I have a problem with the following code.
It calculates the drc curve correctly, but the ec50 wrongly, although the are closely related...
x <- c(-1, -0.114074, 0.187521, 0.363612, 0.488551, 0.585461, 0.664642, 0.730782, 0.788875, 0.840106, 0.885926, 0.92737, 0.965202, 1)
y <- c(100, 3.978395643, 0.851717911, 0.697307565, 0.512455497, 0.512455497, 0.482273052, 0.479293487, 0.361024717, 0.355324864, 0.303120838, 0.286539832, 0.465692047, 0.358045152)
mat <- cbind(x, y)
df <- as.data.frame(mat)
calc <- drm(
formula = y ~ x,
data = df,
fct = L.4(names = c("hill", "min_value", "max_value", "ec50"))
)
plot <- ggplot(df, aes(x=x, y=y), color="black") +
geom_point() +
labs(x = "x", y = "y") +
theme(
axis.title.x = element_text(color="black", size=10),
axis.title.y = element_text(color="black", size=10),
axis.line.x = element_line(color = "black"),
axis.line.y = element_line(color = "black")
) +
stat_smooth(
formula = y ~ x,
method = "drm", color="black",
method.args = list(fct = L.4(names = c("hill", "min_value", "max_value", "ec50"))),
se = FALSE
) +
theme(panel.background=element_rect(fill="white"))+
ylim(0, NA)
ec50 <- ED(calc,50)
print(ec50)
print(calc)
print(plot)
This is the graph I obtain:
But if I print the parameters of the function L.4, I have the following result:
hill:(Intercept) 6.3181
min_value:(Intercept) 0.3943
max_value:(Intercept) 111.0511
ec50:(Intercept) -0.6520
max_value:(Intercept) is obviously wrong (it has to be 100), and, as a consequence, ec50 is wrong too.
I would also add that for other sets of data, the min_value:(Intercept) is wrong too (with values < 0...)
I cannot find the mistake, because the graph derived from the same function L.4 shows the right values.
Thank you very much for your help!
The upper asymptote in your case assumes a symmetrical curve (due to 4PL fitting). Meaning that both bottom and upper asymptote have the same inflection.
Your data might max out at 100 but the formula calculates the upper asymptote further than 100 (111) because that's where the actual asymptote lies, not the end of your data.
So the graph is based on your data, but the estimated parameters forces a symmetrical curve to fit it, and your asymptote increases. This will also shift the EC50.
Due to privacy issues I don't have the original raw data matrices, but instead I can have covariance matrices of x and y (x'x, y'y, x'y) datasets or the correlation matrix between the two of them (or any other sort of matrix that is not the original data matrix).
I need to find a way to apply canonical correlation analysis directly on those matrices. Browsing the net I didn't find any solution to my problem. I want to ask if there is already an implemented algorithm able to work on these data, in R would be the best, but other languages are ok
Example from the tutorial in R for cca package: (https://stats.idre.ucla.edu/r/dae/canonical-correlation-analysis/)
mm <- read.csv("https://stats.idre.ucla.edu/stat/data/mmreg.csv")
colnames(mm) <- c("Control", "Concept", "Motivation", "Read", "Write", "Math",
"Science", "Sex")
You divide the dataset into x and y :
x <- mm[, 1:3]
y <- mm[, 4:8]
Then the function works taking as input these two datasets: cc(x,y) (note that the function standardizes the data by itself).
What I want to know if there is a way to perform cca starting by centering matrices around the mean:
x = scale(x, scale = F)
y = scale(Y, scale = F)
An then computing the covariance matrices x'x, y'y, xy'xy:
cvx = crossprod(x); cvy = crossprod(y); cvxy = crossprod(x,y)
And the algorithm should take in input those matrices to work and compute the canonical variates and correlation coefficients
like: f(cvx, cvy, cvxy)
In this article is written a solution starting from covariance matrices for example, but I don't if it is just theory or someone has actually implemented it
http://graphics.stanford.edu/courses/cs233-20-spring/ReferencedPapers/CCA_Weenik.pdf
I hope to be exhaustive enough!
