RooMinimizer is a wrapper class around ROOT::Fit:Fitter that provides a seamless interface between the minimizer functionality and the native RooFit interface.
By default the Minimizer is MINUIT. RooMinimizer can minimize any RooAbsReal function with respect to its parameters. Usual choices for minimization are RooNLLVar and RooChi2Var RooMinimizer has methods corresponding to MINUIT functions like hesse(), migrad(), minos() etc. In each of these function calls the state of the MINUIT engine is synchronized with the state of the RooFit variables: any change in variables, change in the constant status etc is forwarded to MINUIT prior to execution of the MINUIT call. Afterwards the RooFit objects are resynchronized with the output state of MINUIT: changes parameter values, errors are propagated. Various methods are available to control verbosity, profiling, automatic PDF optimization.
Definition at line 38 of file RooMinimizer.h.
Public Types | |
enum | PrintLevel { None =-1 , Reduced =0 , Normal =1 , ExtraForProblem =2 , Maximum =3 } |
enum | Strategy { Speed =0 , Balance =1 , Robustness =2 } |
Public Types inherited from TObject | |
enum | { kIsOnHeap = 0x01000000 , kNotDeleted = 0x02000000 , kZombie = 0x04000000 , kInconsistent = 0x08000000 , kBitMask = 0x00ffffff } |
enum | { kSingleKey = BIT(0) , kOverwrite = BIT(1) , kWriteDelete = BIT(2) } |
enum | EDeprecatedStatusBits { kObjInCanvas = BIT(3) } |
enum | EStatusBits { kCanDelete = BIT(0) , kMustCleanup = BIT(3) , kIsReferenced = BIT(4) , kHasUUID = BIT(5) , kCannotPick = BIT(6) , kNoContextMenu = BIT(8) , kInvalidObject = BIT(13) } |
Public Member Functions | |
RooMinimizer (RooAbsReal &function) | |
Construct MINUIT interface to given function. More... | |
virtual | ~RooMinimizer () |
Destructor. More... | |
RooPlot * | contour (RooRealVar &var1, RooRealVar &var2, Double_t n1=1, Double_t n2=2, Double_t n3=0, Double_t n4=0, Double_t n5=0, Double_t n6=0, unsigned int npoints=50) |
Create and draw a TH2 with the error contours in the parameters var1 and var2 . More... | |
Int_t | evalCounter () const |
RooFitResult * | fit (const char *options) |
Parse traditional RooAbsPdf::fitTo driver options. More... | |
ROOT::Fit::Fitter * | fitter () |
Return underlying ROOT fitter object. More... | |
const ROOT::Fit::Fitter * | fitter () const |
Return underlying ROOT fitter object. More... | |
Int_t | hesse () |
Execute HESSE. More... | |
Int_t | improve () |
Execute IMPROVE. More... | |
Int_t | migrad () |
Execute MIGRAD. More... | |
Int_t | minimize (const char *type, const char *alg=0) |
Minimise the function passed in the constructor. More... | |
Int_t | minos () |
Execute MINOS. More... | |
Int_t | minos (const RooArgSet &minosParamList) |
Execute MINOS for given list of parameters. More... | |
void | optimizeConst (Int_t flag) |
If flag is true, perform constant term optimization on function being minimized. More... | |
RooFitResult * | save (const char *name=0, const char *title=0) |
Save and return a RooFitResult snaphot of current minimizer status. More... | |
void | saveStatus (const char *label, Int_t status) |
Int_t | seek () |
Execute SEEK. More... | |
void | setEps (Double_t eps) |
Change MINUIT epsilon. More... | |
void | setErrorLevel (Double_t level) |
Set the level for MINUIT error analysis to the given value. More... | |
void | setEvalErrorWall (Bool_t flag) |
Bool_t | setLogFile (const char *logf=0) |
void | setMaxFunctionCalls (Int_t n) |
Change maximum number of likelihood function calss from MINUIT (RooMinimizer default 500 * #parameters) More... | |
void | setMaxIterations (Int_t n) |
Change maximum number of MINUIT iterations (RooMinimizer default 500 * #parameters) More... | |
void | setMinimizerType (const char *type) |
Choose the minimiser algorithm. More... | |
void | setOffsetting (Bool_t flag) |
Enable internal likelihood offsetting for enhanced numeric precision. More... | |
