825 lines
24 KiB
C++
825 lines
24 KiB
C++
//
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// ********************************************************************
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// * License and Disclaimer *
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// * *
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// * The Geant4 software is copyright of the Copyright Holders of *
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// * the Geant4 Collaboration. It is provided under the terms and *
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// * conditions of the Geant4 Software License, included in the file *
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// * LICENSE and available at http://cern.ch/geant4/license . These *
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// * include a list of copyright holders. *
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// * *
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// * Neither the authors of this software system, nor their employing *
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// * institutes,nor the agencies providing financial support for this *
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// * work make any representation or warranty, express or implied, *
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// * regarding this software system or assume any liability for its *
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// * use. Please see the license in the file LICENSE and URL above *
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// * for the full disclaimer and the limitation of liability. *
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// * *
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// * This code implementation is the result of the scientific and *
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// * technical work of the GEANT4 collaboration. *
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// * By using, copying, modifying or distributing the software (or *
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// * any work based on the software) you agree to acknowledge its *
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// * use in resulting scientific publications, and indicate your *
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// * acceptance of all terms of the Geant4 Software license. *
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// ********************************************************************
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//
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//
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//
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// Convergence Tests for Monte Carlo results.
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//
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// Reference
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// MCNP(TM) -A General Monte Carlo N-Particle Transport Code
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// Version 4B
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// Judith F. Briesmeister, Editor
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// LA-12625-M, Issued: March 1997, UC 705 and UC 700
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// CHAPTER 2. GEOMETRY, DATA, PHYSICS, AND MATHEMATICS
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// VI. ESTIMATION OF THE MONTE CARLO PRECISION
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//
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// Positives numbers are assumed for inputs
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//
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// Koi, Tatsumi (SLAC/SCCS)
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//
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#include "G4ConvergenceTester.hh"
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#include <iomanip>
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G4ConvergenceTester::G4ConvergenceTester( G4String theName )
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: name(theName), n(0), sum(0.), mean(0.), var(0.), sd(0.), r(0.), efficiency(0.),
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r2eff(0.), r2int(0.), shift(0.), vov(0.), fom(0.), largest(0.),
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largest_score_happened(0), mean_1(0.), var_1(0.), sd_1(0.), r_1(0.),
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shift_1(0.), vov_1(0.), fom_1(0.), noBinOfHistory(16), slope(0.),
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noBinOfPDF(10), minimizer(0), noPass(0), noTotal(8), statsAreUpdated(true)
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, showHistory(true) , calcSLOPE(true)
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{
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nonzero_histories.clear();
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largest_scores.clear();
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largest_scores.push_back( 0.0 );
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history_grid.resize( noBinOfHistory , 0 );
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mean_history.resize( noBinOfHistory , 0.0 );
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var_history.resize( noBinOfHistory , 0.0 );
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sd_history.resize( noBinOfHistory , 0.0 );
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r_history.resize( noBinOfHistory , 0.0 );
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vov_history.resize( noBinOfHistory , 0.0 );
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fom_history.resize( noBinOfHistory , 0.0 );
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shift_history.resize( noBinOfHistory , 0.0 );
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e_history.resize( noBinOfHistory , 0.0 );
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r2eff_history.resize( noBinOfHistory , 0.0 );
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r2int_history.resize( noBinOfHistory , 0.0 );
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timer = new G4Timer();
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timer->Start();
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cpu_time.clear();
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cpu_time.push_back( 0.0 );
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}
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G4ConvergenceTester::~G4ConvergenceTester()
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{
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delete timer;
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}
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void G4ConvergenceTester::AddScore( G4double x )
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{
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//G4cout << x << G4endl;
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timer->Stop();
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cpu_time.push_back( timer->GetSystemElapsed() + timer->GetUserElapsed() );
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if ( x < 0.0 ) {
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G4cout << "Warning: G4convergenceTester expects zero or positive number as inputs, but received a negative number." << G4endl;
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}
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if ( x == 0.0 )
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{
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}
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else
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{
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nonzero_histories.insert( std::pair< G4int , G4double > ( n , x ) );
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if ( x > largest_scores.back() )
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{
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// Following serch should become faster if begin from bottom.
