/*************************************************************************** * cterror - Parameter error calculation tool * * ----------------------------------------------------------------------- * * copyright (C) 2015-2016 by Florent Forest * * ----------------------------------------------------------------------- * * * * This program is free software: you can redistribute it and/or modify * * it under the terms of the GNU General Public License as published by * * the Free Software Foundation, either version 3 of the License, or * * (at your option) any later version. * * * * This program is distributed in the hope that it will be useful, * * but WITHOUT ANY WARRANTY; without even the implied warranty of * * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * * GNU General Public License for more details. * * * * You should have received a copy of the GNU General Public License * * along with this program. If not, see . * * * ***************************************************************************/ /** * @file cterror.cpp * @brief Parameter error calculation tool interface implementation * @author Florent Forest */ /* __ Includes ___________________________________________________________ */ #ifdef HAVE_CONFIG_H #include #endif #include #include "cterror.hpp" #include "GTools.hpp" #include "GOptimizer.hpp" /* __ Method name definitions ____________________________________________ */ #define G_GET_PARAMETERS "cterror::get_parameters()" #define G_ERR_BISECTION "cterror::error_bisection(double&, double&)" #define G_EVALUATE "cterror::evaluate(double&)" /* __ Debug definitions __________________________________________________ */ /* __ Coding definitions _________________________________________________ */ /*========================================================================== = = = Constructors/destructors = = = ==========================================================================*/ /***********************************************************************//** * @brief Void constructor * * Constructs an empty cterror tool. ***************************************************************************/ cterror::cterror(void) : ctool(CTERROR_NAME, CTERROR_VERSION) { // Initialise members init_members(); // Return return; } /***********************************************************************//** * @brief Observations constructor * * param[in] obs Observation container. * * Constructs an instance of the cterror tool that will operate on the * provided observation container. ***************************************************************************/ cterror::cterror(const GObservations& obs) : ctool(CTERROR_NAME, CTERROR_VERSION) { // Initialise members init_members(); // Set observations m_obs = obs; // Return return; } /***********************************************************************//** * @brief Command line constructor * * @param[in] argc Number of arguments in command line. * @param[in] argv Array of command line arguments. * * Constructs an instance of the cterror tool that will parse user * parameters that are provided as command line arguments. ***************************************************************************/ cterror::cterror(int argc, char *argv[]) : ctool(CTERROR_NAME, CTERROR_VERSION, argc, argv) { // Initialise members init_members(); // Return return; } /***********************************************************************//** * @brief Copy constructor * * @param[in] app Application. * * Constructs an instance of the cterror tool by copying information from * another ctulimit tool. ***************************************************************************/ cterror::cterror(const cterror& app) : ctool(app) { // Initialise members init_members(); // Copy members copy_members(app); // Return return; } /***********************************************************************//** * @brief Destructor * * Destructs the cterror tool. ***************************************************************************/ cterror::~cterror(void) { // Free members free_members(); // Return return; } /*========================================================================== = = = Operators = = = ==========================================================================*/ /***********************************************************************//** * @brief Assignment operator * * @param[in] app Application. * @return Application. * * Assigns a cterror tool. ***************************************************************************/ cterror& cterror::operator=(const cterror& app) { // Execute only if object is not identical