void | setPrintEvalErrors (Int_t numEvalErrors) |
Int_t | setPrintLevel (Int_t newLevel) |
Change the MINUIT internal printing level. More... | |
void | setProfile (Bool_t flag=kTRUE) |
void | setStrategy (Int_t strat) |
Change MINUIT strategy to istrat. More... | |
void | setVerbose (Bool_t flag=kTRUE) |
Int_t | simplex () |
Execute SIMPLEX. More... | |
void | zeroEvalCount () |
Public Member Functions inherited from TObject | |
TObject () | |
TObject constructor. More... | |
TObject (const TObject &object) | |
TObject copy ctor. More... | |
virtual | ~TObject () |
TObject destructor. More... | |
void | AbstractMethod (const char *method) const |
Use this method to implement an "abstract" method that you don't want to leave purely abstract. More... | |
virtual void | AppendPad (Option_t *option="") |
Append graphics object to current pad. More... | |
virtual void | Browse (TBrowser *b) |
Browse object. May be overridden for another default action. More... | |
ULong_t | CheckedHash () |
Check and record whether this class has a consistent Hash/RecursiveRemove setup (*) and then return the regular Hash value for this object. More... | |
virtual const char * | ClassName () const |
Returns name of class to which the object belongs. More... | |
virtual void | Clear (Option_t *="") |
virtual TObject * | Clone (const char *newname="") const |
Make a clone of an object using the Streamer facility. More... | |
virtual Int_t | Compare (const TObject *obj) const |
Compare abstract method. More... | |
virtual void | Copy (TObject &object) const |
Copy this to obj. More... | |
virtual void | Delete (Option_t *option="") |
Delete this object. More... | |
virtual Int_t | DistancetoPrimitive (Int_t px, Int_t py) |
Computes distance from point (px,py) to the object. More... | |
virtual void | Draw (Option_t *option="") |
Default Draw method for all objects. More... | |
virtual void | DrawClass () const |
Draw class inheritance tree of the class to which this object belongs. More... | |
virtual TObject * | DrawClone (Option_t *option="") const |
Draw a clone of this object in the current selected pad for instance with: gROOT->SetSelectedPad(gPad) . More... | |
virtual void | Dump () const |
Dump contents of object on stdout. More... | |
virtual void | Error (const char *method, const char *msgfmt,...) const |
Issue error message. More... | |
virtual void | Execute (const char *method, const char *params, Int_t *error=0) |
Execute method on this object with the given parameter string, e.g. More... | |
virtual void | Execute (TMethod *method, TObjArray *params, Int_t *error=0) |
Execute method on this object with parameters stored in the TObjArray. More... | |
virtual void | ExecuteEvent (Int_t event, Int_t px, Int_t py) |
Execute action corresponding to an event at (px,py). More... | |
virtual void | Fatal (const char *method, const char *msgfmt,...) const |
Issue fatal error message. More... | |
virtual TObject * | FindObject (const char *name) const |
Must be redefined in derived classes. More... | |
virtual TObject * | FindObject (const TObject *obj) const |
Must be redefined in derived classes. More... | |
virtual Option_t * | GetDrawOption () const |
Get option used by the graphics system to draw this object. More... | |
virtual const char * | GetIconName () const |
Returns mime type name of object. More... | |
virtual const char * | GetName () const |
Returns name of object. More... | |
virtual char * | GetObjectInfo (Int_t px, Int_t py) const |
Returns string containing info about the object at position (px,py). More... | |
virtual Option_t * | GetOption () const |
virtual const char * | GetTitle () const |
Returns title of object. More... | |
virtual UInt_t | GetUniqueID () const |
Return the unique object id. More... | |
virtual Bool_t | HandleTimer (TTimer *timer) |
Execute action in response of a timer timing out. More... | |
virtual ULong_t | Hash () const |
Return hash value for this object. More... | |