In short: the correlation are using internally in most (probably all) CCA analysis.
In long: you will need to work out a bit how to do that depending on the case. Let me show you below a example.
What is Canonical-correlation analysis (CCA)?
Canonical-correlation analysis (CCA): help you to identify the best possible linear relations you could create between two datasets. See wikipedia. See references for examples. I will follow this post for the data and use libraries.
Set up libraries, upload the data, select some variables, removed nans, estandarizad the data.
import pandas as pd
import numpy as np
df = pd.read_csv('2016 School Explorer.csv')
# choose relevant features
df = df[['Rigorous Instruction %',
'Collaborative Teachers %',
'Supportive Environment %',
'Effective School Leadership %',
'Strong Family-Community Ties %',
'Trust %','Average ELA Proficiency',
'Average Math Proficiency']]
df.corr()
# drop missing values
df = df.dropna()
# separate X and Y groups
X = df[['Rigorous Instruction %',
'Collaborative Teachers %',
'Supportive Environment %',
'Effective School Leadership %',
'Strong Family-Community Ties %',
'Trust %'
]]
Y = df[['Average ELA Proficiency',
'Average Math Proficiency']]
for col in X.columns:
X[col] = X[col].str.strip('%')
X[col] = X[col].astype('int')
# Standardise the data
from sklearn.preprocessing import StandardScaler
sc = StandardScaler(with_mean=True, with_std=True)
X_sc = sc.fit_transform(X)
Y_sc = sc.fit_transform(Y)
What are Correlations?
I am pausing here to talk about the idea and the implementation.
First of all CCA analysis is naturally based on that idea however for the numerical resolution there are different ways to do that.
The definition from wikipedia. See the pic:
I am talking about this because I am going to modify a function of that library and I want you to really pay attention to that.
See Eq 4 in Bilenko et al 2016. But you need to be really careful with how to place that well.
Notice that strictly speaking you do not need the correlations.
Let me show the the function that is working out that expression, in pyrrcca library here
def kcca(data, reg=0., numCC=None, kernelcca=True,
ktype='linear',
gausigma=1.0, degree=2):
"""Set up and solve the kernel CCA eigenproblem
"""
if kernelcca:
kernel = [_make_kernel(d, ktype=ktype, gausigma=gausigma,
degree=degree) for d in data]
else:
kernel = [d.T for d in data]
nDs = len(kernel)
nFs = [k.shape[0] for k in kernel]
numCC = min([k.shape[1] for k in kernel]) if numCC is None else numCC
# Get the auto- and cross-covariance matrices
crosscovs = [np.dot(ki, kj.T) for ki in kernel for kj in kernel]
# Allocate left-hand side (LH) and right-hand side (RH):
LH = np.zeros((sum(nFs), sum(nFs)))
RH = np.zeros((sum(nFs), sum(nFs)))
# Fill the left and right sides of the eigenvalue problem
for i in range(nDs):
RH[sum(nFs[:i]) : sum(nFs[:i+1]),
sum(nFs[:i]) : sum(nFs[:i+1])] = (crosscovs[i * (nDs + 1)]
+ reg * np.eye(nFs[i]))
for j in range(nDs):
if i != j:
LH[sum(nFs[:j]) : sum(nFs[:j+1]),
sum(nFs[:i]) : sum(nFs[:i+1])] = crosscovs[nDs * j + i]
LH = (LH + LH.T) / 2.
RH = (RH + RH.T) / 2.
maxCC = LH.shape[0]
r, Vs = eigh(LH, RH, eigvals=(maxCC - numCC, maxCC - 1))
r[np.isnan(r)] = 0
rindex = np.argsort(r)[::-1]
comp = []
Vs = Vs[:, rindex]
for i in range(nDs):
comp.append(Vs[sum(nFs[:i]):sum(nFs[:i + 1]), :numCC])
return comp
The output from here the Canonical Covariates (comp), those are a and b in Eq4 in Bilenko et al 2016.
I just want you to pay attention to this:
# Get the auto- and cross-covariance matrices
crosscovs = [np.dot(ki, kj.T) for ki in kernel for kj in kernel]
That is exactly the place where that operation happens. Notice that is not exactly the definition from Wikipedia, however is mathematically equivalent.
