git-svn-id: file:///home/svn/opt_utilities@1 ed2142bd-67ad-457f-ba7c-d818d4011675

2 files changed, 312 insertions, 0 deletions

diff --git a/misc/bootstrap.hpp b/misc/bootstrap.hpp
new file mode 100644
index 0000000..b46748d
--- /dev/null
+++ b/misc/bootstrap.hpp
@@ -0,0 +1,132 @@
+#ifndef BOOT_STRIP
+#define BOOT_STRIP
+#include <core/fitter.hpp>
+#include <vector>
+#include <cstdlib>
+#include <iostream>
+#include <utility>
+#include <algorithm>
+#include <core/default_data_set.hpp>
+using std::cout;
+namespace opt_utilities
+{
+  template <typename Ty,typename Tx,typename Tp>
+  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;
+    default_data_set<Ty,Tx> current_data_set;
+    default_data_set<Ty,Tx> origin_data_set;
+    fitter<Ty,Tx,Tp>* p_fitter;
+    Tp origin_param;
+  public:
+    bootstrap()
+      :p_fitter(NULL)
+    {}
+
+    void set_fitter(fitter<Ty,Tx,Tp>& pf)
+    {
+      param_pool.clear();
+      p_fitter=&pf;
+      origin_data_set=dynamic_cast<const default_data_set<Ty,Tx>&>(pf.datas());
+      origin_param=pf.get_all_params();
+    }
+    
+
+
+    void sample(int n)
+    {
+      if(p_fitter!=NULL)
+	{
+	  for(int i=0;i<n;++i)
+	    {
+	      sample();
+	    }
+	  
+	  p_fitter->load_data(origin_data_set);
+	  p_fitter->set_param_value(origin_param);
+	}
+      else
+	{
+	  throw opt_exception("Fitter unset");
+	}
+    }
+
+    const Tp& get_param(int i)const
+    {
+      return param_pool.at(i);
+    }
+    
+  private:
+    void sample()
+    {
+      current_data_set=default_data_set<Ty,Tx>();
+      for(int i=0;i<origin_data_set.size();++i)
+	{
+	  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));
+	  current_data_set.push_back(d);
+	}
+      p_fitter->load_data(current_data_set);
+      p_fitter->set_param_value(origin_param);
+      param_pool.push_back(p_fitter->fit());
+      for(size_t i=0;i<(param_pool.back()).size();++i)
+	{
+	  cout<<param_pool.back()[i]<<",";
+	}
+      std::cout<<std::endl;
+    }
+    
+  public:
+    std::pair<typename element_type_trait<Tp>::element_type,typename element_type_trait<Tp>::element_type>
+    interval(std::string param_name,double level)
+    {
+      if(p_fitter==NULL)
+	{
+	  throw opt_exception("Fitter unset");
+	}
+      if(param_pool.empty())
+	{
+	  throw opt_exception("Bootstrap not done");
+	}
+      //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();
+	  i!=param_pool.end();++i)
+	{
+	  _tmp.push_back((*i)[order]);
+	}
+      sort(_tmp.begin(),_tmp.end());
+      std::pair<typename std::vector<typename element_type_trait<Tp>::element_type>::iterator,
+	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::cout<<_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)),
+				 _tmp.at((int)(current_param_position+level*(_tmp.size()-current_param_position)))
+				 );
+      
+    }
+
+  };
+  
+};
+
+#endif
+//EOF
diff --git a/misc/data_loaders.hpp b/misc/data_loaders.hpp
new file mode 100644
index 0000000..6d2195d
--- /dev/null
+++ b/misc/data_loaders.hpp
@@ -0,0 +1,180 @@
+#ifndef DATA_LOADERS_H
+#define DATA_LOADERS_H
+#include <core/fitter.hpp>
+#include <core/default_data_set.hpp>
