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153 lines
7.0 KiB
Markdown
153 lines
7.0 KiB
Markdown
# LatAnalyze
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[](https://www.gnu.org/licenses/gpl-3.0) [](https://zenodo.org/badge/latestdoi/10201777)
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## Description
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LatAnalyze is a C++11 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 most 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 and HDF5 (optional).
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* High-level wrappers to minimisation routines from the [GSL](http://www.gnu.org/software/gsl/), [Minuit](http://seal.web.cern.ch/seal/snapshot/work-packages/mathlibs/minuit/) (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++11 and requires a rather recent C++ compiler to be built. It has been successfully built on various Linux and OS X platforms using clang (from 3.7), GCC (from 4.9) and the Intel C++ compiler (2016).
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The only strict dependencies is the [GSL](http://www.gnu.org/software/gsl/).
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Additionally, autoconf, automake (from 1.11), libtool, 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 [HDF5](https://www.hdfgroup.org/HDF5/) (built with C++ support), [Minuit](http://seal.web.cern.ch/seal/snapshot/work-packages/mathlibs/minuit/) and [NLopt](http://ab-initio.mit.edu/wiki/index.php/NLopt).
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Below are instructions for a quick installation. For a more customised installation, one first needs to generate the build system by running `./bootstrap.sh` in the root directory. Then the library can be built and installed through the usual GNU mantra `./configure <options> && make && make install`. Use `./configure --help` to obtain a list of possible options for `./configure`. Because Eigen expressions rely a lot on inlining and compiler optimisations it is strongly recommended to set the `CXXFLAGS` variable to `-O3 -march=native -mtune=native`.
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### General 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 generate the build system in LatAnalyze main directory by running the `./bootstrap.sh` script. Finally, build the library
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```
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mkdir build
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cd build
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../configure --prefix=<prefix> --with-minuit=/usr/local --with-nlopt=/usr/local \
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--with-hdf5=/usr/local --with-gsl=/usr/local \
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CXXFLAGS='-g -O3 -march=native -mtune=native'
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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 (typically twice your number of cores).
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## History
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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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