ltpda: m-toolbox/classes/@ao/polynomfit.m annotate

annotate m-toolbox/classes/@ao/polynomfit.m @ 50:7d2e2e065cf1 database-connection-manager

Update unit tests

author	Daniele Nicolodi <nicolodi@science.unitn.it>
date	Wed, 07 Dec 2011 17:24:37 +0100
parents	f0afece42f48
children

rev	line source
0 f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	1 % POLYNOMFIT is a polynomial fitting tool
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	2 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	3 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	4 % DESCRIPTION: POLYNOMFIT is a polynomial fitting tool based on MATLAB's
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	5 % lscov function. It solves an equation in the form
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	6 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	7 % Y = P(1) * X^N(1) + P(2) * X^N(2) + ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	8 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	9 % for the fit parameters P. It handles arbitrary powers of the input vector
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	10 % and uncertainties on the dependent vector Y and input vectors X.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	11 % The output is a pest object where the fields are containing:
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	12 % Quantity % Field
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	13 % Fit coefficients y
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	14 % Uncertainties on the fit parameters
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	15 % (given as standard deviations) dy
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	16 % The reduced CHI2 of the fit chi2
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	17 % The covariance matrix cov
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	18 % The degrees of freedom of the fit dof
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	19 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	20 % CALL: P = polynomfit(X, Y, PL)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	21 % P = polynomfit(A, PL)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	22 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	23 % INPUTS: Y - dependent variable
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	24 % X - input variables
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	25 % A - data ao whose x and y fields are used in the fit
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	26 % PL - parameter list
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	27 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	28 % OUTPUT: P - a pest object with M = numel(N) fitting coefficients
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	29 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	30 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	31 % PARAMETERS:
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	32 % 'orders' - polynom orders. Eg [0,1,-2] fits to P0 + P1*x + P2./x.^2
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	33 % 'dy' - uncertainty on the dependent variable
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	34 % 'dx' - uncertainties on the input variable
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	35 % 'p0' - initial guess on the fit parameters used ONLY to propagate
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	36 % uncertainities in the input variable X to the dependent variable Y
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	37 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	38 % <a href="matlab:utils.helper.displayMethodInfo('ao', 'polynomfit')">Parameters Description</a>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	39 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	40 % VERSION: $Id: polynomfit.m,v 1.20 2011/04/08 08:56:11 hewitson Exp $
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	41 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	42 % EXAMPLES:
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	43 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	44 % % 1) Fit with one object input
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	45 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	46 % nsecs = 5;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	47 % fs = 10;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	48 % n = [0 1 -2];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	49 % u1 = unit('mV');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	50 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	51 % pl1 = plist('nsecs', nsecs, 'fs', fs, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	52 % 'tsfcn', sprintf('t.^%d + t.^%d + t.^%d + randn(size(t))', n), ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	53 % 'xunits', 's', 'yunits', u1);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	54 % a1 = ao(pl1);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	55 % out1 = polynomfit(a1, plist('orders', n, 'dx', 0.1, 'dy', 0.1, 'P0', zeros(size(n))));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	56 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	57 % % 2) Fit with two objects input
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	58 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	59 % fs = 1;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	60 % nsecs = 10;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	61 % n = [0 1 -2];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	62 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	63 % X = ao(plist('tsfcn', 'randn(size(t))', 'fs', fs, 'nsecs', nsecs, 'yunits', 'm', 'name', 'base'));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	64 % N = ao(plist('tsfcn', 'randn(size(t))', 'fs', fs, 'nsecs', nsecs, 'yunits', 'm', 'name', 'noise'));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	65 % C = [ao(1, plist('yunits', 'm', 'name', 'C1')) ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	66 % ao(4, plist('yunits', 'm/m', 'name', 'C2')) ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	67 % ao(2, plist('yunits', 'm/m^(-2)', 'name', 'C3'))];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	68 % Y = C(1) * X.^0 + C(2) * X.^1 + C(3) * X.^(-2) + N;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	69 % Y.simplifyYunits;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	70 % out2 = polynomfit(X, Y, plist('orders', n))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	71 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	72 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	73
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	74 function varargout = polynomfit(varargin)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	75
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	76 % check if this is a call for parameters
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	77 if utils.helper.isinfocall(varargin{:})
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	78 varargout{1} = getInfo(varargin{3});
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	79 return
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	80 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	81
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	82 % tell the system we are runing
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	83 import utils.const.*
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	84 utils.helper.msg(msg.PROC3, 'running %s/%s', mfilename('class'), mfilename);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	85
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	86 % collect input variable names
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	87 in_names = cell(size(varargin));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	88 for ii = 1:nargin,in_names{ii} = inputname(ii);end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	89
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	90 % collect all AOs and plists
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	91 [aos, ao_invars] = utils.helper.collect_objects(varargin(:), 'ao', in_names);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	92 pli = utils.helper.collect_objects(varargin(:), 'plist', in_names);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	93
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	94 if nargout == 0
