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Fitter.h
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1// @(#)root/mathcore:$Id$
2// Author: L. Moneta Wed Aug 30 11:05:19 2006
3
4/**********************************************************************
5 * *
6 * Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT *
7 * *
8 * *
9 **********************************************************************/
10
11// Header file for class Fitter
12
13#ifndef ROOT_Fit_Fitter
14#define ROOT_Fit_Fitter
15
16/**
17@defgroup Fit Fitting and Parameter Estimation
18
19Classes used for fitting (regression analysis) and estimation of parameter values given a data sample.
20
21@ingroup MathCore
22
23@see ROOT::Math::MinimizerOptions::SetDefaultMinimizer
24
25*/
26
27#include "Fit/BinData.h"
28#include "Fit/UnBinData.h"
29#include "Fit/FitConfig.h"
31#include "Fit/FitResult.h"
32#include "Math/IParamFunction.h"
33#include <memory>
34
35namespace ROOT {
36
37
38 namespace Math {
39 class Minimizer;
40
41 // should maybe put this in a FitMethodFunctionfwd file
42 template<class FunctionType> class BasicFitMethodFunction;
43
44 // define the normal and gradient function
47
48 }
49
50 /**
51 Namespace for the fitting classes
52 @ingroup Fit
53 */
54
55 namespace Fit {
56
57/**
58 @defgroup FitMain User Fitting classes
59
60 Main Classes used for fitting a given data set
61 @ingroup Fit
62*/
63
64
65//___________________________________________________________________________________
66/**
67 Fitter class, entry point for performing all type of fits.
68 Fits are performed using the generic ROOT::Fit::Fitter::Fit method.
69 The inputs are the data points and a model function (using a ROOT::Math::IParamFunction)
70 The result of the fit is returned and kept internally in the ROOT::Fit::FitResult class.
71 The configuration of the fit (parameters, options, etc...) are specified in the
72 ROOT::Math::FitConfig class.
73 After fitting the config of the fit will be modified to have the new values the resulting
74 parameter of the fit with step sizes equal to the errors. FitConfig can be preserved with
75 initial parameters by calling FitConfig.SetUpdateAfterFit(false);
76
77 @ingroup FitMain
78*/
79class Fitter {
80
81public:
82
84 template <class T>
86#ifdef R__HAS_VECCORE
89#else
92#endif
96
99
100
101 /**
102 Default constructor
103 */
104 Fitter () {}
105
106 /**
107 Constructor from a result
108 */
109 Fitter (const std::shared_ptr<FitResult> & result);
110
111
112 /**
113 Destructor.
114 Make it virtual in case users derive from Fitter class to extend it by adding new methods.
115 This is needed to avoid a warning seen when doing from Python
116 (see ROOT issue [#12391](https://github.com/root-project/root/issues/12391) ).
117 Note that the Fitter class does not provide virtual functions to be re-implemented by derived classes.
118 */
119 virtual ~Fitter () {}
120
121 /**
122 Copy constructor (disabled, class is not copyable)
123 */
124 Fitter(const Fitter &) = delete;
125
126 /**
127 Assignment operator (disabled, class is not copyable)
128 */
129 Fitter & operator = (const Fitter &) = delete;
130
131
132public:
133
134 /**
135 fit a data set using any generic model function
136 If data set is binned a least square fit is performed
137 If data set is unbinned a maximum likelihood fit (not extended) is done
138 Pre-requisite on the function:
139 it must implement the 1D or multidimensional parametric function interface.
140 Note that both the input data and the function object are copied by the Fitter.
141 */
142 template <class Data, class Function,
143 class cond = typename std::enable_if<!(std::is_same<Function, ROOT::EExecutionPolicy>::value ||
144 std::is_same<Function, int>::value),
146 bool Fit(const Data &data, const Function &func,
148 {
149 SetFunction(func);
150 return Fit(data, executionPolicy);
151 }
152
153 /**
154 Fit a binned data set using a least square fit.
155 Note that the provided input data are copied in the Fitter class.
156 Use the next function (passing a `shared_ptr` to the BinData class if you want to avoid
157 copying.
