void Metropolis::regression_adapt(int numSteps, int stepSize)
{
std::vector<STM::ParName> parNames (parameters.names());
std::map<STM::ParName, std::map<std::string, double *> > regressionData;
for(const auto & par : parNames)
{
regressionData[par]["log_variance"] = new double [numSteps];
regressionData[par]["variance"] = new double [numSteps];
regressionData[par]["acceptance"] = new double [numSteps];
}
for(int i = 0; i < numSteps; i++)
{
// compute acceptance rates for the current variance term
parameters.set_acceptance_rates(do_sample(stepSize));
for(const auto & par : parNames)
{
// save regression data for each parameter
regressionData[par]["log_variance"][i] = std::log(parameters.sampler_variance(par));
regressionData[par]["variance"][i] = parameters.sampler_variance(par);
regressionData[par]["acceptance"][i] = parameters.acceptance_rate(par);
// choose new variances at random for each parameter; drawn from a gamma with mean 2.38 and sd 2
parameters.set_sampler_variance(par, gsl_ran_gamma(rng.get(), 1.4161, 1.680672));
}
}
// perform regression for each parameter and clean up
for(const auto & par : parNames)
{
// first compute the correlation for variance and log_variance, use whichever is higher
double corVar = gsl_stats_correlation(regressionData[par]["variance"], 1,
regressionData[par]["acceptance"], 1, numSteps);
double corLogVar = gsl_stats_correlation(regressionData[par]["log_variance"], 1,
regressionData[par]["acceptance"], 1, numSteps);
double beta0, beta1, cov00, cov01, cov11, sumsq, targetVariance;
if(corVar >= corLogVar)
{
gsl_fit_linear(regressionData[par]["variance"], 1,
regressionData[par]["acceptance"], 1, numSteps, &beta0, &beta1,
&cov00, &cov01, &cov11, &sumsq);
targetVariance = (parameters.optimal_acceptance_rate() - beta0)/beta1;
} else
{
gsl_fit_linear(regressionData[par]["log_variance"], 1,
regressionData[par]["acceptance"], 1, numSteps, &beta0, &beta1,
&cov00, &cov01, &cov11, &sumsq);
targetVariance = std::exp((parameters.optimal_acceptance_rate() - beta0)/beta1);
}
parameters.set_sampler_variance(par, targetVariance);
delete [] regressionData[par]["log_variance"];
delete [] regressionData[par]["variance"];
delete [] regressionData[par]["acceptance"];
}
}
void LinearFit::fit()
{
if (d_init_err)
return;
if (d_p > d_n){
QMessageBox::critical((ApplicationWindow *)parent(), tr("QtiPlot - Fit Error"),
tr("You need at least %1 data points for this fit operation. Operation aborted!").arg(d_p));
return;
}
double c0, c1, cov00, cov01, cov11;
if (d_weighting == NoWeighting)
gsl_fit_linear(d_x, 1, d_y, 1, d_n, &c0, &c1, &cov00, &cov01, &cov11, &chi_2);
else
gsl_fit_wlinear(d_x, 1, d_w, 1, d_y, 1, d_n, &c0, &c1, &cov00, &cov01, &cov11, &chi_2);
d_results[0] = c0;
d_results[1] = c1;
gsl_matrix_set(covar, 0, 0, cov00);
gsl_matrix_set(covar, 0, 1, cov01);
gsl_matrix_set(covar, 1, 1, cov11);
gsl_matrix_set(covar, 1, 0, cov01);
generateFitCurve();
ApplicationWindow *app = (ApplicationWindow *)parent();
if (app->writeFitResultsToLog)
app->updateLog(logFitInfo(0, 0));
}
CAMLprim value ml_gsl_fit_linear(value wo, value x, value y)
{
value r;
size_t N=Double_array_length(x);
double c0,c1,cov00,cov01,cov11,sumsq;
if(Double_array_length(y) != N)
GSL_ERROR("array sizes differ", GSL_EBADLEN);
if(wo == Val_none)
gsl_fit_linear(Double_array_val(x), 1,
Double_array_val(y), 1, N,
&c0, &c1, &cov00, &cov01, &cov11, &sumsq);
else {
value w=Field(wo, 0);
if(Double_array_length(w) != N)
GSL_ERROR("array sizes differ", GSL_EBADLEN);
gsl_fit_wlinear(Double_array_val(x), 1,
Double_array_val(w), 1,
Double_array_val(y), 1, N,
&c0, &c1, &cov00, &cov01, &cov11, &sumsq);
}
r=alloc_small(6 * Double_wosize, Double_array_tag);
Store_double_field(r, 0, c0);
