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RooMinuit.h
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1/*****************************************************************************
2 * Project: RooFit *
3 * Package: RooFitCore *
4 * File: $Id: RooMinuit.h,v 1.15 2007/07/12 20:30:28 wouter Exp $
5 * Authors: *
6 * WV, Wouter Verkerke, UC Santa Barbara, verkerke@slac.stanford.edu *
7 * DK, David Kirkby, UC Irvine, dkirkby@uci.edu *
8 * *
9 * Copyright (c) 2000-2005, Regents of the University of California *
10 * and Stanford University. All rights reserved. *
11 * *
12 * Redistribution and use in source and binary forms, *
13 * with or without modification, are permitted according to the terms *
14 * listed in LICENSE (http://roofit.sourceforge.net/license.txt) *
15 *****************************************************************************/
16#ifndef ROO_MINUIT
17#define ROO_MINUIT
18
19#include "TObject.h"
20#include "TStopwatch.h"
21#include <fstream>
22#include "TMatrixDSymfwd.h"
23#include <vector>
24#include <string>
25#include <utility>
26
27#include <ROOT/RConfig.hxx>
28
29class RooAbsReal ;
30class RooFitResult ;
31class RooArgList ;
32class RooRealVar ;
33class RooArgSet ;
34class RooAbsArg ;
35class TVirtualFitter ;
36class TH2F ;
37class RooPlot ;
38
39void RooMinuitGlue(Int_t& /*np*/, Double_t* /*gin*/, Double_t &f, Double_t *par, Int_t /*flag*/) ;
40
41class RooMinuit : public TObject {
42public:
43
45 virtual ~RooMinuit() ;
46
47 enum Strategy { Speed=0, Balance=1, Robustness=2 } ;
49 void setStrategy(Int_t strat) ;
50 void setErrorLevel(Double_t level) ;
51 void setEps(Double_t eps) ;
52 void optimizeConst(Int_t flag) ;
54 void setOffsetting(Bool_t flag) ;
55
56 RooFitResult* fit(const char* options) ;
57
58 Int_t migrad() ;
59 Int_t hesse() ;
60 Int_t minos() ;
61 Int_t minos(const RooArgSet& minosParamList) ; // added FMV, 08/18/03
62 Int_t seek() ;
63 Int_t simplex() ;
64 Int_t improve() ;
65
66 RooFitResult* save(const char* name=0, const char* title=0) ;
67 RooPlot* contour(RooRealVar& var1, RooRealVar& var2,
68 Double_t n1=1, Double_t n2=2, Double_t n3=0,
69 Double_t n4=0, Double_t n5=0, Double_t n6=0) ;
70
71 Int_t setPrintLevel(Int_t newLevel) ;
72 void setNoWarn() ;
73 Int_t setWarnLevel(Int_t newLevel) ;
74 void setPrintEvalErrors(Int_t numEvalErrors) { _printEvalErrors = numEvalErrors ; }
75 void setVerbose(Bool_t flag=kTRUE) { _verbose = flag ; }
76 void setProfile(Bool_t flag=kTRUE) { _profile = flag ; }
78 Bool_t setLogFile(const char* logfile=0) ;
79
80 static void cleanup() ;
81
82 Int_t evalCounter() const { return _evalCounter ; }
83 void zeroEvalCount() { _evalCounter = 0 ; }
84
85protected:
86
87 friend class RooAbsPdf ;
89
90 friend void RooMinuitGlue(Int_t &np, Double_t *gin, Double_t &f, Double_t *par, Int_t flag) ;
91
92 void profileStart() ;
93 void profileStop() ;
94
96 void backProp() ;
97
98 inline Int_t getNPar() const { return _nPar ; }
99 inline std::ofstream* logfile() const { return _logfile ; }
100 inline Double_t& maxFCN() { return _maxFCN ; }
101
104 virtual Bool_t setPdfParamVal(Int_t index, Double_t value, Bool_t verbose=kFALSE) ;
105 void setPdfParamErr(Int_t index, Double_t value) ;
106 void setPdfParamErr(Int_t index, Double_t loVal, Double_t hiVal) ;
107 void clearPdfParamAsymErr(Int_t index) ;
108
109 void saveStatus(const char* label, Int_t status) { _statusHistory.push_back(std::pair<std::string,int>(label,status)) ; }
110
111 void updateFloatVec() ;
112
113private:
114
128 std::vector<RooAbsArg*> _floatParamVec ;
133
135 std::ofstream* _logfile ;
139
141
143
144 std::vector<std::pair<std::string,int> > _statusHistory ;
145
147
148 ClassDef(RooMinuit,0) // RooFit minimizer based on MINUIT
149} R__SUGGEST_ALTERNATIVE("Please use RooMinimizer instead of RooMinuit");
150
151
152#endif
153
#define R__SUGGEST_ALTERNATIVE(ALTERNATIVE)
Definition: RConfig.hxx:521
#define f(i)
Definition: RSha256.hxx:104
void RooMinuitGlue(Int_t &, Double_t *, Double_t &f, Double_t *par, Int_t)
Definition: RooMinuit.cxx:1199
int Int_t
Definition: RtypesCore.h:45
const Bool_t kFALSE
Definition: RtypesCore.h:101
bool Bool_t
Definition: RtypesCore.h:63
double Double_t
Definition: RtypesCore.h:59
const Bool_t kTRUE
Definition: RtypesCore.h:100
#define ClassDef(name, id)
Definition: Rtypes.h:325
char name[80]
Definition: TGX11.cxx:110
RooAbsArg is the common abstract base class for objects that represent a value and a "shape" in RooFi...
