first implementation of Ftest

ATLAS.cc

@@ -235,6 +235,8 @@ int main (int argc, char * argv[])
         delete covStat;
         delete covSys;
         delete cov;
+
+        Step::Ftest(cout);
     }
     fIn.Close();
     fOut.Close();

CDF.cc

@@ -86,6 +86,8 @@ int main (int argc, char * argv[])
         h->Divide(f);
         h->SetTitle(f->GetTitle());
         h->Write("ratio");
+
+        Step::Ftest(cout);
     }
     fOut->Close();
 

CMS.cc

@@ -86,7 +86,7 @@ int main (int argc, char * argv[])
 
         int N = h->GetNbinsX();
         while (std::abs(h->GetBinContent(N)) < deps) { --N; assert(N > 1); }
-        h->Print("all");
+        //h->Print("all");
         cout << N << endl;
         auto f = Step::GetSmoothFit<log,exp>(hExt, cov, 1, N, maxdegree, nsigma, autostop, cout);
         cout << "y = " << y << ": " << f->GetTitle() << '\n';
@@ -130,6 +130,8 @@ int main (int argc, char * argv[])
         hExt->SetTitle(f->GetTitle());
         h->Write("ratio");
         hExt->Write("ratioExt");
+
+        Step::Ftest(cout);
     }
     fOut->Close();
 

D0.cc

@@ -100,6 +100,8 @@ int main (int argc, char * argv[])
         hExt->SetTitle(f->GetTitle());
         h->Write("ratio");
         hExt->Write("ratioExt");
+
+        Step::Ftest(cout);
     }
     fOut->Close();
 

Step.h

@@ -17,6 +17,7 @@
 #include <TVectorD.h>
 #include <TMatrixD.h>
 #include <TDecompSVD.h>
+#include <TMath.h>
 
 #include "Math/VectorUtil.h"
 #include "Math/Minimizer.h"
@@ -49,6 +50,29 @@ std::ostream& operator<< (std::ostream& stream, const Result& result) {
 }
 static std::deque<Result> chi2s;
 
+void Ftest (std::ostream& stream)
+{
+    stream << "   \e[1m";
+    for (auto result = next(begin(Step::chi2s)); result != prev(end(Step::chi2s)); ++result) // loop over all results except the highest one
+        stream << std::setw(10) << result->X.size();
+    stream << '\n';
+    for (auto result2 = next(begin(Step::chi2s)); result2 != end(Step::chi2s); ++result2) { // loop over all results
+        stream << std::setw(3) << result2->X.size() << "\e[0m";
+        for (auto result1 = next(begin(Step::chi2s)); result1 != result2; ++result1) { // compare to all results with less parameters
+            auto RSS1 = result1->chi2,
+                 RSS2 = result2->chi2;
+            auto p1 = result1->X.size(),
+                 p2 = result2->X.size();
+            auto ndf = result2->ndf; // = nbins - p2
+            auto x = ((RSS1-RSS2)/(p2-p1))/(RSS2/(ndf));
+            auto pvalue = TMath::FDistI(x, p2-p1, ndf);
+            stream << std::setw(10) << pvalue;
+        }
+        stream << "\e[1m\n";
+    }
+    stream << "\e[0m";
+}
+
 double identity (double x) { return x; }
 
 ////////////////////////////////////////////////////////////////////////////////