Store_double_field(r, 1, c1);
Store_double_field(r, 2, cov00);
Store_double_field(r, 3, cov01);
Store_double_field(r, 4, cov11);
Store_double_field(r, 5, sumsq);
return r;
}
double my_fit_linear(vector<double> &x,vector<double> &y,double c[2])
{
double *xt,*yt;
size_t i,num=x.size();
if(num<=0) return 0;
xt=new double[num];
yt=new double[num];
double my=0;
for(i=0;i<num;i++)
{
xt[i]=x[i];
yt[i]=y[i];
my+=yt[i];
}
my/=num;
double cov[3];
double sumsq;
gsl_fit_linear(xt,1,yt,1,num,c,c+1,cov,cov+1,cov+2,&sumsq);
double yvs=0;
for(i=0;i<num;i++)
{
yvs+=(yt[i]-my)*(yt[i]-my);
}
sumsq=1-sumsq/yvs;
delete []xt;
delete []yt;
return sumsq;
}
/* This returns 7 elements array */
static VALUE rb_gsl_fit_linear(int argc, VALUE *argv, VALUE obj)
{
double *ptrx, *ptry;
double c0, c1, cov00, cov01, cov11, sumsq;
int status;
size_t n, stridex, stridey;
switch (argc) {
case 2:
ptrx = get_vector_ptr(argv[0], &stridex, &n);
ptry = get_vector_ptr(argv[1], &stridey, &n);
break;
case 3:
CHECK_FIXNUM(argv[2]);
ptrx = get_vector_ptr(argv[0], &stridex, &n);
ptry = get_vector_ptr(argv[1], &stridey, &n);
n = FIX2INT(argv[2]);
break;
default:
rb_raise(rb_eArgError, "wrong number of arguments (%d for 2 or 3)", argc);
break;
}
status = gsl_fit_linear(ptrx, stridex, ptry, stridey, n, &c0, &c1, &cov00,
&cov01, &cov11, &sumsq);
return rb_ary_new3(7, rb_float_new(c0), rb_float_new(c1), rb_float_new(cov00),
rb_float_new(cov01), rb_float_new(cov11), rb_float_new(sumsq),
INT2FIX(status));
}
void Normalization::fit(int k, int p, int iLength, double arr[], double cof[], KstVectorPtr vector_out)
{
if(k+p < iLength)
{
double v1[p];
double v2[p];
int j=0;
for(int i=k; i<k+p; i++)
{
v1[j] = (double)i;
v2[j] = arr[i];
j++;
}
double c0, c1, cov00, cov01, cov11, chisq;
gsl_fit_linear(v1, 1, v2, 1, p, &c0, &c1, &cov00, &cov01, &cov11, &chisq);
cof[0] = c0;
cof[1] = c1;
for(int i=k; i<k+p; i++)
{
vector_out->value()[i] = cof[0]+cof[1]*i;
}
}
else
{
for(int i=k; i<iLength; i++)
{
vector_out->value()[i] = cof[0]+cof[1]*i;
}
}
}
TransformationModelLinear::TransformationModelLinear(
const TransformationModel::DataPoints & data, const Param & params)
{
params_ = params;
data_given_ = !data.empty();
if (!data_given_ && params.exists("slope") && (params.exists("intercept")))
{
// don't estimate parameters, use given values
slope_ = params.getValue("slope");
intercept_ = params.getValue("intercept");
}
else // estimate parameters from data
{
Param defaults;
getDefaultParameters(defaults);
params_.setDefaults(defaults);
symmetric_ = params_.getValue("symmetric_regression") == "true";
size_t size = data.size();
if (size == 0) // no data
{
throw Exception::IllegalArgument(__FILE__, __LINE__, __PRETTY_FUNCTION__,
"no data points for 'linear' model");
}
else if (size == 1) // degenerate case, but we can still do something
{
slope_ = 1.0;
intercept_ = data[0].second - data[0].first;
}
else // compute least-squares fit
{
vector<double> x(size), y(size);
for (size_t i = 0; i < size; ++i)
{
if (symmetric_)
{
x[i] = data[i].second + data[i].first;
y[i] = data[i].second - data[i].first;
}
else
{
x[i] = data[i].first;
y[i] = data[i].second;
}
}
double cov00, cov01, cov11, sumsq; // covariance values, sum of squares
double * x_start = &(x[0]), * y_start = &(y[0]);
gsl_fit_linear(x_start, 1, y_start, 1, size, &intercept_, &slope_,
&cov00, &cov01, &cov11, &sumsq);
if (symmetric_) // undo coordinate transformation:
{
slope_ = (1.0 + slope_) / (1.0 - slope_);
intercept_ = intercept_ * 1.41421356237309504880; // 1.41... = sqrt(2)
}
}
}
}
pure_expr* wrap_gsl_fit_linear(double* x, double* y, size_t n)
{
double c0, c1, cov00, cov01, cov11, sumsq;
gsl_fit_linear(x, 1, y, 1, n, &c0, &c1, &cov00, &cov01, &cov11, &sumsq);
