diff options
Diffstat (limited to 'core/fitter.hpp')
| -rw-r--r-- | core/fitter.hpp | 296 |
1 files changed, 260 insertions, 36 deletions
diff --git a/core/fitter.hpp b/core/fitter.hpp index 87e316e..2dff97b 100644 --- a/core/fitter.hpp +++ b/core/fitter.hpp @@ -897,6 +897,7 @@ namespace opt_utilities return do_eval(x,reform_param(p));
}
+ private:
virtual Ty do_eval(const Tx& x,const Tp& p)=0;
private:
@@ -908,21 +909,35 @@ namespace opt_utilities };
-
+ /**
+ class to perform the model fitting
+ \tparam Ty the type of the model return type
+ \tparam Tx the type of the model self-var
+ \tparam Tp the type of the model param
+ \tparam Ts statistic type
+ \tparam Tstr the type of string used
+ */
template<typename Ty,typename Tx,typename Tp,typename Ts=Ty,typename Tstr=std::string>
class fitter
{
- public:
+ private:
model<Ty,Tx,Tp,Tstr>* p_model;
statistic<Ty,Tx,Tp,Ts,Tstr>* p_statistic;
data_set<Ty,Tx>* p_data_set;
optimizer<Ts,Tp> optengine;
public:
+
+ /**
+ default construct function
+ */
fitter()
:p_model(0),p_statistic(0),p_data_set(0),optengine()
{}
+ /**
+ copy construct function
+ */
fitter(const fitter& rhs)
:p_model(0),p_statistic(0),p_data_set(0),optengine()
{
@@ -942,6 +957,10 @@ namespace opt_utilities optengine=rhs.optengine;
}
+
+ /**
+ assignment operator
+ */
fitter& operator=(const fitter& rhs)
{
if(this==&rhs)
@@ -964,6 +983,10 @@ namespace opt_utilities return *this;
}
+
+ /**
+ destruct function
+ */
virtual ~fitter()
{
if(p_model!=0)
@@ -984,6 +1007,9 @@ namespace opt_utilities }
+ /**
+ evaluate the model
+ */
Ty eval_model(const Tx& x,const Tp& p)
{
if(p_model==0)
@@ -1004,6 +1030,11 @@ namespace opt_utilities public:
+
+ /**
+ set the model
+ \param m model to be used
+ */
void set_model(const model<Ty,Tx,Tp,Tstr>& m)
{
if(p_model!=0)
@@ -1015,12 +1046,12 @@ namespace opt_utilities //p_model=&m;
// current_param.resize(m.get_num_params());
}
- /*
- void set(const model<Ty,Tx,Tp>& m)
- {
- set_model(m);
- }
- */
+
+
+ /**
+ set the statistic (e.g., chi square, least square c-statistic etc.)
+ \param s statistic to be used
+ */
void set_statistic(const statistic<Ty,Tx,Tp,Ts,Tstr>& s)
{
if(p_statistic!=0)
@@ -1032,13 +1063,11 @@ namespace opt_utilities //p_statistic=&s;
p_statistic->set_fitter(*this);
}
- /*
- void set(const statistic<Ty,Tx,Tp>& s)
- {
- set_statistic(s);
- }
- */
+ /**
+ set parameter modifier
+ \param pm parameter modifier to be used
+ */
void set_param_modifier(const param_modifier<Ty,Tx,Tp,Tstr>& pm)
{
if(p_model==0)
@@ -1048,6 +1077,9 @@ namespace opt_utilities p_model->set_param_modifier(pm);
}
+ /**
+ clear the param modifier
+ */
void set_param_modifier()
{
if(p_model==0)
@@ -1057,6 +1089,11 @@ namespace opt_utilities p_model->set_param_modifier();
}
+
+ /**
+ Get the inner kept param modifier
+ \return the reference of param_modifier
+ */
param_modifier<Ty,Tx,Tp,Tstr>& get_param_modifier()
{
if(p_model==0)
@@ -1066,6 +1103,11 @@ namespace opt_utilities return p_model->get_param_modifier();
}
+ /**
+ report the status of a parameter
+ \param s the name of a parameter
+ \return string used to describe the parameter
+ */
Tstr report_param_status(const Tstr& s)const
{
if(p_model==0)
@@ -1075,11 +1117,9 @@ namespace opt_utilities return p_model->report_param_status(s);
