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Javier Ugarrio
juobs
Commits
55a5dc8b
Commit
55a5dc8b
authored
Jul 01, 2022
by
Javier
Browse files
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fit_routine with Optim
parent
ea53b63c
Changes
5
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Showing
5 changed files
with
358 additions
and
181 deletions
+358
-181
Manifest.toml
Manifest.toml
+297
-167
Project.toml
Project.toml
+0
-1
src/juobs.jl
src/juobs.jl
+1
-1
src/juobs_obs.jl
src/juobs_obs.jl
+2
-2
src/juobs_tools.jl
src/juobs_tools.jl
+58
-10
No files found.
Manifest.toml
View file @
55a5dc8b
...
...
@@ -2,12 +2,17 @@
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...
...
@@ -280,22 +323,22 @@ uuid = "781609d7-10c4-51f6-84f2-b8444358ff6d"
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...
...
@@ -310,20 +353,25 @@ uuid = "7746bdde-850d-59dc-9ae8-88ece973131d"
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...
...
@@ -342,6 +390,17 @@ version = "2018.0.3+2"
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...
...
@@ -353,15 +412,16 @@ uuid = "82899510-4779-5014-852e-03e436cf321d"
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...
...
@@ -388,9 +448,9 @@ version = "1.2.0"
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...
...
@@ -398,16 +458,28 @@ git-tree-sha1 = "4bb5499a1fc437342ea9ab7e319ede5a457c0968"
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...
...
@@ -443,9 +515,9 @@ version = "1.36.0+3"
[[Libiconv_jll]]
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...
...
@@ -475,6 +547,12 @@ version = "7.1.1"
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...
...
@@ -486,15 +564,15 @@ version = "0.12.0"
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...
@@ -519,18 +597,24 @@ version = "0.3.1"
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...
@@ -539,15 +623,15 @@ version = "0.3.5"
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...
...
@@ -560,6 +644,12 @@ git-tree-sha1 = "a42c0f138b9ebe8b58eba2271c5053773bde52d0"
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...
@@ -580,9 +670,9 @@ version = "1.2.3"
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...
...
@@ -591,9 +681,9 @@ uuid = "91d4177d-7536-5919-b921-800302f37372"
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...
...
@@ -602,28 +692,28 @@ uuid = "2f80f16e-611a-54ab-bc61-aa92de5b98fc"
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=
"1.2.
1
"
[[Wayland_jll]]
deps
=
[
"Artifacts"
,
"Expat_jll"
,
"JLLWrappers"
,
"Libdl"
,
"Libffi_jll"
,
"Pkg"
,
"XML2_jll"
]
...
...
@@ -860,10 +984,10 @@ uuid = "a2964d1f-97da-50d4-b82a-358c7fce9d89"
version
=
"1.17.0+4"
[[Wayland_protocols_jll]]
deps
=
[
"Artifacts"
,
"JLLWrappers"
,
"Libdl"
,
"Pkg"
,
"Wayland_jll"
]
git-tree-sha1
=
"
2839f1c1296940218e35df0bbb220f2a79686670
"
deps
=
[
"Artifacts"
,
"JLLWrappers"
,
"Libdl"
,
"Pkg"
]
git-tree-sha1
=
"
66d72dc6fcc86352f01676e8f0f698562e60510f
"
uuid
=
"2381bf8a-dfd0-557d-9999-79630e7b1b91"
version
=
"1.
18.0+4
"
version
=
"1.
23.0+0
"
[[XML2_jll]]
deps
=
[
"Artifacts"
,
"JLLWrappers"
,
"Libdl"
,
"Libiconv_jll"
,
"Pkg"
,
"Zlib_jll"
]
...
...
