Re: Problem with MINOS when the derivative around the minimum is discontinuous (TMinuit)

Hi,

I am confident that Minuit is able to find the minimum correctly because it is consistent with what I find when I do a scan. However the shape of the function is like

abs(x)

with the minimum at x=0, so the first derivative is never 0...

Thank you

On 07/20/2010 04:21 AM, Lorenzo Moneta wrote:
> Hi Pierre,
>
> I don;t think there is much one can do. I would not trust the result of Migrad very much if the derivative are not continuos at the minimum. Also the derivative should approach zero, if they have a value of 1e4 is not a good sign. I would try to perform a scan around the minimum to understand better the shape of the likelihood function.
>
> Best Regards
>
> Lorenzo
> On Jul 17, 2010, at 6:58 AM, Pierre-Luc Drouin wrote:
>
>
>> Hi,
>>
>> I am having troubles with MINOS when I am minimising a likelihood which has a discontinuous derivative at the minimum for a given parameter. I call MIGRAD twice followed by MINOS. Strangely, Minuit does not generate any warning and MIGRAD convergence is successful (although the step size goes down to 7e-14 for that parameter and the first derivative to 1e4 while the fitted value is 2.5e-7), but MINOS returns a "PROBLEMS" status and returns only the parabolic error for that parameter.
>>
>> I have tried the strategies 0, 1 and 2 but they all produce the same status at the end. Is there some kind of trick with Minuit to avoid that kind of problem?
>>
>> Thanks!
>>
>>
>
Received on Tue Jul 20 2010 - 19:45:03 CEST