158 */
162
163 /**
164 Fit a binned data set using a least square fit.
165 Pass the input data using a `shared_ptr` for NOT copying the input data.
166 */
167 bool Fit(const std::shared_ptr<BinData> & data, const ROOT::EExecutionPolicy &executionPolicy = ROOT::EExecutionPolicy::kSequential) {
169 }
170
171 /**
172 Fit a binned data set using a least square fit copying the input data.
173 */
178 /**
179 Fit a binned data set using a least square fit NOT copying the input data.
180 */
185
186 /**
187 Fit an un-binned data set using the negative log-likelihood method.
188 This function copies the input data.
189 */
193 /**
194 Fit an un-binned data set using the negative log-likelihood method.
195 This function uses a `shared_ptr` to avoid copying the input data.
196 */
197 bool Fit(const std::shared_ptr<UnBinData> & data, bool extended = false, const ROOT::EExecutionPolicy &executionPolicy = ROOT::EExecutionPolicy::kSequential) {
199 }
200
201 /**
202 Binned Likelihood fit copying the input data.
203 Default is extended.
204 */
210 /**
211 Binned Likelihood fit using a `shared_ptr` for NOT copying the input data.
212 Default is extended.
213 */
214 bool LikelihoodFit(const std::shared_ptr<BinData> &data, bool extended = true,
216 SetData(data);
218 }
219 /**
220 Un-binned Likelihood fit copying the input data
221 Default is NOT extended
222 */
227 /**
228 Un-binned Likelihood fit using a `shared_ptr` for NOT copying the input data.
229 Default is NOT extended
230 */
235
236 /**
237 Likelihood fit given a data set (Binned or Un-binned) using any generic model function.
238 This interface copies the input data and the model function object
239 */
240 template < class Data , class Function>
241 bool LikelihoodFit( const Data & data, const Function & func, bool extended) {
242 SetFunction(func);
243 return LikelihoodFit(data, extended);
244 }
245
246 /**
247 Do a linear fit copying the input data
248 */
249 bool LinearFit(const BinData & data) {
250 SetData(data);
251 return DoLinearFit();
252 }
253 /**
254 Do a linear fit using a `shared_ptr` for NOT copying the input data
255 */
256 bool LinearFit(const std::shared_ptr<BinData> & data) {
257 SetData(data);
258 return DoLinearFit();
259 }
260
261 /**
262 Fit using the a generic FCN function as a C++ callable object implementing
263 double () (const double *)
264 Note that the function dimension (i.e. the number of parameter) is needed in this case
265 For the options see documentation for following methods FitFCN(IMultiGenFunction & fcn,..)
266 */
267 template <class Function>
268 bool FitFCN(unsigned int npar, Function & fcn, const double * params = nullptr, unsigned int dataSize = 0, int fitType = 0);
269
270 /**
271 Set a generic FCN function as a C++ callable object implementing
272 double () (const double *)
273 Note that the function dimension (i.e. the number of parameter) is needed in this case
274 For the options see documentation for following methods FitFCN(IMultiGenFunction & fcn,..)
275 */
276 template <class Function>
277 bool SetFCN(unsigned int npar, Function & fcn, const double * params = nullptr, unsigned int dataSize = 0, int fitType = 0);
278
279 /**
280 Fit using the given FCN function represented by a multi-dimensional function interface
281 (ROOT::Math::IMultiGenFunction).
282 Give optionally the initial parameter values, data size to have the fit Ndf correctly
283 set in the FitResult and flag specifying the type of fit. The fitType can be:
284 0 undefined, 1 least square fit, 2 unbinned likelihood fit, 3 binned likelihood fit
285 Note that if the parameters values are not given (params=0) the
286 current parameter settings are used. The parameter settings can be created before
287 by using the FitConfig::SetParamsSetting. If they have not been created they are created
288 automatically when the params pointer is not zero.