@@ -872,7 +996,7 @@ uuid = "02c8fc9c-b97f-50b9-bbe4-9be30ff0a78a"
version
=
"2.9.10+3"
[[XSLT_jll]]
deps
=
[
"Artifacts"
,
"JLLWrappers"
,
"Libdl"
,
"Libgcrypt_jll"
,
"Pkg"
,
"XML2_jll"
]
deps
=
[
"Artifacts"
,
"JLLWrappers"
,
"Libdl"
,
"Libgcrypt_jll"
,
"
Libgpg_error_jll"
,
"
Pkg"
,
"XML2_jll"
]
git-tree-sha1
=
"2b3eac39df218762d2d005702d601cd44c997497"
uuid
=
"aed1982a-8fda-507f-9586-7b0439959a61"
version
=
"1.1.33+4"
...
...
@@ -1039,6 +1163,12 @@ git-tree-sha1 = "fa14ac25af7a4b8a7f61b287a124df7aab601bcd"
uuid
=
"f27f6e37-5d2b-51aa-960f-b287f2bc3b7a"
version
=
"1.3.6+6"
[[nghttp2_jll]]
deps
=
[
"Libdl"
,
"Pkg"
]
git-tree-sha1
=
"8e2c44ab4d49ad9518f359ed8b62f83ba8beede4"
uuid
=
"8e850ede-7688-5339-a07c-302acd2aaf8d"
version
=
"1.40.0+2"
[[x264_jll]]
deps
=
[
"Artifacts"
,
"JLLWrappers"
,
"Libdl"
,
"Pkg"
]
git-tree-sha1
=
"d713c1ce4deac133e3334ee12f4adff07f81778f"
...
...
Project.toml
View file @
55a5dc8b
...
...
@@ -7,7 +7,6 @@ version = "0.1.0"
ADerrors
=
"5e92007d-7bf1-471c-8ceb-4591b8b567a9"
BDIO
=
"375f315e-f2c4-11e9-2ef9-134f02f79e27"
LaTeXStrings
=
"b964fa9f-0449-5b57-a5c2-d3ea65f4040f"
LeastSquaresOptim
=
"0fc2ff8b-aaa3-5acd-a817-1944a5e08891"
LinearAlgebra
=
"37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
LsqFit
=
"2fda8390-95c7-5789-9bda-21331edee243"
Optim
=
"429524aa-4258-5aef-a3af-852621145aeb"
...
...
src/juobs.jl
View file @
55a5dc8b
module
juobs
using
ADerrors
,
PyPlot
,
LaTeXStrings
,
LinearAlgebra
,
LsqFit
,
LeastSquares
Optim
using
ADerrors
,
PyPlot
,
LaTeXStrings
,
LinearAlgebra
,
LsqFit
,
Optim
import
Statistics
:
mean
include
(
"juobs_types.jl"
)
...
...
src/juobs_obs.jl
View file @
55a5dc8b
...
...
@@ -519,7 +519,7 @@ function comp_t0(Y::YData, plat::Vector{Int64}; L::Int64, pl::Bool=false,
model
(
x
,
p
)
=
get_model
(
x
,
p
,
npol
)
par
=
fit_routine
(
model
,
x
,
t2E
,
npol
)
par
,
ch2
=
fit_routine
(
model
,
x
,
t2E
,
npol
)
fmin
(
x
,
p
)
=
model
(
x
,
p
)
.-
0.3
t0
=
root_error
(
fmin
,
t
[
nt0
],
par
)
if
pl
...
...
@@ -631,7 +631,7 @@ function comp_t0(Y::Vector{YData}, plat::Vector{Int64}; L::Int64, pl::Bool=false
model
(
x
,
p
)
=
get_model
(
x
,
p
,
npol
)
par
=
fit_routine
(
model
,
x
,
t2E
,
npol
)
par
,
ch2
=
fit_routine
(
model
,
x
,
t2E
,
npol
)
fmin
(
x
,
p
)
=
model
(
x
,
p
)
.-
0.3
t0
=
root_error
(
fmin
,
t
[
nt0
],
par
)
if
pl
...
