39 #ifndef __ROOFIT_NOROOMINIMIZER
74 #if (__GNUC__==3&&__GNUC_MINOR__==2&&__GNUC_PATCHLEVEL__==3)
125 _minimizerType =
"Minuit";
127 if (_theFitter)
delete _theFitter ;
130 _theFitter->Config().SetMinimizer(_minimizerType.c_str());
133 _theFitter->Config().MinimizerOptions().SetMaxIterations(500*_fcn->NDim());
134 _theFitter->Config().MinimizerOptions().SetMaxFunctionCalls(500*_fcn->NDim());
140 setErrorLevel(_func->defaultErrorLevel()) ;
143 _fcn->Synchronize(_theFitter->Config().ParamsSettings(),
144 _optConst,_verbose) ;
181 _theFitter->Config().MinimizerOptions().SetStrategy(istrat);
193 _theFitter->Config().MinimizerOptions().SetMaxIterations(n);
205 _theFitter->Config().MinimizerOptions().SetMaxFunctionCalls(n);
219 _theFitter->Config().MinimizerOptions().SetErrorDef(level);
230 _theFitter->Config().MinimizerOptions().SetTolerance(eps);
240 _func->enableOffsetting(flag) ;
251 _minimizerType =
type;
293 if (opts.
Contains(
"v")) setVerbose(1) ;
294 if (opts.
Contains(
"t")) setProfile(1) ;
295 if (opts.
Contains(
"l")) setLogFile(
Form(
"%s.log",_func->GetName())) ;
296 if (opts.
Contains(
"c")) optimizeConst(1) ;
299 if (opts.
Contains(
"0")) setStrategy(0) ;
301 if (opts.
Contains(
"0")) setStrategy(1) ;
305 return (opts.
Contains(
"r")) ? save() : 0 ;
315 _fcn->Synchronize(_theFitter->Config().ParamsSettings(),
316 _optConst,_verbose) ;
318 _theFitter->Config().SetMinimizer(type,alg);
324 bool ret = _theFitter->FitFCN(*_fcn);
325 _status = ((ret) ? _theFitter->Result().Status() : -1);
329 _fcn->BackProp(_theFitter->Result());
331 saveStatus(
"MINIMIZE",_status) ;
346 _fcn->Synchronize(_theFitter->Config().ParamsSettings(),
347 _optConst,_verbose) ;
352 _theFitter->Config().SetMinimizer(_minimizerType.c_str(),
"migrad");
353 bool ret = _theFitter->FitFCN(*_fcn);
354 _status = ((ret) ? _theFitter->Result().Status() : -1);
358 _fcn->BackProp(_theFitter->Result());
360 saveStatus(
"MIGRAD",_status) ;
375 if (_theFitter->GetMinimizer()==0) {
382 _fcn->Synchronize(_theFitter->Config().ParamsSettings(),
383 _optConst,_verbose) ;
388 _theFitter->Config().SetMinimizer(_minimizerType.c_str());
389 bool ret = _theFitter->CalculateHessErrors();
390 _status = ((ret) ? _theFitter->Result().Status() : -1);
394 _fcn->BackProp(_theFitter->Result());
396 saveStatus(
"HESSE",_status) ;
412 if (_theFitter->GetMinimizer()==0) {
419 _fcn->Synchronize(_theFitter->Config().ParamsSettings(),
420 _optConst,_verbose) ;
425 _theFitter->Config().SetMinimizer(_minimizerType.c_str());
426 bool ret = _theFitter->CalculateMinosErrors();
427 _status = ((ret) ? _theFitter->Result().Status() : -1);
431 _fcn->BackProp(_theFitter->Result());
433 saveStatus(
"MINOS",_status) ;
450 if (_theFitter->GetMinimizer()==0) {
455 else if (minosParamList.
