Log of /trunk/math/minuit/src/TMinuitMinimizer.cxx
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Revision
49190 -
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Modified
Wed Apr 10 10:12:29 2013 UTC (21 months, 2 weeks ago) by
moneta
File length: 34919 byte(s)
Diff to
previous 49147
TMinuitMinimizer: Do not flag as errors the case Minos failed to find a lower or upper value for a parameter
Minuit2Minimizer: Update returned errors and status in case of Minos
Revision
48271 -
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Modified
Fri Jan 11 16:38:47 2013 UTC (2 years ago) by
moneta
File length: 34459 byte(s)
Diff to
previous 48245
fix in RooMinimizer the setting of limits on parameters in case of half-intervals [a, +INF] or [ -INF,b]
The parameters were in that case considered free or in same case (when calling minimize() a second time) set with lower=upper limit = 0 which was causing an assert in Minuit2
In case of TMinuit, half-intervals are not supported by transpormations, use then a large lower/upper bound value (not too large
to avoid an error inside TMinuit)
Revision
46495 -
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Modified
Fri Oct 12 14:04:24 2012 UTC (2 years, 3 months ago) by
moneta
File length: 32761 byte(s)
Diff to
previous 46042
Improve Minimizer class by adding some additional methods to set variable properties and query them
Factorize out common functionality of GSLMinimizer class in a new common abstract class (BasicMinimizer) which can be re-used for
new minimizer implementations
Fix some problems discovered with GSLSimAnMinimizer
Revision
42935 -
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Modified
Thu Feb 9 09:56:14 2012 UTC (2 years, 11 months ago) by
moneta
File length: 29792 byte(s)
Diff to
previous 40564
fix for bug 91103 (missing info in a debug print line in mnhess)
suppress also warning in the TMinuitMinimizer when prinlevel <=0
Revision
39420 -
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Modified
Thu May 26 15:00:28 2011 UTC (3 years, 7 months ago) by
moneta
File length: 29475 byte(s)
Diff to
previous 37461
- impelment also for TMinuitMinimizer new methods for retrieving full cov matrix and hessian matrix (needed for weight correction)
- HFitImpl: When using weighted fit print the FitResult instead of using TMinuit print since the TMinuit one will not be corrected for the weights.
Do the same in case of chi2 fits without errors (TGraph)
Revision
35643 -
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Modified
Thu Sep 23 12:48:32 2010 UTC (4 years, 4 months ago) by
moneta
File length: 27178 byte(s)
Diff to
previous 32490
fix a conflict between using at the same time TFitter (and TMinuit) and TMinuitMinimizer (i.e. when doing TH1::Fit)
- by default TMinuitMinimizer uses global instance of TMinuit (gMinuit). Add a check now if this has been deleted or if it has been re-created outside
- when fitting with TH1::Fit delete the TBackCompFitter object only if it has been created before from a previos TH1::Fit. This avoids deleting an external TMinuit instance
This patch should fix https://savannah.cern.ch/bugs/index.php?72909
Revision
31763 -
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Modified
Thu Dec 10 10:40:21 2009 UTC (5 years, 1 month ago) by
moneta
File length: 24380 byte(s)
Diff to
previous 31604
add various fixes for coverity (mainly un-initizialized constructors) but also two potential bugs in DataRange and UnBinData
Revision
31604 -
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Modified
Mon Dec 7 19:04:33 2009 UTC (5 years, 1 month ago) by
moneta
File length: 24338 byte(s)
Diff to
previous 31181
- fix a problem returning the covariance matrix when fit failed. Now all minimizer implements CovMatrixStatus() when they calculate the covariance matrix. Add in FitResult method to return covariance matrix status
- Add a flag in interface of Minimizer::GetMinosError to do separatly positive or negative errors
- fix usage of default minimizer from what is defined in etc/system.rootrc
- improve comment in TH1::Fit and TGraph::Fit for usage of TFitResultPtr
Revision
30749 -
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Modified
Thu Oct 15 16:33:04 2009 UTC (5 years, 3 months ago) by
brun
File length: 23058 byte(s)
Diff to
previous 30114
From Matthew Strait:
This patch fixes the spelling of "function" in the root source code
and documentation, which is misspelled (sometimes as part of larger
"function"-based words) at least 152 times:
* "funciton" 48 times
* "funcion" 36 times
* "funtion" 23 times
* "fucntion" 17 times
* "functionn" 6 times
* "fuction" 6 times
* "fuunction" 4 times
* "functioin" 3 times
* "fonction" 3 times
* "funstion" twice
* "fnuction" once
* "functiom" once
* "functio" once
* "funcition" once
Revision
28946 -
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Modified
Thu Jun 11 15:39:14 2009 UTC (5 years, 7 months ago) by
moneta
File length: 22684 byte(s)
Diff to
previous 28602
merge changes fromdevelopment branch for
mathcore, minuit, minuit2
Mathcore:
- improve Fitter class by adding methods for calculating errors
after fitting
- add support in configuration to specify parameters on which Minos must be run
- fix some bugs found by Alfio in FitResult when running Minos
- store in the resul a map for the parameter index and minos errors
- add Hess() method to Minimizer to calculate the full covariance matrix
