS = $(COM_CXXFLAGS)
+latan_sample_noise_analysis_LDFLAGS  = -L../lib/.libs -lLatAnalyze
+
 latan_sample_plot_corr_SOURCES  = sample-plot-corr.cpp
 latan_sample_plot_corr_CXXFLAGS = $(COM_CXXFLAGS)
 latan_sample_plot_corr_LDFLAGS  = -L../lib/.libs -lLatAnalyze

utils/sample-noise-analysis.cpp

@@ -0,0 +1,193 @@
+/*
+ * sample-noise-analysis.cpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2020 Antonin Portelli
+ *
+ * LatAnalyze 3 is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze 3 is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <LatAnalyze/Core/OptParser.hpp>
+#include <LatAnalyze/Io/Io.hpp>
+#include <LatAnalyze/Core/Math.hpp>
+#include <LatAnalyze/Core/Plot.hpp>
+#include <LatAnalyze/Numerical/GslFFT.hpp>
+#include <LatAnalyze/Numerical/MinuitMinimizer.hpp>
+#include <LatAnalyze/Statistics/XYSampleData.hpp>
+
+using namespace std;
+using namespace Latan;
+using namespace Math;
+
+int main(int argc, char *argv[])
+{
+    // argument parsing ////////////////////////////////////////////////////////
+    OptParser      opt;
+    bool           parsed;
+    string         filename;
+
+    opt.addOption("" , "help"  , OptParser::OptType::trigger, true,
+                  "show this help message and exit");
+    parsed = opt.parse(argc, argv);
+    if (!parsed or (opt.getArgs().size() != 1) or opt.gotOption("help"))
+    {
+        cerr << "usage: " << argv[0];
+        cerr << "<options> <sample file>" << endl;
+        cerr << endl << "Possible options:" << endl << opt << endl;
+        
+        return EXIT_FAILURE;
+    }
+    filename = opt.getArgs()[0];
+
+    // load data ///////////////////////////////////////////////////////////////
+    DMatSample sample;
+
+    cout << "-- load data" << endl;
+    sample = Io::load<DMatSample>(filename);
+
+    // compute power spectrum //////////////////////////////////////////////////
+    DMat       av, err;
+    double     l0;
+    Index      nSample = sample.size(), n = sample[central].rows();
+    DMatSample noise(nSample), pow(nSample, n, 1);
+    CMatSample ftBuf(nSample, n, 1);
+    GslFFT     fft(n);
+
+    cout << "-- compute power spectrum" << endl;
+    FOR_STAT_ARRAY(sample, s)
+    {
+        sample[s].conservativeResize(n, 1);
+    }
+    av  = sample.mean();
+    err = sample.variance().cwiseSqrt();
+    FOR_STAT_ARRAY(sample, s)
+    {
+        noise[s] = sample[s] - av;
+        ftBuf[s].real() = noise[s];
+        ftBuf[s].imag().fill(0.);
+        fft(ftBuf[s]);
+        pow[s] = ftBuf[s].cwiseAbs2().unaryExpr([](const double x){return 10.*log10(x);});
+        //pow[s] = ftBuf[s].cwiseAbs2();
+        pow[s].conservativeResize(n/2, 1);
+    }
+    pow[central] = pow.mean();
+    // {
+    //     Plot p;
+    //     DVec x;
+
+    //     x.setLinSpaced(n/2, 0., n/2 - 1.);
+    //     p << LogScale(Axis::x);
+    //     p << PlotData(x, pow);
+    //     p.display();
+    // }
+    // l0 = pow.mean()(1);
+    // FOR_STAT_ARRAY(sample, s)
+    // {
+    //     pow[s] = pow[s].unaryExpr([l0](const double x){return x - l0;});