getSize()>0) {
457 _fcn->Synchronize(_theFitter->Config().ParamsSettings(),
458 _optConst,_verbose) ;
466 std::vector<unsigned int> paramInd;
470 Int_t index = _fcn->GetFloatParamList()->index(par);
471 paramInd.push_back(index);
476 if (paramInd.size()) {
478 _theFitter->Config().SetMinosErrors(paramInd);
480 _theFitter->Config().SetMinimizer(_minimizerType.c_str());
481 bool ret = _theFitter->CalculateMinosErrors();
482 _status = ((ret) ? _theFitter->Result().Status() : -1);
484 _theFitter->Config().SetMinosErrors(
kFALSE);
490 _fcn->BackProp(_theFitter->Result());
492 saveStatus(
"MINOS",_status) ;
509 _fcn->Synchronize(_theFitter->Config().ParamsSettings(),
510 _optConst,_verbose) ;
515 _theFitter->Config().SetMinimizer(_minimizerType.c_str(),
"seek");
516 bool ret = _theFitter->FitFCN(*_fcn);
517 _status = ((ret) ? _theFitter->Result().Status() : -1);
521 _fcn->BackProp(_theFitter->Result());
523 saveStatus(
"SEEK",_status) ;
538 _fcn->Synchronize(_theFitter->Config().ParamsSettings(),
539 _optConst,_verbose) ;
544 _theFitter->Config().SetMinimizer(_minimizerType.c_str(),
"simplex");
545 bool ret = _theFitter->FitFCN(*_fcn);
546 _status = ((ret) ? _theFitter->Result().Status() : -1);
550 _fcn->BackProp(_theFitter->Result());
552 saveStatus(
"SEEK",_status) ;
567 _fcn->Synchronize(_theFitter->Config().ParamsSettings(),
568 _optConst,_verbose) ;
573 _theFitter->Config().SetMinimizer(_minimizerType.c_str(),
"migradimproved");
574 bool ret = _theFitter->FitFCN(*_fcn);
575 _status = ((ret) ? _theFitter->Result().Status() : -1);
579 _fcn->BackProp(_theFitter->Result());
581 saveStatus(
"IMPROVE",_status) ;
593 Int_t ret = _printLevel ;
594 _theFitter->Config().MinimizerOptions().SetPrintLevel(newLevel+1);
595 _printLevel = newLevel+1 ;
607 if (_optConst && !flag){
608 if (_printLevel>-1)
coutI(
Minimization) <<
"RooMinimizer::optimizeConst: deactivating const optimization" << endl ;
611 }
else if (!_optConst && flag) {
612 if (_printLevel>-1)
coutI(
Minimization) <<
"RooMinimizer::optimizeConst: activating const optimization" << endl ;
615 }
else if (_optConst && flag) {
616 if (_printLevel>-1)
coutI(
Minimization) <<
"RooMinimizer::optimizeConst: const optimization already active" << endl ;
618 if (_printLevel>-1)
coutI(
Minimization) <<
"RooMinimizer::optimizeConst: const optimization wasn't active" << endl ;
637 if (_theFitter->GetMinimizer()==0) {
644 name = userName ? userName :
Form(
"%s", _func->GetName()) ;
645 title = userTitle ? userTitle :
Form(
"%s", _func->GetTitle()) ;
650 RooArgList saveConstList(*(_fcn->GetConstParamList())) ;
651 RooArgList saveFloatInitList(*(_fcn->GetInitFloatParamList())) ;
652 RooArgList saveFloatFinalList(*(_fcn->GetFloatParamList())) ;
653 for (i=0 ; i<_fcn->GetFloatParamList()->getSize() ; i++) {
657 saveFloatFinalList.
remove(*par) ;
658 saveConstList.
add(*par) ;
661 saveConstList.
sort() ;
663 fitRes->setConstParList(saveConstList) ;
664 fitRes->setInitParList(saveFloatInitList) ;
666 fitRes->setStatus(_status) ;
667 fitRes->setCovQual(_theFitter->GetMinimizer()->CovMatrixStatus()) ;
668 fitRes->setMinNLL(_theFitter->Result().MinFcnValue()) ;
669 fitRes->setNumInvalidNLL(_fcn->GetNumInvalidNLL()) ;
670 fitRes->setEDM(_theFitter->Result().Edm()) ;
671 fitRes->setFinalParList(saveFloatFinalList) ;
673 std::vector<double> globalCC;
674 TMatrixDSym corrs(_theFitter->Result().Parameters().size()) ;
675 TMatrixDSym covs(_theFitter->Result().Parameters().size()) ;
676 for (
UInt_t ic=0; ic<_theFitter->Result().Parameters().size(); ic++) {
677 globalCC.push_back(_theFitter->Result().GlobalCC(ic));
678 for (
UInt_t ii=0;
ii<_theFitter->Result().Parameters().size();
ii++) {
679 corrs(ic,
ii) = _theFitter->Result().Correlation(ic,
ii);
680 covs(ic,
ii) = _theFitter->Result().CovMatrix(ic,
ii);
683 fitRes->fillCorrMatrix(globalCC,corrs,covs) ;
685 fitRes->setCovarianceMatrix(*_extV) ;
688 fitRes->setStatusHistory(_statusHistory) ;
704 RooArgList* params = _fcn->GetFloatParamList() ;
708 Int_t index1= _fcn->GetFloatParamList()->index(&var1);
711 <<
") ERROR: " << var1.
GetName()
712 <<
" is not a floating parameter of "
713 << _func->GetName() << endl ;
717 Int_t index2= _fcn->GetFloatParamList()->index(&var2);
720 <<
") ERROR: " << var2.
