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https://github.com/Vindaar/nim-mpfit

A wrapper for the cMPFIT library for the Nim programming language, https://vindaar.github.io/nim-mpfit/
https://github.com/Vindaar/nim-mpfit

fitting least-squares levenberg-marquardt nim non-linear-optimization nonlinear

Last synced: 3 months ago
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A wrapper for the cMPFIT library for the Nim programming language, https://vindaar.github.io/nim-mpfit/

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README 

        
* MPFIT for Nim - Non-linear least squares fitting

Wrapper of the [[https://www.physics.wisc.edu/~craigm/idl/cmpfit.html][cMPFIT library]] for Nim.



** Documentation



For the (mostly autogenerated) documentation, see:



https://vindaar.github.io/nim-mpfit/



** Example



The following example shows the basic usage of the library. Note that

the actual code related to mpfit-nim is only the definition of =proc

expH(...)= and =proc fitHalfLife(...)=.  



In addition an =echoResult= proc is defined, which can be used to

pretty print the result of the fit. Alternatively, you can call

=pretty= taking the final parameters and the =mp_result= (i.e. the

tuple returned by =fit= as separate arguments) to get a string

representation of it.



Note: we use the =mpfit/plotting= submodule here to generate a plot in

one line. It depends on [[https://github.com/Vindaar/ggplotnim][ggplotnim]].



#+BEGIN_SRC nim :tangle examples/fit_half_life.nim

import std / [strutils, sequtils, strformat]

import pkg / [zero_functional, seqmath]

import mpfit



const

  filename = "data/half_life_muon.txt"



func expH(p: seq[float], x: float): float =

  ## the function we'd like to fit. Any user defined function needs to

  ## be of the signature

  ## `proc[T](p: seq[T], x: T): T`

  ## i.e. conform to the `FuncProto[T]` type defined in mpfit_nim

  result = p[0] * exp(-p[1] * x)

  

proc parseHalfLifeData(filename: string): (seq[float], seq[float]) =

  ## Parse the input file. First create seq of tuple of floats

  ## then convert that to tuple of seq[float]

  let s = readFile(filename).splitLines --> filter('#' notin it and it.len > 0).

                                             map(it.splitWhitespace).

                                             map((it[0].parseFloat,

                                                  it[1].parseFloat))

  result[0] = s --> map(it[0])

  result[1] = s --> map(it[1])  

                                            

proc fitHalfLife(bins, counts, countsErr: seq[float]): (seq[float], mp_result) =

  ## the actual code which performs the fitting. Call the `fit` proc

  ## with the user defined function to be fitted as the first argument,

  ## the initial parameter guess as the second and finally x, y and y_err

  # start parameters

  let p = [1400.0, 1.0]

  # now just call fit

  let (pRes, res) = fit(expH, p, bins, counts, countsErr)

  echoResult(pRes, res = res)

  result = (pRes, res)

  echo &"The lifetime of the muon is ~ {1.0 / pRes[1]:.2f} µs"



when isMainModule:

  # first parse the data from the file

  let (bins, counts) = parseHalfLifeData(filename)

  # calculates errors: poisson errors on the counts

  let countsErr = counts.mapIt(sqrt(it))

  # perform the fit and echo results

  let (pRes, res) = fitHalfLife(bins, counts, countsErr)



  # plot the data and the fit

  import mpfit / plotting # import plotting convenience function

  plot(

    expH, pRes, # the function we fit and resulting fit params

    bins, counts, countsErr, # the input data & errors

    res, # the `mp_result` returned from the `fit` call

    xMin = 0.0, xMax = 10.0, # customize range of plot

    xlabel = "time / μs", ylabel = "# counts", title = "Muon half life measurement", # and labels

    outfile = "../media/muon_lifetime_measurement.png", # save as png

    verbose = false # we set `verbose` to false, as we already `echoResult` manually

  )

#+END_SRC



which outputs the following:

#+BEGIN_SRC sh

  χ²      = 74.0799    (8 DOF)

  χ²/dof  = 9.25999

  NPAR    = 2

  NFREE   = 2

  NPEGGED = 0

  NITER   = 11

  NFEV    = 33

  P[0] = 1937.1   +/- 45.6327

  P[1] = 0.515508 +/- 0.00876106

The lifetime of the muon is ~ 1.94 µs

#+END_SRC



and creates this plot:

[[file:media/muon_lifetime_measurement.png]]



** Dependencies & Installation



The library depends on the cMPFIT library as a shared object. Either

get the source code from [[https://www.physics.wisc.edu/~craigm/idl/cmpfit.html][here]] or use the code in [[file:c_src/]].

Compile the C library as follows:

#+BEGIN_SRC sh

gcc -c -Wall -Werror -fpic mpfit.c mpfit.h

gcc -shared -o libmpfit.so mpfit.o

#+END_SRC

which should create a =libmpfit.so= file in the same directory. The

Nim library will link against it. Either copy the shared library to

the location of your Nim code, in which you use mpfit-nim, or install

it system wide, depending on your system it may look like the

following (Ubuntu x64):

#+BEGIN_SRC 

cp libmpfit.so /usr/lib/x86_64-linux-gnu

#+END_SRC



Once the shared library is available, there shouldn't be anything else

to do to use the library. Note: the example given in

[[file:examples/fit_half_life.nim]] requires a few Nim libraries, which

are not dependencies, since they are only used in the example,

notably:

- =seqmath= (for linspace)

- =plotly= (+ =chroma=) (to plot the data and fit)

- =zero_functional= (to parse the data)



** Usage

The library consists of a single exported =fit= procedure, which has

the following signature:

#+BEGIN_SRC nim

proc fit*[T](f: FuncProto[T], pS: openArray[T], x, y, ey: openArray[T]): (seq[T], mp_result) =

#+END_SRC

the first argument is a user defined function (see below), the

following arguments are:

- =pS=: the first guess for the parameters

- =x=: data for x 

- =y=: data for y 

- =ey=: errors for y

Note: currently the =ey= may not be an empty sequence, nor 0, since we

use it as a weight. (TODO: change that!)



The =mp_result= object contains the chi^2 values for the fit, the

errors on the parameters and additional information about the internal

fitting process (e.g. number of times the user defined function was

called).

The type is defined in [[file:src/wrapper/mpfit_wrapper.nim]].



The =FuncProto[T]= type is the following:

#+BEGIN_SRC nim

proc [T](p: seq[T], x: T): T

#+END_SRC

defined in [[file:src/mpfit_nim.nim]]. 

The user defined function needs to conform to that (see the example above).



** License

The C code is governed by the licence as shown in

[[file:c_src/DISCLAIMER]]. The Nim code is published under the MIT license.