# pyerrors.fits API documentation

# pyerrors.fits

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    import gc
    from collections.abc import Sequence
    import warnings
    import numpy as np
    import autograd.numpy as anp
    import scipy.optimize
    import scipy.stats
    import matplotlib.pyplot as plt
    from matplotlib import gridspec
    from scipy.odr import ODR, Model, RealData
    import iminuit
    from autograd import jacobian
    from autograd import elementwise_grad as egrad
    from .obs import Obs, derived_observable, covariance, pseudo_Obs

    class Fit_result(Sequence):
        """Represents fit results.

        Attributes
        ----------
        fit_parameters : list
            results for the individual fit parameters,
            also accessible via indices.
        """

        def __init__(self):
            self.fit_parameters = None

        def __getitem__(self, idx):
            return self.fit_parameters[idx]

        def __len__(self):
            return len(self.fit_parameters)

        def gamma_method(self):
            """Apply the gamma method to all fit parameters"""
            [o.gamma_method() for o in self.fit_parameters]

        def __str__(self):
            self.gamma_method()
            my_str = 'Goodness of fit:\n'
            if hasattr(self, 'chisquare_by_dof'):
                my_str += '\u03C7\u00b2/d.o.f. = ' + f'{self.chisquare_by_dof:2.6f}' + '\n'
            elif hasattr(self, 'residual_variance'):
                my_str += 'residual variance = ' + f'{self.residual_variance:2.6f}' + '\n'
            if hasattr(self, 'chisquare_by_expected_chisquare'):
                my_str += '\u03C7\u00b2/\u03C7\u00b2exp  = ' + f'{self.chisquare_by_expected_chisquare:2.6f}' + '\n'
            my_str += 'Fit parameters:\n'
            for i_par, par in enumerate(self.fit_parameters):
                my_str += str(i_par) + '\t' + ' ' * int(par >= 0) + str(par).rjust(int(par < 0.0)) + '\n'
            return my_str

        def __repr__(self):
            m = max(map(len, list(self.__dict__.keys()))) + 1
            return '\n'.join([key.rjust(m) + ': ' + repr(value) for key, value in sorted(self.__dict__.items())])

    def least_squares(x, y, func, priors=None, silent=False, **kwargs):
        r'''Performs a non-linear fit to y = func(x).

        Parameters
        ----------
        x : list
            list of floats.
        y : list
            list of Obs.
        func : object
            fit function, has to be of the form

            ```python
            def func(a, x):
                y = a[0] + a[1] * x + a[2] * anp.sinh(x)
                return y
            ```

            For multiple x values func can be of the form

            ```python
            def func(a, x):
                (x1, x2) = x
                return a[0] * x1 ** 2 + a[1] * x2
            ```

            It is important that all numpy functions refer to autograd.numpy, otherwise the differentiation
            will not work
        priors : list, optional
            priors has to be a list with an entry for every parameter in the fit. The entries can either be
            Obs (e.g. results from a previous fit) or strings containing a value and an error formatted like
            0.548(23), 500(40) or 0.5(0.4)
        silent : bool, optional
            If true all output to the console is omitted (default False).
        initial_guess : list
            can provide an initial guess for the input parameters. Relevant for
                         non-linear fits with many parameters.
        method : str
            can be used to choose an alternative method for the minimization of chisquare.
            The possible methods are the ones which can be used for scipy.optimize.minimize and
            migrad of iminuit. If no method is specified, Levenberg-Marquard is used.
            Reliable alternatives are migrad, Powell and Nelder-Mead.
        resplot : bool
            If true, a plot which displays fit, data and residuals is generated (default False).
        qqplot : bool
            If true, a quantile-quantile plot of the fit result is generated (default False).
        expected_chisquare : bool
            If true prints the expected chisquare which is
            corrected by effects caused by correlated input data.
            This can take a while as the full correlation matrix
            has to be calculated (default False).
        correlated_fit : bool
            If true, use the full correlation matrix in the definition of the chisquare
            (only works for prior==None and when no method is given, at the moment).
        const_par : list, optional
            List of N Obs that are used to constrain the last N fit parameters of func.
        '''
        if priors is not None:
            return _prior_fit(x, y, func, priors, silent=silent, **kwargs)
        else:
            return _standard_fit(x, y, func, silent=silent, **kwargs)

    def total_least_squares(x, y, func, silent=False, **kwargs):
        r'''Performs a non-linear fit to y = func(x) and returns a list of Obs corresponding to the fit parameters.

        Parameters
        ----------
        x : list
            list of Obs, or a tuple of lists of Obs
        y : list
            list of Obs. The dvalues of the Obs are used as x- and yerror for the fit.
        func : object
            func has to be of the form

            ```python
            def func(a, x):
                y = a[0] + a[1] * x + a[2] * anp.sinh(x)
                return y
            ```

            For multiple x values func can be of the form

            ```python
            def func(a, x):
                (x1, x2) = x
                return a[0] * x1 ** 2 + a[1] * x2
            ```

            It is important that all numpy functions refer to autograd.numpy, otherwise the differentiation
            will not work.
        silent : bool, optional
            If true all output to the console is omitted (default False).
        initial_guess : list
            can provide an initial guess for the input parameters. Relevant for non-linear
            fits with many parameters.
        expected_chisquare : bool
            If true prints the expected chisquare which is
            corrected by effects caused by correlated input data.
            This can take a while as the full correlation matrix
            has to be calculated (default False).
        const_par : list, optional
            List of N Obs that are used to constrain the last N fit parameters of func.

        Based on the orthogonal distance regression module of scipy
        '''

        output = Fit_result()

        output.fit_function = func

        x = np.array(x)

        x_shape = x.shape

        if not callable(func):
            raise TypeError('func has to be a function.')

        func_aug = func
        if 'const_par' in kwargs:
            const_par = kwargs['const_par']
            if isinstance(const_par, Obs):
                const_par = [const_par]

            def func(p, x):
                return func_aug(np.concatenate((p, [o.value for o in const_par])), x)
        else:
            const_par = []

        for i in range(25):
            try:
                func(np.arange(i), x.T[0])
            except:
                pass
            else:
                break

        n_parms = i
        if not silent:
            print('Fit with', n_parms, 'parameters')
            if(len(const_par) > 0):
                print('\t and %d constrained parameter%s' % (len(const_par), 's' if len(const_par) > 1 else ''), const_par)

        x_f = np.vectorize(lambda o: o.value)(x)
        dx_f = np.vectorize(lambda o: o.dvalue)(x)
        y_f = np.array([o.value for o in y])
        dy_f = np.array([o.dvalue for o in y])

        if np.any(np.asarray(dx_f) <= 0.0):
            raise Exception('No x errors available, run the gamma method first.')

        if np.any(np.asarray(dy_f) <= 0.0):
            raise Exception('No y errors available, run the gamma method first.')

        if 'initial_guess' in kwargs:
            x0 = kwargs.get('initial_guess')
            if len(x0) != n_parms:
                raise Exception('Initial guess does not have the correct length: %d vs. %d' % (len(x0), n_parms))
        else:
            x0 = [1] * n_parms

        data = RealData(x_f, y_f, sx=dx_f, sy=dy_f)
        model = Model(func)
        odr = ODR(data, model, x0, partol=np.finfo(np.float64).eps)
        odr.set_job(fit_type=0, deriv=1)
        out = odr.run()

        output.residual_variance = out.res_var

        output.method = 'ODR'

        output.message = out.stopreason

        output.xplus = out.xplus

        if not silent:
            print('Method: ODR')
            print(*out.stopreason)
            print('Residual variance:', output.residual_variance)

        if out.info > 3:
            raise Exception('The minimization procedure did not converge.')