289 Note that passing a params != 0 will set the parameter settings to the new value AND also the
290 step sizes to some pre-defined value (stepsize = 0.3 * abs(parameter_value) )
291 */
292 bool FitFCN(const ROOT::Math::IMultiGenFunction &fcn, const double *params = nullptr, unsigned int dataSize = 0, int fitType = 0);
293
294 /**
295 Fit using a FitMethodFunction interface. Same as method above, but now extra information
296 can be taken from the function class
297 */
298 bool FitFCN(const ROOT::Math::FitMethodFunction & fcn, const double *params = nullptr);
299
300 /**
301 Set the FCN function represented by a multi-dimensional function interface
302 (ROOT::Math::IMultiGenFunction) and optionally the initial parameters
303 See also note above for the initial parameters for FitFCN
304 */
305 bool SetFCN(const ROOT::Math::IMultiGenFunction &fcn, const double *params = nullptr, unsigned int dataSize = 0, int fitType = 0);
306
307 /**
308 Set the FCN function represented by a multi-dimensional function interface
309 (ROOT::Math::IMultiGenFunction) and optionally the initial parameters
310 See also note above for the initial parameters for FitFCN
311 With this interface we pass in addition a ModelFunction that will be attached to the FitResult and
312 used to compute confidence interval of the fit
313 */
314 bool SetFCN(const ROOT::Math::IMultiGenFunction &fcn, const IModelFunction & func, const double *params = nullptr,
315 unsigned int dataSize = 0, int fitType = 0);
316
317 /**
318 Set the objective function (FCN) using a FitMethodFunction interface.
319 Same as method above, but now extra information can be taken from the function class
320 */
321 bool SetFCN(const ROOT::Math::FitMethodFunction & fcn, const double *params = nullptr);
322
323 /**
324 Fit using a FitMethodGradFunction interface. Same as method above, but now extra information
325 can be taken from the function class
326 */
327 bool FitFCN(const ROOT::Math::FitMethodGradFunction & fcn, const double *params = nullptr);
328
329 /**
330 Set the objective function (FCN) using a FitMethodGradFunction interface.
331 Same as method above, but now extra information can be taken from the function class
332 */
333 bool SetFCN(const ROOT::Math::FitMethodGradFunction & fcn, const double *params = nullptr);
334
335
336 /**
337 fit using user provided FCN with Minuit-like interface
338 If npar = 0 it is assumed that the parameters are specified in the parameter settings created before
339 For the options same consideration as in the previous method
340 */
341 typedef void (* MinuitFCN_t )(int &npar, double *gin, double &f, double *u, int flag);
342 bool FitFCN( MinuitFCN_t fcn, int npar = 0, const double *params = nullptr, unsigned int dataSize = 0, int fitType = 0);
343
344 /**
345 set objective function using user provided FCN with Minuit-like interface
346 If npar = 0 it is assumed that the parameters are specified in the parameter settings created before
347 For the options same consideration as in the previous method
348 */
349 bool SetFCN( MinuitFCN_t fcn, int npar = 0, const double *params = nullptr, unsigned int dataSize = 0, int fitType = 0);
350
351 /**
352 Perform a fit with the previously set FCN function. Require SetFCN before
353 */
354 bool FitFCN();
355
356 /**
357 Perform a simple FCN evaluation. FitResult will be modified and contain the value of the FCN
358 */
359 bool EvalFCN();
360
361
362
363 /**
364 Set the fitted function (model function) from a parametric function interface.
365 @param useGradient if true, the minimizer uses the gradient information provided by the user, otherwise a numerical gradient is computed and used.
366 */
367 void SetFunction(const IModelFunction & func, bool useGradient = false);
368
369 /**
370 Set the fitted function (model function) from a vectorized parametric function interface
371 */
372#ifdef R__HAS_VECCORE
373 template <class NotCompileIfScalarBackend = std::enable_if<!(std::is_same<double, ROOT::Double_v>::value)>>
374 void SetFunction(const IModelFunction_v &func, bool useGradient = false);
375
376 template <class NotCompileIfScalarBackend = std::enable_if<!(std::is_same<double, ROOT::Double_v>::value)>>
377 void SetFunction(const IGradModelFunction_v &func, bool useGradient = true);
378#endif
379 /**
380 Set the fitted function from a parametric 1D function interface
381 */
382 void SetFunction(const IModel1DFunction & func, bool useGradient = false);
383
384 /**
385 Set the fitted function (model function) from a parametric gradient function interface
386 */
387 void SetFunction(const IGradModelFunction & func, bool useGradient = true);
388 /**
389 Set the fitted function from 1D gradient parametric function interface
390 */
391 void SetFunction(const IGradModel1DFunction & func, bool useGradient = true);
392
393
394 /**
395 get fit result
396 */
397 const FitResult & Result() const {
398 assert( fResult.get() );
399 return *fResult;
400 }
401
402
403 /**
404 perform an error analysis on the result using the Hessian
405 Errors are obtained from the inverse of the Hessian matrix
406 To be called only after fitting and when a minimizer supporting the Hessian calculations is used
407 otherwise an error (false) is returned.
