Log of /trunk/math/mathcore/inc/Fit/FitResult.h
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Revision
39382 -
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Modified
Thu May 26 08:31:43 2011 UTC (3 years, 8 months ago) by
moneta
File length: 12335 byte(s)
Diff to
previous 37438
- Add new version of Fitter class with vorious improvements:
- add possibility to just evaluate FCN one time (EvalFCN) and fill the result
(see request https://savannah.cern.ch/bugs/?75896 )
using the FitConfig information for parameter values and errors
This required adding a ctor of FitResult from FitConfig
- Add SetFCN methos in Fitter class
- Update the configuration (FitCOnfig) after a fit with FitResult values
So next fit will use improved parameter values. This can be switched on
by using FitConfig::SetUpdateAfterFit(on/off)
- Add possibility to run Hesse (Fitter:::CalculateHessErrors) without having done the minimization
- Add support for weighted likelihood fits by adding method Fitter::ApplyWeightCorrection()
which corrects covariance matrix for weights
- Add support for weights in binned (Poisson) likelihood
(see request https://savannah.cern.ch/bugs/?79754 )
- Change default tolerance in MinimizerOptions from 0.0001 to 0.01
Revision
31604 -
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Modified
Mon Dec 7 19:04:33 2009 UTC (5 years, 1 month ago) by
moneta
File length: 11418 byte(s)
Diff to
previous 31261
- 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
Revision
31261 -
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Modified
Wed Nov 18 07:31:51 2009 UTC (5 years, 2 months ago) by
moneta
File length: 11128 byte(s)
Diff to
previous 31211
- remove assert in TFitResultPtr and print instead an error messages
- implement TFitRresult::Print and method to retrieve a covariance and correlation matrix as a TMatrixDSym
FitResult:
- fix a bug in FitResult in returning the correlation matrix for fixed parameters
- improve printout in case of empty classes
Revision
31180 -
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Modified
Mon Nov 16 10:54:05 2009 UTC (5 years, 2 months ago) by
moneta
File length: 10817 byte(s)
Diff to
previous 28957
merge chenages from https://root.cern.ch/svn/root/branches/dev/mathDev/math/mathcore up to revision 31170 :
- add from David a class to represent binnned sparse data (SparseData) which merges the empty bins.
This allows an efficient likelihood fit of the THnSparse histograms
- add in BinData and in FitUtil the support for normalization according to the bin volume
- add in Minimizer a SetPrecision method and a method to retrieve the index or name of a parameter
- FitResult : make the function pointer temporary (for I/O), fix default constructor intizialization and print the result also when fit is invalid
Revision
28957 -
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Modified
Fri Jun 12 13:40:04 2009 UTC (5 years, 7 months ago) by
moneta
File length: 10814 byte(s)
Diff to
previous 28946
- If the Minos error has not been calculated for the parameter, FitResult::LowerError(i) and FitResult::UpperError(i) returns the parabolic error
Revision
28946 -
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Modified
Thu Jun 11 15:39:14 2009 UTC (5 years, 7 months ago) by
moneta
File length: 10682 byte(s)
Diff to
previous 28420
merge changes fromdevelopment branch for
mathcore, minuit, minuit2
Mathcore:
- improve Fitter class by adding methods for calculating errors
after fitting
- add support in configuration to specify parameters on which Minos must be run
- fix some bugs found by Alfio in FitResult when running Minos
- store in the resul a map for the parameter index and minos errors
- add Hess() method to Minimizer to calculate the full covariance matrix
(implemented using Minuit and Minuit2)
- add in MInimizer method to retrieve the status of covariance matrix (for Minuit and Minuit2)
Minuit2:
- set tolerance for contours to 0.01
- apply changes in MinuitMinimizer required by base class
- remove some assert when defining the parameters
Minuit:
- various improvements, thanks to Alfio
- add SEEK as new method
Integrator:
use const reference in the template methods instead of passing the function object
by value
Revision
28420 -
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Modified
Mon May 4 09:08:43 2009 UTC (5 years, 8 months ago) by
moneta
File length: 10439 byte(s)
Diff to
previous 28418
- fix a bug in template methods filling covariance and correlation matrix after fit
- add an intantiation in the dictionary using TMatrixD and TMatrixDSym
Revision
26866 -
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Modified
Fri Dec 12 10:50:07 2008 UTC (6 years, 1 month ago) by
moneta
File length: 10288 byte(s)
Diff to
previous 26541
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
Revision
26504 -
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Modified
Thu Nov 27 17:07:21 2008 UTC (6 years, 1 month ago) by
moneta
File length: 10295 byte(s)
Diff to
previous 26014
- add possibility in Fitter::FitFCN to use any type of C++ callable object
- use in FitResults the parameter name from the configuration when there is no model function (in FitFCN)
- add protection for CINT to re-include the HFitInterface header file
Revision
26014 -
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Modified
Wed Oct 29 16:37:28 2008 UTC (6 years, 2 months ago) by
moneta
File length: 10189 byte(s)
Diff to
previous 25486
- import changes in development branch for mathcore and minuit2 from 25740 to HEAD revision.
