Justine Devin / gammalib

Commit 0c98426af0c81c333316cd7b8deb4f98d17e4f9b

Authored by Jürgen Knödlseder
1 parent 62c2a2b6

Add GObservations::logL() method and add const attribute to GOptimizerFunction::value() method.

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Showing 5 changed files with 64 additions and 28 deletions
include/GObservations.hpp
  View file @0c98426
1 1 /***************************************************************************
2 2 * GObservations.hpp - Observation container class *
3 3 * ----------------------------------------------------------------------- *
4   - * copyright (C) 2009-2013 by Juergen Knoedlseder *
  4 + * copyright (C) 2009-2014 by Juergen Knoedlseder *
5 5 * ----------------------------------------------------------------------- *
6 6 * *
7 7 * This program is free software: you can redistribute it and/or modify *
... ... @@ -124,6 +124,8 @@ public:
124 124 void models(const std::string& filename);
125 125 const GModels& models(void) const;
126 126 void optimize(GOptimizer& opt);
  127 + void eval(void);
  128 + double logL(void) const;
127 129 double npred(void) const;
128 130 std::string print(const GChatter& chatter = NORMAL) const;
129 131  
... ... @@ -140,14 +142,14 @@ public:
140 142 likelihood& operator=(const likelihood& fct);
141 143  
142 144 // Implemented pure virtual base class methods
143   - double value(void);
144   - double npred(void) const;
145   - GVector* gradient(void);
146   - GMatrixSparse* curvature(void);
  145 + virtual void eval(const GOptimizerPars& pars);
  146 + virtual double value(void) const;
  147 + virtual GVector* gradient(void);
  148 + virtual GMatrixSparse* curvature(void);
147 149  
148 150 // Other methods
149   - void set(GObservations* obs);
150   - void eval(const GOptimizerPars& pars);
  151 + void set(GObservations* obs);
  152 + double npred(void) const;
151 153  
152 154 protected:
153 155 // Protected methods
... ... @@ -283,14 +285,29 @@ const GModels& GObservations::models(void) const
283 285  
284 286  
285 287 /***********************************************************************//**
286   - * @brief Return total number of predicted events after model fitting
  288 + * @brief Return log-likelihood of models
287 289 *
288   - * @return Total number of predicted events after model fitting.
  290 + * @return Log-likelihood of models.
289 291 *
290   - * Returns the total number of events that is predicted by the models after
291   - * they have been fitted to the data. This number if computed following a
292   - * call of the optimize() method. If this method has never been called, the
293   - * npred() method returns 0.
  292 + * Returns the log-likelihood of models. This value if computed following a
  293 + * call of the optimize() or eval() methods. If optimize() or eval() have
  294 + * never been called, the method returns 0.
  295 + ***************************************************************************/
  296 +inline
  297 +double GObservations::logL(void) const
  298 +{
  299 + return (m_fct.value());
  300 +}
  301 +
  302 +
  303 +/***********************************************************************//**
  304 + * @brief Return total number of predicted events in models
  305 + *
  306 + * @return Total number of predicted events in models.
  307 + *
  308 + * Returns the total number of events that is predicted by the models. This
  309 + * number if computed following a call of the optimize() or eval() methods.
  310 + * If optimize() or eval() have never been called, the method returns 0.
294 311 ***************************************************************************/
295 312 inline
296 313 double GObservations::npred(void) const
... ... @@ -314,14 +331,14 @@ const GObservations::likelihood& GObservations::function(void) const
314 331  
315 332  
316 333 /***********************************************************************//**
317   - * @brief Return likelihood function value
  334 + * @brief Return log-likelihood value of optimizer function
318 335 *
319   - * @return Likelihood function value.
  336 + * @return Log-likelihood value of optimizer function.
320 337 *
321   - * Returns the actual function value of the likelihood function.
