diff options
Diffstat (limited to 'misc/bootstrap.hpp')
| -rw-r--r-- | misc/bootstrap.hpp | 80 |
1 files changed, 59 insertions, 21 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)), |