ROOT
6.07/01
Reference Guide
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class containg the result of the fit and all the related information (fitted parameter values, error, covariance matrix and minimizer result information) Contains a pointer also to the fitted (model) function, modified with the fit parameter values.
When the fit is valid, it is constructed from a Minimizer and a model function pointer
Definition at line 52 of file FitResult.h.
Public Types | |
typedef ROOT::Math::IParamMultiFunction | IModelFunction |
Public Member Functions | |
FitResult () | |
Default constructor for an empty (non valid) fit result. More... | |
FitResult (const FitConfig &fconfig) | |
Constructor from a fit-config for a dummy fit (e.g. More... | |
FitResult (const FitResult &rhs) | |
Copy constructor. More... | |
FitResult & | operator= (const FitResult &rhs) |
Assignment operator. More... | |
virtual | ~FitResult () |
Destructor. More... | |
void | FillResult (const std::shared_ptr< ROOT::Math::Minimizer > &min, const FitConfig &fconfig, const std::shared_ptr< IModelFunction > &f, bool isValid, unsigned int sizeOfData=0, bool binFit=true, const ROOT::Math::IMultiGenFunction *chi2func=0, unsigned int ncalls=0) |
Fill the fit result from a Minimizer instance after fitting Run also Minos if requested from the configuration. More... | |
bool | Update (const std::shared_ptr< ROOT::Math::Minimizer > &min, bool isValid, unsigned int ncalls=0) |
Update the fit result with a new minimization status To be run only if same fit is performed with same configuration Note that in this case MINOS is not re-run. More... | |
const std::string & | MinimizerType () const |
minimization quantities More... | |
bool | IsValid () const |
True if fit successful, otherwise false. More... | |
bool | IsEmpty () const |
True if a fit result does not exist (even invalid) with parameter values. More... | |
double | MinFcnValue () const |
Return value of the objective function (chi2 or likelihood) used in the fit. More... | |
unsigned int | NCalls () const |
Number of function calls to find minimum. More... | |
double | Edm () const |
Expected distance from minimum. More... | |
unsigned int | NTotalParameters () const |
get total number of parameters More... | |
unsigned int | NPar () const |
total number of parameters (abbreviation) More... | |
unsigned int | NFreeParameters () const |
get total number of free parameters More... | |
int | Status () const |
minimizer status code More... | |
int | CovMatrixStatus () const |
covariance matrix status code using Minuit convention : =0 not calculated, =1 approximated, =2 made pos def , =3 accurate More... | |
const IModelFunction * | FittedFunction () const |
fitting quantities More... | |
const BinData * | FittedBinData () const |
return BinData used in the fit (return a nullptr in case a different fit is done or the data are not available Pointer is managed internally, it must not be deleted More... | |
double | Chi2 () const |
Chi2 fit value in case of likelihood must be computed ? More... | |
unsigned int | Ndf () const |
Number of degree of freedom. More... | |
double | Prob () const |
p value of the fit (chi2 probability) More... | |
const std::vector< double > & | Errors () const |
parameter errors (return st::vector) More... | |
const double * | GetErrors () const |
parameter errors (return const pointer) More... | |
const std::vector< double > & | Parameters () const |
parameter values (return std::vector) More... | |
const double * | GetParams () const |
parameter values (return const pointer) More... | |
double | Value (unsigned int i) const |
parameter value by index More... | |
double | Parameter (unsigned int i) const |
parameter value by index More... | |
double | Error (unsigned int i) const |
parameter error by index More... | |
double | ParError (unsigned int i) const |
parameter error by index More... | |
std::string | ParName (unsigned int i) const |
name of the parameter More... | |
void | SetMinosError (unsigned int i, double elow, double eup) |
set the Minos errors for parameter i (called by the Fitter class when running Minos) More... | |
bool | HasMinosError (unsigned int i) const |
query if parameter i has the Minos error More... | |
double | LowerError (unsigned int i) const |
lower Minos error. If Minos has not run for parameter i return the parabolic error More... | |
double | UpperError (unsigned int i) const |
