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ROOT » MATH » MATHCORE » ROOT::Fit::Fitter

class ROOT::Fit::Fitter


   Fitter class, entry point for performing all type of fits.
   Fits are performed using the generic ROOT::Fit::Fitter::Fit method.
   The inputs are the data points and a model function (using a ROOT::Math::IParamFunction)
   The result of the fit is returned and kept internally in the  ROOT::Fit::FitResult class.
   The configuration of the fit (parameters, options, etc...) are specified in the
   ROOT::Math::FitConfig class.
   After fitting the config of the fit will be modified to have the new values the resulting
   parameter of the fit with step sizes equal to the errors. FitConfig can be preserved with
   initial parameters by calling FitConfig.SetUpdateAfterFit(false);

   @ingroup FitMain

Function Members (Methods)

public:
~Fitter()
boolApplyWeightCorrection(const ROOT::Math::IMultiGenFunction& loglw2)
boolCalculateHessErrors()
boolCalculateMinosErrors()
const ROOT::Fit::FitConfig&Config() const
ROOT::Fit::FitConfig&Config()
boolEvalFCN()
boolFit(const ROOT::Fit::BinData& data)
boolFit(const ROOT::Fit::UnBinData& data, bool useWeight = false)
boolFit(const ROOT::Fit::BinData& data, const ROOT::Math::IParametricFunctionMultiDim& func)
boolFit(const ROOT::Fit::UnBinData& data, const ROOT::Math::IParametricFunctionMultiDim& func)
boolFitFCN()
boolFitFCN(const ROOT::Math::FitMethodFunction& fcn, const double* params = 0)
boolFitFCN(const ROOT::Math::FitMethodGradFunction& fcn, const double* params = 0)
boolFitFCN(const ROOT::Math::IMultiGenFunction& fcn, const double* params = 0, unsigned int dataSize = 0, bool chi2fit = false)
boolFitFCN(const ROOT::Math::IMultiGradFunction& fcn, const double* params = 0, unsigned int dataSize = 0, bool chi2fit = false)
boolFitFCN(ROOT::Fit::Fitter::MinuitFCN_t fcn, int npar = 0, const double* params = 0, unsigned int dataSize = 0, bool chi2fit = false)
ROOT::Fit::FitterFitter()
ROOT::Math::IMultiGenFunction*GetFCN() const
ROOT::Math::Minimizer*GetMinimizer() const
boolIsBinFit() const
boolLikelihoodFit(const ROOT::Fit::BinData& data, bool useWeight = false)
boolLikelihoodFit(const ROOT::Fit::UnBinData& data, bool useWeight = false)
boolLikelihoodFit(const ROOT::Fit::BinData& data, const ROOT::Math::IParametricFunctionMultiDim& func, bool useWeight = false)
boolLikelihoodFit(const ROOT::Fit::UnBinData& data, const ROOT::Math::IParametricFunctionMultiDim& func, bool useWeight = false)
boolLinearFit(const ROOT::Fit::BinData& data)
const ROOT::Fit::FitResult&Result() const
boolSetFCN(const ROOT::Math::FitMethodFunction& fcn, const double* params = 0)
boolSetFCN(const ROOT::Math::FitMethodGradFunction& fcn, const double* params = 0)
boolSetFCN(const ROOT::Math::IMultiGenFunction& fcn, const double* params = 0, unsigned int dataSize = 0, bool chi2fit = false)
boolSetFCN(const ROOT::Math::IMultiGradFunction& fcn, const double* params = 0, unsigned int dataSize = 0, bool chi2fit = false)
boolSetFCN(ROOT::Fit::Fitter::MinuitFCN_t fcn, int npar = 0, const double* params = 0, unsigned int dataSize = 0, bool chi2fit = false)
voidSetFunction(const ROOT::Fit::Fitter::IModelFunction& func)
voidSetFunction(const ROOT::Fit::Fitter::IModel1DFunction& func)
voidSetFunction(const ROOT::Fit::Fitter::IGradModelFunction& func)
voidSetFunction(const ROOT::Fit::Fitter::IGradModel1DFunction& func)
protected:
boolDoInitMinimizer()
boolDoLeastSquareFit(const ROOT::Fit::BinData& data)
boolDoLikelihoodFit(const ROOT::Fit::BinData& data, bool useWeight)
boolDoLikelihoodFit(const ROOT::Fit::UnBinData& data, bool)
boolDoLinearFit(const ROOT::Fit::BinData& data)
boolDoMinimization(const ROOT::Math::IMultiGenFunction* chifunc = 0)
boolDoMinimization(const ROOT::Fit::Fitter::BaseFunc& f, const ROOT::Math::IMultiGenFunction* chifunc = 0)
voidDoUpdateFitConfig()
intGetNCallsFromFCN()
private:
ROOT::Fit::FitterFitter(const ROOT::Fit::Fitter&)
ROOT::Fit::Fitter&operator=(const ROOT::Fit::Fitter& rhs)

