aboutsummaryrefslogtreecommitdiff
path: root/math/gsurfit/gserrorsd.x
diff options
context:
space:
mode:
authorJoseph Hunkeler <jhunkeler@gmail.com>2015-07-08 20:46:52 -0400
committerJoseph Hunkeler <jhunkeler@gmail.com>2015-07-08 20:46:52 -0400
commitfa080de7afc95aa1c19a6e6fc0e0708ced2eadc4 (patch)
treebdda434976bc09c864f2e4fa6f16ba1952b1e555 /math/gsurfit/gserrorsd.x
downloadiraf-linux-fa080de7afc95aa1c19a6e6fc0e0708ced2eadc4.tar.gz
Initial commit
Diffstat (limited to 'math/gsurfit/gserrorsd.x')
-rw-r--r--math/gsurfit/gserrorsd.x78
1 files changed, 78 insertions, 0 deletions
diff --git a/math/gsurfit/gserrorsd.x b/math/gsurfit/gserrorsd.x
new file mode 100644
index 00000000..6ebdc87e
--- /dev/null
+++ b/math/gsurfit/gserrorsd.x
@@ -0,0 +1,78 @@
+# Copyright(c) 1986 Association of Universities for Research in Astronomy Inc.
+
+include <mach.h>
+include "dgsurfitdef.h"
+
+define COV Memd[P2P($1)] # element of COV
+
+# GSERRORS -- 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.
+
+procedure dgserrors (sf, z, w, zfit, chisqr, errors)
+
+pointer sf # curve descriptor
+double z[ARB] # data points
+double w[ARB] # array of weights
+double zfit[ARB] # fitted data points
+double chisqr # reduced chi-squared of fit
+double errors[ARB] # errors in coefficients
+
+int i, nfree
+double variance, chisq, hold
+pointer sp, covptr
+
+begin
+ # allocate space for covariance vector
+ call smark (sp)
+ call salloc (covptr, GS_NCOEFF(sf), TY_DOUBLE)
+
+ # estimate the variance and chi-squared of the fit
+ variance = 0.
+ chisq = 0.
+ do i = 1, GS_NPTS(sf) {
+ hold = (z[i] - zfit[i]) ** 2
+ variance = variance + hold
+ chisq = chisq + hold * w[i]
+ }
+
+ # calculate the reduced chi-squared
+ nfree = GS_NPTS(sf) - GS_NCOEFF(sf)
+ 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, GS_NCOEFF(sf) {
+ call aclrd (COV(covptr), GS_NCOEFF(sf))
+ COV(covptr+i-1) = 1.
+ call dgschoslv (CHOFAC(GS_CHOFAC(sf)), GS_NCOEFF(sf),
+ GS_NCOEFF(sf), 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