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44 #include "gmx_statistics.h"
46 static int gmx_dnint(double x
)
51 typedef struct gmx_stats
{
52 double aa
,a
,b
,sigma_aa
,sigma_a
,sigma_b
,aver
,sigma_aver
,error
;
53 double rmsd
,Rdata
,Rfit
,Rfitaa
,chi2
,chi2aa
;
59 gmx_stats_t
gmx_stats_init()
65 return (gmx_stats_t
) stats
;
68 int gmx_stats_get_npoints(gmx_stats_t gstats
, int *N
)
70 gmx_stats
*stats
= (gmx_stats
*) gstats
;
77 int gmx_stats_done(gmx_stats_t gstats
)
79 gmx_stats
*stats
= (gmx_stats
*) gstats
;
93 int gmx_stats_add_point(gmx_stats_t gstats
,double x
,double y
,
96 gmx_stats
*stats
= (gmx_stats
*) gstats
;
99 if (stats
->np
+1 >= stats
->nalloc
)
101 if (stats
->nalloc
== 0)
102 stats
->nalloc
= 1024;
105 srenew(stats
->x
,stats
->nalloc
);
106 srenew(stats
->y
,stats
->nalloc
);
107 srenew(stats
->dx
,stats
->nalloc
);
108 srenew(stats
->dy
,stats
->nalloc
);
109 for(i
=stats
->np
; (i
<stats
->nalloc
); i
++)
117 stats
->x
[stats
->np
] = x
;
118 stats
->y
[stats
->np
] = y
;
119 stats
->dx
[stats
->np
] = dx
;
120 stats
->dy
[stats
->np
] = dy
;
127 int gmx_stats_get_point(gmx_stats_t gstats
,real
*x
,real
*y
,
130 gmx_stats
*stats
= (gmx_stats
*) gstats
;
132 if (stats
->np_c
< stats
->np
)
134 if (NULL
!= x
) *x
= stats
->x
[stats
->np_c
];
135 if (NULL
!= y
) *y
= stats
->y
[stats
->np_c
];
136 if (NULL
!= dx
) *dx
= stats
->dx
[stats
->np_c
];
137 if (NULL
!= dy
) *dy
= stats
->dy
[stats
->np_c
];
144 return estatsNO_POINTS
;
147 int gmx_stats_add_points(gmx_stats_t gstats
,int n
,real
*x
,real
*y
,
154 if ((ok
= gmx_stats_add_point(gstats
,x
[i
],y
[i
],
155 (NULL
!= dx
) ? dx
[i
] : 0,
156 (NULL
!= dy
) ? dy
[i
] : 0)) != estatsOK
)
164 static int gmx_stats_compute(gmx_stats
*stats
,int weight
)
166 double yy
,yx
,xx
,sx
,sy
,dy
,chi2
,chi2aa
,d2
;
167 double ssxx
,ssyy
,ssxy
;
168 double w
,wtot
,yx_nw
,sy_nw
,sx_nw
,yy_nw
,xx_nw
,dx2
,dy2
;
172 if (stats
->computed
== 0)
176 return estatsNO_POINTS
;
188 d2
+= dsqr(stats
->x
[i
]-stats
->y
[i
]);
189 if ((stats
->dy
[i
]) && (weight
== elsqWEIGHT_Y
))
191 w
= 1/dsqr(stats
->dy
[i
]);
200 xx
+= w
*dsqr(stats
->x
[i
]);
201 xx_nw
+= dsqr(stats
->x
[i
]);
203 yy
+= w
*dsqr(stats
->y
[i
]);
204 yy_nw
+= dsqr(stats
->y
[i
]);
206 yx
+= w
*stats
->y
[i
]*stats
->x
[i
];
207 yx_nw
+= stats
->y
[i
]*stats
->x
[i
];
210 sx_nw
+= stats
->x
[i
];
213 sy_nw
+= stats
->y
[i
];
216 /* Compute average, sigma and error */
217 stats
->aver
= sy_nw
/N
;
218 stats
->sigma_aver
= sqrt(yy_nw
/N
- dsqr(sy_nw
/N
));
219 stats
->error
= stats
->sigma_aver
/sqrt(N
);