Calculation of the correlations
I am going to calculate the correlations as in wikipedia but later I will modify that function, so it is going to bit a couple of details, to make sure this is answering the original questions clearly.
# Get the auto- and cross-covariance matrices
crosscovs = [np.dot(ki, kj.T) for ki in kernel for kj in kernel]
print(crosscovs)
[array([[1217. , 746.04496925, 736.14178336, 575.21073838,
517.52474332, 641.25363806],
[ 746.04496925, 1217. , 732.6297358 , 1094.38480773,
572.95747557, 1073.96490387],
[ 736.14178336, 732.6297358 , 1217. , 559.5753228 ,
682.15312862, 774.36607617],
[ 575.21073838, 1094.38480773, 559.5753228 , 1217. ,
495.79248754, 1047.31981248],
[ 517.52474332, 572.95747557, 682.15312862, 495.79248754,
1217. , 632.75610906],
[ 641.25363806, 1073.96490387, 774.36607617, 1047.31981248,
632.75610906, 1217. ]]), array([[367.74099904, 391.82683717],
[348.78464015, 355.81358426],
[440.88117453, 514.22183796],
[326.32173163, 311.97282341],
[216.32441793, 269.72859023],
[288.27601974, 304.20209135]]), array([[367.74099904, 348.78464015, 440.88117453, 326.32173163,
216.32441793, 288.27601974],
[391.82683717, 355.81358426, 514.22183796, 311.97282341,
269.72859023, 304.20209135]]), array([[1217. , 1139.05867099],
[1139.05867099, 1217. ]])]
Have a look to the output, I am going to change that a bit so is between -1 and 1. Again, this modification is minor. Following the definition from wikipedia the authors just care about the numerator, and I am just going to include now the denominator.
max_unit = 0
for crosscov in crosscovs:
max_unit = np.max([max_unit,np.max(crosscov)])
"""I normalice"""
crosscovs_new = []
for crosscov in crosscovs:
crosscovs_new.append(crosscov/max_unit)
print(crosscovs_new)
[array([[1. , 0.6130197 , 0.60488232, 0.47264646, 0.4252463 ,
0.52691342],
[0.6130197 , 1. , 0.6019965 , 0.89924799, 0.47079497,
0.88246911],
[0.60488232, 0.6019965 , 1. , 0.45979895, 0.56052024,
0.63629094],
[0.47264646, 0.89924799, 0.45979895, 1. , 0.40738906,
0.86057503],
[0.4252463 , 0.47079497, 0.56052024, 0.40738906, 1. ,
0.51993107],
[0.52691342, 0.88246911, 0.63629094, 0.86057503, 0.51993107,
1. ]]), array([[0.30217009, 0.32196125],
[0.28659379, 0.29236942],
[0.36226884, 0.42253232],
[0.26813618, 0.25634579],
[0.17775219, 0.22163401],
[0.2368743 , 0.24996063]]), array([[0.30217009, 0.28659379, 0.36226884, 0.26813618, 0.17775219,
0.2368743 ],
[0.32196125, 0.29236942, 0.42253232, 0.25634579, 0.22163401,
0.24996063]]), array([[1. , 0.93595618],
[0.93595618, 1. ]])]
For clarity I will show you in a slightly different way to see that the numbers and indeed correlations of the original data.
df.corr()
Average ELA Proficiency Average Math Proficiency
Average ELA Proficiency 1.000000 0.935956
Average Math Proficiency 0.935956 1.000000
That is a way to see as well the variables name. I just want to show you that the numbers above make sense, and are what you are calling correlations.
