8000 Variance fixes in simulated spectra by fjebaker · Pull Request #101 · fjebaker/SpectralFitting.jl · GitHub
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Variance fixes in simulated spectra #101

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merged 3 commits into from
May 14, 2024
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Variance fixes in simulated spectra #101

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8e541af
docs: update goodness call with exposure time
fjebaker May 14, 2024
d70d90c
feat!: simulated spectrum holds variance instead of errors
fjebaker May 14, 2024
3e0a635
test: time the fitting tests
fjebaker May 14, 2024
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2 changes: 1 addition & 1 deletion docs/src/walkthrough.md
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Original file line number Diff line number Diff line change
Expand Up @@ -130,7 +130,7 @@ update_model!(model, result)
To estimate the goodness of our fit, we can mimic the `goodness` command from XSPEC. This will use the [`simulate`](@ref) function to simulate spectra for a dataset (here determined by the result), and fit the model to the simulated dataset. The fit statistic for each fit is then appended to an array, which we can use to plot a histogram:

```@example walk
spread = goodness(result; N = 1000, seed = 42)
spread = goodness(result; N = 1000, seed = 42, exposure_time = data.data.spectrum.exposure_time)
histogram(spread, ylims = (0, 300), label = "Simulated")
vline!([result.χ2], label = "Best fit")
```
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12 changes: 8 additions & 4 deletions src/simulate.jl
10000
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Expand Up @@ -3,7 +3,7 @@ mutable struct SimulatedSpectrum{T,F} <: AbstractDataset
model_domain::Vector{T}
output_domain::Vector{T}
data::Vector{T}
errors::Vector{T}
variance::Vector{T}
units::Union{Nothing,SpectralUnits.RateOrCount}
transformer!!::F
seed::Int
Expand All @@ -18,7 +18,7 @@ end

function make_objective_variance(::ContiguouslyBinned, dataset::SimulatedSpectrum)
check_units_warning(dataset.units)
dataset.errors .^ 2
dataset.variance
end

make_model_domain(::ContiguouslyBinned, dataset::SimulatedSpectrum) = dataset.model_domain
Expand Down Expand Up @@ -51,13 +51,18 @@ function simulate!(
simulate_distribution = Distributions.Poisson,
rng = Random.default_rng(),
exposure_time = 1e5,
counting_variance = true,
)
config.objective .= _invoke_and_transform!(config.cache, config.model_domain, p)
for (i, m) in enumerate(config.objective)
distr = simulate_distribution(m * exposure_time)
count = rand(rng, distr)
config.objective[i] = count / exposure_time
config.variance[i] = sqrt(abs(count)) / exposure_time

# how to propagate the variance
if counting_variance
config.variance[i] = count / exposure_time^2
end
end
end

Expand All @@ -69,7 +74,6 @@ function simulate!(conf::FittingConfig; seed = abs(rand(Int)), kwargs...)
conf.model_domain,
conf.output_domain,
conf.objective,
# variance has already been sqrt'd
conf.variance,
u"counts / (s * keV)",
conf.cache.transformer!!,
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16 changes: 8 additions & 8 deletions test/runtests.jl
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Expand Up @@ -93,21 +93,21 @@ end
end

@testset "fitting" verbose = true begin
include("fitting/test-fit-simple-dataset.jl")
include("fitting/test-cache.jl")
include("fitting/test-binding.jl")
include("fitting/test-results.jl")
@time include("fitting/test-fit-simple-dataset.jl")
@time include("fitting/test-cache.jl")
@time include("fitting/test-binding.jl")
@time include("fitting/test-results.jl")

@testset "powerlaws" begin
include("fitting/test-fit-powerlaw.jl")
@time include("fitting/test-fit-powerlaw.jl")
end
@testset "multifits" begin
include("fitting/test-fit-multi.jl")
include("fitting/test-fit-optim.jl")
@time include("fitting/test-fit-multi.jl")
@time include("fitting/test-fit-optim.jl")
end
if has_test_dir
@testset "sample-data" begin
include("fitting/test-sample-data.jl")
@time include("fitting/test-sample-data.jl")
end
else
@warn "Skipping dataset tests."
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