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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 Aug 16 15:40:28 2007
/**********************************************************************
* *
* Copyright (c) 2007 LCG ROOT Math Team, CERN/PH-SFT *
* *
* *
**********************************************************************/
// Header file for class FitMethodFunction
#ifndef ROOT_Math_FitMethodFunction
#define ROOT_Math_FitMethodFunction
#ifndef ROOT_Math_IFunction
#include "Math/IFunction.h"
#endif
namespace ROOT {
namespace Math {
//______________________________________________________________________________________
/**
FitMethodFunction class
Interface for objective functions (like chi2 and likelihood used in the fit)
In addition to normal function interface provide interface for calculating each
data contrinution to the function which is required by some algorithm (like Fumili)
@ingroup FitMethodFunc
*/
template<class FunctionType>
class BasicFitMethodFunction : public FunctionType {
public:
typedef typename FunctionType::BaseFunc BaseFunction;
/// enumeration specyfing the possible fit method types
enum Type { kUndefined , kLeastSquare, kLogLikelihood };
BasicFitMethodFunction(int dim, int npoint) :
fNDim(dim),
fNPoints(npoint),
fNCalls(0)
{}
/**
Virtual Destructor (no operations)
*/
virtual ~BasicFitMethodFunction () {}
/**
Number of dimension (parameters) . From IGenMultiFunction interface
*/
virtual unsigned int NDim() const { return fNDim; }
/**
method returning the data i-th contribution to the fit objective function
For example the residual for the least square functions or the pdf element for the
likelihood functions.
Estimating eventually also the gradient of the data element if the passed pointer is not null
*/
virtual double DataElement(const double *x, unsigned int i, double *g = 0) const = 0;
/**
return the number of data points used in evaluating the function
*/
virtual unsigned int NPoints() const { return fNPoints; }
/**
return the type of method, override if needed
*/
virtual Type GetType() const { return kUndefined; }
/**
return the total number of function calls (overrided if needed)
*/
virtual unsigned int NCalls() const { return fNCalls; }
/**
update number of calls
*/
virtual void UpdateNCalls() const { fNCalls++; }
/**
reset number of function calls
*/
virtual void ResetNCalls() { fNCalls = 0; }
public:
protected:
private:
unsigned int fNDim;
unsigned int fNPoints; // size of the data
mutable unsigned int fNCalls;
};
// define the normal and gradient function
typedef BasicFitMethodFunction<ROOT::Math::IMultiGenFunction> FitMethodFunction;
typedef BasicFitMethodFunction<ROOT::Math::IMultiGradFunction> FitMethodGradFunction;
} // end namespace Math
} // end namespace ROOT
#endif /* ROOT_Math_FitMethodFunction */
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