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FitConfig.cxx
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1 // @(#)root/mathcore:$Id$
2 // Author: L. Moneta Thu Sep 21 16:21:29 2006
3 
4 /**********************************************************************
5  * *
6  * Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT *
7  * *
8  * *
9  **********************************************************************/
10 
11 // Implementation file for class FitConfig
12 
13 #include "Fit/FitConfig.h"
14 
15 #include "Fit/FitResult.h"
16 
17 #include "Math/IParamFunction.h"
18 #include "Math/Util.h"
19 
20 #include "Math/Minimizer.h"
21 #include "Math/Factory.h"
22 
23 #include <cmath>
24 
25 #include <string>
26 #include <sstream>
27 
28 #include "Math/Error.h"
29 
30 //#define DEBUG
31 #ifdef DEBUG
32 #endif
33 
34 namespace ROOT {
35 
36 namespace Fit {
37 
38 
39 
40 FitConfig::FitConfig(unsigned int npar) :
41  fNormErrors(false),
42  fParabErrors(false), // ensure that in any case correct parabolic errors are estimated
43  fMinosErrors(false), // do full Minos error analysis for all parameters
44  fUpdateAfterFit(true), // update after fit
45  fWeightCorr(false),
46  fSettings(std::vector<ParameterSettings>(npar) )
47 {
48  // constructor implementation
49 }
50 
51 
53 {
54  // destructor implementation. No Operations
55 }
56 
58  // Implementation of copy constructor
59  (*this) = rhs;
60 }
61 
63  // Implementation of assignment operator.
64  if (this == &rhs) return *this; // time saving self-test
65 
71 
72  fSettings = rhs.fSettings;
74 
76 
77  return *this;
78 }
79 
81  // Implementation of setting of parameters from the result of the fit
82  // all the other options will stay the same.
83  // If the size of parameters do not match they will be re-created
84  // but in that case the bound on the parameter will be lost
85 
86  unsigned int npar = result.NPar();
87  if (fSettings.size() != npar) {
88  fSettings.clear();
89  fSettings.resize(npar);
90  }
91  // fill the parameter settings
92  for (unsigned int i = 0; i < npar; ++i) {
93  if (result.IsParameterFixed(i) )
94  fSettings[i].Set(result.ParName(i), result.Value(i) );
95  else {
96  fSettings[i].Set( result.ParName(i), result.Value(i), result.Error(i) );
97  // check if parameter is bound
98  double lower = 0;
99  double upper = 0;
100  if (result.ParameterBounds(i,lower,upper) ) {
101  if (lower == -std::numeric_limits<double>::infinity()) fSettings[i].SetUpperLimit(upper);
102  else if (upper == std::numeric_limits<double>::infinity()) fSettings[i].SetLowerLimit(lower);
103  else fSettings[i].SetLimits(lower,upper);
104  }
105 
106  // query if parameter needs to run Minos
107  if (result.HasMinosError(i) ) {
108  if (fMinosParams.size() == 0) {
109  fMinosErrors = true;
110  fMinosParams.reserve(npar-i);
111  }
112  fMinosParams.push_back(i);
113  }
114  }
115  }
116 
117  // set information about errors
118  SetNormErrors( result.NormalizedErrors() );
119 
120  // set also minimizer type
121  // algorithm is after " / "
122  const std::string & minname = result.MinimizerType();
123  size_t pos = minname.find(" / ");
124  if (pos != std::string::npos) {
125  std::string minimType = minname.substr(0,pos);
126  std::string algoType = minname.substr(pos+3,minname.length() );
127  SetMinimizer(minimType.c_str(), algoType.c_str() );
128  }
129  else {
130  SetMinimizer(minname.c_str());
131  }
132 }
133 
134 
135 void FitConfig::SetParamsSettings(unsigned int npar, const double *params, const double * vstep ) {
136  // initialize FitConfig from given parameter values and step sizes
137  // if npar different than existing one - clear old one and create new ones
138  if (params == 0) {
139  fSettings = std::vector<ParameterSettings>(npar);
140  return;
141  }
142  // if a vector of parameters is given and parameters are not existing or are of different size
143  bool createNew = false;
144  if (npar != fSettings.size() ) {
145  fSettings.clear();
146  fSettings.reserve(npar);
147  createNew = true;
148  }
149  unsigned int i = 0;
150  const double * end = params+npar;
151  for (const double * ipar = params; ipar != end; ++ipar) {
152  double val = *ipar;
153  double step = 0;
154  if (vstep == 0) {
155  step = 0.3*std::fabs(val); // step size is 30% of par value
156  //double step = 2.0*std::fabs(val); // step size is 30% of par value
157  if (val == 0) step = 0.3;
158  }
159  else
160  step = vstep[i];
161 
162  if (createNew)
163  fSettings.push_back( ParameterSettings("Par_" + ROOT::Math::Util::ToString(i), val, step ) );
164  else {
165  fSettings[i].SetValue(val);