  338 + * Returns the log-likelihood value of optimizer function.
322 339 ***************************************************************************/
323 340 inline
324   -double GObservations::likelihood::value(void)
  341 +double GObservations::likelihood::value(void) const
325 342 {
326 343 return m_value;
327 344 }
... ...
include/GOptimizerFunction.hpp
  View file @0c98426
1 1 /***************************************************************************
2 2 * GOptimizerFunction.hpp - Optimizer function abstract base class *
3 3 * ----------------------------------------------------------------------- *
4   - * copyright (C) 2009-2013 by Juergen Knoedlseder *
  4 + * copyright (C) 2009-2014 by Juergen Knoedlseder *
5 5 * ----------------------------------------------------------------------- *
6 6 * *
7 7 * This program is free software: you can redistribute it and/or modify *
... ... @@ -60,7 +60,7 @@ public:
60 60  
61 61 // Virtual methods
62 62 virtual void eval(const GOptimizerPars& pars) = 0;
63   - virtual double value(void) = 0;
  63 + virtual double value(void) const = 0;
64 64 virtual GVector* gradient(void) = 0;
65 65 virtual GMatrixSparse* curvature(void) = 0;
66 66  
... ...
pyext/GObservations.i
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1 1 /***************************************************************************
2 2 * GObservations.i - Observations container class *
3 3 * ----------------------------------------------------------------------- *
4   - * copyright (C) 2008-2013 by Juergen Knoedlseder *
  4 + * copyright (C) 2008-2014 by Juergen Knoedlseder *
5 5 * ----------------------------------------------------------------------- *
6 6 * *
7 7 * This program is free software: you can redistribute it and/or modify *
... ... @@ -64,9 +64,10 @@ public:
64 64 void models(const std::string& filename);
65 65 const GModels& models(void);
66 66 void optimize(GOptimizer& opt);
  67 + void eval(void);
  68 + double logL(void) const;
67 69 double npred(void) const;
68 70  
69   -
70 71 // Optimizer function access method
71 72 const GObservations::likelihood& function(void) const;
72 73 };
... ... @@ -81,14 +82,14 @@ public:
81 82 ~likelihood(void);
82 83  
83 84 // Implemented pure virtual base class methods
84   - double value(void);
85   - double npred(void) const;
86   - GVector* gradient(void);
87   - GMatrixSparse* curvature(void);
  85 + virtual void eval(const GOptimizerPars& pars);
  86 + virtual double value(void) const;
  87 + virtual GVector* gradient(void);
  88 + virtual GMatrixSparse* curvature(void);
88 89  
89 90 // Other methods
90   - void set(GObservations* obs);
91   - void eval(const GOptimizerPars& pars);
  91 + void set(GObservations* obs);
  92 + double npred(void) const;
92 93 };
93 94 %nestedworkaround GObservations::likelihood;
94 95 %{
... ...
src/obs/GObservations.cpp
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... ... @@ -722,6 +722,24 @@ void GObservations::optimize(GOptimizer& opt)
722 722  
723 723  
724 724 /***********************************************************************//**
  725 + * @brief Evaluate function
  726 + *
  727 + * Evaluates the likelihood funtion at the actual set of parameters.
  728 + ***************************************************************************/
  729 +void GObservations::eval(void)
  730 +{
  731 + // Extract optimizer parameter container from model container
  732 + GOptimizerPars pars = m_models.pars();
  733 +
  734 + // Compute log-likelihood
  735 + m_fct.eval(pars);
  736 +
  737 + // Return
  738 + return;
  739 +}
  740 +
  741 +
  742 +/***********************************************************************//**
725 743 * @brief Print observation list information
726 744 *
727 745 * @param[in] chatter Chattiness (defaults to NORMAL).
... ...
src/opt/GOptimizerLM.cpp
  View file @0c98426
... ... @@ -611,7 +611,7 @@ void GOptimizerLM::iteration(GOptimizerFunction& fct, GOptimizerPars& pars)
611 611  
612 612 // Single loop for common exit point
613 613 do {
614   -
  614 +
615 615 // Initialise iteration parameters
616 616 GVector* grad = fct.gradient();
617 617 GMatrixSparse* curvature = fct.curvature();
... ...