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authorJoseph Hunkeler <jhunkeler@gmail.com>2015-07-08 20:46:52 -0400
committerJoseph Hunkeler <jhunkeler@gmail.com>2015-07-08 20:46:52 -0400
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treebdda434976bc09c864f2e4fa6f16ba1952b1e555 /math/curfit/cverrors.gx
downloadiraf-linux-fa080de7afc95aa1c19a6e6fc0e0708ced2eadc4.tar.gz
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+# Copyright(c) 1986 Association of Universities for Research in Astronomy Inc.
+
+include <mach.h>
+
+$if (datatype == r)
+include "curfitdef.h"
+$else
+include "dcurfitdef.h"
+$endif
+
+define COV Mem$t[P2P($1)] # element of COV
+
+# CVERRORS -- Procedure to calculate the reduced chi-squared of the fit
+# and the standard deviations of the coefficients. First the variance
+# and the reduced chi-squared of the fit are estimated. If these two
+# quantities are identical the variance is used to scale the errors
+# in the coefficients. The errors in the coefficients are proportional
+# to the inverse diagonal elements of MATRIX.
+
+$if (datatype == r)
+procedure cverrors (cv, y, w, yfit, npts, chisqr, errors)
+$else
+procedure dcverrors (cv, y, w, yfit, npts, chisqr, errors)
+$endif
+
+pointer cv # curve descriptor
+PIXEL y[ARB] # data points
+PIXEL yfit[ARB] # fitted data points
+PIXEL w[ARB] # array of weights
+int npts # number of points
+PIXEL chisqr # reduced chi-squared of fit
+PIXEL errors[ARB] # errors in coefficients
+
+int i, n, nfree
+PIXEL variance, chisq, hold
+pointer sp, covptr
+
+begin
+ # allocate space for covariance vector
+ call smark (sp)
+ call salloc (covptr, CV_NCOEFF(cv), TY_PIXEL)
+
+ # estimate the variance and chi-squared of the fit
+ n = 0
+ variance = 0.
+ chisq = 0.
+ do i = 1, npts {
+ if (w[i] <= 0.0)
+ next
+ hold = (y[i] - yfit[i]) ** 2
+ variance = variance + hold
+ chisq = chisq + hold * w[i]
+ n = n + 1
+ }
+
+ # calculate the reduced chi-squared
+ nfree = n - CV_NCOEFF(cv)
+ if (nfree > 0)
+ chisqr = chisq / nfree
+ else
+ chisqr = 0.
+
+ # if the variance equals the reduced chi_squared as in the
+ # case of uniform weights then scale the errors in the coefficients
+ # by the variance not the reduced chi-squared
+ if (abs (chisq - variance) <= DELTA)
+ if (nfree > 0)
+ variance = chisq / nfree
+ else
+ variance = 0.
+ else
+ variance = 1.
+
+ # calculate the errors in the coefficients
+ # the inverse of MATRIX is calculated column by column
+ # the error of the j-th coefficient is the j-th element of the
+ # j-th column of the inverse matrix
+ do i = 1, CV_NCOEFF(cv) {
+ call aclr$t (COV(covptr), CV_NCOEFF(cv))
+ COV(covptr+i-1) = 1.
+ call $tcvchoslv (CHOFAC(CV_CHOFAC(cv)), CV_ORDER(cv), CV_NCOEFF(cv),
+ COV(covptr), COV(covptr))
+ if (COV(covptr+i-1) >= 0.)
+ errors[i] = sqrt (COV(covptr+i-1) * variance)
+ else
+ errors[i] = 0.
+ }
+
+
+ call sfree (sp)
+end