Log of /trunk/math/mathcore/inc/Fit/MinimizerControlParams.h

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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: 2468 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

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Revision 24477 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Jun 23 12:58:47 2008 UTC (6 years, 7 months ago) by moneta
File length: 2834 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

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Revision 24403 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Jun 20 08:31:10 2008 UTC (6 years, 7 months ago) by moneta
File length: 2797 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

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Revision 22885 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Mar 28 13:57:25 2008 UTC (6 years, 9 months ago) by rdm
File length: 2618 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

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Revision 22868 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Mar 27 16:38:59 2008 UTC (6 years, 9 months ago) by rdm
Original Path: trunk/mathcore/inc/Fit/MinimizerControlParams.h
File length: 2618 byte(s)
Diff to previous 22518

move files from directory fit to mathcore (they are already in libMathCore
anyway).

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Revision 22518 - (view) (download) (as text) (annotate) - [select for diffs]
Added Fri Mar 7 15:40:22 2008 UTC (6 years, 10 months ago) by moneta
Original Path: trunk/fit/inc/Fit/MinimizerControlParams.h
File length: 2613 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