...
src/juobs_tools.jl
View file @
55a5dc8b
...
...
@@ -560,13 +560,56 @@ function fit_routine(model::Function, xdata::Array{<:Real}, ydata::Array{uwreal}
fit
=
curve_fit
(
model
,
xdata
,
yval
,
1.0
./
yer
.^
2
,
fill
(
0.5
,
param
))
(
upar
,
chi_exp
)
=
isnothing
(
wpm
)
?
fit_error
(
chisq
,
coef
(
fit
),
ydata
)
:
fit_error
(
chisq
,
coef
(
fit
),
ydata
,
wpm
)
#Info
for
i
=
1
:
length
(
upar
)
isnothing
(
wpm
)
?
uwerr
(
upar
[
i
])
:
uwerr
(
upar
[
i
],
wpm
)
print
(
"
\n
Fit parameter: "
,
i
,
": "
)
details
(
upar
[
i
])
end
#for i = 1:length(upar)
# isnothing(wpm) ? uwerr(upar[i]) : uwerr(upar[i], wpm)
# print("\n Fit parameter: ", i, ": ")
# details(upar[i])
#end
chis2_corrected
=
(
length
(
yval
)
-
param
)
*
chisq
(
coef
(
fit
),
ydata
)
/
chi_exp
println
(
"Chisq / chiexp: "
,
chisq
(
coef
(
fit
),
ydata
),
" / "
,
chi_exp
,
" (dof: "
,
length
(
yval
)
-
param
,
")"
)
return
upar
println
(
"Chisq corrected: "
,
chis2_corrected
)
return
upar
,
value
(
chis2_corrected
)
end
function
fit_routine
(
model
::
Vector
{
Function
},
xdata
::
Vector
{
Array
{
Float64
,
N
}}
where
N
,
ydata
::
Vector
{
Array
{
uwreal
,
N
}}
where
N
,
param
::
Int64
;
wpm
::
Union
{
Dict
{
Int64
,
Vector
{
Float64
}},
Dict
{
String
,
Vector
{
Float64
}},
Nothing
}
=
nothing
)
if
!
(
length
(
model
)
==
length
(
xdata
)
==
length
(
ydata
))
error
(
"Dimension mismatch"
)
end
N
=
length
(
model
)
dat
=
ydata
[
1
]
idx
=
Vector
{
Vector
{
Int64
}}(
undef
,
N
)
e
=
Vector
{
Vector
{
Float64
}}(
undef
,
N
)
j
=
1
for
i
=
1
:
N
if
isnothing
(
wpm
)
uwerr
.
(
ydata
[
i
])
else
[
uwerr
(
yaux
,
wpm
)
for
yaux
in
ydata
[
i
]]
end
e
[
i
]
=
err
.
(
ydata
[
i
])
if
i
>
1
dat
=
vcat
(
dat
,
ydata
[
i
])
end
stp
=
j
+
length
(
ydata
[
i
])
-
1
idx
[
i
]
=
collect
(
j
:
stp
)
j
=
stp
+
1
end
chisq
=
(
par
,
dat
)
->
sum
([
sum
((
dat
[
idx
[
i
]]
.-
model
[
i
](
xdata
[
i
],
par
))
.^
2
./
e
[
i
]
.^
2
)
for
i
=
1
:
N
])
min_fun
(
t
)
=
chisq
(
t
,
value
.
(
dat
))
p
=
fill
(
0.5
,
param
)
sol
=
optimize
(
min_fun
,
p
,
LBFGS
())
(
upar
,
chi2_exp
)
=
isnothing
(
wpm
)
?
fit_error
(
chisq
,
sol
.
minimizer
,
dat
)
:
fit_error
(
chisq
,
sol
.
minimizer
,
dat
,
wpm
)
println
(
"Chisq / chiexp: "
,
min_fun
(
sol
.
minimizer
),
" / "
,
chi2_exp
,
" (dof: "
,
length
(
dat
)
-
param
,
")"
)
chis2_corrected
=
(
length
(
dat
)
-
param
)
*
min_fun
(
sol
.
minimizer
)
/
chi2_exp
println
(
"Chisq corrected: "
,
chis2_corrected
)
return
upar
,
chis2_corrected
end
function
fit_routine
(
model
::
Function
,
xdata
::
Array
{
uwreal
},
ydata
::
Array
{
uwreal
},
param
::
Int64
=
3
;
...