408 A new FitResult with the Hessian result will be produced
409 */
410 bool CalculateHessErrors();
411
412 /**
413 perform an error analysis on the result using MINOS
414 To be called only after fitting and when a minimizer supporting MINOS is used
415 otherwise an error (false) is returned.
416 The result will be appended in the fit result class
417 Optionally a vector of parameter indices can be passed for selecting
418 the parameters to analyse using FitConfig::SetMinosErrors
419 */
421
422 /**
423 access to the fit configuration (const method)
424 */
425 const FitConfig & Config() const { return fConfig; }
426
427 /**
428 access to the configuration (non const method)
429 */
430 FitConfig & Config() { return fConfig; }
431
432 /**
433 query if fit is binned. In cse of false the fit can be unbinned
434 or is not defined (like in case of fitting through a ROOT::Fit::Fitter::FitFCN)
435 */
436 bool IsBinFit() const { return fBinFit; }
437
438 /**
439 return pointer to last used minimizer
440 (is NULL in case fit is not yet done)
441 This pointer is guaranteed to be valid as far as the fitter class is valid and a new fit is not redone.
442 To be used only after fitting.
443 The pointer should not be stored and will be invalided after performing a new fitting.
444 In this case a new instance of ROOT::Math::Minimizer will be re-created and can be
445 obtained calling again GetMinimizer()
446 */
448
449 /**
450 return pointer to last used objective function
451 (is NULL in case fit is not yet done)
452 This pointer will be valid as far as the fitter class
453 has not been deleted. To be used after the fitting.
454 The pointer should not be stored and will be invalided after performing a new fitting.
455 In this case a new instance of the function pointer will be re-created and can be
456 obtained calling again GetFCN()
457 */
459 return fObjFunction.get();
460 }
461
462
463 /**
464 apply correction in the error matrix for the weights for likelihood fits
465 This method can be called only after a fit. The
466 passed function (loglw2) is a log-likelihood function implemented using the
467 sum of weight squared
468 When using FitConfig.SetWeightCorrection() this correction is applied
469 automatically when doing a likelihood fit (binned or unbinned)
470 */
472
473 /// Set number of fit points when using an external FCN function
474 /// This function can be called after Fit to set the correct number of Ndf in FitResult
475 void SetNumberOfFitPoints(unsigned int npoints) {
477 if (!fResult->IsEmpty()) fResult->SetChi2AndNdf(-1,npoints);
478 }
479
480 /// Set the type of fit when using an external FCN
481 /// possible types are : 1 (least-square), 2 (unbinned-likelihood), 3 (binned-likelihood)
482 /// Note that in case of binned likelihood fit the chi2 will be computed as 2 * MinFCN()
483 /// Note this function should be called before fitting to have effect on th FitResult
484 void SetFitType(int type) {
486 }
487
488
489protected:
490
491
492 /// least square fit
494 /// binned likelihood fit
496 /// un-binned likelihood fit
498 /// linear least square fit
499 bool DoLinearFit();
500 /// Set Objective function
501 bool DoSetFCN(bool useExtFCN, const ROOT::Math::IMultiGenFunction &fcn, const double *params, unsigned int dataSize,
502 int fitType);
503
504 // initialize the minimizer
505 bool DoInitMinimizer();
506 /// do minimization
507 template<class ObjFunc_t>
508 bool DoMinimization(std::unique_ptr<ObjFunc_t> f, const ROOT::Math::IMultiGenFunction * chifunc = nullptr);
509 // do minimization for weighted likelihood fits
510 template<class ObjFunc_t>
511 bool DoWeightMinimization(std::unique_ptr<ObjFunc_t> f, const ROOT::Math::IMultiGenFunction * chifunc = nullptr);
512 // do minimization after having set the objective function
514 // update config after fit
515 void DoUpdateFitConfig();
516 // update minimizer options for re-fitting
518 // get function calls from the FCN
519 int GetNCallsFromFCN();
520
521 /// Set the input data for the fit using a shared ptr (No Copying)
522 template <class Data>
523 void SetData(const std::shared_ptr<Data> & data) {
524 fData = std::static_pointer_cast<Data>(data);
525 }
526
527 /// Set the input data for the fit (Copying the given data object)
528 template <class Data>
529 void SetData(const Data & data) {
530 auto dataClone = std::make_shared<Data>(data);
532 }
533
534 /// look at the user provided FCN and get data and model function is
535 /// they derive from ROOT::Fit FCN classes
536 void ExamineFCN();
537
538
539 /// internal functions to get data set and model function from FCN
540 /// useful for fits done with customized FCN classes
541 template <class ObjFuncType>
542 bool GetDataFromFCN();
543
544 /// Return pointer to the used objective function for fitting.
