In contrast to CostFuncLeastSquares, this variant of the cost function assumes that there are no weights attached to the values, so all observations will have unit weights. More...

#include <CostFuncUnweightedLeastSquares.h>

Inheritance diagram for Mantid::CurveFitting::CostFunctions::CostFuncUnweightedLeastSquares:

Public Member Functions
	CostFuncUnweightedLeastSquares ()

std::string	name () const override
	Get name of minimizer.

std::string	shortName () const override
	Get short name of minimizer - useful for say labels in guis.

Public Member Functions inherited from Mantid::CurveFitting::CostFunctions::CostFuncLeastSquares
	CostFuncLeastSquares ()
	Constructor.

Public Member Functions inherited from Mantid::CurveFitting::CostFunctions::CostFuncFitting
void	applyTies ()
	Apply ties in the fitting function.

virtual void	calCovarianceMatrix (EigenMatrix &covar, double epsrel=1e-8)
	Calculates covariance matrix.

virtual void	calFittingErrors (const EigenMatrix &covar, double chi2)
	Calculate fitting errors.

	CostFuncFitting ()
	Constructor.

virtual void	deriv (std::vector< double > &der) const override
	Calculate the derivatives of the cost function.

void	drop ()
	Discard saved parameters, derivatives and hessian.

const EigenVector &	getDeriv () const
	Return cached or calculate the drivatives.

API::FunctionDomain_sptr	getDomain () const
	Get the domain the fitting function is applied to.

virtual API::IFunction_sptr	getFittingFunction () const
	Get fitting function.

const EigenMatrix &	getHessian () const
	Return cached or calculate the Hessian.

double	getParameter (size_t i) const override
	Get i-th parameter.

void	getParameters (EigenVector &params) const
	Get all parameters into a GSLVector.

API::FunctionValues_sptr	getValues () const
	Get FunctionValues where function values are stored.

size_t	nParams () const override
	Number of parameters.

std::string	parameterName (size_t i) const
	Get name of i-th parameter.

void	pop ()
	Restore saved parameters, derivatives and hessian.

void	push ()
	Save current parameters, derivatives and hessian.

void	reset () const
	Reset the fitting function (neccessary if parameters get fixed/unfixed)

virtual void	setFittingFunction (API::IFunction_sptr function, API::FunctionDomain_sptr domain, API::FunctionValues_sptr values)
	Set fitting function.

void	setIgnoreInvalidData (bool ignoreInvalidData)
	Set to ignore invalid data.

void	setParameter (size_t i, const double &value) override
	Set i-th parameter.

void	setParameters (const EigenVector &params)
	Set all parameters.

virtual double	val () const override
	Calculate value of cost function.

virtual double	valAndDeriv (std::vector< double > &der) const override
	Calculate the value and the derivatives of the cost function.

virtual double	valDerivHessian (bool evalDeriv=true, bool evalHessian=true) const
	Calculate the value, the first and the second derivatives of the cost function.

Public Member Functions inherited from Mantid::API::ICostFunction
virtual	~ICostFunction ()=default
	Virtual destructor.

Protected Member Functions
void	calActiveCovarianceMatrix (EigenMatrix &covar, double epsrel) override
	Calculates covariance matrix for fitting function's active parameters.

std::vector< double >	getFitWeights (API::FunctionValues_sptr values) const override
	Return unit weights for all data points.

double	getResidualVariance () const
	Calculates the residual variance from the internally stored FunctionValues.

void	updateValidateFitWeights () override
	Update the fit weights of m_values so that correct fit weights are used by the minimizer and GSLFunctions.

Protected Member Functions inherited from Mantid::CurveFitting::CostFunctions::CostFuncLeastSquares
void	addVal (API::FunctionDomain_sptr domain, API::FunctionValues_sptr values) const override
	Add a contribution to the cost function value from the fitting function evaluated on a particular domain.

void	addValDerivHessian (API::IFunction_sptr function, API::FunctionDomain_sptr domain, API::FunctionValues_sptr values, bool evalDeriv=true, bool evalHessian=true) const override
	Update the cost function, derivatives and hessian by adding values calculated on a domain.

Protected Member Functions inherited from Mantid::CurveFitting::CostFunctions::CostFuncFitting
void	calTransformationMatrixNumerically (EigenMatrix &tm)
	Calculate the transformation matrix T by numeric differentiation.

void	checkValidity () const
	Throw a runtime_error if function is invalid.

bool	isValid () const
	Is the function set and valid?

void	setDirty ()
	Set all dirty flags.

void	validateNegativeFitWeights ()
	Functionality to validate negative fit weights.

Additional Inherited Members
Protected Attributes inherited from Mantid::CurveFitting::CostFunctions::CostFuncLeastSquares
double	m_factor

Protected Attributes inherited from Mantid::CurveFitting::CostFunctions::CostFuncFitting
EigenVector	m_der

bool	m_dirtyDeriv
	dirty derivatives flag

bool	m_dirtyHessian
	dirty hessian flag

bool	m_dirtyVal
	dirty value flag

API::FunctionDomain_sptr	m_domain
	Shared pointer to the function domain.

API::IFunction_sptr	m_function
	Shared pointer to the fitting function.