        m = x_f.size
        n_parms_aug = n_parms + len(const_par)

        def odr_chisquare(p):
            model = func(p[:n_parms], p[n_parms:].reshape(x_shape))
            chisq = anp.sum(((y_f - model) / dy_f) ** 2) + anp.sum(((x_f - p[n_parms:].reshape(x_shape)) / dx_f) ** 2)
            return chisq

        def odr_chisquare_aug(p):
            model = func_aug(np.concatenate((p[:n_parms_aug], [o.value for o in const_par])), p[n_parms_aug:].reshape(x_shape))
            chisq = anp.sum(((y_f - model) / dy_f) ** 2) + anp.sum(((x_f - p[n_parms_aug:].reshape(x_shape)) / dx_f) ** 2)
            return chisq

        if kwargs.get('expected_chisquare') is True:
            W = np.diag(1 / np.asarray(np.concatenate((dy_f.ravel(), dx_f.ravel()))))

            if kwargs.get('covariance') is not None:
                cov = kwargs.get('covariance')
            else:
                cov = covariance_matrix(np.concatenate((y, x.ravel())))

            number_of_x_parameters = int(m / x_f.shape[-1])

            old_jac = jacobian(func)(out.beta, out.xplus)
            fused_row1 = np.concatenate((old_jac, np.concatenate((number_of_x_parameters * [np.zeros(old_jac.shape)]), axis=0)))
            fused_row2 = np.concatenate((jacobian(lambda x, y: func(y, x))(out.xplus, out.beta).reshape(x_f.shape[-1], x_f.shape[-1] * number_of_x_parameters), np.identity(number_of_x_parameters * old_jac.shape[0])))
            new_jac = np.concatenate((fused_row1, fused_row2), axis=1)

            A = W @ new_jac
            P_phi = A @ np.linalg.inv(A.T @ A) @ A.T
            expected_chisquare = np.trace((np.identity(P_phi.shape[0]) - P_phi) @ W @ cov @ W)
            if expected_chisquare <= 0.0:
                warnings.warn("Negative expected_chisquare.", RuntimeWarning)
                expected_chisquare = np.abs(expected_chisquare)
            output.chisquare_by_expected_chisquare = odr_chisquare(np.concatenate((out.beta, out.xplus.ravel()))) / expected_chisquare
            if not silent:
                print('chisquare/expected_chisquare:',
                      output.chisquare_by_expected_chisquare)

        fitp = np.concatenate((out.beta, [o.value for o in const_par]))
        hess_inv = np.linalg.pinv(jacobian(jacobian(odr_chisquare_aug))(np.concatenate((fitp, out.xplus.ravel()))))

        def odr_chisquare_compact_x(d):
            model = func_aug(d[:n_parms_aug], d[n_parms_aug:n_parms_aug + m].reshape(x_shape))
            chisq = anp.sum(((y_f - model) / dy_f) ** 2) + anp.sum(((d[n_parms_aug + m:].reshape(x_shape) - d[n_parms_aug:n_parms_aug + m].reshape(x_shape)) / dx_f) ** 2)
            return chisq

        jac_jac_x = jacobian(jacobian(odr_chisquare_compact_x))(np.concatenate((fitp, out.xplus.ravel(), x_f.ravel())))

        deriv_x = -hess_inv @ jac_jac_x[:n_parms_aug + m, n_parms_aug + m:]

        def odr_chisquare_compact_y(d):
            model = func_aug(d[:n_parms_aug], d[n_parms_aug:n_parms_aug + m].reshape(x_shape))
            chisq = anp.sum(((d[n_parms_aug + m:] - model) / dy_f) ** 2) + anp.sum(((x_f - d[n_parms_aug:n_parms_aug + m].reshape(x_shape)) / dx_f) ** 2)
            return chisq

        jac_jac_y = jacobian(jacobian(odr_chisquare_compact_y))(np.concatenate((fitp, out.xplus.ravel(), y_f)))

        deriv_y = -hess_inv @ jac_jac_y[:n_parms_aug + m, n_parms_aug + m:]

        result = []
        for i in range(n_parms):
            result.append(derived_observable(lambda my_var, **kwargs: my_var[0] / x.ravel()[0].value * out.beta[i], list(x.ravel()) + list(y), man_grad=list(deriv_x[i]) + list(deriv_y[i])))

        output.fit_parameters = result + const_par

        output.odr_chisquare = odr_chisquare(np.concatenate((out.beta, out.xplus.ravel())))
        output.dof = x.shape[-1] - n_parms

        return output

    def prior_fit(x, y, func, priors, silent=False, **kwargs):
        warnings.warn("prior_fit renamed to least_squares", DeprecationWarning)
        return least_squares(x, y, func, priors=priors, silent=silent, **kwargs)

    def _prior_fit(x, y, func, priors, silent=False, **kwargs):
        output = Fit_result()

        output.fit_function = func

        x = np.asarray(x)

        if not callable(func):
            raise TypeError('func has to be a function.')

        for i in range(100):
            try:
                func(np.arange(i), 0)
            except:
                pass
            else:
                break

        n_parms = i

        if n_parms != len(priors):
            raise Exception('Priors does not have the correct length.')

        def extract_val_and_dval(string):
            split_string = string.split('(')
            if '.' in split_string[0] and '.' not in split_string[1][:-1]:
                factor = 10 ** -len(split_string[0].partition('.')[2])
            else:
                factor = 1
            return float(split_string[0]), float(split_string[1][:-1]) * factor

        loc_priors = []
        for i_n, i_prior in enumerate(priors):
            if isinstance(i_prior, Obs):
                loc_priors.append(i_prior)
            else:
                loc_val, loc_dval = extract_val_and_dval(i_prior)
                loc_priors.append(pseudo_Obs(loc_val, loc_dval, 'p' + str(i_n)))

        output.priors = loc_priors

        if not silent:
            print('Fit with', n_parms, 'parameters')

        y_f = [o.value for o in y]
        dy_f = [o.dvalue for o in y]

        if np.any(np.asarray(dy_f) <= 0.0):
            raise Exception('No y errors available, run the gamma method first.')

        p_f = [o.value for o in loc_priors]
        dp_f = [o.dvalue for o in loc_priors]

        if np.any(np.asarray(dp_f) <= 0.0):
            raise Exception('No prior errors available, run the gamma method first.')

        if 'initial_guess' in kwargs:
            x0 = kwargs.get('initial_guess')
            if len(x0) != n_parms:
                raise Exception('Initial guess does not have the correct length.')
        else:
            x0 = p_f

        def chisqfunc(p):
            model = func(p, x)
            chisq = anp.sum(((y_f - model) / dy_f) ** 2) + anp.sum(((p_f - p) / dp_f) ** 2)
            return chisq

        if not silent:
            print('Method: migrad')

        m = iminuit.Minuit.from_array_func(chisqfunc, x0, error=np.asarray(x0) * 0.01, errordef=1, print_level=0)
        if 'tol' in kwargs:
            m.tol = kwargs.get('tol')
        else:
            m.tol = 1e-4
        m.migrad()
        params = np.asarray(m.values.values())

        output.chisquare_by_dof = m.fval / len(x)

        output.method = 'migrad'

        if not silent:
            print('chisquare/d.o.f.:', output.chisquare_by_dof)

        if not m.fmin.is_valid:
            raise Exception('The minimization procedure did not converge.')