upper Minos error. If Minos has not run for parameter i return the parabolic error More... | |
double | GlobalCC (unsigned int i) const |
parameter global correlation coefficient More... | |
double | CovMatrix (unsigned int i, unsigned int j) const |
retrieve covariance matrix element More... | |
double | Correlation (unsigned int i, unsigned int j) const |
retrieve correlation elements More... | |
template<class Matrix > | |
void | GetCovarianceMatrix (Matrix &mat) const |
fill covariance matrix elements using a generic matrix class implementing operator(i,j) the matrix must be previously allocates with right size (npar * npar) More... | |
template<class Matrix > | |
void | GetCorrelationMatrix (Matrix &mat) const |
fill a correlation matrix elements using a generic symmetric matrix class implementing operator(i,j) the matrix must be previously allocates with right size (npar * npar) More... | |
void | GetConfidenceIntervals (unsigned int n, unsigned int stride1, unsigned int stride2, const double *x, double *ci, double cl=0.95, bool norm=true) const |
get confidence intervals for an array of n points x. More... | |
void | GetConfidenceIntervals (const BinData &data, double *ci, double cl=0.95, bool norm=true) const |
evaluate confidence interval for the point specified in the passed data sets the confidence interval are returned in the array ci cl is the desired confidence interval value. More... | |
std::vector< double > | GetConfidenceIntervals (double cl=0.95, bool norm=true) const |
evaluate confidence interval for the data set used in the last fit the confidence interval are returned as a vector of data points More... | |
int | Index (const std::string &name) const |
get index for parameter name (return -1 if not found) More... | |
void | NormalizeErrors () |
normalize errors using chi2/ndf for chi2 fits More... | |
bool | NormalizedErrors () const |
flag to chek if errors are normalized More... | |
void | Print (std::ostream &os, bool covmat=false) const |
print the result and optionaly covariance matrix and correlations More... | |
void | PrintCovMatrix (std::ostream &os) const |
print error matrix and correlations More... | |
bool | IsParameterBound (unsigned int ipar) const |
query if a parameter is bound More... | |
bool | IsParameterFixed (unsigned int ipar) const |
query if a parameter is fixed More... | |
bool | ParameterBounds (unsigned int ipar, double &lower, double &upper) const |
retrieve parameter bounds - return false if parameter is not bound More... | |
std::string | GetParameterName (unsigned int ipar) const |
get name of parameter (deprecated) More... | |
Protected Member Functions | |
std::shared_ptr< IModelFunction > | ModelFunction () |
Return pointer non const pointer to model (fit) function with fitted parameter values. More... | |
void | SetModelFunction (const std::shared_ptr< IModelFunction > &func) |
Protected Attributes | |
bool | fValid |
bool | fNormalized |
unsigned int | fNFree |
unsigned int | fNdf |
unsigned int | fNCalls |
int | fStatus |
int | fCovStatus |
double | fVal |
double | fEdm |
double | fChi2 |
std::shared_ptr < ROOT::Math::Minimizer > | fMinimizer |
std::shared_ptr < ROOT::Math::IMultiGenFunction > | fObjFunc |
minimizer object used for fitting More... | |
std::shared_ptr< IModelFunction > | fFitFunc |
objective function used for fitting More... | |
std::shared_ptr< FitData > | fFitData |
model function resulting from the fit. More... | |
std::map< unsigned int, bool > | fFixedParams |
data set used in the fit More... | |
std::map< unsigned int, unsigned int > | fBoundParams |
std::vector< std::pair< double, double > > | fParamBounds |
std::vector< double > | fParams |
std::vector< double > | fErrors |
std::vector< double > | fCovMatrix |
std::vector< double > | fGlobalCC |
std::map< unsigned int, std::pair< double, double > > | fMinosErrors |
std::string | fMinimType |
std::vector< std::string > | fParNames |
Friends | |
class | Fitter |
#include <Fit/FitResult.h>
Definition at line 56 of file FitResult.h.
ROOT::Fit::FitResult::FitResult | ( | ) |
Default constructor for an empty (non valid) fit result.
Definition at line 45 of file FitResult.cxx.
ROOT::Fit::FitResult::FitResult | ( | const FitConfig & | fconfig | ) |
Constructor from a fit-config for a dummy fit (e.g.
when only one fcn evaluation is done)
Definition at line 52 of file FitResult.cxx.
ROOT::Fit::FitResult::FitResult | ( | const FitResult & | rhs | ) |
Copy constructor.
