#include <GObservations.hpp>

Inheritance diagram for GObservations::likelihood:

Public Member Functions
	likelihood (void)
	Void constructor. More...

	likelihood (GObservations *obs)
	Observations constructor. More...

	likelihood (const likelihood &fct)
	Copy constructor. More...

	~likelihood (void)
	Destructor. More...

likelihood &	operator= (const likelihood &fct)
	Assignment operator. More...

virtual void	eval (const GOptimizerPars &pars)
	Evaluate log-likelihood function. More...

virtual double	value (void) const
	Return log-likelihood value of optimizer function. More...

virtual GVector *	gradient (void)
	Return pointer to gradient vector. More...

virtual GMatrixSparse *	curvature (void)
	Return pointer to curvature matrix. More...

void	set (GObservations *obs)
	Set observation container. More...

double	npred (void) const
	Return total number of predicted events. More...

GMatrixSparse	hessian (const GOptimizerPars &pars)
	Compute Hessian matrix. More...

GMatrixSparse	covariance (void) const
	Compute covariance matrix. More...

void	save (const GFilename &filename) const
	Save likelihood fit results into a CSV or FITS file. More...

Public Member Functions inherited from GOptimizerFunction
	GOptimizerFunction (void)
	Void constructor. More...

	GOptimizerFunction (const GOptimizerFunction &fct)
	Copy constructor. More...

virtual	~GOptimizerFunction (void)
	Destructor. More...

virtual GOptimizerFunction &	operator= (const GOptimizerFunction &fct)
	Assignment operator. More...

Protected Member Functions
void	init_members (void)
	Initialise class members. More...

void	copy_members (const likelihood &fct)
	Copy class members. More...

void	free_members (void)
	Delete class members. More...

void	save_csv (const GFilename &filename) const
	Save likelihood fit results into CSV file. More...

void	save_fits (const GFilename &filename) const
	Save likelihood fit results into FITS file. More...

std::vector< std::string >	covariance_names (void) const
	Return covariance matrix row and column names. More...

Protected Member Functions inherited from GOptimizerFunction
void	init_members (void)
	Initialise class members. More...

void	copy_members (const GOptimizerFunction &fct)
	Copy class members. More...

void	free_members (void)
	Delete class members. More...

Protected Attributes
double	m_value
	Function value. More...

double	m_npred
	Total number of predicted events. More...

GVector *	m_gradient
	Pointer to gradient vector. More...

GMatrixSparse *	m_curvature
	Pointer to curvature matrix. More...

GObservations *	m_this
	Pointer to GObservations object. More...

Detailed Description

Definition at line 145 of file GObservations.hpp.

Constructor & Destructor Documentation

GObservations::likelihood::likelihood ( void )

Void constructor.

Definition at line 74 of file GObservations_likelihood.cpp.

References init_members().

GObservations::likelihood::likelihood ( GObservations * obs )

Observations constructor.

Parameters

[in] obs Observations container pointer.

Constructs optimizer from GObservations container. The method copies the pointer to the observation container in the m_this member, making the observation container accessible to the optimizer class.

Definition at line 93 of file GObservations_likelihood.cpp.

References init_members(), and m_this.

GObservations::likelihood::likelihood ( const likelihood & fct )

Copy constructor.

Parameters

[in] fct Optimizer function.

Definition at line 112 of file GObservations_likelihood.cpp.

References copy_members(), and init_members().

GObservations::likelihood::~likelihood ( void )

Destructor.

Definition at line 129 of file GObservations_likelihood.cpp.

References GObservations::free_members().

Member Function Documentation

void GObservations::likelihood::copy_members ( const likelihood & fct )

protected

Copy class members.

Parameters

[in] fct Optimizer.

Definition at line 686 of file GObservations_likelihood.cpp.

References m_curvature, m_gradient, m_npred, m_this, and m_value.

Referenced by likelihood().

GMatrixSparse GObservations::likelihood::covariance ( void ) const

Compute covariance matrix.

Returns: Covariance matrix.

The covariance matrix is calculated as the inverse of the curvature matrix. The method retrieves the model scaling factors from the models that are stored with the observations and multiplies the covariance matrix with the scaling factors of the model parameters. Hence the covariance matrix is covariance with respect to the true model values.