        hess_inv = np.linalg.pinv(jacobian(jacobian(chisqfunc))(params))

        def chisqfunc_compact(d):
            model = func(d[:n_parms], x)
            chisq = anp.sum(((d[n_parms: n_parms + len(x)] - model) / dy_f) ** 2) + anp.sum(((d[n_parms + len(x):] - d[:n_parms]) / dp_f) ** 2)
            return chisq

        jac_jac = jacobian(jacobian(chisqfunc_compact))(np.concatenate((params, y_f, p_f)))

        deriv = -hess_inv @ jac_jac[:n_parms, n_parms:]

        result = []
        for i in range(n_parms):
            result.append(derived_observable(lambda x, **kwargs: x[0] / y[0].value * params[i], list(y) + list(loc_priors), man_grad=list(deriv[i])))

        output.fit_parameters = result
        output.chisquare = chisqfunc(np.asarray(params))

        if kwargs.get('resplot') is True:
            residual_plot(x, y, func, result)

        if kwargs.get('qqplot') is True:
            qqplot(x, y, func, result)

        return output

    def standard_fit(x, y, func, silent=False, **kwargs):
        warnings.warn("standard_fit renamed to least_squares", DeprecationWarning)
        return least_squares(x, y, func, silent=silent, **kwargs)

    def _standard_fit(x, y, func, silent=False, **kwargs):

        output = Fit_result()

        output.fit_function = func

        x = np.asarray(x)

        if x.shape[-1] != len(y):
            raise Exception('x and y input have to have the same length')

        if len(x.shape) > 2:
            raise Exception('Unknown format for x values')

        if not callable(func):
            raise TypeError('func has to be a function.')

        func_aug = func
        if 'const_par' in kwargs:
            const_par = kwargs['const_par']
            if isinstance(const_par, Obs):
                const_par = [const_par]

            def func(p, x):
                return func_aug(np.concatenate((p, [o.value for o in const_par])), x)
        else:
            const_par = []

        for i in range(25):
            try:
                func(np.arange(i), x.T[0])
            except:
                pass
            else:
                break

        n_parms = i

        if not silent:
            print('Fit with', n_parms, 'parameters')
            if(len(const_par) > 0):
                print('\t and %d constrained parameter%s' % (len(const_par), 's' if len(const_par) > 1 else ''), const_par)

        y_f = [o.value for o in y]
        dy_f = [o.dvalue for o in y]

        if np.any(np.asarray(dy_f) <= 0.0):
            raise Exception('No y errors available, run the gamma method first.')

        if 'initial_guess' in kwargs:
            x0 = kwargs.get('initial_guess')
            if len(x0) != n_parms:
                raise Exception('Initial guess does not have the correct length: %d vs. %d' % (len(x0), n_parms))
        else:
            x0 = [0.1] * n_parms

        if kwargs.get('correlated_fit') is True:
            cov = covariance_matrix(y)
            covdiag = np.diag(1. / np.sqrt(np.diag(cov)))
            corr = np.copy(cov)
            for i in range(len(y)):
                for j in range(len(y)):
                    corr[i][j] = cov[i][j] / np.sqrt(cov[i][i] * cov[j][j])
            condn = np.linalg.cond(corr)
            if condn > 1e4:
                warnings.warn("Correlation matrix may be ill-conditioned! condition number: %1.2e" % (condn), RuntimeWarning)
            chol = np.linalg.cholesky(corr)
            chol_inv = np.linalg.inv(chol)
            chol_inv = np.dot(chol_inv, covdiag)

            def chisqfunc(p):
                model = func(p, x)
                chisq = anp.sum(anp.dot(chol_inv, (y_f - model)) ** 2)
                return chisq

            def chisqfunc_aug(p):
                model = func_aug(np.concatenate((p, [o.value for o in const_par])), x)
                chisq = anp.sum(anp.dot(chol_inv, (y_f - model)) ** 2)
                return chisq

        else:
            def chisqfunc(p):
                model = func(p, x)
                chisq = anp.sum(((y_f - model) / dy_f) ** 2)
                return chisq

            def chisqfunc_aug(p):
                model = func_aug(np.concatenate((p, [o.value for o in const_par])), x)
                chisq = anp.sum(((y_f - model) / dy_f) ** 2)
                return chisq

        if 'method' in kwargs:
            output.method = kwargs.get('method')
            if not silent:
                print('Method:', kwargs.get('method'))
            if kwargs.get('method') == 'migrad':
                fit_result = iminuit.minimize(chisqfunc, x0)
                fit_result = iminuit.minimize(chisqfunc, fit_result.x)
            else:
                fit_result = scipy.optimize.minimize(chisqfunc, x0, method=kwargs.get('method'))
                fit_result = scipy.optimize.minimize(chisqfunc, fit_result.x, method=kwargs.get('method'), tol=1e-12)

            chisquare = fit_result.fun

            output.iterations = fit_result.nit
        else:
            output.method = 'Levenberg-Marquardt'
            if not silent:
                print('Method: Levenberg-Marquardt')

            if kwargs.get('correlated_fit') is True:
                def chisqfunc_residuals(p):
                    model = func(p, x)
                    chisq = anp.dot(chol_inv, (y_f - model))
                    return chisq

            else:
                def chisqfunc_residuals(p):
                    model = func(p, x)
                    chisq = ((y_f - model) / dy_f)
                    return chisq

            fit_result = scipy.optimize.least_squares(chisqfunc_residuals, x0, method='lm', ftol=1e-15, gtol=1e-15, xtol=1e-15)

            chisquare = np.sum(fit_result.fun ** 2)

            output.iterations = fit_result.nfev

        if not fit_result.success:
            raise Exception('The minimization procedure did not converge.')

        if x.shape[-1] - n_parms > 0:
            output.chisquare_by_dof = chisquare / (x.shape[-1] - n_parms)
        else:
            output.chisquare_by_dof = float('nan')

        output.message = fit_result.message
        if not silent:
            print(fit_result.message)
            print('chisquare/d.o.f.:', output.chisquare_by_dof)

        if kwargs.get('expected_chisquare') is True:
            if kwargs.get('correlated_fit') is not True:
                W = np.diag(1 / np.asarray(dy_f))
                cov = covariance_matrix(y)
                A = W @ jacobian(func)(fit_result.x, x)
                P_phi = A @ np.linalg.inv(A.T @ A) @ A.T
                expected_chisquare = np.trace((np.identity(x.shape[-1]) - P_phi) @ W @ cov @ W)
                output.chisquare_by_expected_chisquare = chisquare / expected_chisquare
                if not silent:
                    print('chisquare/expected_chisquare:',
                          output.chisquare_by_expected_chisquare)

        fitp = np.concatenate((fit_result.x, [o.value for o in const_par]))
        hess_inv = np.linalg.pinv(jacobian(jacobian(chisqfunc_aug))(fitp))

        n_parms_aug = n_parms + len(const_par)
        if kwargs.get('correlated_fit') is True:
            def chisqfunc_compact(d):
                model = func_aug(d[:n_parms_aug], x)
                chisq = anp.sum(anp.dot(chol_inv, (d[n_parms_aug:] - model)) ** 2)
                return chisq

        else:
            def chisqfunc_compact(d):
                model = func_aug(d[:n_parms_aug], x)
                chisq = anp.sum(((d[n_parms_aug:] - model) / dy_f) ** 2)
                return chisq

        jac_jac = jacobian(jacobian(chisqfunc_compact))(np.concatenate((fitp, y_f)))

        deriv = -hess_inv @ jac_jac[:n_parms_aug, n_parms_aug:]

        result = []
        for i in range(n_parms):
            result.append(derived_observable(lambda x, **kwargs: x[0] / y[0].value * fit_result.x[i], list(y), man_grad=list(deriv[i])))

        output.fit_parameters = result + const_par

        output.chisquare = chisqfunc(fit_result.x)
        output.dof = x.shape[-1] - n_parms

        if kwargs.get('resplot') is True:
            residual_plot(x, y, func, result)

        if kwargs.get('qqplot') is True:
            qqplot(x, y, func, result)

        return output

    def odr_fit(x, y, func, silent=False, **kwargs):
        warnings.warn("odr_fit renamed to total_least_squares", DeprecationWarning)
        return total_least_squares(x, y, func, silent=silent, **kwargs)

    def fit_lin(x, y, **kwargs):
        """Performs a linear fit to y = n + m * x and returns two Obs n, m.

