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author | astrojhgu <astrojhgu@ed2142bd-67ad-457f-ba7c-d818d4011675> | 2010-02-08 09:23:14 +0000 |
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committer | astrojhgu <astrojhgu@ed2142bd-67ad-457f-ba7c-d818d4011675> | 2010-02-08 09:23:14 +0000 |
commit | db1d374b7a24b8f3f74e17d706704d93f1e66d90 (patch) | |
tree | f6043b9df2ebfca0b4fea721e14d861785e985a5 | |
parent | 435b4484e00b1ac3b6ee5e87b81f5b8af4f1e653 (diff) | |
download | opt-utilities-db1d374b7a24b8f3f74e17d706704d93f1e66d90.tar.bz2 |
git-svn-id: file:///home/svn/opt_utilities@110 ed2142bd-67ad-457f-ba7c-d818d4011675
-rw-r--r-- | misc/bootstrap.hpp | 80 | ||||
-rw-r--r-- | misc/optvec.hpp | 32 | ||||
-rw-r--r-- | statistics/chisq.hpp | 18 | ||||
-rw-r--r-- | test/test_fitter.cpp | 4 | ||||
-rw-r--r-- | vmodels/beta1d.hpp | 64 | ||||
-rw-r--r-- | vmodels/constant.hpp | 54 | ||||
-rw-r--r-- | vmodels/poly1d.hpp | 78 |
7 files changed, 302 insertions, 28 deletions
diff --git a/misc/bootstrap.hpp b/misc/bootstrap.hpp index f2ba525..88332ed 100644 --- a/misc/bootstrap.hpp +++ b/misc/bootstrap.hpp @@ -3,11 +3,12 @@ */ -#ifndef BOOT_STRIP -#define BOOT_STRIP +#ifndef BOOT_STRAP +#define BOOT_STRAP #define OPT_HEADER #include <core/fitter.hpp> #include <vector> +#include <list> #include <cstdlib> #include <iostream> #include <utility> @@ -16,6 +17,18 @@ using std::cerr; namespace opt_utilities { + template <typename Ty> + inline Ty rand_norm(Ty y0,Ty y_err) + { + Ty y; + do + { + y=(rand()/(Ty)RAND_MAX-(Ty).5)*(10*y_err)+y0; + } + while(rand()/(Ty)RAND_MAX>exp(-(y-y0)*(y-y0)/(y_err*y_err))); + return y; + } + /** \brief using bootstrap method to estimate confidence interval @@ -29,23 +42,16 @@ namespace opt_utilities class bootstrap { private: - Ty rand_norm(Ty y0,Ty y_err)const - { - Ty y; - do - { - y=(rand()/(Ty)RAND_MAX-(Ty).5)*(10*y_err)+y0; - } - while(rand()/(Ty)RAND_MAX>exp(-(y-y0)*(y-y0)/(y_err*y_err))); - return y; - - } public: - std::vector<Tp> param_pool; + typedef typename std::list<Tp>::const_iterator param_iterator; + public: + std::list<Tp> param_pool; default_data_set<Ty,Tx> current_data_set; default_data_set<Ty,Tx> origin_data_set; fitter<Ty,Tx,Tp,Ts,Tstr>* p_fitter; Tp origin_param; + mutable bool bstop; + public: /** @@ -83,11 +89,12 @@ namespace opt_utilities */ void reset() { - if(p_fitter!=NULL) + if(p_fitter!=0) { p_fitter->load_data(origin_data_set); p_fitter->set_param_value(origin_param); } + p_fitter=0; } @@ -97,9 +104,10 @@ namespace opt_utilities */ void sample(int n) { + bstop=false; if(p_fitter!=NULL) { - for(int i=0;i<n;++i) + for(int i=0;i<n&&!bstop;++i) { sample(); } @@ -113,15 +121,45 @@ namespace opt_utilities } } + void stop() + { + bstop=true; + } + /** get the param of i-th sampling \param i the order of parameter \return the parameter */ - const Tp& get_param(int i)const + const Tp& get_param(int n)const { - return param_pool.at(i); + //return param_pool.at(i); + int cnt=0; + for(typename std::list<Tp>::const_iterator i=param_pool.begin(); + i!=param_pool.end();++i) + { + if(cnt==n) + { + return *i; + } + ++cnt; + } + throw opt_exception("excesses param_pool size"); + return *param_pool.begin(); + } + + typename std::list<Tp>::const_iterator + param_begin()const + { + return param_pool.begin(); + } + + typename std::list<Tp>::const_iterator + param_end()const + { + return param_pool.end(); } + int get_param_pool_size()const { @@ -140,7 +178,7 @@ namespace opt_utilities { data<Ty,Tx> d; d=origin_data_set.get_data(i); - d.set_y(rand_norm(d.get_y(),(d.get_y_upper_err()+d.get_y_lower_err())/2)); + d.set_y(rand_norm(d.get_y(),(d.get_y_upper_err()+d.get_y_lower_err())/2.)); current_data_set.add_data(d); } p_fitter->load_data(current_data_set); @@ -176,7 +214,7 @@ namespace opt_utilities //sample(); std::vector<typename element_type_trait<Tp>::element_type> _tmp; int order=p_fitter->get_param_order(param_name); - for(typename std::vector<Tp>::iterator i=param_pool.begin(); + for(typename std::list<Tp>::iterator i=param_pool.begin(); i!