Definition at line 241 of file FitResult.cxx.
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Destructor.
Definition at line 236 of file FitResult.cxx.
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Chi2 fit value in case of likelihood must be computed ?
Definition at line 165 of file FitResult.h.
Referenced by HFit::Fit(), TF1::SetFitResult(), testGraphFit(), testHisto1DFit(), testHisto1DPolFit(), and testHisto2DFit().
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retrieve correlation elements
Definition at line 231 of file FitResult.h.
Referenced by PrintCovMatrix().
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retrieve covariance matrix element
Definition at line 221 of file FitResult.h.
Referenced by Correlation(), GetConfidenceIntervals(), and PrintCovMatrix().
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covariance matrix status code using Minuit convention : =0 not calculated, =1 approximated, =2 made pos def , =3 accurate
Definition at line 147 of file FitResult.h.
Referenced by TFitResult::GetCorrelationMatrix(), and TFitResult::GetCovarianceMatrix().
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Expected distance from minimum.
Definition at line 131 of file FitResult.h.
Referenced by TBackCompFitter::GetStats().
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parameter error by index
Definition at line 191 of file FitResult.h.
Referenced by RooMinimizerFcn::BackProp(), DoUnBinFit(), TBackCompFitter::GetErrors(), TFractionFitter::GetResult(), LowerError(), TF1::SetFitResult(), ROOT::Fit::FitConfig::SetFromFitResult(), and UpperError().
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parameter errors (return st::vector)
Definition at line 174 of file FitResult.h.
Referenced by TBinomialEfficiencyFitter::Fit(), HFit::Fit(), ROOT::TF1Helper::IntegralError(), TF1::SetFitResult(), and ROOT::Fit::UnBinFit().
void ROOT::Fit::FitResult::FillResult | ( | const std::shared_ptr< ROOT::Math::Minimizer > & | min, |
const FitConfig & | fconfig, | ||
const std::shared_ptr< IModelFunction > & | f, | ||
bool | isValid, | ||
unsigned int | sizeOfData = 0 , |
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bool | binFit = true , |
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const ROOT::Math::IMultiGenFunction * | chi2func = 0 , |
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unsigned int | ncalls = 0 |
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Fill the fit result from a Minimizer instance after fitting Run also Minos if requested from the configuration.
Definition at line 100 of file FitResult.cxx.
const BinData * ROOT::Fit::FitResult::FittedBinData | ( | ) | const |
return BinData used in the fit (return a nullptr in case a different fit is done or the data are not available Pointer is managed internally, it must not be deleted
Definition at line 678 of file FitResult.cxx.
Referenced by GetConfidenceIntervals().
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fitting quantities
Return pointer to model (fit) function with fitted parameter values. Pointer is managed internally. I must not be deleted
Definition at line 153 of file FitResult.h.
Referenced by TAdvancedGraphicsDialog::DrawConfidenceLevels(), and ROOT::Fit::GetConfidenceIntervals().
void ROOT::Fit::FitResult::GetConfidenceIntervals | ( | unsigned int | n, |
unsigned int | stride1, | ||
unsigned int | stride2, | ||
const double * | x, | ||
double * | ci, | ||
double | cl = 0.95 , |
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bool | norm = true |
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) | const |
get confidence intervals for an array of n points x.
stride1 indicates the stride in the coordinate space while stride2 the stride in dimension space. For 1-dim points : stride1=1, stride2=1 for multi-dim points arranged as (x0,x1,...,xN,y0,....yN) stride1=1 stride2=n for multi-dim points arraged as (x0,y0,..,x1,y1,...,xN,yN,..) stride1=ndim, stride2=1
the confidence interval are returned in the array ci cl is the desired confidedence interval value norm is a flag to control if the intervals need to be normalized to the chi2/ndf value By default the intervals are corrected using the chi2/ndf value of the fit if a chi2 fit is performed
Definition at line 560 of file FitResult.cxx.
Referenced by TAdvancedGraphicsDialog::DrawConfidenceLevels(), ROOT::Fit::GetConfidenceIntervals(), and GetConfidenceIntervals().
void ROOT::Fit::FitResult::GetConfidenceIntervals | ( | const BinData & | data, |
double * | ci, | ||
double | cl = 0.95 , |
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bool | norm = true |
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) | const |
evaluate confidence interval for the point specified in the passed data sets the confidence interval are returned in the array ci cl is the desired confidence interval value.