221 /* Compute RMSD between x and y */
222 stats
->rmsd
= sqrt(d2
/N
);
224 /* Correlation coefficient for data */
230 ssxx
= N
*(xx_nw
- dsqr(sx_nw
));
231 ssyy
= N
*(yy_nw
- dsqr(sy_nw
));
232 ssxy
= N
*(yx_nw
- (sx_nw
*sy_nw
));
233 stats
->Rdata
= sqrt(dsqr(ssxy
)/(ssxx
*ssyy
));
235 /* Compute straight line through datapoints, either with intercept
236 zero (result in aa) or with intercept variable (results in a
244 stats
->a
= (yx
-sx
*sy
)/(xx
-sx
*sx
);
245 stats
->b
= (sy
)-(stats
->a
)*(sx
);
247 /* Compute chi2, deviation from a line y = ax+b. Also compute
248 chi2aa which returns the deviation from a line y = ax. */
253 if (stats
->dy
[i
] > 0)
261 chi2aa
+= dsqr((stats
->y
[i
]-(stats
->aa
*stats
->x
[i
]))/dy
);
262 chi2
+= dsqr((stats
->y
[i
]-(stats
->a
*stats
->x
[i
]+stats
->b
))/dy
);
266 stats
->chi2
= sqrt(chi2
/(N
-2));
267 stats
->chi2aa
= sqrt(chi2aa
/(N
-2));
269 /* Look up equations! */
272 stats
->sigma_a
= sqrt(stats
->chi2
/((N
-2)*dx2
));
273 stats
->sigma_b
= stats
->sigma_a
*sqrt(xx
);
274 stats
->Rfit
= fabs(ssxy
)/sqrt(ssxx
*ssyy
);
275 /*stats->a*sqrt(dx2/dy2);*/
276 stats
->Rfitaa
= stats
->aa
*sqrt(dx2
/dy2
);
294 int gmx_stats_get_ab(gmx_stats_t gstats
,int weight
,
295 real
*a
,real
*b
,real
*da
,real
*db
,
296 real
*chi2
,real
*Rfit
)
298 gmx_stats
*stats
= (gmx_stats
*) gstats
;
301 if ((ok
= gmx_stats_compute(stats
,weight
)) != estatsOK
)
313 *da
= stats
->sigma_a
;
317 *db
= stats
->sigma_b
;
331 int gmx_stats_get_a(gmx_stats_t gstats
,int weight
,real
*a
,real
*da
,
332 real
*chi2
,real
*Rfit
)
334 gmx_stats
*stats
= (gmx_stats
*) gstats
;
337 if ((ok
= gmx_stats_compute(stats
,weight
)) != estatsOK
)
339 if (NULL
!= a
) *a
= stats
->aa
;
340 if (NULL
!= da
) *da
= stats
->sigma_aa
;
341 if (NULL
!= chi2
) *chi2
= stats
->chi2aa
;
342 if (NULL
!= Rfit
) *Rfit
= stats
->Rfitaa
;
347 int gmx_stats_get_average(gmx_stats_t gstats
,real
*aver
)
349 gmx_stats
*stats
= (gmx_stats
*) gstats
;
352 if ((ok
= gmx_stats_compute(stats
,elsqWEIGHT_NONE
)) != estatsOK
)
362 int gmx_stats_get_ase(gmx_stats_t gstats
,real
*aver
,real
*sigma
,real
*error
)
364 gmx_stats
*stats
= (gmx_stats
*) gstats
;
367 if ((ok
= gmx_stats_compute(stats
,elsqWEIGHT_NONE
)) != estatsOK
)
378 *sigma
= stats
->sigma_aver
;
382 *error
= stats
->error
;
388 int gmx_stats_get_sigma(gmx_stats_t gstats
,real
*sigma
)
390 gmx_stats
*stats
= (gmx_stats
*) gstats
;
393 if ((ok
= gmx_stats_compute(stats
,elsqWEIGHT_NONE
)) != estatsOK
)
396 *sigma
= stats
->sigma_aver
;
401 int gmx_stats_get_error(gmx_stats_t gstats
,real
*error
)
