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trying to include chi2

release/4.3a0
lcarlone 2021-01-22 22:22:54 -05:00
parent be86b9b5d7
commit fdced87b9a
1 changed files with 22 additions and 0 deletions
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22
gtsam/nonlinear/GncOptimizer.h
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@ -29,7 +29,18 @@
#include <gtsam/nonlinear/GncParams.h>
#include <gtsam/nonlinear/NonlinearFactorGraph.h>
//#include <boost/math/distributions/inverse_chi_squared.hpp>
#include <boost/math/distributions/chi_squared.hpp>
namespace gtsam {
/*
* Quantile of chi-squared distribution with given degrees of freedom at probability alpha.
* Equivalent to chi2inv in Matlab.
*/
static double Chi2inv(const double alpha, const size_t dofs) {
boost::math::chi_squared_distribution<double> chi2(dofs);
return boost::math::quantile(chi2, alpha);
}
/* ************************************************************************* */
template<class GncParameters>
@ -55,6 +66,16 @@ class GncOptimizer {
// make sure all noiseModels are Gaussian or convert to Gaussian
nfg_.resize(graph.size());
barcSq_ = Vector::Ones(graph.size());
boost::math::chi_squared_distribution<double> chi2inv(3.0);
std::cout << "chi2inv.degrees_of_freedom() = " << chi2inv.degrees_of_freedom() << std::endl;
double a = boost::math::quantile(chi2inv, 0.997);
std::cout << " a " << a << std::endl;
double alpha = 0.99; // with this (default) probability, inlier residuals are smaller than barcSq_
for (size_t i = 0; i < graph.size(); i++) {
if (graph[i]) {
NoiseModelFactor::shared_ptr factor = boost::dynamic_pointer_cast<
@ -63,6 +84,7 @@ class GncOptimizer {
noiseModel::Robust>(factor->noiseModel());
// if the factor has a robust loss, we remove the robust loss
nfg_[i] = robust ? factor-> cloneWithNewNoiseModel(robust->noise()) : factor;
barcSq_[i] = 0.5 * Chi2inv(alpha, nfg_[i]->dim()); // 0.5 derives from the error definition in gtsam
}
}
}