}
- /*
- void set(const param_modifier<Ty,Tx,Tp>& pm)
- {
- set_param_modifier(pm);
- }
+ /**
+ load the data set
+ \param da a data set
*/
void load_data(const data_set<Ty,Tx>& da)
{
@@ -1095,6 +1135,11 @@ namespace opt_utilities }
}
+
+ /**
+ get the data set that have been loaded
+ \return the const reference of inner data_set
+ */
const data_set<Ty,Tx>& get_data_set()const
{
if(p_data_set==0)
@@ -1104,6 +1149,10 @@ namespace opt_utilities return *(this->p_data_set);
}
+ /**
+ Get the model used
+ \return the reference of model used
+ */
model<Ty,Tx,Tp,Tstr>& get_model()
{
if(p_model==0)
@@ -1113,6 +1162,10 @@ namespace opt_utilities return *(this->p_model);
}
+ /**
+ Get the statistic used
+ \return the reference of the statistic used
+ */
statistic<Ty,Tx,Tp,Ts,Tstr>& get_statistic()
{
if(p_statistic==0)
@@ -1121,7 +1174,11 @@ namespace opt_utilities }
return *(this->p_statistic);
}
-
+
+ /**
+ Get the optimization method that used
+ \return the reference of the opt_method
+ */
opt_method<Ts,Tp>& get_method()
{
return optengine.method();
@@ -1129,6 +1186,11 @@ namespace opt_utilities public:
+ /**
+ set the value of a parameter
+ \param pname the name of the parameter
+ \param v the value of the parameter
+ */
void set_param_value(const Tstr& pname,
const typename element_type_trait<Tp>::element_type& v)
{
@@ -1139,6 +1201,11 @@ namespace opt_utilities p_model->set_param_value(pname,v);
}
+ /**
+ set the lower limit of a parameter
+ \param pname the name of the parameter
+ \param v the lower limit of the parameter
+ */
void set_param_lower_limit(const Tstr& pname,
const typename element_type_trait<Tp>::element_type& v)
{
@@ -1149,6 +1216,11 @@ namespace opt_utilities p_model->set_param_lower_limit(pname,v);
}
+ /**
+ set the upper limit of a parameter
+ \param pname the name of the parameter
+ \param v the upper limit of the parameter
+ */
void set_param_upper_limit(const Tstr& pname,
const typename element_type_trait<Tp>::element_type& v)
{
@@ -1160,6 +1232,11 @@ namespace opt_utilities }
+ /**
+ set the values of all parameters
+ \param param the vector containing the value of all parameters
+ */
+
void set_param_value(const Tp& param)
{
if(p_model==0)
@@ -1169,6 +1246,10 @@ namespace opt_utilities p_model->set_param_value(param);
}
+ /**
+ set the lower limits of all parameters
+ \param param the vector containing the lower limits of all parameters
+ */
void set_param_lower_limit(const Tp& param)
{
if(p_model==0)
@@ -1178,6 +1259,10 @@ namespace opt_utilities p_model->set_param_lower_limit(param);
}
+ /**
+ set the upper limits of all parameters
+ \param param the vector containing the upper limits of all parameters
+ */
void set_param_upper_limit(const Tp& param)
{
if(p_model==0)
@@ -1187,6 +1272,12 @@ namespace opt_utilities p_model->set_param_upper_limit(param);
}
+
+ /**
+ get the parameter value
+ \param pname the name of the parameter
+ \return the value of the parameter
+ */
typename element_type_trait<Tp>::element_type get_param_value(const Tstr& pname)const
{
if(p_model==0)
@@ -1196,6 +1287,11 @@ namespace opt_utilities return p_model->get_param_info(pname).get_value();
}
+ /**
+ get the lower limit of a parameter
+ \param pname the name of a parameter
