ROOT 6.18/05 Reference Guide |
Fitter class, entry point for performing all type of fits.
Fits are performed using the generic ROOT::Fit::Fitter::Fit method. The inputs are the data points and a model function (using a ROOT::Math::IParamFunction) The result of the fit is returned and kept internally in the ROOT::Fit::FitResult class. The configuration of the fit (parameters, options, etc...) are specified in the ROOT::Math::FitConfig class. After fitting the config of the fit will be modified to have the new values the resulting parameter of the fit with step sizes equal to the errors. FitConfig can be preserved with initial parameters by calling FitConfig.SetUpdateAfterFit(false);
Public Types | |
typedef ROOT::Math::IMultiGenFunction | BaseFunc |
typedef ROOT::Math::IMultiGradFunction | BaseGradFunc |
typedef ROOT::Math::IParamGradFunction | IGradModel1DFunction |
typedef ROOT::Math::IParamMultiGradFunction | IGradModelFunction |
typedef ROOT::Math::IParamMultiGradFunction | IGradModelFunction_v |
typedef ROOT::Math::IParamFunction | IModel1DFunction |
typedef ROOT::Math::IParamMultiFunction | IModelFunction |
typedef ROOT::Math::IParamMultiFunction | IModelFunction_v |
template<class T > | |
using | IModelFunctionTempl = ROOT::Math::IParamMultiFunctionTempl< T > |
typedef 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 are specified in the parameter settings created before For the options same consideration as in the previous method More... | |
Public Member Functions | |
Fitter () | |
Default constructor. More... | |
Fitter (const std::shared_ptr< FitResult > &result) | |
Constructor from a result. More... | |
~Fitter () | |
Destructor. More... | |
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 only after a fit. More... | |
bool | CalculateHessErrors () |
perform an error analysis on the result using the Hessian Errors are obtaied from the inverse of the Hessian matrix To be called only after fitting and when a minimizer supporting the Hessian calculations is used otherwise an error (false) is returned. More... | |
bool | CalculateMinosErrors () |
perform an error analysis on the result using MINOS To be called only after fitting and when a minimizer supporting MINOS is used otherwise an error (false) is returned. More... | |
FitConfig & | Config () |
access to the configuration (non const method) More... | |
const FitConfig & | Config () const |
access to the fit configuration (const method) More... | |
bool | EvalFCN () |
Perform a simple FCN evaluation. More... | |
bool | Fit (const BinData &data, const ROOT::Fit::ExecutionPolicy &executionPolicy=ROOT::Fit::ExecutionPolicy::kSerial) |
Fit a binned data set using a least square fit (default method) More... | |
template<class Data , class Function , class cond = typename std::enable_if<!(std::is_same<Function, ROOT::Fit::ExecutionPolicy>::value || std::is_same<Function, int>::value), Function>::type> | |
bool | Fit (const Data &data, const Function &func, const ROOT::Fit::ExecutionPolicy &executionPolicy=ROOT::Fit::ExecutionPolicy::kSerial) |
fit a data set using any generic model function If data set is binned a least square fit is performed If data set is unbinned a maximum likelihood fit (not extended) is done Pre-requisite on the function: it must implement the 1D or multidimensional parametric function interface More... | |
bool | Fit (const std::shared_ptr< BinData > &data, const ROOT::Fit::ExecutionPolicy &executionPolicy=ROOT::Fit::ExecutionPolicy::kSerial) |
bool | Fit (const UnBinData &data, bool extended=false, const ROOT::Fit::ExecutionPolicy &executionPolicy=ROOT::Fit::ExecutionPolicy::kSerial) |
fit an unbinned data set using loglikelihood method More... | |
bool | FitFCN () |
Perform a fit with the previously set FCN function. More... | |
bool | FitFCN (const ROOT::Math::FitMethodFunction &fcn, const double *params=0) |
Fit using a FitMethodFunction interface. More... | |
bool | FitFCN (const ROOT::Math::FitMethodGradFunction &fcn, const double *params=0) |
Fit using a FitMethodGradFunction interface. More... | |
bool | FitFCN (const ROOT::Math::IMultiGenFunction &fcn, const double *params=0, unsigned int dataSize=0, bool chi2fit=false) |
Fit using the given FCN function represented by a multi-dimensional function interface (ROOT::Math::IMultiGenFunction). More... | |
