/* * fit.c: fit variogram model to experimental variograms; gnuplot fit driver */ #include #include /* getenv() */ #include /* strstr() */ #include /* fabs(), sqrt() */ #include /* Rprintf() */ #include "mtrx.h" #include "defs.h" #include "defaults.h" #include "userio.h" #include "data.h" #include "utils.h" #include "debug.h" #include "vario.h" #include "sem.h" #include "glvars.h" #include "reml.h" #include "lm.h" #include "fit.h" #define NEARLY_ZERO 1.0e-30 static void wls_fit(VARIOGRAM *vp); static double getSSErr(const VARIOGRAM *vp, PERM *p, LM *lm); static int fill_weights(const VARIOGRAM *vp, PERM *p, LM *lm); static int fit_GaussNewton(VARIOGRAM *vp, PERM *p, LM *lm, int iter, int *bounded); int fit_variogram(VARIOGRAM *v) { DATA **d = NULL; int i = 0; long n = 0; if (v->ev->refit == 0) return 0; if (v->ev->fit != NO_FIT && v->ev->fit != MIVQUE_FIT) { if (! v->ev->cloud) { while (n == 0 && i < v->ev->n_est) n += v->ev->nh[i++]; /* check if estimates exist */ if (n == 0) /* bad luck */ return 1; } else if (v->ev->n_est == 0) return 1; } if (v->ev->fit != NO_FIT) { if (v->ev->map) ErrMsg(ER_IMPOSVAL, "cannot fit model to variogram map"); for (i = 0; i < v->n_models; i++) if (v->part[i].sill == 0.0 && v->part[i].fit_sill != 0) v->part[i].sill = 1.0; /* avoid lot'o trouble */ } if (v->ev->fit == WLS_FIT_MOD && !is_variogram(v)) pr_warning("this fit method is not recommended for covariograms"); v->ev->direction.x = sin(gl_alpha * PI / 180.0) * cos(gl_beta * PI / 180.0); v->ev->direction.y = cos(gl_alpha * PI / 180.0) * cos(gl_beta * PI / 180.0); v->ev->direction.z = sin(gl_beta * PI / 180.0); switch (v->ev->fit) { case NO_FIT: break; case OLS_FIT: /* BREAKTHROUGH: */ case WLS_FIT: /* BREAKTHROUGH: */ case WLS_FIT_MOD: case WLS_NHH: wls_fit(v); break; case MIVQUE_FIT: if (v->id1 != v->id2) return 1; d = get_gstat_data(); reml_sills(d[v->id1], v); break; default: Rprintf("%d\n", v->ev->fit); ErrMsg(ER_IMPOSVAL, "fit_vgm(): value for fit not recognized or not implemented"); /* no default: force compile warning on missing option! */ } return 0; } static void wls_fit(VARIOGRAM *vp) { /* * non-linear iterative reweighted least squares fitting of variogram model to * sample variogram (..covariogram model to sample covariogram, cross, etc.) * all information necessary is contained in *vp. * * uses Marquardt-Levenberg algorithm; * the implementation follows gnuplot's fit.c */ static PERM *p = PNULL; int i, j, n_iter = 0, bounded = 0, timetostop; double SSErr, oldSSErr = DBL_MAX, step; LM *lm; p = px_resize(p, vp->ev->n_est); if (! vp->ev->cloud) { for (i = j = 0; i < (vp->ev->zero == ZERO_AVOID ? vp->ev->n_est-1 : vp->ev->n_est); i++) { if (vp->ev->nh[i] > 0) p->pe[j++] = i; } p->size = j; } lm = init_lm(NULL); /* oldSSErr = getSSErr(vp, p, lm); */ do { print_progress(n_iter, gl_iter); /* if (DEBUG_VGMFIT) printlog("%s: ", vp->descr); */ if ((vp->fit_is_singular = fit_GaussNewton(vp, p, lm, n_iter, &bounded))) { pr_warning("singular model in variogram fit"); print_progress(gl_iter, gl_iter); vp->SSErr = getSSErr(vp, p, lm); return; } update_variogram(vp); SSErr = getSSErr(vp, p, lm); /* we can't use lm->SSErr here since that's only in the X-filled-with-derivatives, not the true residuals */ step = oldSSErr - SSErr; if (SSErr > gl_zero) step /= SSErr; n_iter++; if (DEBUG_VGMFIT) printlog("after it. %d: SSErr %g->%g, step=%g (fit_limit %g%s)\n", n_iter, oldSSErr, SSErr, step, gl_fit_limit, bounded ? "; bounded" : ""); oldSSErr = SSErr; timetostop = (step < gl_fit_limit && step >= 0.0 && bounded == 0) || n_iter == gl_iter; } while (! timetostop); print_progress(gl_iter, gl_iter); if (n_iter == gl_iter) pr_warning("No convergence after %d iterations: try different initial values?", n_iter); if (DEBUG_VGMFIT) { printlog("# iterations: %d, SSErr %g, last step %g", n_iter, SSErr, step); if (step < 0.0) printlog(", last step was in the wrong direction.