Mercurial > hg > ltpda

annotate m-toolbox/classes/+utils/@math/chi2.m @ 7:1e91f84a4be8 database-connection-manager

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Make ltpda_up.retrieve work with java.sql.Connection objects
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100
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1 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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2 %
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3 % DESCRIPTION: Compute chi2 and its gradient.
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4 %
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5 % VERSION: $Id: chi2.m,v 1.1 2011/03/10 16:55:34 congedo Exp $
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6 %
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7 % HISTORY: 10-03-2011 G. Congedo
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8 %
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9 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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10
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11 function [chi2,g] = chi2(p,data,models,Dmodels,lb,ub)
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12
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13 weights = 1;
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14 Nfreeparams = numel(p);
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15 Nmdls = numel(models);
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16 Ndata = numel(data(:,1));
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17 Np = numel(p);
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18
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19 mdldata = zeros(Ndata,Nmdls);
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20 for kk=1:Nmdls
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21 mdldata(:,kk) = models{kk}(p);
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22 end
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23 res = (mdldata-data).*weights;
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24 if all(p>=lb & p<=ub)
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25 chi2 = res'*res;
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26 chi2 = sum(diag(chi2));
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27 else
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28 chi2 = 10e50;
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29 end
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30
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31 if nargout > 1 % gradient required
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32 grad = cell(Nmdls,1);
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33 g = zeros(Nmdls,Nfreeparams);
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34 for kk=1:Nmdls
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35 grad{kk} = zeros(Ndata,Np);
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36 for ii=1:Np
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37 grad{kk}(:,ii) = Dmodels{kk}{ii}(p);
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38 g(kk,ii) = 2.*res(:,kk)'*grad{kk}(:,ii);
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39 end
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40 end
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41 if Nmdls>1
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42 g = sum(g);
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43 end
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44 end
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45
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46 end