return pure_listl(6, pure_double(c0), pure_double(c1), pure_double(cov00),
pure_double(cov01), pure_double(cov11),
pure_double(sumsq));
}
double transfer_function(double k)
{
static int initFlag = 1;
static int currCosmoNum;
static gsl_spline *cosmocalc_transfer_function_spline = NULL;
static gsl_interp_accel *cosmocalc_transfer_function_acc = NULL;
static double c0,c1;
double transfer_function_table[COSMOCALC_TRANSFER_FUNCTION_TABLE_LENGTH];
double k_table[COSMOCALC_TRANSFER_FUNCTION_TABLE_LENGTH];
long i;
double cov00,cov01,cov11,sumsq;
if(initFlag == 1 || currCosmoNum != cosmoData.cosmoNum)
{
initFlag = 0;
currCosmoNum = cosmoData.cosmoNum;
for(i=0;i<COSMOCALC_TRANSFER_FUNCTION_TABLE_LENGTH;++i)
{
k_table[i] = log(K_MAX/K_MIN)/(COSMOCALC_TRANSFER_FUNCTION_TABLE_LENGTH-1.0)*((double) i) + log(K_MIN);
if(cosmoData.useSmoothTransFunc)
transfer_function_table[i] = log(transfunct_eh98_smooth(exp(k_table[i])));
else if(cosmoData.useNoTransFunc)
transfer_function_table[i] = 0.0;
else
transfer_function_table[i] = log(transfunct_eh98(exp(k_table[i])));
}
//init the spline and accelerators
if(cosmocalc_transfer_function_spline != NULL)
gsl_spline_free(cosmocalc_transfer_function_spline);
cosmocalc_transfer_function_spline = gsl_spline_alloc(GSL_SPLINE_TYPE,(size_t) (COSMOCALC_TRANSFER_FUNCTION_TABLE_LENGTH));
gsl_spline_init(cosmocalc_transfer_function_spline,k_table,transfer_function_table,(size_t) (COSMOCALC_TRANSFER_FUNCTION_TABLE_LENGTH));
if(cosmocalc_transfer_function_acc != NULL)
gsl_interp_accel_reset(cosmocalc_transfer_function_acc);
else
cosmocalc_transfer_function_acc = gsl_interp_accel_alloc();
gsl_fit_linear(k_table+COSMOCALC_TRANSFER_FUNCTION_TABLE_LENGTH-COSMOCALC_TRANSFER_FUNCTION_FIT_LENGTH,(size_t) 1,
transfer_function_table+COSMOCALC_TRANSFER_FUNCTION_TABLE_LENGTH-COSMOCALC_TRANSFER_FUNCTION_FIT_LENGTH,(size_t) 1,
(size_t) COSMOCALC_TRANSFER_FUNCTION_FIT_LENGTH,&c0,&c1,&cov00,&cov01,&cov11,&sumsq);
}
if(k < K_MIN)
return 1.0;
else if(k < K_MAX)
return exp(gsl_spline_eval(cosmocalc_transfer_function_spline,log(k),cosmocalc_transfer_function_acc));
else
return exp(c0+c1*log(k));
}
int fit_params(double *x, int n, double * beta, double * alpha, double * s)
{
double cov00, cov01, cov11, chisq;
double * y = x + 1;
gsl_fit_linear (x, 1, y, 1, n-1,
beta, alpha, &cov00, &cov01, &cov11, &chisq);
int i;
double u;
double sum = 0.0;
for (i = 0; i < n - 1; i++)
{
u = y[i] - (* beta) - (* alpha) * x[i];
sum += u * u;
}
*s = sqrt(sum / (n - 1));
return 0;
}
int
main (void)
{
double x[1000], y[1000], w[1000];
size_t xstride = 2, wstride = 3, ystride = 5;
size_t i;
for (i = 0; i < norris_n; i++)
{
x[i*xstride] = norris_x[i];
w[i*wstride] = 1.0;
y[i*ystride] = norris_y[i];
}
gsl_ieee_env_setup();
{
double c0, c1, cov00, cov01, cov11, sumsq;
double expected_c0 = -0.262323073774029;
double expected_c1 = 1.00211681802045;
double expected_cov00 = pow(0.232818234301152, 2.0);
double expected_cov01 = -7.74327536339570e-05; /* computed from octave */
double expected_cov11 = pow(0.429796848199937E-03, 2.0);
double expected_sumsq = 26.6173985294224;
gsl_fit_linear (x, xstride, y, ystride, norris_n,
&c0, &c1, &cov00, &cov01, &cov11, &sumsq);
/* gsl_fit_wlinear (x, xstride, w, wstride, y, ystride, norris_n,
&c0, &c1, &cov00, &cov01, &cov11, &sumsq); */
gsl_test_rel (c0, expected_c0, 1e-10, "norris gsl_fit_linear c0") ;
gsl_test_rel (c1, expected_c1, 1e-10, "norris gsl_fit_linear c1") ;
gsl_test_rel (cov00, expected_cov00, 1e-10, "norris gsl_fit_linear cov00") ;
gsl_test_rel (cov01, expected_cov01, 1e-10, "norris gsl_fit_linear cov01") ;
gsl_test_rel (cov11, expected_cov11, 1e-10, "norris gsl_fit_linear cov11") ;
