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RooMinimizer.h
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1/*****************************************************************************
2 * Project: RooFit *
3 * Package: RooFitCore *
4 * File: $Id$
5 * Authors: *
6 * WV, Wouter Verkerke, UC Santa Barbara, verkerke@slac.stanford.edu *
7 * DK, David Kirkby, UC Irvine, dkirkby@uci.edu *
8 * AL, Alfio Lazzaro, INFN Milan, alfio.lazzaro@mi.infn.it *
9 * *
10 * *
11 * Redistribution and use in source and binary forms, *
12 * with or without modification, are permitted according to the terms *
13 * listed in LICENSE (http://roofit.sourceforge.net/license.txt) *
14 *****************************************************************************/
15
16#ifndef __ROOFIT_NOROOMINIMIZER
17
18#ifndef ROO_MINIMIZER
19#define ROO_MINIMIZER
20
21#include "TObject.h"
22#include "TStopwatch.h"
23#include <fstream>
24#include "TMatrixDSymfwd.h"
25
26
27#include "Fit/Fitter.h"
28#include "RooMinimizerFcn.h"
29
30class RooAbsReal ;
31class RooFitResult ;
32class RooArgList ;
33class RooRealVar ;
34class RooArgSet ;
35class TH2F ;
36class RooPlot ;
37
38class RooMinimizer : public TObject {
39public:
40
42 virtual ~RooMinimizer() ;
43
44 enum Strategy { Speed=0, Balance=1, Robustness=2 } ;
46 void setStrategy(Int_t strat) ;
47 void setErrorLevel(Double_t level) ;
48 void setEps(Double_t eps) ;
49 void optimizeConst(Int_t flag) ;
51 void setOffsetting(Bool_t flag) ;
54
55 RooFitResult* fit(const char* options) ;
56
57 Int_t migrad() ;
58 Int_t hesse() ;
59 Int_t minos() ;
60 Int_t minos(const RooArgSet& minosParamList) ;
61 Int_t seek() ;
62 Int_t simplex() ;
63 Int_t improve() ;
64
65 Int_t minimize(const char* type, const char* alg=0) ;
66
67 RooFitResult* save(const char* name=0, const char* title=0) ;
68 RooPlot* contour(RooRealVar& var1, RooRealVar& var2,
69 Double_t n1=1, Double_t n2=2, Double_t n3=0,
70 Double_t n4=0, Double_t n5=0, Double_t n6=0, unsigned int npoints = 50) ;
71
72 Int_t setPrintLevel(Int_t newLevel) ;
73 void setPrintEvalErrors(Int_t numEvalErrors) { fitterFcn()->SetPrintEvalErrors(numEvalErrors); }
74 void setVerbose(Bool_t flag=kTRUE) { _verbose = flag ; fitterFcn()->SetVerbose(flag); }
75 void setProfile(Bool_t flag=kTRUE) { _profile = flag ; }
76 Bool_t setLogFile(const char* logf=0) { return fitterFcn()->SetLogFile(logf); }
77
78 void setMinimizerType(const char* type) ;
79
80 static void cleanup() ;
81 static RooFitResult* lastMinuitFit(const RooArgList& varList=RooArgList()) ;
82
83 void saveStatus(const char* label, Int_t status) { _statusHistory.push_back(std::pair<std::string,int>(label,status)) ; }
84
85 Int_t evalCounter() const { return fitterFcn()->evalCounter() ; }
87
89 const ROOT::Fit::Fitter* fitter() const ;
90
91protected:
92
93 friend class RooAbsPdf ;
95
96 void profileStart() ;
97 void profileStop() ;
98
99 inline Int_t getNPar() const { return fitterFcn()->NDim() ; }
100 inline std::ofstream* logfile() { return fitterFcn()->GetLogFile(); }
101 inline Double_t& maxFCN() { return fitterFcn()->GetMaxFCN() ; }
102
103 const RooMinimizerFcn* fitterFcn() const { return ( fitter()->GetFCN() ? ((RooMinimizerFcn*) fitter()->GetFCN()) : _fcn ) ; }
104 RooMinimizerFcn* fitterFcn() { return ( fitter()->GetFCN() ? ((RooMinimizerFcn*) fitter()->GetFCN()) : _fcn ) ; }
105
106private:
107
113
118
120
122 std::string _minimizerType;
123
125
126 std::vector<std::pair<std::string,int> > _statusHistory ;
127
129
130 ClassDef(RooMinimizer,0) // RooFit interface to ROOT::Fit::Fitter
131} ;
132
133
134#endif
135
136#endif
int Int_t
Definition: RtypesCore.h:43
bool Bool_t
Definition: RtypesCore.h:61
double Double_t
Definition: RtypesCore.h:57
const Bool_t kTRUE
Definition: RtypesCore.h:89
#define ClassDef(name, id)
Definition: Rtypes.h:322
char name[80]
Definition: TGX11.cxx:109
int type
Definition: TGX11.cxx:120
Fitter class, entry point for performing all type of fits.