+    // }
+
+    // fit decay ///////////////////////////////////////////////////////////////
+    DVec            x, init(2);
+    DMat            fitErr;
+    DMatSample      xs(nSample, n/2, 1);
+    DSample         beta(nSample);
+    XYSampleData    data(nSample);
+    MinuitMinimizer min;
+    DoubleModel     lin([](const double *x, const double *p){return x[0]*p[0] + p[1];}, 1, 2);
+
+    cout << "-- fit decay" << endl;
+    x.setLinSpaced(n/2, 0., n/2 - 1.);
+    FOR_VEC(x, i)
+    {
+        x(i) = log2(x(i));
+    }
+    xs.fill(x);
+    data.addXDim(n/2, "f", true);
+    data.addYDim("pow");
+    data.setUnidimData(xs, pow);
+    data.assumeYYCorrelated(true, 0, 0);
+    for (unsigned int i = 0; i < n/2; ++i)
+    {
+        data.fitPoint((x(i) >= 2.) and (x(i) <= log2(n/2) - 0.5), i);
+    }
+    init(0) = -0.1; init(1) = -0.1;
+    auto fit = data.fit(min, init, lin);
+    fitErr   = fit.variance().cwiseSqrt();
+    FOR_STAT_ARRAY(beta, s)
+    {
+        beta[s] = fit[s](0)/(10.*log10(2.));
+    }
+    printf("chi^2/dof = %.1e/%d= %.2e -- chi^2 CCDF = %.2e -- p-value = %.2e -- CDR = %.1f dB\n",
+        fit.getChi2(), static_cast<int>(fit.getNDof()), fit.getChi2PerDof(), 
+        fit.getCcdf(), fit.getPValue(), fit.getCorrRangeDb());
+    printf("    decay = %.2f +/- %.2f dB/oct\n", fit[central](0), fitErr(0));
+    printf(" exponent = %.2f +/- %.2f\n", beta[central], sqrt(beta.variance()));
+
+    Plot p;
+
+    p << Caption("noise power spectrum");
+    p << PlotRange(Axis::x, -0.5, log2(n/2) + 0.5) 
+      << Label("frequency (oct)", Axis::x) << Label("power (dB)", Axis::y);
+    p << Color("1") << PlotPredBand(fit.getModel(_), 0., log2(n/2) + 0.5);
+    p << Color("1") << PlotFunction(fit.getModel(), 0., log2(n/2) + 0.5);
+    p << Color("2") << PlotData(x, pow);
+
+    p.display();
+
+    // p.reset();
+    // p << PlotCorrMatrix(data.getFitCorrMat());
+    // p.display();
+
+    // filter correlator ///////////////////////////////////////////////////////
+    DVec       filter(n);
+    DMatSample fsample(nSample, n, 1);
+
+    FOR_VEC(filter, i)
+    {
+        filter(i) = -std::pow(2.*sin(pi/n*i), 2);//-beta[central]*.5);
+    }
+    FOR_STAT_ARRAY(sample, s)
+    {
+        ftBuf[s].real() = sample[s].col(0);
+        ftBuf[s].imag().fill(0.);
+        fft(ftBuf[s], FFT::Forward);
+        ftBuf[s] = ftBuf[s].cwiseProduct(filter);
+        fft(ftBuf[s], FFT::Backward);
+        fsample[s] = ftBuf[s].real();
+    }
+
+    // p.reset();
+    x.setLinSpaced(n, 0., n - 1.);
+    // p << PlotData(x, sample);
+    // p << PlotData(x, fsample);
+    // p.display();
+
+    p.reset();
+    FOR_VEC(x, i)
+    {
+        x(i) = log2(x(i));
+    }
+    p << PlotRange(Axis::x, -0.5, log2(n/2) + 0.5);
+    p << PlotPoints(x, -filter);
+    p.display();
+    p.reset();
+    p << PlotCorrMatrix(sample.correlationMatrix());
+    p.display();
+    p.reset();
+    p << PlotCorrMatrix(fsample.correlationMatrix());
+    p.display();
+    Io::save(fsample, "test.h5");
+
+
+    return EXIT_SUCCESS;
+}