        y has to be a list of Obs, the dvalues of the Obs are used as yerror for the fit.
        x can either be a list of floats in which case no xerror is assumed, or
        a list of Obs, where the dvalues of the Obs are used as xerror for the fit.
        """

        def f(a, x):
            y = a[0] + a[1] * x
            return y

        if all(isinstance(n, Obs) for n in x):
            out = odr_fit(x, y, f, **kwargs)
            return out.fit_parameters
        elif all(isinstance(n, float) or isinstance(n, int) for n in x) or isinstance(x, np.ndarray):
            out = standard_fit(x, y, f, **kwargs)
            return out.fit_parameters
        else:
            raise Exception('Unsupported types for x')

    def qqplot(x, o_y, func, p):
        """ Generates a quantile-quantile plot of the fit result which can be used to
            check if the residuals of the fit are gaussian distributed.
        """

        residuals = []
        for i_x, i_y in zip(x, o_y):
            residuals.append((i_y - func(p, i_x)) / i_y.dvalue)
        residuals = sorted(residuals)
        my_y = [o.value for o in residuals]
        probplot = scipy.stats.probplot(my_y)
        my_x = probplot[0][0]
        plt.figure(figsize=(8, 8 / 1.618))
        plt.errorbar(my_x, my_y, fmt='o')
        fit_start = my_x[0]
        fit_stop = my_x[-1]
        samples = np.arange(fit_start, fit_stop, 0.01)
        plt.plot(samples, samples, 'k--', zorder=11, label='Standard normal distribution')
        plt.plot(samples, probplot[1][0] * samples + probplot[1][1], zorder=10, label='Least squares fit, r=' + str(np.around(probplot[1][2], 3)))

        plt.xlabel('Theoretical quantiles')
        plt.ylabel('Ordered Values')
        plt.legend()
        plt.draw()

    def residual_plot(x, y, func, fit_res):
        """ Generates a plot which compares the fit to the data and displays the corresponding residuals"""
        xstart = x[0] - 0.5
        xstop = x[-1] + 0.5
        x_samples = np.arange(xstart, xstop, 0.01)

        plt.figure(figsize=(8, 8 / 1.618))
        gs = gridspec.GridSpec(2, 1, height_ratios=[3, 1], wspace=0.0, hspace=0.0)
        ax0 = plt.subplot(gs[0])
        ax0.errorbar(x, [o.value for o in y], yerr=[o.dvalue for o in y], ls='none', fmt='o', capsize=3, markersize=5, label='Data')
        ax0.plot(x_samples, func([o.value for o in fit_res], x_samples), label='Fit', zorder=10, ls='-', ms=0)
        ax0.set_xticklabels([])
        ax0.set_xlim([xstart, xstop])
        ax0.set_xticklabels([])
        ax0.legend()

        residuals = (np.asarray([o.value for o in y]) - func([o.value for o in fit_res], x)) / np.asarray([o.dvalue for o in y])
        ax1 = plt.subplot(gs[1])
        ax1.plot(x, residuals, 'ko', ls='none', markersize=5)
        ax1.tick_params(direction='out')
        ax1.tick_params(axis="x", bottom=True, top=True, labelbottom=True)
        ax1.axhline(y=0.0, ls='--', color='k')
        ax1.fill_between(x_samples, -1.0, 1.0, alpha=0.1, facecolor='k')
        ax1.set_xlim([xstart, xstop])
        ax1.set_ylabel('Residuals')
        plt.subplots_adjust(wspace=None, hspace=None)
        plt.draw()

    def covariance_matrix(y):
        """Returns the covariance matrix of y."""
        length = len(y)
        cov = np.zeros((length, length))
        for i, item in enumerate(y):
            for j, jtem in enumerate(y[:i + 1]):
                if i == j:
                    cov[i, j] = item.dvalue ** 2
                else:
                    cov[i, j] = covariance(item, jtem)
        return cov + cov.T - np.diag(np.diag(cov))

    def error_band(x, func, beta):
        """Returns the error band for an array of sample values x, for given fit function func with optimized parameters beta."""
        cov = covariance_matrix(beta)
        if np.any(np.abs(cov - cov.T) > 1000 * np.finfo(np.float64).eps):
            warnings.warn("Covariance matrix is not symmetric within floating point precision", RuntimeWarning)

        deriv = []
        for i, item in enumerate(x):
            deriv.append(np.array(egrad(func)([o.value for o in beta], item)))

        err = []
        for i, item in enumerate(x):
            err.append(np.sqrt(deriv[i] @ cov @ deriv[i]))
        err = np.array(err)

        return err

    def ks_test(obs=None):
        """Performs a Kolmogorov–Smirnov test for the Q-values of all fit object.

        If no list is given all Obs in memory are used.

        Disclaimer: The determination of the individual Q-values as well as this function have not been tested yet.
        """

        raise Exception('Not yet implemented')

        if obs is None:
            obs_list = []
            for obj in gc.get_objects():
                if isinstance(obj, Obs):
                    obs_list.append(obj)
        else:
            obs_list = obs

        # TODO: Rework to apply to Q-values of all fits in memory
        Qs = []
        for obs_i in obs_list:
            for ens in obs_i.e_names:
                if obs_i.e_Q[ens] is not None:
                    Qs.append(obs_i.e_Q[ens])

        bins = len(Qs)
        x = np.arange(0, 1.001, 0.001)
        plt.plot(x, x, 'k', zorder=1)
        plt.xlim(0, 1)
        plt.ylim(0, 1)
        plt.xlabel('Q value')
        plt.ylabel('Cumulative probability')
        plt.title(str(bins) + ' Q values')

        n = np.arange(1, bins + 1) / np.float64(bins)
        Xs = np.sort(Qs)
        plt.step(Xs, n)
        diffs = n - Xs
        loc_max_diff = np.argmax(np.abs(diffs))
        loc = Xs[loc_max_diff]
        plt.annotate(s='', xy=(loc, loc), xytext=(loc, loc + diffs[loc_max_diff]), arrowprops=dict(arrowstyle='<->', shrinkA=0, shrinkB=0))
        plt.draw()

        print(scipy.stats.kstest(Qs, 'uniform'))

    def fit_general(x, y, func, silent=False, **kwargs):
        """Performs a non-linear fit to y = func(x) and returns a list of Obs corresponding to the fit parameters.

        Plausibility of the results should be checked. To control the numerical differentiation
        the kwargs of numdifftools.step_generators.MaxStepGenerator can be used.

        func has to be of the form

        def func(a, x):
            y = a[0] + a[1] * x + a[2] * np.sinh(x)
            return y

        y has to be a list of Obs, the dvalues of the Obs are used as yerror for the fit.
        x can either be a list of floats in which case no xerror is assumed, or
        a list of Obs, where the dvalues of the Obs are used as xerror for the fit.

