From 568e1711e0db3986ef8733a319556cce83a5056c Mon Sep 17 00:00:00 2001
From: astrojhgu <astrojhgu@ed2142bd-67ad-457f-ba7c-d818d4011675>
Date: Sat, 8 Sep 2012 04:58:34 +0000
Subject: New free function "optimize" added, which can accept function pointer
 or lambda expression as an objective function.

git-svn-id: file:///home/svn/opt_utilities@243 ed2142bd-67ad-457f-ba7c-d818d4011675
---
 interface/optimize.hpp      |  55 +++++++++++
 statistics/robust_chisq.hpp | 219 ++++++++++++++++++++++++++++++++++++++++++++
 2 files changed, 274 insertions(+)
 create mode 100644 interface/optimize.hpp
 create mode 100644 statistics/robust_chisq.hpp

diff --git a/interface/optimize.hpp b/interface/optimize.hpp
new file mode 100644
index 0000000..f56642f
--- /dev/null
+++ b/interface/optimize.hpp
@@ -0,0 +1,55 @@
+#ifndef OPTIMIZE_FUNC_HPP
+#define OPTIMIZE_FUNC_HPP
+
+#if __cplusplus<201103L
+#error This header must be used with C++ 11(0x) or newer
+#endif
+
+#include <vector>
+#include <functional>
+#include <cmath>
+#include <utility>
+#include "../core/optimizer.hpp"
+#include "../methods/powell/powell_method.hpp"
+
+namespace opt_utilities
+{
+
+  template <typename Ty,typename Tx>
+  Tx optimize(const std::function<Ty(Tx)>& func,const Tx& start_point,const opt_utilities::opt_method<Ty,Tx>& opm=opt_utilities::powell_method<double,std::vector<double> >())
+  {
+    class func_wrapper
+      :public opt_utilities::func_obj<Ty,Tx>
+    {
+      std::function<Ty(Tx)> f;
+    public:
+      func_wrapper(const std::function<Ty(Tx)>& f1)
+	:f(f1)
+      {};
+      
+      func_wrapper* do_clone()const
+      {
+	return const_cast<func_wrapper*>(this);
+      }
+      
+    void do_destroy()
+      {
+	//do nothing
+      }
+      
+      Ty do_eval(const Tx& x)
+      {
+	return f(x);
+      }
+    }foo(func);
+    opt_utilities::optimizer<Ty,Tx> opt;
+    opt.set_opt_method(opm);
+    opt.set_func_obj(foo);
+    opt.set_start_point(start_point);
+    return opt.optimize();
+  }
+  
+}
+
+#endif
+//EOF
diff --git a/statistics/robust_chisq.hpp b/statistics/robust_chisq.hpp
new file mode 100644
index 0000000..6cf5b96
--- /dev/null
+++ b/statistics/robust_chisq.hpp
@@ -0,0 +1,219 @@
+/**
+   \file robust_chisq.hpp
+   \brief chi-square statistic
+   \author Junhua Gu
+ */
+
+#ifndef ROBUST_CHI_SQ_HPP
+#define ROBUST_CHI_SQ_HPP
+#define OPT_HEADER
+#include <core/fitter.hpp>
+#include <iostream>
+#include <vector>
+#include <misc/optvec.hpp>
+#include <cmath>
+using std::cerr;using std::endl;
+
+namespace opt_utilities
+{
+
+  /**
+     \brief chi-square statistic
+     \tparam Ty the return type of model
+     \tparam Tx the type of the self-var
+     \tparam Tp the type of model parameter
+     \tparam Ts the type of the statistic
+     \tparam Tstr the type of the string used
+   */
+  template<typename Ty,typename Tx,typename Tp,typename Ts,typename Tstr>
+  class robust_chisq
+    :public statistic<Ty,Tx,Tp,Ts,Tstr>
+  {
+  private:
+    bool verb;
+    int n;
+    
+    
+    statistic<Ty,Tx,Tp,Ts,Tstr>* do_clone()const
+    {
+      // return const_cast<statistic<Ty,Tx,Tp>*>(this);
+      return new robust_chisq<Ty,Tx,Tp,Ts,Tstr>(*this);
+    }
+
+    const char* do_get_type_name()const
+    {
+      return "chi^2 statistic";
+    }
+    
+  public:
+    void verbose(bool v)
+    {
+      verb=v;
+    }
+  public:
+    robust_chisq()
+      :verb(false)
+    {}
+    
+    
+