gsl_test_rel (sumsq, expected_sumsq, 1e-10, "norris gsl_fit_linear sumsq") ;
}
{
double c0, c1, cov00, cov01, cov11, sumsq;
double expected_c0 = -0.262323073774029;
double expected_c1 = 1.00211681802045;
double expected_cov00 = 6.92384428759429e-02; /* computed from octave */
double expected_cov01 = -9.89095016390515e-05; /* computed from octave */
double expected_cov11 = 2.35960747164148e-07; /* computed from octave */
double expected_sumsq = 26.6173985294224;
gsl_fit_wlinear (x, xstride, w, wstride, y, ystride, norris_n,
&c0, &c1, &cov00, &cov01, &cov11, &sumsq);
gsl_test_rel (c0, expected_c0, 1e-10, "norris gsl_fit_wlinear c0") ;
gsl_test_rel (c1, expected_c1, 1e-10, "norris gsl_fit_wlinear c1") ;
gsl_test_rel (cov00, expected_cov00, 1e-10, "norris gsl_fit_wlinear cov00") ;
gsl_test_rel (cov01, expected_cov01, 1e-10, "norris gsl_fit_wlinear cov01") ;
gsl_test_rel (cov11, expected_cov11, 1e-10, "norris gsl_fit_wlinear cov11") ;
gsl_test_rel (sumsq, expected_sumsq, 1e-10, "norris gsl_fit_wlinear sumsq") ;
}
for (i = 0; i < noint1_n; i++)
{
x[i*xstride] = noint1_x[i];
w[i*wstride] = 1.0;
y[i*ystride] = noint1_y[i];
}
{
double c1, cov11, sumsq;
double expected_c1 = 2.07438016528926;
double expected_cov11 = pow(0.165289256198347E-01, 2.0);
double expected_sumsq = 127.272727272727;
gsl_fit_mul (x, xstride, y, ystride, noint1_n, &c1, &cov11, &sumsq);
gsl_test_rel (c1, expected_c1, 1e-10, "noint1 gsl_fit_mul c1") ;
gsl_test_rel (cov11, expected_cov11, 1e-10, "noint1 gsl_fit_mul cov11") ;
gsl_test_rel (sumsq, expected_sumsq, 1e-10, "noint1 gsl_fit_mul sumsq") ;
}
{
double c1, cov11, sumsq;
double expected_c1 = 2.07438016528926;
double expected_cov11 = 2.14661371686165e-05; /* computed from octave */
double expected_sumsq = 127.272727272727;
gsl_fit_wmul (x, xstride, w, wstride, y, ystride, noint1_n, &c1, &cov11, &sumsq);
gsl_test_rel (c1, expected_c1, 1e-10, "noint1 gsl_fit_wmul c1") ;
gsl_test_rel (cov11, expected_cov11, 1e-10, "noint1 gsl_fit_wmul cov11") ;
gsl_test_rel (sumsq, expected_sumsq, 1e-10, "noint1 gsl_fit_wmul sumsq") ;
}
for (i = 0; i < noint2_n; i++)
{
x[i*xstride] = noint2_x[i];
w[i*wstride] = 1.0;
y[i*ystride] = noint2_y[i];
}
{
double c1, cov11, sumsq;
double expected_c1 = 0.727272727272727;
double expected_cov11 = pow(0.420827318078432E-01, 2.0);
double expected_sumsq = 0.272727272727273;
gsl_fit_mul (x, xstride, y, ystride, noint2_n, &c1, &cov11, &sumsq);
gsl_test_rel (c1, expected_c1, 1e-10, "noint2 gsl_fit_mul c1") ;
gsl_test_rel (cov11, expected_cov11, 1e-10, "noint2 gsl_fit_mul cov11") ;
gsl_test_rel (sumsq, expected_sumsq, 1e-10, "noint2 gsl_fit_mul sumsq") ;
}
{
double c1, cov11, sumsq;
double expected_c1 = 0.727272727272727;
double expected_cov11 = 1.29870129870130e-02 ; /* computed from octave */
double expected_sumsq = 0.272727272727273;
gsl_fit_wmul (x, xstride, w, wstride, y, ystride, noint2_n, &c1, &cov11, &sumsq);
gsl_test_rel (c1, expected_c1, 1e-10, "noint2 gsl_fit_wmul c1") ;
gsl_test_rel (cov11, expected_cov11, 1e-10, "noint2 gsl_fit_wmul cov11") ;
gsl_test_rel (sumsq, expected_sumsq, 1e-10, "noint2 gsl_fit_wmul sumsq") ;
}
/* now summarize the results */
exit (gsl_test_summary ());
}
void Linear::exec()
{
// Get the input workspace
MatrixWorkspace_const_sptr inputWorkspace = getProperty("InputWorkspace");
// Get the spectrum to fit
const int histNumber = getProperty("WorkspaceIndex");
// Check validity
if ( histNumber >= static_cast<int>(inputWorkspace->getNumberHistograms()) )
{
g_log.error() << "WorkspaceIndex set to an invalid value of " << histNumber << std::endl;
throw Exception::IndexError(histNumber,inputWorkspace->getNumberHistograms(),"Linear WorkspaceIndex property");
}
// Get references to the data in the chosen spectrum