=param_pool.end();++i) { _tmp.push_back((*i)[order]); @@ -186,7 +224,7 @@ namespace opt_utilities typename std::vector<typename element_type_trait<Tp>::element_type>::iterator> itv=equal_range(_tmp.begin(),_tmp.end(),origin_param[order]); int current_param_position=itv.second-_tmp.begin(); - std::cerr<<_tmp.size()<<std::endl; + //std::cerr<<_tmp.size()<<std::endl; return std::pair<typename element_type_trait<Tp>::element_type, typename element_type_trait<Tp>::element_type>( _tmp.at((int)((1-level)*current_param_position)), diff --git a/misc/optvec.hpp b/misc/optvec.hpp index cc85ccf..b259029 100644 --- a/misc/optvec.hpp +++ b/misc/optvec.hpp @@ -25,8 +25,8 @@ namespace opt_utilities optvec& operator=(const optvec& rhs) { - //dynamic_cast<std::vector<T>&>(*this).operator=(rhs); - std::vector<T>::operator=(rhs); + static_cast<std::vector<T>&>(*this).operator=(rhs); + //std::cerr<<"rhs.size="<<rhs.size()<<std::endl; return *this; } public: @@ -208,8 +208,8 @@ namespace opt_utilities optvec<T> operator/(const T& x1,const optvec<T>& x2) { - optvec<T> result(x1.size()); - for(size_t i=0;i!=x1.size();++i) + optvec<T> result(x2.size()); + for(size_t i=0;i!=x2.size();++i) { result[i]=x1/x2[i]; } @@ -260,6 +260,30 @@ namespace opt_utilities return false; } + template <typename Ty> + inline Ty randn(Ty y0,Ty y_err) + { + Ty y; + do + { + y=(rand()/(Ty)RAND_MAX-(Ty).5)*(10*y_err)+y0; + } + while(rand()/(Ty)RAND_MAX>exp(-(y-y0)*(y-y0)/(y_err*y_err))); + return y; + } + + + template <typename T> + optvec<T> rand_norm(const optvec<T>& y0, const optvec<T>& y_err) + { + optvec<T> result(y0.size()); + for(int i=0;i<y0.size();++i) + { + result[i]=randn(y0[i],y_err[i]); + } + return result; + } + } diff --git a/statistics/chisq.hpp b/statistics/chisq.hpp index 339ab6f..c460394 100644 --- a/statistics/chisq.hpp +++ b/statistics/chisq.hpp @@ -247,14 +247,26 @@ namespace opt_utilities Ts result(0);
for(int i=(this->get_data_set()).size()-1;i>=0;--i)
{
- Ty chi=(this->get_data_set().get_data(i).get_y()-eval_model(this->get_data_set().get_data(i).get_x(),p))/this->get_data_set().get_data(i).get_y_upper_err();
+ Ty chi(this->get_data_set().get_data(0).get_y().size());
+ for(int j=0;j<chi.size();++j)
+ {
+ Ty model_y(eval_model(this->get_data_set().get_data(i).get_x(),p));
+ if(model_y[j]>this->get_data_set().get_data(i).get_y()[j])
+ {
+ chi[j]=(this->get_data_set().get_data(i).get_y()[j]-model_y[j])/this->get_data_set().get_data(i).get_y_upper_err()[j];
+ }
+ else
+ {
+ chi[j]=(this->get_data_set().get_data(i).get_y()[j]-model_y[j])/this->get_data_set().get_data(i).get_y_lower_err()[j];
+ }
+ }
result+=sum(chi*chi);
-
+
}
return result;
}
};
-
+
}
diff --git a/test/test_fitter.cpp b/test/test_fitter.cpp index 5e5b139..226d4ce 100644 --- a/test/test_fitter.cpp +++ b/test/test_fitter.cpp @@ -1,4 +1,5 @@ #include <core/fitter.hpp> +#include <misc/bootstrap.hpp> #include <methods/powell/powell_method.hpp> #include <statistics/chisq.hpp> #include <models/nbeta1d.hpp> @@ -36,4 +37,7 @@ int main(int argc,char* argv[]) { cout<<f.get_param_info(i).get_name()<<"="<<f.get_param_info(i).get_value()<<endl; } + bootstrap<double,double,vector<double>,double,std::string> bst; + bst.set_fitter(f); + bst.sample(1000); } diff --git a/vmodels/beta1d.hpp b/vmodels/beta1d.hpp new file mode 100644 index 0000000..42be3fd --- /dev/null +++ b/vmodels/beta1d.hpp @@ -0,0 +1,64 @@ +#ifndef VBETA_MODEL_H_ +#define VBETA_MODEL_H_ +#define OPT_HEADER +#include <core/fitter.hpp> +#include <misc/optvec.hpp> +#include <cmath> + +namespace opt_utilities +{ + template <typename T> + class beta1d + :public model<optvec<T>,optvec<T>,optvec<T>,std::string> + { + typedef optvec<T> Tv; + private: + beta1d<T>* do_clone()const + { + return new beta1d<T>(*this); + } + + const char* do_get_type_name()const + { + return "1d surface brightness beta model"; + } + public: + beta1d() + { + this->push_param_info(param_info<Tv>("S0",1)); + this->push_param_info(param_info<Tv>("rc",10)); + this->push_param_info(param_info<Tv>("beta",2./3.)); + this->push_param_info(param_info<Tv>("bkg",0)); + } + + public: + Tv do_eval(const Tv& x,const Tv& param) + { + Tv result(x.size()); + T S0=get_element(param,0); + T r_c=get_element(param,1); + T beta=get_element(param,2); + T bkg=get_element(param,3); + + //return x*get_element(param,0)+get_element(param,1); + for(size_t i=0;i!=x.size();++i) + { + + result[i]=bkg+S0*pow(1+(x[i]*x[i])/(r_c*r_c),-3*beta+static_cast<T>(.5)); + + } + return result; + } + + private: + std::string do_get_information()const + { + return ""; + } + }; +} + + + +#endif +//EOF diff --git a/vmodels/constant.hpp b/vmodels/constant.hpp new file mode 100644 index 0000000..c4044b0 --- /dev/null +++ b/vmodels/constant.hpp @@ -0,0 +1,54 @@ +#ifndef VCONSTANT_MODEL_H_ +#define VCONSTANT_MODEL_H_ +#define OPT_HEADER +#include <core/fitter.hpp> +#include <misc/optvec.hpp> +#include <cmath> + +namespace opt_utilities +{ + template <typename T> + class constant + :public model<optvec<T>,optvec<T>,optvec<T>,std::string> + { + typedef optvec<T> Tv; + private: + constant<T>* do_clone()const + { + return new constant<T>(*this); + } + const char* do_get_type_name()const + { + return "constant"; + } + public: + constant() + { + this->push_param_info(param_info<Tv>("c",1)); + } + + public: + Tv do_eval(const Tv& x,const Tv& param) + { + //return x*param[0]+param[1]; + Tv result(x.size()); + for(int i=0;i<result.size();++i) + { + result[i]=param[0]; + } + return result; + } + + private: + std::string do_get_information()const + { + return "Constant\n" + "y=C\n"; + } + }; +} + + + +#endif +//EOF diff --git a/vmodels/poly1d.hpp b/vmodels/poly1d.hpp new file mode 100644 index 0000000..adaf03b --- /dev/null +++ b/vmodels/poly1d.hpp @@ -0,0 +1,78 @@ +#ifndef POLY_MODEL_H_ +#define POLY_MODEL_H_ +#define OPT_HEADER +#include <core/fitter.hpp> +#include <cmath> +#include <sstream> +#include <cassert> + +namespace opt_utilities +{ + template <typename T,int n> + class poly1d + :public model<optvec<T>,optvec<T>,optvec<T>,std::string> + { + typedef optvec<T> Tv; + private: + poly1d<T,n>* do_clone()const + { + return new poly1d<T,n>(*this); + } + + const char* do_get_type_name()const + { + return "polynomial"; + } + public: + poly1d() + { + assert(n>=0); + for(int i=0;i<=n;++i) + { + std::ostringstream ostr; + ostr<<"a"<<i; + this->push_param_info(param_info<Tv>(ostr.str().c_str(),1)); + } + + } + + public: + Tv do_eval(const Tv& x,const Tv& param) + { + // return x*get_element(param,0)+get_element(param,1); + Tv result(x.size()); + for(int m=0;m<result.size();++m) + { + result[m]=0; + for(int i=0;i<=n;++i) + { + typename Tv::value_type xn(1); + for(int j=0;j<i;++j) + { + xn*=x[m]; + } + result[m]+=get_element(param,i)*xn; + } + } + return result; + } + + private: + std::string do_get_information()const + { + std::ostringstream ostr; + ostr<<n<<"-order polynorminal model\n"; + for(int i=0;i<n;++i) + { + ostr<<"a"<<i<<"*x^"<<i<<"+"; + } + ostr<<"a"<<n<<"*x^"<<n; + return ostr.str(); + } + }; +} + + + +#endif +//EOF |