+    Ts do_eval(const Tp& p)
+    {
+      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()-this->eval_model(this->get_data_set().get_data(i).get_x(),p))/this->get_data_set().get_data(i).get_y_upper_err();
+	  result+=std::abs(chi);
+
+	}
+      if(verb)
+	{
+	  n++;
+	  if(n%10==0)
+	    {
+
+	      cerr<<result<<"\t";
+	      for(size_t i=0;i<get_size(p);++i)
+		{
+		  cerr<<get_element(p,i)<<",";
+		}
+	      cerr<<endl;
+	    }
+
+	}
+      
+      return result;
+    }
+  };
+
+#if 1
+
+  template<>
+  class robust_chisq<double,double,std::vector<double>,double,std::string>
+    :public statistic<double,double,std::vector<double> ,double,std::string>
+  {
+  public:
+    typedef double Ty;
+    typedef double Tx;
+    typedef std::vector<double> Tp;
+    typedef double Ts;
+    typedef std::string Tstr;
+  private:
+    bool verb;
+    int n;
+    
+    statistic<Ty,Tx,Tp,Ts,Tstr>* do_clone()const
+    {
+      // return const_cast<statistic<Ty,Tx,Tp>*>(this);
+      return new robust_chisq<Ty,Tx,Tp,Ts,Tstr>(*this);
+    }
+
+    const char* do_get_type_name()const
+    {
+      return "chi^2 statistics (specialized for double)";
+    }
+  public:
+    void verbose(bool v)
+    {
+      verb=v;
+    }
+  public:
+    robust_chisq()
+      :verb(false)
+    {}
+    
+    
+
+    Ty do_eval(const Tp& p)
+    {
+      Ty result(0);
+      for(int i=(this->get_data_set()).size()-1;i>=0;--i)
+	{
+
+#ifdef HAVE_X_ERROR
+	  Tx x1=this->get_data_set().get_data(i).get_x()-this->get_data_set().get_data(i).get_x_lower_err();
+	  Tx x2=this->get_data_set().get_data(i).get_x()+this->get_data_set().get_data(i).get_x_upper_err();
+	  Tx x=this->get_data_set().get_data(i).get_x();
+	  Ty errx1=(this->eval_model(x1,p)-this->eval_model(x,p));
+	  Ty errx2=(this->eval_model(x2,p)-this->eval_model(x,p));
+	  //Ty errx=0;
+#else
+	  Ty errx1=0;
+	  Ty errx2=0;
+#endif
+
+	  Ty y_model=this->eval_model(this->get_data_set().get_data(i).get_x(),p);
+	  Ty y_obs=this->get_data_set().get_data(i).get_y();
+	  Ty y_err;
+	  
+	  Ty errx=0;
+	  if(errx1<errx2)
+	    {
+	      if(y_obs<y_model)
+		{
+		  errx=errx1>0?errx1:-errx1;
+		}
+	      else
+		{
+		  errx=errx2>0?errx2:-errx2;
+		}
+	    }
+	  else
+	    {
+	      if(y_obs<y_model)
+		{
+		  errx=errx2>0?errx2:-errx2;
+		}
+	      else
+		{
+		  errx=errx1>0?errx1:-errx1;
+		}
+	    }
+
+
+	  if(y_model>y_obs)
+	    {
+	      y_err=this->get_data_set().get_data(i).get_y_upper_err();
+	    }
+	  else
+	    {
+	      y_err=this->get_data_set().get_data(i).get_y_lower_err();
+	    }
+
+	  Ty chi=(y_obs-y_model)/std::sqrt(y_err*y_err+errx*errx);
+
+	  //	  Ty chi=(this->get_data_set().get_data(i).get_y()-this->eval_model(this->get_data_set().get_data(i).get_x(),p));
+	  //	  cerr<<chi<<"\n";
+	  result+=std::abs(chi);
+	  //std::cerr<<chi<<std::endl;
+	  //cerr<<this->eval_model(this->get_data_set()[i].x,p)<<endl;
+	  //cerr<<this->get_data_set()[i].y_upper_err<<endl;
+	  //	  cerr<<this->get_data_set()[i].x<<"\t"<<this->get_data_set()[i].y<<"\t"<<this->eval_model(this->get_data_set()[i].x,p)<<endl;
+	}
+      if(verb)
+	{
+	  n++;
+	  if(n%10==0)
+	    {
+	      cerr<<result<<"\t";
+	      for(int i=0;i<(int)get_size(p);++i)
+		{
+		  cerr<<get_element(p,i)<<",";
+		}
+	      cerr<<endl;
+	    }
+
+	}
+      
+      return result;
+    }
+  };
+#endif
+
+  
+}
+
+#endif
+//EOF
+
+
-- 
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