Fitter class, entry point for performing all type of fits.
Fits are performed using the generic ROOT::Fit::Fitter::Fit method. The inputs are the data points and a model function (using a ROOT::Math::IParamFunction) The result of the fit is returned and kept internally in the ROOT::Fit::FitResult class. The configuration of the fit (parameters, options, etc...) are specified in the ROOT::Math::FitConfig class. After fitting the config of the fit will be modified to have the new values the resulting parameter of the fit with step sizes equal to the errors. FitConfig can be preserved with initial parameters by calling FitConfig.SetUpdateAfterFit(false);
Public Types | |
typedef ROOT::Math::IMultiGenFunction | BaseFunc |
typedef ROOT::Math::IMultiGradFunction | BaseGradFunc |
typedef ROOT::Math::IParamGradFunction | IGradModel1DFunction |
typedef ROOT::Math::IParamMultiGradFunction | IGradModelFunction |
typedef ROOT::Math::IParamMultiGradFunction | IGradModelFunction_v |
typedef ROOT::Math::IParamFunction | IModel1DFunction |
typedef ROOT::Math::IParamMultiFunction | IModelFunction |
typedef ROOT::Math::IParamMultiFunction | IModelFunction_v |
template<class T > | |
using | IModelFunctionTempl = ROOT::Math::IParamMultiFunctionTempl< T > |
typedef void(* | MinuitFCN_t) (int &npar, double *gin, double &f, double *u, int flag) |
fit using user provided FCN with Minuit-like interface If npar = 0 it is assumed that the parameters are specified in the parameter settings created before For the options same consideration as in the previous method | |
Public Member Functions | |
Fitter () | |
Default constructor. | |
Fitter (const Fitter &)=delete | |
Copy constructor (disabled, class is not copyable) | |
Fitter (const std::shared_ptr< FitResult > &result) | |
Constructor from a result. | |
virtual | ~Fitter () |
Destructor. | |
bool | ApplyWeightCorrection (const ROOT::Math::IMultiGenFunction &loglw2, bool minimizeW2L=false) |
apply correction in the error matrix for the weights for likelihood fits This method can be called only after a fit. | |
bool | CalculateHessErrors () |
perform an error analysis on the result using the Hessian Errors are obtained from the inverse of the Hessian matrix To be called only after fitting and when a minimizer supporting the Hessian calculations is used otherwise an error (false) is returned. | |
bool | CalculateMinosErrors () |
perform an error analysis on the result using MINOS To be called only after fitting and when a minimizer supporting MINOS is used otherwise an error (false) is returned. | |
FitConfig & | Config () |
access to the configuration (non const method) | |
const FitConfig & | Config () const |
access to the fit configuration (const method) | |
bool | EvalFCN () |
Perform a simple FCN evaluation. | |
bool | Fit (const BinData &data, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential) |
Fit a binned data set using a least square fit. | |
template<class Data , class Function , class cond = typename std::enable_if<!(std::is_same<Function, ROOT::EExecutionPolicy>::value || std::is_same<Function, int>::value), Function>::type> | |
bool | Fit (const Data &data, const Function &func, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential) |
fit a data set using any generic model function If data set is binned a least square fit is performed If data set is unbinned a maximum likelihood fit (not extended) is done Pre-requisite on the function: it must implement the 1D or multidimensional parametric function interface. | |
bool | Fit (const std::shared_ptr< BinData > &data, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential) |
Fit a binned data set using a least square fit. | |
bool | Fit (const std::shared_ptr< UnBinData > &data, bool extended=false, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential) |
Fit an un-binned data set using the negative log-likelihood method. | |
bool | Fit (const UnBinData &data, bool extended=false, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential) |
Fit an un-binned data set using the negative log-likelihood method. | |
bool | FitFCN () |
Perform a fit with the previously set FCN function. | |
bool | FitFCN (const ROOT::Math::FitMethodFunction &fcn, const double *params=nullptr) |
Fit using a FitMethodFunction interface. | |
bool | FitFCN (const ROOT::Math::FitMethodGradFunction &fcn, const double *params=nullptr) |
Fit using a FitMethodGradFunction interface. | |
bool | FitFCN (const ROOT::Math::IMultiGenFunction &fcn, const double *params=nullptr, unsigned int dataSize=0, bool chi2fit=false) |
Fit using the given FCN function represented by a multi-dimensional function interface (ROOT::Math::IMultiGenFunction). | |
bool | FitFCN (MinuitFCN_t fcn, int npar=0, const double *params=nullptr, unsigned int dataSize=0, bool chi2fit=false) |
