Chi2.cpp

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/*******************************************************************
 *  Copyright (C) 2014 by Federico Marulli and Alfonso Veropalumbo  *
 *  federico.marulli3@unibo.it                                      *
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 *  This program is free software; you can redistribute it and/or   *
 *  modify it under the terms of the GNU General Public License as  *
 *  published by the Free Software Foundation; either version 2 of  *
 *  the License, or (at your option) any later version.             *
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 *  This program is distributed in the hope that it will be useful, *
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of  *
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the   *
 *  GNU General Public License for more details.                    *
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 *  You should have received a copy of the GNU General Public       *
 *  License along with this program; if not, write to the Free      *
 *  Software Foundation, Inc.,                                      *
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 ********************************************************************/
 
#include "Chi2.h"
 
using namespace std;
 
using namespace cbl;
 
 
// ============================================================================================
 
 
double cbl::statistics::Chi2::operator() (vector<double> &pp) const
{
  if (m_likelihood_type==statistics::LikelihoodType::_NotSet_)
    ErrorCBL("a dataset should be provided!", "operator ()", "Chi2.cpp");
 
  return -2*m_log_likelihood_function(pp, m_likelihood_inputs);
}
 
 
// ============================================================================================
 
 
cbl::statistics::Chi2::Chi2 (const std::shared_ptr<data::Data> data, const std::shared_ptr<Model> model, const bool use_covariance, const std::vector<size_t> x_index, const int w_index) 
{
  set_data(data);
  set_model(model);
  m_x_index = x_index;
  m_w_index = w_index;
 
  if (use_covariance) 
    set_function(LikelihoodType::_Gaussian_Covariance_, m_x_index, m_w_index);
  else
    set_function(LikelihoodType::_Gaussian_Error_, m_x_index, m_w_index);
 
  m_likelihood_inputs = make_shared<STR_likelihood_inputs>(STR_likelihood_inputs(m_data, m_model, m_x_index, m_w_index));
}
 
 
// ============================================================================================
 
 
void cbl::statistics::Chi2::minimize (const vector<double> start, vector<vector<double>> parameter_limits, const unsigned int max_iter, const double tol, const double epsilon)
{
  if (m_likelihood_type==statistics::LikelihoodType::_NotSet_)
    ErrorCBL("a dataset should be provided!", "minimize", "Chi2.cpp");
 
  unsigned int npar = m_model->parameters()->nparameters_free();
 
  if (npar==0)
    ErrorCBL("there is no parameter free to vary!", "minimize", "Chi2.cpp");
  if (start.size() != npar && parameter_limits.size()!=0)
    ErrorCBL("wrong size for the vector of starting parameters!", "minimize", "Chi2.cpp");
  if (parameter_limits.size() != npar && parameter_limits.size()!=0)
    ErrorCBL("wrong size for the vector of parameter limits!", "minimize", "Chi2.cpp");
 
 
  function<double(vector<double> &)> func = [this](vector<double> & pp) { 
    return this->operator()(pp); 
  };
 
  coutCBL << "Minimizing..." << endl;
  vector<double> result = cbl::wrapper::gsl::GSL_minimize_nD(func, start, parameter_limits, max_iter, tol, epsilon);
  coutCBL << "Done!" << endl << endl;
 
  m_model->parameters()->set_bestfit_values(result);
 
  m_model->parameters()->write_bestfit_info();
  coutCBL << "Chi2 = " << this->operator()(result) << endl << endl;
}