Definition: RooAbsArg.h:75
RooAbsReal is the common abstract base class for objects that represent a real value and implements f...
Definition: RooAbsReal.h:63
RooArgList is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgList.h:22
RooArgSet is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgSet.h:35
RooFitResult is a container class to hold the input and output of a PDF fit to a dataset.
Definition: RooFitResult.h:40
RooMinuit is a wrapper class around TFitter/TMinuit that provides a seamless interface between the MI...
Definition: RooMinuit.h:41
Int_t _numBadNLL
Definition: RooMinuit.h:122
void setPdfParamErr(Int_t index, Double_t value)
Modify PDF parameter error by ordinal index (needed by MINUIT)
Definition: RooMinuit.cxx:1074
Int_t hesse()
Execute HESSE.
Definition: RooMinuit.cxx:340
Double_t & maxFCN()
Definition: RooMinuit.h:100
Bool_t setLogFile(const char *logfile=0)
Change the file name for logging of a RooMinuit of all MINUIT steppings through the parameter space.
Definition: RooMinuit.cxx:1012
Int_t _nPar
Definition: RooMinuit.h:123
RooMinuit(RooAbsReal &function)
Construct MINUIT interface to given function.
Definition: RooMinuit.cxx:106
Int_t _optConst
Definition: RooMinuit.h:119
void setVerbose(Bool_t flag=kTRUE)
Definition: RooMinuit.h:75
RooArgList * _floatParamList
Definition: RooMinuit.h:127
Int_t _printEvalErrors
Definition: RooMinuit.h:124
Int_t evalCounter() const
Definition: RooMinuit.h:82
void setEvalErrorWall(Bool_t flag)
Definition: RooMinuit.h:53
Bool_t _handleLocalErrors
Definition: RooMinuit.h:121
void setProfile(Bool_t flag=kTRUE)
Definition: RooMinuit.h:76
void optimizeConst(Int_t flag)
If flag is true, perform constant term optimization on function being minimized.
Definition: RooMinuit.cxx:842
RooFitResult * save(const char *name=0, const char *title=0)
Save and return a RooFitResult snaphot of current minimizer status.
Definition: RooMinuit.cxx:874
Int_t getNPar() const
Definition: RooMinuit.h:98
Bool_t _verbose
Definition: RooMinuit.h:136
@ Robustness
Definition: RooMinuit.h:47
void setOffsetting(Bool_t flag)
Enable internal likelihood offsetting for enhanced numeric precision.
Definition: RooMinuit.cxx:252
static void cleanup()
Cleanup method called by atexit handler installed by RooSentinel to delete all global heap objects wh...
Definition: RooMinuit.cxx:84
Int_t seek()
Execute SEEK.
Definition: RooMinuit.cxx:469
Bool_t _profile
Definition: RooMinuit.h:120
std::ofstream * _logfile
Definition: RooMinuit.h:135
Int_t simplex()
Execute SIMPLEX.
Definition: RooMinuit.cxx:502
TStopwatch _cumulTimer
Definition: RooMinuit.h:138
Bool_t synchronize(Bool_t verbose)
Internal function to synchronize TMinuit with current information in RooAbsReal function parameters.
Definition: RooMinuit.cxx:618
void setErrorLevel(Double_t level)
Set the level for MINUIT error analysis to the given value.
Definition: RooMinuit.cxx:232
friend void RooMinuitGlue(Int_t &np, Double_t *gin, Double_t &f, Double_t *par, Int_t flag)
Definition: RooMinuit.cxx:1199
RooPlot * contour(RooRealVar &var1, RooRealVar &var2, Double_t n1=1, Double_t n2=2, Double_t n3=0, Double_t n4=0, Double_t n5=0, Double_t n6=0)
Create and draw a TH2 with the error contours in parameters var1 and v2 at up to 6 'sigma' settings w...