Calculations of the CCA
So now I will just modify a bit the function kcca from pyrrcca. The idea is for that function to accept the previously calculated correlations matrixes.
from rcca import _make_kernel
from scipy.linalg import eigh
def kcca_working(data, reg=0.,
numCC=None,
kernelcca=False,
ktype='linear',
gausigma=1.0,
degree=2,
crosscovs=None):
"""Set up and solve the kernel CCA eigenproblem
"""
if kernelcca:
kernel = [_make_kernel(d, ktype=ktype, gausigma=gausigma,
degree=degree) for d in data]
else:
kernel = [d.T for d in data]
nDs = len(kernel)
nFs = [k.shape[0] for k in kernel]
numCC = min([k.shape[1] for k in kernel]) if numCC is None else numCC
if crosscovs is None:
# Get the auto- and cross-covariance matrices
crosscovs = [np.dot(ki, kj.T) for ki in kernel for kj in kernel]
# Allocate left-hand side (LH) and right-hand side (RH):
LH = np.zeros((sum(nFs), sum(nFs)))
RH = np.zeros((sum(nFs), sum(nFs)))
# Fill the left and right sides of the eigenvalue problem
for i in range(nDs):
RH[sum(nFs[:i]) : sum(nFs[:i+1]),
sum(nFs[:i]) : sum(nFs[:i+1])] = (crosscovs[i * (nDs + 1)]
+ reg * np.eye(nFs[i]))
for j in range(nDs):
if i != j:
LH[sum(nFs[:j]) : sum(nFs[:j+1]),
sum(nFs[:i]) : sum(nFs[:i+1])] = crosscovs[nDs * j + i]
LH = (LH + LH.T) / 2.
RH = (RH + RH.T) / 2.
maxCC = LH.shape[0]
r, Vs = eigh(LH, RH, eigvals=(maxCC - numCC, maxCC - 1))
r[np.isnan(r)] = 0
rindex = np.argsort(r)[::-1]
comp = []
Vs = Vs[:, rindex]
for i in range(nDs):
comp.append(Vs[sum(nFs[:i]):sum(nFs[:i + 1]), :numCC])
return comp, crosscovs
Let run the function:
comp, crosscovs = kcca_working([X_sc, Y_sc], reg=0.,
numCC=2, kernelcca=False, ktype='linear',
gausigma=1.0, degree=2, crosscovs = crosscovs_new)
print(comp)
[array([[-0.00375779, 0.0078263 ],
[ 0.00061439, -0.00357358],
[-0.02054012, -0.0083491 ],
[-0.01252477, 0.02976148],
[ 0.00046503, -0.00905069],
[ 0.01415084, -0.01264106]]), array([[ 0.00632283, 0.05721601],
[-0.02606459, -0.05132531]])]
So I take the original function, and make possible to introduce the correlations, I also output that just for checking.
I print the Canonical Covariates (comp), those are a and b in Eq4 in Bilenko et al 2016.
Comparing results
Now I am going to compare results from the original and the modified function. I will show you that the results are equivalent.
I could obtain the original results this way. With crosscovs = None, so it is calculated as originally, instead of us introducing it:
comp, crosscovs = kcca_working([X_sc, Y_sc], reg=0.,
numCC=2, kernelcca=False, ktype='linear',
gausigma=1.0, degree=2, crosscovs = None)
print(comp)
[array([[-0.13109264, 0.27302457],
[ 0.02143325, -0.12466608],
[-0.71655285, -0.2912628 ],
[-0.43693303, 1.03824477],
[ 0.01622265, -0.31573818],
[ 0.49365965, -0.44098996]]), array([[ 0.2205752 , 1.99601077],
[-0.90927705, -1.79051045]])]
I print the Canonical Covariates (comp), those are a' and b' in Eq4 in Bilenko et al 2016.
a, b and a', b' are different but they are just different in the scale, so for all purpose they are equivalent. This is because of the correlations definitions.
To show that let me pick up numbers from each case and calculate the ratio:
print(0.00061439/-0.00375779)
-0.16349769412340764
print(0.02143325/-0.13109264)
-0.16349697435340382
They are the same result.
When that is modified you could just build in the top of that.
