Log of /trunk/math/mathmore/inc/Math/GSLMinimizer.h
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Revision
25486 -
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Modified
Mon Sep 22 12:43:03 2008 UTC (6 years, 4 months ago) by
moneta
File length: 7198 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: 7280 byte(s)
Diff to
previous 23619
- fix a warning in FitUtil.cxx
- fix a coding convention violation
- improve and update release notes
- improve doc, in particular doxygen groups
Revision
23619 -
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Modified
Wed Apr 30 15:25:15 2008 UTC (6 years, 8 months ago) by
moneta
File length: 7432 byte(s)
Diff to
previous 22885
- port mathmore changes of dev brunch done by David
- improve tests to correctly return a status
- some clean up of minimizer classes (use directly ROOT::Math::IMultiGenFunction and ROOT::Math::IMultiGradFunction instead of typedef's)
Revision
22885 -
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Modified
Fri Mar 28 13:57:25 2008 UTC (6 years, 9 months ago) by
rdm
File length: 7420 byte(s)
Diff to
previous 21553
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
21114 -
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Modified
Thu Nov 29 17:16:45 2007 UTC (7 years, 1 month ago) by
moneta
Original Path:
trunk/mathmore/inc/Math/GSLMinimizer.h
File length: 6969 byte(s)
Diff to
previous 20882
- syncronize mathcore, mathmore, minuit2 and test/stressMathCore with development branches
- main changes are:
- move some remaining pdf (like beta and landau) from mathmore to mathcore
- add missing landau_cdf
- fix a precision error with normal_cdf (and normal_cdf_c) for small x (large x). Use the correct erf or erfc function according to x
- move majority of quantiles functions from mathmore to mathcore ( implementation is based on inverse functions from Cephes, implemented in SpecFuncCephesInv.cxx)
- add method to create Minimizer concreate classes via the plugin manager
- add possibility to use multi-dim funciton type in one dim integration
- minuit2: add some missing include cassert
Revision
20696 -
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Modified
Wed Nov 7 10:19:16 2007 UTC (7 years, 2 months ago) by
moneta
Original Path:
trunk/mathmore/inc/Math/GSLMinimizer.h
File length: 6967 byte(s)
Diff to
previous 20232
- syncronize math, mathcore and mathmore with development branch
- math: remove the const in ParamFunctor::operator()(double *x, double *p)
- mathcore:
- improve integration interface, have now two separate classes :
one for 1D the other for multi-dim functions. Rename class IntegratorMultiDim to AdaptiveIntegratorMultiDim
- clean up of IFunction by removing the un-necessary Dim template parameter
- add from Cephes inverse functions for normal, beta and gamma functions
- improve error reporting
- mathmore: improve simulated annealing class and ad a test program taken from GSL: simanTSP
fix problem with dictionary of concrete function classes (like Polynomial) on Windows
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