545 /// If using an external function (e.g. given in SetFCN), return the cached pointer,
546 /// otherwise use the one stored as shared ptr and managed by the Fitter class
548 // need to specify here full return type since when using the typedef (IMultiGenFunction)
549 // there is an error when using the class in Python (see issue #12391)
551 }
552
553private:
554
555 bool fUseGradient = false; ///< flag to indicate if using gradient or not
556
557 bool fBinFit = false; ///< flag to indicate if fit is binned
558 ///< in case of false the fit is unbinned or undefined)
559 ///< flag it is used to compute chi2 for binned likelihood fit
560
561 int fFitType = 0; ///< type of fit (0 undefined, 1 least square, 2 likelihood, 3 binned likelihood)
562
563 int fDataSize = 0; ///< size of data sets (need for Fumili or LM fitters)
564
565 FitConfig fConfig; ///< fitter configuration (options and parameter settings)
566
567 std::shared_ptr<IModelFunction_v> fFunc_v; ///<! copy of the fitted function containing on output the fit result
568
569 std::shared_ptr<IModelFunction> fFunc; ///<! copy of the fitted function containing on output the fit result
570
571 std::shared_ptr<ROOT::Fit::FitResult> fResult; ///<! pointer to the object containing the result of the fit
572
573 std::shared_ptr<ROOT::Math::Minimizer> fMinimizer; ///<! pointer to used minimizer
574
575 std::shared_ptr<ROOT::Fit::FitData> fData; ///<! pointer to the fit data (binned or unbinned data)
576
577 std::shared_ptr<ROOT::Math::IMultiGenFunction> fObjFunction; ///<! pointer to used objective function
578
579 const ROOT::Math::IMultiGenFunction * fExtObjFunction = nullptr; ///<! pointer to an external FCN
580
581};
582
583
584// internal functions to get data set and model function from FCN
585// useful for fits done with customized FCN classes
586template <class ObjFuncType>
588 const ObjFuncType * objfunc = dynamic_cast<const ObjFuncType*>(ObjFunction());
589 if (objfunc) {
590 fFunc = objfunc->ModelFunctionPtr();
591 fData = objfunc->DataPtr();
592 return true;
593 }
594 else {
595 return false;
596 }
597}
598
599#ifdef R__HAS_VECCORE
600template <class NotCompileIfScalarBackend>
601void Fitter::SetFunction(const IModelFunction_v &func, bool useGradient)
602{
603 fUseGradient = useGradient;
604 if (fUseGradient) {
605 const IGradModelFunction_v *gradFunc = dynamic_cast<const IGradModelFunction_v *>(&func);
606 if (gradFunc) {
607 SetFunction(*gradFunc, true);
608 return;
609 } else {
610 MATH_WARN_MSG("Fitter::SetFunction",
611 "Requested function does not provide gradient - use it as non-gradient function ");
612 }
613 }
614
615 // set the fit model function (clone the given one and keep a copy )
616 // std::cout << "set a non-grad function" << std::endl;
617 fUseGradient = false;
618 fFunc_v = std::shared_ptr<IModelFunction_v>(dynamic_cast<IModelFunction_v *>(func.Clone()));
620
621 // creates the parameter settings
623 fFunc.reset();
624}
625
626template <class NotCompileIfScalarBackend>
627void Fitter::SetFunction(const IGradModelFunction_v &func, bool useGradient)
628{
629 fUseGradient = useGradient;
630
631 // set the fit model function (clone the given one and keep a copy )
632 fFunc_v = std::shared_ptr<IModelFunction_v>(dynamic_cast<IGradModelFunction_v *>(func.Clone()));
634
635 // creates the parameter settings
637 fFunc.reset();
638}
639#endif
640
641 } // end namespace Fit
642
643} // end namespace ROOT
644
645// implementation of inline methods
646
647
648
649#include "Math/WrappedFunction.h"
650
651template<class Function>
652bool ROOT::Fit::Fitter::FitFCN(unsigned int npar, Function & f, const double * par, unsigned int datasize,int fitType) {
654 if (!DoSetFCN(false, wf, par, datasize, fitType))
655 return false;
656 return FitFCN();
657}
658template<class Function>
659bool ROOT::Fit::Fitter::SetFCN(unsigned int npar, Function & f, const double * par, unsigned int datasize,int fitType) {
661 return DoSetFCN(false, wf, par, datasize, fitType);
662}
663
664
665
666
667#endif /* ROOT_Fit_Fitter */
#define MATH_WARN_MSG(loc, str)
Definition Error.h:80
#define f(i)
Definition RSha256.hxx:104
ROOT::Detail::TRangeCast< T, true > TRangeDynCast
TRangeDynCast is an adapter class that allows the typed iteration through a TCollection.