References:
Cool post with example and explanations in Python, using library pyrcca: https://towardsdatascience.com/understanding-how-schools-work-with-canonical-correlation-analysis-4c9a88c6b913
Bilenko, Natalia Y., and Jack L. Gallant. "Pyrcca: regularized kernel canonical correlation analysis in python and its applications to neuroimaging." Frontiers in neuroinformatics 10 (2016): 49. Paper in which pyrcca is explained: https://www.frontiersin.org/articles/10.3389/fninf.2016.00049/full
I must solve the Euler Bernoulli differential beam equation which is:
w’’’’(x) = q(x)
and boundary conditions:
w(0) = w(l) = 0
and
w′′(0) = w′′(l) = 0
The beam is as shown on the picture below:
beam
The continious force q is 2N/mm.
I have to use shooting method and scipy.integrate.odeint() func.
I can't even manage to start as i do not understand how to write the differential equation as a system of equation
Can someone who understands solving of differential equations with boundary conditions in python please help!
Thanks :)
The shooting method
To solve the fourth order ODE BVP with scipy.integrate.odeint() using the shooting method you need to:
1.) Separate the 4th order ODE into 4 first order ODEs by substituting:
u = w
u1 = u' = w' # 1
u2 = u1' = w'' # 2
u3 = u2' = w''' # 3
u4 = u3' = w'''' = q # 4
2.) Create a function to carry out the derivation logic and connect that function to the integrate.odeint() like this:
function calc(u, x , q)
{
return [u[1], u[2], u[3] , q]
}
w = integrate.odeint(calc, [w(0), guess, w''(0), guess], xList, args=(q,))
Explanation:
We are sending the boundary value conditions to odeint() for x=0 ([w(0), w'(0) ,w''(0), w'''(0)]) which calls the function calc which returns the derivatives to be added to the current state of w. Note that we are guessing the initial boundary conditions for w'(0) and w'''(0) while entering the known w(0)=0 and w''(0)=0.
Addition of derivatives to the current state of w occurs like this:
# the current w(x) value is the previous value plus the current change of w in dx.
w(x) = w(x-dx) + dw/dx
# others are calculated the same
dw(x)/dx = dw(x-dx)/dx + d^2w(x)/dx^2
# etc.
This is why we are returning values [u[1], u[2], u[3] , q] instead of [u[0], u[1], u[2] , u[3]] from the calc function, because u[1] is the first derivative so we add it to w, etc.
3.) Now we are able to set up our shooting method. We will be sending different initial boundary values for w'(0) and w'''(0) to odeint() and then check the end result of the returned w(x) profile to determine how close w(L) and w''(L) got to 0 (the known boundary conditions).
The program for the shooting method:
# a function to return the derivatives of w
def returnDerivatives(u, x, q):
return [u[1], u[2], u[3], q]
# a shooting funtion which takes in two variables and returns a w(x) profile for x=[0,L]
def shoot(u2, u4):
# the number of x points to calculate integration -> determines the size of dx
# bigger number means more x's -> better precision -> longer execution time
xSteps = 1001
# length of the beam
L= 1.0 # 1m
xSpace = np.linspace(0, L, xSteps)
q = 0.02 # constant [N/m]
# integrate and return the profile of w(x) and it's derivatives, from x=0 to x=L
return odeint(returnDerivatives, [ 0, u2, 0, u4] , xSpace, args=(q,))
# the tolerance for our results.
tolerance = 0.01
# how many numbers to consider for u2 and u4 (the guess boundary conditions)
u2_u4_maxNumbers = 1327 # bigger number, better precision, slower program
# you can also divide into separate variables like u2_maxNum and u4_maxNum
# these are already tested numbers (the best results are somewhere in here)
u2Numbers = np.linspace(-0.1, 0.1, u2_u4_maxNumbers)
# the same as above
u4Numbers = np.linspace(-0.5, 0.5, u2_u4_maxNumbers)
# result list for extracted values of each w(x) profile => [u2Best, u4Best, w(L), w''(L)]
# which will help us determine if the w(x) profile is inside tolerance
resultList = []
# result list for each U (or w(x) profile) => [w(x), w'(x), w''(x), w'''(x)]
resultW = []
# start generating numbers for u2 and u4 and send them to odeint()
for u2 in u2Numbers:
for u4 in u4Numbers:
U = []
U = shoot(u2,u4)
# get only the last row of the profile to determine if it passes tolerance check
result = U[len(U)-1]