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std::vector< G4double >::iterator it;
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for ( it = largest_scores.begin() ; it != largest_scores.end() ; it++ )
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{
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if ( x > *it )
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{
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largest_scores.insert( it , x );
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break;
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}
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}
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if ( largest_scores.size() > 201 )
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{
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largest_scores.pop_back();
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}
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//G4cout << largest_scores.size() << " " << largest_scores.front() << " " << largest_scores.back() << G4endl;
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}
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sum += x;
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}
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// Data has been added so statistics have not been updated to new values
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statsAreUpdated = false;
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n++;
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return;
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}
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void G4ConvergenceTester::calStat()
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{
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efficiency = double( nonzero_histories.size() ) / n;
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mean = sum / n;
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G4double sum_x2 = 0.0;
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var = 0.0;
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shift = 0.0;
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vov = 0.0;
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G4double xi;
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std::map< G4int , G4double >::iterator it;
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for ( it = nonzero_histories.begin() ; it != nonzero_histories.end() ; it++ )
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{
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xi = it->second;
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sum_x2 += xi * xi;
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var += ( xi - mean ) * ( xi - mean );
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shift += ( xi - mean ) * ( xi - mean ) * ( xi - mean );
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vov += ( xi - mean ) * ( xi - mean ) * ( xi - mean ) * ( xi - mean );
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}
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var += ( n - nonzero_histories.size() ) * mean * mean;
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shift += ( n - nonzero_histories.size() ) * mean * mean * mean * ( -1 );
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vov += ( n - nonzero_histories.size() ) * mean * mean * mean * mean;
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if ( var!=0.0 ) {
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vov = vov / ( var * var ) - 1.0 / n;
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var = var/(n-1);
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sd = std::sqrt ( var );
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r = sd / mean / std::sqrt ( G4double(n) );
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r2eff = ( 1 - efficiency ) / ( efficiency * n );
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r2int = sum_x2 / ( sum * sum ) - 1 / ( efficiency * n );
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shift = shift / ( 2 * var * n );
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fom = 1 / (r*r) / cpu_time.back();
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}
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// Find Largest History
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//G4double largest = 0.0;
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largest = 0.0;
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largest_score_happened = 0;
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G4double spend_time_of_largest = 0.0;
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for ( it = nonzero_histories.begin() ; it != nonzero_histories.end() ; it++ )
