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Example 16 with FisherInformationMatrix

use of uk.ac.sussex.gdsc.smlm.fitting.FisherInformationMatrix in project GDSC-SMLM by aherbert.

the class SteppingFunctionSolver method computeDeviationsAndValues.

/**
 * Compute the deviations for the parameters a from the last call to
 * {@link #computeFitValue(double[])}. Optionally store the function values.
 *
 * @param parametersVariance the parameter deviations
 * @param fx the function values f(x) (may be null)
 */
protected void computeDeviationsAndValues(double[] parametersVariance, double[] fx) {
    // Use a dedicated solver optimised for inverting the matrix diagonal.
    // The last Hessian matrix should be stored in the working alpha.
    final FisherInformationMatrix m = computeLastFisherInformationMatrix(fx);
    setDeviations(parametersVariance, m);
}
Also used : FisherInformationMatrix(uk.ac.sussex.gdsc.smlm.fitting.FisherInformationMatrix)

Aggregations

FisherInformationMatrix (uk.ac.sussex.gdsc.smlm.fitting.FisherInformationMatrix)16 PoissonGradientProcedure (uk.ac.sussex.gdsc.smlm.fitting.nonlinear.gradient.PoissonGradientProcedure)5 Gradient1Function (uk.ac.sussex.gdsc.smlm.function.Gradient1Function)3 OffsetGradient1Function (uk.ac.sussex.gdsc.smlm.function.OffsetGradient1Function)3 ConvergenceException (org.apache.commons.math3.exception.ConvergenceException)2 TooManyEvaluationsException (org.apache.commons.math3.exception.TooManyEvaluationsException)2 TooManyIterationsException (org.apache.commons.math3.exception.TooManyIterationsException)2 UniformRandomProvider (org.apache.commons.rng.UniformRandomProvider)2 Gradient2FunctionValueStore (uk.ac.sussex.gdsc.smlm.function.Gradient2FunctionValueStore)2 LikelihoodWrapper (uk.ac.sussex.gdsc.smlm.function.LikelihoodWrapper)2 PoissonGammaGaussianLikelihoodWrapper (uk.ac.sussex.gdsc.smlm.function.PoissonGammaGaussianLikelihoodWrapper)2 PoissonGaussianLikelihoodWrapper (uk.ac.sussex.gdsc.smlm.function.PoissonGaussianLikelihoodWrapper)2 PoissonLikelihoodWrapper (uk.ac.sussex.gdsc.smlm.function.PoissonLikelihoodWrapper)2 LeastSquaresBuilder (org.apache.commons.math3.fitting.leastsquares.LeastSquaresBuilder)1 Optimum (org.apache.commons.math3.fitting.leastsquares.LeastSquaresOptimizer.Optimum)1 LeastSquaresProblem (org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem)1 LevenbergMarquardtOptimizer (org.apache.commons.math3.fitting.leastsquares.LevenbergMarquardtOptimizer)1 ValueAndJacobianFunction (org.apache.commons.math3.fitting.leastsquares.ValueAndJacobianFunction)1 Array2DRowRealMatrix (org.apache.commons.math3.linear.Array2DRowRealMatrix)1 ArrayRealVector (org.apache.commons.math3.linear.ArrayRealVector)1