1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
|
#ifndef BOOT_STRIP
#define BOOT_STRIP
#include <core/fitter.hpp>
#include <vector>
#include <cstdlib>
#include <iostream>
#include <utility>
#include <algorithm>
#include <data_sets/default_data_set.hpp>
using std::cout;
namespace opt_utilities
{
template <typename Ty,typename Tx,typename Tp,typename Ts,typename Tstr=std::string>
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,Ts,Tstr>* p_fitter;
Tp origin_param;
public:
bootstrap()
:p_fitter(NULL)
{}
~bootstrap()
{
reset();
}
void set_fitter(fitter<Ty,Tx,Tp,Ts,Tstr>& pf)
{
param_pool.clear();
p_fitter=&pf;
origin_data_set=dynamic_cast<const default_data_set<Ty,Tx>&>(pf.get_data_set());
origin_param=pf.get_all_params();
}
void reset()
{
if(p_fitter!=NULL)
{
p_fitter->load_data(origin_data_set);
p_fitter->set_param_value(origin_param);
}
}
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:
Tp sample()
{
if(p_fitter==NULL)
{
throw fitter_unset();
}
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.add_data(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;
return param_pool.back();
}
public:
std::pair<typename element_type_trait<Tp>::element_type,typename element_type_trait<Tp>::element_type>
interval(const Tstr& 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
|