const MantidVec& X = inputWorkspace->dataX(histNumber);
const MantidVec& Y = inputWorkspace->dataY(histNumber);
const MantidVec& E = inputWorkspace->dataE(histNumber);
// Check if this spectrum has errors
double errorsCount = 0.0;
// Retrieve the Start/EndX properties, if set
this->setRange(X,Y);
const bool isHistogram = inputWorkspace->isHistogramData();
// If the spectrum to be fitted has masked bins, we want to exclude them (even if only partially masked)
const MatrixWorkspace::MaskList * const maskedBins =
( inputWorkspace->hasMaskedBins(histNumber) ? &(inputWorkspace->maskedBins(histNumber)) : NULL );
// Put indices of masked bins into a set for easy searching later
std::set<size_t> maskedIndices;
if (maskedBins)
{
MatrixWorkspace::MaskList::const_iterator it;
for (it = maskedBins->begin(); it != maskedBins->end(); ++it)
maskedIndices.insert(it->first);
}
progress(0);
// Declare temporary vectors and reserve enough space if they're going to be used
std::vector<double> XCen, unmaskedY, weights;
int numPoints = m_maxX - m_minX;
if (isHistogram) XCen.reserve(numPoints);
if (maskedBins) unmaskedY.reserve(numPoints);
weights.reserve(numPoints);
for (int i = 0; i < numPoints; ++i)
{
// If the current bin is masked, skip it
if ( maskedBins && maskedIndices.count(m_minX+i) ) continue;
// Need to adjust X to centre of bin, if a histogram
if (isHistogram) XCen.push_back( 0.5*(X[m_minX+i]+X[m_minX+i+1]) );
// If there are masked bins present, we need to copy the unmasked Y values
if (maskedBins) unmaskedY.push_back(Y[m_minX+i]);
// GSL wants the errors as weights, i.e. 1/sigma^2
// We need to be careful if E is zero because that would naively lead to an infinite weight on the point.
// Solution taken here is to zero weight if error is zero, which typically means Y is zero
// (so it is effectively excluded from the fit).
const double& currentE = E[m_minX+i];
weights.push_back( currentE ? 1.0/(currentE*currentE) : 0.0 );
// However, if the spectrum given has all errors of zero, then we should use the gsl function that
// doesn't take account of the errors.
if ( currentE ) ++errorsCount;
}
progress(0.3);
// If masked bins present, need to recalculate numPoints here
if (maskedBins) numPoints = static_cast<int>(unmaskedY.size());
// If no points left for any reason, bail out
if (numPoints == 0)
{
g_log.error("No points in this range to fit");
throw std::runtime_error("No points in this range to fit");
}
// Set up pointer variables to pass to gsl, pointing them to the right place
const double * const xVals = ( isHistogram ? &XCen[0] : &X[m_minX] );
const double * const yVals = ( maskedBins ? &unmaskedY[0] : &Y[m_minX] );
// Call the gsl fitting function
// The stride value of 1 reflects that fact that we want every element of our input vectors
const int stride = 1;
double *c0(new double),*c1(new double),*cov00(new double),*cov01(new double),*cov11(new double),*chisq(new double);
int status;
// Unless our spectrum has error values for vast majority of points,
// call the gsl function that doesn't use errors
if ( errorsCount/numPoints < 0.9 )
{
g_log.debug("Calling gsl_fit_linear (doesn't use errors in fit)");
status = gsl_fit_linear(xVals,stride,yVals,stride,numPoints,c0,c1,cov00,cov01,cov11,chisq);
}
// Otherwise, call the one that does account for errors on the data points
else
{
g_log.debug("Calling gsl_fit_wlinear (uses errors in fit)");
status = gsl_fit_wlinear(xVals,stride,&weights[0],stride,yVals,stride,numPoints,c0,c1,cov00,cov01,cov11,chisq);
}
progress(0.8);
// Check that the fit succeeded
std::string fitStatus = gsl_strerror(status);
// For some reason, a fit where c0,c1 & chisq are all infinity doesn't report as a
// failure, so check explicitly.
