// -----------------------------------------------------------------------------
/*
CalStatsFitter.h
Description:
------------
This header file contains definitions for the CalStatsFitter class.
Classes:
--------
CalStatsFitter - This class contains the fit statistics static enums and
functions.
Modification history:
---------------------
2011 Dec 08 - Nick Elias, NRAO
Initial version created.
2012 Jan 25 - Nick Elias, NRAO
Error checking added.
*/
// -----------------------------------------------------------------------------
// Start of define macro to prevent multiple loading
// -----------------------------------------------------------------------------
#ifndef CAL_STATS_FITTER_H
#define CAL_STATS_FITTER_H
// -----------------------------------------------------------------------------
// Includes
// -----------------------------------------------------------------------------
#include <casacore/casa/aips.h>
#include <casacore/casa/Exceptions/Error.h>
#include <casacore/casa/Arrays/Vector.h>
#include <casacore/casa/Arrays/ArrayMath.h>
#include <casacore/casa/Arrays/ArrayLogical.h>
#include <casacore/casa/Arrays/MaskedArray.h>
#include <casacore/scimath/Functionals/Polynomial.h>
#include <casacore/scimath/Mathematics/AutoDiff.h>
#include <casacore/scimath/Fitting/LinearFitSVD.h>
// -----------------------------------------------------------------------------
// Start of casa namespace
// -----------------------------------------------------------------------------
namespace casa {
// -----------------------------------------------------------------------------
// Start of CalStatsFitter class definition
// -----------------------------------------------------------------------------
/*
CalStatsFitter
Description:
------------
This class contains the fit statistics static enums and functions.
NB: At present, this class acts as a namespace for static functions.
Classes:
--------
CalStatsFitter - This class contains the fit statistics enums and functions.
Class public static member functions:
-------------------------------------
fit - This member function is the fitting interface of this class.
orderName - This function returns the string corresponding to the
CalStatsFitter::ORDER enum.
typeName - This function returns the string corresponding to the
CalStatsFitter::TYPE enum.
weightName - This function returns the string corresponding to the
CalStatsFitter::WEIGHT enum.
Class private static member functions (least-squares fitting):
--------------------------------------------------------------
lsqFit - This member function calculates polynomial least-squares fits.
Class private static member functions (robust fitting):
-------------------------------------------------------
robustFit - This member function calculates polynomial robust fits.
slope - This member function calculates the robust slope.
brackFunc - This member function is root-finding bracketing function used to
determine the slope.
signum - This member function calculates the signum function (scalar).
signum - This member function calculates the signum function (vector).
theil - This member function estimates the slope and slope error using
Theil's method.
Modification history:
---------------------
2011 Dec 08 - Nick Elias, NRAO
Initial version created with enums ORDER, TYPE, and WEIGHT; public
static member functions init() and fit(); and private static
member functions lsqFit(), robustFit(), numDataWeight(), slope(),
brackFunc(), signum() (scalar), and signum() (vector).
2011 Dec 11 - Nick Elias, NRAO
Added value, value error, and model vectors to the FIT structure.
Added dealloc() (pointer) and dealloc() (reference) public static
member functions.
2011 Dec 21 - Nick Elias, NRAO
Public static member functions init() and dealloc() removed
because all of their duties are subsumed by the nested class
FIT (it used used to be a structure).
2012 Jan 24 - Nick Elias, NRAO
Private static member function theil() added. Private static
member function numDataWeight() removed because initial robust
estimates of fit parameters (before final "trimmed" least squares)
no longer employ weighting.
2012 Mar 06 - Nick Elias, NRAO
Static public member functions orderName(), typeName(), and
weightName() added.
2012 Mar 15 - Nick Elias, NRAO
Public members dResVar and dResMean added to the nested FIT class.
*/
// -----------------------------------------------------------------------------
class CalStatsFitter {
public:
// Order enums
typedef enum ORDER {
ORDER_INIT=-1, AVERAGE=0, LINEAR, QUADRATIC
} ORDER;
// Type enums
typedef enum TYPE {
TYPE_INIT=-1, LSQ=0, ROBUST
} TYPE;
// Weight enums
typedef enum WEIGHT {
WEIGHT_INIT=-1, NO=false, YES=true
} WEIGHT;
// FIT nested class
class FIT {
public:
ORDER eOrder; // Fit order
TYPE eType; // Fit type
WEIGHT eWeight; // Fit weight
casacore::Bool bValid; // Fit validity boolean
casacore::Vector<casacore::Double> oPars; // Fit parameters
casacore::Matrix<casacore::Double> oCovars; // Fit parameter covariances
casacore::Vector<casacore::Double> oModel; // Fit model
casacore::Vector<casacore::Double> oRes; // Fit residuals
casacore::Double dResVar; // Fit variance of residuals
casacore::Double dResMean; // Fit mean of residuals
casacore::Double dRedChi2; // Fit reduced chi^2
FIT( void );
FIT( const FIT& oFit );
~FIT( void );
FIT& operator=( const FIT& oFit );
};
// User interface to all fitting capabilities
static FIT fit( const casacore::Vector<casacore::Double>& oAbs, const casacore::Vector<casacore::Double>& oValue,
const casacore::Vector<casacore::Double>& oValueErr, casacore::Vector<casacore::Bool>& oFlag,
const ORDER& eOrder, const TYPE& eType, const WEIGHT& eWeight );
// The enum names
static casacore::String orderName( const ORDER& eOrder );
static casacore::String typeName( const TYPE& eOrder );
static casacore::String weightName( const WEIGHT& eOrder );
private:
// Least-squares fitting function
static FIT lsqFit( const casacore::Vector<casacore::Double>& oAbs,
const casacore::Vector<casacore::Double>& oValue, const casacore::Vector<casacore::Double>& oValueErr,
casacore::Vector<casacore::Bool>& oFlag, const ORDER& eOrder, const WEIGHT& eWeight );
// Robust fitting function
static FIT robustFit( const casacore::Vector<casacore::Double>& oAbs,
const casacore::Vector<casacore::Double>& oValue, const casacore::Vector<casacore::Double>& oValueErr,
casacore::Vector<casacore::Bool>& oFlag, const ORDER& eOrder, const WEIGHT& eWeight,
const casacore::Double& dTrim );
// Functions required to calculate a robust linear fit
static casacore::Double& slope( const casacore::Vector<casacore::Double>& oAbs,
const casacore::Vector<casacore::Double>& oValue, const casacore::Double& dSlope,
const casacore::Double& dSlopeErr, const casacore::Double& dFudge, const casacore::uInt& uiNumSlope,
const casacore::uInt& uiNumIter );
static casacore::Double& brackFunc( const casacore::Vector<casacore::Double>& oAbs,
const casacore::Vector<casacore::Double>& oValue, const casacore::Double& dSlope );
// Signum functions (also required to calculate a robust linear fit)
static casacore::Double& signum( const casacore::Double& dValue );
static casacore::Vector<casacore::Double>& signum( const casacore::Vector<casacore::Double>& oValue );
// casacore::Function for calculating slope estimate using Theil's method
static void theil( const casacore::Vector<casacore::Double>& oAbs, const casacore::Vector<casacore::Double>& oValue,
casacore::Double& dSlope, casacore::Double& dSlopeErr );
};
// -----------------------------------------------------------------------------
// End of CalStatsFitter class definition
// -----------------------------------------------------------------------------
};
// -----------------------------------------------------------------------------
// End of casa namespace
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#endif
// -----------------------------------------------------------------------------
// End of define macro to prevent multiple loading
// -----------------------------------------------------------------------------