Exemplo n.º 1
0
 /**
  * @return The covariance matrix of the fit parameters.
  * @throws LMAMatrix.InvertException if the inversion of alpha fails. Note that even if the fit
  *     does NOT throw the invert exception, this method can still do it, because here alpha is
  *     inverted with lambda = 0.
  */
 public double[][] getCovarianceMatrixOfStandardErrorsInParameters()
     throws LMAMatrix.InvertException {
   double[][] result = new double[parameters.length][parameters.length];
   double oldLambda = lambda;
   lambda = 0;
   updateAlpha();
   try {
     alpha.invert();
   } catch (LMAMatrix.InvertException e) {
     // restore alpha just in case
     lambda = oldLambda;
     updateAlpha();
     throw new LMAMatrix.InvertException(
         "Inverting alpha failed with lambda = 0\n" + e.getMessage());
   }
   for (int i = 0; i < result.length; i++) {
     for (int j = 0; j < result.length; j++) {
       result[i][j] = alpha.getElement(i, j);
     }
   }
   alpha.invert();
   lambda = oldLambda;
   updateAlpha();
   return result;
 }
Exemplo n.º 2
0
 /**
  * The default fit. If used after calling fit(lambda, minDeltaChi2, maxIterations), uses those
  * values. The stop condition is fetched from <code>this.stop()</code>. Override <code>this.stop()
  * </code> if you want to use another stop condition.
  */
 public void fit() throws LMAMatrix.InvertException {
   iterationCount = 0;
   if (Double.isNaN(calculateChi2())) {
     throw new RuntimeException("INITIAL PARAMETERS ARE ILLEGAL.");
   }
   do {
     chi2 = calculateChi2();
     if (verbose) {
       System.out.println(
           iterationCount + ": chi2 = " + chi2 + ", " + Arrays.toString(parameters));
     }
     updateAlpha();
     updateBeta();
     try {
       solveIncrements();
       incrementedChi2 = calculateIncrementedChi2();
       // The guess results to worse chi2 or NaN - make the step smaller
       if (incrementedChi2 >= chi2 || Double.isNaN(incrementedChi2)) {
         lambda *= lambdaFactor;
       } // The guess results to better chi2 - move and make the step larger
       else {
         lambda /= lambdaFactor;
         updateParameters();
       }
     } catch (LMAMatrix.InvertException e) {
       // If the error happens on the last round, the fit has failed - throw the error out
       if (iterationCount == maxIterations) {
         throw e;
       }
       // otherwise make the step smaller and try again
       if (verbose) {
         System.out.println(e.getMessage());
       }
       lambda *= lambdaFactor;
     }
     iterationCount++;
   } while (!stop());
   printEndReport();
 }