...
@@ -617,30 +660,35 @@ function fit_routine(model::Function, xdata::Array{uwreal}, ydata::Array{uwreal}
C
=
isnothing
(
wpm
)
?
[
ADerrors
.
cov
(
aux
[
k
])
for
k
=
1
:
Ndata
]
:
[
ADerrors
.
cov
(
aux
[
k
],
wpm
)
for
k
=
1
:
Ndata
]
chisq_full_cov
(
p
,
d
)
=
get_chi2_cov
(
model
,
d
,
C
,
p
,
Nalpha
)
min_fun_cov
(
t
)
=
chisq_full_cov
(
t
,
dat
)
sol
=
optimize
(
min_fun_cov
,
vcat
(
fit
.
param
,
dat
[
1
:
Nalpha
*
Ndata
]),
LevenbergMarquardt
())
sol
=
optimize
(
min_fun_cov
,
vcat
(
fit
.
param
,
dat
[
1
:
Nalpha
*
Ndata
]),
method
=
LBFGS
())
(
upar
,
chi2_exp
)
=
isnothing
(
wpm
)
?
fit_error
(
chisq_full_cov
,
sol
.
minimizer
,
data
)
:
fit_error
(
chisq_full_cov
,
sol
.
minimizer
,
data
,
wpm
)
println
(
"Chisq / chiexp: "
,
min_fun_cov
(
sol
.
minimizer
),
" / "
,
chi2_exp
,
" (dof: "
,
length
(
ydata
)
-
param
,
")"
)
chis2_corrected
=
(
length
(
ydata
)
-
param
)
*
min_fun_cov
(
sol
.
minimizer
)
/
chi2_exp
println
(
"Chisq corrected: "
,
chis2_corrected
)
else
chisq_full
(
p
,
d
)
=
get_chi2
(
model
,
d
,
ddat
,
p
,
Nalpha
)
min_fun
(
t
)
=
chisq_full
(
t
,
dat
)
sol
=
optimize
(
min_fun
,
vcat
(
fit
.
param
,
dat
[
1
:
Nalpha
*
Ndata
]),
LevenbergMarquardt
())
sol
=
optimize
(
min_fun
,
vcat
(
fit
.
param
,
dat
[
1
:
Nalpha
*
Ndata
]),
method
=
LBFGS
())
(
upar
,
chi2_exp
)
=
isnothing
(
wpm
)
?
fit_error
(
chisq_full
,
sol
.
minimizer
,
data
)
:
fit_error
(
chisq_full
,
sol
.
minimizer
,
data
,
wpm
)
println
(
"Chisq / chiexp: "
,
min_fun
(
sol
.
minimizer
),
" / "
,
chi2_exp
,
" (dof: "
,
length
(
ydata
)
-
param
,
")"
)
chis2_corrected
=
(
length
(
ydata
)
-
param
)
*
min_fun
(
sol
.
minimizer
)
/
chi2_exp
println
(
"Chisq corrected: "
,
chis2_corrected
)
end
#### chisq_full, min_fun out of conditional ->
#### COMPILER WARNING ** incremental compilation may be fatally broken for this module **
# Info
#=
for i = 1:length(upar)
isnothing(wpm) ? uwerr(upar[i]) : uwerr(upar[i], wpm)
print("\n Fit parameter: ", i, ": ")
details(upar[i])
end
return
upar
=#
return
upar
,
chis2_corrected
end
...
...
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