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{
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if ( std::abs ( it->second ) > largest )
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{
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largest = it->second;
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largest_score_happened = it->first;
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spend_time_of_largest = cpu_time [ it->first+1 ] - cpu_time [ it->first ];
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}
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}
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mean_1 = 0.0;
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var_1 = 0.0;
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shift_1 = 0.0;
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vov_1 = 0.0;
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sd_1 = 0.0;
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r_1 = 0.0;
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vov_1 = 0.0;
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// G4cout << "The largest history = " << largest << G4endl;
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mean_1 = ( sum + largest ) / ( n + 1 );
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for ( it = nonzero_histories.begin() ; it != nonzero_histories.end() ; it++ )
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{
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xi = it->second;
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var_1 += ( xi - mean_1 ) * ( xi - mean_1 );
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shift_1 += ( xi - mean_1 ) * ( xi - mean_1 ) * ( xi - mean_1 );
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vov_1 += ( xi - mean_1 ) * ( xi - mean_1 ) * ( xi - mean_1 ) * ( xi - mean_1 );
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}
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xi = largest;
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var_1 += ( xi - mean_1 ) * ( xi - mean_1 );
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shift_1 += ( xi - mean_1 ) * ( xi - mean_1 ) * ( xi - mean_1 );
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vov_1 += ( xi - mean_1 ) * ( xi - mean_1 ) * ( xi - mean_1 ) * ( xi - mean_1 );
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var_1 += ( n - nonzero_histories.size() ) * mean_1 * mean_1;
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if ( var_1 != 0.0 ) {
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shift_1 += ( n - nonzero_histories.size() ) * mean_1 * mean_1 * mean_1 * ( -1 );
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vov_1 += ( n - nonzero_histories.size() ) * mean_1 * mean_1 * mean_1 * mean_1;
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vov_1 = vov_1 / ( var_1 * var_1 ) - 1.0 / ( n + 1 );
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var_1 = var_1 / n ;
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sd_1 = std::sqrt ( var_1 );
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r_1 = sd_1 / mean_1 / std::sqrt ( G4double(n + 1) );
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shift_1 = shift_1 / ( 2 * var_1 * ( n + 1 ) );
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fom_1 = 1 / ( r * r ) / ( cpu_time.back() + spend_time_of_largest );
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}
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if ( nonzero_histories.size() < 500 )
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{
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calcSLOPE = false;
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}
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else
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{
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G4int i = int ( nonzero_histories.size() );
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// 5% criterion
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G4int j = int ( i * 0.05 );
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while ( int( largest_scores.size() ) > j )
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{
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largest_scores.pop_back();
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}
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calc_slope_fit( largest_scores );
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}
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calc_grid_point_of_history();
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calc_stat_history();
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// statistics have been calculated and this function does not need