GetName()
721 <<
" is not a floating parameter of PDF "
722 << _func->GetName() << endl ;
735 if (_theFitter->GetMinimizer()==0) {
736 coutW(
Minimization) <<
"RooMinimizer::contour: Error, run Migrad before contours!"
743 Double_t errdef= _theFitter->GetMinimizer()->ErrorDef();
746 n[0] = n1 ; n[1] = n2 ; n[2] = n3 ; n[3] = n4 ; n[4] = n5 ; n[5] = n6 ;
747 unsigned int npoints(50);
749 for (
Int_t ic = 0 ; ic<6 ; ic++) {
753 _theFitter->GetMinimizer()->SetErrorDef(n[ic]*n[ic]*errdef);
758 bool ret = _theFitter->GetMinimizer()->Contour(index1,index2,npoints,xcoor,ycoor);
763 <<
") ERROR: MINUIT did not return a contour graph for n="
766 xcoor[npoints] = xcoor[0];
767 ycoor[npoints] = ycoor[0];
768 TGraph* graph =
new TGraph(npoints+1,xcoor,ycoor);
770 graph->SetName(
Form(
"contour_%s_n%f",_func->GetName(),n[ic])) ;
771 graph->SetLineStyle(ic+1) ;
772 graph->SetLineWidth(2) ;
773 graph->SetLineColor(
kBlue) ;
784 _theFitter->Config().MinimizerOptions().SetErrorDef(errdef);
787 *params = *paramSave ;
803 _profileStart =
kTRUE ;
833 _fcn->ApplyCovarianceMatrix(*_extV);
844 if (_theFitter==0 || _theFitter->GetMinimizer()==0) {
851 if (varList.
getSize()>0 && varList.
getSize()!=
Int_t(_theFitter->Result().NTotalParameters())) {
853 <<
"RooMinimizer::lastMinuitFit: ERROR: supplied variable list must be either empty " << endl
854 <<
" or match the number of variables of the last fit ("
855 << _theFitter->Result().NTotalParameters() <<
")" << endl ;
864 if (!dynamic_cast<RooRealVar*>(arg)) {
866 << arg->
GetName() <<
"' is not of type RooRealVar" << endl ;
880 for (i = 0; i < _theFitter->Result().NTotalParameters(); ++i) {
882 TString varName(_theFitter->Result().GetParameterName(i));
883 Bool_t isConst(_theFitter->Result().IsParameterFixed(i)) ;
885 Double_t xlo = _theFitter->Config().ParSettings(i).LowerLimit();
886 Double_t xhi = _theFitter->Config().ParSettings(i).UpperLimit();
887 Double_t xerr = _theFitter->Result().Error(i);
888 Double_t xval = _theFitter->Result().Value(i);
893 if ((xlo<xhi) && !isConst) {
894 var =
new RooRealVar(varName,varName,xval,xlo,xhi) ;
908 if (varName.CompareTo(var->
GetName())) {
909 oocoutI((
TObject*)0,
Eval) <<
"RooMinimizer::lastMinuitFit: fit parameter '" << varName
910 <<
"' stored in variable '" << var->
GetName() <<
"'" << endl ;
926 res->
setMinNLL(_theFitter->Result().MinFcnValue()) ;
927 res->
setEDM(_theFitter->Result().Edm()) ;
928 res->
setCovQual(_theFitter->GetMinimizer()->CovMatrixStatus()) ;
929 res->
setStatus(_theFitter->Result().Status()) ;
930 std::vector<double> globalCC;
931 TMatrixDSym corrs(_theFitter->Result().Parameters().size()) ;
932 TMatrixDSym covs(_theFitter->Result().Parameters().size()) ;
933 for (
UInt_t ic=0; ic<_theFitter->Result().Parameters().size(); ic++) {
934 globalCC.push_back(_theFitter->Result().GlobalCC(ic));
935 for (
UInt_t ii=0;
ii<_theFitter->Result().Parameters().size();
ii++) {
936 corrs(ic,
ii) = _theFitter->Result().Correlation(ic,
ii);
937 covs(ic,
ii) = _theFitter->Result().CovMatrix(ic,
ii);
virtual Bool_t add(const RooAbsArg &var, Bool_t silent=kFALSE)
Add the specified argument to list.
void sort(Bool_t reverse=kFALSE)
RooAbsCollection * snapshot(Bool_t deepCopy=kTRUE) const
Take a snap shot of current collection contents: An owning collection is returned containing clones o...
void optimizeConst(Int_t flag)
If flag is true, perform constant term optimization on function being minimized.
Int_t seek()
Execute SEEK.
void applyCovarianceMatrix(TMatrixDSym &V)
Apply results of given external covariance matrix.
virtual ~RooMinimizer()
Destructor.
void addObject(TObject *obj, Option_t *drawOptions="", Bool_t invisible=kFALSE)
Add a generic object to this plot.
virtual Bool_t addOwned(RooAbsArg &var, Bool_t silent=kFALSE)
Add the specified argument to list.
