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fjosw 2022-03-03 10:12:18 +00:00
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@ -559,15 +559,11 @@
<span class="n">x0</span> <span class="o">=</span> <span class="p">[</span><span class="mf">0.1</span><span class="p">]</span> <span class="o">*</span> <span class="n">n_parms</span>
<span class="k">if</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">&#39;correlated_fit&#39;</span><span class="p">)</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">:</span>
<span class="n">cov</span> <span class="o">=</span> <span class="n">covariance</span><span class="p">(</span><span class="n">y</span><span class="p">)</span>
<span class="n">covdiag</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">(</span><span class="mf">1.</span> <span class="o">/</span> <span class="n">np</span><span class="o">.</span><span class="n">sqrt</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">(</span><span class="n">cov</span><span class="p">)))</span>
<span class="n">corr</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">copy</span><span class="p">(</span><span class="n">cov</span><span class="p">)</span>
<span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">y</span><span class="p">)):</span>
<span class="k">for</span> <span class="n">j</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">y</span><span class="p">)):</span>
<span class="n">corr</span><span class="p">[</span><span class="n">i</span><span class="p">][</span><span class="n">j</span><span class="p">]</span> <span class="o">=</span> <span class="n">cov</span><span class="p">[</span><span class="n">i</span><span class="p">][</span><span class="n">j</span><span class="p">]</span> <span class="o">/</span> <span class="n">np</span><span class="o">.</span><span class="n">sqrt</span><span class="p">(</span><span class="n">cov</span><span class="p">[</span><span class="n">i</span><span class="p">][</span><span class="n">i</span><span class="p">]</span> <span class="o">*</span> <span class="n">cov</span><span class="p">[</span><span class="n">j</span><span class="p">][</span><span class="n">j</span><span class="p">])</span>
<span class="n">corr</span> <span class="o">=</span> <span class="n">covariance</span><span class="p">(</span><span class="n">y</span><span class="p">,</span> <span class="n">correlation</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
<span class="n">covdiag</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">(</span><span class="mi">1</span> <span class="o">/</span> <span class="n">np</span><span class="o">.</span><span class="n">asarray</span><span class="p">(</span><span class="n">dy_f</span><span class="p">))</span>
<span class="n">condn</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">cond</span><span class="p">(</span><span class="n">corr</span><span class="p">)</span>
<span class="k">if</span> <span class="n">condn</span> <span class="o">&gt;</span> <span class="mf">1e4</span><span class="p">:</span>
<span class="n">warnings</span><span class="o">.</span><span class="n">warn</span><span class="p">(</span><span class="s2">&quot;Correlation matrix may be ill-conditioned! condition number: </span><span class="si">%1.2e</span><span class="s2">&quot;</span> <span class="o">%</span> <span class="p">(</span><span class="n">condn</span><span class="p">),</span> <span class="ne">RuntimeWarning</span><span class="p">)</span>
<span class="k">if</span> <span class="n">condn</span> <span class="o">&gt;</span> <span class="mf">1e8</span><span class="p">:</span>
<span class="n">warnings</span><span class="o">.</span><span class="n">warn</span><span class="p">(</span><span class="s2">&quot;Correlation matrix may be ill-conditioned, condition number: </span><span class="si">%1.2e</span><span class="s2">&quot;</span> <span class="o">%</span> <span class="p">(</span><span class="n">condn</span><span class="p">),</span> <span class="ne">RuntimeWarning</span><span class="p">)</span>
<span class="n">chol</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">cholesky</span><span class="p">(</span><span class="n">corr</span><span class="p">)</span>
<span class="n">chol_inv</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">inv</span><span class="p">(</span><span class="n">chol</span><span class="p">)</span>
<span class="n">chol_inv</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="n">chol_inv</span><span class="p">,</span> <span class="n">covdiag</span><span class="p">)</span>
@ -588,7 +584,7 @@
<span class="k">if</span> <span class="n">output</span><span class="o">.</span><span class="n">method</span> <span class="o">!=</span> <span class="s1">&#39;Levenberg-Marquardt&#39;</span><span class="p">:</span>
<span class="k">if</span> <span class="n">output</span><span class="o">.</span><span class="n">method</span> <span class="o">==</span> <span class="s1">&#39;migrad&#39;</span><span class="p">:</span>
<span class="n">fit_result</span> <span class="o">=</span> <span class="n">iminuit</span><span class="o">.</span><span class="n">minimize</span><span class="p">(</span><span class="n">chisqfunc</span><span class="p">,</span> <span class="n">x0</span><span class="p">,</span> <span class="n">tol</span><span class="o">=</span><span class="mf">1e-4</span><span class="p">)</span> <span class="c1"># Stopping crieterion 0.002 * tol * errordef</span>
<span class="n">fit_result</span> <span class="o">=</span> <span class="n">iminuit</span><span class="o">.</span><span class="n">minimize</span><span class="p">(</span><span class="n">chisqfunc</span><span class="p">,</span> <span class="n">x0</span><span class="p">,</span> <span class="n">tol</span><span class="o">=</span><span class="mf">1e-4</span><span class="p">)</span> <span class="c1"># Stopping criterion 0.002 * tol * errordef</span>
<span class="n">output</span><span class="o">.</span><span class="n">iterations</span> <span class="o">=</span> <span class="n">fit_result</span><span class="o">.</span><span class="n">nfev</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">fit_result</span> <span class="o">=</span> <span class="n">scipy</span><span class="o">.</span><span class="n">optimize</span><span class="o">.</span><span class="n">minimize</span><span class="p">(</span><span class="n">chisqfunc</span><span class="p">,</span> <span class="n">x0</span><span class="p">,</span> <span class="n">method</span><span class="o">=</span><span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">&#39;method&#39;</span><span class="p">),</span> <span class="n">tol</span><span class="o">=</span><span class="mf">1e-12</span><span class="p">)</span>