Definition: RooMinuit.cxx:940
void zeroEvalCount()
Definition: RooMinuit.h:83
virtual Bool_t setPdfParamVal(Int_t index, Double_t value, Bool_t verbose=kFALSE)
Modify PDF parameter value by ordinal index (needed by MINUIT)
Definition: RooMinuit.cxx:1055
void saveStatus(const char *label, Int_t status)
Definition: RooMinuit.h:109
void setStrategy(Int_t strat)
Change MINUIT strategy to istrat.
Definition: RooMinuit.cxx:218
Int_t setPrintLevel(Int_t newLevel)
Change the MINUIT internal printing level.
Definition: RooMinuit.cxx:566
std::vector< std::pair< std::string, int > > _statusHistory
Definition: RooMinuit.h:144
Int_t _warnLevel
Definition: RooMinuit.h:117
std::vector< RooAbsArg * > _floatParamVec
Definition: RooMinuit.h:128
Int_t migrad()
Execute MIGRAD.
Definition: RooMinuit.cxx:306
Int_t _printLevel
Definition: RooMinuit.h:116
std::ofstream * logfile() const
Definition: RooMinuit.h:99
Double_t _maxFCN
Definition: RooMinuit.h:134
Int_t setWarnLevel(Int_t newLevel)
Set MINUIT warning level to given level.
Definition: RooMinuit.cxx:592
void applyCovarianceMatrix(TMatrixDSym &V)
Apply results of given external covariance matrix.
Definition: RooMinuit.cxx:1179
Int_t _status
Definition: RooMinuit.h:118
void backProp()
Transfer MINUIT fit results back into RooFit objects.
Definition: RooMinuit.cxx:1134
Double_t getPdfParamErr(Int_t index)
Access PDF parameter error by ordinal index (needed by MINUIT)
Definition: RooMinuit.cxx:1045
RooArgList * _initConstParamList
Definition: RooMinuit.h:131
@ ExtraForProblem
Definition: RooMinuit.h:48
void updateFloatVec()
Definition: RooMinuit.cxx:1160
Bool_t _doEvalErrorWall
Definition: RooMinuit.h:125
void setEps(Double_t eps)
Change MINUIT epsilon.
Definition: RooMinuit.cxx:242
RooArgList * _initFloatParamList
Definition: RooMinuit.h:129
void setPrintEvalErrors(Int_t numEvalErrors)
Definition: RooMinuit.h:74
void setMaxEvalMultiplier(Int_t n)
Definition: RooMinuit.h:77
void profileStop()
Stop profiling timer and report results of last session.
Definition: RooMinuit.cxx:1117
TMatrixDSym * _extV
Definition: RooMinuit.h:140
TStopwatch _timer
Definition: RooMinuit.h:137
Int_t minos()
Execute MINOS.
Definition: RooMinuit.cxx:373
RooMinuit(const RooMinuit &)
void clearPdfParamAsymErr(Int_t index)
Modify PDF parameter error by ordinal index (needed by MINUIT)
Definition: RooMinuit.cxx:1084
Int_t improve()
Execute IMPROVE.
Definition: RooMinuit.cxx:536
void profileStart()
Start profiling timer.
Definition: RooMinuit.cxx:1103
void setNoWarn()
Instruct MINUIT to suppress warnings.
Definition: RooMinuit.cxx:580
RooArgList * _constParamList
Definition: RooMinuit.h:130
virtual ~RooMinuit()
Destructor.
Definition: RooMinuit.cxx:199
Int_t _evalCounter
Definition: RooMinuit.h:115
RooFitResult * fit(const char *options)
Parse traditional RooAbsPdf::fitTo driver options.
Definition: RooMinuit.cxx:270
RooAbsReal * _func
Definition: RooMinuit.h:132
Int_t _maxEvalMult
Definition: RooMinuit.h:126
Double_t getPdfParamVal(Int_t index)
Access PDF parameter value by ordinal index (needed by MINUIT)
Definition: RooMinuit.cxx:1035
static TVirtualFitter * _theFitter
Definition: RooMinuit.h:142
A RooPlot is a plot frame and a container for graphics objects within that frame.
Definition: RooPlot.h:44
RooRealVar represents a variable that can be changed from the outside.
Definition: RooRealVar.h:39
2-D histogram with a float per channel (see TH1 documentation)}
Definition: TH2.h:251
Mother of all ROOT objects.
Definition: TObject.h:37
Stopwatch class.
Definition: TStopwatch.h:28
Abstract Base Class for Fitting.
const Int_t n
Definition: legend1.C:16
void function(const Char_t *name_, T fun, const Char_t *docstring=0)
Definition: RExports.h:150