template<class Function > | |
bool | FitFCN (unsigned int npar, Function &fcn, const double *params=nullptr, unsigned int dataSize=0, bool chi2fit=false) |
Fit using the a generic FCN function as a C++ callable object implementing double () (const double *) Note that the function dimension (i.e. | |
ROOT::Math::IMultiGenFunction * | GetFCN () const |
return pointer to last used objective function (is NULL in case fit is not yet done) This pointer will be valid as far as the fitter class has not been deleted. | |
ROOT::Math::Minimizer * | GetMinimizer () const |
return pointer to last used minimizer (is NULL in case fit is not yet done) This pointer is guaranteed to be valid as far as the fitter class is valid and a new fit is not redone. | |
bool | IsBinFit () const |
query if fit is binned. | |
bool | LeastSquareFit (const BinData &data, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential) |
Fit a binned data set using a least square fit copying the input data. | |
bool | LeastSquareFit (const std::shared_ptr< BinData > &data, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential) |
Fit a binned data set using a least square fit NOT copying the input data. | |
bool | LikelihoodFit (const BinData &data, bool extended=true, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential) |
Binned Likelihood fit copying the input data. | |
template<class Data , class Function > | |
bool | LikelihoodFit (const Data &data, const Function &func, bool extended) |
Likelihood fit given a data set (Binned or Un-binned) using any generic model function. | |
bool | LikelihoodFit (const std::shared_ptr< BinData > &data, bool extended=true, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential) |
Binned Likelihood fit using a shared_ptr for NOT copying the input data. | |
bool | LikelihoodFit (const std::shared_ptr< UnBinData > &data, bool extended=false, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential) |
Un-binned Likelihood fit using a shared_ptr for NOT copying the input data. | |
bool | LikelihoodFit (const UnBinData &data, bool extended=false, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential) |
Un-binned Likelihood fit copying the input data Default is NOT extended. | |
bool | LinearFit (const BinData &data) |
Do a linear fit copying the input data. | |
bool | LinearFit (const std::shared_ptr< BinData > &data) |
Do a linear fit using a shared_ptr for NOT copying the input data. | |
Fitter & | operator= (const Fitter &)=delete |
Assignment operator (disabled, class is not copyable) | |
const FitResult & | Result () const |
get fit result | |
bool | SetFCN (const ROOT::Math::FitMethodFunction &fcn, const double *params=nullptr) |
Set the objective function (FCN) using a FitMethodFunction interface. | |
bool | SetFCN (const ROOT::Math::FitMethodGradFunction &fcn, const double *params=nullptr) |
Set the objective function (FCN) using a FitMethodGradFunction interface. | |
bool | SetFCN (const ROOT::Math::IMultiGenFunction &fcn, const double *params=nullptr, unsigned int dataSize=0, bool chi2fit=false) |
Set the FCN function represented by a multi-dimensional function interface (ROOT::Math::IMultiGenFunction) and optionally the initial parameters See also note above for the initial parameters for FitFCN. | |
bool | SetFCN (const ROOT::Math::IMultiGenFunction &fcn, const IModelFunction &func, const double *params=nullptr, unsigned int dataSize=0, bool chi2fit=false) |
Set the FCN function represented by a multi-dimensional function interface (ROOT::Math::IMultiGenFunction) and optionally the initial parameters See also note above for the initial parameters for FitFCN With this interface we pass in addition a ModelFunction that will be attached to the FitResult and used to compute confidence interval of the fit. | |
bool | SetFCN (MinuitFCN_t fcn, int npar=0, const double *params=nullptr, unsigned int dataSize=0, bool chi2fit=false) |
set objective function using user provided FCN with Minuit-like interface If npar = 0 it is assumed that the parameters are specified in the parameter settings created before For the options same consideration as in the previous method | |
template<class Function > | |
bool | SetFCN (unsigned int npar, Function &fcn, const double *params=nullptr, unsigned int dataSize=0, bool chi2fit=false) |
Set a generic FCN function as a C++ callable object implementing double () (const double *) Note that the function dimension (i.e. | |
void | SetFitType (int type) |
Set the type of fit when using an external FCN possible types are : 1 (least-square), 2 (unbinned-likelihood), 3 (binned-likelihood) Note that in case of binned likelihood fit the chi2 will be computed as 2 * MinFCN() Note this function should be called before fitting to have effect on th FitResult. | |