This method is mantained for backward compatibility and will be deprecated
Definition at line 633 of file FitResult.cxx.
std::vector< double > ROOT::Fit::FitResult::GetConfidenceIntervals | ( | double | cl = 0.95 , |
bool | norm = true |
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) | const |
evaluate confidence interval for the data set used in the last fit the confidence interval are returned as a vector of data points
Definition at line 649 of file FitResult.cxx.
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fill a correlation matrix elements using a generic symmetric matrix class implementing operator(i,j) the matrix must be previously allocates with right size (npar * npar)
Definition at line 255 of file FitResult.h.
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fill covariance matrix elements using a generic matrix class implementing operator(i,j) the matrix must be previously allocates with right size (npar * npar)
Definition at line 241 of file FitResult.h.
Referenced by ROOT::TF1Helper::IntegralError().
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parameter errors (return const pointer)
Definition at line 176 of file FitResult.h.
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get name of parameter (deprecated)
Definition at line 323 of file FitResult.h.
Referenced by Print(), and PrintCovMatrix().
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parameter values (return const pointer)
Definition at line 181 of file FitResult.h.
Referenced by TFractionFitter::GetPlot(), and line3Dfit().
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parameter global correlation coefficient
Definition at line 215 of file FitResult.h.
Referenced by TBackCompFitter::GetErrors().
bool ROOT::Fit::FitResult::HasMinosError | ( | unsigned int | i | ) | const |
query if parameter i has the Minos error
Definition at line 382 of file FitResult.cxx.
Referenced by ROOT::Fit::FitConfig::SetFromFitResult().
int ROOT::Fit::FitResult::Index | ( | const std::string & | name | ) | const |
get index for parameter name (return -1 if not found)
Definition at line 408 of file FitResult.cxx.
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True if a fit result does not exist (even invalid) with parameter values.
Definition at line 122 of file FitResult.h.
Referenced by TBinomialEfficiencyFitter::Fit(), HFit::Fit(), TF1::SetFitResult(), and ROOT::Fit::UnBinFit().
bool ROOT::Fit::FitResult::IsParameterBound | ( | unsigned int | ipar | ) | const |
bool ROOT::Fit::FitResult::IsParameterFixed | ( | unsigned int | ipar | ) | const |
query if a parameter is fixed
Definition at line 422 of file FitResult.cxx.
Referenced by Print(), PrintCovMatrix(), and ROOT::Fit::FitConfig::SetFromFitResult().
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True if fit successful, otherwise false.
A fit is considered successful if the minimizer succeded in finding the minimum. It could happen that subsequent operations like error analysis (e.g. Minos) failed. In that case the status can be still true if the original minimization algorithm succeeded in finding the minimum. One can query in that case the minimizer return status using Status(). It is responability to the Minimizer class to tag a found minimum as valid or not and to produce also a status code.
Definition at line 119 of file FitResult.h.
Referenced by TBackCompFitter::GetErrors().
double ROOT::Fit::FitResult::LowerError | ( | unsigned int | i | ) | const |
lower Minos error. If Minos has not run for parameter i return the parabolic error
Definition at line 389 of file FitResult.cxx.
Referenced by RooMinimizerFcn::BackProp(), and TBackCompFitter::GetErrors().
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Return value of the objective function (chi2 or likelihood) used in the fit.
Definition at line 125 of file FitResult.h.
Referenced by DoUnBinFitVec(), TBinomialEfficiencyFitter::Fit(), TBackCompFitter::GetStats(), line3Dfit(), TF1::SetFitResult(), and testUnBin1DFit().
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minimization quantities
minimizer type
Definition at line 107 of file FitResult.h.
Referenced by ROOT::Fit::FitConfig::SetFromFitResult().
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Return pointer non const pointer to model (fit) function with fitted parameter values.
used by Fitter class
Definition at line 333 of file FitResult.h.
Referenced by TFitResult::TFitResult().
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Number of function calls to find minimum.
Definition at line 128 of file FitResult.h.
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Number of degree of freedom.
Definition at line 168 of file FitResult.h.