# only check w(L) == 0 and w''(L) == 0, as those are the known boundary cond.
if (abs(result[0]) < tolerance) and (abs(result[2]) < tolerance):
# if the result passed the tolerance check, extract some values from the
# last row of the w(x) profile which we will need later for comaprisons
resultList.append([u2, u4, result[0], result[2]])
# add the w(x) profile to the list of profiles that passed the tolerance
# Note: the order of resultList is the same as the order of resultW
resultW.append(U)
# go through the resultList (list of extracted values from last row of each w(x) profile)
for i in range(len(resultList)):
x = resultList[i]
# both boundary conditions are 0 for both w(L) and w''(L) so we will simply add
# the two absolute values to determine how much the sum differs from 0
y = abs(x[2]) + abs(x[3])
# if we've just started set the least difference to the current
if i == 0:
minNum = y # remember the smallest difference to 0
index = 0 # remember index of best profile
elif y < minNum:
# current sum of absolute values is smaller
minNum = y
index = i
# print out the integral for w(x) over the beam
sum = 0
for i in resultW[index]:
sum = sum + i[0]
print("The integral of w(x) over the beam is:")
print(sum/1001) # sum/xSteps
This outputs:
The integral of w(x) over the beam is:
0.000135085272117
To print out the best profile for w(x) that we found:
print(resultW[index])
which outputs something like:
# w(x) w'(x) w''(x) w'''(x)
[[ 0.00000000e+00 7.54147813e-04 0.00000000e+00 -9.80392157e-03]
[ 7.54144825e-07 7.54142917e-04 -9.79392157e-06 -9.78392157e-03]
[ 1.50828005e-06 7.54128237e-04 -1.95678431e-05 -9.76392157e-03]
...,
[ -4.48774290e-05 -8.14851572e-04 1.75726275e-04 1.01560784e-02]
[ -4.56921910e-05 -8.14670764e-04 1.85892353e-04 1.01760784e-02]
[ -4.65067671e-05 -8.14479780e-04 1.96078431e-04 1.01960784e-02]]
To double check the results from above we will also solve the ODE using the numerical method.
The numerical method
To solve the problem using the numerical method we first need to solve the differential equations. We will get four constants which we need to find with the help of the boundary conditions. The boundary conditions will be used to form a system of equations to help find the necessary constants.
For example:
w’’’’(x) = q(x);
means that we have this:
d^4(w(x))/dx^4 = q(x)
Since q(x) is constant after integrating we have:
d^3(w(x))/dx^3 = q(x)*x + C
After integrating again:
d^2(w(x))/dx^2 = q(x)*0.5*x^2 + C*x + D
After another integration:
dw(x)/dx = q(x)/6*x^3 + C*0.5*x^2 + D*x + E
And finally the last integration yields:
w(x) = q(x)/24*x^4 + C/6*x^3 + D*0.5*x^2 + E*x + F
Then we take a look at the boundary conditions (now we have expressions from above for w''(x) and w(x)) with which we make a system of equations to solve the constants.
w''(0) => 0 = q(x)*0.5*0^2 + C*0 + D
w''(L) => 0 = q(x)*0.5*L^2 + C*L + D
This gives us the constants:
D = 0 # from the first equation
C = - 0.01 * L # from the second (after inserting D=0)
After repeating the same for w(0)=0 and w(L)=0 we obtain:
F = 0 # from first
E = 0.01/12.0 * L^3 # from second
Now, after we have solved the equation and found all of the integration constants we can make the program for the numerical method.
The program for the numerical method
We will make a FOR loop to go through the entire beam for every dx at a time and sum up (integrate) w(x).
