46 fValid(false), fNormalized(false), fNFree(0), fNdf(0), fNCalls(0),
47 fStatus(-1), fCovStatus(0), fVal(0), fEdm(-1), fChi2(-1)
64 fParams(std::vector<
double>( fconfig.NPar() ) ),
65 fErrors(std::vector<
double>( fconfig.NPar() ) ),
66 fParNames(std::vector<std::string> ( fconfig.NPar() ) )
75 if ( (
fMinimType.find(
"Fumili") == std::string::npos) &&
76 (
fMinimType.find(
"GSLMultiFit") == std::string::npos)
82 unsigned int npar = fconfig.
NPar();
83 for (
unsigned int i = 0; i < npar; ++i ) {
97 std::cout <<
"create fit result from config - nfree " <<
fNFree << std::endl;
113 fVal = min->MinValue();
124 const unsigned int npar = min->NDim();
125 if (npar == 0)
return;
128 fParams = std::vector<double>(min->X(), min->X() + npar);
132 for (
unsigned int i = 0; i < npar; ++i ) {
137 if (sizeOfData > min->NFree() )
fNdf = sizeOfData - min->NFree();
151 for (
unsigned int i = 0; i < npar; ++i ) {
158 unsigned int nfree = 0;
159 for (
unsigned int ipar = 0; ipar < npar; ++ipar) {
172 MATH_ERROR_MSG(
"FitResult",
"FitConfiguration and Minimizer result are not consistent");
173 std::cout <<
"Number of free parameters from FitConfig = " << nfree << std::endl;
174 std::cout <<
"Number of free parameters from Minimizer = " <<
fNFree << std::endl;
190 if (min->Errors() != 0) {
192 fErrors = std::vector<double>(min->Errors(), min->Errors() + npar ) ;
195 unsigned int r = npar * ( npar + 1 )/2;
197 for (
unsigned int i = 0; i < npar; ++i)
198 for (
unsigned int j = 0; j <= i; ++j)
205 for (
unsigned int i = 0; i < npar; ++i) {
206 double globcc = min->GlobalCC(i);
207 if (globcc < 0)
break;
229 if (
this == &rhs)
return *
this;
279 const unsigned int npar =
fParams.size();
280 if (min->NDim() != npar ) {
284 if (min->X() == 0 ) {
289 if (
fNFree != min->NFree() ) {
296 fVal = min->MinValue();
302 if ( min->NCalls() > 0)
fNCalls = min->NCalls();
306 std::copy(min->X(), min->X() + npar,
fParams.begin());
312 if (min->Errors() != 0) {
316 std::copy(min->Errors(), min->Errors() + npar,
fErrors.begin() ) ;
321 unsigned int r = npar * ( npar + 1 )/2;
324 for (
unsigned int i = 0; i < npar; ++i) {
325 for (
unsigned int j = 0; j <= i; ++j)
332 for (
unsigned int i = 0; i < npar; ++i) {
333 double globcc = min->GlobalCC(i);
350 for (
unsigned int i = 0; i <
fErrors.size() ; ++i)
352 for (
unsigned int i = 0; i <
fCovMatrix.size() ; ++i)
366 std::map<unsigned int, std::pair<double,double> >::const_iterator itr =
fMinosErrors.find(i);
374 std::map<unsigned int, std::pair<double,double> >::const_iterator itr =
fMinosErrors.find(i);
381 std::map<unsigned int, std::pair<double,double> >::const_iterator itr =
fMinosErrors.find(i);
393 unsigned int npar =
fParams.size();
394 for (
unsigned int i = 0; i < npar; ++i)
409 std::map<unsigned int, unsigned int>::const_iterator itr =
fBoundParams.find(ipar);
411 lower = -std::numeric_limits<Double_t>::infinity();
412 upper = std::numeric_limits<Double_t>::infinity();
431 unsigned int npar =
fParams.size();
433 os <<
"<Empty FitResult>\n";
436 os <<
"\n****************************************\n";
439 os <<
" Invalid FitResult";
440 os <<
" (status = " <<
fStatus <<
" )";
443 os <<
" FitResult before fitting";
445 os <<
"\n****************************************\n";
449 os <<
"Minimizer is " <<
fMinimType << std::endl;
450 const unsigned int nw = 25;