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// to be called again until data has been added
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statsAreUpdated = true;
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}
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void G4ConvergenceTester::calc_grid_point_of_history()
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{
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// histroy_grid [ 0,,,15 ]
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// history_grid [0] 1/16 ,,, history_grid [15] 16/16
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// if number of event is x then history_grid [15] become x-1.
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// 16 -> noBinOfHisotry
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G4int i;
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for ( i = 1 ; i <= noBinOfHistory ; i++ )
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{
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history_grid [ i-1 ] = int ( n / ( double( noBinOfHistory ) ) * i - 0.1 );
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//G4cout << "history_grid " << i-1 << " " << history_grid [ i-1 ] << G4endl;
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}
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}
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void G4ConvergenceTester::calc_stat_history()
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{
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// G4cout << "i/16 till_ith mean var sd r vov fom shift e r2eff r2int" << G4endl;
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if ( history_grid [ 0 ] == 0 ) {
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showHistory=false;
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return;
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}
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for (G4int i = 0 ; i < noBinOfHistory; ++i )
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{
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G4int ith = history_grid [ i ];
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G4int nonzero_till_ith = 0;
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G4double xi;
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G4double mean_till_ith = 0.0;
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std::map< G4int , G4double >::iterator it;
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for(const auto& itr : nonzero_histories)
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{
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if( itr.first <= ith )
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{
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xi = itr.second;
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mean_till_ith += xi;
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nonzero_till_ith++;
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}
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}
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if ( nonzero_till_ith == 0 )
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continue;
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mean_till_ith = mean_till_ith / ( ith+1 );
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mean_history [ i ] = mean_till_ith;
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G4double sum_x2_till_ith = 0.0;
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G4double var_till_ith = 0.0;
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G4double vov_till_ith = 0.0;
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G4double shift_till_ith = 0.0;
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for(const auto& itr : nonzero_histories)
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{
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if ( itr.first <= ith )
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{
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xi = itr.second;
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sum_x2_till_ith += std::pow( xi, 2.0 );
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var_till_ith += std::pow( xi - mean_till_ith, 2.0 ) ;
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shift_till_ith += std::pow( xi - mean_till_ith, 3.0 );
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vov_till_ith += std::pow( xi - mean_till_ith, 4.0 );
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}
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}
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var_till_ith += ((ith+1) - nonzero_till_ith) * std::pow(mean_till_ith, 2.0);
