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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
19#include "TObject.h"
20#include "TStopwatch.h"
21#include <fstream>
22#include "TMatrixDSymfwd.h"
23#include <vector>
24#include <string>
25#include <map>
27class RooAbsReal ;
28class RooFitResult ;
29class RooArgList ;
30class RooRealVar ;
31class RooArgSet ;
32class RooAbsArg ;
33class TVirtualFitter ;
34class TH2F ;
35class RooPlot ;
37void RooMinuitGlue(Int_t& /*np*/, Double_t* /*gin*/, Double_t &f, Double_t *par, Int_t /*flag*/) ;
39class RooMinuit : public TObject {
43 virtual ~RooMinuit() ;
45 enum Strategy { Speed=0, Balance=1, Robustness=2 } ;
47 void setStrategy(Int_t strat) ;
48 void setErrorLevel(Double_t level) ;
49 void setEps(Double_t eps) ;
50 void optimizeConst(Int_t flag) ;
52 void setOffsetting(Bool_t flag) ;
54 RooFitResult* fit(const char* options) ;
56 Int_t migrad() ;
57 Int_t hesse() ;
58 Int_t minos() ;
59 Int_t minos(const RooArgSet& minosParamList) ; // added FMV, 08/18/03
60 Int_t seek() ;
61 Int_t simplex() ;
62 Int_t improve() ;
64 RooFitResult* save(const char* name=0, const char* title=0) ;
65 RooPlot* contour(RooRealVar& var1, RooRealVar& var2,
66 Double_t n1=1, Double_t n2=2, Double_t n3=0,
67 Double_t n4=0, Double_t n5=0, Double_t n6=0) ;
69 Int_t setPrintLevel(Int_t newLevel) ;
70 void setNoWarn() ;
71 Int_t setWarnLevel(Int_t newLevel) ;
72 void setPrintEvalErrors(Int_t numEvalErrors) { _printEvalErrors = numEvalErrors ; }
73 void setVerbose(Bool_t flag=kTRUE) { _verbose = flag ; }
74 void setProfile(Bool_t flag=kTRUE) { _profile = flag ; }
76 Bool_t setLogFile(const char* logfile=0) ;
78 static void cleanup() ;
80 Int_t evalCounter() const { return _evalCounter ; }
81 void zeroEvalCount() { _evalCounter = 0 ; }
85 friend class RooAbsPdf ;
88 friend void RooMinuitGlue(Int_t &np, Double_t *gin, Double_t &f, Double_t *par, Int_t flag) ;
90 void profileStart() ;
91 void profileStop() ;
94 void backProp() ;
96 inline Int_t getNPar() const { return _nPar ; }
97 inline std::ofstream* logfile() const { return _logfile ; }
98 inline Double_t& maxFCN() { return _maxFCN ; }
102 virtual Bool_t setPdfParamVal(Int_t index, Double_t value, Bool_t verbose=kFALSE) ;
103 void setPdfParamErr(Int_t index, Double_t value) ;
104 void setPdfParamErr(Int_t index, Double_t loVal, Double_t hiVal) ;
105 void clearPdfParamAsymErr(Int_t index) ;
107 void saveStatus(const char* label, Int_t status) { _statusHistory.push_back(std::pair<std::string,int>(label,status)) ; }
109 void updateFloatVec() ;
126 std::vector<RooAbsArg*> _floatParamVec ;
133 std::ofstream* _logfile ;
142 std::vector<std::pair<std::string,int> > _statusHistory ;
146 ClassDef(RooMinuit,0) // RooFit minimizer based on MINUIT
147} ;
#define f(i)
Definition: RSha256.hxx:104
void RooMinuitGlue(Int_t &, Double_t *, Double_t &f, Double_t *par, Int_t)
Definition: RooMinuit.cxx:1202
int Int_t
Definition: RtypesCore.h:41
const Bool_t kFALSE
Definition: RtypesCore.h:88
bool Bool_t
Definition: RtypesCore.h:59
double Double_t
Definition: RtypesCore.h:55
const Bool_t kTRUE
Definition: RtypesCore.h:87
#define ClassDef(name, id)
Definition: Rtypes.h:326
char name[80]
Definition: TGX11.cxx:109
RooAbsArg is the common abstract base class for objects that represent a value (of arbitrary type) an...
Definition: RooAbsArg.h:71
RooAbsReal is the common abstract base class for objects that represent a real value and implements f...
Definition: RooAbsReal.h:59
RooArgList is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgList.h:21
RooArgSet is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgSet.h:28
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:39
Int_t _numBadNLL
Definition: RooMinuit.h:120
void setPdfParamErr(Int_t index, Double_t value)
Modify PDF parameter error by ordinal index (needed by MINUIT)
Definition: RooMinuit.cxx:1077
Int_t hesse()
Execute HESSE.
Definition: RooMinuit.cxx:343
Double_t & maxFCN()
Definition: RooMinuit.h:98
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:1015
Int_t _nPar
Definition: RooMinuit.h:121
RooMinuit(RooAbsReal &function)
Construct MINUIT interface to given function.
Definition: RooMinuit.cxx:109
Int_t _optConst
Definition: RooMinuit.h:117
void setVerbose(Bool_t flag=kTRUE)
Definition: RooMinuit.h:73
RooArgList * _floatParamList
Definition: RooMinuit.h:125
Int_t _printEvalErrors
Definition: RooMinuit.h:122
Int_t evalCounter() const
Definition: RooMinuit.h:80
void setEvalErrorWall(Bool_t flag)
Definition: RooMinuit.h:51
Bool_t _handleLocalErrors
Definition: RooMinuit.h:119
void setProfile(Bool_t flag=kTRUE)
Definition: RooMinuit.h:74
void optimizeConst(Int_t flag)
If flag is true, perform constant term optimization on function being minimized.
