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LatAnalyze/lib/Statistics/FitInterface.hpp

229 lines
9.3 KiB
C++

/*
* FitInterface.hpp, 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/>.
*/
#ifndef Latan_FitInterface_hpp_
#define Latan_FitInterface_hpp_
#include <LatAnalyze/Global.hpp>
#include <LatAnalyze/Core/Mat.hpp>
BEGIN_LATAN_NAMESPACE
/******************************************************************************
* FitInterface *
******************************************************************************/
class FitInterface
{
private:
typedef struct
{
Index nXFitDim, nYFitDim;
// X/Y block sizes
Index totalSize, totalXSize, totalYSize;
// size of each X/Y dimension
std::vector<Index> xSize, ySize;
// set of active data indices
std::set<Index> dataIndexSet;
// lookup tables
// xDim : x fit dim ifit -> x dim i
// x : x fit point ifit,rfit -> x point r
// xFitDim : x dim i -> x fit dim ifit (-1 if empty)
// xFit : x point i,r -> x fit point rfit (-1 if empty)
// data : y fit point jfit,sfit -> y point index k
// yFitFromData: y point index k,j -> y fit point sfit (-1 if empty)
// xIndFromData: data index k -> index of coordinates of associated x
std::vector<Index> xDim, yDim, xFitDim, yFitDim;
std::vector<std::vector<Index>> x, y, data, xFit, yFit;
std::vector<std::map<Index, Index>> yFitFromData;
// no map here for fit performance
std::vector<std::vector<Index>> xIndFromData;
} Layout;
public:
// constructor
FitInterface(void);
// destructor
virtual ~FitInterface(void) = default;
// copy object (not as a constructor to be accessed from derived class)
void copyInterface(const FitInterface &d);
// add dimensions
void addXDim(const Index nData, const std::string name = "",
const bool isExact = false);
void addYDim(const std::string name = "");
// access
Index getNXDim(void) const;
Index getNYDim(void) const;
Index getXSize(void) const;
Index getXSize(const Index i) const;
Index getYSize(void) const;
Index getYSize(const Index j) const;
Index getXFitSize(void) const;
Index getXFitSize(const Index i) const;
Index getYFitSize(void) const;
Index getYFitSize(const Index j) const;
Index getMaxDataIndex(void) const;
const std::set<Index> & getDataIndexSet(void) const;
double getSvdTolerance(void) const;
void setSvdTolerance(const double &tol);
VarName & xName(void);
const VarName & xName(void) const;
VarName & yName(void);
const VarName & yName(void) const;
// Y dimension index helper
template <typename... Ts>
Index dataIndex(const Ts... is) const;
Index dataIndex(const std::vector<Index> &v) const;
const std::vector<Index> & dataCoord(const Index k) const;
// enable fit points
void fitPoint(const bool isFitPoint, const Index k, const Index j = 0);
// variance interface
void assumeXExact(const bool isExact, const Index i);
void assumeXXCorrelated(const bool isCorr, const Index r1, const Index i1,
const Index r2, const Index i2);
void assumeXXCorrelated(const bool isCorr, const Index i1, const Index i2);
void assumeYYCorrelated(const bool isCorr, const Index k1, const Index j1,
const Index k2, const Index j2);
void assumeYYCorrelated(const bool isCorr, const Index j1, const Index j2);
void assumeXYCorrelated(const bool isCorr, const Index r, const Index i,
const Index k, const Index j);
void assumeXYCorrelated(const bool isCorr, const Index i, const Index j);
// tests
bool pointExists(const Index k) const;
bool pointExists(const Index k, const Index j) const;
bool isXExact(const Index i) const;
bool isXUsed(const Index r, const Index i, const bool inFit = true) const;
bool isFitPoint(const Index k, const Index j) const;
bool isXXCorrelated(const Index r1, const Index i1, const Index r2,
const Index i2) const;
bool isYYCorrelated(const Index k1, const Index j1, const Index k2,
const Index j2) const;
bool isXYCorrelated(const Index r, const Index i, const Index k,
const Index j) const;
bool hasCorrelations(void) const;
// make correlation filter for fit variance matrix
DMat makeCorrFilter(void);
// schedule variance matrix initialization
void scheduleFitVarMatInit(const bool init = true);
// IO
friend std::ostream & operator<<(std::ostream &out, FitInterface &f);
protected:
// register a data point
void registerDataPoint(const Index k, const Index j = 0);
// add correlation to a set
static void addCorr(std::set<std::array<Index, 4>> &s, const bool isCorr,
const std::array<Index, 4> &c);
// abstract methods to create data containers
virtual void createXData(const std::string name, const Index nData) = 0;
virtual void createYData(const std::string name) = 0;
// coordinate buffering
void scheduleDataCoordInit(void);
void updateDataCoord(void) const;
// global layout management
void scheduleLayoutInit(void);
bool initVarMat(void) const;
void updateLayout(void) const;
Index indX(const Index r, const Index i) const;
Index indY(const Index k, const Index j) const;
private:
// function to convert an row-major index into coordinates
std::vector<Index> rowMajToCoord(const Index k) const;
protected:
Layout layout;
private:
VarName xName_, yName_;
std::vector<Index> xSize_;
std::vector<bool> xIsExact_;
std::map<Index, std::vector<Index>> dataCoord_;
std::set<Index> dataIndexSet_;
std::vector<std::map<Index, bool>> yDataIndex_;
std::set<std::array<Index, 4>> xxCorr_, yyCorr_, xyCorr_;
Index maxDataIndex_{1};
bool initLayout_{true};
bool initVarMat_{true};
bool initDataCoord_{true};
double svdTol_{1.e-10};
};
std::ostream & operator<<(std::ostream &out, FitInterface &f);
/******************************************************************************
* FitInterface template implementation *
******************************************************************************/
// Y dimension index helper ////////////////////////////////////////////////////
template <typename... Ts>
Index FitInterface::dataIndex(const Ts... coords) const
{
static_assert(static_or<std::is_convertible<Index, Ts>::value...>::value,
"fitPoint arguments are not compatible with Index");
const std::vector<Index> coord = {coords...};
return dataIndex(coord);
}
/******************************************************************************
* error check macros *
******************************************************************************/
#define checkXDim(i)\
if ((i) >= getNXDim())\
{\
LATAN_ERROR(Range, "X dimension " + strFrom(i) + " out of range");\
}
#define checkXIndex(vi, i)\
if ((vi) >= getXSize(i))\
{\
LATAN_ERROR(Range, "index " + strFrom(vi) + " in X dimension "\
+ strFrom(i) + " out of range");\
}
#define checkYDim(j)\
if ((j) >= getNYDim())\
{\
LATAN_ERROR(Range, "Y dimension " + strFrom(j) + " out of range");\
}
#define checkDataIndex(k)\
if ((k) >= getMaxDataIndex())\
{\
LATAN_ERROR(Range, "data point index " + strFrom(k) + " invalid");\
}
#define checkDataCoord(v)\
if (static_cast<Index>((v).size()) != getNXDim())\
{\
LATAN_ERROR(Size, "number of coordinates and number of X dimensions "\
"mismatch");\
}\
for (unsigned int i_ = 0; i_ < (v).size(); ++i_)\
{\
checkXIndex((v)[i_], i_);\
}
#define checkPoint(k, j)\
if (!pointExists(k, j))\
{\
LATAN_ERROR(Range, "no data point in Y dimension " + strFrom(j)\
+ " with index " + strFrom(k));\
}
END_LATAN_NAMESPACE
#endif // Latan_FitInterface_hpp_