\n"); else printlog("\n"); } free_lm(lm); vp->SSErr = SSErr; return; } /* wls_fit */ static double getSSErr(const VARIOGRAM *vp, PERM *p, LM *lm) { int i; double x, y, z, dz, SSErr; /* if (fill_weights(vp, p, lm)) return 0.0; */ for (i = 0, SSErr = 0.0; i < p->size; i++) { x = vp->ev->direction.x * vp->ev->dist[p->pe[i]]; y = vp->ev->direction.y * vp->ev->dist[p->pe[i]]; z = vp->ev->direction.z * vp->ev->dist[p->pe[i]]; /* fill y with current residuals: */ dz = vp->ev->gamma[p->pe[i]] - (is_variogram(vp) ? get_semivariance(vp, x, y, z) : get_covariance(vp, x, y, z)); if (lm->weights != NULL) SSErr += dz * dz * lm->weights->ve[i]; else SSErr += dz * dz; } return SSErr; } static int fit_GaussNewton(VARIOGRAM *vp, PERM *p, LM *lm, int iter, int *bounded) { double s = 0.0, x, y, z; int i, j, n_fit, model, fit_ranges = 0; IVEC *fit = NULL; VEC *start = NULL; if (p->size == 0) return 1; fit = iv_resize(fit, 2 * vp->n_models); /* index fit parameters: parameter fit->ive[j] corresponds to model i */ for (i = n_fit = 0; i < vp->n_models; i++) { if (vp->part[i].fit_sill) fit->ive[n_fit++] = i; if (vp->part[i].fit_range) { fit->ive[n_fit++] = i + vp->n_models; /* large -->> ranges */ fit_ranges = 1; } } if (n_fit == 0) { iv_free(fit); return 0; } fit = iv_resize(fit, n_fit); /* shrink to fit */ lm->X = m_resize(lm->X, p->size, n_fit); lm->y = v_resize(lm->y, p->size); start = v_resize(start, n_fit); for (i = 0; i < n_fit; i++) { if (fit->ive[i] < vp->n_models) { model = fit->ive[i]; start->ve[i] = vp->part[model].sill; } else { model = fit->ive[i] - vp->n_models; start->ve[i] = vp->part[model].range[0]; } } for (i = 0; i < p->size; i++) { x = vp->ev->direction.x * vp->ev->dist[p->pe[i]]; y = vp->ev->direction.y * vp->ev->dist[p->pe[i]]; z = vp->ev->direction.z * vp->ev->dist[p->pe[i]]; /* fill y with current residuals: */ if (is_variogram(vp)) s = get_semivariance(vp, x, y, z); else s = get_covariance(vp, x, y, z); lm->y->ve[i] = vp->ev->gamma[p->pe[i]] - s; /* fill X: */ for (j = 0; j < n_fit; j++) { /* cols */ if (fit->ive[j] < vp->n_models) { model = fit->ive[j]; ME(lm->X, i, j) = (is_variogram(vp) ? UnitSemivariance(vp->part[model],x,y,z) : UnitCovariance(vp->part[model],x,y,z)); } else { model = fit->ive[j] - vp->n_models; ME(lm->X, i, j) = (is_variogram(vp) ? da_Semivariance(vp->part[model],x,y,z) : -da_Semivariance(vp->part[model],x,y,z)); } } } if (iter == 0 && fill_weights(vp, p, lm)) { iv_free(fit); v_free(start); return 1; } lm->has_intercept = 1; /* does not affect the fit */ lm = calc_lm(lm); /* solve WLS eqs. for beta */ if (DEBUG_FIT) { Rprintf("beta: "); v_logoutput(lm->beta); } if (lm->is_singular) { iv_free(fit); v_free(start); return 1; } if (fit_ranges) { s = v_norm2(lm->beta) / v_norm2(start); if (s > 0.2) { /* don't allow steps > 20% ---- */ sv_mlt(0.2 / s, lm->beta, lm->beta); *bounded = 1; } else *bounded = 0; /* a `free', voluntary step */ } else /* we're basically doing linear regression here: */ *bounded = 0; for (i = 0; i < n_fit; i++) { if (fit->ive[i] < vp->n_models) { model = fit->ive[i]; vp->part[model].sill = start->ve[i] + lm->beta->ve[i]; } else { model = fit->ive[i] - vp->n_models;; vp->part[model].range[0] = start->ve[i] + lm->beta->ve[i]; } } iv_free(fit); v_free(start); return 0; } static int fill_weights(const VARIOGRAM *vp, PERM *p, LM *lm) { double x, y, z, s; int i, retval = 0; if (vp->ev->fit == OLS_FIT || (vp->ev->cloud && vp->ev->fit == WLS_FIT)) { if (lm->weights != NULL) v_free(lm->weights); lm->weights = NULL; return 0; } lm->weights = v_resize(lm->weights, p->size); for (i = 0; i < p->size; i++) { if (vp->ev->fit == WLS_NHH) s = vp->ev->dist[p->pe[i]]; else { x = vp->ev->direction.x * vp->ev->dist[p->pe[i]]; y = vp->ev->direction.y * vp->ev->dist[p->pe[i]]; z = vp->ev->direction.z * vp->ev->dist[p->pe[i]]; s = get_semivariance(vp, x, y, z); } if (vp->ev->cloud) { lm->weights->ve[i] = 1.0; if (fabs(s) > NEARLY_ZERO) lm->weights->ve[i] /= s * s; else { pr_warning("infinite weight during fit"); retval = 1; break; } } else { /* no cloud: */ lm->weights->ve[i] = vp->ev->nh[p->pe[i]]; if (vp->ev->fit != WLS_FIT) { if (fabs(s) > NEARLY_ZERO) lm->weights->ve[i] /= (s * s); else { pr_warning("infinite weight during fit"); retval = 1; break; } } } /* else cloud */ } /* for i */ return retval; }