Definition: RooMinuit.cxx:845
RooFitResult * save(const char *name=0, const char *title=0)
Save and return a RooFitResult snaphot of current minimizer status.
Definition: RooMinuit.cxx:877
Int_t getNPar() const
Definition: RooMinuit.h:96
Bool_t _verbose
Definition: RooMinuit.h:134
@ Robustness
Definition: RooMinuit.h:45
void setOffsetting(Bool_t flag)
Enable internal likelihood offsetting for enhanced numeric precision.
Definition: RooMinuit.cxx:255
static void cleanup()
Cleanup method called by atexit handler installed by RooSentinel to delete all global heap objects wh...
Definition: RooMinuit.cxx:87
Int_t seek()
Execute SEEK.
Definition: RooMinuit.cxx:472
Bool_t _profile
Definition: RooMinuit.h:118
std::ofstream * _logfile
Definition: RooMinuit.h:133
Int_t simplex()
Execute SIMPLEX.
Definition: RooMinuit.cxx:505
TStopwatch _cumulTimer
Definition: RooMinuit.h:136
Bool_t synchronize(Bool_t verbose)
Internal function to synchronize TMinuit with current information in RooAbsReal function parameters.
Definition: RooMinuit.cxx:621
void setErrorLevel(Double_t level)
Set the level for MINUIT error analysis to the given value.
Definition: RooMinuit.cxx:235
friend void RooMinuitGlue(Int_t &np, Double_t *gin, Double_t &f, Double_t *par, Int_t flag)
Definition: RooMinuit.cxx:1202
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:943
void zeroEvalCount()
Definition: RooMinuit.h:81
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:1058
void saveStatus(const char *label, Int_t status)
Definition: RooMinuit.h:107
void setStrategy(Int_t strat)
Change MINUIT strategy to istrat.
Definition: RooMinuit.cxx:221
Int_t setPrintLevel(Int_t newLevel)
Change the MINUIT internal printing level.
Definition: RooMinuit.cxx:569
std::vector< std::pair< std::string, int > > _statusHistory
Definition: RooMinuit.h:142
Int_t _warnLevel
Definition: RooMinuit.h:115
std::vector< RooAbsArg * > _floatParamVec
Definition: RooMinuit.h:126
Int_t migrad()
Execute MIGRAD.
Definition: RooMinuit.cxx:309
Int_t _printLevel
Definition: RooMinuit.h:114
std::ofstream * logfile() const
Definition: RooMinuit.h:97
Double_t _maxFCN
Definition: RooMinuit.h:132
Int_t setWarnLevel(Int_t newLevel)
Set MINUIT warning level to given level.
Definition: RooMinuit.cxx:595
void applyCovarianceMatrix(TMatrixDSym &V)
Apply results of given external covariance matrix.
Definition: RooMinuit.cxx:1182
Int_t _status
Definition: RooMinuit.h:116
void backProp()
Transfer MINUIT fit results back into RooFit objects.
Definition: RooMinuit.cxx:1137
Double_t getPdfParamErr(Int_t index)
Access PDF parameter error by ordinal index (needed by MINUIT)
Definition: RooMinuit.cxx:1048
RooArgList * _initConstParamList
Definition: RooMinuit.h:129
@ ExtraForProblem
Definition: RooMinuit.h:46
void updateFloatVec()
Definition: RooMinuit.cxx:1163
Bool_t _doEvalErrorWall
Definition: RooMinuit.h:123
void setEps(Double_t eps)
Change MINUIT epsilon.
Definition: RooMinuit.cxx:245
RooArgList * _initFloatParamList
Definition: RooMinuit.h:127
void setPrintEvalErrors(Int_t numEvalErrors)
Definition: RooMinuit.h:72
void setMaxEvalMultiplier(Int_t n)
Definition: RooMinuit.h:75
void profileStop()
Stop profiling timer and report results of last session.
Definition: RooMinuit.cxx:1120
TMatrixDSym * _extV
Definition: RooMinuit.h:138
TStopwatch _timer
Definition: RooMinuit.h:135
Int_t minos()
Execute MINOS.
Definition: RooMinuit.cxx:376
RooMinuit(const RooMinuit &)
void clearPdfParamAsymErr(Int_t index)
Modify PDF parameter error by ordinal index (needed by MINUIT)
Definition: RooMinuit.cxx:1087
Int_t improve()
Execute IMPROVE.
Definition: RooMinuit.cxx:539
void profileStart()
Start profiling timer.
Definition: RooMinuit.cxx:1106
void setNoWarn()
Instruct MINUIT to suppress warnings.
Definition: RooMinuit.cxx:583
RooArgList * _constParamList
Definition: RooMinuit.h:128
virtual ~RooMinuit()
Definition: RooMinuit.cxx:202
Int_t _evalCounter
Definition: RooMinuit.h:113
RooFitResult * fit(const char *options)
Parse traditional RooAbsPdf::fitTo driver options.
Definition: RooMinuit.cxx:273
RooAbsReal * _func
Definition: RooMinuit.h:130
Int_t _maxEvalMult
Definition: RooMinuit.h:124
Double_t getPdfParamVal(Int_t index)
Access PDF parameter value by ordinal index (needed by MINUIT)
Definition: RooMinuit.cxx:1038
static TVirtualFitter * _theFitter
Definition: RooMinuit.h:140
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:35
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:151