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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 Wed Aug 30 11:05:02 2006
/**********************************************************************
* *
* Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT *
* *
* *
**********************************************************************/
// Implementation file for class DataRange
#include "Fit/DataRange.h"
#include "Math/Error.h"
#include <algorithm>
namespace ROOT {
namespace Fit {
DataRange::DataRange(double xmin, double xmax) :
fRanges( std::vector<RangeSet> (1) )
{
// construct a range for [xmin, xmax]
if (xmin < xmax) {
RangeSet rx(1);
rx[0] = std::make_pair(xmin, xmax);
fRanges[0] = rx;
}
}
DataRange::DataRange(double xmin, double xmax, double ymin, double ymax) :
fRanges( std::vector<RangeSet> (2) )
{
// construct a range for [xmin, xmax] , [ymin, ymax]
if (xmin < xmax) {
RangeSet rx(1);
rx[0] = std::make_pair(xmin, xmax);
fRanges[0] = rx;
}
if (ymin < ymax) {
RangeSet ry(1);
ry[0] = std::make_pair(ymin, ymax);
fRanges[1] = ry;
}
}
DataRange::DataRange(double xmin, double xmax, double ymin, double ymax, double zmin, double zmax) :
fRanges( std::vector<RangeSet> (3) )
{
// construct a range for [xmin, xmax] , [ymin, ymax] , [zmin, zmax]
if (xmin < xmax) {
RangeSet rx(1);
rx[0] = std::make_pair(xmin, xmax);
fRanges[0] = rx;
}
if (ymin < ymax) {
RangeSet ry(1);
ry[0] = std::make_pair(ymin, ymax);
fRanges[1] = ry;
}
if (zmin < zmax) {
RangeSet rz(1);
rz[0] = std::make_pair(zmin, zmax);
fRanges[2] = rz;
}
}
bool lessRange( const std::pair<double,double> & r1, const std::pair<double,double> & r2 ) {
// compare ranges using max position so in case of included ranges smaller one comes first
return r1.second < r2.second;
}
void DataRange::AddRange(unsigned int icoord , double xmin, double xmax ) {
// add a range [xmin,xmax] for the new coordinate icoord
if (xmin >= xmax) return; // no op in case of bad values
// case the coordinate is larger than the current allocated vector size
if (icoord >= fRanges.size() ) {
RangeSet rx(1);
rx[0] = std::make_pair(xmin, xmax);
fRanges.resize(icoord+1);
fRanges[icoord] = rx;
return;
}
RangeSet & rs = fRanges[icoord];
// case the vector of the ranges is empty in the given coordinate
if ( rs.size() == 0) {
rs.push_back(std::make_pair(xmin,xmax) );
return;
}
// case of an already existing range
// need to establish a policy (use OR or AND )
CleanRangeSet(icoord,xmin,xmax);
// add the new one
rs.push_back(std::make_pair(xmin,xmax) );
// sort range in increasing values of xmax
std::sort( rs.begin(), rs.end() , lessRange);
}
void DataRange::SetRange(unsigned int icoord , double xmin, double xmax ) {
// set a new range [xmin,xmax] for the new coordinate icoord
if (xmin >= xmax) return; // no op in case of bad values
// case the coordinate is larger than the current allocated vector size
if (icoord >= fRanges.size() ) {
fRanges.resize(icoord+1);
RangeSet rs(1);
rs[0] = std::make_pair(xmin, xmax);
fRanges[icoord] = rs;
return;
}
// add range
RangeSet & rs = fRanges[icoord];
// deleting existing ones if (exists)
if (rs.size() > 1) MATH_WARN_MSG("DataRange::SetRange","remove existing range and keep only the set one");
rs.resize(1);
rs[0] = std::make_pair(xmin, xmax);
return;
}
bool DataRange::IsInside(double x, unsigned int icoord ) const {
// check if a point is in range
if (Size(icoord) == 0) return true; // no range existing (is like -inf, +inf)
const RangeSet & ranges = fRanges[icoord];
for (RangeSet::const_iterator itr = ranges.begin(); itr != ranges.end(); ++itr) {
if ( x < (*itr).first ) return false;
if ( x <= (*itr).second) return true;
}
return false; // point is larger than last xmax
}
void DataRange::Clear(unsigned int icoord ) {
// remove all ranges for coordinate icoord
if (Size(icoord) == 0) return; // no op in this case
fRanges[icoord].clear();
}
void DataRange::CleanRangeSet(unsigned int icoord, double xmin, double xmax) {
// remove all the existing ranges between xmin and xmax
// called when a new range is inserted
// loop on existing ranges
RangeSet & ranges = fRanges[icoord];
for (RangeSet::iterator itr = ranges.begin(); itr != ranges.end(); ++itr) {
// delete included ranges
if ( itr->first >= xmin && itr->second <= xmax) {
ranges.erase(itr);
// itr goes to next element, so go back before adding
--itr;
}
}
}
} // end namespace Fit
} // end namespace ROOT
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