Bool_t | HasInconsistentHash () const |
Return true is the type of this object is known to have an inconsistent setup for Hash and RecursiveRemove (i.e. More... | |
virtual void | Info (const char *method, const char *msgfmt,...) const |
Issue info message. More... | |
virtual Bool_t | InheritsFrom (const char *classname) const |
Returns kTRUE if object inherits from class "classname". More... | |
virtual Bool_t | InheritsFrom (const TClass *cl) const |
Returns kTRUE if object inherits from TClass cl. More... | |
virtual void | Inspect () const |
Dump contents of this object in a graphics canvas. More... | |
void | InvertBit (UInt_t f) |
virtual Bool_t | IsEqual (const TObject *obj) const |
Default equal comparison (objects are equal if they have the same address in memory). More... | |
virtual Bool_t | IsFolder () const |
Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). More... | |
R__ALWAYS_INLINE Bool_t | IsOnHeap () const |
virtual Bool_t | IsSortable () const |
R__ALWAYS_INLINE Bool_t | IsZombie () const |
virtual void | ls (Option_t *option="") const |
The ls function lists the contents of a class on stdout. More... | |
void | MayNotUse (const char *method) const |
Use this method to signal that a method (defined in a base class) may not be called in a derived class (in principle against good design since a child class should not provide less functionality than its parent, however, sometimes it is necessary). More... | |
virtual Bool_t | Notify () |
This method must be overridden to handle object notification. More... | |
void | Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const |
Use this method to declare a method obsolete. More... | |
void | operator delete (void *ptr) |
Operator delete. More... | |
void | operator delete[] (void *ptr) |
Operator delete []. More... | |
void * | operator new (size_t sz) |
void * | operator new (size_t sz, void *vp) |
void * | operator new[] (size_t sz) |
void * | operator new[] (size_t sz, void *vp) |
TObject & | operator= (const TObject &rhs) |
TObject assignment operator. More... | |
virtual void | Paint (Option_t *option="") |
This method must be overridden if a class wants to paint itself. More... | |
virtual void | Pop () |
Pop on object drawn in a pad to the top of the display list. More... | |
virtual void | Print (Option_t *option="") const |
This method must be overridden when a class wants to print itself. More... | |
virtual Int_t | Read (const char *name) |
Read contents of object with specified name from the current directory. More... | |
virtual void | RecursiveRemove (TObject *obj) |
Recursively remove this object from a list. More... | |
void | ResetBit (UInt_t f) |
virtual void | SaveAs (const char *filename="", Option_t *option="") const |
Save this object in the file specified by filename. More... | |
virtual void | SavePrimitive (std::ostream &out, Option_t *option="") |
Save a primitive as a C++ statement(s) on output stream "out". More... | |
void | SetBit (UInt_t f) |
void | SetBit (UInt_t f, Bool_t set) |
Set or unset the user status bits as specified in f. More... | |
virtual void | SetDrawOption (Option_t *option="") |
Set drawing option for object. More... | |
virtual void | SetUniqueID (UInt_t uid) |
Set the unique object id. More... | |
virtual void | SysError (const char *method, const char *msgfmt,...) const |
Issue system error message. More... | |
R__ALWAYS_INLINE Bool_t | TestBit (UInt_t f) const |
Int_t | TestBits (UInt_t f) const |
virtual void | UseCurrentStyle () |
Set current style settings in this object This function is called when either TCanvas::UseCurrentStyle or TROOT::ForceStyle have been invoked. More... | |
virtual void | Warning (const char *method, const char *msgfmt,...) const |
Issue warning message. More... | |
virtual Int_t | Write (const char *name=0, Int_t option=0, Int_t bufsize=0) |
Write this object to the current directory. More... | |
