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Revision Log
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
// @(#)root/mathcore:$Id$
// Author: L. Moneta Thu Sep 21 16:21:29 2006
/**********************************************************************
* *
* Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT *
* *
* *
**********************************************************************/
// Header file for class FitConfig
#ifndef ROOT_Fit_FitConfig
#define ROOT_Fit_FitConfig
#ifndef ROOT_Fit_ParameterSettings
#include "Fit/ParameterSettings.h"
#endif
#ifndef ROOT_Fit_MinimizerControlParams
#include "Fit/MinimizerControlParams.h"
#endif
#ifndef ROOT_Math_IParamFunctionfwd
#include "Math/IParamFunctionfwd.h"
#endif
#include <vector>
namespace ROOT {
namespace Math {
class Minimizer;
class MinimizerOptions;
}
namespace Fit {
//___________________________________________________________________________________
/**
Class describing the configuration of the fit, options and parameter settings
using the ROOT::Fit::ParameterSettings class
@ingroup FitMain
*/
class FitConfig {
public:
/**
Default constructor
*/
FitConfig (unsigned int npar = 0);
/**
Destructor
*/
~FitConfig ();
/**
get the parameter settings for the i-th parameter (const method)
*/
const ParameterSettings & ParSettings(unsigned int i) const { return fSettings.at(i); }
/**
get the parameter settings for the i-th parameter (non-const method)
*/
ParameterSettings & ParSettings(unsigned int i) { return fSettings.at(i); }
/**
get the vector of parameter settings (const method)
*/
const std::vector<ROOT::Fit::ParameterSettings> & ParamsSettings() const { return fSettings; }
/**
get the vector of parameter settings (non-const method)
*/
std::vector<ROOT::Fit::ParameterSettings> & ParamsSettings() { return fSettings; }
/**
set the parameter settings from a model function.
Create always new parameter setting list from a given model function
*/
void CreateParamsSettings(const ROOT::Math::IParamMultiFunction & func);
/**
set the parameter settings from number of parameters and a vector of values and optionally step values. If there are not existing or number of parameters does not match existing one, create a new parameter setting list.
*/
void SetParamsSettings(unsigned int npar, const double * params, const double * vstep = 0);
/**
create a new minimizer according to chosen configuration
*/
ROOT::Math::Minimizer * CreateMinimizer();
/**
access to the minimizer control parameter (const method)
*/
const MinimizerControlParams & MinimizerOptions() const { return fMinimizerOpts; }
/**
access to the minimizer control parameter (non const method)
*/
MinimizerControlParams & MinimizerOptions() { return fMinimizerOpts; }
#ifndef __CINT__ // this method fails on Windows
/**
set all the minimizer options using class MinimizerOptions
*/
void SetMinimizerOptions(const ROOT::Math::MinimizerOptions & minopt);
#endif
/**
set minimizer type
*/
void SetMinimizer(const std::string & type, std::string algo = "") {
fMinimizerType = type;
fMinimAlgoType = algo;
}
/**
return type of minimizer package
*/
const std::string & MinimizerType() const { return fMinimizerType; }
/**
return type of minimizer algorithms
*/
const std::string & MinimizerAlgoType() const { return fMinimAlgoType; }
/**
flag to check if resulting errors are be normalized according to chi2/ndf
*/
bool NormalizeErrors() const { return fNormErrors; }
///do analysis for parabolic errors
bool ParabErrors() const { return fParabErrors; }
///do minos errros analysis on all parameters
bool MinosErrors() const { return fMinosErrors; }
/**
set the option to normalize the error on the result according to chi2/ndf
*/
void SetNormErrors(bool on) { fNormErrors= on; }
///set parabolic erros
void SetParabErrors(bool on) { fParabErrors = on; }
///set Minos erros
void SetMinosErrors(bool on) { fMinosErrors = on; }
/**
static function to control default minimizer type and algorithm
*/
static void SetDefaultMinimizer(const std::string & type, const std::string & algo = "");
protected:
private:
bool fNormErrors; // flag for error normalization
bool fParabErrors; // get correct parabolic errors estimate (call Hesse after minimizing)
bool fMinosErrors; // do full error analysis using Minos
std::vector<ROOT::Fit::ParameterSettings> fSettings; // vector with the parameter settings
std::string fMinimizerType; // minimizer type (MINUIT, MINUIT2, etc..)
std::string fMinimAlgoType; // algorithm type (MIGRAD, SIMPLEX, etc..)
MinimizerControlParams fMinimizerOpts; //minimizer control parameters
};
} // end namespace Fit
} // end namespace ROOT
#endif /* ROOT_Fit_FitConfig */
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