Mercurial > hg > ltpda
comparison m-toolbox/classes/+utils/@math/chi2.m @ 0:f0afece42f48
Import.
| author | Daniele Nicolodi <nicolodi@science.unitn.it> |
|---|---|
| date | Wed, 23 Nov 2011 19:22:13 +0100 |
| parents | |
| children |
comparison
equal
deleted
inserted
replaced
| -1:000000000000 | 0:f0afece42f48 |
|---|---|
| 1 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
| 2 % | |
| 3 % DESCRIPTION: Compute chi2 and its gradient. | |
| 4 % | |
| 5 % VERSION: $Id: chi2.m,v 1.1 2011/03/10 16:55:34 congedo Exp $ | |
| 6 % | |
| 7 % HISTORY: 10-03-2011 G. Congedo | |
| 8 % | |
| 9 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
| 10 | |
| 11 function [chi2,g] = chi2(p,data,models,Dmodels,lb,ub) | |
| 12 | |
| 13 weights = 1; | |
| 14 Nfreeparams = numel(p); | |
| 15 Nmdls = numel(models); | |
| 16 Ndata = numel(data(:,1)); | |
| 17 Np = numel(p); | |
| 18 | |
| 19 mdldata = zeros(Ndata,Nmdls); | |
| 20 for kk=1:Nmdls | |
| 21 mdldata(:,kk) = models{kk}(p); | |
| 22 end | |
| 23 res = (mdldata-data).*weights; | |
| 24 if all(p>=lb & p<=ub) | |
| 25 chi2 = res'*res; | |
| 26 chi2 = sum(diag(chi2)); | |
| 27 else | |
| 28 chi2 = 10e50; | |
| 29 end | |
| 30 | |
| 31 if nargout > 1 % gradient required | |
| 32 grad = cell(Nmdls,1); | |
| 33 g = zeros(Nmdls,Nfreeparams); | |
| 34 for kk=1:Nmdls | |
| 35 grad{kk} = zeros(Ndata,Np); | |
| 36 for ii=1:Np | |
| 37 grad{kk}(:,ii) = Dmodels{kk}{ii}(p); | |
| 38 g(kk,ii) = 2.*res(:,kk)'*grad{kk}(:,ii); | |
| 39 end | |
| 40 end | |
| 41 if Nmdls>1 | |
| 42 g = sum(g); | |
| 43 end | |
| 44 end | |
| 45 | |
| 46 end |