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vov_till_ith += ((ith+1) - nonzero_till_ith) * std::pow(mean_till_ith, 4.0);
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G4double sum_till_ith = mean_till_ith * (ith+1);
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if(!(std::fabs(var_till_ith) > 0.0))
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continue;
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if(!(std::fabs(mean_till_ith) > 0.0))
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continue;
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if(!(std::fabs(sum_till_ith) > 0.0))
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continue;
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vov_till_ith = vov_till_ith
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/ std::pow( var_till_ith, 2.0 ) - 1.0 / (ith+1);
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vov_history [ i ] = vov_till_ith;
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var_till_ith = var_till_ith / ( ith+1 - 1 );
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var_history [ i ] = var_till_ith;
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sd_history [ i ] = std::sqrt( var_till_ith );
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r_history [ i ] = std::sqrt( var_till_ith )
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/ mean_till_ith
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/ std::sqrt ( 1.0*(ith+1) );
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if(std::fabs(cpu_time [ ith ]) > 0.0 && std::fabs(r_history [ i ]) > 0.0)
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{
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fom_history [ i ] = 1.0
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/ std::pow( r_history [ i ], 2.0 )
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/ cpu_time [ ith ];
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}
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else
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{
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fom_history [ i ] = 0.0;
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}
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shift_till_ith += ((ith+1) - nonzero_till_ith) *
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std::pow(mean_till_ith, 3.0) * ( -1.0 );
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shift_till_ith = shift_till_ith
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/ ( 2 * var_till_ith * (ith+1) );
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shift_history [ i ] = shift_till_ith;
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e_history [ i ] = 1.0 * nonzero_till_ith
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/ (ith+1);
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if(std::fabs(e_history [ i ]) > 0.0)
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{
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r2eff_history [ i ] = ( 1 - e_history [ i ] )
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/ ( e_history [ i ] * (ith+1) );
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r2int_history [ i ] = ( sum_x2_till_ith )
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/ std::pow( sum_till_ith, 2.0 ) - 1
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/ ( e_history [ i ] * (ith+1) );
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}
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}
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}
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void G4ConvergenceTester::ShowResult(std::ostream& out)
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{
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// if data has been added since the last computation of the statistical values (not statsAreUpdated)
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// call calStat to recompute the statistical values
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if(!statsAreUpdated) { calStat(); }
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out << std::setprecision( 6 );
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out << G4endl;
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out << "G4ConvergenceTester Output Result of " << name << G4endl;
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out << std::setw(20) << "EFFICIENCY = " << std::setw(13) << efficiency << G4endl;
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out << std::setw(20) << "MEAN = " << std::setw(13) << mean << G4endl;
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out << std::setw(20) << "VAR = " << std::setw(13) << var << G4endl;
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out << std::setw(20) << "SD = " << std::setw(13) << sd << G4endl;
