joptima

Class ChiSquaredFitter

java.lang.Object

joptima.Fitter

joptima.ChiSquaredFitter

All Implemented Interfaces:

Function, Minimizable

public class ChiSquaredFitter
extends Fitter

χ² fitter. This class can be passed to a Minimizer to minimize χ² of a sum of one or more functions fit to the given data set. Error bars may be provided for the data points if the data has compounded errors that are Gaussian. sqrt(y) errors are assumed otherwise. For different likelihood functions you can extend the calculate() method on this class.

A typical usage of this class would go as follows:

   // The data points.
   double[] x = new double[]{  1,   2,   3,    4,  5};
   double[] y = new double[]{1.1, 4.0, 8.7, 15.4, 26};

   // The Function to fit to the data points.
   Function f = new Quadratic();

   ChiSquaredFitter fitter = new ChiSquaredFitter();
   fitter.setData(x, y);
   fitter.addFunction(f);
   Minimizer.minimize(fitter);

   // At this point, if the fit converged, the Function f will have
   // its Parameters set to the optimal values.
 

Constructor Summary

Constructors

Constructor and Description
ChiSquaredFitter() Constructor.
ChiSquaredFitter(double[] x, double[] y) Constructor.
ChiSquaredFitter(double[] x, double[] y, double[] errors) Constructor.
ChiSquaredFitter(double[] x, double[] y, double[] errors, Function f) Constructor.
ChiSquaredFitter(double[] x, double[] y, Function f) Constructor.

Method Summary

Modifier and Type	Method and Description
double	calculate() Calculates the χ² given parameter values set by a Minimizer using reflection.
void	setData(double[] x, double[] y) Fit the sum of functions to this set of points.
void	setData(double[] x, double[] y, double[] errors) Fit the sum of functions to this set of points.

Methods inherited from class joptima.Fitter

addFunction, calculate, getName, getParameters, removeAllFunctions, setName

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ChiSquaredFitter

public ChiSquaredFitter()

Constructor.

ChiSquaredFitter

public ChiSquaredFitter(double[] x,
                        double[] y)

Constructor. Assumes sqrt(y) errors.

Parameters:

x - the x coordinates of points

y - the y coordinates of points

ChiSquaredFitter

public ChiSquaredFitter(double[] x,
                        double[] y,
                        double[] errors)

Constructor.

Parameters:

x - the x coordinates of points

y - the y coordinates of points

errors - the error bars on y coordinates of points

ChiSquaredFitter

public ChiSquaredFitter(double[] x,
                        double[] y,
                        Function f)

Constructor. Assumes sqrt(y) errors.

Parameters:

x - the x coordinates of points

y - the y coordinates of points

f - the Function to fit to the given set of points

ChiSquaredFitter

public ChiSquaredFitter(double[] x,
                        double[] y,
                        double[] errors,
                        Function f)

Constructor.

Parameters:

x - the x coordinates of points

y - the y coordinates of points

errors - the error bars on y coordinates of points

f - the Function to fit to the given set of points

Method Detail

setData

public void setData(double[] x,
                    double[] y)

Fit the sum of functions to this set of points. Assumes sqrt(y) error bars.

Parameters:

x - the x coordinates of points

y - the y coordinates of points

setData

public void setData(double[] x,
                    double[] y,
                    double[] errors)

Fit the sum of functions to this set of points.

Parameters:

x - the x coordinates of points

y - the y coordinates of points

errors - the error bars on y coordinates of points

calculate

public double calculate()

Calculates the χ² given parameter values set by a Minimizer using reflection. The formula is:

   for each point in the data set {
     f = 0
     for each Function {
       f += Function.calculate(double)(x[point])
     }
     χ² += (y[point] - f)² / error[point]²
   }