403 gmx_stats
*stats
= (gmx_stats
*) gstats
;
406 if ((ok
= gmx_stats_compute(stats
,elsqWEIGHT_NONE
)) != estatsOK
)
409 *error
= stats
->error
;
414 int gmx_stats_get_corr_coeff(gmx_stats_t gstats
,real
*R
)
416 gmx_stats
*stats
= (gmx_stats
*) gstats
;
419 if ((ok
= gmx_stats_compute(stats
,elsqWEIGHT_NONE
)) != estatsOK
)
427 int gmx_stats_get_rmsd(gmx_stats_t gstats
,real
*rmsd
)
429 gmx_stats
*stats
= (gmx_stats
*) gstats
;
432 if ((ok
= gmx_stats_compute(stats
,elsqWEIGHT_NONE
)) != estatsOK
)
442 int gmx_stats_dump_xy(gmx_stats_t gstats
,FILE *fp
)
444 gmx_stats
*stats
= (gmx_stats
*) gstats
;
447 for(i
=0; (i
<stats
->np
); i
++)
449 fprintf(fp
,"%12g %12g %12g %12g\n",stats
->x
[i
],stats
->y
[i
],
450 stats
->dx
[i
],stats
->dy
[i
]);
456 int gmx_stats_remove_outliers(gmx_stats_t gstats
,double level
)
458 gmx_stats
*stats
= (gmx_stats
*) gstats
;
459 int i
,iter
=1,done
=0,ok
;
462 while ((stats
->np
>= 10) && !done
)
464 if ((ok
= gmx_stats_get_rmsd(gstats
,&rmsd
)) != estatsOK
)
469 for(i
=0; (i
<stats
->np
); )
471 r
= fabs(stats
->x
[i
]-stats
->y
[i
]);
474 fprintf(stderr
,"Removing outlier, iter = %d, rmsd = %g, x = %g, y = %g\n",
475 iter
,rmsd
,stats
->x
[i
],stats
->y
[i
]);
478 stats
->x
[i
] = stats
->x
[stats
->np
-1];
479 stats
->y
[i
] = stats
->y
[stats
->np
-1];
480 stats
->dx
[i
] = stats
->dx
[stats
->np
-1];
481 stats
->dy
[i
] = stats
->dy
[stats
->np
-1];
497 int gmx_stats_make_histogram(gmx_stats_t gstats
,real binwidth
,int *nb
,
498 int ehisto
,int normalized
,real
**x
,real
**y
)
500 gmx_stats
*stats
= (gmx_stats
*) gstats
;
501 int i
,ok
,index
=0,nbins
=*nb
,*nindex
;
502 double minx
,maxx
,maxy
,miny
,delta
,dd
,minh
;
504 if (((binwidth
<= 0) && (nbins
<= 0)) ||
505 ((binwidth
> 0) && (nbins
> 0)))
507 return estatsINVALID_INPUT
;
511 return estatsNO_POINTS
;
513 minx
= maxx
= stats
->x
[0];
514 miny
= maxy
= stats
->y
[0];
515 for(i
=1; (i
<stats
->np
); i
++)
517 miny
= (stats
->y
[i
] < miny
) ? stats
->y
[i
] : miny
;
518 maxy
= (stats
->y
[i
] > maxy
) ? stats
->y
[i
] : maxy
;
519 minx
= (stats
->x
[i
] < minx
) ? stats
->x
[i
] : minx
;
520 maxx
= (stats
->x
[i
] > maxx
) ? stats
->x
[i
] : maxx
;
522 if (ehisto
== ehistoX
)
527 else if (ehisto
== ehistoY
)
533 return estatsINVALID_INPUT
;
537 binwidth
= (delta
)/nbins
;
541 nbins
= gmx_dnint((delta
)/binwidth
+ 0.5);
545 for(i
=0; (i
<nbins
); i
++)
547 (*x
)[i
] = minh
+ binwidth
*(i
+0.5);
555 dd
= 1.0/(binwidth
*stats
->np
);
559 for(i
=0; (i
<stats
->np
); i
++)
561 if (ehisto
== ehistoY
)
562 index
= (stats
->y
[i
]-miny
)/binwidth
;