virtual Int_t | Write (const char *name=0, Int_t option=0, Int_t bufsize=0) const |
Write this object to the current directory. More... | |
Static Public Member Functions | |
static void | cleanup () |
Cleanup method called by atexit handler installed by RooSentinel to delete all global heap objects when the program is terminated. More... | |
static RooFitResult * | lastMinuitFit (const RooArgList &varList=RooArgList()) |
Static Public Member Functions inherited from TObject | |
static Long_t | GetDtorOnly () |
Return destructor only flag. More... | |
static Bool_t | GetObjectStat () |
Get status of object stat flag. More... | |
static void | SetDtorOnly (void *obj) |
Set destructor only flag. More... | |
static void | SetObjectStat (Bool_t stat) |
Turn on/off tracking of objects in the TObjectTable. More... | |
Protected Member Functions | |
void | applyCovarianceMatrix (TMatrixDSym &V) |
Apply results of given external covariance matrix. More... | |
RooMinimizerFcn * | fitterFcn () |
const RooMinimizerFcn * | fitterFcn () const |
Int_t | getNPar () const |
std::ofstream * | logfile () |
Double_t & | maxFCN () |
void | profileStart () |
Start profiling timer. More... | |
void | profileStop () |
Stop profiling timer and report results of last session. More... | |
Protected Member Functions inherited from TObject | |
virtual void | DoError (int level, const char *location, const char *fmt, va_list va) const |
Interface to ErrorHandler (protected). More... | |
void | MakeZombie () |
Private Member Functions | |
RooMinimizer (const RooMinimizer &) | |
Private Attributes | |
TStopwatch | _cumulTimer |
TMatrixDSym * | _extV |
RooMinimizerFcn * | _fcn |
RooAbsReal * | _func |
std::string | _minimizerType |
Bool_t | _optConst |
Int_t | _printLevel |
Bool_t | _profile |
Bool_t | _profileStart |
Int_t | _status |
std::vector< std::pair< std::string, int > > | _statusHistory |
TStopwatch | _timer |
Bool_t | _verbose |
Static Private Attributes | |
static ROOT::Fit::Fitter * | _theFitter = 0 |
Friends | |
class | RooAbsPdf |
Additional Inherited Members | |
Protected Types inherited from TObject | |
enum | { kOnlyPrepStep = BIT(3) } |
#include <RooMinimizer.h>
Enumerator | |
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None | |
Reduced | |
Normal | |
ExtraForProblem | |
Maximum |
Definition at line 45 of file RooMinimizer.h.
Enumerator | |
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Speed | |
Balance | |
Robustness |
Definition at line 44 of file RooMinimizer.h.
RooMinimizer::RooMinimizer | ( | RooAbsReal & | function | ) |
Construct MINUIT interface to given function.
Function can be anything, but is typically a -log(likelihood) implemented by RooNLLVar or a chi^2 (implemented by RooChi2Var). Other frequent use cases are a RooAddition of a RooNLLVar plus a penalty or constraint term. This class propagates all RooFit information (floating parameters, their values and errors) to MINUIT before each MINUIT call and propagates all MINUIT information back to the RooFit object at the end of each call (updated parameter values, their (asymmetric errors) etc. The default MINUIT error level for HESSE and MINOS error analysis is taken from the defaultErrorLevel() value of the input function.
Definition at line 112 of file RooMinimizer.cxx.
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Destructor.
Definition at line 158 of file RooMinimizer.cxx.
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Apply results of given external covariance matrix.
i.e. propagate its errors to all RRV parameter representations and give this matrix instead of the HESSE matrix at the next save() call
Definition at line 843 of file RooMinimizer.cxx.
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Cleanup method called by atexit handler installed by RooSentinel to delete all global heap objects when the program is terminated.
Definition at line 90 of file RooMinimizer.cxx.