If the curvature matrix does not exist, an empty covariance matrix is returned.

Definition at line 600 of file GObservations_likelihood.cpp.

References GMatrixBase::columns(), GMatrixSparse::invert(), and GMatrixBase::rows().

std::vector< std::string > GObservations::likelihood::covariance_names ( void ) const

protected

Return covariance matrix row and column names.

Returns: Covariance matrix row and column names.

Returns the row and column names of the covariance matrix.

Definition at line 839 of file GObservations_likelihood.cpp.

GMatrixSparse * GObservations::likelihood::curvature ( void )

inlinevirtual

Return pointer to curvature matrix.

Returns: Pointer to curvature matrix.

Returns a pointer to the parameter curvature matrix.

Implements GOptimizerFunction.

Definition at line 414 of file GObservations.hpp.

void GObservations::likelihood::eval ( const GOptimizerPars & pars )

virtual

Evaluate log-likelihood function.

Parameters

[in] pars Optimizer parameters.

Exceptions

GException::invalid_statistics Invalid optimization statistics encountered.

This method evaluates the -(log-likelihood) function for parameter optimization. It handles both binned and unbinned data and supportes Poisson and Gaussian statistics. Note that different statistics and different analysis methods (binned/unbinned) may be combined.

Implements GOptimizerFunction.

Definition at line 195 of file GObservations_likelihood.cpp.

References GOptimizerPar::factor_gradient(), GOptimizerPars::size(), GMatrixSparse::stack_destroy(), and GMatrixSparse::stack_init().

Referenced by GObservations::eval().

void GObservations::likelihood::free_members ( void )

protected

Delete class members.

Definition at line 711 of file GObservations_likelihood.cpp.

GVector * GObservations::likelihood::gradient ( void )

inlinevirtual

Return pointer to gradient vector.

Returns: Pointer to gradient vector.

Returns a pointer to the parameter gradient vector.

Implements GOptimizerFunction.

Definition at line 400 of file GObservations.hpp.

GMatrixSparse GObservations::likelihood::hessian ( const GOptimizerPars & pars )

Compute Hessian matrix.

Parameters

[in] pars Optimizer parameters.

Returns: Hessian matrix.

Definition at line 370 of file GObservations_likelihood.cpp.

References abs(), GObservations::eval(), GOptimizerPar::factor_value(), GOptimizerPar::is_fixed(), max(), min(), GOptimizerPars::size(), and sqrt().

Referenced by GObservations::errors_hessian().

void GObservations::likelihood::init_members ( void )

protected

Initialise class members.

Definition at line 667 of file GObservations_likelihood.cpp.

Referenced by likelihood().

double GObservations::likelihood::npred ( void ) const

inline

Return total number of predicted events.

Returns: Total number of predicted events.

Returns the total number of events that is predicted by the models after they have been fitted to the data.

Definition at line 386 of file GObservations.hpp.

Referenced by GObservations::npred().

GObservations::likelihood & GObservations::likelihood::operator= ( const likelihood & fct )

Assignment operator.

Parameters

[in] fct Likelihood function.

Returns: Likelihood function.

Definition at line 151 of file GObservations_likelihood.cpp.

References GObservations::copy_members(), GObservations::free_members(), GObservations::init_members(), and GOptimizerFunction::operator=().

void GObservations::likelihood::save ( const GFilename & filename ) const

Save likelihood fit results into a CSV or FITS file.

Parameters

[in] filename CSV or FITS filename.

Saves the likelihood fit results into a CSV or FITS file. The result format depends on the filename extension. If the extension is .fits or .fit the file is written into a FITS file, otherwise it is written into a CSV file.

Definition at line 639 of file GObservations_likelihood.cpp.

References GFilename::type().

void GObservations::likelihood::save_csv ( const GFilename & filename ) const

protected

Save likelihood fit results into CSV file.

Parameters

[in] filename CSV filename.

Saves the likelihood fit results into a CSV file. For the moment the method only writes the covariance matrix.

Definition at line 734 of file GObservations_likelihood.cpp.

References GCsv::real(), GCsv::save(), GObservations::size(), and GCsv::string().

void GObservations::likelihood::save_fits ( const GFilename & filename ) const

protected