DemoGaussSim.cxx

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// @(#)root/minuit2:$Id$
// Authors: M. Winkler, F. James, L. Moneta, A. Zsenei   2003-2005

/**********************************************************************
 *                                                                    *
 * Copyright (c) 2005 LCG ROOT Math team,  CERN/PH-SFT                *
 *                                                                    *
 **********************************************************************/

#include "GaussFcn.h"
#include "GaussDataGen.h"
#include "Minuit2/FunctionMinimum.h"
#include "Minuit2/MnUserParameterState.h"
#include "Minuit2/MnPrint.h"
#include "Minuit2/MnMigrad.h"
#include "Minuit2/MnMinos.h"
#include "Minuit2/MnContours.h"
#include "Minuit2/MnPlot.h"
#include "Minuit2/MinosError.h"
#include "Minuit2/ContoursError.h"

#include <iostream>

using namespace ROOT::Minuit2;

int main() {

  // generate the data (100 data points)
  GaussDataGen gdg(100);

  std::vector<double> pos = gdg.Positions();
  std::vector<double> meas = gdg.Measurements();
  std::vector<double> var = gdg.Variances();

  // create FCN function
  GaussFcn fFCN(meas, pos, var);

  // create initial starting values for parameters
  double x = 0.;
  double x2 = 0.;
  double norm = 0.;
  double dx = pos[1]-pos[0];
  double area = 0.;
  for(unsigned int i = 0; i < meas.size(); i++) {
    norm += meas[i];
    x += (meas[i]*pos[i]);
    x2 += (meas[i]*pos[i]*pos[i]);
    area += dx*meas[i];
  }
  double mean = x/norm;
  double rms2 = x2/norm - mean*mean;
  double rms = rms2 > 0. ? sqrt(rms2) : 1.;

  {
    // demonstrate minimal required interface for minimization
    // create Minuit parameters without names

    // starting values for parameters
    std::vector<double> init_par;
    init_par.push_back(mean);
    init_par.push_back(rms);
    init_par.push_back(area);

    // starting values for initial uncertainties
    std::vector<double> init_err;
    init_err.push_back(0.1);
    init_err.push_back(0.1);
    init_err.push_back(0.1);

    // create minimizer (default constructor)
    VariableMetricMinimizer fMinimizer;

    // Minimize
    FunctionMinimum min = fMinimizer.Minimize(fFCN, init_par, init_err);

    // output
    std::cout<<"minimum: "<<min<<std::endl;
  }

  {
    // demonstrate standard minimization using MIGRAD
    // create Minuit parameters with names
    MnUserParameters upar;
    upar.Add("mean", mean, 0.1);
    upar.Add("sigma", rms, 0.1);
    upar.Add("area", area, 0.1);

    // create MIGRAD minimizer
    MnMigrad migrad(fFCN, upar);

    // Minimize
    FunctionMinimum min = migrad();

    // output
    std::cout<<"minimum: "<<min<<std::endl;
  }

  {
    // demonstrate full interaction with parameters over subsequent
    // minimizations

    // create Minuit parameters with names
    MnUserParameters upar;
    upar.Add("mean", mean, 0.1);
    upar.Add("sigma", rms, 0.1);
    upar.Add("area", area, 0.1);

    // access Parameter by Name to set limits...
    upar.SetLimits("mean", mean-0.01, mean+0.01);

    // ... or access Parameter by Index
    upar.SetLimits(1, rms-0.1, rms+0.1);

    // create Migrad minimizer
    MnMigrad migrad(fFCN, upar);

    // Fix a Parameter...
    migrad.Fix("mean");

    // ... and Minimize
    FunctionMinimum min = migrad();

    // output
    std::cout<<"minimum: "<<min<<std::endl;

    // Release a Parameter...
    migrad.Release("mean");

    // ... and Fix another one
    migrad.Fix(1);

    // and Minimize again
    FunctionMinimum min1 = migrad();

    // output
    std::cout<<"minimum1: "<<min1<<std::endl;

    // Release the Parameter...
    migrad.Release(1);

    // ... and Minimize with all three parameters (still with limits!)
    FunctionMinimum min2 = migrad();

    // output
    std::cout<<"minimum2: "<<min2<<std::endl;

    // remove all limits on parameters...
    migrad.RemoveLimits("mean");
    migrad.RemoveLimits("sigma");

    // ... and Minimize again with all three parameters (now without limits!)
    FunctionMinimum min3 = migrad();

    // output
    std::cout<<"minimum3: "<<min3<<std::endl;
  }

  {
    // test single sided limits
    MnUserParameters upar;
    upar.Add("mean", mean, 0.1);
    upar.Add("sigma", rms-1., 0.1);
    upar.Add("area", area, 0.1);

    // test Lower limits
    upar.SetLowerLimit("mean", mean-0.01);

