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187 lines
7.9 KiB
Markdown
187 lines
7.9 KiB
Markdown
# LatAnalyze
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[](https://www.gnu.org/licenses/gpl-3.0) [](https://zenodo.org/badge/latestdoi/10201777) [](https://github.com/aportelli/LatAnalyze/actions/workflows/build-ubuntu.yml) [](https://github.com/aportelli/LatAnalyze/actions/workflows/build-macos.yml)
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## Description
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LatAnalyze is a C++14 library for statistical data analysis based on bootstrap
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resampling. It has been written with lattice QCD data analysis in mind (hence
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the name), but its features are not lattice specific and can be used more general statistical context.
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Sadly a proper documentation was never written, but some comprehensive examples covering several key features can be found in the `examples` directory.
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The main features are the following:
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* Array and matrix types with fast arithmetic operations based on [Eigen](http://eigen.tuxfamily.org).
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* High-level types for bootstrap sample manipulation (including various statistical estimators and histogramming).
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* Mathematical expression parser for runtime defined functions.
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* Data I/O in ASCII, XML, and HDF5.
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* High-level wrappers to minimisation routines from the [GSL](http://www.gnu.org/software/gsl/), [Minuit 2](https://github.com/root-project/root/tree/master/math/minuit2) (optional) and [NLopt](http://ab-initio.mit.edu/wiki/index.php/NLopt).
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* Non-linear regression with error on independent variables (through total least squares).
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* High-level wrappers to numerical integrator and non-linear solver from the [GSL](http://www.gnu.org/software/gsl/).
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* High-level functional types for function of model. General functions can be defined from C pointers, C++ objects, strings of mathematical expressions or tabulated data.
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* High-level plotting functions based on [gnuplot](http://www.gnuplot.info), with the possibility of generating and saving plot scripts.
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## Installation
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The head of the `master` branch always points to the latest stable release. The `develop` branch is the main unstable branch of LatAnalyze.
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LatAnalyze is written in C++14. It has been successfully built on various Unix platform using reasonably recent versions of Clang or GCC.
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The only strict dependencies are the [GSL](http://www.gnu.org/software/gsl/) and [HDF5](https://www.hdfgroup.org/HDF5/) (built with C++ support).
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Additionally, cmake (from 3.11), bison (from 3.0) and flex are necessary to build the library. Unless you use a very exotic system, these tools are standard on any Unix platform and should be already present or easy to install through a package manager.
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Optional dependencies are [Minuit 2](https://github.com/root-project/root/tree/master/math/minuit2) and [NLopt](http://ab-initio.mit.edu/wiki/index.php/NLopt).
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LatAnalyze is built through CMake. Below are example instructions for compiling and installing LatAnalyze.
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### Portable quick installation
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For a quick installation with all possible extensions execute:
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```
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./install-latan.sh <prefix>
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```
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in the `ci-scripts` directory where `<prefix>` is where you want LatAnalyze (and its dependencies) to be installed. This script will automatically download, build and install GSL, HDF5, Minuit, and NLopt.
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### Quick installation on macOS with dependencies through Homebrew
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All the dependencies of LatAnalyze can be installed through the [Homebrew](https://brew.sh) package manager.
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```
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brew install automake autoconf libtool bison flex gsl minuit2 nlopt hdf5
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```
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Then build the library with `cmake`
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```
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mkdir build
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cd build
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cmake -DCMAKE_INSTALL_PREFIX=<prefix> -DCMAKE_BUILD_TYPE=Release ..
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make -j <n>
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make install
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```
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where `<prefix>` should be replaced by the desired prefix for LatAnalyze installation, and `<n>` is the number of parallel build processes.
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### Dependencies through Homebrew/Linuxbrew
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If you use Homebrew/Linuxbrew to manage packages, the following command can install all the dependencies of LatAnalyze (including optional ones)
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## Using LatAnalyze in CMake projects
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When LatAnalyze is installed, the necessary CMake module configuration files to link against the library are available in the installation prefix.