(implemented using Minuit and Minuit2)
- add in MInimizer method to retrieve the status of covariance matrix (for Minuit and Minuit2)
Minuit2:
- set tolerance for contours to 0.01
- apply changes in MinuitMinimizer required by base class
- remove some assert when defining the parameters
Minuit:
- various improvements, thanks to Alfio
- add SEEK as new method
Integrator:
use const reference in the template methods instead of passing the function object
by value
Revision
28602 -
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Modified
Wed May 13 13:53:15 2009 UTC (5 years, 8 months ago) by
moneta
File length: 19712 byte(s)
Diff to
previous 28592
- fix a problem (found by Alfio) in TMinuitMinimizer::GetMinosError, wrong argument were passed in MINOS command and it war run for all parameters not just the one specified
Revision
28592 -
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Modified
Wed May 13 09:37:39 2009 UTC (5 years, 8 months ago) by
moneta
File length: 19617 byte(s)
Diff to
previous 26931
- apply various small improvement to minimizer classes, in particular:
- implement NCalls() for TMinuit (thanks to Alfio) and fix cases when SetFunction has not been called
- when calling SetLimitedVariables on minimizer who do not support bounds return false instead of
setting unbound variables
- improve handling of errors for GSLMinimizer
(see http://root.cern.ch/phpBB2/viewtopic.php?t=8492 )
Revision
26866 -
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Modified
Fri Dec 12 10:50:07 2008 UTC (6 years, 1 month ago) by
moneta
File length: 18319 byte(s)
Diff to
previous 26415
import lates changes from math development branch
(from rev 26842)
The main changes are:
- add support for drawing Scan and Contour plot from FitPanel
- improve Minimizer interface by adding methods for contours and scan.
implement them using Minuit and Minuit2
Mathcore:
- improve Fitter class
mantain now after fitting a reference to the Minimizer and Objective funciton which can be used later for performing the contour and scans
- avoid a copy of FitResult class
- add new methods in Minimizer for re-setting the variable values
- fix the bin fitting using the bin function integral in combination with the gradient or with Fumili
- add dictionary for Fit method functions
Minuit2:
remove limit on number of scan points
implement scan and contour in Minuit2Minimizer
Minuit
implement scan and contour in TMinuitMinimizer
SMatrix:
Change implementation of SMatrix::Invert (and Inverse) to use the
direct Cramer method only for 2x2 (not up to 5x5)
Add SMatrix::InvertFast using Cramer method up to 5x5
(this is having now same behavior as before)
hist:
TBackCompFitter:
improve class due to change in Fitter. Use now the minimizer reference and
there is no need to re-create it
Add interface for scan and contour in TBackCompFitter
Add methods to retrieve FitResult and FitConfig
mathmore
fix a memory leak
implement changes in Minimizer
fitpanel
new dialog for the advanced drawing option with two tabs one for
drawing contour the other for drawing scan plots
fixed some meory leaks and other small problems
Revision
26415 -
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Modified
Mon Nov 24 15:22:41 2008 UTC (6 years, 2 months ago) by
moneta
File length: 14585 byte(s)
Diff to
previous 26332
fix a problem in re-using Minuit when fitting. Now a reset in TMinuit is done before setting again the parameters
Add support for SCAN as an algorithm of TMinuitMinimizer (now it works also from the FitPanel)
from David: fix a bug in the copy constructor of TProfile3D
Revision
26332 -
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Modified
Fri Nov 21 09:15:12 2008 UTC (6 years, 2 months ago) by
moneta
File length: 13664 byte(s)
Diff to
previous 25877
fix a bug in printing result after fitting when using TMinuit with some fixed parameters.
The problem was in setting the fix parameters in TMinuit. They were set as constants which are ignored
(not considered in the total number of parameters)
Revision
25501 -
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Modified
Mon Sep 22 20:55:57 2008 UTC (6 years, 4 months ago) by
moneta
File length: 13144 byte(s)
Diff to
previous 25486
- fix a problem in using gMinuit after having called TH1::Fit. Now in the class TMinuitMinimizer a static TMinuit is not deleted and the static instance is used.
- for Minuit provide printing of results in the old way
- use MinimizerOptions class for default parameter of TVirtualFitter
Revision
25486 -
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Modified
Mon Sep 22 12:43:03 2008 UTC (6 years, 4 months ago) by
moneta
File length: 12254 byte(s)
Diff to
previous 23657
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
23623 -
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Modified
Wed Apr 30 16:13:06 2008 UTC (6 years, 8 months ago) by
moneta
File length: 9926 byte(s)
Diff to
previous 22885
- sync changes of David from dev. branch
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: 9842 byte(s)
Diff to
previous 22564
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
22564 -
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Added
Mon Mar 10 14:01:37 2008 UTC (6 years, 10 months ago) by
moneta
Original Path:
trunk/minuit/src/TMinuitMinimizer.cxx
File length: 9842 byte(s)
- 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
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