    // test Upper limits
    upar.SetUpperLimit("sigma", rms-0.5);

    // create MIGRAD minimizer
    MnMigrad migrad(fFCN, upar);

    // ... and Minimize
    FunctionMinimum min = migrad();
    std::cout<<"test Lower limit minimim= "<<min<<std::endl;
  }

  {
    // demonstrate MINOS Error analysis

    // create Minuit parameters with names
    MnUserParameters upar;
    upar.Add("mean", mean, 0.1);
    upar.Add("sigma", rms, 0.1);
    upar.Add("area", area, 0.1);

    // create Migrad minimizer
    MnMigrad migrad(fFCN, upar);

    // Minimize
    FunctionMinimum min = migrad();

    // create MINOS Error factory
    MnMinos Minos(fFCN, min);

    {
      // 1-sigma MINOS errors (minimal interface)
      std::pair<double,double> e0 = Minos(0);
      std::pair<double,double> e1 = Minos(1);
      std::pair<double,double> e2 = Minos(2);

      // output
      std::cout<<"1-sigma Minos errors: "<<std::endl;
      std::cout<<"par0: "<<min.UserState().Value("mean")<<" "<<e0.first<<" "<<e0.second<<std::endl;
      std::cout<<"par1: "<<min.UserState().Value(1)<<" "<<e1.first<<" "<<e1.second<<std::endl;
      std::cout<<"par2: "<<min.UserState().Value("area")<<" "<<e2.first<<" "<<e2.second<<std::endl;
    }

    {
      // 2-sigma MINOS errors (rich interface)
      fFCN.SetErrorDef(4.);
      MinosError e0 = Minos.Minos(0);
      MinosError e1 = Minos.Minos(1);
      MinosError e2 = Minos.Minos(2);

      // output
      std::cout<<"2-sigma Minos errors: "<<std::endl;
      std::cout<<e0<<std::endl;
      std::cout<<e1<<std::endl;
      std::cout<<e2<<std::endl;
    }
  }

  {
    // demostrate MINOS Error analysis with limits

    // create Minuit parameters with names
    MnUserParameters upar;
    upar.Add("mean", mean, 0.1);
    upar.Add("sigma", rms, 0.1);
    upar.Add("area", area, 0.1);

    double meanLow = -50.03;
    double rmsUp = 1.55;
    std::cout << "sigma Limit: " << rmsUp << "\tmean limit: " << meanLow << std::endl;
    // test Lower limits
    upar.SetLowerLimit("mean", meanLow);
    // test Upper limits
    upar.SetUpperLimit("sigma", rmsUp);

    // create Migrad minimizer
    MnMigrad migrad(fFCN, upar);

    // Minimize
    FunctionMinimum min = migrad();

    // create MINOS Error factory
    MnMinos Minos(fFCN, min);

    {
      // 3-sigma MINOS errors (minimal interface)
      fFCN.SetErrorDef(9.);
      std::pair<double,double> e0 = Minos(0);
      std::pair<double,double> e1 = Minos(1);
      std::pair<double,double> e2 = Minos(2);


      // output
      std::cout<<"3-sigma Minos errors with limits: "<<std::endl;
      std::cout.precision(16);
      std::cout<<"par0: "<<min.UserState().Value("mean")<<" "<<e0.first<<" "<<e0.second<<std::endl;
      std::cout<<"par1: "<<min.UserState().Value(1)<<" "<<e1.first<<" "<<e1.second<<std::endl;
      std::cout<<"par2: "<<min.UserState().Value("area")<<" "<<e2.first<<" "<<e2.second<<std::endl;


    }

  }

  {
    // demonstrate how to use the CONTOURs

    // create Minuit parameters with names
    MnUserParameters upar;
    upar.Add("mean", mean, 0.1);
    upar.Add("sigma", rms, 0.1);
    upar.Add("area", area, 0.1);

    // create Migrad minimizer
    MnMigrad migrad(fFCN, upar);

    // Minimize
    FunctionMinimum min = migrad();

    // create contours factory with FCN and Minimum
    MnContours contours(fFCN, min);

    //70% confidence level for 2 parameters Contour around the Minimum
    // (minimal interface)
    fFCN.SetErrorDef(2.41);
    std::vector<std::pair<double,double> > cont = contours(0, 1, 20);

    //95% confidence level for 2 parameters Contour
    // (rich interface)
    fFCN.SetErrorDef(5.99);
    ContoursError cont4 = contours.Contour(0, 1, 20);

    // plot the contours
    MnPlot plot;
    cont.insert(cont.end(), cont4().begin(), cont4().end());
    plot(min.UserState().Value("mean"), min.UserState().Value("sigma"), cont);

    // print out one Contour
    std::cout<<cont4<<std::endl;
  }

  return 0;
}