void | SetFunction (const IGradModel1DFunction &func, bool useGradient=true) |
Set the fitted function from 1D gradient parametric function interface. | |
void | SetFunction (const IGradModelFunction &func, bool useGradient=true) |
Set the fitted function (model function) from a parametric gradient function interface. | |
void | SetFunction (const IModel1DFunction &func, bool useGradient=false) |
Set the fitted function (model function) from a vectorized parametric function interface. | |
void | SetFunction (const IModelFunction &func, bool useGradient=false) |
Set the fitted function (model function) from a parametric function interface. | |
void | SetNumberOfFitPoints (unsigned int npoints) |
Set number of fit points when using an external FCN function This function can be called after Fit to set the correct number of Ndf in FitResult. | |
Protected Member Functions | |
bool | DoBinnedLikelihoodFit (bool extended=true, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential) |
binned likelihood fit | |
bool | DoInitMinimizer () |
bool | DoLeastSquareFit (const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential) |
least square fit | |
bool | DoLinearFit () |
linear least square fit | |
bool | DoMinimization (const ROOT::Math::IMultiGenFunction *chifunc=nullptr) |
template<class ObjFunc_t > | |
bool | DoMinimization (std::unique_ptr< ObjFunc_t > f, const ROOT::Math::IMultiGenFunction *chifunc=nullptr) |
do minimization | |
bool | DoSetFCN (bool useExtFCN, const ROOT::Math::IMultiGenFunction &fcn, const double *params, unsigned int dataSize, bool chi2fit) |
Set Objective function. | |
bool | DoUnbinnedLikelihoodFit (bool extended=false, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential) |
un-binned likelihood fit | |
void | DoUpdateFitConfig () |
bool | DoUpdateMinimizerOptions (bool canDifferentMinim=true) |
template<class ObjFunc_t > | |
bool | DoWeightMinimization (std::unique_ptr< ObjFunc_t > f, const ROOT::Math::IMultiGenFunction *chifunc=nullptr) |
void | ExamineFCN () |
look at the user provided FCN and get data and model function is they derive from ROOT::Fit FCN classes | |
template<class ObjFuncType > | |
bool | GetDataFromFCN () |
internal functions to get data set and model function from FCN useful for fits done with customized FCN classes | |
int | GetNCallsFromFCN () |
const ROOT::Math::IBaseFunctionMultiDimTempl< double > * | ObjFunction () const |
Return pointer to the used objective function for fitting. | |
template<class Data > | |
void | SetData (const Data &data) |
Set the input data for the fit (Copying the given data object) | |
template<class Data > | |
void | SetData (const std::shared_ptr< Data > &data) |
Set the input data for the fit using a shared ptr (No Copying) | |
Private Attributes | |
bool | fBinFit = false |
flag to indicate if fit is binned in case of false the fit is unbinned or undefined) flag it is used to compute chi2 for binned likelihood fit | |
FitConfig | fConfig |
fitter configuration (options and parameter settings) | |
std::shared_ptr< ROOT::Fit::FitData > | fData |
! pointer to the fit data (binned or unbinned data) | |
int | fDataSize = 0 |
size of data sets (need for Fumili or LM fitters) | |
const ROOT::Math::IMultiGenFunction * | fExtObjFunction = nullptr |
! pointer to an external FCN | |
int | fFitType = 0 |
type of fit (0 undefined, 1 least square, 2 likelihood, 3 binned likelihood) | |
std::shared_ptr< IModelFunction > | fFunc |
! copy of the fitted function containing on output the fit result | |
std::shared_ptr< IModelFunction_v > | fFunc_v |
! copy of the fitted function containing on output the fit result | |
std::shared_ptr< ROOT::Math::Minimizer > | fMinimizer |
! pointer to used minimizer | |
std::shared_ptr< ROOT::Math::IMultiGenFunction > | fObjFunction |
! pointer to used objective function | |
std::shared_ptr< ROOT::Fit::FitResult > | fResult |
! pointer to the object containing the result of the fit | |
bool | fUseGradient = false |
flag to indicate if using gradient or not | |
#include <Fit/Fitter.h>
using ROOT::Fit::Fitter::IModelFunctionTempl = ROOT::Math::IParamMultiFunctionTempl<T> |
ROOT::Fit::Fitter::Fitter | ( | const std::shared_ptr< FitResult > & | result | ) |
Constructor from a result.
Definition at line 51 of file Fitter.cxx.
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Copy constructor (disabled, class is not copyable)
bool ROOT::Fit::Fitter::ApplyWeightCorrection | ( | const ROOT::Math::IMultiGenFunction & | loglw2, |
bool | minimizeW2L = false |
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apply correction in the error matrix for the weights for likelihood fits This method can be called only after a fit.