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out << std::setw(20) << "R = " << std::setw(13) << r << G4endl;
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out << std::setw(20) << "SHIFT = "<< std::setw(13) << shift << G4endl;
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out << std::setw(20) << "VOV = "<< std::setw(13) << vov << G4endl;
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out << std::setw(20) << "FOM = "<< std::setw(13) << fom << G4endl;
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out << std::setw(20) << "THE LARGEST SCORE = " << std::setw(13) << largest << " and it happened at " << largest_score_happened << "th event" << G4endl;
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if ( mean!=0 ) {
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out << std::setw(20) << "Affected Mean = " << std::setw(13) << mean_1 << " and its ratio to original is " << mean_1/mean << G4endl;
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} else {
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out << std::setw(20) << "Affected Mean = " << std::setw(13) << mean_1 << G4endl;
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}
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if ( var!=0 ) {
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out << std::setw(20) << "Affected VAR = " << std::setw(13) << var_1 << " and its ratio to original is " << var_1/var << G4endl;
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} else {
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out << std::setw(20) << "Affected VAR = " << std::setw(13) << var_1 << G4endl;
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}
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if ( r!=0 ) {
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out << std::setw(20) << "Affected R = " << std::setw(13) << r_1 << " and its ratio to original is " << r_1/r << G4endl;
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} else {
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out << std::setw(20) << "Affected R = " << std::setw(13) << r_1 << G4endl;
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}
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if ( shift!=0 ) {
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out << std::setw(20) << "Affected SHIFT = " << std::setw(13) << shift_1 << " and its ratio to original is " << shift_1/shift << G4endl;
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} else {
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out << std::setw(20) << "Affected SHIFT = " << std::setw(13) << shift_1 << G4endl;
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}
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if ( fom!=0 ) {
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out << std::setw(20) << "Affected FOM = " << std::setw(13) << fom_1 << " and its ratio to original is " << fom_1/fom << G4endl;
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} else {
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out << std::setw(20) << "Affected FOM = " << std::setw(13) << fom_1 << G4endl;
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}
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if ( !showHistory ) {
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out << "Number of events of this run is too small to do convergence tests." << G4endl;
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return;
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}
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check_stat_history(out);
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// check SLOPE and output result
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if ( calcSLOPE ) {
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if ( slope >= 3 )
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{
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noPass++;
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out << "SLOPE is large enough" << G4endl;
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}
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else
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{
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out << "SLOPE is not large enough" << G4endl;
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}
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} else {
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out << "Number of non zero history too small to calculate SLOPE" << G4endl;
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}
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out << "This result passes " << noPass << " / "<< noTotal << " Convergence Test." << G4endl;