Data Members

private:
boolfBinFitflag to indicate if fit is binned
ROOT::Fit::FitConfigfConfigfitter configuration (options and parameter settings)
intfDataSizesize of data sets (need for Fumili or LM fitters)
intfFitTypetype of fit (0 undefined, 1 least square, 2 likelihood)
ROOT::Fit::Fitter::IModelFunction*fFunccopy of the fitted function containing on output the fit result (managed by FitResult)
auto_ptr<ROOT::Math::Minimizer>fMinimizer! pointer to used minimizer
auto_ptr<ROOT::Math::IMultiGenFunction>fObjFunction! pointer to used objective function
auto_ptr<ROOT::Fit::FitResult>fResult! pointer to the object containing the result of the fit
boolfUseGradientflag to indicate if using gradient or not

Class Charts

Inheritance Inherited Members Includes Libraries
Class Charts

Function documentation

bool FitFCN(ROOT::Fit::Fitter::MinuitFCN_t fcn, int npar = 0, const double* params = 0, unsigned int dataSize = 0, bool chi2fit = false)
bool SetFCN(ROOT::Fit::Fitter::MinuitFCN_t fcn, int npar = 0, const double* params = 0, unsigned int dataSize = 0, bool chi2fit = false)
Fitter()
      Default constructor

~Fitter()
      Destructor

Fitter(const ROOT::Fit::Fitter& )
      Copy constructor (disabled, class is not copyable)

bool Fit( const Data & data, const Function & func)
       fit a data set using any  generic model  function
       Pre-requisite on the function:

SetFunction(func)
return Fit(const ROOT::Fit::BinData& data)
bool Fit(const ROOT::Fit::BinData& data)
       fit a binned data set (default method: use chi2)
       To be implemented option to do likelihood bin fit

return DoLeastSquareFit(const ROOT::Fit::BinData& data)
bool Fit(const ROOT::Fit::UnBinData& data, bool useWeight = false)
       fit an binned data set using loglikelihood method

return DoLikelihoodFit(data, useWeight)
bool LikelihoodFit(const Data & data, bool useWeight = false)
      Likelihood fit

return DoLikelihoodFit(data, useWeight)
bool LikelihoodFit( const Data & data, const Function & func, bool useWeight = false)
       fit a data set using any  generic model  function
       Pre-requisite on the function:

SetFunction(func)
bool FitFCN(ROOT::Fit::Fitter::MinuitFCN_t fcn, int npar = 0, const double* params = 0, unsigned int dataSize = 0, bool chi2fit = false)
      Fit using the a generic FCN function as a C++ callable object implementing
      double () (const double *)
      Note that the function dimension (i.e. the number of parameter) is needed in this case
      For the options see documentation for following methods FitFCN(IMultiGenFunction & fcn,..)

bool SetFCN(ROOT::Fit::Fitter::MinuitFCN_t fcn, int npar = 0, const double* params = 0, unsigned int dataSize = 0, bool chi2fit = false)
      Set a generic FCN function as a C++ callable object implementing
      double () (const double *)
      Note that the function dimension (i.e. the number of parameter) is needed in this case
      For the options see documentation for following methods FitFCN(IMultiGenFunction & fcn,..)

bool FitFCN(const ROOT::Math::IMultiGenFunction& fcn, const double* params = 0, unsigned int dataSize = 0, bool chi2fit = false)
      Fit using the given FCN function represented by a multi-dimensional function interface
      (ROOT::Math::IMultiGenFunction).
      Give optionally the initial arameter values, data size to have the fit Ndf correctly
      set in the FitResult and flag specifying if it is a chi2 fit.
      Note that if the parameters values are not given (params=0) the
      current parameter settings are used. The parameter settings can be created before
      by using the FitConfig::SetParamsSetting. If they have not been created they are created
      automatically when the params pointer is not zero.
      Note that passing a params != 0 will set the parameter settings to the new value AND also the
      step sizes to some pre-defined value (stepsize = 0.3 * abs(parameter_value) )

bool SetFCN(const ROOT::Math::IMultiGenFunction& fcn, const double* params = 0, unsigned int dataSize = 0, bool chi2fit = false)
       Fit using a FitMethodFunction interface. Same as method above, but now extra information
       can be taken from the function class