The passed function (loglw2) is a log-likelihood function implemented using the sum of weight squared When using FitConfig.SetWeightCorrection() this correction is applied automatically when doing a likelihood fit (binned or unbinned)
Definition at line 888 of file Fitter.cxx.
bool ROOT::Fit::Fitter::CalculateHessErrors | ( | ) |
perform an error analysis on the result using the Hessian Errors are obtained from the inverse of the Hessian matrix To be called only after fitting and when a minimizer supporting the Hessian calculations is used otherwise an error (false) is returned.
A new FitResult with the Hessian result will be produced
Definition at line 532 of file Fitter.cxx.
bool ROOT::Fit::Fitter::CalculateMinosErrors | ( | ) |
perform an error analysis on the result using MINOS To be called only after fitting and when a minimizer supporting MINOS is used otherwise an error (false) is returned.
The result will be appended in the fit result class Optionally a vector of parameter indices can be passed for selecting the parameters to analyse using FitConfig::SetMinosErrors
Definition at line 595 of file Fitter.cxx.
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binned likelihood fit
Definition at line 362 of file Fitter.cxx.
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Definition at line 694 of file Fitter.cxx.
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least square fit
Definition at line 311 of file Fitter.cxx.
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linear least square fit
Definition at line 515 of file Fitter.cxx.
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Definition at line 797 of file Fitter.cxx.
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do minimization
Definition at line 838 of file Fitter.cxx.
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Set Objective function.
Definition at line 137 of file Fitter.cxx.
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un-binned likelihood fit
Definition at line 442 of file Fitter.cxx.
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Definition at line 862 of file Fitter.cxx.
Definition at line 765 of file Fitter.cxx.
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Definition at line 847 of file Fitter.cxx.
bool ROOT::Fit::Fitter::EvalFCN | ( | ) |
Perform a simple FCN evaluation.
FitResult will be modified and contain the value of the FCN
Definition at line 290 of file Fitter.cxx.
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look at the user provided FCN and get data and model function is they derive from ROOT::Fit FCN classes
Definition at line 981 of file Fitter.cxx.
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fit a data set using any generic model function If data set is binned a least square fit is performed If data set is unbinned a maximum likelihood fit (not extended) is done Pre-requisite on the function: it must implement the 1D or multidimensional parametric function interface.
Note that both the input data and the function object are copied by the Fitter.
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bool ROOT::Fit::Fitter::FitFCN | ( | ) |
Perform a fit with the previously set FCN function.
Require SetFCN before
Definition at line 271 of file Fitter.cxx.
bool ROOT::Fit::Fitter::FitFCN | ( | const ROOT::Math::FitMethodFunction & | fcn, |
const double * | params = nullptr |
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Fit using a FitMethodFunction interface.
Same as method above, but now extra information can be taken from the function class
Definition at line 228 of file Fitter.cxx.
bool ROOT::Fit::Fitter::FitFCN | ( | const ROOT::Math::FitMethodGradFunction & | fcn, |
const double * | params = nullptr |
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Fit using a FitMethodGradFunction interface.
Same as method above, but now extra information can be taken from the function class
bool ROOT::Fit::Fitter::FitFCN | ( | const ROOT::Math::IMultiGenFunction & | fcn, |
const double * | params = nullptr , |
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unsigned int | dataSize = 0 , |
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bool | chi2fit = false |
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Fit using the given FCN function represented by a multi-dimensional function interface (ROOT::Math::IMultiGenFunction).
Give optionally the initial parameter values, data size to have the fit Ndf correctly set in the FitResult and flag specifying if it is a chi2 fit. Note that if the parameters values are not given (params=0) the current parameter settings are used. The parameter settings can be created before by using the FitConfig::SetParamsSetting. If they have not been created they are created automatically when the params pointer is not zero. Note that passing a params != 0 will set the parameter settings to the new value AND also the step sizes to some pre-defined value (stepsize = 0.3 * abs(parameter_value) )
Definition at line 219 of file Fitter.cxx.
bool ROOT::Fit::Fitter::FitFCN | ( | MinuitFCN_t | fcn, |
int | npar = 0 , |
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const double * | params = nullptr , |
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unsigned int | dataSize = 0 , |
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bool | chi2fit = false |
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Definition at line 261 of file Fitter.cxx.
bool ROOT::Fit::Fitter::FitFCN | ( | unsigned int | npar, |
Function & | fcn, | ||
const double * | params = nullptr , |
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unsigned int | dataSize = 0 , |
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bool | chi2fit = false |
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Fit using the a generic FCN function as a C++ callable object implementing double () (const double *) Note that the function dimension (i.e.
the number of parameter) is needed in this case For the options see documentation for following methods FitFCN(IMultiGenFunction & fcn,..)
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return pointer to last used objective function (is NULL in case fit is not yet done) This pointer will be valid as far as the fitter class has not been deleted.