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	95 error('### polynomfit can not be used as a modifier method. Please give at least one output');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	96 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	97
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	98 % combine plists, making sure the user input is not empty
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	99 pli = combine(pli, plist());
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	100 pl = parse(pli, getDefaultPlist());
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	101
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	102 % extract arguments
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	103 if (length(aos) == 1)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	104 % we are using x and y fields of the single ao we have
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	105 x = aos(1).x;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	106 dx = aos(1).dx;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	107 y = aos(1).y;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	108 dy = aos(1).dy;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	109 xunits = aos(1).xunits;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	110 yunits = aos(1).yunits;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	111 argsname = aos(1).name;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	112 elseif (length(aos) == 2)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	113 % we are using y fields of the two aos we have
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	114 x = aos(1).y;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	115 dx = aos(1).dy;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	116 y = aos(2).y;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	117 dy = aos(2).dy;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	118 xunits = aos(1).yunits;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	119 yunits = aos(2).yunits;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	120 argsname = [aos(1).name ',' aos(2).name];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	121 else
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	122 error('### polynomfit needs one or two input AOs');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	123 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	124
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	125 % extract plist parameters. For dx and dy we check the user input plist before
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	126 dy = find(pli, 'dy', dy);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	127 dx = find(pli, 'dx', dx);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	128 n = find(pl, 'orders');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	129 p0 = find(pl, 'p0');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	130
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	131 % vectors length
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	132 N = length(y);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	133
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	134 % number of parameters
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	135 num_params = length(n);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	136
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	137 % uncertainty on Y
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	138 if isempty(dy)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	139 dy = 1;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	140 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	141 if isa(dy, 'ao')
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	142 % check units
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	143 if yunits ~= dy.data.yunits
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	144 error('### Y and DY units are not compatible - %s %s', char(yunits), char(dy.data.yunits));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	145 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	146 % extract values from AO
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	147 dy = dy.y;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	148 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	149 if isscalar(dy)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	150 % given a single value construct a vector
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	151 dy = ones(N, 1) * dy;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	152 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	153
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	154 % weights
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	155 sigma2 = dy.^2;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	156
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	157 % extract values for initial guess
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	158 if (isa(p0, 'ao') \|\| isa(p0, 'pest'))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	159 p0 = p0.y;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	160 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	161
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	162 % uncertainty on X
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	163 if ~isempty(dx)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	164
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	165 if length(p0) ~= num_params
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	166 error('### initial parameters guess p0 is mandatory for proper handling of X uncertainties');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	167 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	168
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	169 if isa(dx, 'ao')
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	170 % check units
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	171 if xunits ~= dx.data.yunits
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	172 error('### X and DX units are not compatible - %s %s', char(xunits), char(dx.data.yunits));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	173 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	174 % extract values from AO
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	175 dx = dx.y;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	176 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	177 if isscalar(dx)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	178 % given a single value construct a vector
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	179 dx = ones(N, 1) * dx;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	180 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	181
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	182 % propagate X uncertainty on Y
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	183 dy_dx_mod = zeros(N, 1);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	184 for k = 1:num_params
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	185 dy_dx_mod = dy_dx_mod + n(k) * p0(k) * x.^(n(k)-1);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	186 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	187 sigma2x = dy_dx_mod.^2 .* dx.^2;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	188
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	189 % add contribution to weights
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	190 sigma2 = sigma2 + sigma2x;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	191
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	192 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	193
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	194 % construct matrix with desired powers of X
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	195 m = zeros(length(x), num_params);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	196 for k = 1:num_params
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	197 m(:,k) = x .^ n(k);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	198 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	199
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	200 % check for the presence of 1/0 terms
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	201 M = [];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	202 X = [];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	203 Y = [];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	204 S = [];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	205 kk = 0;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	206