if ( !gsl_finite(*chisq) || !gsl_finite(*c0) || !gsl_finite(*c1) )
fitStatus = "Fit gives infinities";
if (fitStatus != "success") g_log.error() << "The fit failed: " << fitStatus << "\n";
else
g_log.information() << "The fit succeeded, giving y = " << *c0 << " + " << *c1 << "*x, with a Chi^2 of " << *chisq << "\n";
// Set the fit result output properties
setProperty("FitStatus",fitStatus);
setProperty("FitIntercept",*c0);
setProperty("FitSlope",*c1);
setProperty("Cov00",*cov00);
setProperty("Cov11",*cov11);
setProperty("Cov01",*cov01);
setProperty("Chi2",*chisq);
// Create and fill a workspace2D with the same bins as the fitted spectrum and the value of the fit for the centre of each bin
const size_t YSize = Y.size();
MatrixWorkspace_sptr outputWorkspace = WorkspaceFactory::Instance().create(inputWorkspace,1,X.size(),YSize);
// Copy over the X bins
outputWorkspace->dataX(0).assign(X.begin(),X.end());
// Now loop over the spectrum and use gsl function to calculate the Y & E values for the function
for (size_t i = 0; i < YSize; ++i)
{
const double x = ( isHistogram ? 0.5*(X[i]+X[i+1]) : X[i] );
const int err = gsl_fit_linear_est(x,*c0,*c1,*cov00,*cov01,*cov11,&(outputWorkspace->dataY(0)[i]),&(outputWorkspace->dataE(0)[i]));
if (err) g_log.warning() << "Problem in filling the output workspace: " << gsl_strerror(err) << std::endl;
}
setProperty("OutputWorkspace",outputWorkspace);
progress(1);
// Clean up
delete c0;
delete c1;
delete cov00;
delete cov01;
delete cov11;
delete chisq;
}
do_line()
{
real *x, *y, *dx, *dy, *dz;
int i,j, mwt;
real chi2,q,siga,sigb, sigma, d, sa, sb;
real cov00, cov01, cov11, sumsq;
real r, prob, z;
void fit(), pearsn();
if (nxcol < 1) error("nxcol=%d",nxcol);
if (nycol < 1) error("nycol=%d",nycol);
x = xcol[0].dat;
y = ycol[0].dat;
dx = (dxcolnr>0 ? dxcol.dat : NULL);
dy = (dycolnr>0 ? dycol.dat : NULL);
#if HAVE_GSL
if (dx) error("Cannot use GSL with errors in X column");
gsl_fit_linear (x, 1, y, 1, npt, &b, &a,
&cov00, &cov01, &cov11, &sumsq);
printf("y=ax+b: a=%g b=%g cov00,01,11=%g %g %g sumsq=%g\n",
a,b, cov00,cov01,cov11, sumsq);
if (dy) {
for (i=0; i<npt; i++)
dy[i] = 1/(dy[i]*dy[i]);
gsl_fit_wlinear (x, 1, dy, 1, y, 1, npt, &b, &a,
&cov00, &cov01, &cov11, &chi2);
printf("y=ax+b: a=%g b=%g cov00,01,11=%g %g %g chi^2=%g\n",
a,b, cov00,cov01,cov11, chi2);
}
#else
if (dx) {
#if defined(TESTNR)
warning("new FITEXY method");
dz = (real *) allocate(npt*sizeof(real));
for (i=0; i<npt; i++) dz[i] = 0.0;
fitexy(x,y,npt,dx,dy,&b,&a,&sigb,&siga,&chi2,&q);
printf("fitexy(x,y,dx,dy) a=%g b=%g %g %g\n",b,a,sigb,siga);
fitexy(x,y,npt,dz,dy,&a,&b,&siga,&sigb,&chi2,&q);
printf("fitexy(x,y, 0,dy) a=%g b=%g %g %g\n",a,b,siga,sigb);
fitexy(x,y,npt,dx,dz,&a,&b,&siga,&sigb,&chi2,&q);
printf("fitexy(x,y,dx, 0) a=%g b=%g %g %g\n",a,b,siga,sigb);
fit (x,y,npt,dy, 1,&a,&b,&siga,&sigb,&chi2,&q);
printf("fit (x,y, 0,dy) a=%g b=%g %g %g\n",a,b,siga,sigb);
fit (y,x,npt,dx, 1,&a,&b,&siga,&sigb,&chi2,&q);
printf("fit (y,x, 0,dx) a=%g b=%g %g %g\n",a,b,siga,sigb);
sa=sqrt(siga*siga+sqr(sigb*(a/b)))/b;
sb=sigb/(b*b);
printf("FITEXY: %11.6f %11.6f %11.6f %11.6f %11.6f %11.6f\n",
-a/b,1.0/b,sa,sb,chi2,q);
#elif defined(TESTMP)
struct vars_struct v; /* private data for mpfit() */
int status;
mp_result result;
double p[2] = {1.0, 1.0};
double perror[2];
warning("MPFIT method; mode mpfit=%d",mpfit_mode);
bzero(&result,sizeof(result));
result.xerror = perror;
v.x = xcol[0].dat;
v.y = ycol[0].dat;
v.ex = dxcol.dat;
v.ey = dycol.dat;
