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Reference Guide
MinuitWrapper.cxx
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1 // @(#)root/tmva $Id$
2 // Author: Peter Speckmayer
3 
4 /**********************************************************************************
5  * Project: TMVA - a Root-integrated toolkit for multivariate data analysis *
6  * Package: TMVA *
7  * Class : MinuitWrapper *
8  * Web : http://tmva.sourceforge.net *
9  * *
10  * Description: *
11  * Implementation *
12  * *
13  * Authors (alphabetical): *
14  * Peter Speckmayer <peter.speckmayer@cern.ch> - CERN, Switzerland *
15  * *
16  * Copyright (c) 2005: *
17  * CERN, Switzerland *
18  * MPI-K Heidelberg, Germany *
19  * *
20  * Redistribution and use in source and binary forms, with or without *
21  * modification, are permitted according to the terms listed in LICENSE *
22  * (http://tmva.sourceforge.net/LICENSE) *
23  **********************************************************************************/
24 
25 /*! \class TMVA::MinuitWrapper
26 \ingroup TMVA
27 Wrapper around MINUIT
28 */
29 #include "TMVA/MinuitWrapper.h"
30 
31 #include "TMVA/IFitterTarget.h"
32 
34 
35 ////////////////////////////////////////////////////////////////////////////////
36 /// constructor
37 
39 : TMinuit( maxpar ),
40  fFitterTarget( target ),
41  fNumPar( maxpar )
42 {
43  for ( Int_t i=0; i< maxpar; i++ ) {
44  fParameters.push_back(0.0);
45  }
46 }
47 
48 ////////////////////////////////////////////////////////////////////////////////
49 /// std::vector<Double_t> parameters( npar );
50 
52 {
53  for (Int_t ipar=0; ipar<fNumPar; ipar++) fParameters[ipar] = par[ipar];
54 
56  return 0;
57 }
58 
59 ////////////////////////////////////////////////////////////////////////////////
60 /// Execute a fitter command;
61 /// command : command string
62 /// args : list of nargs command arguments
63 
64 Int_t TMVA::MinuitWrapper::ExecuteCommand(const char *command, Double_t *args, Int_t nargs)
65 {
66  Int_t ierr = 0;
67  mnexcm(command,args,nargs,ierr);
68  return ierr;
69 }
70 
71 ////////////////////////////////////////////////////////////////////////////////
72 /// reset the fitter environment
73 
75 {
76  // reset the internal Minuit random generator to its initial state
77  Double_t val = 3;
78  Int_t inseed = 12345;
79  mnrn15(val,inseed);
80 }
81 
82 ////////////////////////////////////////////////////////////////////////////////
83 /// return global fit parameters
84 /// - amin : chisquare
85 /// - edm : estimated distance to minimum
86 /// - errdef
87 /// - nvpar : number of variable parameters
88 /// - nparx : total number of parameters
89 
91 {
92  Int_t ierr = 0;
93  mnstat(amin,edm,errdef,nvpar,nparx,ierr);
94  return ierr;
95 }
96 
97 ////////////////////////////////////////////////////////////////////////////////
98 /// return current errors for a parameter
99 /// - ipar : parameter number
100 /// - eplus : upper error
101 /// - eminus : lower error
102 /// - eparab : parabolic error
103 /// - globcc : global correlation coefficient
104 
106 {
107  Int_t ierr = 0;
108  mnerrs(ipar, eplus,eminus,eparab,globcc);
109  return ierr;
110 }
111 
112 ////////////////////////////////////////////////////////////////////////////////
113 /// set initial values for a parameter
114 /// - ipar : parameter number
115 /// - parname : parameter name
116 /// - value : initial parameter value
117 /// - verr : initial error for this parameter
118 /// - vlow : lower value for the parameter
119 /// - vhigh : upper value for the parameter
120 
121 Int_t TMVA::MinuitWrapper::SetParameter(Int_t ipar,const char *parname,Double_t value,Double_t verr,Double_t vlow, Double_t vhigh)
122 {
123  // if (fCovar) {delete [] fCovar; fCovar = 0;}
124  Int_t ierr = 0;
125  mnparm(ipar,parname,value,verr,vlow,vhigh,ierr);
126  return ierr;
127 }
128 
129 ////////////////////////////////////////////////////////////////////////////////
130 /// produces a clone of this MinuitWrapper
131 
132 TObject *TMVA::MinuitWrapper::Clone(char const* newname) const
133 {
134  MinuitWrapper *named = (MinuitWrapper*)TNamed::Clone(newname);
135  named->fFitterTarget = fFitterTarget;
136  return 0;
137 }
Int_t GetStats(Double_t &amin, Double_t &edm, Double_t &errdef, Int_t &nvpar, Int_t &nparx)
return global fit parameters
double par[1]
Definition: unuranDistr.cxx:38
virtual void mnstat(Double_t &fmin, Double_t &fedm, Double_t &errdef, Int_t &npari, Int_t &nparx, Int_t &istat)
Returns concerning the current status of the minimization.
Definition: TMinuit.cxx:7645
virtual Double_t EstimatorFunction(std::vector< Double_t > &parameters)=0
Int_t SetParameter(Int_t ipar, const char *parname, Double_t value, Double_t verr, Double_t vlow, Double_t vhigh)
set initial values for a parameter
Implementation in C++ of the Minuit package written by Fred James.
Definition: TMinuit.h:27
Int_t GetErrors(Int_t ipar, Double_t &eplus, Double_t &eminus, Double_t &eparab, Double_t &globcc)
return current errors for a parameter
const char Option_t
Definition: RtypesCore.h:62
IFitterTarget & fFitterTarget
Definition: MinuitWrapper.h:64
int Int_t
Definition: RtypesCore.h:41
Int_t Eval(Int_t, Double_t *, Double_t &, Double_t *, Int_t)
std::vector<Double_t> parameters( npar );
Wrapper around MINUIT.
Definition: MinuitWrapper.h:45
TObject * Clone(char const *) const
produces a clone of this MinuitWrapper
virtual void mnrn15(Double_t &val, Int_t &inseed)
This is a super-portable random number generator.
Definition: TMinuit.cxx:6626
void Clear(Option_t *=0)
reset the fitter environment
virtual void mnparm(Int_t k, TString cnamj, Double_t uk, Double_t wk, Double_t a, Double_t b, Int_t &ierflg)
Implements one parameter definition.
Definition: TMinuit.cxx:5674
virtual void mnerrs(Int_t number, Double_t &eplus, Double_t &eminus, Double_t &eparab, Double_t &gcc)
Utility routine to get MINOS errors.
Definition: TMinuit.cxx:2587
std::vector< Double_t > fParameters
Definition: MinuitWrapper.h:65
#define ClassImp(name)
Definition: Rtypes.h:336
double f(double x)
double Double_t
Definition: RtypesCore.h:55
virtual void mnexcm(const char *comand, Double_t *plist, Int_t llist, Int_t &ierflg)
Interprets a command and takes appropriate action.
Definition: TMinuit.cxx:2673
virtual TObject * Clone(const char *newname="") const
Make a clone of an object using the Streamer facility.
Definition: TNamed.cxx:65
Mother of all ROOT objects.
Definition: TObject.h:37
Abstract ClassifierFactory template that handles arbitrary types.
Interface for a fitter &#39;target&#39;.
Definition: IFitterTarget.h:44
Int_t ExecuteCommand(const char *command, Double_t *args, Int_t nargs)
Execute a fitter command; command : command string args : list of nargs command arguments.