+ \return the lower limit of a parameter
+ */
typename element_type_trait<Tp>::element_type get_param_lower_limit(const Tstr& pname)const
{
if(p_model==0)
@@ -1205,6 +1301,11 @@ namespace opt_utilities return p_model->get_param_info(pname).get_lower_limit();
}
+ /**
+ get the upper limit of a parameter
+ \param pname the name of a parameter
+ \return the upper limit of a parameter
+ */
typename element_type_trait<Tp>::element_type get_param_upper_limit(const Tstr& pname)const
{
if(p_model==0)
@@ -1215,7 +1316,11 @@ namespace opt_utilities }
-
+ /**
+ get the param_info of a parameter
+ \param pname the name of the parameter
+ \return the const reference of a param_info object
+ */
const param_info<Tp,Tstr>& get_param_info(const Tstr& pname)const
{
if(p_model==0)
@@ -1224,7 +1329,12 @@ namespace opt_utilities }
return p_model->get_param_info(pname);
}
-
+
+ /**
+ get the param_info of a parameter by its order
+ \param n the order of the parameter
+ \return the const reference of a param_info object
+ */
const param_info<Tp,Tstr>& get_param_info(size_t n)const
{
if(p_model==0)
@@ -1234,6 +1344,11 @@ namespace opt_utilities return p_model->get_param_info(n);
}
+ /**
+ get the order of a parameter by its name
+ \param pname the name of the parameter
+ \return the order of the parameter
+ */
size_t get_param_order(const Tstr& pname)const
{
if(p_model==0)
@@ -1243,6 +1358,10 @@ namespace opt_utilities return p_model->get_param_order(pname);
}
+ /**
+ get the number of parameters
+ \return the number of parameters
+ */
size_t get_num_params()const
{
if(p_model==0)
@@ -1252,6 +1371,10 @@ namespace opt_utilities return p_model->get_num_params();
}
+ /**
+ get all params
+ \return the vector containing the values of all parameters
+ */
Tp get_all_params()const
{
if(p_model==0)
@@ -1262,22 +1385,29 @@ namespace opt_utilities return p_model->get_all_params();
}
+ /**
+ set the optimization method used to perform the model fitting
+ \param pm the opt_method to be used
+ */
void set_method(const opt_method<Ts,Tp>& pm)
{
//assert(p_optimizer!=0);
optengine.set_opt_method(pm);
}
- /*
- void set(const opt_method<Ty,Tp>& pm)
- {
- set_method(pm);
- }
- */
+
+ /**
+ set the precision
+ \param y the precision
+ */
void set_precision(typename element_type_trait<Tp>::element_type y)
{
optengine.set_precision(y);
}
+
+ /**
+ perform the fitting
+ */
Tp fit()
{
// assert(p_model!=0);
@@ -1345,11 +1475,20 @@ namespace opt_utilities };
+
+ /**
+ virtual class representing a statistic
+ \tparam Ty the type of the model return type
+ \tparam Tx the type of the model self-var
+ \tparam Tp the type of the model param
+ \tparam Ts statistic type
+ \tparam Tstr the type of string used
+ */
template<typename Ty,typename Tx,typename Tp,typename Ts,typename Tstr=std::string>
class statistic
:public func_obj<Ts,Tp>
{
- public:
+ private:
fitter<Ty,Tx,Tp,Ts,Tstr>* p_fitter;
private:
@@ -1361,23 +1500,40 @@ namespace opt_utilities }
public:
+ /**
+ clone the existing object
+ \return the clone of self
+ */
statistic<Ty,Tx,Tp,Ts,Tstr>* clone()const
{
return this->do_clone();
}
+ /**
+ destroy the cloned object
+ */
void destroy()
{
return do_destroy();
}
+
+ /**
+ default construct
+ */
statistic()
:p_fitter(0)
{}