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out << G4endl;
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}
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void G4ConvergenceTester::ShowHistory(std::ostream& out)
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{
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if ( !showHistory ) {
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|
out << "Number of events of this run is too small to show history." << G4endl;
|
|
return;
|
|
}
|
|
|
|
out << std::setprecision( 6 );
|
|
|
|
out << G4endl;
|
|
out << "G4ConvergenceTester Output History of " << name << G4endl;
|
|
out << "i/" << noBinOfHistory << " till_ith mean"
|
|
<< std::setw(13) << "var"
|
|
<< std::setw(13) << "sd"
|
|
<< std::setw(13) << "r"
|
|
<< std::setw(13) << "vov"
|
|
<< std::setw(13) << "fom"
|
|
<< std::setw(13) << "shift"
|
|
<< std::setw(13) << "e"
|
|
<< std::setw(13) << "r2eff"
|
|
<< std::setw(13) << "r2int"
|
|
<< G4endl;
|
|
for ( G4int i = 1 ; i <= noBinOfHistory ; i++ )
|
|
{
|
|
out << std::setw( 4) << i << " "
|
|
<< std::setw( 5) << history_grid [ i-1 ]
|
|
<< std::setw(13) << mean_history [ i-1 ]
|
|
<< std::setw(13) << var_history [ i-1 ]
|
|
<< std::setw(13) << sd_history [ i-1 ]
|
|
<< std::setw(13) << r_history [ i-1 ]
|
|
<< std::setw(13) << vov_history [ i-1 ]
|
|
<< std::setw(13) << fom_history [ i-1 ]
|
|
<< std::setw(13) << shift_history [ i-1 ]
|
|
<< std::setw(13) << e_history [ i-1 ]
|
|
<< std::setw(13) << r2eff_history [ i-1 ]
|
|
<< std::setw(13) << r2int_history [ i-1 ]
|
|
<< G4endl;
|
|
}
|
|
}
|
|
|
|
void G4ConvergenceTester::check_stat_history(std::ostream& out)
|
|
{
|
|
|
|
// 1 sigma rejection for null hypothesis
|
|
|
|
std::vector<G4double> first_ally;
|
|
std::vector<G4double> second_ally;
|
|
|
|
// use 2nd half of hisories
|
|
G4int N = mean_history.size() / 2;
|
|
G4int i;
|
|
|
|
G4double pearson_r;
|
|
G4double t;
|
|
|
|
first_ally.resize( N );
|
|
second_ally.resize( N );
|
|
|
|
//
|
|
G4double sum_of_var = std::accumulate ( var_history.begin() , var_history.end() , 0.0 );
|
|
if ( sum_of_var == 0.0 ) {
|
|
out << "Variances in all historical grids are zero." << G4endl;
|
|
out << "Terminating checking behavior of statistics numbers." << G4endl;
|
|
return;
|
|
}
|
|
|
|
// Mean
|
|
|
|
for ( i = 0 ; i < N ; i++ )
|
|
{
|
|
first_ally [ i ] = history_grid [ N + i ];
|
|
second_ally [ i ] = mean_history [ N + i ];
|
|
}
|
|
|
|
pearson_r = calc_Pearson_r ( N , first_ally , second_ally );
|
|
t = pearson_r * std::sqrt ( ( N - 2 ) / ( 1 - pearson_r * pearson_r ) );
|
|
|
|
if ( t < 0.429318 ) // Student t of (Degree of freedom = N-2 )
|
|
{
|
|
out << "MEAN distribution is RANDOM" << G4endl;
|
|
noPass++;
|
|
}
|
|
else
|
|
{
|
|
out << "MEAN distribution is not RANDOM" << G4endl;
|
|
}
|
|
|
|
|
|
// R
|
|
|
|
for ( i = 0 ; i < N ; i++ )
|
|
{
|
|
first_ally [ i ] = 1.0 / std::sqrt ( G4double(history_grid [ N + i ]) );
|
|
second_ally [ i ] = r_history [ N + i ];
|
|
}
|
|
|
|
pearson_r = calc_Pearson_r ( N , first_ally , second_ally );
|
|
t = pearson_r * std::sqrt ( ( N - 2 ) / ( 1 - pearson_r * pearson_r ) );
|
|
|
|
if ( t > 1.090546 )
|
|
{
|
|
out << "r follows 1/std::sqrt(N)" << G4endl;
|
|
noPass++;
|
|
}
|
|
else
|
|
{
|
|
out << "r does not follow 1/std::sqrt(N)" << G4endl;
|
|
}
|
|
|
|
if ( is_monotonically_decrease( second_ally ) == true )
|
|
{
|
|
out << "r is monotonically decrease " << G4endl;
|
|
}
|
|
else
|
|
{
|
|
out << "r is NOT monotonically decrease " << G4endl;
|
|
}
|
|
|
|
if ( r_history.back() < 0.1 )
|
|
{
|
|
out << "r is less than 0.1. r = " << r_history.back() << G4endl;
|
|
noPass++;
|
|
}
|
|
else
|
|
{
|
|
out << "r is NOT less than 0.1. r = " << r_history.back() << G4endl;
|
|
}
|
|
|
|
|
|
// VOV
|
|
for ( i = 0 ; i < N ; i++ )
|
|
{
|
|
first_ally [ i ] = 1.0 / history_grid [ N + i ];
|
|
second_ally [ i ] = vov_history [ N + i ];
|
|
}
|
|
|
|
pearson_r = calc_Pearson_r ( N , first_ally , second_ally );
|
|
t = pearson_r * std::sqrt ( ( N - 2 ) / ( 1 - pearson_r * pearson_r ) );
|
|
|
|
if ( t > 1.090546 )
|
|
{
|
|
out << "VOV follows 1/std::sqrt(N)" << G4endl;
|
|
noPass++;
|
|
}
|
|
else
|
|
{
|
|
out << "VOV does not follow 1/std::sqrt(N)" << G4endl;
|
|
}
|
|
|
|
if ( is_monotonically_decrease( second_ally ) == true )
|
|
{
|
|
out << "VOV is monotonically decrease " << G4endl;
|
|
}
|
|
else
|
|
{
|
|
out << "VOV is NOT monotonically decrease " << G4endl;
|
|
}
|
|
|
|
// FOM
|
|
|
|
for ( i = 0 ; i < N ; i++ )
|
|
{
|
|
first_ally [ i ] = history_grid [ N + i ];
|
|
second_ally [ i ] = fom_history [ N + i ];
|
|
}
|
|
|
|
pearson_r = calc_Pearson_r ( N , first_ally , second_ally );
|
|
t = pearson_r * std::sqrt ( ( N - 2 ) / ( 1 - pearson_r * pearson_r ) );
|
|
