Package edu.cnu.mdi.splot.fit
Class FitResult
java.lang.Object
edu.cnu.mdi.splot.fit.FitResult
Generic result for a (weighted) least-squares fit.
This class is intentionally model-agnostic: it stores parameter values and common diagnostics that apply across nonlinear and linear least-squares fits (Gaussian, erf/erfc, exponential, polynomial, etc.).
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Field Summary
FieldsModifier and TypeFieldDescriptionstatic final Stringstatic final Stringfinal doubleChi-square: sum r_i^2 = cost^2 (weighted if weights used).final doubleReduced chi-square: chiSquare / dof.final doubleLeast-squares cost: sqrt(sum r_i^2) where r_i are residuals.final org.apache.commons.math3.linear.RealMatrixOptional covariance matrix of parameters (p x p), or null if unavailable.final intDegrees of freedom: max(1, nPoints - nParameters).final intEvaluations used by an iterative optimizer; may be 0 for closed-form fits."Use as a function" evaluator for the fit.final intIterations used by an iterative optimizer; may be 0 for closed-form fits.final double[]Best-fit parameters.static final Stringfinal doubleRMS of residuals (same residual space as optimizer).Gets descriptive strings from fitter -
Constructor Summary
ConstructorsModifierConstructorDescriptionprotectedFitResult(IFitStringGetter stringGetter, double[] params, org.apache.commons.math3.linear.RealMatrix covariance, double cost, double chiSquare, int dof, double chiSquareReduced, double rms, int iterations, int evaluations) Create a fit result. -
Method Summary
Modifier and TypeMethodDescriptionbooleanHTML summary of the fit result.intnParams()doubleparam(int i) Convenience access to parameter i.doubleparamStdError(int i) Standard error for parameter i (NaN if unavailable).double[]Standard errors for parameters computed from covariance: sqrt(cov[i,i]).voidsetEvaluator(Evaluator evaluator) Set the evaluator.Single-line text summary of the fit result.toString()
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Field Details
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CHI
- See Also:
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CHISQ
- See Also:
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PLUSMINUS
- See Also:
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params
public final double[] paramsBest-fit parameters. Interpretation depends on the model. -
stringGetter
Gets descriptive strings from fitter -
covariance
public final org.apache.commons.math3.linear.RealMatrix covarianceOptional covariance matrix of parameters (p x p), or null if unavailable. -
cost
public final double costLeast-squares cost: sqrt(sum r_i^2) where r_i are residuals. If weights are used, r_i are in the weighted residual space. -
chiSquare
public final double chiSquareChi-square: sum r_i^2 = cost^2 (weighted if weights used). -
dof
public final int dofDegrees of freedom: max(1, nPoints - nParameters). -
chiSquareReduced
public final double chiSquareReducedReduced chi-square: chiSquare / dof. -
rms
public final double rmsRMS of residuals (same residual space as optimizer). -
iterations
public final int iterationsIterations used by an iterative optimizer; may be 0 for closed-form fits. -
evaluations
public final int evaluationsEvaluations used by an iterative optimizer; may be 0 for closed-form fits. -
evaluator
"Use as a function" evaluator for the fit.
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Constructor Details
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FitResult
protected FitResult(IFitStringGetter stringGetter, double[] params, org.apache.commons.math3.linear.RealMatrix covariance, double cost, double chiSquare, int dof, double chiSquareReduced, double rms, int iterations, int evaluations) Create a fit result.- Parameters:
stringGetter- access to descriptive strings about fitterparams- best-fit parameterscovariance- optional covariance matrix (may be null)cost- least-squares costchiSquare- chi-squaredof- degrees of freedomchiSquareReduced- reduced chi-squarerms- RMS of residualsiterations- iterations used (0 if not applicable)evaluations- evaluations used (0 if not applicable)
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Method Details
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setEvaluator
Set the evaluator.- Parameters:
evaluator-
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nParams
public int nParams()- Returns:
- number of parameters.
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param
public double param(int i) Convenience access to parameter i. -
hasCovariance
public boolean hasCovariance()- Returns:
- true if covariance is present.
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paramStdErrors
public double[] paramStdErrors()Standard errors for parameters computed from covariance: sqrt(cov[i,i]). Returns NaN for entries where covariance is missing or diagonal is non-positive. -
paramStdError
public double paramStdError(int i) Standard error for parameter i (NaN if unavailable). -
htmlSummary
HTML summary of the fit result.- Returns:
- HTML string
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singleLineSummary
Single-line text summary of the fit result.- Returns:
- single-line string
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toString
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