        Keyword arguments
        -----------------
        silent -- If true all output to the console is omitted (default False).
        initial_guess -- can provide an initial guess for the input parameters. Relevant for non-linear fits
                         with many parameters.
        """

        warnings.warn("New fit functions with exact error propagation are now available as alternative.", DeprecationWarning)

        if not callable(func):
            raise TypeError('func has to be a function.')

        for i in range(10):
            try:
                func(np.arange(i), 0)
            except:
                pass
            else:
                break
        n_parms = i
        if not silent:
            print('Fit with', n_parms, 'parameters')

        global print_output, beta0
        print_output = 1
        if 'initial_guess' in kwargs:
            beta0 = kwargs.get('initial_guess')
            if len(beta0) != n_parms:
                raise Exception('Initial guess does not have the correct length.')
        else:
            beta0 = np.arange(n_parms)

        if len(x) != len(y):
            raise Exception('x and y have to have the same length')

        if all(isinstance(n, Obs) for n in x):
            obs = x + y
            x_constants = None
            xerr = [o.dvalue for o in x]
            yerr = [o.dvalue for o in y]
        elif all(isinstance(n, float) or isinstance(n, int) for n in x) or isinstance(x, np.ndarray):
            obs = y
            x_constants = x
            xerr = None
            yerr = [o.dvalue for o in y]
        else:
            raise Exception('Unsupported types for x')

        def do_the_fit(obs, **kwargs):

            global print_output, beta0

            func = kwargs.get('function')
            yerr = kwargs.get('yerr')
            length = len(yerr)

            xerr = kwargs.get('xerr')

            if length == len(obs):
                assert 'x_constants' in kwargs
                data = RealData(kwargs.get('x_constants'), obs, sy=yerr)
                fit_type = 2
            elif length == len(obs) // 2:
                data = RealData(obs[:length], obs[length:], sx=xerr, sy=yerr)
                fit_type = 0
            else:
                raise Exception('x and y do not fit together.')

            model = Model(func)

            odr = ODR(data, model, beta0, partol=np.finfo(np.float64).eps)
            odr.set_job(fit_type=fit_type, deriv=1)
            output = odr.run()
            if print_output and not silent:
                print(*output.stopreason)
                print('chisquare/d.o.f.:', output.res_var)
                print_output = 0
            beta0 = output.beta
            return output.beta[kwargs.get('n')]
        res = []
        for n in range(n_parms):
            res.append(derived_observable(do_the_fit, obs, function=func, xerr=xerr, yerr=yerr, x_constants=x_constants, num_grad=True, n=n, **kwargs))
        return res

class Fit_result(collections.abc.Sequence):
View Source

    class Fit_result(Sequence):
        """Represents fit results.

        Attributes
        ----------
        fit_parameters : list
            results for the individual fit parameters,
            also accessible via indices.
        """

        def __init__(self):
            self.fit_parameters = None

        def __getitem__(self, idx):
            return self.fit_parameters[idx]

        def __len__(self):
            return len(self.fit_parameters)

        def gamma_method(self):
            """Apply the gamma method to all fit parameters"""
            [o.gamma_method() for o in self.fit_parameters]

        def __str__(self):
            self.gamma_method()
            my_str = 'Goodness of fit:\n'
            if hasattr(self, 'chisquare_by_dof'):
                my_str += '\u03C7\u00b2/d.o.f. = ' + f'{self.chisquare_by_dof:2.6f}' + '\n'
            elif hasattr(self, 'residual_variance'):
                my_str += 'residual variance = ' + f'{self.residual_variance:2.6f}' + '\n'
            if hasattr(self, 'chisquare_by_expected_chisquare'):
                my_str += '\u03C7\u00b2/\u03C7\u00b2exp  = ' + f'{self.chisquare_by_expected_chisquare:2.6f}' + '\n'
            my_str += 'Fit parameters:\n'
            for i_par, par in enumerate(self.fit_parameters):
                my_str += str(i_par) + '\t' + ' ' * int(par >= 0) + str(par).rjust(int(par < 0.0)) + '\n'
            return my_str

        def __repr__(self):
            m = max(map(len, list(self.__dict__.keys()))) + 1
            return '\n'.join([key.rjust(m) + ': ' + repr(value) for key, value in sorted(self.__dict__.items())])

Represents fit results.

###### Attributes

- fit_parameters (list): results for the individual fit parameters, also accessible via indices.

Fit_result()
View Source

        def __init__(self):
            self.fit_parameters = None

def gamma_method(self):
View Source

        def gamma_method(self):
            """Apply the gamma method to all fit parameters"""
            [o.gamma_method() for o in self.fit_parameters]

Apply the gamma method to all fit parameters

##### Inherited Members

collections.abc.Sequence
  index
  count

def least_squares(x, y, func, priors=None, silent=False, **kwargs):
View Source

    def least_squares(x, y, func, priors=None, silent=False, **kwargs):
        r'''Performs a non-linear fit to y = func(x).

        Parameters
        ----------
        x : list
            list of floats.
        y : list
            list of Obs.
        func : object
            fit function, has to be of the form

            ```python
            def func(a, x):
                y = a[0] + a[1] * x + a[2] * anp.sinh(x)
                return y
            ```

            For multiple x values func can be of the form

            ```python
            def func(a, x):
                (x1, x2) = x
                return a[0] * x1 ** 2 + a[1] * x2
            ```

            It is important that all numpy functions refer to autograd.numpy, otherwise the differentiation
            will not work
        priors : list, optional
            priors has to be a list with an entry for every parameter in the fit. The entries can either be
            Obs (e.g. results from a previous fit) or strings containing a value and an error formatted like
            0.548(23), 500(40) or 0.5(0.4)
        silent : bool, optional
            If true all output to the console is omitted (default False).
        initial_guess : list
            can provide an initial guess for the input parameters. Relevant for
                         non-linear fits with many parameters.
        method : str
            can be used to choose an alternative method for the minimization of chisquare.
            The possible methods are the ones which can be used for scipy.optimize.minimize and
            migrad of iminuit. If no method is specified, Levenberg-Marquard is used.
            Reliable alternatives are migrad, Powell and Nelder-Mead.
        resplot : bool
            If true, a plot which displays fit, data and residuals is generated (default False).
        qqplot : bool
            If true, a quantile-quantile plot of the fit result is generated (default False).
        expected_chisquare : bool
            If true prints the expected chisquare which is
            corrected by effects caused by correlated input data.
            This can take a while as the full correlation matrix
            has to be calculated (default False).
        correlated_fit : bool
            If true, use the full correlation matrix in the definition of the chisquare
            (only works for prior==None and when no method is given, at the moment).
        const_par : list, optional
            List of N Obs that are used to constrain the last N fit parameters of func.
        '''
        if priors is not None:
            return _prior_fit(x, y, func, priors, silent=silent, **kwargs)
        else:
            return _standard_fit(x, y, func, silent=silent, **kwargs)

Performs a non-linear fit to y = func(x).

###### Parameters

- x (list): list of floats.
- y (list): list of Obs.

