LatAnalyze/lib/XYStatData.hpp

/*
 * XYData.hpp, part of LatAnalyze 3
 *
 * Copyright (C) 2013 - 2015 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_XYData_hpp_
#define Latan_XYData_hpp_

#include <LatAnalyze/Global.hpp>
#include <LatAnalyze/Chi2Function.hpp>
#include <LatAnalyze/FitInterface.hpp>
#include <LatAnalyze/Function.hpp>
#include <LatAnalyze/Mat.hpp>
#include <LatAnalyze/Minimizer.hpp>
#include <LatAnalyze/Model.hpp>
#include <vector>

BEGIN_LATAN_NAMESPACE

/******************************************************************************
 *                           object for fit result                            *
 ******************************************************************************/
class FitResult: public DVec
{
    friend class XYStatData;
    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;
    double                 getPValue(void) const;
    const DoubleFunction & getModel(const Index j = 0) const;
private:
    double                      chi2_{0.0};
    Index                       nDof_{0};
    std::vector<DoubleFunction> model_;
};

/******************************************************************************
 *                    object for X vs. Y statistical data                     *
 ******************************************************************************
 * index convention: i: X, j: Y, k: data
 */
class XYStatData: public FitInterface
{
public:
    enum
    {
        xx = 0,
        yy = 1,
        yx = 2
    };
public:
    // constructors
    XYStatData(void);
    XYStatData(const Index nData, const Index nXDim, const Index nYDim);
    // destructor
    virtual ~XYStatData(void) = default;
    // access
    void                 resize(const Index nData, const Index xDim,
                                const Index yDim);
    void                 reinitChi2(const bool doReinit = true);
    Block<MatBase<double>>      x(const PlaceHolder ph1 = _,
                                  const PlaceHolder ph2 = _);
    ConstBlock<MatBase<double>> x(const PlaceHolder ph1 = _,
                                  const PlaceHolder ph2 = _) const;
    Block<MatBase<double>>      x(const Index i, const PlaceHolder ph2 = _);
    ConstBlock<MatBase<double>> x(const Index i,
                                  const PlaceHolder ph2 = _) const;
    Block<MatBase<double>>      x(const PlaceHolder ph1, const Index k);
    ConstBlock<MatBase<double>> x(const PlaceHolder ph1,
                                  const Index k) const;
    double &                    x(const Index i, const Index k);
    const double &              x(const Index i, const Index k) const;
    Block<MatBase<double>>      y(const PlaceHolder ph1 = _,
                                  const PlaceHolder ph2 = _);
    ConstBlock<MatBase<double>> y(const PlaceHolder ph1 = _,
                                  const PlaceHolder ph2 = _) const;
    Block<MatBase<double>>      y(const Index i, const PlaceHolder ph2 = _);
    ConstBlock<MatBase<double>> y(const Index i,
                                  const PlaceHolder ph2 = _) const;
    Block<MatBase<double>>      y(const PlaceHolder ph1, const Index k);
    ConstBlock<MatBase<double>> y(const PlaceHolder ph1,
                                  const Index k) const;
    double &                    y(const Index i, const Index k);
    const double &              y(const Index i, const Index k) const;
    Block<MatBase<double>>      xxVar(const Index i1, const Index i2);
    ConstBlock<MatBase<double>> xxVar(const Index i1, const Index i2) const;
    Block<MatBase<double>>      yyVar(const Index j1, const Index j2);
    ConstBlock<MatBase<double>> yyVar(const Index j1, const Index j2) const;
    Block<MatBase<double>>      yxVar(const Index j,  const Index i);
    ConstBlock<MatBase<double>> yxVar(const Index j,  const Index i) const;
    // fit
    FitResult fit(Minimizer &minimizer, const DVec &init,
                  const std::vector<const DoubleModel *> &modelVector);
    template <typename... Ts>
    FitResult fit(Minimizer &minimizer, const DVec &init,
                  const DoubleModel &model, const Ts... models);
    // residuals
    XYStatData getResiduals(const FitResult &fit) const;
    XYStatData getPartialResiduals(const FitResult &fit, const DVec &x,
                                   const Index j) const;
                  
private:
    DMat         x_, y_;
    Mat<DMat>    var_[3];
    IVec         isXExact_, isFitPoint_;
    Chi2Function chi2_;
    bool         reinitChi2_{true};
};

/******************************************************************************
 *                     XYStatData template implementation                     *
 ******************************************************************************/
template <typename... Ts>
FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
                          const DoubleModel &model, const Ts... models)
{
    static_assert(static_or<std::is_assignable<DoubleModel &, Ts>::value...>::value,
                  "model arguments are not compatible with DoubleModel &");
    
    std::vector<const DoubleModel *> modelVector{&model, &models...};
    
    return fit(minimizer, init, modelVector);
}


END_LATAN_NAMESPACE

#endif // Latan_XYData_hpp_