+ /**
+ copy construct
+ */
statistic(const statistic& rhs)
:p_fitter(rhs.p_fitter)
{}
+ /**
+ assignment operator
+ */
statistic& operator=(const statistic& rhs)
{
if(this==&rhs)
@@ -1388,14 +1544,27 @@ namespace opt_utilities return *this;
}
+
+ /**
+ destructure function
+ */
virtual ~statistic()
{}
+ /**
+ set the fitter
+ \param pfitter the fitter to be linked
+ */
virtual void set_fitter(fitter<Ty,Tx,Tp,Ts,Tstr>& pfitter)
{
p_fitter=&pfitter;
}
+
+ /**
+ get the attached fitter
+ \return the const reference of the fitter object
+ */
virtual const fitter<Ty,Tx,Tp,Ts,Tstr>& get_fitter()const
{
if(p_fitter==0)
@@ -1405,6 +1574,12 @@ namespace opt_utilities return *p_fitter;
}
+ /**
+ evaluating the model
+ \param x the self-var
+ \param p the parameter
+ \return the evaluated model value
+ */
Ty eval_model(const Tx& x,const Tp& p)
{
if(p_fitter==0)
@@ -1414,7 +1589,10 @@ namespace opt_utilities return p_fitter->eval_model(x,p);
}
-
+ /**
+ get the data_set object managed by the fitter object
+ \return the const reference of the data_set object
+ */
const data_set<Ty,Tx>& get_data_set()const
{
if(p_fitter==0)
@@ -1426,41 +1604,71 @@ namespace opt_utilities };
+
+ /**
+ Used to modify the parameter, e.g., freezing, bind
+ \tparam Ty the type of the model return type
+ \tparam Tx the type of the model self-var
+ \tparam Tp the type of the model param
+ \tparam Tstr the type of string used
+ */
template <typename Ty,typename Tx,typename Tp,typename Tstr=std::string>
class param_modifier
{
private:
model<Ty,Tx,Tp,Tstr>* p_model;
public:
+ /**
+ constructing full parameter list from the free parameters
+ */
Tp reform(const Tp& p)const
{
return do_reform(p);
}
+
+ /**
+ constructing the free parameter from the full parameters
+ */
Tp deform(const Tp& p)const
{
return do_deform(p);
}
+ /**
+ return the clone of self
+ \return the clone of self
+ */
param_modifier<Ty,Tx,Tp,Tstr>* clone()const
{
return do_clone();
}
-
+
+ /**
+ destroy the cloned object
+ */
void destroy()
{
do_destroy();
}
public:
-
+ /**
+ the default construct function
+ */
param_modifier()
:p_model(0)
{}
+ /**
+ copy construct function
+ */
param_modifier(const param_modifier& rhs)
:p_model(rhs.p_model)
{}
+ /**
+ assignment operator
+ */
param_modifier& operator=(const param_modifier& rhs)
{
if(this==&rhs)
@@ -1472,12 +1680,21 @@ namespace opt_utilities }
public:
+
+ /**
+ Attach the fitter object
+ \param pf the fitter to be attached
+ */
void set_model(model<Ty,Tx,Tp,Tstr>& pf)
{
p_model=&pf;
update();
}
+ /**
+ get the model attached
+ \return the const reference of the model
+ */
const model<Ty,Tx,Tp,Tstr>& get_model()const
{
if(p_model==0)
@@ -1488,17 +1705,27 @@ namespace opt_utilities return *(this->p_model);
}
+ /**
+ calculate the number of free parameters
+ */
size_t get_num_free_params()const
{
return do_get_num_free_params();
}
+ /**
+ report the status of parameters
+ \param pname parameter name
+ \return the string used to describe the parameter
+ */
Tstr report_param_status(const Tstr& name)const
{
return do_report_param_status(name);
}
-
+ /**
+ destruct function
+ */
virtual ~param_modifier(){}
private:
virtual Tp do_reform(const Tp& p)const=0;
@@ -1515,9 +1742,6 @@ namespace opt_utilities }
};
-
-
-
}
|