Referenced by TBinomialEfficiencyFitter::Fit(), HFit::Fit(), TF1::SetFitResult(), and ROOT::Fit::UnBinFit().
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get total number of free parameters
Definition at line 139 of file FitResult.h.
Referenced by TBinomialEfficiencyFitter::Fit(), TBackCompFitter::GetStats(), and TF1::SetFitResult().
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flag to chek if errors are normalized
Definition at line 304 of file FitResult.h.
Referenced by ROOT::Fit::FitConfig::SetFromFitResult().
void ROOT::Fit::FitResult::NormalizeErrors | ( | ) |
normalize errors using chi2/ndf for chi2 fits
Definition at line 363 of file FitResult.cxx.
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total number of parameters (abbreviation)
Definition at line 136 of file FitResult.h.
Referenced by TFitResult::GetCorrelationMatrix(), TFitResult::GetCovarianceMatrix(), TF1::SetFitResult(), and ROOT::Fit::FitConfig::SetFromFitResult().
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get total number of parameters
Definition at line 134 of file FitResult.h.
Referenced by TBackCompFitter::GetStats(), and NPar().
Assignment operator.
Definition at line 248 of file FitResult.cxx.
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parameter value by index
Definition at line 186 of file FitResult.h.
Referenced by TFractionFitter::GetResult(), and TF1::SetFitResult().
bool ROOT::Fit::FitResult::ParameterBounds | ( | unsigned int | ipar, |
double & | lower, | ||
double & | upper | ||
) | const |
retrieve parameter bounds - return false if parameter is not bound
Definition at line 426 of file FitResult.cxx.
Referenced by ROOT::Fit::FitConfig::SetFromFitResult().
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parameter values (return std::vector)
Definition at line 179 of file FitResult.h.
Referenced by TBinomialEfficiencyFitter::Fit(), HFit::Fit(), testHisto2DFit(), and ROOT::Fit::UnBinFit().
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parameter error by index
Definition at line 195 of file FitResult.h.
Referenced by TFitResult::Error().
std::string ROOT::Fit::FitResult::ParName | ( | unsigned int | i | ) | const |
name of the parameter
Definition at line 439 of file FitResult.cxx.
Referenced by GetParameterName(), and ROOT::Fit::FitConfig::SetFromFitResult().
print the result and optionaly covariance matrix and correlations
Definition at line 446 of file FitResult.cxx.
Referenced by combinedFit(), DoBinFit(), DoFit(), DoUnBinFit(), DoUnBinFitVec(), exampleFit3D(), HFit::Fit(), fit2DHist(), fit3DHist(), line3Dfit(), TFitResult::Print(), testGraphFit(), testHisto1DFit(), testHisto1DPolFit(), testHisto2DFit(), and testUnBin1DFit().
void ROOT::Fit::FitResult::PrintCovMatrix | ( | std::ostream & | os | ) | const |
print error matrix and correlations
Definition at line 501 of file FitResult.cxx.
Referenced by HFit::Fit(), Print(), and testHisto1DPolFit().
double ROOT::Fit::FitResult::Prob | ( | ) | const |
p value of the fit (chi2 probability)
Definition at line 377 of file FitResult.cxx.
Referenced by exampleFit3D().
set the Minos errors for parameter i (called by the Fitter class when running Minos)
Definition at line 403 of file FitResult.cxx.
Referenced by FillResult().
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Definition at line 334 of file FitResult.h.
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minimizer status code
Definition at line 142 of file FitResult.h.
Referenced by ClassImp(), TFractionFitter::ErrorAnalysis(), TBinomialEfficiencyFitter::Fit(), HFit::Fit(), and ROOT::Fit::UnBinFit().
bool ROOT::Fit::FitResult::Update | ( | const std::shared_ptr< ROOT::Math::Minimizer > & | min, |
bool | isValid, | ||
unsigned int | ncalls = 0 |
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Update the fit result with a new minimization status To be run only if same fit is performed with same configuration Note that in this case MINOS is not re-run.
If one wants to run also MINOS a new result must be created
Definition at line 291 of file FitResult.cxx.
double ROOT::Fit::FitResult::UpperError | ( | unsigned int | i | ) | const |
upper Minos error. If Minos has not run for parameter i return the parabolic error
Definition at line 396 of file FitResult.cxx.