bool | FitFCN (const ROOT::Math::IMultiGradFunction &fcn, const double *params=0, unsigned int dataSize=0, bool chi2fit=false) |
Fit using the given FCN function representing a multi-dimensional gradient function interface (ROOT::Math::IMultiGradFunction). More... | |
bool | FitFCN (MinuitFCN_t fcn, int npar=0, const double *params=0, unsigned int dataSize=0, bool chi2fit=false) |
template<class Function > | |
bool | FitFCN (unsigned int npar, Function &fcn, const double *params=0, unsigned int dataSize=0, bool chi2fit=false) |
Fit using the a generic FCN function as a C++ callable object implementing double () (const double *) Note that the function dimension (i.e. More... | |
ROOT::Math::IMultiGenFunction * | GetFCN () const |
return pointer to last used objective function (is NULL in case fit is not yet done) This pointer will be valid as far as the fitter class has not been deleted. More... | |
ROOT::Math::Minimizer * | GetMinimizer () const |
return pointer to last used minimizer (is NULL in case fit is not yet done) This pointer is guranteed to be valid as far as the fitter class is valid and a new fit is not redone. More... | |
bool | IsBinFit () const |
query if fit is binned. More... | |
bool | LeastSquareFit (const BinData &data) |
Fit a binned data set using a least square fit. More... | |
bool | LikelihoodFit (const BinData &data, bool extended=true, const ROOT::Fit::ExecutionPolicy &executionPolicy=ROOT::Fit::ExecutionPolicy::kSerial) |
Binned Likelihood fit. More... | |
template<class Data , class Function > | |
bool | LikelihoodFit (const Data &data, const Function &func, bool extended) |
fit a data set using any generic model function Pre-requisite on the function: More... | |
bool | LikelihoodFit (const std::shared_ptr< BinData > &data, bool extended=true, const ROOT::Fit::ExecutionPolicy &executionPolicy=ROOT::Fit::ExecutionPolicy::kSerial) |
bool | LikelihoodFit (const std::shared_ptr< UnBinData > &data, bool extended=false, const ROOT::Fit::ExecutionPolicy &executionPolicy=ROOT::Fit::ExecutionPolicy::kSerial) |
bool | LikelihoodFit (const UnBinData &data, bool extended=false, const ROOT::Fit::ExecutionPolicy &executionPolicy=ROOT::Fit::ExecutionPolicy::kSerial) |
Unbinned Likelihood fit. More... | |
bool | LinearFit (const BinData &data) |
do a linear fit on a set of bin-data More... | |
bool | LinearFit (const std::shared_ptr< BinData > &data) |
const FitResult & | Result () const |
get fit result More... | |
bool | SetFCN (const ROOT::Math::FitMethodFunction &fcn, const double *params=0) |
Set the objective function (FCN) using a FitMethodFunction interface. More... | |
bool | SetFCN (const ROOT::Math::FitMethodGradFunction &fcn, const double *params=0) |
Set the objective function (FCN) using a FitMethodGradFunction interface. More... | |
bool | SetFCN (const ROOT::Math::IMultiGenFunction &fcn, const double *params=0, unsigned int dataSize=0, bool chi2fit=false) |
Set the FCN function represented by a multi-dimensional function interface (ROOT::Math::IMultiGenFunction) and optionally the initial parameters See also note above for the initial parameters for FitFCN. More... | |
bool | SetFCN (const ROOT::Math::IMultiGradFunction &fcn, const double *params=0, unsigned int dataSize=0, bool chi2fit=false) |
Set the FCN function represented by a multi-dimensional gradient function interface (ROOT::Math::IMultiGenFunction) and optionally the initial parameters See also note above for the initial parameters for FitFCN. More... | |
bool | SetFCN (MinuitFCN_t fcn, int npar=0, const double *params=0, unsigned int dataSize=0, bool chi2fit=false) |
set objective function using user provided FCN with Minuit-like interface If npar = 0 it is assumed that the parameters are specified in the parameter settings created before For the options same consideration as in the previous method More... | |
template<class Function > | |
bool | SetFCN (unsigned int npar, Function &fcn, const double *params=0, unsigned int dataSize=0, bool chi2fit=false) |
Set a generic FCN function as a C++ callable object implementing double () (const double *) Note that the function dimension (i.e. More... | |
void | SetFunction (const IGradModel1DFunction &func, bool useGradient=true) |
Set the fitted function from 1D gradient parametric function interface. More... | |
void | SetFunction (const IGradModelFunction &func, bool useGradient=true) |