Definition: Fitter.h:77
RooAbsReal is the common abstract base class for objects that represent a real value and implements f...
Definition: RooAbsReal.h:60
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
Bool_t SetLogFile(const char *inLogfile)
virtual unsigned int NDim() const
Retrieve the dimension of the function.
std::ofstream * GetLogFile()
Int_t evalCounter() const
void SetEvalErrorWall(Bool_t flag)
Double_t & GetMaxFCN()
void SetPrintEvalErrors(Int_t numEvalErrors)
void SetVerbose(Bool_t flag=kTRUE)
RooMinimizer is a wrapper class around ROOT::Fit:Fitter that provides a seamless interface between th...
Definition: RooMinimizer.h:38
Int_t _printLevel
Definition: RooMinimizer.h:108
RooMinimizerFcn * _fcn
Definition: RooMinimizer.h:121
std::vector< std::pair< std::string, int > > _statusHistory
Definition: RooMinimizer.h:126
RooMinimizer(RooAbsReal &function)
Construct MINUIT interface to given function.
std::ofstream * logfile()
Definition: RooMinimizer.h:100
Int_t hesse()
Execute HESSE.
Double_t & maxFCN()
Definition: RooMinimizer.h:101
void setEvalErrorWall(Bool_t flag)
Definition: RooMinimizer.h:50
void setMaxIterations(Int_t n)
Change maximum number of MINUIT iterations (RooMinimizer default 500 * #parameters)
void zeroEvalCount()
Definition: RooMinimizer.h:86
RooFitResult * save(const char *name=0, const char *title=0)
Save and return a RooFitResult snaphot of current minimizer status.
void setMinimizerType(const char *type)
Choose the minimiser algorithm.
Bool_t _verbose
Definition: RooMinimizer.h:114
void saveStatus(const char *label, Int_t status)
Definition: RooMinimizer.h:83
Int_t improve()
Execute IMPROVE.
void profileStart()
Start profiling timer.
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, unsigned int npoints=50)
Create and draw a TH2 with the error contours in the parameters var1 and var2.
Int_t migrad()
Execute MIGRAD.
Int_t minimize(const char *type, const char *alg=0)
Minimise the function passed in the constructor.
void profileStop()
Stop profiling timer and report results of last session.
static RooFitResult * lastMinuitFit(const RooArgList &varList=RooArgList())
RooFitResult * fit(const char *options)
Parse traditional RooAbsPdf::fitTo driver options.
RooMinimizerFcn * fitterFcn()
Definition: RooMinimizer.h:104
void setOffsetting(Bool_t flag)
Enable internal likelihood offsetting for enhanced numeric precision.
TMatrixDSym * _extV
Definition: RooMinimizer.h:119
Int_t seek()
Execute SEEK.
Bool_t setLogFile(const char *logf=0)
Definition: RooMinimizer.h:76
void setProfile(Bool_t flag=kTRUE)
Definition: RooMinimizer.h:75
void setEps(Double_t eps)
Change MINUIT epsilon.
void setErrorLevel(Double_t level)
Set the level for MINUIT error analysis to the given value.
RooMinimizer(const RooMinimizer &)
static ROOT::Fit::Fitter * _theFitter
Definition: RooMinimizer.h:124
static void cleanup()
Cleanup method called by atexit handler installed by RooSentinel to delete all global heap objects wh...
Int_t setPrintLevel(Int_t newLevel)
Change the MINUIT internal printing level.
TStopwatch _timer
Definition: RooMinimizer.h:115
void setMaxFunctionCalls(Int_t n)
Change maximum number of likelihood function calss from MINUIT (RooMinimizer default 500 * #parameter...
Int_t evalCounter() const
Definition: RooMinimizer.h:85
Int_t minos()
Execute MINOS.
RooAbsReal * _func
Definition: RooMinimizer.h:112
void applyCovarianceMatrix(TMatrixDSym &V)
Apply results of given external covariance matrix.
void optimizeConst(Int_t flag)
If flag is true, perform constant term optimization on function being minimized.
Int_t simplex()
Execute SIMPLEX.
Bool_t _optConst
Definition: RooMinimizer.h:110
Bool_t _profileStart
Definition: RooMinimizer.h:117
const RooMinimizerFcn * fitterFcn() const
Definition: RooMinimizer.h:103
ROOT::Fit::Fitter * fitter()
Return underlying ROOT fitter object.
void setStrategy(Int_t strat)
Change MINUIT strategy to istrat.
std::string _minimizerType
Definition: RooMinimizer.h:122
void setPrintEvalErrors(Int_t numEvalErrors)
Definition: RooMinimizer.h:73
TStopwatch _cumulTimer
Definition: RooMinimizer.h:116
Bool_t _profile
Definition: RooMinimizer.h:111
void setVerbose(Bool_t flag=kTRUE)
Definition: RooMinimizer.h:74
virtual ~RooMinimizer()
Destructor.
Int_t getNPar() const
Definition: RooMinimizer.h:99
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
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