Referenced by RooMinimizerFcn::BackProp(), and TBackCompFitter::GetErrors().
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parameter value by index
Definition at line 184 of file FitResult.h.
Referenced by RooMinimizerFcn::BackProp(), DoUnBinFit(), and ROOT::Fit::FitConfig::SetFromFitResult().
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Definition at line 337 of file FitResult.h.
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Definition at line 355 of file FitResult.h.
Referenced by FillResult(), FitResult(), IsParameterBound(), operator=(), and ParameterBounds().
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Definition at line 349 of file FitResult.h.
Referenced by Chi2(), FillResult(), GetConfidenceIntervals(), NormalizeErrors(), operator=(), Print(), and Prob().
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Definition at line 359 of file FitResult.h.
Referenced by Correlation(), CovMatrix(), FillResult(), GetCorrelationMatrix(), GetCovarianceMatrix(), NormalizeErrors(), operator=(), PrintCovMatrix(), and Update().
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Definition at line 346 of file FitResult.h.
Referenced by CovMatrixStatus(), FillResult(), operator=(), and Update().
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Definition at line 348 of file FitResult.h.
Referenced by Edm(), FillResult(), operator=(), Print(), and Update().
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Definition at line 358 of file FitResult.h.
Referenced by Correlation(), CovMatrix(), Error(), Errors(), FillResult(), FitResult(), GetCorrelationMatrix(), GetCovarianceMatrix(), GetErrors(), NormalizeErrors(), operator=(), ParError(), Print(), and Update().
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model function resulting from the fit.
Definition at line 353 of file FitResult.h.
Referenced by FittedBinData().
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objective function used for fitting
Definition at line 352 of file FitResult.h.
Referenced by FillResult(), FittedFunction(), GetConfidenceIntervals(), Index(), ModelFunction(), operator=(), ParName(), SetModelFunction(), and Update().
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data set used in the fit
Definition at line 354 of file FitResult.h.
Referenced by FillResult(), FitResult(), IsParameterFixed(), and operator=().
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Definition at line 360 of file FitResult.h.
Referenced by FillResult(), GlobalCC(), operator=(), and Update().
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Definition at line 350 of file FitResult.h.
Referenced by FillResult(), operator=(), and Update().
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Definition at line 362 of file FitResult.h.
Referenced by FillResult(), FitResult(), MinimizerType(), operator=(), and Print().
Definition at line 361 of file FitResult.h.
Referenced by HasMinosError(), LowerError(), operator=(), SetMinosError(), and UpperError().
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Definition at line 344 of file FitResult.h.
Referenced by FillResult(), NCalls(), operator=(), Print(), and Update().
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Definition at line 343 of file FitResult.h.
Referenced by FillResult(), GetConfidenceIntervals(), Ndf(), NormalizeErrors(), operator=(), Print(), and Prob().
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Definition at line 342 of file FitResult.h.
Referenced by FillResult(), FitResult(), NFreeParameters(), operator=(), and Update().
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Definition at line 341 of file FitResult.h.
Referenced by NormalizedErrors(), NormalizeErrors(), and operator=().
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minimizer object used for fitting
Definition at line 351 of file FitResult.h.
Referenced by operator=().
Definition at line 356 of file FitResult.h.
Referenced by FillResult(), FitResult(), operator=(), and ParameterBounds().
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Definition at line 357 of file FitResult.h.
Referenced by FillResult(), FitResult(), GetConfidenceIntervals(), GetParams(), Index(), IsEmpty(), NTotalParameters(), operator=(), Parameter(), Parameters(), Print(), PrintCovMatrix(), Update(), and Value().
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Definition at line 363 of file FitResult.h.
Referenced by FillResult(), FitResult(), operator=(), and ParName().
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Definition at line 345 of file FitResult.h.
Referenced by FillResult(), operator=(), Print(), Status(), TFitResult::TFitResult(), and Update().
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Definition at line 347 of file FitResult.h.
Referenced by FillResult(), MinFcnValue(), operator=(), Print(), and Update().
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Definition at line 340 of file FitResult.h.
Referenced by FillResult(), IsValid(), operator=(), Print(), PrintCovMatrix(), and Update().