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import changes from math development branches for subdirectory math. List of changes in detail:
mathcore:
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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:
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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
- sync changes of David from dev. branch use directly ROOT::Math::IMultiGenFunction and ROOT::Math::IMultiGradFunction instead of typedef's
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
- fix coding convention violations (mainly change name of RootFinder enumeration) - fix warning observed on the Windows nightly (avid generating the dictionary for fit method functions for all platforms, it is not needed) - add implementation of Minimizer interface using TMinuit and the linear fitter - add method SetBasisFunctions in TLinearFitter class to set the linear terms - add some optimization of wrapped functions and improve doc
- fix compilation problems on Solaris
- restore trunk versions of TLimit and TConfidenceLevel (changed by mistake when sync to trunk rev 22205)
- add plug-in for linear fitter - modify interface of gradient parametric function to be more consistent with normal gradient functions (the method required to be implemented is the partial derivative, which is used in the linear fit)
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