Set the fitted function (model function) from a parametric gradient function interface. More... | |
void | SetFunction (const IModel1DFunction &func, bool useGradient=false) |
Set the fitted function (model function) from a vectorized parametric function interface. More... | |
void | SetFunction (const IModelFunction &func, bool useGradient=false) |
Set the fitted function (model function) from a parametric function interface. More... | |
Protected Member Functions | |
bool | DoBinnedLikelihoodFit (bool extended=true, const ROOT::Fit::ExecutionPolicy &executionPolicy=ROOT::Fit::ExecutionPolicy::kSerial) |
binned likelihood fit More... | |
bool | DoInitMinimizer () |
bool | DoLeastSquareFit (const ROOT::Fit::ExecutionPolicy &executionPolicy=ROOT::Fit::ExecutionPolicy::kSerial) |
least square fit More... | |
bool | DoLinearFit () |
linear least square fit More... | |
bool | DoMinimization (const BaseFunc &f, const ROOT::Math::IMultiGenFunction *chifunc=0) |
do minimization More... | |
bool | DoMinimization (const ROOT::Math::IMultiGenFunction *chifunc=0) |
bool | DoUnbinnedLikelihoodFit (bool extended=false, const ROOT::Fit::ExecutionPolicy &executionPolicy=ROOT::Fit::ExecutionPolicy::kSerial) |
un-binned likelihood fit More... | |
void | DoUpdateFitConfig () |
void | ExamineFCN () |
look at the user provided FCN and get data and model function is they derive from ROOT::Fit FCN classes More... | |
template<class ObjFuncType > | |
bool | GetDataFromFCN () |
internal functions to get data set and model function from FCN useful for fits done with customized FCN classes More... | |
int | GetNCallsFromFCN () |
void | SetData (const FitData &data) |
template<class Data > | |
void | SetData (const std::shared_ptr< Data > &data) |
template<class T > | |
void | SetFunctionAndData (const IModelFunctionTempl< T > &func, const FitData &data) |
Private Member Functions | |
Fitter (const Fitter &) | |
Copy constructor (disabled, class is not copyable) More... | |
Fitter & | operator= (const Fitter &rhs) |
Assignment operator (disabled, class is not copyable) More... | |
Private Attributes | |
bool | fBinFit |
FitConfig | fConfig |
std::shared_ptr< ROOT::Fit::FitData > | fData |
pointer to used minimizer More... | |
int | fDataSize |
int | fFitType |
std::shared_ptr< IModelFunction > | fFunc |
copy of the fitted function containing on output the fit result More... | |
std::shared_ptr< IModelFunction_v > | fFunc_v |
std::shared_ptr< ROOT::Math::Minimizer > | fMinimizer |
pointer to the object containing the result of the fit More... | |
std::shared_ptr< ROOT::Math::IMultiGenFunction > | fObjFunction |
pointer to the fit data (binned or unbinned data) More... | |
std::shared_ptr< ROOT::Fit::FitResult > | fResult |
copy of the fitted function containing on output the fit result More... | |
bool | fUseGradient |
#include <Fit/Fitter.h>
using ROOT::Fit::Fitter::IModelFunctionTempl = ROOT::Math::IParamMultiFunctionTempl<T> |
ROOT::Fit::Fitter::Fitter | ( | ) |
Default constructor.
Definition at line 51 of file Fitter.cxx.
ROOT::Fit::Fitter::Fitter | ( | const std::shared_ptr< FitResult > & | result | ) |
Constructor from a result.
Definition at line 58 of file Fitter.cxx.
ROOT::Fit::Fitter::~Fitter | ( | ) |
Destructor.
Definition at line 70 of file Fitter.cxx.
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Copy constructor (disabled, class is not copyable)
Definition at line 77 of file Fitter.cxx.
bool ROOT::Fit::Fitter::ApplyWeightCorrection | ( | const ROOT::Math::IMultiGenFunction & | loglw2, |
bool | minimizeW2L = false |
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apply correction in the error matrix for the weights for likelihood fits This method can be called only after a fit.
The passed function (loglw2) is a log-likelihood function impelemented using the sum of weight squared When using FitConfig.SetWeightCorrection() this correction is applied automatically when doing a likelihood fit (binned or unbinned)
Definition at line 877 of file Fitter.cxx.
bool ROOT::Fit::Fitter::CalculateHessErrors | ( | ) |
perform an error analysis on the result using the Hessian Errors are obtaied from the inverse of the Hessian matrix To be called only after fitting and when a minimizer supporting the Hessian calculations is used otherwise an error (false) is returned.