v.mode = mpfit_mode;
status = mpfit(linfitex, npt, 2, p, 0, 0, (void *) &v, &result);
dprintf(1,"*** mpfit status = %d\n", status);
printf(" CHI-SQUARE = %f (%d DOF)\n",
result.bestnorm, result.nfunc-result.nfree);
printf(" NPAR = %d\n", result.npar);
printf(" NFREE = %d\n", result.nfree);
printf(" NPEGGED = %d\n", result.npegged);
printf(" NITER = %d\n", result.niter);
printf(" NFEV = %d\n", result.nfev);
printf("\n");
for (i=0; i<result.npar; i++) {
printf(" P[%d] = %f +/- %f\n",
i, p[i], result.xerror[i]);
}
#else
error("no dycol= implemented yet");
#endif
} else {
for(mwt=0;mwt<=1;mwt++) {
#if 1
if (mwt>0 && nsigma>0) {
fit(x,y,npt,dy,0,&b,&a,&sigb,&siga,&chi2,&q);
} else {
if (mwt>0 && dycolnr==0)
continue;
fit(x,y,npt,dy,mwt,&b,&a,&sigb,&siga,&chi2,&q);
}
#else
if (mwt==0)
fit(x,y,npt,dy,mwt,&b,&a,&sigb,&siga,&chi2,&q);
else
myfit(x,y,npt,dy,mwt,&b,&a,&sigb,&siga,&chi2,&q);
#endif
dprintf(2,"\n");
dprintf (1,"Fit: y=ax+b\n");
if (mwt == 0)
dprintf(1,"Ignoring standard deviations\n");
else
dprintf(1,"Including standard deviation\n");
printf("%12s %9.6f %18s %9.6f \n",
"a = ",a,"uncertainty:",siga);
printf("%12s %9.6f %18s %9.6f \n",
"b = ",b,"uncertainty:",sigb);
printf("%12s %9.6f %18s %9.6f \n",
"x0 = ",-b/a,"uncertainty:",sqrt(sqr(sigb/a)+sqr(siga*b/(a*a))));
printf("%12s %9.6f %18s %9.6f \n",
"y0 = ",b,"uncertainty:",sigb);
printf("%19s %14.6f \n","chi-squared: ",chi2);
printf("%23s %10.6f %s\n","goodness-of-fit: ",q,
q==1 ? "(no Y errors supplied [dycol=])" : "");
pearsn(x, y, npt, &r, &prob, &z);
printf("%9s %g\n","r: ",r);
printf("%12s %g\n","prob: ",prob);
printf("%9s %g\n","z: ",z);
if (mwt==0 && nsigma>0) {
sigma = 0.0;
for(i=0; i<npt; i++)
sigma += sqr(y[i] - a*x[i] - b);
sigma /= (real) npt;
sigma = nsigma * sqrt(sigma); /* critical distance */
for(i=0, j=0; i<npt; i++) { /* loop over points */
d = ABS(y[i] - a*x[i] - b);
if (d > sigma) continue;
x[j] = x[i]; /* shift them over */
y[j] = y[i];
if (dy) dy[j] = dy[i];
j++;
}
dprintf(0,"%d/%d points outside %g*sigma (%g)\n",
npt-j,npt,nsigma,sigma);
npt = j;
}
} /* mwt */
} /* dxcol */
if (outstr) write_data(outstr);
#endif
}
int core_oph_gsl_fit_linear_multi(oph_multistring * byte_array, oph_multistring * result, oph_gsl_fit_linear_param * fit)
{
int j, k;
double tmp, *pointer;
double cov00, cov01, cov11, sumsq;
char *in_string = byte_array->content, *out_string = result->content;
char *in_pointer, *out_pointer;
for (j = 0; j < byte_array->num_measure; ++j) {
in_pointer = in_string;
switch (byte_array->type[j]) {
case OPH_DOUBLE:{
pointer = (double *) in_string;
break;
}
case OPH_FLOAT:{
pointer = fit->tmp;
for (k = 0; k < byte_array->numelem; ++k) {
fit->tmp[k] = *(float *) in_pointer;
in_pointer += byte_array->blocksize;
}
break;
}
case OPH_INT:{
pointer = fit->tmp;
for (k = 0; k < byte_array->numelem; ++k) {
fit->tmp[k] = *(int *) in_pointer;
in_pointer += byte_array->blocksize;
}
break;
}
case OPH_SHORT:{
pointer = fit->tmp;
for (k = 0; k < byte_array->numelem; ++k) {
fit->tmp[k] = *(short *) in_pointer;
in_pointer += byte_array->blocksize;
}
break;
}
case OPH_BYTE:{
pointer = fit->tmp;
for (k = 0; k < byte_array->numelem; ++k) {
fit->tmp[k] = *(char *) in_pointer;
in_pointer += byte_array->blocksize;
}
break;
}
case OPH_LONG:{
pointer = fit->tmp;
for (k = 0; k < byte_array->numelem; ++k) {
fit->tmp[k] = *(long long *) in_pointer;
in_pointer += byte_array->blocksize;
}
break;
}
default:
pmesg(1, __FILE__, __LINE__, "Type not recognized\n");
return -1;
}