RooPlot * RooMinimizer::contour | ( | RooRealVar & | var1, |
RooRealVar & | var2, | ||
Double_t | n1 = 1 , |
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Double_t | n2 = 2 , |
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Double_t | n3 = 0 , |
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Double_t | n4 = 0 , |
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Double_t | n5 = 0 , |
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Double_t | n6 = 0 , |
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unsigned int | npoints = 50 |
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Create and draw a TH2 with the error contours in the parameters var1
and var2
.
[in] | var1 | The first parameter (x axis). |
[in] | var2 | The second parameter (y axis). |
[in] | n1 | First contour. |
[in] | n2 | Optional contour. 0 means don't draw. |
[in] | n3 | Optional contour. 0 means don't draw. |
[in] | n4 | Optional contour. 0 means don't draw. |
[in] | n5 | Optional contour. 0 means don't draw. |
[in] | n6 | Optional contour. 0 means don't draw. |
[in] | npoints | Number of points for evaluating the contour. |
Up to six contours can be drawn using the arguments n1
to n6
to request the desired coverage in units of \( \sigma = n^2 \cdot \mathrm{ErrorDef} \). See ROOT::Math::Minimizer::ErrorDef().
Definition at line 712 of file RooMinimizer.cxx.
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Definition at line 85 of file RooMinimizer.h.
RooFitResult * RooMinimizer::fit | ( | const char * | options | ) |
Parse traditional RooAbsPdf::fitTo driver options.
m - Run Migrad only h - Run Hesse to estimate errors v - Verbose mode l - Log parameters after each Minuit steps to file t - Activate profile timer r - Save fit result 0 - Run Migrad with strategy 0
Definition at line 285 of file RooMinimizer.cxx.
ROOT::Fit::Fitter * RooMinimizer::fitter | ( | ) |
Return underlying ROOT fitter object.
Definition at line 258 of file RooMinimizer.cxx.
const ROOT::Fit::Fitter * RooMinimizer::fitter | ( | ) | const |
Return underlying ROOT fitter object.
Definition at line 267 of file RooMinimizer.cxx.
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Definition at line 104 of file RooMinimizer.h.
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Definition at line 103 of file RooMinimizer.h.
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Definition at line 99 of file RooMinimizer.h.
Int_t RooMinimizer::hesse | ( | ) |
Execute HESSE.
Changes in parameter values and calculated errors are automatically propagated back the RooRealVars representing the floating parameters in the MINUIT operation.
Definition at line 375 of file RooMinimizer.cxx.
Int_t RooMinimizer::improve | ( | ) |
Execute IMPROVE.
Changes in parameter values and calculated errors are automatically propagated back the RooRealVars representing the floating parameters in the MINUIT operation.
Definition at line 567 of file RooMinimizer.cxx.
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Definition at line 852 of file RooMinimizer.cxx.
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Definition at line 100 of file RooMinimizer.h.
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Definition at line 101 of file RooMinimizer.h.
Int_t RooMinimizer::migrad | ( | ) |
Execute MIGRAD.
Changes in parameter values and calculated errors are automatically propagated back the RooRealVars representing the floating parameters in the MINUIT operation.
Definition at line 346 of file RooMinimizer.cxx.
Int_t RooMinimizer::minimize | ( | const char * | type, |
const char * | alg = 0 |
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) |
Minimise the function passed in the constructor.
[in] | type | Type of fitter to use, e.g. "Minuit" "Minuit2". |
[in] | alg | Fit algorithm to use. (Optional) |
Definition at line 314 of file RooMinimizer.cxx.
Int_t RooMinimizer::minos | ( | ) |
Execute MINOS.
Changes in parameter values and calculated errors are automatically propagated back the RooRealVars representing the floating parameters in the MINUIT operation.
Definition at line 412 of file RooMinimizer.cxx.
Execute MINOS for given list of parameters.