if (this != &app) { // Copy base class members this->ctool::operator=(app); // Free members free_members(); // Initialise members init_members(); // Copy members copy_members(app); } // endif: object was not identical // Return this object return *this; } /*========================================================================== = = = Public methods = = = ==========================================================================*/ /***********************************************************************//** * @brief Clear instance * * Resets the cterror tool to a clean initial state. ***************************************************************************/ void cterror::clear(void) { // Free members free_members(); this->ctool::free_members(); this->GApplication::free_members(); // Initialise members this->GApplication::init_members(); this->ctool::init_members(); init_members(); // Return return; } /***********************************************************************//** * @brief Compute parameter errors using a likelihood profile method * * Computes the parameter errors using a likelihood profile method. ***************************************************************************/ void cterror::run(void) { // If we're in debug mode then all output is also dumped on the screen if (logDebug()) { log.cout(true); } // Get task parameters get_parameters(); // Write parameters into logger if (logTerse()) { log_parameters(); log << std::endl; } // Set energy dispersion flag for all CTA observations and save old // values in save_edisp vector std::vector save_edisp; save_edisp.assign(m_obs.size(), false); for (int i = 0; i < m_obs.size(); ++i) { GCTAObservation* obs = dynamic_cast(m_obs[i]); if (obs != NULL) { save_edisp[i] = obs->response()->apply_edisp(); obs->response()->apply_edisp(m_apply_edisp); } } // Write observation(s) into logger if (logTerse()) { log << std::endl; if (m_obs.size() > 1) { log.header1("Observations"); } else { log.header1("Observation"); } log << m_obs << std::endl; } // Write header if (logTerse()) { log << std::endl; log.header1("Compute best-fit likelihood"); } // Optimize and save best log-likelihood m_obs.optimize(m_opt); m_obs.errors(m_opt); m_best_logL = m_obs.logL(); // Store optimizer for later recovery GOptimizerLM best_opt = m_opt; // Write optimised model into logger if (logTerse()) { log << m_opt << std::endl; log << gammalib::parformat("Maximum log likelihood"); log << gammalib::str(m_best_logL,3) << std::endl; log << m_obs.models() << std::endl; } // Continue only if source model exists if (m_obs.models().contains(m_srcname)) { // Save best fitting models GModels models_best = m_obs.models(); // Get pointer on model GModel* model = models_best[m_srcname]; // Get number of parameters int npars = model->size(); // Loop over parameters of sky model for (int i = 0; i < npars; ++i) { // Skip parameter if it is fixed if (model->at(i).is_fixed()) { continue; } // Initialise with best fitting models m_obs.models(models_best); // Get pointer on model parameter GModels& current_models = const_cast(m_obs.models()); m_model_par = &(current_models[m_srcname]->at(i)); // Extract current value m_value = m_model_par->factor_value(); // Compute parameter bracketing double parmin = std::max(m_model_par->factor_min(), m_value - 10.0*m_model_par->factor_error()); double parmax = std::min(m_model_par->factor_max(), m_value + 10.0*m_model_par->factor_error()); // Write header if (logTerse()) { log << std::endl; log.header1("Compute error for source \""+m_srcname+"\"" " parameter \""+m_model_par->name()+"\""); log << gammalib::parformat("Confidence level"); log << m_confidence*100.0 << "%" << std::endl; log << gammalib::parformat("Log-likelihood difference"); log << m_dlogL << std::endl; log << gammalib::parformat("Initial factor range"); log << "["; log << parmin; log << ", "; log << parmax; log << "]" << std::endl; } // Compute lower boundary double value_lo = error_bisection(parmin, m_value); // Write lower parameter value if (logTerse()) { log << gammalib::parformat("Lower parameter factor"); log << value_lo << std::endl; } // Compute upper boundary double value_hi = error_bisection(m_value, parmax); // Write upper parameter value if (logTerse()) { log << gammalib::parformat("Upper parameter factor"); log << value_hi << std::endl; } // Compute errors double error = 0.5 * (value_hi - value_lo); double error_neg = m_value - value_lo; double error_pos = value_hi - m_value; //double error_max = std::max(value_hi-m_value, m_value-value_lo); //double error_min = std::min(value_hi-m_value, m_value-value_lo); // Write errors