Int_t improve()
Execute IMPROVE.
void setStatus(Int_t val)
static void clearEvalErrorLog()
Clear the stack of evaluation error messages.
void ToLower()
Change string to lower-case.
ROOT::Fit::Fitter * fitter()
Return underlying ROOT fitter object.
static RooMsgService & instance()
Return reference to singleton instance.
void setInitParList(const RooArgList &list)
Fill the list of initial values of the floating parameters.
Iterator abstract base class.
void setMinimizerType(const char *type)
Choose the minimzer algorithm.
void setEps(Double_t eps)
Change MINUIT epsilon.
void setStrategy(Int_t strat)
Change MINUIT strategy to istrat.
void setEDM(Double_t val)
virtual TObject * Clone(const char *newname="") const
Make a clone of an object using the Streamer facility.
Int_t simplex()
Execute SIMPLEX.
static void setEvalErrorLoggingMode(ErrorLoggingMode m)
Set evaluation error logging mode.
std::map< std::string, std::string >::const_iterator iter
TIterator * createIterator(Bool_t dir=kIterForward) const
RooMinimizer(RooAbsReal &function)
Construct MINUIT interface to given function.
Double_t getVal(const RooArgSet *set=0) const
void setMaxIterations(Int_t n)
Change maximum number of MINUIT iterations (RooMinimizer default 500 * #parameters) ...
TString operator+(const TString &s1, const TString &s2)
Use the special concatenation constructor.
RooRealVar represents a fundamental (non-derived) real valued object.
void setMinNLL(Double_t val)
virtual void setVal(Double_t value)
Set value of variable to 'value'.
void setMaxFunctionCalls(Int_t n)
Change maximum number of likelihood function calss from MINUIT (RooMinimizer default 500 * #parameter...
void function(const char *name_, T fun, const char *docstring=0)
RooAbsArg * find(const char *name) const
Find object with given name in list.
TPaveLabel title(3, 27.1, 15, 28.7,"ROOT Environment and Tools")
void setConstant(Bool_t value=kTRUE)
RooFitResult * save(const char *name=0, const char *title=0)
Save and return a RooFitResult snaphot of current minimizer status.
Fitter class, entry point for performing all type of fits.
char * Form(const char *fmt,...)
void setFinalParList(const RooArgList &list)
Fill the list of final values of the floating parameters.
Int_t migrad()
Execute MIGRAD.
virtual const char * GetName() const
Returns name of object.
Bool_t isConstant() const
A RooPlot is a plot frame and a container for graphics objects within that frame. ...
static void activate()
Install atexit handler that calls CleanupRooFitAtExit() on program termination.
void setConstParList(const RooArgList &list)
Fill the list of constant parameters.
RooAbsArg * at(Int_t idx) const
RooAbsReal is the common abstract base class for objects that represent a real value and implements f...
Int_t minos()
Execute MINOS.
virtual TObject * Clone(const char *newname=0) const
Make a clone of an object using the Streamer facility.
void setErrorLevel(Double_t level)
Set the level for MINUIT error analysis to the given value.
Int_t minimize(const char *type, const char *alg=0)
void profileStop()
Stop profiling timer and report results of last session.
void setRange(const char *name, Double_t min, Double_t max)
Set range named 'name to [min,max].
Mother of all ROOT objects.
Int_t setPrintLevel(Int_t newLevel)
Change the MINUIT internal printing level.
virtual Bool_t remove(const RooAbsArg &var, Bool_t silent=kFALSE, Bool_t matchByNameOnly=kFALSE)
Remove the specified argument from our list.
Int_t hesse()
Execute HESSE.
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...
RooMinimizer is a wrapper class around ROOT::Fit:Fitter that provides a seamless interface between th...
Bool_t Contains(const char *pat, ECaseCompare cmp=kExact) const
virtual TObject * Next()=0
void setCovQual(Int_t val)
static void cleanup()
Cleanup method called by atexit handler installed by RooSentinel to delete all global heap objects wh...
static ROOT::Fit::Fitter * _theFitter
RooAbsArg is the common abstract base class for objects that represent a value (of arbitrary type) an...
void fillCorrMatrix()
Internal utility method to extract the correlation matrix and the global correlation coefficients fro...
void setOffsetting(Bool_t flag)
Enable internal likelihood offsetting for enhanced numeric precision.
RooFitResult * fit(const char *options)
Parse traditional RooAbsPdf::fitTo driver options.
static RooFitResult * lastMinuitFit(const RooArgList &varList=RooArgList())
void profileStart()
Start profiling timer.
void setError(Double_t value)
Bool_t silentMode() const