Changes in parameter values and calculated errors are automatically propagated back the RooRealVars representing the floating parameters in the MINUIT operation.
Definition at line 450 of file RooMinimizer.cxx.
If flag is true, perform constant term optimization on function being minimized.
Definition at line 605 of file RooMinimizer.cxx.
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Start profiling timer.
Definition at line 811 of file RooMinimizer.cxx.
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Stop profiling timer and report results of last session.
Definition at line 824 of file RooMinimizer.cxx.
RooFitResult * RooMinimizer::save | ( | const char * | userName = 0 , |
const char * | userTitle = 0 |
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) |
Save and return a RooFitResult snaphot of current minimizer status.
This snapshot contains the values of all constant parameters, the value of all floating parameters at RooMinimizer construction and after the last MINUIT operation, the MINUIT status, variance quality, EDM setting, number of calls with evaluation problems, the minimized function value and the full correlation matrix
Definition at line 637 of file RooMinimizer.cxx.
Definition at line 83 of file RooMinimizer.h.
Int_t RooMinimizer::seek | ( | ) |
Execute SEEK.
Changes in parameter values and calculated errors are automatically propagated back the RooRealVars representing the floating parameters in the MINUIT operation.
Definition at line 509 of file RooMinimizer.cxx.
Change MINUIT epsilon.
Definition at line 227 of file RooMinimizer.cxx.
Set the level for MINUIT error analysis to the given value.
This function overrides the default value that is taken in the RooMinimizer constructor from the defaultErrorLevel() method of the input function
Definition at line 216 of file RooMinimizer.cxx.
Definition at line 50 of file RooMinimizer.h.
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Definition at line 76 of file RooMinimizer.h.
Change maximum number of likelihood function calss from MINUIT (RooMinimizer default 500 * #parameters)
Definition at line 202 of file RooMinimizer.cxx.
Change maximum number of MINUIT iterations (RooMinimizer default 500 * #parameters)
Definition at line 190 of file RooMinimizer.cxx.
void RooMinimizer::setMinimizerType | ( | const char * | type | ) |
Choose the minimiser algorithm.
Definition at line 247 of file RooMinimizer.cxx.
Enable internal likelihood offsetting for enhanced numeric precision.
Definition at line 237 of file RooMinimizer.cxx.
Definition at line 73 of file RooMinimizer.h.
Change the MINUIT internal printing level.
Definition at line 593 of file RooMinimizer.cxx.
Definition at line 75 of file RooMinimizer.h.
Change MINUIT strategy to istrat.
Accepted codes are 0,1,2 and represent MINUIT strategies for dealing most efficiently with fast FCNs (0), expensive FCNs (2) and 'intermediate' FCNs (1)
Definition at line 178 of file RooMinimizer.cxx.
Definition at line 74 of file RooMinimizer.h.
Int_t RooMinimizer::simplex | ( | ) |
Execute SIMPLEX.
Changes in parameter values and calculated errors are automatically propagated back the RooRealVars representing the floating parameters in the MINUIT operation.
Definition at line 538 of file RooMinimizer.cxx.
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Definition at line 86 of file RooMinimizer.h.
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Definition at line 93 of file RooMinimizer.h.
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Definition at line 116 of file RooMinimizer.h.
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Definition at line 119 of file RooMinimizer.h.
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Definition at line 121 of file RooMinimizer.h.
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Definition at line 112 of file RooMinimizer.h.
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Definition at line 122 of file RooMinimizer.h.
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Definition at line 110 of file RooMinimizer.h.
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Definition at line 108 of file RooMinimizer.h.
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Definition at line 111 of file RooMinimizer.h.
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Definition at line 117 of file RooMinimizer.h.
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Definition at line 109 of file RooMinimizer.h.
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Definition at line 126 of file RooMinimizer.h.
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Definition at line 124 of file RooMinimizer.h.
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Definition at line 115 of file RooMinimizer.h.
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Definition at line 114 of file RooMinimizer.h.