166  fSettings[i].SetStepSize(step);
167  }
168 
169  i++;
170  }
171 }
172 
174  // create minimizer according to the chosen configuration using the
175  // plug-in manager
176 
177  // in case of empty string usesd default values
178  if (fMinimizerOpts.MinimizerType().empty())
180  if (fMinimizerOpts.MinimizerAlgorithm().empty())
182 
183  const std::string &minimType = fMinimizerOpts.MinimizerType();
184  const std::string & algoType = fMinimizerOpts.MinimizerAlgorithm();
185 
186  std::string defaultMinim = ROOT::Math::MinimizerOptions::DefaultMinimizerType();
187 
188  ROOT::Math::Minimizer * min = ROOT::Math::Factory::CreateMinimizer(minimType, algoType);
189  // check if a different minimizer is used (in case a default value is passed, then set correctly in FitConfig)
190  const std::string & minim_newDefault = ROOT::Math::MinimizerOptions::DefaultMinimizerType();
191  if (defaultMinim != minim_newDefault ) fMinimizerOpts.SetMinimizerType(minim_newDefault.c_str());
192 
193  if (min == 0) {
194  // if creation of minimizer failed force the use by default of Minuit
195  std::string minim2 = "Minuit";
196  if (minimType == "Minuit") minim2 = "Minuit2";
197  if (minimType != minim2 ) {
198  std::string msg = "Could not create the " + minimType + " minimizer. Try using the minimizer " + minim2;
199  MATH_WARN_MSG("FitConfig::CreateMinimizer",msg.c_str());
200  min = ROOT::Math::Factory::CreateMinimizer(minim2,"Migrad");
201  if (min == 0) {
202  MATH_ERROR_MSG("FitConfig::CreateMinimizer","Could not create the Minuit2 minimizer");
203  return 0;
204  }
205  SetMinimizer( minim2.c_str(),"Migrad");
206  }
207  else {
208  std::string msg = "Could not create the Minimizer " + minimType;
209  MATH_ERROR_MSG("FitConfig::CreateMinimizer",msg.c_str());
210  return 0;
211  }
212  }
213 
214  // set default max of function calls according to the number of parameters
215  // formula from Minuit2 (adapted)
216  if (fMinimizerOpts.MaxFunctionCalls() == 0) {
217  unsigned int npar = fSettings.size();
218  int maxfcn = 1000 + 100*npar + 5*npar*npar;
220  }
221 
222 
223  // set default minimizer control parameters
229  min->SetValidError( fParabErrors );
232 
233 
234  return min;
235 }
236 
237 std::string FitConfig::MinimizerName() const
238 {
239  // set minimizer type
240  std::string name = MinimizerType();
241 
242  // append algorithm name for minimizer that support it
243  if ((name.find("Fumili") == std::string::npos) && (name.find("GSLMultiFit") == std::string::npos)) {
244  if (MinimizerAlgoType() != "")
245  name += " / " + MinimizerAlgoType();
246  }
247  return name;
248 }
249 
250 void FitConfig::SetDefaultMinimizer(const char * type, const char *algo ) {
251  // set the default minimizer type and algorithms
253 }
254 
256  // set all the minimizer options
257  fMinimizerOpts = minopt;
258 }
259 
260 std::vector<double> FitConfig::ParamsValues() const {
261 
262  std::vector<double> params(NPar() );
263  for (unsigned int i = 0; i < params.size(); ++i) {
264  params[i] = fSettings[i].Value();
265  }
266  return params;
267 }
268  } // end namespace Fit
269 
270 } // end namespace ROOT
FitConfig(unsigned int npar=0)
Default constructor.
Definition: FitConfig.cxx:40
std::string ParName(unsigned int i) const
name of the parameter
Definition: FitResult.cxx:421
unsigned int MaxFunctionCalls() const
max number of function calls
const std::string & MinimizerAlgorithm() const
type of algorithm
void SetMaxIterations(unsigned int maxiter)
set maximum iterations (one iteration can have many function calls)
Definition: Minimizer.h:451
void SetErrorDef(double up)
set scale for calculating the errors
Definition: Minimizer.h:464
Returns the available number of logical cores.
Definition: RNumpyDS.hxx:30
void SetMinimizerType(const char *type)
set minimizer type
ROOT::Math::Minimizer * CreateMinimizer()
create a new minimizer according to chosen configuration
Definition: FitConfig.cxx:173
double Error(unsigned int i) const
parameter error by index
Definition: FitResult.h:186
unsigned int NPar() const
total number of parameters (abbreviation)
Definition: FitResult.h:131
Class, describing value, limits and step size of the parameters Provides functionality also to set/re...
double Value(unsigned int i) const
parameter value by index
Definition: FitResult.h:179
unsigned int NPar() const
number of parameters settings
Definition: FitConfig.h:95
static ROOT::Math::Minimizer * CreateMinimizer(const std::string &minimizerType="", const std::string &algoType="")
static method to create the corrisponding Minimizer given the string Supported Minimizers types are: ...