      Set the FCN function represented by a multi-dimensional function interface
      (ROOT::Math::IMultiGenFunction) and optionally the initial parameters
      See also note above for the initial parameters for FitFCN

bool SetFCN(const ROOT::Math::FitMethodFunction& fcn, const double* params = 0)
       Set the objective function (FCN)  using a FitMethodFunction interface.
       Same as method above, but now extra information can be taken from the function class

bool FitFCN(const ROOT::Math::IMultiGradFunction& fcn, const double* params = 0, unsigned int dataSize = 0, bool chi2fit = false)
      Fit using the given FCN function representing a multi-dimensional gradient function
      interface (ROOT::Math::IMultiGradFunction). In this case the minimizer will use the
      gradient information provided by the function.
      For the options same consideration as in the previous method

bool FitFCN(const ROOT::Math::FitMethodGradFunction& fcn, const double* params = 0)
       Fit using a FitMethodGradFunction interface. Same as method above, but now extra information
       can be taken from the function class

bool SetFCN(const ROOT::Math::IMultiGradFunction& fcn, const double* params = 0, unsigned int dataSize = 0, bool chi2fit = false)
      Set the FCN function represented by a multi-dimensional gradient function interface
      (ROOT::Math::IMultiGenFunction) and optionally the initial parameters
      See also note above for the initial parameters for FitFCN

bool FitFCN(ROOT::Fit::Fitter::MinuitFCN_t fcn, int npar = 0, const double* params = 0, unsigned int dataSize = 0, bool chi2fit = false)
bool EvalFCN()
      Perform a simple FCN evaluation. FitResult will be modified and contain  the value of the FCN

bool LinearFit(const ROOT::Fit::BinData& data)
      do a linear fit on a set of bin-data

{ return DoLinearFit(data); }
void SetFunction(const IModelFunction & func)
       Set the fitted function (model function) from a parametric function interface

void SetFunction(const IModel1DFunction & func)
      Set the fitted function from a parametric 1D function interface

bool CalculateHessErrors()
      perform an error analysis on the result using the Hessian
      Errors are obtaied from the inverse of the Hessian matrix
      To be called only after fitting and when a minimizer supporting the Hessian calculations is used
      otherwise an error (false) is returned.
      A new  FitResult with the Hessian result will be produced

bool CalculateMinosErrors()
      perform an error analysis on the result using MINOS
      To be called only after fitting and when a minimizer supporting MINOS is used
      otherwise an error (false) is returned.
      The result will be appended in the fit result class
      Optionally a vector of parameter indeces can be passed for selecting
      the parameters to analyse using FitConfig::SetMinosErrors

bool IsBinFit() const
      query if fit is binned. In cse of false teh fit can be unbinned
      or is not defined (like in case of fitting through a ::FitFCN)

{ return fBinFit; }
ROOT::Math::Minimizer * GetMinimizer() const
      return pointer to last used minimizer
      (is NULL in case fit is not yet done)
      This pointer will be valid as far as the data, the objective function
      and the fitter class  have not been deleted.
      To be used only after fitting.
      The pointer should not be stored and will be invalided after performing a new fitting.
      In this case a new instance of ROOT::Math::Minimizer will be re-created and can be
      obtained calling again GetMinimizer()

{ return fMinimizer.get(); }
ROOT::Math::IMultiGenFunction * GetFCN() const
      return pointer to last used objective function
      (is NULL in case fit is not yet done)
      This pointer will be valid as far as the data and the fitter class
      have not been deleted. To be used after the fitting.
      The pointer should not be stored and will be invalided after performing a new fitting.
      In this case a new instance of the function pointer will be re-created and can be
      obtained calling again GetFCN()

{ return fObjFunction.get(); }
bool ApplyWeightCorrection(const ROOT::Math::IMultiGenFunction& loglw2)
      apply correction in the error matrix for the weights for likelihood fits
      This method can be called only after a fit and it assumes now that the
      passed function (loglw2) is a log-likelihood function impelemented using the
      sum of weight squared

bool DoLinearFit(const ROOT::Fit::BinData& data)
 linear least square fit
bool DoInitMinimizer()
 initialize the minimizer
bool DoMinimization(const ROOT::Fit::Fitter::BaseFunc& f, const ROOT::Math::IMultiGenFunction* chifunc = 0)
 do minimization
bool DoMinimization(const ROOT::Math::IMultiGenFunction* chifunc = 0)
 do minimization after having set obj function
void DoUpdateFitConfig()
 update config after fit
int GetNCallsFromFCN()
 get function calls from the FCN