|
|
if ( t < 0.429318 )
|
|
{
|
|
out << "FOM distribution is RANDOM" << G4endl;
|
|
noPass++;
|
|
}
|
|
else
|
|
{
|
|
out << "FOM distribution is not RANDOM" << G4endl;
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
G4double G4ConvergenceTester::calc_Pearson_r ( G4int N , std::vector<G4double> first_ally , std::vector<G4double> second_ally )
|
|
{
|
|
G4double first_mean = 0.0;
|
|
G4double second_mean = 0.0;
|
|
|
|
G4int i;
|
|
for ( i = 0 ; i < N ; i++ )
|
|
{
|
|
first_mean += first_ally [ i ];
|
|
second_mean += second_ally [ i ];
|
|
}
|
|
first_mean = first_mean / N;
|
|
second_mean = second_mean / N;
|
|
|
|
G4double a = 0.0;
|
|
for ( i = 0 ; i < N ; i++ )
|
|
{
|
|
a += ( first_ally [ i ] - first_mean ) * ( second_ally [ i ] - second_mean );
|
|
}
|
|
|
|
G4double b1 = 0.0;
|
|
G4double b2 = 0.0;
|
|
for ( i = 0 ; i < N ; i++ )
|
|
{
|
|
b1 += ( first_ally [ i ] - first_mean ) * ( first_ally [ i ] - first_mean );
|
|
b2 += ( second_ally [ i ] - second_mean ) * ( second_ally [ i ] - second_mean );
|
|
}
|
|
|
|
G4double rds = a / std::sqrt ( b1 * b2 );
|
|
|
|
return rds;
|
|
}
|
|
|
|
|
|
|
|
G4bool G4ConvergenceTester::is_monotonically_decrease ( std::vector<G4double> ally )
|
|
{
|
|
|
|
std::vector<G4double>::iterator it;
|
|
for ( it = ally.begin() ; it != ally.end() - 1 ; it++ )
|
|
{
|
|
if ( *it < *(it+1) ) return FALSE;
|
|
}
|
|
|
|
noPass++;
|
|
return TRUE;
|
|
}
|
|
|
|
|
|
|
|
//void G4ConvergenceTester::calc_slope_fit ( std::vector<G4double> largest_socres )
|
|
void G4ConvergenceTester::calc_slope_fit ( std::vector<G4double> )
|
|
{
|
|
|
|
// create PDF bins
|
|
G4double max = largest_scores.front();
|
|
G4int last = int ( largest_scores.size() );
|
|
G4double min = 0.0;
|
|
if ( largest_scores.back() != 0 )
|
|
{
|
|
min = largest_scores.back();
|
|
}
|
|
else
|
|
{
|
|
min = largest_scores[ last-1 ];
|
|
last = last - 1;
|
|
}
|
|
|
|
//G4cout << "largest " << max << G4endl;
|
|
//G4cout << "last " << min << G4endl;
|
|
|
|
if ( max*0.99 < min )
|
|
{
|
|
// upper limit is assumed to have been reached
|
|
slope = 10.0;
|
|
return;
|
|
}
|
|
|
|
std::vector < G4double > pdf_grid;
|
|
|
|
pdf_grid.resize( noBinOfPDF+1 ); // no grid = no bins + 1
|
|
pdf_grid[ 0 ] = max;
|
|
pdf_grid[ noBinOfPDF ] = min;
|
|
G4double log10_max = std::log10( max );
|
|
G4double log10_min = std::log10( min );
|
|
G4double log10_delta = log10_max - log10_min;
|
|
for ( G4int i = 1 ; i < noBinOfPDF ; i++ )
|
|
{
|
|
pdf_grid[i] = std::pow ( 10.0 , log10_max - log10_delta/10.0*(i) );
|
|
//G4cout << "pdf i " << i << " " << pdf_grid[i] << G4endl;
|
|
}
|
|
|
|
std::vector < G4double > pdf;
|
|
pdf.resize( noBinOfPDF );
|
|
|
|
for ( G4int j=0 ; j < last ; j ++ )
|
|
{
|
|
for ( G4int i = 0 ; i < 11 ; i++ )
|
|
{
|
|
if ( largest_scores[j] >= pdf_grid[i+1] )
|
|
{
|
|
pdf[i] += 1.0 / ( pdf_grid[i] - pdf_grid[i+1] ) / n;
|
|
//G4cout << "pdf " << j << " " << i << " " << largest_scores[j] << " " << G4endl;
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
f_xi.resize( noBinOfPDF );
|
|
f_yi.resize( noBinOfPDF );
|
|
for ( G4int i = 0 ; i < noBinOfPDF ; i++ )
|
|
{
|
|
//G4cout << "pdf i " << i << " " << (pdf_grid[i]+pdf_grid[i+1])/2 << " " << pdf[i] << G4endl;
|
|
f_xi[i] = (pdf_grid[i]+pdf_grid[i+1])/2;
|
|
f_yi[i] = pdf[i];
|
|
}
|
|
|
|
// number of variables ( a and k )
|
|
minimizer = new G4SimplexDownhill<G4ConvergenceTester> ( this , 2 );
|
|
//G4double minimum = minimizer->GetMinimum();
|
|
std::vector<G4double> mp = minimizer->GetMinimumPoint();
|
|
G4double k = mp[1];
|
|
|
|
//G4cout << "SLOPE " << 1/mp[1]+1 << G4endl;
|
|
//G4cout << "SLOPE a " << mp[0] << G4endl;
|
|
//G4cout << "SLOPE k " << mp[1] << G4endl;
|
|
//G4cout << "SLOPE minimum " << minimizer->GetMinimum() << G4endl;
|
|
|
|
slope = 1/mp[1]+1;
|
|
if ( k < 1.0/9 ) // Please look Pareto distribution with "sigma=a" and "k"
|
|
{
|
|
slope = 10;
|
|
}
|
|
if ( slope > 10 )
|
|
{
|
|
slope = 10;
|
|
}
|
|
}
|
|
|
|
|
|
|
|
G4double G4ConvergenceTester::slope_fitting_function ( std::vector< G4double > x )
|
|
{
|
|
|
|
G4double a = x[0];
|
|
G4double k = x[1];
|
|
|
|
if ( a <= 0 )
|
|
{
|
|
return 3.402823466e+38; // FLOAT_MAX
|
|
}
|
|
if ( k == 0 )
|
|
{
|
|
return 3.402823466e+38; // FLOAT_MAX
|
|
}
|
|
|
|
// f_xi and f_yi is filled at "calc_slope_fit"
|
|
|
|
G4double y = 0.0;
|
|
G4int i;
|
|
for ( i = 0 ; i < int ( f_yi.size() ) ; i++ )
|
|
{
|
|
//if ( 1/a * ( 1 + k * f_xi [ i ] / a ) < 0 )
|
|
if ( ( 1 + k * f_xi [ i ] / a ) < 0 )
|
|
{
|
|
y +=3.402823466e+38; // FLOAT_MAX
|
|
}
|
|
else
|
|
{
|
|
y += ( f_yi [ i ] - 1/a*std::pow ( 1 + k * f_xi [ i ] / a , - 1/k - 1 ) ) * ( f_yi [ i ] - 1/a*std::pow ( 1 + k * f_xi [ i ] / a , - 1/k - 1 ) );
|
|
}
|
|
}
|
|
// G4cout << "y = " << y << G4endl;
|
|
|
|
return y;
|
|
}
|