EigenMatrix	m_hessian

bool	m_ignoreInvalidData

bool	m_includePenalty
	Flag to include constraint in cost function value.

std::vector< size_t >	m_indexMap
	maps the cost function's parameters to the ones of the fitting function.

size_t	m_numberFunParams
	Number of all parameters in the fitting function.

bool	m_pushed

EigenVector	m_pushedParams

double	m_pushedValue

double	m_value

API::FunctionValues_sptr	m_values
	Shared poinetr to the function values.

Detailed Description

In contrast to CostFuncLeastSquares, this variant of the cost function assumes that there are no weights attached to the values, so all observations will have unit weights.

The covariance matrix is multiplied with the variance of the residuals.

Author: Michael Wedel, Paul Scherrer Institut - SINQ

Date: 03/03/2015

Definition at line 26 of file CostFuncUnweightedLeastSquares.h.

Constructor & Destructor Documentation

◆ CostFuncUnweightedLeastSquares()

Mantid::CurveFitting::CostFunctions::CostFuncUnweightedLeastSquares::CostFuncUnweightedLeastSquares ( )

Definition at line 21 of file CostFuncUnweightedLeastSquares.cpp.

Member Function Documentation

◆ calActiveCovarianceMatrix()

void Mantid::CurveFitting::CostFunctions::CostFuncUnweightedLeastSquares::calActiveCovarianceMatrix	(	EigenMatrix &	covar,
		double	epsrel
	)

overrideprotectedvirtual

Calculates covariance matrix for fitting function's active parameters.

Parameters

covar	:: Output cavariance matrix.
epsrel	:: Tolerance.

Reimplemented from Mantid::CurveFitting::CostFunctions::CostFuncLeastSquares.

Definition at line 23 of file CostFuncUnweightedLeastSquares.cpp.

References Mantid::CurveFitting::CostFunctions::CostFuncLeastSquares::calActiveCovarianceMatrix(), Mantid::Kernel::Logger::debug(), Mantid::API::g_log, Mantid::CurveFitting::EigenMatrix::get(), getResidualVariance(), Mantid::Kernel::Logger::is(), Mantid::CurveFitting::EigenMatrix::size1(), and Mantid::CurveFitting::EigenMatrix::size2().

◆ getFitWeights()

std::vector< double > Mantid::CurveFitting::CostFunctions::CostFuncUnweightedLeastSquares::getFitWeights ( API::FunctionValues_sptr values ) const

overrideprotectedvirtual

Return unit weights for all data points.

Reimplemented from Mantid::CurveFitting::CostFunctions::CostFuncLeastSquares.

Definition at line 47 of file CostFuncUnweightedLeastSquares.cpp.

◆ getResidualVariance()

double Mantid::CurveFitting::CostFunctions::CostFuncUnweightedLeastSquares::getResidualVariance ( ) const

protected

Calculates the residual variance from the internally stored FunctionValues.

Definition at line 72 of file CostFuncUnweightedLeastSquares.cpp.

References Mantid::Kernel::Logger::debug(), Mantid::API::g_log, Mantid::Kernel::Logger::is(), Mantid::CurveFitting::CostFunctions::CostFuncFitting::m_values, and Mantid::CurveFitting::CostFunctions::CostFuncFitting::nParams().

Referenced by calActiveCovarianceMatrix().

◆ name()

std::string Mantid::CurveFitting::CostFunctions::CostFuncUnweightedLeastSquares::name ( ) const

inlineoverridevirtual

Get name of minimizer.

Reimplemented from Mantid::CurveFitting::CostFunctions::CostFuncLeastSquares.

Definition at line 30 of file CostFuncUnweightedLeastSquares.h.

◆ shortName()

std::string Mantid::CurveFitting::CostFunctions::CostFuncUnweightedLeastSquares::shortName ( ) const

inlineoverridevirtual

Get short name of minimizer - useful for say labels in guis.

Reimplemented from Mantid::CurveFitting::CostFunctions::CostFuncLeastSquares.

Definition at line 31 of file CostFuncUnweightedLeastSquares.h.

◆ updateValidateFitWeights()

void Mantid::CurveFitting::CostFunctions::CostFuncUnweightedLeastSquares::updateValidateFitWeights ( )

overrideprotectedvirtual

Update the fit weights of m_values so that correct fit weights are used by the minimizer and GSLFunctions.

Reimplemented from Mantid::CurveFitting::CostFunctions::CostFuncLeastSquares.

Definition at line 57 of file CostFuncUnweightedLeastSquares.cpp.

References Mantid::CurveFitting::CostFunctions::CostFuncFitting::m_ignoreInvalidData, and Mantid::CurveFitting::CostFunctions::CostFuncFitting::m_values.

The documentation for this class was generated from the following files:

Framework/CurveFitting/inc/MantidCurveFitting/CostFunctions/CostFuncUnweightedLeastSquares.h
Framework/CurveFitting/src/CostFunctions/CostFuncUnweightedLeastSquares.cpp

Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ CostFuncUnweightedLeastSquares()

Member Function Documentation

◆ calActiveCovarianceMatrix()

◆ getFitWeights()

◆ getResidualVariance()

◆ name()

◆ shortName()

◆ updateValidateFitWeights()