+#include <iostream>
+#include <fstream>
+#include <cmath>
+
+namespace opt_utilities
+{
+  template <typename Ty,typename Tx>
+  class dl_x_y_ye;
+
+  template <typename Ty,typename Tx>
+  std::istream& operator>>(std::istream& ifs,dl_x_y_ye<Ty,Tx>& dl);
+
+  template <typename Ty,typename Tx>
+  class dl_x_xe_y_ye;
+
+  template <typename Ty,typename Tx>
+  std::istream& operator>>(std::istream& ifs,dl_x_xe_y_ye<Ty,Tx>& dl);
+
+  template <typename Ty,typename Tx>
+  class dl_x_xu_xl_y_yu_yl;
+  
+  template <typename Ty,typename Tx>
+  std::istream& operator>> (std::istream& ifs,dl_x_xu_xl_y_yu_yl<Ty,Tx>& dl);
+
+  template <typename Ty,typename Tx>
+  class dl_x_y_ye
+  {
+  private:
+    default_data_set<Ty,Tx> ds;
+  public:
+    data_set<Ty,Tx>& get_data_set()
+    {
+      return ds;
+    }
+
+    void load_from(std::istream& ifs)
+    {
+      for(;;)
+	{
+	  Tx x;
+	  Tx x_err;
+	  Ty y;
+	  Ty y_err(1);
+	  
+	  ifs>>x>>y>>y_err;
+	  
+	  if(!ifs.good())
+	    {
+	      break;
+	    }
+	  data<Ty,Tx> d(x,y,y_err,y_err,x_err,x_err);
+	  ds.push_back(d);
+	}
+      //return ifs;
+    }
+
+    void load_from(const char* name)
+    {
+      std::ifstream ifs(name);
+      load_from(ifs);
+
+    }
+    //friend std::istream& operator>> <>(std::istream& ifs,dl_x_y_ye<Ty,Tx>& dl);
+  };
+
+  template <typename Ty,typename Tx>
+  std::istream& operator>>(std::istream& ifs,dl_x_y_ye<Ty,Tx>& dl)
+  {
+    dl.load_from(ifs);
+    return ifs;
+  }
+
+
+  template <typename Ty,typename Tx>
+  class dl_x_xe_y_ye
+  {
+  private:
+    default_data_set<Ty,Tx> ds;
+  public:
+    data_set<Ty,Tx>& get_data_set()
+    {
+      return ds;
+    }
+
+    void load_from(std::istream& ifs)
+    {
+      for(;;)
+	{
+	  Tx x;
+	  Tx x_err;
+	  Ty y;
+	  Ty y_err(1);
+	  
+	  ifs>>x>>x_err>>y>>y_err;
+	  
+	  if(!ifs.good())
+	    {
+	      break;
+	    }
+	  data<Ty,Tx> d(x,y,y_err,y_err,x_err,x_err);
+	  ds.push_back(d);
+	}
+    }
+
+    void load_from(const char* name)
+    {
+      std::ifstream ifs(name);
+      load_from(ifs); 
+    }
+  };
+
+  template <typename Ty,typename Tx>
+  std::istream& operator>>(std::istream& ifs,dl_x_xe_y_ye<Ty,Tx>& dl)
+  {
+    dl.load_from(ifs);
+    return ifs;
+  }
+
+  template <typename Ty,typename Tx>
+  class dl_x_xu_xl_y_yu_yl
+  {
+  private:
+  
+    default_data_set<Ty,Tx> ds;
+  public:
+    data_set<Ty,Tx>& get_data_set()
+    {
+      return ds;
+    }
+    
+    void load_from(std::istream& ifs)
+    {
+      for(;;)
+	{
+	  Tx x;
+	  Tx xl,xu;
+	  Ty y;
+	  Ty yl(1),yu(1);
+	  
+	  ifs>>x>>xu>>xl>>y>>yu>>yl;
+	  
+	  xu=std::abs(xu);
+	  xl=std::abs(xl);
+	  yu=std::abs(yu);
+	  yl=std::abs(yl);
+	  
+	  if(!ifs.good())
+	    {
+	      break;
+	    }
+	  data<Ty,Tx> d(x,y,yl,yu,xl,xu);
+	  ds.push_back(d);
+	}
+    }
+
+    void load_from(const char* name)
+    {
+      std::ifstream ifs(name);
+      load_from(ifs);
+    }
+  };
+
+  template <typename Ty,typename Tx>
+  std::istream& operator>> (std::istream& ifs,dl_x_xu_xl_y_yu_yl<Ty,Tx>& dl)
+  {
+    dl.load_from(ifs);
+    return ifs;
+  }
+
+  
+
+}
+
+
+#endif
+//EOF