A new FitResult with the Hessian result will be produced
Definition at line 620 of file Fitter.cxx.
bool ROOT::Fit::Fitter::CalculateMinosErrors | ( | ) |
perform an error analysis on the result using MINOS To be called only after fitting and when a minimizer supporting MINOS is used otherwise an error (false) is returned.
The result will be appended in the fit result class Optionally a vector of parameter indeces can be passed for selecting the parameters to analyse using FitConfig::SetMinosErrors
Definition at line 696 of file Fitter.cxx.
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binned likelihood fit
Definition at line 389 of file Fitter.cxx.
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Definition at line 761 of file Fitter.cxx.
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least square fit
Definition at line 330 of file Fitter.cxx.
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linear least square fit
Definition at line 603 of file Fitter.cxx.
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do minimization
Definition at line 840 of file Fitter.cxx.
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Definition at line 804 of file Fitter.cxx.
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un-binned likelihood fit
Definition at line 498 of file Fitter.cxx.
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Definition at line 851 of file Fitter.cxx.
bool ROOT::Fit::Fitter::EvalFCN | ( | ) |
Perform a simple FCN evaluation.
FitResult will be modified and contain the value of the FCN
Definition at line 311 of file Fitter.cxx.
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look at the user provided FCN and get data and model function is they derive from ROOT::Fit FCN classes
Definition at line 984 of file Fitter.cxx.
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fit a data set using any generic model function If data set is binned a least square fit is performed If data set is unbinned a maximum likelihood fit (not extended) is done Pre-requisite on the function: it must implement the 1D or multidimensional parametric function interface
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bool ROOT::Fit::Fitter::FitFCN | ( | ) |
Perform a fit with the previously set FCN function.
Require SetFCN before
Definition at line 296 of file Fitter.cxx.
bool ROOT::Fit::Fitter::FitFCN | ( | const ROOT::Math::FitMethodFunction & | fcn, |
const double * | params = 0 |
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Fit using a FitMethodFunction interface.
Same as method above, but now extra information can be taken from the function class
Definition at line 259 of file Fitter.cxx.
bool ROOT::Fit::Fitter::FitFCN | ( | const ROOT::Math::FitMethodGradFunction & | fcn, |
const double * | params = 0 |
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Fit using a FitMethodGradFunction interface.
Same as method above, but now extra information can be taken from the function class
bool ROOT::Fit::Fitter::FitFCN | ( | const ROOT::Math::IMultiGenFunction & | fcn, |
const double * | params = 0 , |
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unsigned int | dataSize = 0 , |
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bool | chi2fit = false |
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Fit using the given FCN function represented by a multi-dimensional function interface (ROOT::Math::IMultiGenFunction).
Give optionally the initial arameter values, data size to have the fit Ndf correctly set in the FitResult and flag specifying if it is a chi2 fit. Note that if the parameters values are not given (params=0) the current parameter settings are used. The parameter settings can be created before by using the FitConfig::SetParamsSetting. If they have not been created they are created automatically when the params pointer is not zero. Note that passing a params != 0 will set the parameter settings to the new value AND also the step sizes to some pre-defined value (stepsize = 0.3 * abs(parameter_value) )
Definition at line 243 of file Fitter.cxx.
bool ROOT::Fit::Fitter::FitFCN | ( | const ROOT::Math::IMultiGradFunction & | fcn, |
const double * | params = 0 , |
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unsigned int | dataSize = 0 , |
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bool | chi2fit = false |
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Fit using the given FCN function representing a multi-dimensional gradient function interface (ROOT::Math::IMultiGradFunction).
In this case the minimizer will use the gradient information provided by the function. For the options same consideration as in the previous method
Definition at line 252 of file Fitter.cxx.
bool ROOT::Fit::Fitter::FitFCN | ( | MinuitFCN_t | fcn, |
int | npar = 0 , |
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const double * | params = 0 , |
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unsigned int | dataSize = 0 , |
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bool | chi2fit = false |
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Definition at line 288 of file Fitter.cxx.
bool ROOT::Fit::Fitter::FitFCN | ( | unsigned int | npar, |
Function & | fcn, | ||
const double * | params = 0 , |
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unsigned int | dataSize = 0 , |
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bool | chi2fit = false |
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Fit using the a generic FCN function as a C++ callable object implementing double () (const double *) Note that the function dimension (i.e.
the number of parameter) is needed in this case For the options see documentation for following methods FitFCN(IMultiGenFunction & fcn,..)