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To link against LatAnalyze in a downstream CMake project, simply use
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```cmake
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find_package(LatAnalyze)
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target_link_libraries(<my_app> LatAnalyze::LatAnalyze)
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```
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where `<my_app>` is a CMake target. If LatAnalyze was installed in a non-standard prefix, you might have to set `CMAKE_PREFIX_PATH` accordingly for `find_package` to be successful.
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You can additionally modify the `find_package` to ensure specific components are supported
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```cmake
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find_package(LatAnalyze REQUIRED COMPONENTS <...>)
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```
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where `<...>` is a space separated list of components. Currently available components are
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- `MINUIT2`: Minuit 2 minimisers
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- `NLOPT`: NLopt minimisers
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## History
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#### v3.6
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Build system:
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* automake build discontinued, now using CMake
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* CI through GitHub Actions
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Additions:
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* Discrete wavelet transform
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* Thread pools
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* Correlation dynamic range (CDR) calculation
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* Data filtering and CDR optimisation
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Changes:
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* Significant optimisation of covariance matrix calculation
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* Covariance matrix available for any `StatArray` (not only resampled arrays)
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#### v3.5.1
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Various fixes and cleaning of outdated code.
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#### v3.5
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Additions:
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* 'Impulse' & line type plots
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* Plot line width & dash modifiers
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* Plot palettes (`category10` by default)
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* Multivariate Gaussian RNG
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* 2-pt fitter 'scan' mode over all possible fit ranges
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* Command line utility for plotting data
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Changes:
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* Complete overhaul of the header structure
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* Integration of LatCore in LatAnalyze
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* p-value is now a 2-sided chi^2 test, 1-sided value kept as 'chi^2 CCDF'
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Fixes:
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* Matrix plot data now saving correctly
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* Many compatibility fixes
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#### v3.4
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Additions:
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* `latan-config` utility to easily compile LatAnalyze-based programs
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* Linear and constant models to the 2-point fitter
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Changes:
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* HDF5 is now a compulsory dependency
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Fixes:
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* Variance matrix computation fix.
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#### v3.3
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Additions:
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* Sample plot CL utility.
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* Infinity as a math constant.
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* Option to dump bootstrap sequence while resampling.
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* FFT through the GSL.
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Changes:
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* GSL integrator accepts infinite bounds.
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* `latan-sample-combine` accepts mixes of `DSample` and `DMatSample`.
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* More general `latan-sample-element` command.
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#### v3.2.2
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Additions:
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* The math interpreter supports `inf` for infinity.
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Changes:
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* Vector version of `setUnidimData`.
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Fixes:
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* Variance matrix computation fix.
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#### v3.2.1
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Fixes:
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* Wrong argument number check in `latan-resample`
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#### v3.2 (needs LatCore 1.1)
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Additions:
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* 2-pt function fitter `latan-2pt-fit`
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* Tool to extract one element of a matrix sample `latan-sample-element`
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* Band plotting
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Changes:
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* Sample utilities renamed `latan-sample-*`
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* Resample utility renamed `latan-resample`
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#### v3.1.2
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Fixes:
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* HDF5 archive URL update in build scripts
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#### v3.1.1 (needs LatCore 1.0)
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Fixes:
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* Minuit precision fixed
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* Minor fit interface fixes
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#### v3.1
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Additions:
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* Wrappers to NLopt and GSL minimisers.
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* Command-line tool to plot the correlation heatmap of a boostrap sample file.
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* I/O functions for `DSample` type.
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Changes:
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* Internal random generator removed (obsolete because of C++11 pseudo-random generators).
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* Fit interface and `XY*Data` classes rewritten from scratch for improved flexibility and performance.
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Fixes:
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* **Loads** of portability and compatibility fixes and [CI with Travis](https://travis-ci.org/aportelli/LatAnalyze).
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#### v3.0
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Commit `7b4f2884a5e99bbfab4d4bd7623f609a55403c39`.
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First 'stable' version of LatAnalyze in C++. The v2.0 refers to the [C version](https://github.com/aportelli/LatAnalyze-legacy) and v1.0 to an old undistributed version.
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**This version compiles fine on OS X with clang but does have many portability issues to other platforms/compilers, v3.1 is the first real release.**
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