- func (object): fit function, has to be of the form

      def func(a, x):
         y = a[0] + a[1] * x + a[2] * anp.sinh(x)
         return y

  For multiple x values func can be of the form

      def func(a, x):
         (x1, x2) = x
         return a[0] * x1 ** 2 + a[1] * x2

  It is important that all numpy functions refer to autograd.numpy, otherwise the differentiation will not work

- priors (list, optional): priors has to be a list with an entry for every parameter in the fit. The entries can either be Obs (e.g. results from a previous fit) or strings containing a value and an error formatted like 0.548(23), 500(40) or 0.5(0.4)
- silent (bool, optional): If true all output to the console is omitted (default False).
- initial_guess (list): can provide an initial guess for the input parameters. Relevant for non-linear fits with many parameters.
- method (str): can be used to choose an alternative method for the minimization of chisquare. The possible methods are the ones which can be used for scipy.optimize.minimize and migrad of iminuit. If no method is specified, Levenberg-Marquard is used. Reliable alternatives are migrad, Powell and Nelder-Mead.
- resplot (bool): If true, a plot which displays fit, data and residuals is generated (default False).
- qqplot (bool): If true, a quantile-quantile plot of the fit result is generated (default False).
- expected_chisquare (bool): If true prints the expected chisquare which is corrected by effects caused by correlated input data. This can take a while as the full correlation matrix has to be calculated (default False).
- correlated_fit (bool): If true, use the full correlation matrix in the definition of the chisquare (only works for prior==None and when no method is given, at the moment).
- const_par (list, optional): List of N Obs that are used to constrain the last N fit parameters of func.

def total_least_squares(x, y, func, silent=False, **kwargs):
View Source

    def total_least_squares(x, y, func, silent=False, **kwargs):
        r'''Performs a non-linear fit to y = func(x) and returns a list of Obs corresponding to the fit parameters.

        Parameters
        ----------
        x : list
            list of Obs, or a tuple of lists of Obs
        y : list
            list of Obs. The dvalues of the Obs are used as x- and yerror for the fit.
        func : object
            func has to be of the form

            ```python
            def func(a, x):
                y = a[0] + a[1] * x + a[2] * anp.sinh(x)
                return y
            ```

            For multiple x values func can be of the form

            ```python
            def func(a, x):
                (x1, x2) = x
                return a[0] * x1 ** 2 + a[1] * x2
            ```

            It is important that all numpy functions refer to autograd.numpy, otherwise the differentiation
            will not work.
        silent : bool, optional
            If true all output to the console is omitted (default False).
        initial_guess : list
            can provide an initial guess for the input parameters. Relevant for non-linear
            fits with many parameters.
        expected_chisquare : bool
            If true prints the expected chisquare which is
            corrected by effects caused by correlated input data.
            This can take a while as the full correlation matrix
            has to be calculated (default False).
        const_par : list, optional
            List of N Obs that are used to constrain the last N fit parameters of func.

        Based on the orthogonal distance regression module of scipy
        '''

        output = Fit_result()

        output.fit_function = func

        x = np.array(x)

        x_shape = x.shape

        if not callable(func):
            raise TypeError('func has to be a function.')

        func_aug = func
        if 'const_par' in kwargs:
            const_par = kwargs['const_par']
            if isinstance(const_par, Obs):
                const_par = [const_par]

            def func(p, x):
                return func_aug(np.concatenate((p, [o.value for o in const_par])), x)
        else:
            const_par = []

        for i in range(25):
            try:
                func(np.arange(i), x.T[0])
            except:
                pass
            else:
                break

        n_parms = i
        if not silent:
            print('Fit with', n_parms, 'parameters')
            if(len(const_par) > 0):
                print('\t and %d constrained parameter%s' % (len(const_par), 's' if len(const_par) > 1 else ''), const_par)

        x_f = np.vectorize(lambda o: o.value)(x)
        dx_f = np.vectorize(lambda o: o.dvalue)(x)
        y_f = np.array([o.value for o in y])
        dy_f = np.array([o.dvalue for o in y])

        if np.any(np.asarray(dx_f) <= 0.0):
            raise Exception('No x errors available, run the gamma method first.')

        if np.any(np.asarray(dy_f) <= 0.0):
            raise Exception('No y errors available, run the gamma method first.')

        if 'initial_guess' in kwargs:
            x0 = kwargs.get('initial_guess')
            if len(x0) != n_parms:
                raise Exception('Initial guess does not have the correct length: %d vs. %d' % (len(x0), n_parms))
        else:
            x0 = [1] * n_parms

        data = RealData(x_f, y_f, sx=dx_f, sy=dy_f)
        model = Model(func)
        odr = ODR(data, model, x0, partol=np.finfo(np.float64).eps)
        odr.set_job(fit_type=0, deriv=1)
        out = odr.run()

        output.residual_variance = out.res_var

        output.method = 'ODR'

        output.message = out.stopreason

        output.xplus = out.xplus

        if not silent:
            print('Method: ODR')
            print(*out.stopreason)
            print('Residual variance:', output.residual_variance)

        if out.info > 3:
            raise Exception('The minimization procedure did not converge.')

        m = x_f.size
        n_parms_aug = n_parms + len(const_par)

        def odr_chisquare(p):
            model = func(p[:n_parms], p[n_parms:].reshape(x_shape))
            chisq = anp.sum(((y_f - model) / dy_f) ** 2) + anp.sum(((x_f - p[n_parms:].reshape(x_shape)) / dx_f) ** 2)
            return chisq

        def odr_chisquare_aug(p):
            model = func_aug(np.concatenate((p[:n_parms_aug], [o.value for o in const_par])), p[n_parms_aug:].reshape(x_shape))
            chisq = anp.sum(((y_f - model) / dy_f) ** 2) + anp.sum(((x_f - p[n_parms_aug:].reshape(x_shape)) / dx_f) ** 2)
            return chisq

        if kwargs.get('expected_chisquare') is True:
            W = np.diag(1 / np.asarray(np.concatenate((dy_f.ravel(), dx_f.ravel()))))

            if kwargs.get('covariance') is not None:
                cov = kwargs.get('covariance')
            else:
                cov = covariance_matrix(np.concatenate((y, x.ravel())))

            number_of_x_parameters = int(m / x_f.shape[-1])

            old_jac = jacobian(func)(out.beta, out.xplus)
            fused_row1 = np.concatenate((old_jac, np.concatenate((number_of_x_parameters * [np.zeros(old_jac.shape)]), axis=0)))
            fused_row2 = np.concatenate((jacobian(lambda x, y: func(y, x))(out.xplus, out.beta).reshape(x_f.shape[-1], x_f.shape[-1] * number_of_x_parameters), np.identity(number_of_x_parameters * old_jac.shape[0])))
            new_jac = np.concatenate((fused_row1, fused_row2), axis=1)