For mathcore fix some small bugs, in particular when using Fitter::FitFCN
- for minuit2 add ifdef statement to be able to parallelize gradient calculation using openMP
Revision
25486 -
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Modified
Mon Sep 22 12:43:03 2008 UTC (6 years, 4 months ago) by
moneta
File length: 10080 byte(s)
Diff to
previous 24477
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
Revision
24477 -
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Modified
Mon Jun 23 12:58:47 2008 UTC (6 years, 7 months ago) by
moneta
File length: 6583 byte(s)
Diff to
previous 24403
- fix a warning in FitUtil.cxx
- fix a coding convention violation
- improve and update release notes
- improve doc, in particular doxygen groups
Revision
24403 -
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Modified
Fri Jun 20 08:31:10 2008 UTC (6 years, 7 months ago) by
moneta
File length: 6402 byte(s)
Diff to
previous 22885
sync with dev brunch (rev: 24397).
Main changes are:
- improve integrator interface adding template functions taking as imput any C++ callable object for evaluation
of the integrals
- use ROOT convention for enumeration names (start with k, like kADAPTIVE for the integration type). Change for
Integration types, Interpolation types (in MathMore) and Minimizer1D types. Change all classes and tests using this
enumeration name
- improve RichardsonDerivator class (used by TF1::Derivative). Remove an un-needed function call
Fix also a bug in calculation of the error returned by TF1::DerivativeError
- change interface for the function interfaced used for fitting (IParamFunction function and IParamGrad function)
Requires now that the parameter values are passed when evaluating the function and the gradient and make the method
operator()(double *x, double *p) const. Derived class must implement DoEvalPar (and not DoEval as before)
for implementing this interface. This change makes the caching of parameter not hidden and the interface is now
thread-safe. In the IParamGradFunction interface remove the funcitonality for gradient of the coordinates (x)
since it is not needed. Define only the parameter gradient.
- improve also the ParamFunction class used by the concrete function like Polynomial. Adapt Polynomial class to new
parameteric function interface
- improve Fit Result class with function to get parameter correlations after the fit and to fill any generic matrix
with covariance or correlation result.
- add method also in the minimizer interface to get correlation values
- add strategy in the minimizer control parameters
- increase timing of stressMathCore and stressMathMore
Revision
22885 -
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Modified
Fri Mar 28 13:57:25 2008 UTC (6 years, 9 months ago) by
rdm
File length: 4420 byte(s)
Diff to
previous 22868
move the following directories under the new "math" meta directory:
mathcore
mathmore
fftw
foam
fumili
genvector
matrix
minuit
minuit2
mlp
physics
smatrix
splot
unuran
quadp
Revision
22518 -
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Added
Fri Mar 7 15:40:22 2008 UTC (6 years, 10 months ago) by
moneta
Original Path:
trunk/fit/inc/Fit/FitResult.h
File length: 4598 byte(s)
Syncronize with the Math develoment branch:
- merge classes from math (TMath, TComplex and TRandom) in libMathCore
- change various functions of TMath (work from David ):
- make a single template functions for all the various types (like Sort or Binart Search)
- use std implementations for Sort, BinarySearch, LocMin
- use mathcore special functions for Gamma and Beta functions
- remove genvector from mathcore
- add classes for integration, derivation and root findings using the algorithms of TF1
- use the plug-in manager to instantiates different implementations of the same classes in MathMore
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