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view m-toolbox/classes/+utils/@math/chi2.m @ 19:69e3d49b4b0c database-connection-manager
Update ltpda_uo.fromRepository
author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Mon, 05 Dec 2011 16:20:06 +0100 |
parents | f0afece42f48 |
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % % DESCRIPTION: Compute chi2 and its gradient. % % VERSION: $Id: chi2.m,v 1.1 2011/03/10 16:55:34 congedo Exp $ % % HISTORY: 10-03-2011 G. Congedo % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% function [chi2,g] = chi2(p,data,models,Dmodels,lb,ub) weights = 1; Nfreeparams = numel(p); Nmdls = numel(models); Ndata = numel(data(:,1)); Np = numel(p); mdldata = zeros(Ndata,Nmdls); for kk=1:Nmdls mdldata(:,kk) = models{kk}(p); end res = (mdldata-data).*weights; if all(p>=lb & p<=ub) chi2 = res'*res; chi2 = sum(diag(chi2)); else chi2 = 10e50; end if nargout > 1 % gradient required grad = cell(Nmdls,1); g = zeros(Nmdls,Nfreeparams); for kk=1:Nmdls grad{kk} = zeros(Ndata,Np); for ii=1:Np grad{kk}(:,ii) = Dmodels{kk}{ii}(p); g(kk,ii) = 2.*res(:,kk)'*grad{kk}(:,ii); end end if Nmdls>1 g = sum(g); end end end