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void data
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t Float_t Float_t Float_t Int_t Int_t UInt_t UInt_t Rectangle_t result
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t Float_t Float_t Float_t Int_t Int_t UInt_t UInt_t Rectangle_t Int_t Int_t Window_t TString Int_t GCValues_t GetPrimarySelectionOwner GetDisplay GetScreen GetColormap GetNativeEvent const char const char dpyName wid window const char font_name cursor keysym reg const char only_if_exist regb h Point_t winding char text const char depth char const char Int_t count const char ColorStruct_t color const char Pixmap_t Pixmap_t PictureAttributes_t attr const char char ret_data h unsigned char height h Atom_t Int_t ULong_t ULong_t unsigned char prop_list Atom_t Atom_t Atom_t Time_t type
Double_t(* Function)(Double_t)
Definition Functor.C:4
Class describing the binned data sets : vectors of x coordinates, y values and optionally error on y ...
Definition BinData.h:52
Class describing the configuration of the fit, options and parameter settings using the ROOT::Fit::Pa...
Definition FitConfig.h:49
void CreateParamsSettings(const ROOT::Math::IParamMultiFunctionTempl< T > &func)
set the parameter settings from a model function.
Definition FitConfig.h:111
class containing the result of the fit and all the related information (fitted parameter values,...
Definition FitResult.h:47
Fitter class, entry point for performing all type of fits.
Definition Fitter.h:79
bool LikelihoodFit(const std::shared_ptr< UnBinData > &data, bool extended=false, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential)
Un-binned Likelihood fit using a shared_ptr for NOT copying the input data.
Definition Fitter.h:231
bool LinearFit(const BinData &data)
Do a linear fit copying the input data.
Definition Fitter.h:249
bool LeastSquareFit(const std::shared_ptr< BinData > &data, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential)
Fit a binned data set using a least square fit NOT copying the input data.
Definition Fitter.h:181
bool EvalFCN()
Perform a simple FCN evaluation.
Definition Fitter.cxx:288
const ROOT::Math::IMultiGenFunction * fExtObjFunction
! pointer to an external FCN
Definition Fitter.h:579
Fitter & operator=(const Fitter &)=delete
Assignment operator (disabled, class is not copyable)
bool FitFCN()
Perform a fit with the previously set FCN function.
Definition Fitter.cxx:269
void DoUpdateFitConfig()
Definition Fitter.cxx:860
bool DoMinimization(std::unique_ptr< ObjFunc_t > f, const ROOT::Math::IMultiGenFunction *chifunc=nullptr)
do minimization
Definition Fitter.cxx:836
bool DoSetFCN(bool useExtFCN, const ROOT::Math::IMultiGenFunction &fcn, const double *params, unsigned int dataSize, int fitType)
Set Objective function.
Definition Fitter.cxx:137
int fDataSize
size of data sets (need for Fumili or LM fitters)
Definition Fitter.h:563
bool DoUnbinnedLikelihoodFit(bool extended=false, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential)
un-binned likelihood fit
Definition Fitter.cxx:440
void SetData(const Data &data)
Set the input data for the fit (Copying the given data object)
Definition Fitter.h:529
const ROOT::Math::IBaseFunctionMultiDimTempl< double > * ObjFunction() const
Return pointer to the used objective function for fitting.
Definition Fitter.h:547
ROOT::Math::IParamMultiFunction IModelFunction_v
Definition Fitter.h:90
bool Fit(const BinData &data, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential)
Fit a binned data set using a least square fit.