563 else if (ehisto
== ehistoX
)
564 index
= (stats
->x
[i
]-minx
)/binwidth
;
578 for(i
=0; (i
<nbins
); i
++)
580 (*y
)[i
] /= nindex
[i
];
587 static const char *stats_error
[estatsNR
] =
589 "All well in STATS land",
592 "Invalid histogram input",
594 "Not implemented yet"
597 const char *gmx_stats_message(int estats
)
599 if ((estats
>= 0) && (estats
< estatsNR
))
601 return stats_error
[estats
];
605 return stats_error
[estatsERROR
];
609 /* Old convenience functions, should be merged with the core
611 int lsq_y_ax(int n
, real x
[], real y
[], real
*a
)
613 gmx_stats_t lsq
= gmx_stats_init();
617 gmx_stats_add_points(lsq
,n
,x
,y
,0,0);
618 if ((ok
= gmx_stats_get_a(lsq
,elsqWEIGHT_NONE
,a
,&da
,&chi2
,&Rfit
)) != estatsOK
)
627 for (i=0; i<n; i++) {
636 static int low_lsq_y_ax_b(int n
, real
*xr
, double *xd
, real yr
[],
637 real
*a
, real
*b
,real
*r
,real
*chi2
)
642 lsq
= gmx_stats_init();
645 if ((ok
= gmx_stats_add_point(lsq
,(NULL
!= xd
) ? xd
[i
] : xr
[i
],yr
[i
],0,0))
651 if ((ok
= gmx_stats_get_ab(lsq
,elsqWEIGHT_NONE
,a
,b
,NULL
,NULL
,chi2
,r
)) != estatsOK
)
658 double x,y,yx,xx,yy,sx,sy,chi2;
661 for (i=0; i<n; i++) {
675 *a = (n*yx-sy*sx)/(n*xx-sx*sx);
677 *r = sqrt((xx-sx*sx)/(yy-sy*sy));
682 chi2 += dsqr(yr[i] - ((*a)*xd[i] + (*b)));
685 chi2 += dsqr(yr[i] - ((*a)*xr[i] + (*b)));
689 return sqrt(chi2/(n-2));
695 int lsq_y_ax_b(int n
, real x
[], real y
[], real
*a
, real
*b
,real
*r
,real
*chi2
)
697 return low_lsq_y_ax_b(n
,x
,NULL
,y
,a
,b
,r
,chi2
);
700 int lsq_y_ax_b_xdouble(int n
, double x
[], real y
[], real
*a
, real
*b
,
703 return low_lsq_y_ax_b(n
,NULL
,x
,y
,a
,b
,r
,chi2
);
706 int lsq_y_ax_b_error(int n
, real x
[], real y
[], real dy
[],
707 real
*a
, real
*b
, real
*da
, real
*db
,
713 lsq
= gmx_stats_init();
716 if ((ok
= gmx_stats_add_point(lsq
,x
[i
],y
[i
],0,dy
[i
])) != estatsOK
)
721 if ((ok
= gmx_stats_get_ab(lsq
,elsqWEIGHT_Y
,a
,b
,da
,db
,chi2
,r
)) != estatsOK
)
725 if ((ok
= gmx_stats_done(lsq
)) != estatsOK
)
733 double sxy,sxx,syy,sx,sy,w,s_2,dx2,dy2,mins;
735 sxy=sxx=syy=sx=sy=w=0.0;
738 mins = min(mins,dy[i]);
740 gmx_fatal(FARGS,"Zero or negative weigths in linear regression analysis");
742 for (i=0; i<n; i++) {
743 s_2 = dsqr(1.0/dy[i]);
744 sxx += s_2*dsqr(x[i]);
745 sxy += s_2*y[i]*x[i];
746 syy += s_2*dsqr(y[i]);
763 *chi2+=dsqr((y[i]-((*a)*x[i]+(*b)))/dy[i]);
766 *da = sqrt(*chi2/((n-2)*dx2));
768 *r = *a*sqrt(dx2/dy2);
771 fprintf(debug,"sx = %g, sy = %g, sxy = %g, sxx = %g, w = %g\n"
772 "chi2 = %g, dx2 = %g\n",
773 sx,sy,sxy,sxx,w,*chi2,dx2);
776 *chi2 = sqrt(*chi2/(n-2));