Log of /trunk/math/fumili/inc/TFumiliMinimizer.h

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Revision 31604 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Dec 7 19:04:33 2009 UTC (5 years, 1 month ago) by moneta
File length: 5657 byte(s)
Diff to previous 26866

- fix a problem returning the covariance matrix when fit failed. Now all minimizer implements CovMatrixStatus() when they calculate the covariance matrix. Add in FitResult method to return covariance matrix status 
- Add a flag in interface of Minimizer::GetMinosError to do separatly positive or negative errors 
- fix usage of  default minimizer from what is defined in etc/system.rootrc

- improve comment in TH1::Fit and TGraph::Fit for usage of TFitResultPtr

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Revision 26866 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Dec 12 10:50:07 2008 UTC (6 years, 1 month ago) by moneta
File length: 5475 byte(s)
Diff to previous 25486

import lates changes from math development branch 
(from rev 26842) 

The main changes are: 
- add support for drawing Scan and Contour plot from FitPanel
- improve Minimizer interface by adding methods for contours and scan.  
  implement them using Minuit  and Minuit2

Mathcore: 
- improve Fitter class
  mantain now after fitting a reference to the Minimizer and Objective funciton which can be used later for performing the contour and scans      
  - avoid a copy of FitResult class 
 - add new methods in Minimizer for re-setting the variable values 
 - fix the bin fitting using the bin function integral in combination with the gradient or with Fumili 
 - add dictionary for Fit method functions 


Minuit2: 
 remove limit on number of scan points 
 implement scan and contour in Minuit2Minimizer

Minuit
 implement scan and contour in TMinuitMinimizer

SMatrix: 

 Change implementation of SMatrix::Invert (and Inverse) to use the 
 direct Cramer method only for 2x2 (not up to 5x5)
 Add SMatrix::InvertFast using Cramer method up to 5x5 
 (this is having now same behavior as before)

hist: 
 TBackCompFitter: 
 improve class due to change in Fitter. Use now the minimizer reference and 
 there is no need to re-create it
  Add interface for scan and contour in TBackCompFitter
 Add methods to retrieve FitResult and FitConfig

mathmore
 fix a memory leak
 implement changes in Minimizer 

fitpanel
 new dialog for the advanced drawing option with two tabs one for 
 drawing contour the other for drawing scan plots
  fixed some meory leaks and other small problems

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Revision 25486 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Sep 22 12:43:03 2008 UTC (6 years, 4 months ago) by moneta
File length: 5362 byte(s)
Copied from: branches/dev/mathDev/math/fumili/inc/TFumiliMinimizer.h revision 25468
Diff to previous 25306

import changes from math development branches for subdirectory math. List of changes in detail: 

mathcore: 
---------
  MinimizerOptions: 
	new  class for storing Minimizer option, with static default values that can be 
	changed by the user

  FitConfig: 
   	- use default values from MinimizerOption class
   	- rename method to create parameter settings from a function

  FitUtil.cxx:   
    	improve the derivative calculations used in the effective chi2 and in Fumili and 
	fix a bug for evaluation of likelihood or chi2 terms. 
	In  EvaluatePdf() work and return  the log of the pdf. 
      
  FitResult:
	- improve the class by adding extra information like, num. of free parameters, 
	minimizer status, global correlation coefficients, information about fixed 
	and bound parameters. 
   	- add method for getting fit confidence intervals 
  	- improve print method   

  DataRange: 
	add method SetRange to distinguish from AddRange. SetRange deletes the existing 
	ranges. 

  ParamsSettings: make few methods const

  FCN functions (Chi2FCN, LogLikelihoodFCN, etc..) 
	move some common methods and data members in base class (FitMethodFunction)

  RootFinder: add template Solve() for any callable function.  

mathmore:
--------
  minimizer classes: fill status information
  GSLNLSMinimizer: return error and covariance matrix 

minuit2: 
-------
  Minuit2Minimizer: fill  status information 
  DavidonErrorUpdator: check that delgam or gvg are not zero ( can happen when dg = 0)
  FumiliFCNAdapter: work on the log of pdf

minuit:
------- 
  TLinearMinimizer: add support for robust fitting
  TMinuitMinimizer: fill status information and fix a bug in filling the correlation matrix. 
 fumili:
 ------ 
  add TFumiliMinimizer: 
	wrapper class for TFumili using Minimizer interface

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Revision 25306 - (view) (download) (as text) (annotate) - [select for diffs]
Added Fri Aug 29 16:20:06 2008 UTC (6 years, 4 months ago) by moneta
Original Path: branches/dev/mathDev/math/fumili/inc/TFumiliMinimizer.h
File length: 5362 byte(s)

- add minimizer plug-in for TFumili
- improve FitMethodFunction interface
- returned the log(pdf) and its gradient in FitMethodFunction::DataElement() in case of likelihood functions