            A = W @ new_jac
            P_phi = A @ np.linalg.inv(A.T @ A) @ A.T
            expected_chisquare = np.trace((np.identity(P_phi.shape[0]) - P_phi) @ W @ cov @ W)
            if expected_chisquare <= 0.0:
                warnings.warn("Negative expected_chisquare.", RuntimeWarning)
                expected_chisquare = np.abs(expected_chisquare)
            output.chisquare_by_expected_chisquare = odr_chisquare(np.concatenate((out.beta, out.xplus.ravel()))) / expected_chisquare
            if not silent:
                print('chisquare/expected_chisquare:',
                      output.chisquare_by_expected_chisquare)

        fitp = np.concatenate((out.beta, [o.value for o in const_par]))
        hess_inv = np.linalg.pinv(jacobian(jacobian(odr_chisquare_aug))(np.concatenate((fitp, out.xplus.ravel()))))

        def odr_chisquare_compact_x(d):
            model = func_aug(d[:n_parms_aug], d[n_parms_aug:n_parms_aug + m].reshape(x_shape))
            chisq = anp.sum(((y_f - model) / dy_f) ** 2) + anp.sum(((d[n_parms_aug + m:].reshape(x_shape) - d[n_parms_aug:n_parms_aug + m].reshape(x_shape)) / dx_f) ** 2)
            return chisq

        jac_jac_x = jacobian(jacobian(odr_chisquare_compact_x))(np.concatenate((fitp, out.xplus.ravel(), x_f.ravel())))

        deriv_x = -hess_inv @ jac_jac_x[:n_parms_aug + m, n_parms_aug + m:]

        def odr_chisquare_compact_y(d):
            model = func_aug(d[:n_parms_aug], d[n_parms_aug:n_parms_aug + m].reshape(x_shape))
            chisq = anp.sum(((d[n_parms_aug + m:] - model) / dy_f) ** 2) + anp.sum(((x_f - d[n_parms_aug:n_parms_aug + m].reshape(x_shape)) / dx_f) ** 2)
            return chisq

        jac_jac_y = jacobian(jacobian(odr_chisquare_compact_y))(np.concatenate((fitp, out.xplus.ravel(), y_f)))

        deriv_y = -hess_inv @ jac_jac_y[:n_parms_aug + m, n_parms_aug + m:]

        result = []
        for i in range(n_parms):
            result.append(derived_observable(lambda my_var, **kwargs: my_var[0] / x.ravel()[0].value * out.beta[i], list(x.ravel()) + list(y), man_grad=list(deriv_x[i]) + list(deriv_y[i])))

        output.fit_parameters = result + const_par

        output.odr_chisquare = odr_chisquare(np.concatenate((out.beta, out.xplus.ravel())))
        output.dof = x.shape[-1] - n_parms

        return output

Performs a non-linear fit to y = func(x) and returns a list of Obs corresponding to the fit parameters.

###### Parameters

- x (list): list of Obs, or a tuple of lists of Obs
- y (list): list of Obs. The dvalues of the Obs are used as x- and yerror for the fit.

- func (object): func has to be of the form

      def func(a, x):
         y = a[0] + a[1] * x + a[2] * anp.sinh(x)
         return y

  For multiple x values func can be of the form

      def func(a, x):
         (x1, x2) = x
         return a[0] * x1 ** 2 + a[1] * x2

  It is important that all numpy functions refer to autograd.numpy, otherwise the differentiation will not work.

- silent (bool, optional): If true all output to the console is omitted (default False).
- initial_guess (list): can provide an initial guess for the input parameters. Relevant for non-linear fits with many parameters.
- expected_chisquare (bool): If true prints the expected chisquare which is corrected by effects caused by correlated input data. This can take a while as the full correlation matrix has to be calculated (default False).
- const_par (list, optional): List of N Obs that are used to constrain the last N fit parameters of func.
- Based on the orthogonal distance regression module of scipy

def prior_fit(x, y, func, priors, silent=False, **kwargs):
View Source

    def prior_fit(x, y, func, priors, silent=False, **kwargs):
        warnings.warn("prior_fit renamed to least_squares", DeprecationWarning)
        return least_squares(x, y, func, priors=priors, silent=silent, **kwargs)

def standard_fit(x, y, func, silent=False, **kwargs):
View Source

    def standard_fit(x, y, func, silent=False, **kwargs):
        warnings.warn("standard_fit renamed to least_squares", DeprecationWarning)
        return least_squares(x, y, func, silent=silent, **kwargs)

def odr_fit(x, y, func, silent=False, **kwargs):
View Source

    def odr_fit(x, y, func, silent=False, **kwargs):
        warnings.warn("odr_fit renamed to total_least_squares", DeprecationWarning)
        return total_least_squares(x, y, func, silent=silent, **kwargs)

def fit_lin(x, y, **kwargs):
View Source

    def fit_lin(x, y, **kwargs):
        """Performs a linear fit to y = n + m * x and returns two Obs n, m.

        y has to be a list of Obs, the dvalues of the Obs are used as yerror for the fit.
        x can either be a list of floats in which case no xerror is assumed, or
        a list of Obs, where the dvalues of the Obs are used as xerror for the fit.
        """

        def f(a, x):
            y = a[0] + a[1] * x
            return y

        if all(isinstance(n, Obs) for n in x):
            out = odr_fit(x, y, f, **kwargs)
            return out.fit_parameters
        elif all(isinstance(n, float) or isinstance(n, int) for n in x) or isinstance(x, np.ndarray):
            out = standard_fit(x, y, f, **kwargs)
            return out.fit_parameters
        else:
            raise Exception('Unsupported types for x')

Performs a linear fit to y = n + m * x and returns two Obs n, m.

y has to be a list of Obs, the dvalues of the Obs are used as yerror for the fit. x can either be a list of floats in which case no xerror is assumed, or a list of Obs, where the dvalues of the Obs are used as xerror for the fit.

def qqplot(x, o_y, func, p):
View Source

    def qqplot(x, o_y, func, p):
        """ Generates a quantile-quantile plot of the fit result which can be used to
            check if the residuals of the fit are gaussian distributed.
        """

        residuals = []
        for i_x, i_y in zip(x, o_y):
            residuals.append((i_y - func(p, i_x)) / i_y.dvalue)
        residuals = sorted(residuals)
        my_y = [o.value for o in residuals]
        probplot = scipy.stats.probplot(my_y)
        my_x = probplot[0][0]
        plt.figure(figsize=(8, 8 / 1.618))
        plt.errorbar(my_x, my_y, fmt='o')
        fit_start = my_x[0]
        fit_stop = my_x[-1]
        samples = np.arange(fit_start, fit_stop, 0.01)
        plt.plot(samples, samples, 'k--', zorder=11, label='Standard normal distribution')
        plt.plot(samples, probplot[1][0] * samples + probplot[1][1], zorder=10, label='Least squares fit, r=' + str(np.around(probplot[1][2], 3)))

        plt.xlabel('Theoretical quantiles')
        plt.ylabel('Ordered Values')
        plt.legend()
        plt.draw()

Generates a quantile-quantile plot of the fit result which can be used to check if the residuals of the fit are gaussian distributed.

def residual_plot(x, y, func, fit_res):
View Source

    def residual_plot(x, y, func, fit_res):
        """ Generates a plot which compares the fit to the data and displays the corresponding residuals"""
        xstart = x[0] - 0.5
        xstop = x[-1] + 0.5
        x_samples = np.arange(xstart, xstop, 0.01)

        plt.figure(figsize=(8, 8 / 1.618))
        gs = gridspec.GridSpec(2, 1, height_ratios=[3, 1], wspace=0.0, hspace=0.0)
        ax0 = plt.subplot(gs[0])
        ax0.errorbar(x, [o.value for o in y], yerr=[o.dvalue for o in y], ls='none', fmt='o', capsize=3, markersize=5, label='Data')
        ax0.plot(x_samples, func([o.value for o in fit_res], x_samples), label='Fit', zorder=10, ls='-', ms=0)
        ax0.set_xticklabels([])
        ax0.set_xlim([xstart, xstop])
        ax0.set_xticklabels([])
        ax0.legend()

        residuals = (np.asarray([o.value for o in y]) - func([o.value for o in fit_res], x)) / np.asarray([o.dvalue for o in y])
        ax1 = plt.subplot(gs[1])
        ax1.plot(x, residuals, 'ko', ls='none', markersize=5)
        ax1.tick_params(direction='out')
        ax1.tick_params(axis="x", bottom=True, top=True, labelbottom=True)
        ax1.axhline(y=0.0, ls='--', color='k')
        ax1.fill_between(x_samples, -1.0, 1.0, alpha=0.1, facecolor='k')
        ax1.set_xlim([xstart, xstop])
        ax1.set_ylabel('Residuals')
        plt.subplots_adjust(wspace=None, hspace=None)
        plt.draw()