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	207 idx = isfinite(m);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	208 for jj = 1:size(m,1)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	209 if all(idx(jj,:))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	210 kk = kk + 1;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	211 M(kk,:) = m(jj,:);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	212 X(kk) = x(jj);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	213 Y(kk) = y(jj);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	214 S(kk,:) = sigma2(jj,:);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	215 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	216 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	217 m = M; clear M;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	218 x = X'; clear X;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	219 y = Y'; clear Y;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	220 sigma2 = S; clear S;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	221 N = kk;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	222
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	223 % solve
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	224 [p, stdp, mse, s] = lscov(m, y, 1./sigma2);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	225
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	226 % scale errors
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	227 stdp = stdp ./ sqrt(mse);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	228 s = s ./ (mse);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	229
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	230 % compute chi2
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	231 dof = N - length(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	232 chi2 = sum((y - polynomeval(x, n, p)).^2 ./ sigma2) / dof;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	233
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	234 % prepare model, units, names
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	235 model = [];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	236 for kk = 1:length(p)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	237 if kk == 1
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	238 model = [model 'P' num2str(kk) '*X.^(' num2str(n(kk)) ')'];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	239 else
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	240 model = [model ' + P' num2str(kk) '*X.^(' num2str(n(kk)) ')'];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	241 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	242 units(kk) = simplify(yunits/xunits.^(n(kk)));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	243 names{kk} = ['P' num2str(kk)];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	244 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	245 model = smodel(plist('expression', model, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	246 'params', names, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	247 'values', p, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	248 'xvar', 'X', ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	249 'xunits', xunits, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	250 'yunits', yunits ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	251 ));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	252
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	253
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	254 % Build the output pest object
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	255 out = pest;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	256 out.setY(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	257 out.setDy(stdp);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	258 out.setCov(s);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	259 out.setChi2(chi2);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	260 out.setDof(dof);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	261 out.setNames(names{:});
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	262 out.setYunits(units);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	263 out.setModels(model);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	264 out.name = sprintf('polynomfit(%s)', argsname);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	265 out.addHistory(getInfo('None'), pl, ao_invars, [aos(:).hist]);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	266 % Set procinfo object
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	267 out.procinfo = plist('MSE', mse);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	268
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	269 % set outputs
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	270 varargout{1} = out;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	271
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	272 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	273
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	274 % computes polynomial combination
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	275 function out = polynomeval(x, n, p)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	276 assert(length(p) == length(n));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	277 out = zeros(size(x, 1), 1);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	278 for k = 1:length(n)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	279 out = out + p(k) * x.^n(k);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	280 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	281 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	282
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	283 % get info object
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	284 function ii = getInfo(varargin)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	285 if nargin == 1 && strcmpi(varargin{1}, 'None')
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	286 sets = {};
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	287 pl = [];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	288 else
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	289 sets = {'Default'};
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	290 pl = getDefaultPlist();
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	291 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	292 % build info object
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	293 ii = minfo(mfilename, 'ao', 'ltpda', utils.const.categories.op, '$Id: polynomfit.m,v 1.20 2011/04/08 08:56:11 hewitson Exp $', sets, pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	294 ii.setModifier(false);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	295 ii.setArgsmin(1);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	296 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	297
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	298 % get default plist
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	299 function plout = getDefaultPlist()
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	300 persistent pl;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	301 if ~exist('pl', 'var') \|\| isempty(pl)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	302 pl = buildplist();
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	303 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	304 plout = pl;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	305 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	306
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	307 function pl = buildplist()
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	308 pl = plist();
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	309
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	310 % orders
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	311 p = param({'orders', 'Polynom orders.'}, [0]);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	312 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	313
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	314 % default plist for linear fitting
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	315 pl.append(plist.LINEAR_FIT_PLIST);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	316
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	317 end

Mercurial > hg > ltpda

annotate m-toolbox/classes/@ao/polynomfit.m @ 50:7d2e2e065cf1 database-connection-manager