Definition Fitter.h:159
std::shared_ptr< ROOT::Math::Minimizer > fMinimizer
! pointer to used minimizer
Definition Fitter.h:573
bool DoWeightMinimization(std::unique_ptr< ObjFunc_t > f, const ROOT::Math::IMultiGenFunction *chifunc=nullptr)
Definition Fitter.cxx:845
bool LikelihoodFit(const Data &data, const Function &func, bool extended)
Likelihood fit given a data set (Binned or Un-binned) using any generic model function.
Definition Fitter.h:241
bool DoBinnedLikelihoodFit(bool extended=true, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential)
binned likelihood fit
Definition Fitter.cxx:360
int fFitType
type of fit (0 undefined, 1 least square, 2 likelihood, 3 binned likelihood)
Definition Fitter.h:561
ROOT::Math::IMultiGenFunction * GetFCN() const
return pointer to last used objective function (is NULL in case fit is not yet done) This pointer wil...
Definition Fitter.h:458
ROOT::Math::IParamGradFunction IGradModel1DFunction
Definition Fitter.h:95
std::shared_ptr< ROOT::Fit::FitData > fData
! pointer to the fit data (binned or unbinned data)
Definition Fitter.h:575
ROOT::Math::Minimizer * GetMinimizer() const
return pointer to last used minimizer (is NULL in case fit is not yet done) This pointer is guarantee...
Definition Fitter.h:447
ROOT::Math::IMultiGenFunction BaseFunc
Definition Fitter.h:97
FitConfig & Config()
access to the configuration (non const method)
Definition Fitter.h:430
bool fUseGradient
flag to indicate if using gradient or not
Definition Fitter.h:555
void SetNumberOfFitPoints(unsigned int npoints)
Set number of fit points when using an external FCN function This function can be called after Fit to...
Definition Fitter.h:475
bool fBinFit
flag to indicate if fit is binned in case of false the fit is unbinned or undefined) flag it is used ...
Definition Fitter.h:557
void(* MinuitFCN_t)(int &npar, double *gin, double &f, double *u, int flag)
fit using user provided FCN with Minuit-like interface If npar = 0 it is assumed that the parameters ...
Definition Fitter.h:341
bool IsBinFit() const
query if fit is binned.
Definition Fitter.h:436
bool LinearFit(const std::shared_ptr< BinData > &data)
Do a linear fit using a shared_ptr for NOT copying the input data.
Definition Fitter.h:256
std::shared_ptr< ROOT::Math::IMultiGenFunction > fObjFunction
! pointer to used objective function
Definition Fitter.h:577
void SetFitType(int type)
Set the type of fit when using an external FCN possible types are : 1 (least-square),...
Definition Fitter.h:484
virtual ~Fitter()
Destructor.
Definition Fitter.h:119
bool Fit(const std::shared_ptr< BinData > &data, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential)
Fit a binned data set using a least square fit.
Definition Fitter.h:167
const FitResult & Result() const
get fit result
Definition Fitter.h:397
bool ApplyWeightCorrection(const ROOT::Math::IMultiGenFunction &loglw2, bool minimizeW2L=false)
apply correction in the error matrix for the weights for likelihood fits This method can be called on...
Definition Fitter.cxx:886
ROOT::Math::IMultiGradFunction BaseGradFunc
Definition Fitter.h:98
void ExamineFCN()
look at the user provided FCN and get data and model function is they derive from ROOT::Fit FCN class...
Definition Fitter.cxx:979
const FitConfig & Config() const
access to the fit configuration (const method)
Definition Fitter.h:425
void SetData(const std::shared_ptr< Data > &data)
Set the input data for the fit using a shared ptr (No Copying)
Definition Fitter.h:523
bool DoLeastSquareFit(const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential)
least square fit
Definition Fitter.cxx:309
ROOT::Math::IParamMultiFunction IModelFunction
Definition Fitter.h:83
ROOT::Math::IParamFunction IModel1DFunction
Definition Fitter.h:94
bool SetFCN(unsigned int npar, Function &fcn, const double *params=nullptr, unsigned int dataSize=0, int fitType=0)
Set a generic FCN function as a C++ callable object implementing double () (const double *) Note that...
Definition Fitter.h:659
bool LikelihoodFit(const BinData &data, bool extended=true, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential)
Binned Likelihood fit copying the input data.
