/*
* XYStatData.hpp, part of LatAnalyze 3
*
* Copyright (C) 2013 - 2016 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 .
*/
#ifndef Latan_XYStatData_hpp_
#define Latan_XYStatData_hpp_
#include
#include
#include
#include
BEGIN_LATAN_NAMESPACE
/******************************************************************************
* object for fit result *
******************************************************************************/
class FitResult: public DVec
{
friend class XYStatData;
friend class XYSampleData;
friend class SampleFitResult;
public:
// constructors
FitResult(void) = default;
EIGEN_EXPR_CTOR(FitResult, FitResult, Base, MatExpr)
// destructor
virtual ~FitResult(void) = default;
// access
double getChi2(void) const;
double getChi2PerDof(void) const;
double getNDof(void) const;
Index getNPar(void) const;
double getPValue(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.};
Index nDof_{0}, nPar_{0};
std::vector model_;
std::vector parName_;
};
/******************************************************************************
* class for X vs. Y statistical data *
******************************************************************************/
class XYStatData: public FitInterface
{
public:
// constructor
XYStatData(void) = default;
// destructor
virtual ~XYStatData(void) = default;
// data access
double & x(const Index r, const Index i);
const double & x(const Index r, const Index i) const;
const DVec & x(const Index k) const;
double & y(const Index k, const Index j);
const double & y(const Index k, const Index j) const;
void setXXVar(const Index i1, const Index i2, const DMat &m);
void setYYVar(const Index j1, const Index j2, const DMat &m);
void setXYVar(const Index i, const Index j, const DMat &m);
void setXError(const Index i, const DVec &err);
void setYError(const Index j, const DVec &err);
template
void setUnidimData(const DMat &xData, const Ts & ...yDatas);
const DMat & getXXVar(const Index i1, const Index i2) const;
const DMat & getYYVar(const Index j1, const Index j2) const;
const DMat & getXYVar(const Index i, const Index j) const;
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
const DMat & getFitVarMat(void);
const DMat & getFitVarMatPInv(void);
// fit
FitResult fit(std::vector &minimizer, const DVec &init,
const std::vector &v);
FitResult fit(Minimizer &minimizer, const DVec &init,
const std::vector &v);
template
FitResult fit(std::vector &minimizer, const DVec &init,
const DoubleModel &model, const Ts... models);
template
FitResult fit(Minimizer &minimizer, const DVec &init,
const DoubleModel &model, const Ts... models);
// residuals
XYStatData getResiduals(const FitResult &fit);
XYStatData getPartialResiduals(const FitResult &fit, const DVec &ref,
const Index i);
protected:
// create data
virtual void createXData(const std::string name, const Index nData);
virtual void createYData(const std::string name);
void resizeVarMat(void);
private:
// schedule buffer computation
void scheduleXMapInit(void);
void scheduleChi2DataVecInit(void);
// buffer total fit variance matrix
void updateFitVarMat(void);
// buffer list of x vectors
void updateXMap(void) const;
// buffer chi^2 vectors
void updateChi2DataVec(void);
void updateChi2ModVec(const DVec p,
const std::vector &v);
private:
std::vector> yData_;
std::vector xData_;
std::map xMap_;
Mat xxVar_, yyVar_, xyVar_;
DMat fitVar_, fitVarInv_;
DVec chi2DataVec_, chi2ModVec_, chi2Vec_;
DVec xBuf_;
bool initXMap_{true};
bool initChi2DataVec_{true};
};
/******************************************************************************
* XYStatData template implementation *
******************************************************************************/
template
void XYStatData::setUnidimData(const DMat &xData, const Ts & ...yDatas)
{
static_assert(static_or::value...>::value,
"y data arguments are not compatible with DMat");
std::vector yData{&yDatas...};
FOR_VEC(xData, r)
{
x(r, 0) = xData(r);
for (unsigned int j = 0; j < yData.size(); ++j)
{
y(r, j) = (*(yData[j]))(r);
}
}
}
template
FitResult XYStatData::fit(std::vector &minimizer, const DVec &init,
const DoubleModel &model, const Ts... models)
{
static_assert(static_or::value...>::value,
"model arguments are not compatible with DoubleModel");
std::vector modelVector{&model, &models...};
return fit(minimizer, init, modelVector);
}
template
FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
const DoubleModel &model, const Ts... models)
{
static_assert(static_or::value...>::value,
"model arguments are not compatible with DoubleModel");
std::vector mv{&minimizer};
return fit(mv, init, model, models...);
}
/******************************************************************************
* error check macros *
******************************************************************************/
#define checkVarMat(m, var)\
if (((m).rows() != (var).rows()) or ((m).cols() != (var).cols()))\
{\
LATAN_ERROR(Size, "provided variance matrix has a wrong size"\
" (expected " + strFrom((var).rows()) + "x"\
+ strFrom((var).cols()) + ", got " + strFrom((m).rows())\
+ "x" + strFrom((m).cols()) + ")");\
}
#define checkErrVec(err, var)\
if ((err).size() != (var).rows())\
{\
LATAN_ERROR(Size, "provided error vector has a wrong size"\
" (expected " + strFrom((var).rows()) + ", got "\
+ strFrom((err).size()) + ")");\
}
#define checkModelVec(v)\
if (static_cast((v).size()) != getNYDim())\
{\
LATAN_ERROR(Size, "provided model vector has a wrong size"\
" (expected " + strFrom(getNYDim()) + ", got "\
+ strFrom((v).size()) + ")");\
}\
for (unsigned int _i = 1; _i < (v).size(); ++_i)\
{\
if ((v)[_i]->getNArg() != getNXDim())\
{\
LATAN_ERROR(Size, "model " + strFrom(_i) + " has a wrong"\
+ " number of argument (expected " + strFrom(getNXDim())\
+ ", got " + strFrom((v)[_i]->getNArg()));\
}\
}\
{\
Index _nPar = (v)[0]->getNPar();\
for (unsigned int _i = 1; _i < (v).size(); ++_i)\
{\
if ((v)[_i]->getNPar() != _nPar)\
{\
LATAN_ERROR(Size, "model " + strFrom(_i) + " has a wrong"\
+ " number of parameter (expected " + strFrom(_nPar)\
+ ", got " + strFrom((v)[_i]->getNPar()));\
}\
}\
}
END_LATAN_NAMESPACE
#endif // Latan_XYStatData_hpp_