Definition: Factory.cxx:63
ROOT::Math::MinimizerOptions fMinimizerOpts
Definition: FitConfig.h:269
void SetValidError(bool on)
flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit) ...
Definition: Minimizer.h:467
STL namespace.
#define MATH_WARN_MSG(loc, str)
Definition: Error.h:79
unsigned int MaxIterations() const
max iterations
const std::string & MinimizerType() const
type of minimizer
~FitConfig()
Destructor.
Definition: FitConfig.cxx:52
FitConfig & operator=(const FitConfig &rhs)
Definition: FitConfig.cxx:62
bool HasMinosError(unsigned int i) const
query if parameter i has the Minos error
Definition: FitResult.cxx:364
std::vector< double > ParamsValues() const
return a vector of stored parameter values (i.e initial fit parameters)
Definition: FitConfig.cxx:260
Abstract Minimizer class, defining the interface for the various minimizer (like Minuit2, Minuit, GSL, etc..) Plug-in&#39;s exist in ROOT to be able to instantiate the derived classes like ROOT::Math::GSLMinimizer or ROOT::Math::Minuit2Minimizer via the plug-in manager.
Definition: Minimizer.h:78
int PrintLevel() const
non-static methods for retrieving options
static void SetDefaultMinimizer(const char *type, const char *algo=0)
static function to control default minimizer type and algorithm
Definition: FitConfig.cxx:250
#define MATH_ERROR_MSG(loc, str)
Definition: Error.h:82
int Strategy() const
strategy
std::string MinimizerName() const
return Minimizer full name (type / algorithm)
Definition: FitConfig.cxx:237
bool NormalizedErrors() const
flag to chek if errors are normalized
Definition: FitResult.h:309
double Precision() const
precision in the objective funciton calculation (value <=0 means left to default) ...
VecExpr< UnaryOp< Fabs< T >, VecExpr< A, T, D >, T >, T, D > fabs(const VecExpr< A, T, D > &rhs)
void SetMinimizer(const char *type, const char *algo=0)
set minimizer type
Definition: FitConfig.h:180
void SetMaxFunctionCalls(unsigned int maxfcn)
set maximum of function calls
static const std::string & DefaultMinimizerType()
void SetMinimizerOptions(const ROOT::Math::MinimizerOptions &minopt)
set all the minimizer options using class MinimizerOptions
Definition: FitConfig.cxx:255
static const std::string & DefaultMinimizerAlgo()
const std::string & MinimizerType() const
minimization quantities
Definition: FitResult.h:102
void SetMaxFunctionCalls(unsigned int maxfcn)
set maximum of function calls
Definition: Minimizer.h:448
class containg the result of the fit and all the related information (fitted parameter values...
Definition: FitResult.h:47
double Tolerance() const
absolute tolerance
void SetTolerance(double tol)
set the tolerance
Definition: Minimizer.h:454
TFitResultPtr Fit(FitObject *h1, TF1 *f1, Foption_t &option, const ROOT::Math::MinimizerOptions &moption, const char *goption, ROOT::Fit::DataRange &range)
Definition: HFitImpl.cxx:133
bool IsParameterFixed(unsigned int ipar) const
query if a parameter is fixed
Definition: FitResult.cxx:404
int type
Definition: TGX11.cxx:120
const std::string & MinimizerType() const
return type of minimizer package
Definition: FitConfig.h:188
void SetStrategy(int strategyLevel)
set the strategy
Definition: Minimizer.h:461
std::string ToString(const T &val)
Utility function for conversion to strings.
Definition: Util.h:50
void SetParamsSettings(unsigned int npar, const double *params, const double *vstep=0)
set the parameter settings from number of parameters and a vector of values and optionally step value...
Definition: FitConfig.cxx:135
void SetNormErrors(bool on=true)
set the option to normalize the error on the result according to chi2/ndf
Definition: FitConfig.h:224
double ErrorDef() const
error definition
void SetFromFitResult(const FitResult &rhs)
Definition: FitConfig.cxx:80
std::vector< ROOT::Fit::ParameterSettings > fSettings
Definition: FitConfig.h:266
bool ParameterBounds(unsigned int ipar, double &lower, double &upper) const
retrieve parameter bounds - return false if parameter is not bound
Definition: FitResult.cxx:408
void SetPrecision(double prec)
set in the minimizer the objective function evaluation precision ( a value <=0 means the minimizer wi...
Definition: Minimizer.h:458
void SetPrintLevel(int level)
set print level
Definition: Minimizer.h:445
static void SetDefaultMinimizer(const char *type, const char *algo=0)
void SetMinimizerAlgorithm(const char *type)
set minimizer algorithm
char name[80]
Definition: TGX11.cxx:109
std::vector< unsigned int > fMinosParams
Definition: FitConfig.h:267
Class describing the configuration of the fit, options and parameter settings using the ROOT::Fit::Pa...
Definition: FitConfig.h:46
const std::string & MinimizerAlgoType() const
return type of minimizer algorithms
Definition: FitConfig.h:193