451 const unsigned int nn = 12;
452 const std::ios_base::fmtflags prFmt = os.setf(std::ios::left,std::ios::adjustfield);
455 os << std::left << std::setw(nw) <<
"MinFCN" <<
" = " << std::right << std::setw(nn) <<
fVal << std::endl;
457 os << std::left << std::setw(nw) <<
"Chi2" <<
" = " << std::right << std::setw(nn) <<
fChi2 << std::endl;
458 os << std::left << std::setw(nw) <<
"NDf" <<
" = " << std::right << std::setw(nn) <<
fNdf << std::endl;
459 if (
fMinimType.find(
"Linear") == std::string::npos) {
460 if (
fEdm >=0) os << std::left << std::setw(nw) <<
"Edm" <<
" = " << std::right << std::setw(nn) <<
fEdm << std::endl;
461 os << std::left << std::setw(nw) <<
"NCalls" <<
" = " << std::right << std::setw(nn) <<
fNCalls << std::endl;
463 for (
unsigned int i = 0; i < npar; ++i) {
465 os <<
" = " << std::right << std::setw(nn) <<
fParams[i];
467 os << std::setw(9) <<
" " << std::setw(nn) <<
" " <<
" \t (fixed)";
470 os <<
" +/- " << std::left << std::setw(nn) <<
fErrors[i] << std::right;
472 os <<
" " << std::left << std::setw(nn) <<
LowerError(i) <<
" +" << std::setw(nn) <<
UpperError(i)
475 os <<
" \t (limited)";
481 if (prFmt != os.flags() ) os.setf(prFmt, std::ios::adjustfield);
491 os <<
"\nCovariance Matrix:\n\n";
492 unsigned int npar =
fParams.size();
494 const int kWidth = 8;
496 const int matw = kWidth+4;
499 int prevPrec = os.precision(kPrec);
500 const std::ios_base::fmtflags prevFmt = os.flags();
502 os << std::setw(parw) <<
" " <<
"\t";
503 for (
unsigned int i = 0; i < npar; ++i) {
509 for (
unsigned int i = 0; i < npar; ++i) {
512 for (
unsigned int j = 0; j < npar; ++j) {
514 os.precision(kPrec); os.width(kWidth); os << std::right << std::setw(matw) <<
CovMatrix(i,j);
521 os <<
"\nCorrelation Matrix:\n\n";
522 os << std::setw(parw) <<
" " <<
"\t";
523 for (
unsigned int i = 0; i < npar; ++i) {
529 for (
unsigned int i = 0; i < npar; ++i) {
531 os << std::left << std::setw(parw) << std::left <<
GetParameterName(i) <<
"\t";
532 for (
unsigned int j = 0; j < npar; ++j) {
534 os.precision(kPrec); os.width(kWidth); os << std::right << std::setw(matw) <<
Correlation(i,j);
541 os.setf(prevFmt, std::ios::adjustfield);
542 os.precision(prevPrec);
554 MATH_ERROR_MSG(
"FitResult::GetConfidenceIntervals",
"Cannot compute Confidence Intervals without fit model function");
560 double corrFactor = 1;
561 if (
fChi2 <= 0 ||
fNdf == 0) norm =
false;
570 unsigned int ndim =
fFitFunc->NDim();
571 unsigned int npar =
fFitFunc->NPar();
573 std::vector<double> xpoint(ndim);
574 std::vector<double> grad(npar);
575 std::vector<double> vsum(npar);
578 for (
unsigned int ipoint = 0; ipoint <
n; ++ipoint) {
580 for (
unsigned int kdim = 0; kdim < ndim; ++kdim) {
581 unsigned int i = ipoint * stride1 + kdim * stride2;
588 for (
unsigned int ipar = 0; ipar < npar; ++ipar) {
591 d.SetFunction(fadapter);
595 d.SetStepSize( std::max(
fErrors[ipar]*1.E-5, 1.E-15) );
597 d.SetStepSize( std::min(std::max(
fParams[ipar]*1.E-5, 1.E-15), 0.0001 ) );
606 vsum.assign(npar,0.0);
607 for (
unsigned int ipar = 0; ipar < npar; ++ipar) {
608 for (
unsigned int jpar = 0; jpar < npar; ++jpar) {
609 vsum[ipar] +=
CovMatrix(ipar,jpar) * grad[jpar];
614 for (
unsigned int ipar = 0; ipar < npar; ++ipar) {
615 r2 += grad[ipar] * vsum[ipar];
617 double r = std::sqrt(r2);
618 ci[ipoint] =
r * corrFactor;
626 unsigned int ndim = data.
NDim();
627 unsigned int np = data.
NPoints();
628 std::vector<double> xdata( ndim * np );
629 for (
unsigned int i = 0; i < np ; ++i) {
630 const double *
x = data.
Coords(i);
631 std::vector<double>::iterator itr = xdata.begin()+ ndim * i;
632 std::copy(
x,
x+ndim,itr);
642 std::vector<double> result;
644 result.resize(data->
NPoints() );
648 MATH_ERROR_MSG(
"FitResult::GetConfidenceIntervals",
"Cannot compute Confidence Intervals without the fit bin data");
680 if (!pntsx || !pntsy || !npoints)
684 MATH_ERROR_MSG(
"FitResult::Scan",
"Minimizer is not available - cannot Scan");
699bool FitResult::Contour(
unsigned int ipar,
unsigned int jpar,
unsigned int &npoints,
double *pntsx,
double *pntsy,
double confLevel)
701 if (!pntsx || !pntsy || !npoints)
705 MATH_ERROR_MSG(
"FitResult::Contour",
"Minimizer is not available - cannot produce Contour");
717 bool ret =
fMinimizer->Contour(ipar, jpar, npoints, pntsx, pntsy);
#define MATH_ERROR_MSG(loc, str)
Class describing the binned data sets : vectors of x coordinates, y values and optionally error on y ...
Class describing the configuration of the fit, options and parameter settings using the ROOT::Fit::Pa...
const std::string & MinimizerAlgoType() const
return type of minimizer algorithms
unsigned int NPar() const
number of parameters settings
std::string MinimizerName() const
return Minimizer full name (type / algorithm)
const std::string & MinimizerType() const
return type of minimizer package
const ParameterSettings & ParSettings(unsigned int i) const
get the parameter settings for the i-th parameter (const method)
unsigned int NPoints() const
return number of fit points
unsigned int NDim() const
return coordinate data dimension
const double * Coords(unsigned int ipoint) const
return a pointer to the coordinates data for the given fit point
class containg the result of the fit and all the related information (fitted parameter values,...
std::vector< double > fGlobalCC
bool Update(const std::shared_ptr< ROOT::Math::Minimizer > &min, const ROOT::Fit::FitConfig &fconfig, 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 sam...
std::map< unsigned int, unsigned int > fBoundParams
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 ...
double UpperError(unsigned int i) const
upper Minos error. If Minos has not run for parameter i return the parabolic error
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 conf...
FitResult & operator=(const FitResult &rhs)
Assignment operator.
std::vector< double > fErrors
std::shared_ptr< ROOT::Math::Minimizer > fMinimizer
bool IsParameterFixed(unsigned int ipar) const
query if a parameter is fixed
double Error(unsigned int i) const
parameter error by index
double CovMatrix(unsigned int i, unsigned int j) const
retrieve covariance matrix element
void GetConfidenceIntervals(unsigned int n, unsigned int stride1, unsigned int stride2, const double *x, double *ci, double cl=0.95, bool norm=false) const
get confidence intervals for an array of n points x.
bool Scan(unsigned int ipar, unsigned int &npoints, double *pntsx, double *pntsy, double xmin=0, double xmax=0)
scan likelihood value of parameter and fill the given graph.
FitResult()
Default constructor for an empty (non valid) fit result.
std::shared_ptr< FitData > fFitData
model function resulting from the fit.
std::string GetParameterName(unsigned int ipar) const
get name of parameter (deprecated)
bool ParameterBounds(unsigned int ipar, double &lower, double &upper) const
retrieve parameter bounds - return false if parameter is not bound
std::vector< double > fParams
std::vector< double > fCovMatrix
void SetMinosError(unsigned int i, double elow, double eup)
set the Minos errors for parameter i (called by the Fitter class when running Minos)
void Print(std::ostream &os, bool covmat=false) const
print the result and optionaly covariance matrix and correlations
double LowerError(unsigned int i) const
lower Minos error. If Minos has not run for parameter i return the parabolic error
void PrintCovMatrix(std::ostream &os) const
print error matrix and correlations
bool Contour(unsigned int ipar, unsigned int jpar, unsigned int &npoints, double *pntsx, double *pntsy, double confLevel=0.683)
create contour of two parameters around the minimum pass as option confidence level: default is a val...
bool HasMinosError(unsigned int i) const
query if parameter i has the Minos error
std::vector< std::pair< double, double > > fParamBounds
std::shared_ptr< IModelFunction > fFitFunc
objective function used for fitting
std::map< unsigned int, bool > fFixedParams
data set used in the fit
double Correlation(unsigned int i, unsigned int j) const
retrieve correlation elements
std::shared_ptr< ROOT::Math::IMultiGenFunction > fObjFunc
minimizer object used for fitting
virtual ~FitResult()
Destructor.
int Index(const std::string &name) const
get index for parameter name (return -1 if not found)
double Prob() const
p value of the fit (chi2 probability)
std::string ParName(unsigned int i) const
name of the parameter
void NormalizeErrors()
normalize errors using chi2/ndf for chi2 fits
bool IsParameterBound(unsigned int ipar) const
query if a parameter is bound
std::vector< std::string > fParNames
std::map< unsigned int, std::pair< double, double > > fMinosErrors
Class, describing value, limits and step size of the parameters Provides functionality also to set/re...
bool IsFixed() const
check if is fixed
bool HasUpperLimit() const
check if parameter has upper limit
double LowerLimit() const
return lower limit value
const std::string & Name() const
return name
bool HasLowerLimit() const
check if parameter has lower limit
double Value() const
copy constructor and assignment operators (leave them to the compiler)
double StepSize() const
return step size
double UpperLimit() const
return upper limit value
bool IsBound() const
check if is bound
Documentation for the abstract class IBaseFunctionMultiDim.
OneDimParamFunctionAdapter class to wrap a multi-dim parameteric function in one dimensional one.
User class for calculating the derivatives of a function.
double chisquared_cdf_c(double x, double r, double x0=0)
Complement of the cumulative distribution function of the distribution with degrees of freedom (upp...
double normal_quantile(double z, double sigma)
Inverse ( ) of the cumulative distribution function of the lower tail of the normal (Gaussian) distri...
TFitResultPtr Fit(FitObject *h1, TF1 *f1, Foption_t &option, const ROOT::Math::MinimizerOptions &moption, const char *goption, ROOT::Fit::DataRange &range)
const int gInitialResultStatus
std::string ToString(const T &val)
Utility function for conversion to strings.
tbb::task_arena is an alias of tbb::interface7::task_arena, which doesn't allow to forward declare tb...
Double_t ChisquareQuantile(Double_t p, Double_t ndf)
Evaluate the quantiles of the chi-squared probability distribution function.
Double_t StudentQuantile(Double_t p, Double_t ndf, Bool_t lower_tail=kTRUE)
Computes quantiles of the Student's t-distribution 1st argument is the probability,...