Definition Fitter.h:205
std::shared_ptr< IModelFunction_v > fFunc_v
! copy of the fitted function containing on output the fit result
Definition Fitter.h:567
ROOT::Math::IParamMultiGradFunction IGradModelFunction_v
Definition Fitter.h:91
bool LikelihoodFit(const std::shared_ptr< BinData > &data, bool extended=true, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential)
Binned Likelihood fit using a shared_ptr for NOT copying the input data.
Definition Fitter.h:214
std::shared_ptr< ROOT::Fit::FitResult > fResult
! pointer to the object containing the result of the fit
Definition Fitter.h:571
bool GetDataFromFCN()
internal functions to get data set and model function from FCN useful for fits done with customized F...
Definition Fitter.h:587
ROOT::Math::IParamMultiGradFunction IGradModelFunction
Definition Fitter.h:93
bool CalculateMinosErrors()
perform an error analysis on the result using MINOS To be called only after fitting and when a minimi...
Definition Fitter.cxx:593
Fitter(const Fitter &)=delete
Copy constructor (disabled, class is not copyable)
bool DoUpdateMinimizerOptions(bool canDifferentMinim=true)
Definition Fitter.cxx:763
bool Fit(const Data &data, const Function &func, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential)
fit a data set using any generic model function If data set is binned a least square fit is performed...
Definition Fitter.h:146
bool Fit(const UnBinData &data, bool extended=false, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential)
Fit an un-binned data set using the negative log-likelihood method.
Definition Fitter.h:190
void SetFunction(const IModelFunction &func, bool useGradient=false)
Set the fitted function (model function) from a parametric function interface.
Definition Fitter.cxx:59
bool CalculateHessErrors()
perform an error analysis on the result using the Hessian Errors are obtained from the inverse of the...
Definition Fitter.cxx:530
FitConfig fConfig
fitter configuration (options and parameter settings)
Definition Fitter.h:565
Fitter()
Default constructor.
Definition Fitter.h:104
std::shared_ptr< IModelFunction > fFunc
! copy of the fitted function containing on output the fit result
Definition Fitter.h:569
bool SetFCN(const ROOT::Math::FitMethodGradFunction &fcn, const double *params=nullptr)
Set the objective function (FCN) using a FitMethodGradFunction interface.
bool LeastSquareFit(const BinData &data, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential)
Fit a binned data set using a least square fit copying the input data.
Definition Fitter.h:174
bool FitFCN(const ROOT::Math::FitMethodGradFunction &fcn, const double *params=nullptr)
Fit using a FitMethodGradFunction interface.
bool Fit(const std::shared_ptr< UnBinData > &data, bool extended=false, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential)
Fit an un-binned data set using the negative log-likelihood method.
Definition Fitter.h:197
bool LikelihoodFit(const UnBinData &data, bool extended=false, const ROOT::EExecutionPolicy &executionPolicy=ROOT::EExecutionPolicy::kSequential)
Un-binned Likelihood fit copying the input data Default is NOT extended.
Definition Fitter.h:223
bool DoLinearFit()
linear least square fit
Definition Fitter.cxx:513
bool DoInitMinimizer()
Definition Fitter.cxx:692
int GetNCallsFromFCN()
Definition Fitter.cxx:870
Class describing the un-binned data sets (just x coordinates values) of any dimensions.
Definition UnBinData.h:46
FitMethodFunction class Interface for objective functions (like chi2 and likelihood used in the fit) ...
Documentation for the abstract class IBaseFunctionMultiDim.
Definition IFunction.h:63
Interface (abstract class) for multi-dimensional functions providing a gradient calculation.
Definition IFunction.h:170
Specialized IParamFunction interface (abstract class) for one-dimensional parametric functions It is ...
Interface (abstract class) for parametric gradient multi-dimensional functions providing in addition ...
Interface (abstract class) for parametric one-dimensional gradient functions providing in addition to...
Abstract Minimizer class, defining the interface for the various minimizer (like Minuit2,...
Definition Minimizer.h:121
Template class to wrap any C++ callable object implementing operator() (const double * x) in a multi-...
RooCmdArg Minimizer(const char *type, const char *alg=nullptr)
Namespace for new Math classes and functions.
BasicFitMethodFunction< ROOT::Math::IMultiGenFunction > FitMethodFunction
Definition Fitter.h:45
BasicFitMethodFunction< ROOT::Math::IMultiGradFunction > FitMethodGradFunction
Definition Fitter.h:46
tbb::task_arena is an alias of tbb::interface7::task_arena, which doesn't allow to forward declare tb...