L = 1.0 # in meters
step = 1001.0 # how many steps to take (dx)
q = 0.02 # constant [N/m]
integralOfW = 0.0; # instead of w(0) enter the boundary condition value for w(0)
result = []
for i in range(int(L*step)):
x= i/step
w = (q/24.0*pow(x,4) - 0.02/12.0*pow(x,3) + 0.01/12*pow(L,3)*x)/step # current w fragment
# add up fragments of w for integral calculation
integralOfW += w
# add current value of w(x) to result list for plotting
result.append(w*step);
print("The integral of w(x) over the beam is:")
print(integralOfW)
which outputs:
The integral of w(x) over the beam is:
0.00016666652805511192
Now to compare the two methods
Result comparison between the shooting method and the numerical method
The integral of w(x) over the beam:
Shooting method -> 0.000135085272117
Numerical method -> 0.00016666652805511192
That's a pretty good match, now lets see check the plots:
From the plots it's even more obvious that we have a good match and that the results of the shooting method are correct.
To get even better results for the shooting method increase xSteps and u2_u4_maxNumbers to bigger numbers and you can also narrow down the u2Numbers and u4Numbers to the same set size but a smaller interval (around the best results from previous program runs). Keep in mind that setting xSteps and u2_u4_maxNumbers too high will cause your program to run for a very long time.
You need to transform the ODE into a first order system, setting u0=w one possible and usually used system is
u0'=u1,
u1'=u2,
u2'=u3,
u3'=q(x)
This can be implemented as
def ODEfunc(u,x): return [ u[1], u[2], u[3], q(x) ]
Then make a function that shoots with experimental initial conditions and returns the components of the second boundary condition
def shoot(u01, u03): return odeint(ODEfunc, [0, u01, 0, u03], [0, l])[-1,[0,2]]
Now you have a function of two variables with two components and you need to solve this 2x2 system with the usual methods. As the system is linear, the shooting function is linear as well and you only need to find the coefficients and solve the resulting linear system.
I am a bit confused in the Poisson distribution. Actually I am fitting a Poisson type distribution and the I need to extract its mean and error on mean. So as we know the Poisson distribution is
In root (C/c++ based analysis framework) I defined this function like below
function = ( [0] * Power( [1] / [2] , x/[2] ) * exp (-[1]/[2]) ) / Gamma(x/[2] + 1)
Where : [0] = Normalizing parameter
[1] / [2] -> mean (mu)
x / [2] -> x
Gamma( x / [2] + 1 ) = factorial (x / [2])
So, In principle then mean of Poisson distribution is mu = 1/2 and error will be the standard deviation which is square root of mean.
But, If I am using this value then my mean is coming around 10 and hence error is ~3.
While the mean of distribution is around 2 (as we can see) so I am confused. Because the parameter 1 's value is coming out to around 2 or 3. So, should I use parameter 1 as mean value or what??
Please suggest what should I use and why?
My Full code is below:
TH1F *hClusterSize = new TH1F("hClusterSize","Cluster size for GE1/1", 10,0.,10.);
tmpTree->Draw("g1ycl.ngeoch>>hClusterSize","g1ycl#.GetEntries()==1 && g1xcl#.GetEntries()==1");
hClusterSize->GetXaxis()->SetTitle("Cluster Size");
hClusterSize->GetYaxis()->SetTitle("#Entries");
TF1 *f1 = new TF1("f1","[0]*TMath::Power(([1]/[2]),(x/[2]))*(TMath::Exp(-([1]/[2])))/TMath::Gamma((x/[2])+1)", 0, 10);
f1->SetParameters(hClusterSize->GetMaximum(), hClusterSize->GetMean(), 1);
hClusterSize->Fit("f1"); // Use option "R" = fit between "xmin" and "xmax" of the "f1"
On the root command line fitting a poisson distribution can be done like this:
TF1* func = new TF1("mypoi","[0]*TMath::Poisson(x,[1])",0,20)
func->SetParameter(0,5000) // set starting values
func->SetParameter(1,2.) // set starting values
func->SetParName(0,"Normalisation")
func->SetParName(1,"#mu")
TH1F* hist = new TH1F("hist","hist",20,-0.5,19.5)
for (int i = 0 ; i < 5000 ; i++) { hist->Fill(gRandom->Poisson(3.5)); }
hist->Draw()
hist->Fit(func)
Note that that bin centers are shifted wrt your initial post, such that the bin
center of 0 counts is at 0 and not at 0.5 (and the same for all the other bins).