Log of /trunk/math/fumili/src/TFumiliMinimizer.cxx

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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: 17711 byte(s)
Copied from: branches/dev/mathDev/math/fumili/src/TFumiliMinimizer.cxx revision 25468
Diff to previous 25463

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

mathcore: 
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  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:
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  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 25463 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Sep 19 12:14:54 2008 UTC (6 years, 4 months ago) by moneta
Original Path: branches/dev/mathDev/math/fumili/src/TFumiliMinimizer.cxx
File length: 17711 byte(s)
Diff to previous 25389

- add in minimizer interface for retrieving minimization status	code. Fill the status word for all minimizer implementations. 
  Add also status in FitResult and return in the fit methods.
- add support for fitting histograms of dimension D with function of dimension D-1. Use as weight bin error multiplied by bin width.

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Revision 25389 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Sep 12 08:08:05 2008 UTC (6 years, 4 months ago) by moneta
Original Path: branches/dev/mathDev/math/fumili/src/TFumiliMinimizer.cxx
File length: 17691 byte(s)
Diff to previous 25368

fix getting the covariance matrix. Convention used by Fumili or Minuit is different

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Revision 25368 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Sep 5 13:45:52 2008 UTC (6 years, 4 months ago) by moneta
Original Path: branches/dev/mathDev/math/fumili/src/TFumiliMinimizer.cxx
File length: 17725 byte(s)
Diff to previous 25348

- fix problem in robust fitting and in retrieving and printing correlation matrix

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Revision 25348 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Tue Sep 2 14:50:33 2008 UTC (6 years, 4 months ago) by moneta
Original Path: branches/dev/mathDev/math/fumili/src/TFumiliMinimizer.cxx
File length: 17614 byte(s)
Diff to previous 25347

- fix step sizes in derivative calculations when x=0

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Revision 25347 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Tue Sep 2 14:15:55 2008 UTC (6 years, 4 months ago) by moneta
Original Path: branches/dev/mathDev/math/fumili/src/TFumiliMinimizer.cxx
File length: 17240 byte(s)
Diff to previous 25306

- improve derivatives of model function used by Fumili
- fix a bug in likelihood fits with Fumili algorithm
- fix initial parameters for gaussian fits

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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/src/TFumiliMinimizer.cxx
File length: 13236 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