To be used after the fitting. The pointer should not be stored and will be invalided after performing a new fitting. In this case a new instance of the function pointer will be re-created and can be obtained calling again GetFCN()
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return pointer to last used minimizer (is NULL in case fit is not yet done) This pointer is guaranteed to be valid as far as the fitter class is valid and a new fit is not redone.
To be used only after fitting. The pointer should not be stored and will be invalided after performing a new fitting. In this case a new instance of ROOT::Math::Minimizer will be re-created and can be obtained calling again GetMinimizer()
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Definition at line 872 of file Fitter.cxx.
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query if fit is binned.
In cse of false the fit can be unbinned or is not defined (like in case of fitting through a ROOT::Fit::Fitter::FitFCN)
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Assignment operator (disabled, class is not copyable)
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bool ROOT::Fit::Fitter::SetFCN | ( | const ROOT::Math::FitMethodFunction & | fcn, |
const double * | params = nullptr |
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Set the objective function (FCN) using a FitMethodFunction interface.
Same as method above, but now extra information can be taken from the function class
Definition at line 195 of file Fitter.cxx.
bool ROOT::Fit::Fitter::SetFCN | ( | const ROOT::Math::FitMethodGradFunction & | fcn, |
const double * | params = nullptr |
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Set the objective function (FCN) using a FitMethodGradFunction interface.
Same as method above, but now extra information can be taken from the function class
bool ROOT::Fit::Fitter::SetFCN | ( | const ROOT::Math::IMultiGenFunction & | fcn, |
const double * | params = nullptr , |
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unsigned int | dataSize = 0 , |
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bool | chi2fit = false |
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Set the FCN function represented by a multi-dimensional function interface (ROOT::Math::IMultiGenFunction) and optionally the initial parameters See also note above for the initial parameters for FitFCN.
Definition at line 178 of file Fitter.cxx.
bool ROOT::Fit::Fitter::SetFCN | ( | const ROOT::Math::IMultiGenFunction & | fcn, |
const IModelFunction & | func, | ||
const double * | params = nullptr , |
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unsigned int | dataSize = 0 , |
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bool | chi2fit = false |
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Set the FCN function represented by a multi-dimensional function interface (ROOT::Math::IMultiGenFunction) and optionally the initial parameters See also note above for the initial parameters for FitFCN With this interface we pass in addition a ModelFunction that will be attached to the FitResult and used to compute confidence interval of the fit.
Definition at line 182 of file Fitter.cxx.
bool ROOT::Fit::Fitter::SetFCN | ( | MinuitFCN_t | fcn, |
int | npar = 0 , |
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const double * | params = nullptr , |
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unsigned int | dataSize = 0 , |
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bool | chi2fit = false |
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set objective function using user provided FCN with Minuit-like interface If npar = 0 it is assumed that the parameters are specified in the parameter settings created before For the options same consideration as in the previous method
Definition at line 244 of file Fitter.cxx.
bool ROOT::Fit::Fitter::SetFCN | ( | unsigned int | npar, |
Function & | fcn, | ||
const double * | params = nullptr , |
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unsigned int | dataSize = 0 , |
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bool | chi2fit = false |
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Set a generic FCN function as a C++ callable object implementing double () (const double *) Note that the function dimension (i.e.
the number of parameter) is needed in this case For the options see documentation for following methods FitFCN(IMultiGenFunction & fcn,..)
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Set the type of fit when using an external FCN possible types are : 1 (least-square), 2 (unbinned-likelihood), 3 (binned-likelihood) Note that in case of binned likelihood fit the chi2 will be computed as 2 * MinFCN() Note this function should be called before fitting to have effect on th FitResult.
void ROOT::Fit::Fitter::SetFunction | ( | const IGradModel1DFunction & | func, |
bool | useGradient = true |
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Set the fitted function from 1D gradient parametric function interface.
Definition at line 124 of file Fitter.cxx.
void ROOT::Fit::Fitter::SetFunction | ( | const IGradModelFunction & | func, |
bool | useGradient = true |
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Set the fitted function (model function) from a parametric gradient function interface.
Definition at line 110 of file Fitter.cxx.
void ROOT::Fit::Fitter::SetFunction | ( | const IModel1DFunction & | func, |
bool | useGradient = false |
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Set the fitted function (model function) from a vectorized parametric function interface.
Set the fitted function from a parametric 1D function interface
Definition at line 86 of file Fitter.cxx.
void ROOT::Fit::Fitter::SetFunction | ( | const IModelFunction & | func, |
bool | useGradient = false |
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Set the fitted function (model function) from a parametric function interface.
Definition at line 59 of file Fitter.cxx.
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