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return pointer to last used objective function (is NULL in case fit is not yet done) This pointer will be valid as far as the fitter class has not been deleted.
To be used after the fitting. The pointer should not be stored and will be invalided after performing a new fitting. In this case a new instance of the function pointer will be re-created and can be obtained calling again GetFCN()
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return pointer to last used minimizer (is NULL in case fit is not yet done) This pointer is guranteed to be valid as far as the fitter class is valid and a new fit is not redone.
To be used only after fitting. The pointer should not be stored and will be invalided after performing a new fitting. In this case a new instance of ROOT::Math::Minimizer will be re-created and can be obtained calling again GetMinimizer()
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Definition at line 861 of file Fitter.cxx.
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Assignment operator (disabled, class is not copyable)
Definition at line 84 of file Fitter.cxx.
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bool ROOT::Fit::Fitter::SetFCN | ( | const ROOT::Math::FitMethodFunction & | fcn, |
const double * | params = 0 |
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Set the objective function (FCN) using a FitMethodFunction interface.
Same as method above, but now extra information can be taken from the function class
Definition at line 221 of file Fitter.cxx.
bool ROOT::Fit::Fitter::SetFCN | ( | const ROOT::Math::FitMethodGradFunction & | fcn, |
const double * | params = 0 |
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Set the objective function (FCN) using a FitMethodGradFunction interface.
Same as method above, but now extra information can be taken from the function class
bool ROOT::Fit::Fitter::SetFCN | ( | const ROOT::Math::IMultiGenFunction & | fcn, |
const double * | params = 0 , |
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unsigned int | dataSize = 0 , |
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bool | chi2fit = false |
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Set the FCN function represented by a multi-dimensional function interface (ROOT::Math::IMultiGenFunction) and optionally the initial parameters See also note above for the initial parameters for FitFCN.
Definition at line 181 of file Fitter.cxx.
bool ROOT::Fit::Fitter::SetFCN | ( | const ROOT::Math::IMultiGradFunction & | fcn, |
const double * | params = 0 , |
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unsigned int | dataSize = 0 , |
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bool | chi2fit = false |
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Set the FCN function represented by a multi-dimensional gradient function interface (ROOT::Math::IMultiGenFunction) and optionally the initial parameters See also note above for the initial parameters for FitFCN.
Definition at line 213 of file Fitter.cxx.
bool ROOT::Fit::Fitter::SetFCN | ( | MinuitFCN_t | fcn, |
int | npar = 0 , |
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const double * | params = 0 , |
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unsigned int | dataSize = 0 , |
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bool | chi2fit = false |
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set objective function using user provided FCN with Minuit-like interface If npar = 0 it is assumed that the parameters are specified in the parameter settings created before For the options same consideration as in the previous method
Definition at line 272 of file Fitter.cxx.
bool ROOT::Fit::Fitter::SetFCN | ( | unsigned int | npar, |
Function & | fcn, | ||
const double * | params = 0 , |
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unsigned int | dataSize = 0 , |
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bool | chi2fit = false |
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Set a generic FCN function as a C++ callable object implementing double () (const double *) Note that the function dimension (i.e.
the number of parameter) is needed in this case For the options see documentation for following methods FitFCN(IMultiGenFunction & fcn,..)
void ROOT::Fit::Fitter::SetFunction | ( | const IGradModel1DFunction & | func, |
bool | useGradient = true |
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Set the fitted function from 1D gradient parametric function interface.
Definition at line 168 of file Fitter.cxx.
void ROOT::Fit::Fitter::SetFunction | ( | const IGradModelFunction & | func, |
bool | useGradient = true |
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Set the fitted function (model function) from a parametric gradient function interface.
Definition at line 154 of file Fitter.cxx.
void ROOT::Fit::Fitter::SetFunction | ( | const IModel1DFunction & | func, |
bool | useGradient = false |
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Set the fitted function (model function) from a vectorized parametric function interface.
Set the fitted function from a parametric 1D function interface
Definition at line 130 of file Fitter.cxx.
void ROOT::Fit::Fitter::SetFunction | ( | const IModelFunction & | func, |
bool | useGradient = false |
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Set the fitted function (model function) from a parametric function interface.
Definition at line 103 of file Fitter.cxx.
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