Generates a plot which compares the fit to the data and displays the corresponding residuals

def covariance_matrix(y):
View Source

    def covariance_matrix(y):
        """Returns the covariance matrix of y."""
        length = len(y)
        cov = np.zeros((length, length))
        for i, item in enumerate(y):
            for j, jtem in enumerate(y[:i + 1]):
                if i == j:
                    cov[i, j] = item.dvalue ** 2
                else:
                    cov[i, j] = covariance(item, jtem)
        return cov + cov.T - np.diag(np.diag(cov))

Returns the covariance matrix of y.

def error_band(x, func, beta):
View Source

    def error_band(x, func, beta):
        """Returns the error band for an array of sample values x, for given fit function func with optimized parameters beta."""
        cov = covariance_matrix(beta)
        if np.any(np.abs(cov - cov.T) > 1000 * np.finfo(np.float64).eps):
            warnings.warn("Covariance matrix is not symmetric within floating point precision", RuntimeWarning)

        deriv = []
        for i, item in enumerate(x):
            deriv.append(np.array(egrad(func)([o.value for o in beta], item)))

        err = []
        for i, item in enumerate(x):
            err.append(np.sqrt(deriv[i] @ cov @ deriv[i]))
        err = np.array(err)

        return err

Returns the error band for an array of sample values x, for given fit function func with optimized parameters beta.

def ks_test(obs=None):
View Source

    def ks_test(obs=None):
        """Performs a Kolmogorov–Smirnov test for the Q-values of all fit object.

        If no list is given all Obs in memory are used.

        Disclaimer: The determination of the individual Q-values as well as this function have not been tested yet.
        """

        raise Exception('Not yet implemented')

        if obs is None:
            obs_list = []
            for obj in gc.get_objects():
                if isinstance(obj, Obs):
                    obs_list.append(obj)
        else:
            obs_list = obs

        # TODO: Rework to apply to Q-values of all fits in memory
        Qs = []
        for obs_i in obs_list:
            for ens in obs_i.e_names:
                if obs_i.e_Q[ens] is not None:
                    Qs.append(obs_i.e_Q[ens])

        bins = len(Qs)
        x = np.arange(0, 1.001, 0.001)
        plt.plot(x, x, 'k', zorder=1)
        plt.xlim(0, 1)
        plt.ylim(0, 1)
        plt.xlabel('Q value')
        plt.ylabel('Cumulative probability')
        plt.title(str(bins) + ' Q values')

        n = np.arange(1, bins + 1) / np.float64(bins)
        Xs = np.sort(Qs)
        plt.step(Xs, n)
        diffs = n - Xs
        loc_max_diff = np.argmax(np.abs(diffs))
        loc = Xs[loc_max_diff]
        plt.annotate(s='', xy=(loc, loc), xytext=(loc, loc + diffs[loc_max_diff]), arrowprops=dict(arrowstyle='<->', shrinkA=0, shrinkB=0))
        plt.draw()

        print(scipy.stats.kstest(Qs, 'uniform'))

Performs a Kolmogorov–Smirnov test for the Q-values of all fit object.

If no list is given all Obs in memory are used.

Disclaimer: The determination of the individual Q-values as well as this function have not been tested yet.

def fit_general(x, y, func, silent=False, **kwargs):
View Source

    def fit_general(x, y, func, silent=False, **kwargs):
        """Performs a non-linear fit to y = func(x) and returns a list of Obs corresponding to the fit parameters.

        Plausibility of the results should be checked. To control the numerical differentiation
        the kwargs of numdifftools.step_generators.MaxStepGenerator can be used.

        func has to be of the form

        def func(a, x):
            y = a[0] + a[1] * x + a[2] * np.sinh(x)
            return y

        y has to be a list of Obs, the dvalues of the Obs are used as yerror for the fit.
        x can either be a list of floats in which case no xerror is assumed, or
        a list of Obs, where the dvalues of the Obs are used as xerror for the fit.

        Keyword arguments
        -----------------
        silent -- If true all output to the console is omitted (default False).
        initial_guess -- can provide an initial guess for the input parameters. Relevant for non-linear fits
                         with many parameters.
        """

        warnings.warn("New fit functions with exact error propagation are now available as alternative.", DeprecationWarning)

        if not callable(func):
            raise TypeError('func has to be a function.')

        for i in range(10):
            try:
                func(np.arange(i), 0)
            except:
                pass
            else:
                break
        n_parms = i
        if not silent:
            print('Fit with', n_parms, 'parameters')

        global print_output, beta0
        print_output = 1
        if 'initial_guess' in kwargs:
            beta0 = kwargs.get('initial_guess')
            if len(beta0) != n_parms:
                raise Exception('Initial guess does not have the correct length.')
        else:
            beta0 = np.arange(n_parms)

        if len(x) != len(y):
            raise Exception('x and y have to have the same length')

        if all(isinstance(n, Obs) for n in x):
            obs = x + y
            x_constants = None
            xerr = [o.dvalue for o in x]
            yerr = [o.dvalue for o in y]
        elif all(isinstance(n, float) or isinstance(n, int) for n in x) or isinstance(x, np.ndarray):
            obs = y
            x_constants = x
            xerr = None
            yerr = [o.dvalue for o in y]
        else:
            raise Exception('Unsupported types for x')

        def do_the_fit(obs, **kwargs):

            global print_output, beta0

            func = kwargs.get('function')
            yerr = kwargs.get('yerr')
            length = len(yerr)

            xerr = kwargs.get('xerr')

            if length == len(obs):
                assert 'x_constants' in kwargs
                data = RealData(kwargs.get('x_constants'), obs, sy=yerr)
                fit_type = 2
            elif length == len(obs) // 2:
                data = RealData(obs[:length], obs[length:], sx=xerr, sy=yerr)
                fit_type = 0
            else:
                raise Exception('x and y do not fit together.')

            model = Model(func)

            odr = ODR(data, model, beta0, partol=np.finfo(np.float64).eps)
            odr.set_job(fit_type=fit_type, deriv=1)
            output = odr.run()
            if print_output and not silent:
                print(*output.stopreason)
                print('chisquare/d.o.f.:', output.res_var)
                print_output = 0
            beta0 = output.beta
            return output.beta[kwargs.get('n')]
        res = []
        for n in range(n_parms):
            res.append(derived_observable(do_the_fit, obs, function=func, xerr=xerr, yerr=yerr, x_constants=x_constants, num_grad=True, n=n, **kwargs))
        return res

Performs a non-linear fit to y = func(x) and returns a list of Obs corresponding to the fit parameters.

Plausibility of the results should be checked. To control the numerical differentiation the kwargs of numdifftools.step_generators.MaxStepGenerator can be used.

func has to be of the form

def func(a, x): y = a[0] + a[1] * x + a[2] * np.sinh(x) return y

y has to be a list of Obs, the dvalues of the Obs are used as yerror for the fit. x can either be a list of floats in which case no xerror is assumed, or a list of Obs, where the dvalues of the Obs are used as xerror for the fit.

###### Keyword arguments

silent -- If true all output to the console is omitted (default False). initial_guess -- can provide an initial guess for the input parameters. Relevant for non-linear fits with many parameters.