if (logTerse()) { log << gammalib::parformat("Error from curvature"); log << m_model_par->error(); log << " " << m_model_par->unit() << std::endl; log << gammalib::parformat("Error from profile"); log << std::abs(error*m_model_par->scale()); log << " " << m_model_par->unit() << std::endl; log << gammalib::parformat("Negative profile error"); log << std::abs(error_neg*m_model_par->scale()); log << " " << m_model_par->unit() << std::endl; log << gammalib::parformat("Positive profile error"); log << std::abs(error_pos*m_model_par->scale()); log << " " << m_model_par->unit() << std::endl; } // Save error result model->at(i).factor_error(error); } // endfor: looped over spectral parameters // Restore best fitting models (now with new errors computed) m_obs.models(models_best); } // endif: source model exists // Recover optimizer m_opt = best_opt; // Restore energy dispersion flag for all CTA observations for (int i = 0; i < m_obs.size(); ++i) { GCTAObservation* obs = dynamic_cast(m_obs[i]); if (obs != NULL) { obs->response()->apply_edisp(save_edisp[i]); } } // Return return; } /***********************************************************************//** * @brief Save model * * Saves the model into an XML file. ***************************************************************************/ void cterror::save(void) { // Write header if (logTerse()) { log << std::endl; log.header1("Save results"); } // Get output filename m_outmodel = (*this)["outmodel"].filename(); // Save only if filename is non-empty if (!m_outmodel.is_empty() && gammalib::toupper(m_outmodel.url()) != "NONE") { // Log filename if (logTerse()) { log << "Save errors into file \""+m_outmodel+"\"."; log << std::endl; } // Write results out as XML model m_obs.models().save(m_outmodel); } // Return return; } /*========================================================================== = = = Private methods = = = ==========================================================================*/ /***********************************************************************//** * @brief Initialise class members ***************************************************************************/ void cterror::init_members(void) { // Initialise user parameters m_srcname.clear(); m_outmodel.clear(); m_confidence = 0.68; m_tol = 1.0e-3; m_max_iter = 50; m_value = 0.0; // Initialise protected members m_obs.clear(); m_opt.clear(); m_dlogL = 0.0; m_best_logL = 0.0; m_model_par = NULL; m_apply_edisp = false; // Set optimizer parameters m_opt.max_iter(m_max_iter); m_opt.max_stalls(10); // Return return; } /***********************************************************************//** * @brief Copy class members * * @param[in] app Application. ***************************************************************************/ void cterror::copy_members(const cterror& app) { // Copy user parameters m_srcname = app.m_srcname; m_outmodel = app.m_outmodel; m_confidence = app.m_confidence; m_tol = app.m_tol; m_max_iter = app.m_max_iter; m_apply_edisp = app.m_apply_edisp; // Copy protected members m_obs = app.m_obs; m_dlogL = app.m_dlogL; m_best_logL = app.m_best_logL; m_opt = app.m_opt; m_model_par = NULL; // Return return; } /***********************************************************************//** * @brief Delete class members ***************************************************************************/ void cterror::free_members(void) { // Return return; } /***********************************************************************//** * @brief Get application parameters * * @exception GException::invalid_value * Test source not found. * * Get all task parameters from parameter file or (if required) by querying * the user. ***************************************************************************/ void cterror::get_parameters(void) { // If there are no observations in container then load them via user // parameters if (m_obs.size() == 0) { // Throw exception if no input observation file is given require_inobs(G_GET_PARAMETERS); // Build observation container m_obs = get_observations(); } // endif: there was no observation in the container // If there are no models associated with the observations then // load now the model definition if (m_obs.models().size() == 0) { // Get models XML filename std::string filename = (*this)["inmodel"].filename(); // Setup models for optimizing. m_obs.models(GModels(filename)); } // endif: no models were associated with observations // Get name of test source and check container for this name m_srcname = (*this)["srcname"].string(); if (!m_obs.models().contains(m_srcname)) { std::string msg = "Source \""+m_srcname+"\" not found in model " "container. Please add a source with that name " "or check for possible typos."; throw GException::invalid_value(G_GET_PARAMETERS, msg); } // Read energy dispersion flag m_apply_edisp = (*this)["edisp"].boolean(); // Get confidence level and transform into log-likelihood difference m_confidence = (*this)["confidence"].real(); double sigma = gammalib::erfinv(m_confidence) * gammalib::sqrt_two; m_dlogL = (sigma*sigma) / 2.0; // Read other parameters m_tol = (*this)["tol"].real(); m_max_iter = (*this)["max_iter"].integer(); // Read ahead parameters that are only needed when the tool gets // executed if (read_ahead()) { m_outmodel = (*this)["outmodel"].filename(); } // Return return; } /***********************************************************************//** * @brief Calculate error using a bisection method * * @param[in] min Minimum parameter value * @param[in] max Maximum parameter value * * Calculates the error using a bisection method. ***************************************************************************/ double cterror::error_bisection(const double& min, const double& max) { // Copy values to working values double wrk_min = min; double wrk_max = max; // Initialise iteration counter int iter = 1; // Initialize mid value double mid = (wrk_min + wrk_max) / 2.0; // Loop until breaking condition is reached while (true) { // Throw exception if maximum iterations are reached if (iter > m_max_iter) { if (wrk_min - m_model_par->factor_min() < m_tol) { std::string msg = "The \""+m_model_par->name()+"\" parameter " "minimum has been reached during error " "calculation. To obtain accurate errors, " "consider setting the minimum parameter " "value to a lower value, and re-run " "cterror."; if (logTerse()) { log << msg; } break; } else if (m_model_par->factor_max() - wrk_max < m_tol) { std::string msg = "The \""+m_model_par->name()+"\" parameter " "maximum has been reached during error " "calculation. To obtain accurate errors, " "consider setting the maximum parameter " "value to a higher value, and re-run " "cterror."; if (logTerse()) { log << msg; } break; } else { std::string msg = "The maximum number of "+ gammalib::str(m_max_iter)+" iterations has " "been reached. Please increase the " "\"max_iter\" parameter, and re-run " "cterror."; throw GException::invalid_value(G_ERR_BISECTION, msg); } } // Compute center of boundary mid = (wrk_min + wrk_max) / 2.0; // Calculate function value double eval_mid = evaluate(mid); // Log interval if (logExplicit()) { log << gammalib::parformat(" Iteration "+gammalib::str(iter)); log << "["; log << wrk_min; log << ", "; log << wrk_max; log << "] "; log << eval_mid; log << std::endl; } // Check for convergence inside tolerance if (std::abs(eval_mid) < m_tol) { break; } // Check if interval is smaller than 1.0e-6 if (std::abs(wrk_max-wrk_min) < 1.0e-6) { break; } // If we are on the crescent side of the parabola ... if (mid > m_value) { // Change boundaries for further iteration if (eval_mid > 0.0) { wrk_max = mid; } else if (eval_mid < 0.0) { wrk_min = mid; } } // ... otherwise we are on the decrescent side of the parabola else { // Change boundaries for further iteration if (eval_mid > 0.0) { wrk_min = mid; } else if (eval_mid < 0.0) { wrk_max = mid; } } // Increment counter iter++; } // endwhile // Return mid value return mid; } /***********************************************************************//** * @brief Evaluates the log-likelihood * * @param[in] value Parameter factor value * @return Log-likelihood value * * Evaluates the log-likelihood as a function of the parameter of interest. ***************************************************************************/ double cterror::evaluate(const double& value) { // Initialise log-likelihood value double logL = 0.0; // Check if given parameter is within boundaries if (value > m_model_par->factor_min() && value < m_model_par->factor_max()) { // Change parameter factor m_model_par->factor_value(value); // Fix parameter m_model_par->fix(); // Re-optimize m_obs.optimize(m_opt); // Retrieve likelihood logL = m_obs.logL(); // Free parameter m_model_par->free(); } // endif: value was inside allowed range // ... otherwise signal that the parameter went outside the boundaries else { std::string msg = "Value of parameter \""+m_model_par->name()+"\" " "outside of validity range requested. To omit " "this error please enlarge the parameter range " "in the model XML file."; throw GException::invalid_value(G_EVALUATE, msg); } // Compute function value double logL_difference = logL - m_best_logL - m_dlogL; // Return return logL_difference; }