Hi,
Thank you a lot for your responses.
(I attached at the of the mail output of the minimization)
Rene:
I'm not using fit method of histogram but rather I created
another class that derives from TMinuit and implements
Eval() method. Actually I calculate chi2 for a set of data
points (it is function of 3 variables). My theoretical function
is also precompiled. So it is a lot of staff.
Eddy:
You are right - I didn't provide expressions for the derivatives.
But I checked and found that FLAG argument that I get from TMinuit is
always 4. So as I understood that means that I don't have to calculate
derivative by myself. Actually my function is such that calculation of
the derivative can be done only by calculating difference between
values
of function in 2 points so I can't get any increase in efficiency.
I tried, as you proposed to fit one variable at a time. I found that
for
some variables it goes well, but there are also variables that when I
fit over them I get message that minuit hasn't converged.
When I take a look into the dependence of my function over this
variable
I saw nice parabola. So I don't understand why minuit can't converge.
Topher:
I get acceptable values of parameters that provide me good fit:
chi2/d.o.f. ~ 1.
I tried TMinuit::mnmnos() but it also produces strange results for
the case, when minuit hadn't converged
Thanks again,
Michael
By the way do you know whether minuit calculations are performed in
double
or float?
Outputs from minuit:
I plot chi2 value (for 106 data points) at each call to FCN
Fit over one parameter:
**********
** 49 **MIGRAD 0
**********
FIRST CALL TO USER FUNCTION AT NEW START POINT, WITH IFLAG=4.
chi2 = 116.8452121
START MIGRAD MINIMIZATION. STRATEGY 1. CONVERGENCE WHEN EDM
.LT.1.00e-004
chi2 = 112.8304752
chi2 = 121.4137524
chi2 = 116.4152386
chi2 = 117.2808747
FCN=116.845 FROM MIGRAD STATUS=INITIATE 4 CALLS 1027
TOTAL
EDM= unknown STRATEGY= 1 NO ERROR MATRIX
EXT PARAMETER CURRENT GUESS STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 alpha_P 1.13789e+000 fixed
2 A_q 1.18733e-001 fixed
3 alpha_q 4.00000e-001 3.00000e-001 2.72826e-001 -1.58643e+003
4 beta_q 2.52095e-001 fixed
5 A_g 5.04505e+000 fixed
6 B_g 0.00000e+000 fixed
7 C_g 0.00000e+000 fixed
8 alpha_g 2.60796e-001 fixed
9 beta_g 5.06243e+000 fixed
chi2 = 100.047337
chi2 = 100.0459711
chi2 = 100.0487562
chi2 = 100.0296461
chi2 = 100.0296242
chi2 = 100.0285205
chi2 = 100.0296377
chi2 = 100.0296565
chi2 = 100.0296242
chi2 = 100.0285206
chi2 = 100.0309483
chi2 = 100.0288064
chi2 = 100.0287682
chi2 = 100.0288466
chi2 = 100.0286392
chi2 = 100.0290218
chi2 = 100.0286732
chi2 = 100.0296244
chi2 = 100.0286282
chi2 = 100.0296242
chi2 = 100.0284769
chi2 = 100.0296242
chi2 = 100.0296367
chi2 = 100.0296519
chi2 = 100.0296617
chi2 = 100.0296285
chi2 = 100.0285707
chi2 = 100.0296605
chi2 = 100.0284915
chi2 = 100.0284742
chi2 = 100.0284797
chi2 = 100.0296242
chi2 = 100.028472
chi2 = 100.0296463
chi2 = 100.0285018
chi2 = 100.0296632
chi2 = 100.0284773
chi2 = 100.0284709
chi2 = 100.0284731
chi2 = 100.0296242
chi2 = 100.0296638
chi2 = 100.0284717
chi2 = 100.0296578
chi2 = 100.0284834
chi2 = 100.0284696
chi2 = 100.028474
chi2 = 100.029649
chi2 = 100.0284964
chi2 = 100.0284719
MIGRAD FAILS TO FIND IMPROVEMENT
chi2 = 100.0284717
chi2 = 100.029649
chi2 = 100.0284964
chi2 = 100.0284687
chi2 = 100.0284749
chi2 = 100.0284711
chi2 = 100.0284724
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=100.028 FROM HESSE STATUS=OK 7 CALLS 1083
TOTAL
EDM=2.0178e-007 STRATEGY= 1 ERROR MATRIX
ACCURA
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 alpha_P 1.13789e+000 fixed
2 A_q 1.18733e-001 fixed
3 alpha_q 4.26089e-001 4.36058e-004 8.66270e-006 -2.54241e+000
4 beta_q 2.52095e-001 fixed
5 A_g 5.04505e+000 fixed
6 B_g 0.00000e+000 fixed
7 C_g 0.00000e+000 fixed
8 alpha_g 2.60796e-001 fixed
9 beta_g 5.06243e+000 fixed
chi2 = 100.0284713
chi2 = 100.0284697
chi2 = 100.0296622
chi2 = 100.0296641
chi2 = 100.0284688
chi2 = 100.0296641
chi2 = 100.0284683
chi2 = 100.0296641
chi2 = 100.028468
chi2 = 100.0296642
chi2 = 100.0296603
chi2 = 100.0284724
chi2 = 100.0296633
chi2 = 100.0284691
chi2 = 100.0284717
chi2 = 100.0284699
chi2 = 100.0284689
chi2 = 100.0284685
chi2 = 100.0284683
MIGRAD FAILS TO FIND IMPROVEMENT
MIGRAD TERMINATED WITHOUT CONVERGENCE.
FCN=100.028 FROM MIGRAD STATUS=FAILED 79 CALLS 1102
TOTAL
EDM=0.0596531 STRATEGY= 1 ERROR MATRIX
UNCERTAINTY
0 per cent
EXT PARAMETER APPROXIMATE STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 alpha_P 1.13789e+000 fixed
2 A_q 1.18733e-001 fixed
3 alpha_q 4.26090e-001 5.70152e-005 0.00000e+000 1.38237e+003
4 beta_q 2.52095e-001 fixed
5 A_g 5.04505e+000 fixed
6 B_g 0.00000e+000 fixed
7 C_g 0.00000e+000 fixed
8 alpha_g 2.60796e-001 fixed
9 beta_g 5.06243e+000 fixed
EXTERNAL ERROR MATRIX. NDIM= 25 NPAR= 1 ERR DEF=1
3.251e-009
ERR MATRIX APPROXIMATE
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