Commit ffca5cf0 authored by ale's avatar ale

bug pvalue

parent 66634ada
......@@ -1731,95 +1731,3 @@ function pvalue(chisq::Function,
return Q
end
function pvalue(chisq::Function,
chi2::Float64,
xp::Vector{Float64},
data::Vector{uwreal};
wpm::Union{Dict{Int64,Vector{Float64}},Dict{String,Vector{Float64}}, Nothing} = Dict{Int64,Vector{Float64}}(),
W::Union{Vector{Float64},Array{Float64,2}} = Vector{Float64}(),
nmc::Int64 = 5000)
n = length(xp) # Number of fit parameters
m = length(data) # Number of data
xav = zeros(Float64, n+m)
for i in 1:n
xav[i] = xp[i]
end
for i in n+1:n+m
xav[i] = data[i-n].mean
end
ccsq(x::Vector) = chisq(view(x, 1:n), view(x, n+1:n+m))
if (n+m < 4)
cfg = ForwardDiff.HessianConfig(ccsq, xav, ADerrors.Chunk{1}());
else
cfg = ForwardDiff.HessianConfig(ccsq, xav, ADerrors.Chunk{4}());
end
hess = Array{Float64}(undef, n+m, n+m)
ForwardDiff.hessian!(hess, ccsq, xav, cfg)
cse = 0.0
Q = dQ = 0.0
if (m-n > 0)
if (length(W) == 0)
Ww = zeros(Float64, m)
for i in 1:m
if (data[i].err == 0.0)
#isnothing(wpm) ? wuerr(data[i]) : uwerr(data[i], wpm)
uwerr(data[i], wpm)
if (data[i].err == 0.0)
error("Zero error in fit data")
end
end
Ww[i] = 1.0 / data[i].err^2
end
else
Ww = W
end
#cse = chiexp(hess, data, Ww, wpm)
m = length(data)
n = size(hess, 1) - m
hm = view(hess, 1:n, n+1:n+m)
sm = Array{Float64, 2}(undef, n, m)
if typeof(Ww) == Array{Float64,2}
for i in 1:n, j in 1:m
sm[i,j] = hm[i,j] .* sqrt(inv(Ww))[i,j]
end
elseif typeof(Ww) == Vector{Float64}
for i in 1:n, j in 1:m
sm[i,j] = hm[i,j] / sqrt.(Ww[j])
end
end
maux = sm * sm'
hi = LinearAlgebra.pinv(maux)
Px = -hm' * hi * hm
for i in 1:m
Px[i,i] = Ww[i] + Px[i,i]
end
C = cov(data)
nu = sqrt(C) * Px * sqrt(C)
N = length(nu[1,:])
z = randn(N, nmc)
eig = abs.(eigvals(nu))
eps = 1e-14 * maximum(eig)
eig = eig .* (eig .> eps)
aux = eig' * (z .^ 2)
Q = 1.0 - juobs.mean(aux .< chi2)
x = chi2 .- eig[2:end]' * (z[2:end,:].^2)
x = x / eig[1]
#dQ = juobs.mean((x .> 0) .* exp.(-x * 0.5) * 0.5 ./ sqrt.(abs.(x)))
#dQ = err(cse)/value(cse) * dQ
end
return Q #uwreal([Q,dQ],"")
end
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