if (gsl_fit_linear(fit->old_x, 1, pointer, 1, fit->n, &fit->c[0], &fit->c[1], &cov00, &cov01, &cov11, &sumsq))
return -1;
out_pointer = out_string;
for (k = 0; k < result->numelem; ++k) {
tmp = fit->c[0] + fit->new_x[k] * fit->c[1];
if (core_oph_type_cast(&tmp, out_pointer, OPH_DOUBLE, result->type[j], byte_array->missingvalue))
return -1;
out_pointer += result->blocksize;
}
in_string += byte_array->elemsize[j];
out_string += result->elemsize[j];
}
return 0;
}
int kstfit_linear_unweighted(const double *const inArrays[], const int inArrayLens[],
const double inScalars[],
double *outArrays[], int outArrayLens[],
double outScalars[])
{
int i = 0;
int iLength;
int iReturn = -1;
double* pResult[4];
double c0 = 0.0;
double c1 = 0.0;
double cov00 = 0.0;
double cov01 = 0.0;
double cov11 = 0.0;
double dSumSq = 0.0;
double y;
double yErr;
if (inArrayLens[Y] >= 2 && inArrayLens[X] >= 2) {
iLength = inArrayLens[Y];
if( inArrayLens[X] < iLength ) {
iLength = inArrayLens[X];
}
for( i=0; i<4; i++ ) {
if( outArrayLens[0] != iLength ) {
pResult[i] = (double*)realloc( outArrays[i], iLength * sizeof( double ) );
} else {
pResult[i] = outArrays[i];
}
}
if( pResult[0] != NULL &&
pResult[1] != NULL &&
pResult[2] != NULL &&
pResult[3] != NULL )
{
for( i=0; i<4; i++ ) {
outArrays[i] = pResult[i];
outArrayLens[i] = iLength;
}
if( !gsl_fit_linear( inArrays[X], 1, inArrays[Y], 1, iLength, &c0, &c1, &cov00, &cov01, &cov11, &dSumSq ) ) {
for( i=0; i<iLength; i++ ) {
gsl_fit_linear_est( inArrays[X][i], c0, c1, cov00, cov01, cov11, &y, &yErr );
outArrays[0][i] = y;
outArrays[1][i] = y - yErr;
outArrays[2][i] = y + yErr;
outArrays[3][i] = inArrays[Y][i] - y;
}
outScalars[0] = c0;
outScalars[1] = c1;
outScalars[2] = cov00;
outScalars[3] = cov01;
outScalars[4] = cov11;
outScalars[5] = dSumSq;
iReturn = 0;
}
}
}
return iReturn;
}
void Clamp::fitData() {
if (splot->dataExists()) {
int n = splot->dataSize();
if (n >= 2) {
const double* tempx = splot->xData();
const double* tempy = splot->yData();
double x[n];
double y[n];
int j = 0;
double maxVal = 0;
double minVal = 0;
for (int i = 0; i < n; i++) { // exclude any inf or NaN or zero rates from the FI linear fit
if (gsl_finite(tempy[i]) == 1 || tempy[i] == 0) {
x[j] = tempx[i];
y[j] = tempy[i];
if (x[j] > maxVal) maxVal = x[j];
if (x[j] < minVal) minVal = x[j];
j++;
}
}
double c0, c1, cov00, cov01, cov11, sumsq;
gsl_fit_linear(x, 1, y, 1, n, &c0, &c1, &cov00, &cov01, &cov11,
&sumsq);
// gsl_stats_tss does not exist in GSL 1.10 included in Ubuntu 9.10
// use this function if you manually upgrade GSL, otherwise use the next section of code
//double SST = gsl_stats_tss(y,1,j);
double SST = 0; //calculating total sum of squares around the mean
double ymean = gsl_stats_mean(y, 1, j);
for (int i = 0; i < j; i++) {
double delta = y[i] - ymean;
SST += delta * delta;
}
if (gsl_finite(c0) == 1 && gsl_finite(c1) == 1) {
printf("Best fit: Y = %g + %g X\n", c0, c1);
printf("SSE = %g\n", sumsq);
printf("SST = %g\n", SST);
printf("R^2 = %g\n", 1 - sumsq / SST);
eqnmsg = "Y = " + QString::number(c0) + " + " + QString::number(c1) + " X, R^2 = " + QString::number(1 - sumsq / SST);
emit setEqnMsg(eqnmsg);
}
else {
eqnmsg = "Error.";
emit setEqnMsg(eqnmsg);
}
double fitx[2] = { minVal, maxVal };
double fity[2];
fity[0] = c0 + c1 * fitx[0];
fity[1] = c0 + c1 * fitx[1];
emit drawFit(fitx, fity, 2);
}
else {
eqnmsg = "No data for a linear fit.";
emit setEqnMsg(eqnmsg);
}
}
else {
eqnmsg = "Not enough data for a linear fit.";
emit setEqnMsg(eqnmsg);
}
}