#include <Spline.h>
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| SmoothedSpline (std::vector< double > const &x, std::vector< double > const &y, std::vector< double > const &dy, double s, double *chisq=NULL, std::vector< double > *errs=NULL) |
| Cubic spline data smoother. More...
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void | interpolate (std::vector< double > const &x, std::vector< double > &y) const |
| Interpolate a Spline. More...
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void | derivative (std::vector< double > const &x, std::vector< double > &dydx) const |
| Find the derivative of a Spline. More...
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std::vector< double > | roots (double const value, double const x0, double const x1) const |
| Find the roots of Spline - val = 0 in the range [x0, x1). More...
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Definition at line 159 of file Spline.h.
◆ SmoothedSpline()
lsst::afw::math::detail::SmoothedSpline::SmoothedSpline |
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std::vector< double > const & |
x, |
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std::vector< double > const & |
y, |
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std::vector< double > const & |
dy, |
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double |
s, |
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double * |
chisq = NULL , |
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std::vector< double > * |
errs = NULL |
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Cubic spline data smoother.
Algorithm 642 collected algorithms from ACM. Algorithm appeared in Acm-Trans. Math. Software, vol.12, no. 2, Jun., 1986, p. 150.
Translated from fortran by a combination of f2c and RHL.
Author - M.F.Hutchinson
CSIRO Division of Mathematics and Statistics
P.O. Box 1965
Canberra, ACT 2601
Australia
latest revision - 15 August 1985
- Parameters
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[in] | x | array of length n containing the abscissae of the n data points (x(i),f(i)) i=0..n-1. x must be ordered so that x(i) < x(i+1) |
[in] | y | vector of length >= 3 containing the ordinates (or function values) of the data points |
[in] | dy | vector of standard deviations of y the error associated with the data point; each dy[] must be positive. |
[in] | s | desired chisq |
[out] | chisq | final chisq (if non-NULL) |
[out] | errs | error estimates, (if non-NULL). You'll need to delete it |
- Note
- y,c: spline coefficients (output). y is an array of length n; c is an n-1 by 3 matrix. The value of the spline approximation at t is s(t) = c[2][i]*d^3 + c[1][i]*d^2 + c[0][i]*d + y[i] where x[i] <= t < x[i+1] and d = t - x[i].
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var: error variance. If var is negative (i.e. unknown) then the smoothing parameter is determined by minimizing the generalized cross validation and an estimate of the error variance is returned. If var is non-negative (i.e. known) then the smoothing parameter is determined to minimize an estimate, which depends on var, of the true mean square error. In particular, if var is zero, then an interpolating natural cubic spline is calculated. Set var to 1 if absolute standard deviations have been provided in dy (see above).
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Additional information on the fit is available in the stat array. on normal exit the values are assigned as follows: stat[0] = smoothing parameter (= rho/(rho + 1)) stat[1] = estimate of the number of degrees of freedom of the residual sum of squares; this reduces to the usual value of n-2 when a least squares regression line is calculated. stat[2] = generalized cross validation stat[3] = mean square residual stat[4] = estimate of the true mean square error at the data points stat[5] = estimate of the error variance; chi^2/nu in the case of linear regression
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If stat[0]==0 (rho==0) an interpolating natural cubic spline has been calculated; if stat[0]==1 (rho==infinite) a least squares regression line has been calculated.
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Returns stat[4], an estimate of the true rms error
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precision/hardware - double (originally VAX double)
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the number of arithmetic operations required by the subroutine is proportional to n. The subroutine uses an algorithm developed by M.F. Hutchinson and F.R. de Hoog, 'Smoothing Noisy Data with Spline Functions', Numer. Math. 47 p.99 (1985)
Definition at line 534 of file Spline.cc.
◆ _allocateSpline()
void lsst::afw::math::detail::Spline::_allocateSpline |
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int const |
nknot | ) |
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protectedinherited |
◆ derivative()
void lsst::afw::math::detail::Spline::derivative |
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std::vector< double > const & |
x, |
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std::vector< double > & |
dydx |
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inherited |
Find the derivative of a Spline.
- Parameters
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[in] | x | points to evaluate derivative at |
[out] | dydx | derivatives at x |
Definition at line 57 of file Spline.cc.
◆ interpolate()
void lsst::afw::math::detail::Spline::interpolate |
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std::vector< double > const & |
x, |
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std::vector< double > & |
y |
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inherited |
Interpolate a Spline.
- Parameters
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[in] | x | points to interpolate at |
[out] | y | values of spline interpolation at x |
Definition at line 29 of file Spline.cc.
◆ roots()
std::vector< double > lsst::afw::math::detail::Spline::roots |
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double const |
value, |
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double const |
x0, |
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double const |
x1 |
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inherited |
Find the roots of Spline - val = 0 in the range [x0, x1).
Return a vector of all the roots found
- Parameters
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value | desired value |
x0,x1 | specify desired range is [x0,x1) |
Definition at line 1226 of file Spline.cc.
◆ _coeffs
◆ _knots
std::vector<double> lsst::afw::math::detail::Spline::_knots |
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protectedinherited |
The documentation for this class was generated from the following files: