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;
160 for (
unsigned int ipar = 0; ipar < npar; ++ipar) {
173 MATH_ERROR_MSG(
"FitResult",
"FitConfiguration and Minimizer result are not consistent");
174 std::cout <<
"Number of free parameters from FitConfig = " << nfree << std::endl;
175 std::cout <<
"Number of free parameters from Minimizer = " <<
fNFree << std::endl;
195 if (min->Errors() != 0) {
197 fErrors = std::vector<double>(min->Errors(), min->Errors() + npar ) ;
200 unsigned int r = npar * ( npar + 1 )/2;
202 for (
unsigned int i = 0; i < npar; ++i)
203 for (
unsigned int j = 0; j <= i; ++j)
210 for (
unsigned int i = 0; i < npar; ++i) {
211 double globcc = min->GlobalCC(i);
212 if (globcc < 0)
break;
234 if (
this == &rhs)
return *
this;
284 const unsigned int npar =
fParams.size();
285 if (min->NDim() != npar ) {
289 if (min->X() == 0 ) {
294 if (
fNFree != min->NFree() ) {
301 fVal = min->MinValue();
307 if ( min->NCalls() > 0)
fNCalls = min->NCalls();
311 std::copy(min->X(), min->X() + npar,
fParams.begin());
317 if (min->Errors() != 0) {
321 std::copy(min->Errors(), min->Errors() + npar,
fErrors.begin() ) ;
326 unsigned int r = npar * ( npar + 1 )/2;
329 for (
unsigned int i = 0; i < npar; ++i) {
330 for (
unsigned int j = 0; j <= i; ++j)
337 for (
unsigned int i = 0; i < npar; ++i) {
338 double globcc = min->GlobalCC(i);
355 for (
unsigned int i = 0; i <
fErrors.size() ; ++i)
357 for (
unsigned int i = 0; i <
fCovMatrix.size() ; ++i)
371 std::map<unsigned int, std::pair<double,double> >::const_iterator itr =
fMinosErrors.find(i);
379 std::map<unsigned int, std::pair<double,double> >::const_iterator itr =
fMinosErrors.find(i);
386 std::map<unsigned int, std::pair<double,double> >::const_iterator itr =
fMinosErrors.find(i);
398 unsigned int npar =
fParams.size();
399 for (
unsigned int i = 0; i < npar; ++i)
414 std::map<unsigned int, unsigned int>::const_iterator itr =
fBoundParams.find(ipar);
416 lower = -std::numeric_limits<Double_t>::infinity();
417 upper = std::numeric_limits<Double_t>::infinity();
436 unsigned int npar =
fParams.size();
438 os <<
"<Empty FitResult>\n";
441 os <<
"\n****************************************\n";
444 os <<
" Invalid FitResult";
445 os <<
" (status = " <<
fStatus <<
" )";
448 os <<
" FitResult before fitting";
450 os <<
"\n****************************************\n";
454 os <<
"Minimizer is " <<
fMinimType << std::endl;
455 const unsigned int nw = 25;
456 const unsigned int nn = 12;
457 const std::ios_base::fmtflags prFmt = os.setf(std::ios::left,std::ios::adjustfield);
460 os << std::left << std::setw(nw) <<
"MinFCN" <<
" = " << std::right << std::setw(nn) <<
fVal << std::endl;
462 os << std::left << std::setw(nw) <<
"Chi2" <<
" = " << std::right << std::setw(nn) <<
fChi2 << std::endl;
463 os << std::left << std::setw(nw) <<
"NDf" <<
" = " << std::right << std::setw(nn) <<
fNdf << std::endl;
464 if (
fMinimType.find(
"Linear") == std::string::npos) {
465 if (
fEdm >=0) os << std::left << std::setw(nw) <<
"Edm" <<
" = " << std::right << std::setw(nn) <<
fEdm << std::endl;
466 os << std::left << std::setw(nw) <<
"NCalls" <<
" = " << std::right << std::setw(nn) <<
fNCalls << std::endl;
468 for (
unsigned int i = 0; i < npar; ++i) {
470 os <<
" = " << std::right << std::setw(nn) <<
fParams[i];
472 os << std::setw(9) <<
" " << std::setw(nn) <<
" " <<
" \t (fixed)";
475 os <<
" +/- " << std::left << std::setw(nn) <<
fErrors[i] << std::right;
477 os <<
" " << std::left << std::setw(nn) <<
LowerError(i) <<
" +" << std::setw(nn) <<
UpperError(i)
480 os <<
" \t (limited)";
486 if (prFmt != os.flags() ) os.setf(prFmt, std::ios::adjustfield);
496 os <<
"\nCovariance Matrix:\n\n";
497 unsigned int npar =
fParams.size();
499 const int kWidth = 8;
501 const int matw = kWidth+4;
504 int prevPrec = os.precision(kPrec);
505 const std::ios_base::fmtflags prevFmt = os.flags();
507 os << std::setw(parw) <<
" " <<
"\t";
508 for (
unsigned int i = 0; i < npar; ++i) {
514 for (
unsigned int i = 0; i < npar; ++i) {
517 for (
unsigned int j = 0; j < npar; ++j) {
519 os.precision(kPrec); os.width(kWidth); os << std::right << std::setw(matw) <<
CovMatrix(i,j);
526 os <<
"\nCorrelation Matrix:\n\n";
527 os << std::setw(parw) <<
" " <<
"\t";
528 for (
unsigned int i = 0; i < npar; ++i) {
534 for (
unsigned int i = 0; i < npar; ++i) {
536 os << std::left << std::setw(parw) << std::left <<
GetParameterName(i) <<
"\t";
537 for (
unsigned int j = 0; j < npar; ++j) {
539 os.precision(kPrec); os.width(kWidth); os << std::right << std::setw(matw) <<
Correlation(i,j);
546 os.setf(prevFmt, std::ios::adjustfield);
547 os.precision(prevPrec);
559 MATH_ERROR_MSG(
"FitResult::GetConfidenceIntervals",
"Cannot compute Confidence Intervals without fit model function");
565 double corrFactor = 1;
566 if (
fChi2 <= 0 ||
fNdf == 0) norm =
false;
575 unsigned int ndim =
fFitFunc->NDim();
576 unsigned int npar =
fFitFunc->NPar();
578 std::vector<double> xpoint(ndim);
579 std::vector<double> grad(npar);
580 std::vector<double> vsum(npar);
583 for (
unsigned int ipoint = 0; ipoint <
n; ++ipoint) {
585 for (
unsigned int kdim = 0; kdim < ndim; ++kdim) {
586 unsigned int i = ipoint * stride1 + kdim * stride2;
593 for (
unsigned int ipar = 0; ipar < npar; ++ipar) {
596 d.SetFunction(fadapter);
600 d.SetStepSize( std::max(
fErrors[ipar]*1.E-5, 1.E-15) );
602 d.SetStepSize( std::min(std::max(
fParams[ipar]*1.E-5, 1.E-15), 0.0001 ) );
611 vsum.assign(npar,0.0);
612 for (
unsigned int ipar = 0; ipar < npar; ++ipar) {
613 for (
unsigned int jpar = 0; jpar < npar; ++jpar) {
614 vsum[ipar] +=
CovMatrix(ipar,jpar) * grad[jpar];
619 for (
unsigned int ipar = 0; ipar < npar; ++ipar) {
620 r2 += grad[ipar] * vsum[ipar];
622 double r = std::sqrt(r2);
623 ci[ipoint] =
r * corrFactor;
631 unsigned int ndim = data.
NDim();
632 unsigned int np = data.
NPoints();
633 std::vector<double> xdata( ndim * np );
634 for (
unsigned int i = 0; i < np ; ++i) {
635 const double *
x = data.
Coords(i);
636 std::vector<double>::iterator itr = xdata.begin()+ ndim * i;
637 std::copy(
x,
x+ndim,itr);
647 std::vector<double> result;
649 result.resize(data->
NPoints() );
653 MATH_ERROR_MSG(
"FitResult::GetConfidenceIntervals",
"Cannot compute Confidence Intervals without the fit bin data");
685 if (!pntsx || !pntsy || !npoints)
689 MATH_ERROR_MSG(
"FitResult::Scan",
"Minimizer is not available - cannot Scan");
704bool FitResult::Contour(
unsigned int ipar,
unsigned int jpar,
unsigned int &npoints,
double *pntsx,
double *pntsy,
double confLevel)
706 if (!pntsx || !pntsy || !npoints)
710 MATH_ERROR_MSG(
"FitResult::Contour",
"Minimizer is not available - cannot produce Contour");
722 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,...